Market Stats at 2:40 pm ET
by daytrend on 20120515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
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
14.8% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
32.2% are below yesterday’s low.
53.0% are inside yesterday’s range.
37.7% of stocks with today’s high > yesterday’s high. (62.3% less than).
57.0% of stocks with today’s low < yesterday’s low. (43.0% greater than).
EVIDENCE OF INTRADAY TREND
48.6% of stocks are above today’s open. (49.7% are below).
42.0% of stocks are above today’s open and yesterday’s close.
45.7% are below both.
44.0% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
3.5% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
17.2% are in the bottom 10%.
GAIN
47.8% of stocks are above yesterday’s close. (52.2% are below.)
1.2% are up 4.5% or more. 2.1% are down 4.5% or more.
2.7% are up 3.5% or more. 4.6% are down 3.5% or more.
59.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.6%…>=90:1.8%…>=80:6.6%…>=50:25.7%…<=20:48.9%…<=10:33.5%…<=5:22.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:20.4%…<=20:9.6%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.7%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.8% above previous 1 highs, 32.2% below previous 1 lows
6.3% above previous 2 highs, 29.4% below previous 2 lows
4.6% above previous 3 highs, 28.8% below previous 3 lows
4.3% above previous 4 highs, 23.8% below previous 4 lows
3.5% above previous 5 highs, 22.4% below previous 5 lows
2.2% above previous 6 highs, 21.8% below previous 6 lows
1.8% above previous 7 highs, 21.7% below previous 7 lows
1.2% above previous 8 highs, 21.6% below previous 8 lows
0.9% above previous 9 highs, 21.4% below previous 9 lows
0.7% above previous 10 highs, 21.3% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
47.8% are above or equal to 5/14 close (1 days ago), 52.2% are below.
20.3% are above or equal to 5/11 close (2 days ago), 79.7% are below.
24.3% are above or equal to 5/10 close (3 days ago), 75.7% are below.
27.0% are above or equal to 5/9 close (4 days ago), 73.0% are below.
22.4% are above or equal to 5/8 close (5 days ago), 77.6% are below.
20.2% are above or equal to 5/7 close (6 days ago), 79.8% are below.
21.4% are above or equal to 5/4 close (7 days ago), 78.6% are below.
13.5% are above or equal to 5/3 close (8 days ago), 86.5% are below.
10.9% are above or equal to 5/2 close (9 days ago), 89.1% are below.
13.6% are above or equal to 5/1 close (10 days ago), 86.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 27.7% new lows
21d: 1.2% new highs, 27.4% new lows
42d: 0.8% new highs, 23.7% new lows
63d: 0.8% new highs, 19.7% new lows
126d: 0.6% new highs, 7.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.5% above, 53.5% below
3-day: 28.1% above, 71.9% below
4-day: 25.4% above, 74.6% below
5-day: 24.8% above, 75.2% below
8-day: 21.4% above, 78.6% below
10-day: 16.3% above, 83.7% below
20-day: 20.5% above, 79.5% below
50-day: 25.7% above, 74.3% below
200-day: 58.2% above, 41.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(77): 1.13% Top=GRPN ZNGA SFLY RAX AOL TRIP SWI RHT ….. CSC ANSS NCR IRM TRI SOHU TTWO OTEX=Bottom (Computer Software/Internet)
MATE(30): 0.99% Top=RYL DHI LEN LPX MTH SPF KBH PHM ….. RSG MLM FLR SHW MTZ DAR FWLT MDR=Bottom (Materials & Construction)
RETA(74): 0.89% Top=DANG TJX DKS LL KORS CHS NFLX BIG ….. AAP KR BBY JCP ASNA HD FRAN SVU=Bottom (Retail & Specialty Retail)
LEIS(27): 0.51% Top=DRI PENN MAR CCL EXPE EAT LTM YUM ….. SBUX MTN H MGM MPEL DPZ WYNN HMIN=Bottom (Leisure)
ELEC(58): 0.48% Top=A CAVM TQNT SWKS JBL IPGP CPHD VECO ….. MOLX MCHP OVTI ITRI QLGC SNDK GTAT FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): 0.36% Top=AH ATHN HMSY RCII ULTA GEO SBAC MELI ….. LPS ACM FCN CACI MAN URS RRD URI=Bottom (Diversified Services)
COHW(47): 0.19% Top=EQIX FNSR ADTN OCZ JNPR UBNT APKT RCI ….. CTL ARUN HPQ LXK WIN FIO PCS RIMM=Bottom (Computer Hardware/Telecom)
TRAN(25): 0.18% Top=ODFL SWFT UNP JBHT CP KSU CSX TK ….. TRN ALK UAL GLNG EXPD TDW SAVE DAL=Bottom (Transportation)
CONS(57): -0.04% Top=BC HAS SCSS CL UFS DECK CRI ICON ….. OI GIL GT XRX RL PBI FOSL AVP=Bottom (Consumer)
HEAL(49): -0.06% Top=MAKO ALGN RMD CNC LH DGX AGP DVA ….. HRC HNT SYK UHS AET ALR STJ CYH=Bottom (Health)
REAL(64): -0.21% Top=DFT DLR TCO O DRH ACC SKT AVB ….. BMR OFC DDR BAM BPO HTS CIT HR=Bottom (Real Estate)
FINA(68): -0.26% Top=JPM OCN GS STT JEF HBAN BX BLK ….. KKR COF TCB ZION RF EWBC FHN FII=Bottom (Banks/Financials)
INSU(36): -0.27% Top=MBI ACGL WRB FNF PL MMC AJG ACE ….. RE AIG ALL LNC PRU GNW MET SLF=Bottom (Insurance)
MANU(41): -0.45% Top=AOS GTLS WTS PNR PPO DCI TYC ETN ….. SPW DRC SWK CRS TEX AGCO JOY ATI=Bottom (Manufacturing)
CHEM(27): -0.66% Top=MON ALB CYT ASH SIAL CF IFF PX ….. ROC EMN AGU CE MEOH IPI WLK VAL=Bottom (Chemicals/Fertilizers)
ENER(96): -1.81% Top=IOC AREX ROSE CLMT EPD GPOR BPL CVI ….. BBG SPN ERF FST SD BAS KEG CRK=Bottom (Energy)
META(29): -3.16% Top=RGLD GG NEM AUY AA NUE TIE HSC ….. X ACI BTU WLT CNX AUQ MCP 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 2:40 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
