Market Stats at 12:19 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.
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COMPARED TO YESTERDAY’S RANGE
3.1% of stocks are above yesterday’s high.
13.0% are above yesterday’s midpoint. (87.0% are below.)
56.9% are below yesterday’s low.
40.0% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
88.2% of stocks with today’s low < yesterday’s low. (11.8% greater than).
EVIDENCE OF INTRADAY TREND
20.0% of stocks are above today’s open. (79.0% are below).
17.6% of stocks are above today’s open and yesterday’s close.
76.2% are below both.
44.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
16.6% 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.
19.4% are in the bottom 20%.
6.1% are in the bottom 10%.
GAIN
21.2% of stocks are above yesterday’s close. (78.8% are below.)
0.5% are up 4.5% or more. 4.2% are down 4.5% or more.
0.5% are up 3.5% or more. 9.0% are down 3.5% or more.
46.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.7%…>=90:1.4%…>=80:2.7%…>=50:9.8%…<=20:49.8%…<=10:16.9%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:14.2%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:13.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.1% above previous 1 highs, 56.9% below previous 1 lows
1.4% above previous 2 highs, 56.0% below previous 2 lows
1.4% above previous 3 highs, 48.8% below previous 3 lows
1.4% above previous 4 highs, 40.8% below previous 4 lows
1.4% above previous 5 highs, 25.9% below previous 5 lows
1.4% above previous 6 highs, 25.4% below previous 6 lows
1.4% above previous 7 highs, 19.4% below previous 7 lows
1.4% above previous 8 highs, 17.6% below previous 8 lows
1.1% above previous 9 highs, 17.1% below previous 9 lows
1.0% above previous 10 highs, 17.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.2% are above or equal to 5/30 close (1 days ago), 78.8% are below.
4.1% are above or equal to 5/29 close (2 days ago), 95.9% are below.
17.2% are above or equal to 5/25 close (3 days ago), 82.8% are below.
20.2% are above or equal to 5/24 close (4 days ago), 79.8% are below.
26.0% are above or equal to 5/23 close (5 days ago), 74.0% are below.
34.2% are above or equal to 5/22 close (6 days ago), 65.8% are below.
36.5% are above or equal to 5/21 close (7 days ago), 63.5% are below.
65.9% are above or equal to 5/18 close (8 days ago), 34.1% are below.
53.3% are above or equal to 5/17 close (9 days ago), 46.7% are below.
24.5% are above or equal to 5/16 close (10 days ago), 75.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 27.5% new lows
21d: 1.2% new highs, 27.5% new lows
42d: 1.1% new highs, 24.4% new lows
63d: 1.0% new highs, 21.7% new lows
126d: 0.9% new highs, 11.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.2% above, 79.8% below
3-day: 5.5% above, 94.5% below
4-day: 8.2% above, 91.8% below
5-day: 10.2% above, 89.8% below
8-day: 19.6% above, 80.4% below
10-day: 29.1% above, 70.9% below
20-day: 16.3% above, 83.7% below
50-day: 16.2% above, 83.8% below
200-day: 45.1% above, 54.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(61): 0.10% Top=VTR SHO CLP ACC OHI HCN LHO BAM ….. VNO IVR BPO DEI CIT DFT CBG NCT=Bottom (Real Estate)
INSU(37): -0.07% Top=SLF PRE CB PL TRV MMC ACE ALL ….. RGA PRU LNC MET AGO HIG CLGX GNW=Bottom (Insurance)
FINA(67): -0.11% Top=STI LPLA SUSQ TCB CMA JNS GS HBAN ….. SCHW DFS LM FRC AMG BPOP KKR BX=Bottom (Banks/Financials)
TRAN(23): -0.20% Top=KSU GLNG DAL UAL LUV UNP CNI ALK ….. CSX EXPD TDW TRN CHRW TK KEX BRS=Bottom (Transportation)
COHW(41): -0.42% Top=UBNT CIEN FIO NTGR T BCE TWTC VZ ….. JDSU PLCM LVLT AMX WDC TDC APKT NIHD=Bottom (Computer Hardware/Telecom)
LEIS(24): -0.83% Top=GET EXPE EAT CCL YUM DRI DNKN JACK ….. PCLN WYN WYNN HOT ARCO MPEL MGM LVS=Bottom (Leisure)
RETA(74): -1.16% Top=TFM TJX WMT TSCO FDO DG AMZN ROST ….. WSM ANN JWN KSS PIR SHLD NFLX BKE=Bottom (Retail & Specialty Retail)
DISV(41): -1.28% Top=AH MAN RRD FISV CAR PAYX VRSK HTZ ….. MA ULTA VPRT TAL DV MYGN MELI URI=Bottom (Diversified Services)
HEAL(44): -1.34% Top=MDT LNCR SYK BDX ZMH BCR XRAY MD ….. THOR LH BKD VAR HMA CNC CYH MOH=Bottom (Health)
CONS(56): -1.35% Top=AVP PBI WWW KMB HAS BMS JAH PKG ….. EL SKX FBHS PAY GIL PVH FNP TWI=Bottom (Consumer)
COSW(66): -1.52% Top=BSFT ZNGA BYI ORCL DNB IGT VCLK SYMC ….. ROVI CRM RAX FFIV SFLY GRPN DDD LNKD=Bottom (Computer Software/Internet)
CHEM(26): -1.54% Top=MON PPG PX IFF VAL DD APD SMG ….. IPI FMC SIAL WLK ROC EMN HUN FTK=Bottom (Chemicals/Fertilizers)
ELEC(55): -1.61% Top=OVTI GLW ITRI ADI MOLX SWKS ROP CAVM ….. TER INVN ATML CREE SPRD FCS IPGP FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): -1.61% Top=SHW PWR SHAW MAS SRCL RSG MDU WCN ….. LPX RYL EXP MDR MTH FLR MDC FWLT=Bottom (Materials & Construction)
ENER(96): -2.25% Top=ERF CVX EGN CIE KMI INT SUN BPL ….. ATW ESV KEG TSO KOG NE CRZO HOS=Bottom (Energy)
MANU(36): -2.38% Top=ITW GE AME BWC PCP MHK AVY XYL ….. PH FLS MTW ROK GTLS TKR TEX JOY=Bottom (Manufacturing)
META(29): -3.08% Top=ABX AA HSC STLD NUE GG AUY NEM ….. BTU MCP PAAS ANR X CLF ACI SWC=Bottom (Metals & Mining)
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 12:19 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
