Market Stats at 10:41 am ET
by daytrend on 20120514. 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
1.2% of stocks are above yesterday’s high.
11.8% are above yesterday’s midpoint. (88.2% are below.)
53.4% are below yesterday’s low.
45.4% are inside yesterday’s range.
3.9% of stocks with today’s high > yesterday’s high. (96.1% less than).
77.2% of stocks with today’s low < yesterday’s low. (22.8% greater than).
EVIDENCE OF INTRADAY TREND
40.5% of stocks are above today’s open. (57.8% are below).
8.5% of stocks are above today’s open and yesterday’s close.
57.1% are below both.
3.1% of stocks opened above yesterday’s close. (96.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
10.9% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
49.3% are in the top half. 50.7% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
6.4% are in the bottom 10%.
GAIN
9.6% of stocks are above yesterday’s close. (90.4% are below.)
0.6% are up 4.5% or more. 0.9% are down 4.5% or more.
0.8% are up 3.5% or more. 3.6% are down 3.5% or more.
35.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.6%…>=90:1.2%…>=80:2.2%…>=50:10.2%…<=20:59.5%…<=10:35.2%…<=5:24.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:18.5%…<=20:9.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.2% above previous 1 highs, 53.4% below previous 1 lows
0.9% above previous 2 highs, 48.6% below previous 2 lows
0.9% above previous 3 highs, 30.9% below previous 3 lows
0.8% above previous 4 highs, 27.2% below previous 4 lows
0.8% above previous 5 highs, 26.2% below previous 5 lows
0.8% above previous 6 highs, 25.6% below previous 6 lows
0.7% above previous 7 highs, 25.4% below previous 7 lows
0.6% above previous 8 highs, 24.6% below previous 8 lows
0.6% above previous 9 highs, 24.5% below previous 9 lows
0.6% above previous 10 highs, 24.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
9.6% are above or equal to 5/11 close (1 days ago), 90.4% are below.
16.6% are above or equal to 5/10 close (2 days ago), 83.4% are below.
21.2% are above or equal to 5/9 close (3 days ago), 78.8% are below.
21.9% are above or equal to 5/8 close (4 days ago), 78.1% are below.
17.6% are above or equal to 5/7 close (5 days ago), 82.4% are below.
20.0% are above or equal to 5/4 close (6 days ago), 80.0% are below.
12.2% are above or equal to 5/3 close (7 days ago), 87.8% are below.
11.1% are above or equal to 5/2 close (8 days ago), 88.9% are below.
12.6% are above or equal to 5/1 close (9 days ago), 87.4% are below.
16.2% are above or equal to 4/30 close (10 days ago), 83.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 30.1% new lows
21d: 0.9% new highs, 29.8% new lows
42d: 0.8% new highs, 25.9% new lows
63d: 0.8% new highs, 22.6% new lows
126d: 0.5% new highs, 7.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 9.2% above, 90.8% below
3-day: 10.7% above, 89.3% below
4-day: 12.1% above, 87.9% below
5-day: 13.8% above, 86.2% below
8-day: 13.9% above, 86.1% below
10-day: 12.2% above, 87.8% below
20-day: 20.8% above, 79.2% below
50-day: 26.7% above, 73.3% below
200-day: 58.7% above, 41.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): -0.30% Top=ACI ANR MCP ABX WLT BTU CNX CLD ….. KGC GG SCCO SWC AUY EGO AUQ IAG=Bottom (Metals & Mining)
RETA(74): -0.83% Top=FRAN GME BBY SVU CHS DANG ANN BKE ….. KR DDS ORLY LL SHLD BID GNC AAP=Bottom (Retail & Specialty Retail)
TRAN(26): -0.87% Top=DAL LCC CNI CNW LUV UAL FDX UPS ….. GWR KEX JBHT TRN KSU TK SWFT GLNG=Bottom (Transportation)
COSW(77): -0.90% Top=GRPN BMC ZNGA DNB LNKD TTWO BIDU N ….. SINA IGT RAX ARBA SFLY YNDX BSFT ACOM=Bottom (Computer Software/Internet)
REAL(64): -0.92% Top=HR HT AIV OHI VNO ARR OFC SNH ….. EXR DRH LHO CBL DRE WRI PMT CBG=Bottom (Real Estate)
COHW(47): -0.94% Top=OCZ CSCO BRCD APKT QCOM FIO DELL JDSU ….. NTGR FNSR NIHD RVBD WIN PCS TDS LEAP=Bottom (Computer Hardware/Telecom)
ELEC(58): -1.08% Top=SPRD FSLR GTAT SNDK AMD NVDA FCS AMAT ….. ARMH SWKS INTC NXPI JBL TRMB INVN IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): -1.22% Top=AIZ PGR TRV AGO AON CB WSH FNF ….. PL CINF TMK HIG AFL GNW PRU LNC=Bottom (Insurance)
HEAL(50): -1.23% Top=STJ HOLX VOLC AET CYH CVD CVH MDT ….. EW MR WAT LIFE NUVA ESRX THOR MAKO=Bottom (Health)
DISV(43): -1.24% Top=AH APOL WU MELI VPRT FCN ATHN SAI ….. LPS MAN KBR TAL HTZ CAR CXW URI=Bottom (Diversified Services)
CONS(57): -1.27% Top=AVP GT DECK ICON SKX ENR XRX KMB ….. UFS HAR LII SCSS PBI BC TWI NUS=Bottom (Consumer)
FINA(68): -1.52% Top=ARCC NYB CSE PBCT TCB SLM ACAS FHN ….. GHL ZION JEF WDR STI LM BX MS=Bottom (Banks/Financials)
ENER(96): -1.73% Top=CHKM EEP COG BBG CVI EPD SGY UPL ….. HFC ERF CLR SFY LUFK CIE EXH IOC=Bottom (Energy)
CHEM(27): -1.77% Top=WPZ APD FMC PX IFF CYT DD SIAL ….. ASH GRA CE ALB EMN CF ROC FTK=Bottom (Chemicals/Fertilizers)
LEIS(27): -1.83% Top=EXPE MCD PCLN CCL DRI LTM EAT TXRH ….. DPZ WYNN HOT LVS H ARCO MGM MPEL=Bottom (Leisure)
MANU(41): -1.86% Top=RS PCP XYL WTS TYC EMR CR DOV ….. DRC AGCO GGG PNR TEX KMT GTLS MTW=Bottom (Manufacturing)
MATE(30): -1.88% Top=LEN MTH MTZ MDU TOL SPF MLM DHI ….. FWLT CLH WM MAS KBH RSG USG OC=Bottom (Materials & Construction)
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 10:41 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
