Market Stats at 2:20 pm ET
by daytrend on 20120518. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 826.
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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
1.1% of stocks are above yesterday’s high.
6.4% are above yesterday’s midpoint. (93.6% are below.)
61.3% are below yesterday’s low.
37.7% are inside yesterday’s range.
8.7% of stocks with today’s high > yesterday’s high. (91.3% less than).
80.0% of stocks with today’s low < yesterday’s low. (20.0% greater than).
EVIDENCE OF INTRADAY TREND
16.3% of stocks are above today’s open. (82.6% are below).
15.6% of stocks are above today’s open and yesterday’s close.
71.3% are below both.
81.5% of stocks opened above yesterday’s close. (14.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
0.2% of stocks are in the top 10% of today’s range.
0.8% are in the top 20%.
12.3% are in the top half. 87.7% of stocks are in the bottom half of today’s range.
53.6% are in the bottom 20%.
35.6% are in the bottom 10%.
GAIN
27.7% of stocks are above yesterday’s close. (72.3% are below.)
0.6% are up 4.5% or more. 1.8% are down 4.5% or more.
0.7% are up 3.5% or more. 3.3% are down 3.5% or more.
54.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.1%…>=90:0.1%…>=80:1.5%…>=50:6.2%…<=20:77.7%…<=10:66.5%…<=5:52.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:4.0%…<=20:32.4%…<=10:2.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:5.6%…<=20:8.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.1% above previous 1 highs, 61.3% below previous 1 lows
0.5% above previous 2 highs, 60.3% below previous 2 lows
0.4% above previous 3 highs, 58.6% below previous 3 lows
0.2% above previous 4 highs, 57.3% below previous 4 lows
0.2% above previous 5 highs, 56.9% below previous 5 lows
0.1% above previous 6 highs, 55.8% below previous 6 lows
0.1% above previous 7 highs, 53.8% below previous 7 lows
0.1% above previous 8 highs, 53.0% below previous 8 lows
0.0% above previous 9 highs, 53.0% below previous 9 lows
0.0% above previous 10 highs, 52.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
27.7% are above or equal to 5/17 close (1 days ago), 72.3% are below.
6.2% are above or equal to 5/16 close (2 days ago), 93.8% are below.
6.8% are above or equal to 5/15 close (3 days ago), 93.2% are below.
6.4% are above or equal to 5/14 close (4 days ago), 93.6% are below.
4.6% are above or equal to 5/11 close (5 days ago), 95.4% are below.
3.9% are above or equal to 5/10 close (6 days ago), 96.1% are below.
5.0% are above or equal to 5/9 close (7 days ago), 95.0% are below.
6.3% are above or equal to 5/8 close (8 days ago), 93.7% are below.
5.6% are above or equal to 5/7 close (9 days ago), 94.4% are below.
5.1% are above or equal to 5/4 close (10 days ago), 94.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.5% new highs, 59.7% new lows
21d: 0.5% new highs, 58.7% new lows
42d: 0.4% new highs, 50.0% new lows
63d: 0.4% new highs, 42.5% new lows
126d: 0.2% new highs, 13.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.4% above, 73.6% below
3-day: 7.5% above, 92.5% below
4-day: 6.7% above, 93.3% below
5-day: 5.6% above, 94.4% below
8-day: 3.9% above, 96.1% below
10-day: 4.1% above, 95.9% below
20-day: 4.0% above, 96.0% below
50-day: 10.3% above, 89.7% below
200-day: 44.4% above, 55.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(38): 0.00% Top=JOY DCI PCP SWK GDI MTW XYL TKR ….. FLS PLL ROK PPO TEX BWC RS ATI=Bottom (Manufacturing)
RETA(74): -0.05% Top=FL FINL ARO GME ANN ASNA KSS AZO ….. ANF TSCO TJX HIBB BBY NFLX BKE DANG=Bottom (Retail & Specialty Retail)
MATE(27): -0.24% Top=MLM LPX CLH USG EXP FWLT SHW RSG ….. PWR TOL OC MDC RYL MAS PHM LEN=Bottom (Materials & Construction)
CONS(56): -0.39% Top=NKE COH DECK WWW NUS TWI ICON PVH ….. HBI GT UFS XRX FBHS TUP AVP PBI=Bottom (Consumer)
LEIS(26): -0.40% Top=MPEL WYNN DNKN MCD PENN SBUX ARCO MAR ….. YUM DRI MGM PCLN VAC HOT CCL HMIN=Bottom (Leisure)
ENER(97): -0.42% Top=BAS COG OXY IOC CHKM EEP SD NOV ….. XTEX KMP BPL EPD ETE CPNO MWE CLMT=Bottom (Energy)
CHEM(27): -0.52% Top=CF MOS VAL WLK ROC IPI POT MEOH ….. ALB ASH APD FTK DD HUN WPZ CYT=Bottom (Chemicals/Fertilizers)
REAL(63): -0.55% Top=SKT CBG TWO ARR LHO ACC PSA NCT ….. BDN GGP CBL HST OFC SLG PMT CIT=Bottom (Real Estate)
TRAN(25): -0.68% Top=ALK JBHT GLNG SWFT SAVE KSU TDW UNP ….. CHRW LUV KEX FDX CP UAL CNW TK=Bottom (Transportation)
DISV(40): -0.80% Top=CXW RRD ATHN MELI APOL MCO HRB CAR ….. URI TSS R TAL CACI SAI HTZ AH=Bottom (Diversified Services)
FINA(68): -0.84% Top=CME SUSQ ICE BX KEY FITB DFS TD ….. IVZ OCN WDR STI NDAQ PHH SF ACAS=Bottom (Banks/Financials)
HEAL(49): -1.04% Top=ALR OSUR NUVA HMA MR DGX MDT DVA ….. HUM HNT BKD WLP HCA CVH CYH ALGN=Bottom (Health)
COHW(42): -1.17% Top=JNPR FIO NIHD T CTL AAPL RVBD APKT ….. NTAP HPQ AMX PLCM NTGR WDC ARUN UBNT=Bottom (Computer Hardware/Telecom)
META(30): -1.18% Top=AEM EGO AUQ AUY NEM KGC GG IAG ….. ACI CNX CLD X BTU MCP ANR WLT=Bottom (Metals & Mining)
COSW(73): -1.25% Top=CRM MSCI NLSN DNB WWWW INTU SFLY CTXS ….. QSII FFIV TTWO NUAN LNKD GRPN ZNGA ADSK=Bottom (Computer Software/Internet)
INSU(35): -1.36% Top=PGR RE PRU UNM BRO CB ORI TMK ….. ACE AFL LNC MET AGO AIZ HIG MBI=Bottom (Insurance)
ELEC(56): -1.67% Top=BRCM IPGP TQNT LRCX JBL INTC ALTR AMD ….. CREE NXPI SLAB CAVM SWKS NVDA TSL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
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 2:20 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
