Market Stats at 12:51 pm ET
by daytrend on 20120515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.
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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
19.7% of stocks are above yesterday’s high.
48.6% are above yesterday’s midpoint. (51.4% are below.)
22.4% are below yesterday’s low.
57.9% are inside yesterday’s range.
35.8% of stocks with today’s high > yesterday’s high. (64.2% less than).
54.8% of stocks with today’s low < yesterday’s low. (45.2% greater than).
EVIDENCE OF INTRADAY TREND
60.0% of stocks are above today’s open. (38.5% are below).
52.4% of stocks are above today’s open and yesterday’s close.
33.6% are below both.
44.0% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
11.8% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
63.5% are in the top half. 36.5% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
7.1% are in the bottom 10%.
GAIN
58.8% of stocks are above yesterday’s close. (41.2% are below.)
1.3% are up 4.5% or more. 1.2% are down 4.5% or more.
3.9% are up 3.5% or more. 2.5% are down 3.5% or more.
59.4% are between +1% and -1%.
RSI on DAILY
2-day: >=95:1.1%…>=90:2.4%…>=80:8.4%…>=50:33.4%…<=20:38.8%…<=10:25.3%…<=5:15.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:22.8%…<=20:7.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.7%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.7% above previous 1 highs, 22.4% below previous 1 lows
7.8% above previous 2 highs, 20.4% below previous 2 lows
5.3% above previous 3 highs, 19.8% below previous 3 lows
5.1% above previous 4 highs, 16.4% below previous 4 lows
4.4% above previous 5 highs, 15.6% below previous 5 lows
3.2% above previous 6 highs, 15.3% below previous 6 lows
2.5% above previous 7 highs, 15.1% below previous 7 lows
1.3% above previous 8 highs, 15.1% below previous 8 lows
1.1% above previous 9 highs, 14.9% below previous 9 lows
0.8% above previous 10 highs, 14.8% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.8% are above or equal to 5/14 close (1 days ago), 41.2% are below.
24.9% are above or equal to 5/11 close (2 days ago), 75.1% are below.
28.6% are above or equal to 5/10 close (3 days ago), 71.4% are below.
31.8% are above or equal to 5/9 close (4 days ago), 68.2% are below.
27.2% are above or equal to 5/8 close (5 days ago), 72.8% are below.
23.8% are above or equal to 5/7 close (6 days ago), 76.2% are below.
23.4% are above or equal to 5/4 close (7 days ago), 76.6% are below.
14.9% are above or equal to 5/3 close (8 days ago), 85.1% are below.
11.2% are above or equal to 5/2 close (9 days ago), 88.8% are below.
14.6% are above or equal to 5/1 close (10 days ago), 85.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.8% new highs, 26.0% new lows
21d: 0.8% new highs, 25.5% new lows
42d: 0.7% new highs, 22.3% new lows
63d: 0.7% new highs, 18.5% new lows
126d: 0.5% new highs, 7.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.4% above, 42.6% below
3-day: 34.1% above, 65.9% below
4-day: 31.4% above, 68.6% below
5-day: 31.2% above, 68.8% below
8-day: 25.4% above, 74.6% below
10-day: 19.4% above, 80.6% below
20-day: 23.1% above, 76.9% below
50-day: 27.3% above, 72.7% below
200-day: 58.7% above, 41.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(77): 1.63% Top=GRPN ZNGA SWI AKAM BSFT RHT RAX ADSK ….. NLSN CSC OTEX NCR QSII TRI IRM TTWO=Bottom (Computer Software/Internet)
MATE(30): 1.48% Top=RYL LEN SPF KBH LPX DHI MTH MDC ….. MTZ FLR RSG FWLT MAS SHW MDR DAR=Bottom (Materials & Construction)
RETA(74): 1.21% Top=DANG DKS TJX LL DLTR AMZN PETM CHS ….. GME SPLS ASNA KR JCP HD FRAN SVU=Bottom (Retail & Specialty Retail)
LEIS(27): 0.88% Top=DRI PENN CCL EAT YUM LVS PNRA EXPE ….. SBUX WYN MTN H DPZ LTM WYNN HMIN=Bottom (Leisure)
ELEC(58): 0.86% Top=A TQNT CAVM SWKS CPHD JBL VECO IPGP ….. TEL ITRI QLGC IDTI MCHP GLW GTAT FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): 0.57% Top=AH HMSY ATHN ULTA RCII MELI GEO SBAC ….. WU LPS MYGN WOOF SAI MAN RRD URI=Bottom (Diversified Services)
CONS(57): 0.51% Top=SCSS HAS DECK ICON UFS CL BC WHR ….. NWL GIL RL GT XRX PBI FOSL AVP=Bottom (Consumer)
COHW(47): 0.43% Top=FNSR EQIX ADTN JNPR OCZ UBNT NTGR RCI ….. CTL WIN CIEN HPQ LXK PCS RIMM FIO=Bottom (Computer Hardware/Telecom)
TRAN(25): 0.43% Top=ODFL UNP SWFT JBHT TK CP CHRW CSX ….. ALK LCC EXPD UAL SAVE TDW GLNG DAL=Bottom (Transportation)
HEAL(49): 0.16% Top=MAKO RMD LH ALGN DGX CNC BKD BCR ….. SYK HUM UHS AET HNT STJ CYH ALR=Bottom (Health)
FINA(68): 0.14% Top=JPM GS OCN BLK HBAN BAC JEF STT ….. KKR TCB TD COF EWBC ZION FHN FII=Bottom (Banks/Financials)
INSU(36): 0.01% Top=MBI FNF ACGL WRB MMC ORI PL AJG ….. UNM TMK PRU GNW LNC ALL SLF MET=Bottom (Insurance)
MANU(41): 0.00% Top=AOS GTLS MHK WTS PNR TYC RBN CR ….. DOV KMT CRS SWK AGCO TEX JOY ATI=Bottom (Manufacturing)
REAL(64): -0.09% Top=DLR TCO DFT O AVB DRH ACC SKT ….. BMR DEI PPS HTS OFC DDR CIT HR=Bottom (Real Estate)
CHEM(27): -0.37% Top=MON ALB CF ASH SIAL CYT FMC PX ….. SMG FTK AGU CE IPI MEOH WLK VAL=Bottom (Chemicals/Fertilizers)
ENER(96): -1.24% Top=IOC AREX MUR APC GPOR VLO CLMT HOS ….. QEP NBR SPN FST ERF CRK SD KEG=Bottom (Energy)
META(29): -2.32% Top=RGLD GG AUY NEM EGO AEM NUE ABX ….. CLD MCP AUQ CNX BTU ACI 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 12:51 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
