Market Stats at 10:37 am ET
by daytrend on 20120529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.
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
71.9% of stocks are above yesterday’s high.
94.5% are above yesterday’s midpoint. (5.5% are below.)
0.9% are below yesterday’s low.
27.2% are inside yesterday’s range.
84.1% of stocks with today’s high > yesterday’s high. (15.9% less than).
3.9% of stocks with today’s low < yesterday’s low. (96.1% greater than).
EVIDENCE OF INTRADAY TREND
81.6% of stocks are above today’s open. (17.2% are below).
81.4% of stocks are above today’s open and yesterday’s close.
3.3% are below both.
97.2% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
37.5% of stocks are in the top 10% of today’s range.
62.0% are in the top 20%.
87.5% are in the top half. 12.5% of stocks are in the bottom half of today’s range.
2.3% are in the bottom 20%.
1.3% are in the bottom 10%.
GAIN
96.4% of stocks are above yesterday’s close. (3.6% are below.)
4.3% are up 4.5% or more. 0.1% are down 4.5% or more.
9.8% are up 3.5% or more. 0.4% are down 3.5% or more.
26.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:18.1%…>=90:34.3%…>=80:65.0%…>=50:94.1%…<=20:0.9%…<=10:0.5%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
71.9% above previous 1 highs, 0.9% below previous 1 lows
57.4% above previous 2 highs, 0.6% below previous 2 lows
55.5% above previous 3 highs, 0.5% below previous 3 lows
45.3% above previous 4 highs, 0.4% below previous 4 lows
44.7% above previous 5 highs, 0.2% below previous 5 lows
43.0% above previous 6 highs, 0.2% below previous 6 lows
32.4% above previous 7 highs, 0.2% below previous 7 lows
20.1% above previous 8 highs, 0.2% below previous 8 lows
16.8% above previous 9 highs, 0.2% below previous 9 lows
15.0% above previous 10 highs, 0.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
96.4% are above or equal to 5/25 close (1 days ago), 3.6% are below.
90.6% are above or equal to 5/24 close (2 days ago), 9.4% are below.
83.8% are above or equal to 5/23 close (3 days ago), 16.2% are below.
87.6% are above or equal to 5/22 close (4 days ago), 12.4% are below.
82.7% are above or equal to 5/21 close (5 days ago), 17.3% are below.
94.9% are above or equal to 5/18 close (6 days ago), 5.1% are below.
88.2% are above or equal to 5/17 close (7 days ago), 11.8% are below.
64.3% are above or equal to 5/16 close (8 days ago), 35.7% are below.
50.0% are above or equal to 5/15 close (9 days ago), 50.0% are below.
42.0% are above or equal to 5/14 close (10 days ago), 58.0% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.9% new highs, 0.6% new lows
21d: 4.8% new highs, 0.6% new lows
42d: 3.6% new highs, 0.6% new lows
63d: 3.1% new highs, 0.6% new lows
126d: 2.5% new highs, 0.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 96.2% above, 3.8% below
3-day: 95.7% above, 4.3% below
4-day: 91.9% above, 8.1% below
5-day: 91.5% above, 8.5% below
8-day: 91.9% above, 8.1% below
10-day: 87.3% above, 12.7% below
20-day: 38.7% above, 61.3% below
50-day: 26.3% above, 73.7% below
200-day: 55.0% above, 45.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(37): 2.93% Top=TEX MTW GTLS JOY AGCO PPO BWC GDI ….. PNR ITW EMR PLL PCP GE SWK MHK=Bottom (Manufacturing)
CHEM(26): 2.59% Top=FTK EMN ALB CE CF HUN CYT WLK ….. MON APD WPZ PX DD POT AGU SMG=Bottom (Chemicals/Fertilizers)
ENER(100): 2.56% Top=SD AREX SGY CRK MMR ROSE BAS SPN ….. SEMG ETP EPD XOM KMP ETE MWE BPL=Bottom (Energy)
ELEC(55): 2.50% Top=SPRD OVTI CRUS JBL IPGP SWKS TQNT VSH ….. TXN GRMN FSLR MRVL MXIM DLB LSI INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 2.43% Top=BTU MCP CLD CLF ANR AKS GSM CNX ….. RGLD PAAS AEM AUY IAG NEM GG ABX=Bottom (Metals & Mining)
MATE(28): 2.25% Top=USG MDR OC LPX EXP MDC SHAW FAST ….. TOL KBH SRCL WCN LEN PWR WM RSG=Bottom (Materials & Construction)
COHW(42): 2.13% Top=VIP PLCM APKT NIHD NTAP LEAP FNSR EQIX ….. CCI PCS VZ T CTL WIN WDC UBNT=Bottom (Computer Hardware/Telecom)
LEIS(25): 1.88% Top=MPEL MGM WYNN HOT TXRH LVS WYN LTM ….. DRI VAC MAR CCL PENN MCD DNKN DPZ=Bottom (Leisure)
DISV(41): 1.76% Top=AH KBR URI VPRT RRD HMSY SAI WTW ….. TYC VRSK CXW TSS LPS FIS WU MYGN=Bottom (Diversified Services)
COSW(68): 1.61% Top=SINA BSFT SFLY DDD MDRX BIDU SOHU N ….. CTXS LNKD TRIP GRPN ATVI TIBX JIVE ZNGA=Bottom (Computer Software/Internet)
TRAN(24): 1.58% Top=CNW TRN GLNG CHRW FDX JBHT CNI EXPD ….. NSC TDW CSX KSU UNP TK CP ALK=Bottom (Transportation)
CONS(56): 1.57% Top=BC OI FNP LULU LII ICON IP TWI ….. DECK CL VFC PBI KMB NWL GIL PAY=Bottom (Consumer)
REAL(63): 1.38% Top=SHO LHO CBG SLG TCO KRC CLI DDR ….. DCT MFA TWO CYS NLY ARR HTS CIT=Bottom (Real Estate)
FINA(66): 1.21% Top=KKR LM AMG BNS JNS WDR NDAQ FII ….. NYB PBCT ICE CME CSE FITB HCBK FRC=Bottom (Banks/Financials)
INSU(37): 1.18% Top=GNW MBI AIG LNC CLGX AFL AGO PL ….. AIZ ACGL ACE PRE RNR MMC VR AON=Bottom (Insurance)
RETA(73): 1.05% Top=BBBY BID M WSM SKS COST PIR CSTR ….. KSS NFLX FDO DLTR GME ANF JCP TSCO=Bottom (Retail & Specialty Retail)
HEAL(45): 1.02% Top=ALGN CVD ESRX BKD WAT UHS CYH BSX ….. HNT CNC BAX HOLX EW UNH BDX ABMD=Bottom (Health)
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 10:37 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
