Market Stats at 12:43 pm ET
by daytrend on 20120529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.
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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
40.1% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
5.6% are below yesterday’s low.
54.2% are inside yesterday’s range.
85.6% of stocks with today’s high > yesterday’s high. (14.4% less than).
12.6% of stocks with today’s low < yesterday’s low. (87.4% greater than).
EVIDENCE OF INTRADAY TREND
44.8% of stocks are above today’s open. (53.1% are below).
44.4% of stocks are above today’s open and yesterday’s close.
20.2% are below both.
97.2% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
1.5% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
25.6% are in the top half. 74.4% of stocks are in the bottom half of today’s range.
31.0% are in the bottom 20%.
10.9% are in the bottom 10%.
GAIN
79.4% of stocks are above yesterday’s close. (20.6% are below.)
1.8% are up 4.5% or more. 0.4% are down 4.5% or more.
4.4% are up 3.5% or more. 0.5% are down 3.5% or more.
54.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:9.9%…>=90:22.1%…>=80:41.7%…>=50:80.0%…<=20:5.3%…<=10:1.5%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:28.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.1% above previous 1 highs, 5.6% below previous 1 lows
29.7% above previous 2 highs, 2.9% below previous 2 lows
28.8% above previous 3 highs, 1.1% below previous 3 lows
22.0% above previous 4 highs, 1.1% below previous 4 lows
21.6% above previous 5 highs, 0.4% below previous 5 lows
20.7% above previous 6 highs, 0.4% below previous 6 lows
16.0% above previous 7 highs, 0.4% below previous 7 lows
9.4% above previous 8 highs, 0.4% below previous 8 lows
8.0% above previous 9 highs, 0.4% below previous 9 lows
6.4% above previous 10 highs, 0.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.4% are above or equal to 5/25 close (1 days ago), 20.6% are below.
73.4% are above or equal to 5/24 close (2 days ago), 26.6% are below.
68.1% are above or equal to 5/23 close (3 days ago), 31.9% are below.
76.6% are above or equal to 5/22 close (4 days ago), 23.4% are below.
73.7% are above or equal to 5/21 close (5 days ago), 26.3% are below.
91.4% are above or equal to 5/18 close (6 days ago), 8.6% are below.
81.2% are above or equal to 5/17 close (7 days ago), 18.8% are below.
53.4% are above or equal to 5/16 close (8 days ago), 46.6% are below.
41.6% are above or equal to 5/15 close (9 days ago), 58.4% are below.
33.9% are above or equal to 5/14 close (10 days ago), 66.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 1.1% new lows
21d: 4.9% new highs, 1.1% new lows
42d: 3.6% new highs, 0.9% new lows
63d: 3.1% new highs, 0.7% new lows
126d: 2.5% new highs, 0.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.8% above, 22.2% below
3-day: 77.8% above, 22.2% below
4-day: 76.4% above, 23.6% below
5-day: 77.5% above, 22.5% below
8-day: 82.8% above, 17.2% below
10-day: 74.2% above, 25.8% below
20-day: 29.9% above, 70.1% below
50-day: 22.5% above, 77.5% below
200-day: 52.0% above, 48.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(37): 1.93% Top=TEX MTW JOY AGCO PPO TKR GTLS BWC ….. EMR DCI PCP PNR GE DRC MHK SWK=Bottom (Manufacturing)
COHW(42): 1.61% Top=VIP PLCM APKT NIHD FIO NTAP FNSR CIEN ….. PCS AMT LVLT SYNA EMC WIN WDC UBNT=Bottom (Computer Hardware/Telecom)
ENER(100): 1.53% Top=AREX MMR SGY SD ROSE BHI SPN CIE ….. XOM SEMG BPL ETE RRC KMP MWE CJES=Bottom (Energy)
CHEM(26): 1.51% Top=CF HUN EMN ASH CE ALB FTK CYT ….. IFF APD DD POT PX SMG VAL WPZ=Bottom (Chemicals/Fertilizers)
ELEC(55): 1.42% Top=SPRD OVTI CRUS IPGP JBL VSH ITRI SLAB ….. LRCX CY SMTC ONNN MRVL MXIM FSLR LSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 1.25% Top=USG MDR OC EXP MDC MTH FAST MAS ….. SRCL WCN PHM LEN WM RSG KBH PWR=Bottom (Materials & Construction)
REAL(63): 0.90% Top=AIV SHO LHO CBG EXR GGP HST PMT ….. MFA PPS ACC DFT STWD NLY HTS CIT=Bottom (Real Estate)
TRAN(24): 0.84% Top=DAL CNW CHRW TRN FDX LCC LUV UAL ….. ALK UPS NSC TDW UNP CSX KSU CP=Bottom (Transportation)
LEIS(25): 0.82% Top=MPEL MGM H VAC WYNN LVS HOT TXRH ….. CCL PCLN LTM PENN MCD DNKN EXPE DPZ=Bottom (Leisure)
DISV(41): 0.78% Top=AH SAI RRD URI VPRT WTW KBR URS ….. CAR VRSK TYC SBAC ULTA LPS MELI MYGN=Bottom (Diversified Services)
CONS(56): 0.73% Top=LII XRX BC GT WHR OI LULU HBI ….. BMS MAT NWL NUS PVH GIL CRI PAY=Bottom (Consumer)
FINA(66): 0.71% Top=KKR BAC BNS JEF FII BX MS AMG ….. HCBK EWBC CME FNFG FRC FITB PBCT ICE=Bottom (Banks/Financials)
INSU(37): 0.70% Top=GNW MBI AGO AIG LNC AFL HIG CLGX ….. TMK RNR ACE ACGL MMC ORI AON PRE=Bottom (Insurance)
META(30): 0.67% Top=BTU MCP CLF AKS CLD WLT ANR FCX ….. PAAS AUY NEM IAG KGC AEM ABX GG=Bottom (Metals & Mining)
HEAL(45): 0.28% Top=HCA CI HNT DVA SYK CYH AET UHS ….. VAR EW BAX WCG RMD BDX CNC ABMD=Bottom (Health)
COSW(68): 0.15% Top=SFLY SINA BSFT YNDX DDD SOHU BIDU N ….. FTNT CRM JIVE TIBX ATVI GRPN QLIK ZNGA=Bottom (Computer Software/Internet)
RETA(72): 0.08% Top=M EBAY COST CSTR PIR TIF BBBY EXPR ….. SHLD FRAN GNC JCP HIBB ANF NFLX 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 12:43 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
