Market Stats at 3:45 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
13.5% of stocks are above yesterday’s high.
36.5% are above yesterday’s midpoint. (63.5% are below.)
23.9% are below yesterday’s low.
62.6% are inside yesterday’s range.
24.6% of stocks with today’s high > yesterday’s high. (75.4% less than).
70.6% of stocks with today’s low < yesterday’s low. (29.4% greater than).
EVIDENCE OF INTRADAY TREND
66.8% of stocks are above today’s open. (32.0% are below).
50.4% of stocks are above today’s open and yesterday’s close.
30.6% are below both.
8.8% of stocks opened above yesterday’s close. (88.7% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
26.7% are in the top 20%.
62.0% are in the top half. 38.0% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.6% are in the bottom 10%.
GAIN
53.5% of stocks are above yesterday’s close. (46.5% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.6% are down 3.5% or more.
62.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.9%…>=90:2.0%…>=80:5.6%…>=50:23.1%…<=20:48.7%…<=10:34.7%…<=5:20.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:32.0%…<=20:4.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.5% above previous 1 highs, 23.9% below previous 1 lows
4.4% above previous 2 highs, 21.4% below previous 2 lows
4.0% above previous 3 highs, 20.4% below previous 3 lows
2.8% above previous 4 highs, 20.1% below previous 4 lows
2.8% above previous 5 highs, 19.4% below previous 5 lows
2.5% above previous 6 highs, 18.7% below previous 6 lows
2.1% above previous 7 highs, 16.5% below previous 7 lows
2.1% above previous 8 highs, 14.2% below previous 8 lows
2.1% above previous 9 highs, 12.6% below previous 9 lows
2.1% above previous 10 highs, 11.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.5% are above or equal to 5/4 close (1 days ago), 46.5% are below.
17.8% are above or equal to 5/3 close (2 days ago), 82.2% are below.
13.3% are above or equal to 5/2 close (3 days ago), 86.7% are below.
16.6% are above or equal to 5/1 close (4 days ago), 83.4% are below.
22.9% are above or equal to 4/30 close (5 days ago), 77.1% are below.
21.2% are above or equal to 4/27 close (6 days ago), 78.8% are below.
25.4% are above or equal to 4/26 close (7 days ago), 74.6% are below.
34.8% are above or equal to 4/25 close (8 days ago), 65.2% are below.
48.1% are above or equal to 4/24 close (9 days ago), 51.9% 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: 3.3% new highs, 25.5% new lows
21d: 3.3% new highs, 25.4% new lows
42d: 2.8% new highs, 22.0% new lows
63d: 2.5% new highs, 18.1% new lows
126d: 2.4% new highs, 5.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.5% above, 48.5% below
3-day: 27.3% above, 72.7% below
4-day: 18.0% above, 82.0% below
5-day: 16.1% above, 83.9% below
8-day: 19.4% above, 80.6% below
10-day: 24.1% above, 75.9% below
20-day: 37.5% above, 62.5% below
50-day: 37.3% above, 62.7% below
200-day: 66.8% above, 33.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(26): 0.91% Top=UAL SAVE LCC GWR LUV DAL EXPD ALK ….. CP ODFL LSTR TRN SWFT CSX GLNG TK=Bottom (Transportation)
MATE(30): 0.79% Top=LPX USG MTH SPF OC RYL PWR SHAW ….. KBH WM EXP FAST FLR FWLT CLH MTZ=Bottom (Materials & Construction)
FINA(69): 0.67% Top=FITB BAC JNS HCBK ACAS ZION FNFG PHH ….. RJF NDAQ CME BEN EV ICE FII CBOE=Bottom (Banks/Financials)
REAL(65): 0.49% Top=DCT AVB HME EQR VNO SKT KIM MFA ….. DFT IVR CIT CYS HT LHO CBG HPT=Bottom (Real Estate)
HEAL(50): 0.40% Top=MOH MAKO NUVA BSX WCG ALR HUM UNH ….. AGP MD BKD CVD HNT CYH HCA CFN=Bottom (Health)
CHEM(29): 0.36% Top=SMG HUN ASH PPG WLK ALB EMN IFF ….. AGU FTK WPZ POT MON CE IPI MEOH=Bottom (Chemicals/Fertilizers)
LEIS(27): 0.06% Top=GET MPEL YUM DNKN VAC EAT PNRA LTM ….. ARCO CCL LVS HOT WYNN PENN MGM H=Bottom (Leisure)
INSU(37): -0.03% Top=CLGX LNC CB MET TMK PGR AFL FNF ….. BRO ACGL AON PRU AJG CHSI SLF AIG=Bottom (Insurance)
COHW(49): -0.13% Top=LEAP AMX TDS NIHD BCE WDC AMT VIP ….. PLCM OCZ JNPR APKT BRCD XLS FIO UBNT=Bottom (Computer Hardware/Telecom)
ELEC(59): -0.15% Top=SPRD INVN FSLR CREE VECO NVDA DLB CRUS ….. MOLX NXPI GTAT VSH JBL IO CY ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(93): -0.15% Top=KOG CRZO SM XEC MHR WNR WPX BHI ….. WTI BPL FST HOS HFC NXY PWE SFY=Bottom (Energy)
MANU(40): -0.18% Top=CR ATU PPO SPW ITW TKR ETN SWK ….. JOY FLS MTW CMI KMT DOV GTLS AGCO=Bottom (Manufacturing)
RETA(77): -0.24% Top=EBAY KORS AM BIG GPS DDS PAG DG ….. FL ASNA MW CAB ANF GME ARO DANG=Bottom (Retail & Specialty Retail)
DISV(43): -0.25% Top=CAR LPS VNTV URI SBAC TAL V AH ….. R CACI ULTA SAI ACM ACTG MELI WTW=Bottom (Diversified Services)
CONS(58): -0.31% Top=ECL SKX EL LII XRX CHD TWI ICON ….. PVH CROX PAY AVP HAR FOSL SCSS TPX=Bottom (Consumer)
META(30): -0.49% Top=CNX BTU AEM HSC PCX CLF TIE FCX ….. ANR RGLD SWC STLD MCP AUY IAG EGO=Bottom (Metals & Mining)
COSW(68): -1.01% Top=GRPN ARBA DDD GOOG AOL CERN IRM MDRX ….. QLIK SWI YNDX RATE 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 3:45 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
