Market Stats at 12:18 pm ET
by daytrend on 20120515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.
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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
21.0% of stocks are above yesterday’s high.
50.7% are above yesterday’s midpoint. (49.3% are below.)
19.6% are below yesterday’s low.
59.4% are inside yesterday’s range.
33.7% of stocks with today’s high > yesterday’s high. (66.3% less than).
54.1% of stocks with today’s low < yesterday’s low. (45.9% greater than).
EVIDENCE OF INTRADAY TREND
64.4% of stocks are above today’s open. (34.4% are below).
58.6% of stocks are above today’s open and yesterday’s close.
29.5% are below both.
44.0% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
19.6% of stocks are in the top 10% of today’s range.
38.9% are in the top 20%.
70.5% are in the top half. 29.5% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
4.1% are in the bottom 10%.
GAIN
64.7% of stocks are above yesterday’s close. (35.3% are below.)
1.5% are up 4.5% or more. 0.7% are down 4.5% or more.
3.4% are up 3.5% or more. 1.8% are down 3.5% or more.
59.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.1%…>=90:2.1%…>=80:9.2%…>=50:35.1%…<=20:36.0%…<=10:21.8%…<=5:13.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:23.2%…<=20:7.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.4%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.0% above previous 1 highs, 19.6% below previous 1 lows
8.0% above previous 2 highs, 17.8% below previous 2 lows
5.5% above previous 3 highs, 17.5% below previous 3 lows
5.4% above previous 4 highs, 14.2% below previous 4 lows
4.5% above previous 5 highs, 13.3% below previous 5 lows
3.5% above previous 6 highs, 13.1% below previous 6 lows
2.6% above previous 7 highs, 12.9% below previous 7 lows
1.5% above previous 8 highs, 12.9% below previous 8 lows
1.1% above previous 9 highs, 12.7% below previous 9 lows
0.8% above previous 10 highs, 12.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.7% are above or equal to 5/14 close (1 days ago), 35.3% are below.
26.7% are above or equal to 5/11 close (2 days ago), 73.3% are below.
29.2% are above or equal to 5/10 close (3 days ago), 70.8% are below.
31.3% are above or equal to 5/9 close (4 days ago), 68.8% are below.
28.4% are above or equal to 5/8 close (5 days ago), 71.6% are below.
24.2% are above or equal to 5/7 close (6 days ago), 75.8% are below.
23.9% are above or equal to 5/4 close (7 days ago), 76.1% are below.
15.9% are above or equal to 5/3 close (8 days ago), 84.1% are below.
11.8% are above or equal to 5/2 close (9 days ago), 88.2% are below.
14.7% are above or equal to 5/1 close (10 days ago), 85.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.7% new highs, 25.5% new lows
21d: 0.7% new highs, 25.0% new lows
42d: 0.6% new highs, 22.1% new lows
63d: 0.6% new highs, 18.3% new lows
126d: 0.5% new highs, 6.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.2% above, 36.8% below
3-day: 36.9% above, 63.1% below
4-day: 32.9% above, 67.1% below
5-day: 32.7% above, 67.3% below
8-day: 26.2% above, 73.8% below
10-day: 20.4% above, 79.6% below
20-day: 23.6% above, 76.4% below
50-day: 27.7% above, 72.3% below
200-day: 59.1% above, 40.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(77): 1.71% Top=GRPN ZNGA SWI ADSK BSFT AKAM RHT SFLY ….. MSFT NLSN IRM CSC TRI QSII OTEX TTWO=Bottom (Computer Software/Internet)
MATE(30): 1.37% Top=SPF RYL LEN KBH DHI MDC MTH TOL ….. MDU MLM FWLT MAS RSG DAR SHW MDR=Bottom (Materials & Construction)
RETA(74): 1.22% Top=DANG DKS TJX LL AMZN CHS DLTR FINL ….. SPLS GME ASNA AAP HD FRAN JCP SVU=Bottom (Retail & Specialty Retail)
ELEC(58): 1.11% Top=A TQNT CAVM SWKS CPHD JBL BRCM IPGP ….. MCHP ITRI TRMB IDTI TEL ALTR GTAT FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27): 0.96% Top=DRI PENN CCL EXPE LVS MPEL EAT YUM ….. SBUX WYN DPZ H WYNN MTN LTM HMIN=Bottom (Leisure)
DISV(42): 0.65% Top=AH HMSY ULTA ATHN MELI RCII SBAC TAL ….. LPS MYGN HRB URS FCN MAN RRD URI=Bottom (Diversified Services)
COHW(47): 0.50% Top=JNPR FNSR EQIX UBNT OCZ ADTN NTGR QCOM ….. CIEN CTL LXK HPQ WIN PCS RIMM FIO=Bottom (Computer Hardware/Telecom)
CONS(57): 0.50% Top=SCSS DECK HAS ICON UFS CL BC SKX ….. GIL EL RL XRX GT PBI FOSL AVP=Bottom (Consumer)
TRAN(25): 0.45% Top=ODFL SWFT JBHT UNP CHRW KEX FDX TK ….. EXPD TRN LCC SAVE GLNG TDW UAL DAL=Bottom (Transportation)
FINA(68): 0.35% Top=JPM OCN BAC BLK HBAN GS PHH STT ….. TD COF GHL NYB ZION FHN KKR FII=Bottom (Banks/Financials)
HEAL(50): 0.29% Top=MAKO RMD DGX LH ALGN BKD BCR MDT ….. NUVA SYK HMA UHS STJ HNT ALR CYH=Bottom (Health)
INSU(36): 0.11% Top=MBI FNF MMC WRB ACGL ORI CINF AFL ….. RE TMK PRU GNW LNC ALL MET SLF=Bottom (Insurance)
MANU(41): 0.04% Top=AOS GTLS PNR MHK PPO WTS TYC CR ….. DOV KMT CRS SWK TEX AGCO ATI JOY=Bottom (Manufacturing)
REAL(64): -0.11% Top=DLR O TCO AVB DRH ACC AIV DFT ….. DEI SLG CYS HTS OFC CIT DDR HR=Bottom (Real Estate)
CHEM(27): -0.23% Top=MON CYT ALB SIAL CF ASH FMC PX ….. FTK IPI SMG MEOH AGU CE WLK VAL=Bottom (Chemicals/Fertilizers)
ENER(96): -1.02% Top=IOC AREX GPOR MUR APC VLO CLMT KMP ….. SPN NBR CHKM CRK ERF FST SD KEG=Bottom (Energy)
META(29): -2.01% Top=RGLD GG AUY NEM ABX AEM AA EGO ….. CLF CLD AUQ CNX MCP BTU WLT ANR=Bottom (Metals & Mining)
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 12:18 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
