Market Stats at 3:39 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
59.4% of stocks are above yesterday’s high.
85.3% are above yesterday’s midpoint. (14.7% are below.)
3.7% are below yesterday’s low.
36.9% are inside yesterday’s range.
86.3% of stocks with today’s high > yesterday’s high. (13.7% less than).
14.5% of stocks with today’s low < yesterday’s low. (85.5% greater than).
EVIDENCE OF INTRADAY TREND
66.9% of stocks are above today’s open. (31.7% are below).
66.6% of stocks are above today’s open and yesterday’s close.
11.4% are below both.
97.2% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
22.9% are in the top 20%.
62.9% are in the top half. 37.1% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
2.3% are in the bottom 10%.
GAIN
88.2% of stocks are above yesterday’s close. (11.8% are below.)
3.9% are up 4.5% or more. 0.4% are down 4.5% or more.
8.7% are up 3.5% or more. 0.6% are down 3.5% or more.
37.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:15.1%…>=90:29.8%…>=80:55.5%…>=50:86.7%…<=20:3.3%…<=10:1.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:43.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:32.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
59.4% above previous 1 highs, 3.7% below previous 1 lows
45.4% above previous 2 highs, 2.8% below previous 2 lows
44.4% above previous 3 highs, 1.1% below previous 3 lows
35.5% above previous 4 highs, 1.0% below previous 4 lows
35.1% above previous 5 highs, 0.6% below previous 5 lows
33.9% above previous 6 highs, 0.5% below previous 6 lows
26.3% above previous 7 highs, 0.5% below previous 7 lows
16.6% above previous 8 highs, 0.5% below previous 8 lows
14.7% above previous 9 highs, 0.5% below previous 9 lows
12.6% above previous 10 highs, 0.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.2% are above or equal to 5/25 close (1 days ago), 11.8% are below.
82.5% are above or equal to 5/24 close (2 days ago), 17.5% are below.
75.6% are above or equal to 5/23 close (3 days ago), 24.4% are below.
81.8% are above or equal to 5/22 close (4 days ago), 18.2% are below.
78.0% are above or equal to 5/21 close (5 days ago), 22.0% are below.
92.9% are above or equal to 5/18 close (6 days ago), 7.1% are below.
84.9% are above or equal to 5/17 close (7 days ago), 15.1% are below.
59.4% are above or equal to 5/16 close (8 days ago), 40.6% are below.
45.5% are above or equal to 5/15 close (9 days ago), 54.5% are below.
38.2% are above or equal to 5/14 close (10 days ago), 61.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 1.7% new lows
21d: 4.9% new highs, 1.7% new lows
42d: 3.6% new highs, 1.3% new lows
63d: 3.1% new highs, 1.1% new lows
126d: 2.5% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.7% above, 12.3% below
3-day: 86.3% above, 13.7% below
4-day: 84.2% above, 15.8% below
5-day: 84.8% above, 15.2% below
8-day: 88.8% above, 11.2% below
10-day: 80.6% above, 19.4% below
20-day: 34.4% above, 65.6% below
50-day: 24.8% above, 75.2% below
200-day: 53.5% above, 46.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(37): 2.22% Top=TEX MTW TKR PPO GTLS AGCO BWC JOY ….. PCP PLL PNR XYL ETN GE MHK SWK=Bottom (Manufacturing)
ELEC(55): 2.18% Top=SPRD OVTI CRUS IPGP VSH SWKS TSL JBL ….. CPHD MXIM DLB QLGC MRVL INVN LSI FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 2.12% Top=VIP PLCM FIO APKT NIHD EQIX CIEN NTGR ….. AMT PCS T VZ EMC WIN WDC UBNT=Bottom (Computer Hardware/Telecom)
ENER(100): 2.09% Top=MMR AREX KOG SD SGY BAS BRY KEG ….. RRC XOM ETE ETP SUN BPL MWE CJES=Bottom (Energy)
CHEM(26): 1.98% Top=HUN CF EMN CE ALB CYT WLK GRA ….. APD PX VAL IFF AGU SMG POT WPZ=Bottom (Chemicals/Fertilizers)
MATE(28): 1.95% Top=USG MDR OC EXP LPX MDC MTH MAS ….. DAR SRCL KBH SHAW WM WCN RSG PWR=Bottom (Materials & Construction)
LEIS(25): 1.57% Top=VAC MGM MPEL TXRH WYNN HOT H WYN ….. MAR CCL PENN EXPE PCLN DNKN DPZ MCD=Bottom (Leisure)
TRAN(24): 1.25% Top=DAL CNW LUV LCC GLNG TRN FDX CNI ….. KEX UPS UNP NSC KSU TK CSX CP=Bottom (Transportation)
CONS(56): 1.25% Top=WHR GT XRX CROX BC LULU OI LII ….. SCSS KMB CRI GIL ECL TPX NWL PAY=Bottom (Consumer)
REAL(63): 1.20% Top=SHO CBG LHO GGP AIV CBL HST HR ….. ARR BMR CIT CYS NLY STWD DFT HTS=Bottom (Real Estate)
DISV(41): 1.16% Top=AH SAI URI KBR RRD WTW MAN URS ….. VRSK MA SBAC LPS TYC MELI ULTA MYGN=Bottom (Diversified Services)
FINA(66): 1.15% Top=KKR JEF BAC BNS FII LM MS PFG ….. CME HCBK JPM FITB FNFG PBCT ICE FRC=Bottom (Banks/Financials)
META(30): 0.99% Top=BTU SWC AKS CLF GSM MCP AA ANR ….. PAAS NEM IAG AUY KGC ABX AEM GG=Bottom (Metals & Mining)
INSU(37): 0.88% Top=GNW MBI AGO AFL AIG HIG ALL CLGX ….. ACE WRB TMK ACGL AXS AON RNR PRE=Bottom (Insurance)
COSW(68): 0.80% Top=SFLY SINA SOHU BSFT DDD BIDU N NUAN ….. OTEX CRM QLIK ATVI JIVE GRPN TIBX ZNGA=Bottom (Computer Software/Internet)
RETA(72): 0.78% Top=FINL M PIR EBAY SKS COST CSTR IACI ….. JCP GNC FDO ANF HIBB NFLX DANG TSCO=Bottom (Retail & Specialty Retail)
HEAL(45): 0.56% Top=HMA UHS ESRX CYH CI AET SYK WLP ….. XRAY EW BDX RMD VAR BAX CNC WCG=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 3:39 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
