Market Stats at 2:40 pm ET
by daytrend on 20120507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.
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I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.
COMPARED TO YESTERDAY’S RANGE
13.4% of stocks are above yesterday’s high.
37.1% are above yesterday’s midpoint. (62.9% are below.)
23.4% are below yesterday’s low.
63.2% are inside yesterday’s range.
23.4% of stocks with today’s high > yesterday’s high. (76.6% less than).
70.2% of stocks with today’s low < yesterday’s low. (29.8% greater than).
EVIDENCE OF INTRADAY TREND
67.9% of stocks are above today’s open. (30.7% are below).
51.2% of stocks are above today’s open and yesterday’s close.
29.4% are below both.
8.8% of stocks opened above yesterday’s close. (88.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
15.4% of stocks are in the top 10% of today’s range.
29.8% are in the top 20%.
67.1% are in the top half. 32.9% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
4.6% are in the bottom 10%.
GAIN
54.4% of stocks are above yesterday’s close. (45.6% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.1% are down 3.5% or more.
63.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.9%…>=90:2.0%…>=80:6.0%…>=50:23.1%…<=20:47.6%…<=10:34.4%…<=5:19.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:31.8%…<=20:3.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.4% above previous 1 highs, 23.4% below previous 1 lows
4.0% above previous 2 highs, 21.6% below previous 2 lows
3.4% above previous 3 highs, 20.4% below previous 3 lows
2.2% above previous 4 highs, 20.2% below previous 4 lows
2.2% above previous 5 highs, 19.5% below previous 5 lows
2.0% above previous 6 highs, 18.8% below previous 6 lows
1.8% above previous 7 highs, 16.6% below previous 7 lows
1.8% above previous 8 highs, 14.2% below previous 8 lows
1.8% above previous 9 highs, 12.5% below previous 9 lows
1.8% above previous 10 highs, 11.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.4% are above or equal to 5/4 close (1 days ago), 45.6% are below.
17.6% are above or equal to 5/3 close (2 days ago), 82.4% are below.
13.4% are above or equal to 5/2 close (3 days ago), 86.6% are below.
16.6% are above or equal to 5/1 close (4 days ago), 83.4% are below.
23.5% are above or equal to 4/30 close (5 days ago), 76.5% are below.
20.9% are above or equal to 4/27 close (6 days ago), 79.1% are below.
25.1% are above or equal to 4/26 close (7 days ago), 74.9% are below.
35.2% are above or equal to 4/25 close (8 days ago), 64.8% are below.
47.6% are above or equal to 4/24 close (9 days ago), 52.4% are below.
49.5% are above or equal to 4/23 close (10 days ago), 50.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.7% new highs, 24.9% new lows
21d: 2.7% new highs, 24.8% new lows
42d: 2.2% new highs, 21.4% new lows
63d: 1.9% new highs, 17.5% new lows
126d: 1.8% new highs, 4.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.2% above, 47.8% below
3-day: 27.6% above, 72.4% below
4-day: 17.3% above, 82.7% below
5-day: 16.1% above, 83.9% below
8-day: 19.4% above, 80.6% below
10-day: 24.6% above, 75.4% below
20-day: 38.5% above, 61.5% below
50-day: 37.4% above, 62.6% below
200-day: 67.2% above, 32.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(26): 0.98% Top=UAL SAVE GWR LCC LUV DAL ALK EXPD ….. LSTR CNW KEX SWFT GLNG CSX TRN TK=Bottom (Transportation)
MATE(30): 0.78% Top=LPX USG PWR OC RYL DHI MTH MAS ….. WM EXP KBH FAST FLR FWLT CLH MTZ=Bottom (Materials & Construction)
FINA(69): 0.73% Top=BAC HCBK FITB JNS FNFG ACAS HBAN NYB ….. LPLA RJF CME ICE BEN EV CBOE FII=Bottom (Banks/Financials)
HEAL(50): 0.48% Top=MOH BSX NUVA ALR HUM MAKO WCG CNC ….. RMD MD BKD CYH HNT CVD HCA CFN=Bottom (Health)
REAL(65): 0.38% Top=DCT NCT SKT VNO KIM AVB HME EQR ….. DFT CYS IVR CIT LHO CBG HT HPT=Bottom (Real Estate)
LEIS(27): 0.28% Top=GET MPEL YUM VAC PCLN EAT PNRA DNKN ….. SBUX MCD CCL HOT LVS WYNN MGM H=Bottom (Leisure)
CHEM(29): 0.23% Top=HUN SMG ASH ALB PPG RPM EMN WLK ….. FMC AGU MON CE POT WPZ IPI MEOH=Bottom (Chemicals/Fertilizers)
MANU(40): 0.12% Top=TEX ATU DRC ITW PPO CR SPW ETN ….. CRS DCI FLS AGCO KMT CMI DOV GTLS=Bottom (Manufacturing)
DISV(43): -0.06% Top=CAR LPS AH URI VNTV SBAC TAL V ….. VPRT SAI ULTA CACI ACM ACTG MELI WTW=Bottom (Diversified Services)
INSU(37): -0.10% Top=CLGX MET CB TMK LNC FNF PGR WRB ….. ACGL BRO PRU SLF AJG GNW CHSI AIG=Bottom (Insurance)
ELEC(59): -0.12% Top=SPRD INVN FSLR CREE NVDA CRUS VECO DLB ….. NXPI TSL GTAT VSH IO CY JBL ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): -0.13% Top=LEAP AMX TDS NIHD BCE AMT VIP WDC ….. ADTN JNPR PLCM APKT BRCD XLS FIO UBNT=Bottom (Computer Hardware/Telecom)
RETA(77): -0.19% Top=KORS DDS BIG EBAY GPS AM DG PAG ….. MW PIR GME ARO CAB ANF ASNA DANG=Bottom (Retail & Specialty Retail)
CONS(58): -0.23% Top=ECL SKX HAS LII EL TWI XRX ICON ….. PVH PBI CROX HAR FOSL AVP SCSS TPX=Bottom (Consumer)
ENER(93): -0.29% Top=KOG CRZO MHR SM XEC BHI WMB BBG ….. COG WTI FST BPL HOS NXY SFY PWE=Bottom (Energy)
META(30): -0.35% Top=CLD CNX BTU AEM HSC CLF TIE AKS ….. ANR PCX GG SWC AUY MCP IAG EGO=Bottom (Metals & Mining)
COSW(68): -0.81% Top=GRPN ARBA AOL GOOG CERN ZNGA MDRX IRM ….. QLIK RATE SWI YNDX LNKD QSII BSFT CTSH=Bottom (Computer Software/Internet)
NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:40 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
