Market Stats at 3:09 pm ET
by daytrend on 20120515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.
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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
10.3% of stocks are above yesterday’s high.
29.1% are above yesterday’s midpoint. (70.9% are below.)
42.2% are below yesterday’s low.
47.5% are inside yesterday’s range.
37.7% of stocks with today’s high > yesterday’s high. (62.3% less than).
59.3% of stocks with today’s low < yesterday’s low. (40.7% greater than).
EVIDENCE OF INTRADAY TREND
35.7% of stocks are above today’s open. (62.5% are below).
29.7% of stocks are above today’s open and yesterday’s close.
58.6% are below both.
44.1% of stocks opened above yesterday’s close. (50.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
3.2% are in the top 20%.
22.7% are in the top half. 77.3% of stocks are in the bottom half of today’s range.
49.2% are in the bottom 20%.
37.5% are in the bottom 10%.
GAIN
35.0% of stocks are above yesterday’s close. (65.0% are below.)
0.9% are up 4.5% or more. 3.4% are down 4.5% or more.
1.7% are up 3.5% or more. 6.1% are down 3.5% or more.
56.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.6%…>=90:1.7%…>=80:4.7%…>=50:19.7%…<=20:58.5%…<=10:42.6%…<=5:27.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:17.3%…<=20:12.4%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:20.4%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.3% above previous 1 highs, 42.2% below previous 1 lows
3.9% above previous 2 highs, 38.7% below previous 2 lows
2.6% above previous 3 highs, 38.3% below previous 3 lows
2.4% above previous 4 highs, 32.5% below previous 4 lows
1.9% above previous 5 highs, 30.4% below previous 5 lows
1.2% above previous 6 highs, 29.9% below previous 6 lows
1.1% above previous 7 highs, 29.6% below previous 7 lows
0.7% above previous 8 highs, 29.4% below previous 8 lows
0.7% above previous 9 highs, 28.7% below previous 9 lows
0.6% above previous 10 highs, 28.3% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.0% are above or equal to 5/14 close (1 days ago), 65.0% are below.
15.5% are above or equal to 5/11 close (2 days ago), 84.5% are below.
19.5% are above or equal to 5/10 close (3 days ago), 80.5% are below.
22.8% are above or equal to 5/9 close (4 days ago), 77.2% are below.
18.9% are above or equal to 5/8 close (5 days ago), 81.1% are below.
17.4% are above or equal to 5/7 close (6 days ago), 82.6% are below.
17.8% are above or equal to 5/4 close (7 days ago), 82.2% are below.
11.8% are above or equal to 5/3 close (8 days ago), 88.2% are below.
9.7% are above or equal to 5/2 close (9 days ago), 90.3% are below.
12.2% are above or equal to 5/1 close (10 days ago), 87.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 30.0% new lows
21d: 1.2% new highs, 29.4% new lows
42d: 0.8% new highs, 25.9% new lows
63d: 0.8% new highs, 21.5% new lows
126d: 0.6% new highs, 7.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.0% above, 66.0% below
3-day: 20.3% above, 79.7% below
4-day: 18.9% above, 81.1% below
5-day: 18.4% above, 81.6% below
8-day: 17.1% above, 82.9% below
10-day: 12.9% above, 87.1% below
20-day: 18.1% above, 81.9% below
50-day: 24.1% above, 75.9% below
200-day: 57.0% above, 43.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(77): 0.66% Top=GRPN ZNGA SFLY AOL TRIP SWI RAX BSFT ….. IRM NCR ANSS MSFT TRI SOHU TTWO OTEX=Bottom (Computer Software/Internet)
MATE(30): 0.49% Top=RYL LEN DHI LPX SPF MTH MDC KBH ….. MAS PWR MTZ SHW DAR FLR MDR FWLT=Bottom (Materials & Construction)
RETA(74): 0.42% Top=DANG TJX DKS LL KORS PETM BIG DLTR ….. LOW PIR ASNA SPLS BBY HD FRAN SVU=Bottom (Retail & Specialty Retail)
LEIS(27): 0.13% Top=DRI PENN MAR EXPE CCL PNRA LTM GET ….. H CAKE SBUX MGM DPZ WYNN MPEL HMIN=Bottom (Leisure)
DISV(42): 0.03% Top=AH ATHN HMSY RCII ULTA GEO TSS VRSK ….. CACI LPS JEC ACM KBR URS RRD URI=Bottom (Diversified Services)
ELEC(58): -0.11% Top=A TQNT CAVM SWKS JBL CPHD IPGP SPRD ….. QLGC ITRI SNDK OVTI CREE INVN GTAT FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.23% Top=ODFL UNP JBHT SWFT CP CHRW CNI KSU ….. LCC UAL TRN EXPD TDW GLNG SAVE DAL=Bottom (Transportation)
HEAL(49): -0.28% Top=MAKO ALGN CNC RMD LH DGX AGP DVA ….. HRC ESRX BKD AET UHS ALR STJ CYH=Bottom (Health)
COHW(46): -0.29% Top=EQIX FNSR ADTN OCZ UBNT RCI NIHD TWTC ….. CIEN ARUN HPQ LXK WIN FIO PCS RIMM=Bottom (Computer Hardware/Telecom)
CONS(57): -0.41% Top=HAS BC SCSS CL ICON DECK CHD CRI ….. OI GT GIL XRX RL PBI FOSL AVP=Bottom (Consumer)
REAL(64): -0.50% Top=DFT DLR TCO SKT O DRH ACC AVB ….. OFC BMR BAM DDR BPO HTS CIT HR=Bottom (Real Estate)
FINA(68): -0.54% Top=JPM OCN PHH STT GS JEF HBAN NDAQ ….. COF ZION KKR RF TCB EWBC FHN FII=Bottom (Banks/Financials)
INSU(36): -0.56% Top=MBI ACGL WRB FNF AJG ACE AON MMC ….. UNM AIG ALL PRU LNC MET SLF GNW=Bottom (Insurance)
MANU(41): -0.88% Top=AOS GTLS PNR WTS DCI CR TYC GGG ….. SPW SWK DRC CRS AGCO TEX JOY ATI=Bottom (Manufacturing)
CHEM(27): -1.00% Top=ALB MON ASH CYT SIAL IFF HUN WPZ ….. CE AGU EMN FTK MEOH IPI WLK VAL=Bottom (Chemicals/Fertilizers)
ENER(96): -2.35% Top=IOC EPD CLMT CVI HOS BPL KMP AREX ….. FST ERF BBG RES BAS SD KEG CRK=Bottom (Energy)
META(29): -3.81% Top=RGLD NEM AA GG TIE NUE AUY HSC ….. X ACI MCP CNX BTU AUQ 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 3:09 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
