Market Stats at 11:39 am ET
by daytrend on 20120529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.
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
50.1% of stocks are above yesterday’s high.
81.5% are above yesterday’s midpoint. (18.5% are below.)
2.7% are below yesterday’s low.
47.2% are inside yesterday’s range.
85.3% of stocks with today’s high > yesterday’s high. (14.7% less than).
5.5% of stocks with today’s low < yesterday’s low. (94.5% greater than).
EVIDENCE OF INTRADAY TREND
55.5% of stocks are above today’s open. (43.6% are below).
54.8% of stocks are above today’s open and yesterday’s close.
11.8% are below both.
97.2% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
1.3% of stocks are in the top 10% of today’s range.
5.0% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
28.3% are in the bottom 20%.
15.8% are in the bottom 10%.
GAIN
87.6% of stocks are above yesterday’s close. (12.4% are below.)
2.6% are up 4.5% or more. 0.4% are down 4.5% or more.
6.1% are up 3.5% or more. 0.5% are down 3.5% or more.
47.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:12.5%…>=90:24.9%…>=80:47.7%…>=50:86.5%…<=20:2.8%…<=10:0.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.1% above previous 1 highs, 2.7% below previous 1 lows
37.3% above previous 2 highs, 1.2% below previous 2 lows
36.7% above previous 3 highs, 0.6% below previous 3 lows
27.2% above previous 4 highs, 0.6% below previous 4 lows
26.9% above previous 5 highs, 0.4% below previous 5 lows
25.5% above previous 6 highs, 0.4% below previous 6 lows
20.7% above previous 7 highs, 0.4% below previous 7 lows
12.9% above previous 8 highs, 0.4% below previous 8 lows
11.3% above previous 9 highs, 0.4% below previous 9 lows
9.7% above previous 10 highs, 0.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.6% are above or equal to 5/25 close (1 days ago), 12.4% are below.
78.7% are above or equal to 5/24 close (2 days ago), 21.3% are below.
74.2% are above or equal to 5/23 close (3 days ago), 25.8% are below.
81.1% are above or equal to 5/22 close (4 days ago), 18.9% are below.
78.2% are above or equal to 5/21 close (5 days ago), 21.8% are below.
93.0% are above or equal to 5/18 close (6 days ago), 7.0% are below.
83.8% are above or equal to 5/17 close (7 days ago), 16.2% are below.
56.4% are above or equal to 5/16 close (8 days ago), 43.6% are below.
44.2% are above or equal to 5/15 close (9 days ago), 55.8% are below.
36.8% are above or equal to 5/14 close (10 days ago), 63.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 0.6% new lows
21d: 4.9% 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: 86.6% above, 13.4% below
3-day: 84.0% above, 16.0% below
4-day: 81.8% above, 18.2% below
5-day: 84.0% above, 16.0% below
8-day: 88.6% above, 11.4% below
10-day: 79.1% above, 20.9% below
20-day: 32.3% above, 67.7% below
50-day: 22.6% above, 77.4% below
200-day: 53.3% above, 46.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(37): 2.19% Top=TEX MTW JOY AGCO GTLS PPO BWC PH ….. DCI PNR PLL RTI PCP GE SWK MHK=Bottom (Manufacturing)
ENER(100): 2.10% Top=AREX SGY SD MMR ROSE FST BAS SPN ….. KMP SEMG ETE XOM BPL ETP MWE CJES=Bottom (Energy)
COHW(42): 1.94% Top=VIP APKT PLCM NIHD FNSR RIMM CIEN NTAP ….. BCE VZ T CCI AMT WIN WDC UBNT=Bottom (Computer Hardware/Telecom)
ELEC(55): 1.75% Top=SPRD OVTI CRUS IPGP JBL ITRI SWKS BRCM ….. MRVL ATML SMTC LRCX INVN MXIM FSLR LSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 1.66% Top=USG MDR OC EXP LPX MDC MAS SHAW ….. WCN DAR SRCL LEN WM RSG KBH PWR=Bottom (Materials & Construction)
CHEM(26): 1.64% Top=EMN FTK HUN CE CF ALB ASH CYT ….. MON DD APD WPZ POT VAL PX SMG=Bottom (Chemicals/Fertilizers)
LEIS(25): 1.28% Top=MPEL MGM LVS WYNN HOT TXRH H WYN ….. EAT MAR CCL MCD PENN DNKN EXPE DPZ=Bottom (Leisure)
DISV(41): 1.21% Top=AH SAI RRD URI KBR WTW HMSY VPRT ….. ULTA FIS TAL VRSK TYC SBAC LPS MYGN=Bottom (Diversified Services)
META(30): 1.05% Top=BTU CLD CLF MCP WLT FCX ANR AKS ….. AEM AUQ PAAS IAG AUY NEM GG ABX=Bottom (Metals & Mining)
CONS(56): 1.04% Top=XRX BC WHR LII GT ICON LULU OI ….. KMB NUS BMS ECL PBI SCSS GIL PAY=Bottom (Consumer)
TRAN(24): 0.99% Top=CNW TRN DAL CHRW EXPD FDX LUV UAL ….. TDW NSC TK ALK CSX UNP KSU CP=Bottom (Transportation)
FINA(66): 0.80% Top=KKR AMG LM JEF BNS MS FII BAC ….. FNFG PBCT FHN CSE ICE HCBK FITB FRC=Bottom (Banks/Financials)
INSU(37): 0.79% Top=GNW MBI AGO AIG LNC AFL PRU HIG ….. VR RNR ACE ORI ACGL PRE AON MMC=Bottom (Insurance)
COSW(68): 0.76% Top=SINA SFLY BSFT SOHU YNDX BIDU DDD N ….. VCLK FTNT QLIK GRPN JIVE TIBX ATVI ZNGA=Bottom (Computer Software/Internet)
REAL(63): 0.65% Top=SHO CBG LHO HST AIV EXR PMT SLG ….. PPS DFT MFA TWO STWD HTS NLY CIT=Bottom (Real Estate)
HEAL(45): 0.59% Top=CVD ALGN HCA BKD DVA WAT HNT UHS ….. HOLX BAX UNH RMD EW BDX CNC ABMD=Bottom (Health)
RETA(72): 0.38% Top=EBAY M TIF CSTR WSM COST WFM KORS ….. AAP FRAN DLTR ANF NFLX FDO JCP TSCO=Bottom (Retail & Specialty Retail)
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 11:39 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
