Market Stats at 11:58 am ET
by daytrend on 20120525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.
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
26.2% of stocks are above yesterday’s high.
67.4% are above yesterday’s midpoint. (32.6% are below.)
4.4% are below yesterday’s low.
69.4% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
14.7% of stocks with today’s low < yesterday’s low. (85.3% greater than).
EVIDENCE OF INTRADAY TREND
62.9% of stocks are above today’s open. (35.1% are below).
57.5% of stocks are above today’s open and yesterday’s close.
30.2% are below both.
50.3% of stocks opened above yesterday’s close. (45.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
17.5% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
64.9% are in the top half. 35.1% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
2.9% are in the bottom 10%.
GAIN
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 0.7% are down 3.5% or more.
71.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.7%…>=90:19.6%…>=80:34.5%…>=50:67.0%…<=20:7.7%…<=10:2.8%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.8%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.2% above previous 1 highs, 4.4% below previous 1 lows
24.4% above previous 2 highs, 1.7% below previous 2 lows
16.9% above previous 3 highs, 1.7% below previous 3 lows
16.8% above previous 4 highs, 1.1% below previous 4 lows
16.2% above previous 5 highs, 1.1% below previous 5 lows
11.9% above previous 6 highs, 1.1% below previous 6 lows
7.5% above previous 7 highs, 1.1% below previous 7 lows
6.5% above previous 8 highs, 1.1% below previous 8 lows
5.6% above previous 9 highs, 1.1% below previous 9 lows
3.7% above previous 10 highs, 1.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.5% are above or equal to 5/24 close (1 days ago), 35.5% are below.
58.0% are above or equal to 5/23 close (2 days ago), 42.0% are below.
68.5% are above or equal to 5/22 close (3 days ago), 31.5% are below.
65.9% are above or equal to 5/21 close (4 days ago), 34.1% are below.
89.8% are above or equal to 5/18 close (5 days ago), 10.2% are below.
78.2% are above or equal to 5/17 close (6 days ago), 21.8% are below.
46.3% are above or equal to 5/16 close (7 days ago), 53.7% are below.
36.7% are above or equal to 5/15 close (8 days ago), 63.3% are below.
29.7% are above or equal to 5/14 close (9 days ago), 70.3% are below.
19.7% are above or equal to 5/11 close (10 days ago), 80.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 2.3% new lows
21d: 2.2% new highs, 2.2% new lows
42d: 1.6% new highs, 1.7% new lows
63d: 1.2% new highs, 1.7% new lows
126d: 1.1% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.7% above, 37.3% below
3-day: 61.2% above, 38.8% below
4-day: 65.2% above, 34.8% below
5-day: 66.3% above, 33.7% below
8-day: 70.9% above, 29.1% below
10-day: 57.8% above, 42.2% below
20-day: 22.6% above, 77.4% below
50-day: 21.2% above, 78.8% below
200-day: 50.9% above, 49.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(54): 0.90% Top=SNDK FSLR NVDA ALTR IPGP LRCX AMAT ONNN ….. ROP TRMB DLB CAVM GRMN ISIL INVN OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): 0.72% Top=MOH CVH CNC WCG HNT CI CYH ESRX ….. TMO MDT BKD HCA BSX THOR RMD ABMD=Bottom (Health)
FINA(66): 0.61% Top=CME ICE HCBK LM NDAQ CMA RF JNS ….. ACAS AXP EV EWBC JPM TD ARCC BNS=Bottom (Banks/Financials)
RETA(73): 0.55% Top=BIG ANF SWY BBY AEO HIBB GME GES ….. PETM GNC AMZN TIF KORS DKS SIG DANG=Bottom (Retail & Specialty Retail)
CONS(56): 0.53% Top=TPX SCSS DECK NWL WWW CRI WHR FNP ….. MWV COH IP GIL NUS HAR LULU PAY=Bottom (Consumer)
ENER(100): 0.52% Top=NFX ATW MPC TSO DNR WNR SD BBG ….. ETP SM RES CLMT COG CPNO RRC CRZO=Bottom (Energy)
DISV(41): 0.40% Top=APOL RRD LPS DV HMSY GPN VPRT HRB ….. HTZ MYGN KBR VRSK R URI MAN MA=Bottom (Diversified Services)
INSU(37): 0.32% Top=CLGX AXS PGR PRE HIG ORI ACE LNC ….. PL MBI RE MET AIZ TMK AIG SLF=Bottom (Insurance)
COHW(42): 0.21% Top=RVBD LEAP RIMM NIHD FNSR DELL SYNA PCS ….. NTAP IBM ARUN AAPL LVLT FIO NTGR VIP=Bottom (Computer Hardware/Telecom)
MATE(28): 0.18% Top=MDC MDR RSG WCN SHAW EXP SPF TOL ….. MAS DAR FLR FWLT RYL KBH MLM PWR=Bottom (Materials & Construction)
COSW(69): 0.13% Top=CSC JIVE DDD MSCI PMTC BMC FFIV DNB ….. INFA SWI TRI N GOOG TIBX ZNGA CVLT=Bottom (Computer Software/Internet)
LEIS(25): 0.04% Top=ARCO EAT DNKN TXRH H MAR YUM DPZ ….. VAC HOT MPEL SBUX WYNN EXPE LTM PCLN=Bottom (Leisure)
TRAN(24): 0.00% Top=SWFT DAL UAL ALK LUV LCC GLNG UPS ….. JBHT ODFL TDW TRN UNP CNI NSC KSU=Bottom (Transportation)
META(30): -0.16% Top=STLD NUE AUY CLF ABX HSC CLD GG ….. AUQ SCCO FCX GSM RGLD MCP TIE KGC=Bottom (Metals & Mining)
REAL(62): -0.17% Top=MFA EXR OHI HR IVR NLY HST LHO ….. SHO SLG CLP DEI DCT AVB GGP DFT=Bottom (Real Estate)
MANU(38): -0.28% Top=ITW JOY SPW BWC PPO AVY DRC GE ….. PNR AGCO ATI FLS PLL RTI CRS TKR=Bottom (Manufacturing)
CHEM(26): -2.32% Top=ALB WPZ EMN VAL CE MON IFF APD ….. PPG HUN ASH CF GRA FTK AGU FMC=Bottom (Chemicals/Fertilizers)
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 11:58 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
