Market Stats at 1:55 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
47.2% of stocks are above yesterday’s high.
79.6% are above yesterday’s midpoint. (20.4% are below.)
5.4% are below yesterday’s low.
47.4% are inside yesterday’s range.
86.0% of stocks with today’s high > yesterday’s high. (14.0% less than).
14.0% of stocks with today’s low < yesterday’s low. (86.0% greater than).
EVIDENCE OF INTRADAY TREND
51.3% of stocks are above today’s open. (46.9% are below).
50.8% of stocks are above today’s open and yesterday’s close.
16.8% are below both.
97.2% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.2% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
5.9% are in the bottom 10%.
GAIN
82.8% of stocks are above yesterday’s close. (17.2% are below.)
1.6% are up 4.5% or more. 0.4% are down 4.5% or more.
5.4% are up 3.5% or more. 0.6% are down 3.5% or more.
49.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:11.4%…>=90:23.9%…>=80:46.6%…>=50:83.1%…<=20:4.9%…<=10:2.0%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
47.2% above previous 1 highs, 5.4% below previous 1 lows
34.2% above previous 2 highs, 3.6% below previous 2 lows
33.3% above previous 3 highs, 1.5% below previous 3 lows
26.3% above previous 4 highs, 1.5% below previous 4 lows
25.9% above previous 5 highs, 0.9% below previous 5 lows
24.8% above previous 6 highs, 0.7% below previous 6 lows
18.9% above previous 7 highs, 0.7% below previous 7 lows
11.9% above previous 8 highs, 0.7% below previous 8 lows
10.3% above previous 9 highs, 0.7% below previous 9 lows
8.6% above previous 10 highs, 0.7% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.8% are above or equal to 5/25 close (1 days ago), 17.2% are below.
77.5% are above or equal to 5/24 close (2 days ago), 22.5% are below.
71.4% are above or equal to 5/23 close (3 days ago), 28.6% are below.
78.7% are above or equal to 5/22 close (4 days ago), 21.3% are below.
74.1% are above or equal to 5/21 close (5 days ago), 25.9% are below.
91.2% are above or equal to 5/18 close (6 days ago), 8.8% are below.
82.6% are above or equal to 5/17 close (7 days ago), 17.4% are below.
55.2% are above or equal to 5/16 close (8 days ago), 44.8% are below.
43.3% are above or equal to 5/15 close (9 days ago), 56.7% are below.
35.6% are above or equal to 5/14 close (10 days ago), 64.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 1.6% new lows
21d: 4.9% new highs, 1.6% new lows
42d: 3.6% new highs, 1.2% new lows
63d: 3.1% new highs, 1.0% new lows
126d: 2.5% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.6% above, 18.4% below
3-day: 81.3% above, 18.7% below
4-day: 79.0% above, 21.0% below
5-day: 79.8% above, 20.2% below
8-day: 85.5% above, 14.5% below
10-day: 76.1% above, 23.9% below
20-day: 31.2% above, 68.8% below
50-day: 23.4% above, 76.6% below
200-day: 52.9% above, 47.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(37): 2.00% Top=TEX MTW AGCO JOY TKR GTLS PPO BWC ….. DCI PNR ETN PCP GE DRC MHK SWK=Bottom (Manufacturing)
CHEM(26): 1.74% Top=CF HUN EMN ASH ALB CYT CE GRA ….. DD AGU IFF PX VAL SMG POT WPZ=Bottom (Chemicals/Fertilizers)
COHW(42): 1.72% Top=VIP PLCM APKT NIHD FIO NTAP CIEN EQIX ….. T AMT PCS EMC RIMM WIN WDC UBNT=Bottom (Computer Hardware/Telecom)
ELEC(55): 1.71% Top=SPRD OVTI CRUS JBL IPGP VSH SWKS ITRI ….. SNPS MRVL QLGC MXIM ATML INVN FSLR LSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(100): 1.54% Top=MMR AREX SD SGY ROSE SPN EXXI BAS ….. VLO BPL ETP RRC ETE XOM MWE CJES=Bottom (Energy)
MATE(28): 1.51% Top=USG MDR OC EXP MDC LPX MTH SPF ….. DAR SRCL SHAW WM WCN KBH PWR RSG=Bottom (Materials & Construction)
LEIS(25): 1.11% Top=MPEL VAC MGM H GET HOT WYNN TXRH ….. MAR LTM PCLN PENN DNKN EXPE MCD DPZ=Bottom (Leisure)
TRAN(24): 1.09% Top=DAL CNW LCC TRN LUV GLNG FDX UAL ….. UPS NSC UNP KSU SWFT TDW CSX CP=Bottom (Transportation)
REAL(63): 1.02% Top=SHO CBG LHO AIV EXR GGP HST DRE ….. ACC MFA DEI STWD DFT NLY HTS CIT=Bottom (Real Estate)
CONS(56): 0.98% Top=XRX LII GT LULU WHR BC OI HBI ….. PBI BMS DECK NUS NWL SCSS CRI PAY=Bottom (Consumer)
DISV(41): 0.97% Top=AH SAI URI RRD WTW VPRT KBR URS ….. VRSK FISV SBAC TYC LPS MELI ULTA MYGN=Bottom (Diversified Services)
FINA(66): 0.75% Top=KKR BNS JEF FII BAC RJF BX IVZ ….. CME CSE HCBK FNFG PBCT FITB FRC ICE=Bottom (Banks/Financials)
INSU(37): 0.69% Top=GNW MBI AGO AIG CLGX AFL HIG LNC ….. ORI ACE TMK AIZ RNR ACGL AON PRE=Bottom (Insurance)
META(30): 0.54% Top=BTU SWC AKS CLF ANR X MCP FCX ….. PAAS AUY NEM IAG AEM KGC ABX GG=Bottom (Metals & Mining)
COSW(68): 0.37% Top=SFLY SINA BSFT N BIDU DDD SOHU YNDX ….. FFIV CRM TIBX QLIK ATVI JIVE GRPN ZNGA=Bottom (Computer Software/Internet)
RETA(72): 0.35% Top=FINL M EBAY EXPR COST WFM BBBY WSM ….. BBY FDO JCP ANF HIBB DANG NFLX TSCO=Bottom (Retail & Specialty Retail)
HEAL(45): 0.35% Top=CVD CI HMA DVA ALGN CYH HNT UHS ….. HOLX MOH EW VAR CNC BDX BAX RMD=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 1:55 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
