Market Stats at 1:44 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
17.4% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
26.9% are below yesterday’s low.
55.7% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
55.7% of stocks with today’s low < yesterday’s low. (44.3% greater than).
EVIDENCE OF INTRADAY TREND
53.7% of stocks are above today’s open. (44.7% are below).
46.5% of stocks are above today’s open and yesterday’s close.
39.3% are below both.
44.0% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.3% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
53.6% are in the top half. 46.4% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
13.3% are in the bottom 10%.
GAIN
54.0% of stocks are above yesterday’s close. (46.0% are below.)
1.7% are up 4.5% or more. 1.1% are down 4.5% or more.
3.1% are up 3.5% or more. 2.7% are down 3.5% or more.
58.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.7%…>=90:2.2%…>=80:7.9%…>=50:29.3%…<=20:44.0%…<=10:30.0%…<=5:18.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:20.9%…<=20:8.6%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:23.5%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.4% above previous 1 highs, 26.9% below previous 1 lows
6.6% above previous 2 highs, 25.1% below previous 2 lows
4.8% above previous 3 highs, 24.2% below previous 3 lows
4.4% above previous 4 highs, 19.8% below previous 4 lows
3.3% above previous 5 highs, 18.8% below previous 5 lows
2.5% above previous 6 highs, 18.1% below previous 6 lows
1.8% above previous 7 highs, 17.8% below previous 7 lows
1.2% above previous 8 highs, 17.7% below previous 8 lows
0.9% above previous 9 highs, 17.5% below previous 9 lows
0.8% above previous 10 highs, 17.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.0% are above or equal to 5/14 close (1 days ago), 46.0% are below.
23.0% are above or equal to 5/11 close (2 days ago), 77.0% are below.
25.9% are above or equal to 5/10 close (3 days ago), 74.1% are below.
29.6% are above or equal to 5/9 close (4 days ago), 70.4% are below.
24.9% are above or equal to 5/8 close (5 days ago), 75.1% are below.
22.3% are above or equal to 5/7 close (6 days ago), 77.7% are below.
21.5% are above or equal to 5/4 close (7 days ago), 78.5% are below.
14.0% are above or equal to 5/3 close (8 days ago), 86.0% are below.
11.2% are above or equal to 5/2 close (9 days ago), 88.8% are below.
13.9% are above or equal to 5/1 close (10 days ago), 86.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 26.6% new lows
21d: 1.2% new highs, 26.1% new lows
42d: 0.8% new highs, 22.7% new lows
63d: 0.8% new highs, 18.8% new lows
126d: 0.6% new highs, 7.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.2% above, 48.8% below
3-day: 31.3% above, 68.7% below
4-day: 28.1% above, 71.9% below
5-day: 27.6% above, 72.4% below
8-day: 23.5% above, 76.5% below
10-day: 17.6% above, 82.4% below
20-day: 21.0% above, 79.0% below
50-day: 26.7% above, 73.3% below
200-day: 58.4% above, 41.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(77): 1.45% Top=GRPN ZNGA SFLY AOL RAX AKAM SWI BSFT ….. SOHU NCR MSFT ROVI IRM TRI TTWO OTEX=Bottom (Computer Software/Internet)
MATE(30): 1.35% Top=RYL KBH LEN DHI MTH SPF MDC LPX ….. MLM MAS MTZ FLR FWLT DAR SHW MDR=Bottom (Materials & Construction)
RETA(74): 1.06% Top=DANG DKS TJX LL DLTR KORS AMZN CHS ….. KR BBY GME ASNA HD JCP FRAN SVU=Bottom (Retail & Specialty Retail)
ELEC(58): 0.80% Top=A TQNT CAVM SWKS JBL CPHD VECO IPGP ….. MOLX TEL ITRI GLW MCHP QLGC GTAT FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27): 0.74% Top=DRI PENN GET CCL LVS MAR EAT YUM ….. SBUX CAKE LTM H MTN WYNN DPZ HMIN=Bottom (Leisure)
DISV(42): 0.54% Top=AH HMSY ATHN RCII MELI ULTA GEO SBAC ….. CACI DV MYGN ACM URS LPS RRD URI=Bottom (Diversified Services)
COHW(47): 0.44% Top=FNSR JNPR EQIX ADTN OCZ UBNT NTGR APKT ….. CSCO CTL HPQ LXK WIN FIO PCS RIMM=Bottom (Computer Hardware/Telecom)
TRAN(25): 0.33% Top=ODFL SWFT UNP JBHT TK CP KSU CHRW ….. ALK TRN UAL EXPD GLNG TDW SAVE DAL=Bottom (Transportation)
CONS(57): 0.26% Top=HAS SCSS BC ICON DECK CL UFS SHOO ….. GIL EL RL GT XRX PBI FOSL AVP=Bottom (Consumer)
HEAL(49): 0.10% Top=MAKO ALGN RMD LH CNC DGX HCA BCR ….. HMA HNT SYK HRC AET UHS STJ CYH=Bottom (Health)
FINA(68): -0.05% Top=JPM OCN BLK PHH GS BAC JEF STT ….. FNFG ZION KKR TCB COF EWBC FII FHN=Bottom (Banks/Financials)
INSU(36): -0.06% Top=MBI ACGL FNF PL MMC WRB AFL ORI ….. RE AXS LNC PRU ALL GNW MET SLF=Bottom (Insurance)
MANU(41): -0.19% Top=AOS GTLS PNR WTS MHK TYC DCI CR ….. DOV DRC CRS SWK TEX AGCO JOY ATI=Bottom (Manufacturing)
REAL(64): -0.26% Top=DFT DLR TCO O DRH AVB ACC SKT ….. DEI CYS PPS HTS OFC CIT DDR HR=Bottom (Real Estate)
CHEM(27): -0.49% Top=MON ALB CYT ASH SIAL CF PX MOS ….. EMN CE SMG AGU IPI MEOH WLK VAL=Bottom (Chemicals/Fertilizers)
ENER(96): -1.59% Top=IOC AREX HOS CLMT MUR KMP CVI GPOR ….. NBR QEP FST SPN SD ERF CRK KEG=Bottom (Energy)
META(29): -2.51% Top=RGLD GG AUY NEM AA TIE EGO NUE ….. X ACI CNX MCP AUQ 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 1:44 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
