Market Stats at 1:03 pm ET
by daytrend on 20120608. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.
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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
10.0% of stocks are above yesterday’s high.
34.2% are above yesterday’s midpoint. (65.8% are below.)
18.6% are below yesterday’s low.
71.5% are inside yesterday’s range.
12.8% of stocks with today’s high > yesterday’s high. (87.2% less than).
83.1% of stocks with today’s low < yesterday’s low. (16.9% greater than).
EVIDENCE OF INTRADAY TREND
82.9% of stocks are above today’s open. (16.4% are below).
68.0% of stocks are above today’s open and yesterday’s close.
15.0% are below both.
12.8% of stocks opened above yesterday’s close. (83.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
48.9% of stocks are in the top 10% of today’s range.
66.4% are in the top 20%.
90.0% are in the top half. 10.0% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.4% are in the bottom 10%.
GAIN
70.7% of stocks are above yesterday’s close. (29.3% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
2.2% are up 3.5% or more. 0.7% are down 3.5% or more.
58.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.9%…>=90:16.5%…>=80:37.1%…>=50:79.3%…<=20:3.6%…<=10:1.1%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:33.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.0% above previous 1 highs, 18.6% below previous 1 lows
8.8% above previous 2 highs, 6.5% below previous 2 lows
8.5% above previous 3 highs, 1.7% below previous 3 lows
8.5% above previous 4 highs, 0.6% below previous 4 lows
7.4% above previous 5 highs, 0.6% below previous 5 lows
6.1% above previous 6 highs, 0.6% below previous 6 lows
5.0% above previous 7 highs, 0.6% below previous 7 lows
4.2% above previous 8 highs, 0.6% below previous 8 lows
4.1% above previous 9 highs, 0.6% below previous 9 lows
4.1% above previous 10 highs, 0.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.7% are above or equal to 6/7 close (1 days ago), 29.3% are below.
51.9% are above or equal to 6/6 close (2 days ago), 48.1% are below.
87.6% are above or equal to 6/5 close (3 days ago), 12.4% are below.
92.9% are above or equal to 6/4 close (4 days ago), 7.1% are below.
89.9% are above or equal to 6/1 close (5 days ago), 10.1% are below.
56.1% are above or equal to 5/31 close (6 days ago), 43.9% are below.
51.7% are above or equal to 5/30 close (7 days ago), 48.3% are below.
27.3% are above or equal to 5/29 close (8 days ago), 72.7% are below.
44.2% are above or equal to 5/25 close (9 days ago), 55.8% are below.
43.5% are above or equal to 5/24 close (10 days ago), 56.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.2% new highs, 3.4% new lows
21d: 3.1% new highs, 3.4% new lows
42d: 1.6% new highs, 3.1% new lows
63d: 1.6% new highs, 3.1% new lows
126d: 1.4% new highs, 2.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.3% above, 30.7% below
3-day: 61.3% above, 38.7% below
4-day: 77.1% above, 22.9% below
5-day: 86.6% above, 13.4% below
8-day: 79.3% above, 20.7% below
10-day: 66.3% above, 33.7% below
20-day: 48.2% above, 51.8% below
50-day: 22.7% above, 77.3% below
200-day: 48.4% above, 51.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(47): 2.03% Top=MOH CNC WCG HMA HNT CYH HUM AGP ….. HOLX BAX VAR LIFE SYK MR RMD COO=Bottom (Health)
RETA(74): 1.25% Top=FRAN ASNA FDO SKS WMT AEO SHLD BBY ….. TFM KR IACI AMZN DSW MW FINL TIF=Bottom (Retail & Specialty Retail)
CONS(59): 1.06% Top=TPX SCSS SKX SHFL ICON NUS XRX BC ….. IP LULU VFC PAY WWW HAS OI AVP=Bottom (Consumer)
TRAN(25): 1.01% Top=LCC ALK SWFT CNW JBLU JBHT UPS UAL ….. NSC BRS KSU CSX TRN CNI UNP CP=Bottom (Transportation)
COHW(43): 0.91% Top=NIHD FIO RVBD CIEN EQIX ARUN LVLT JNPR ….. AMX PLCM DELL VIP ADTN BCE NTGR NTAP=Bottom (Computer Hardware/Telecom)
MATE(28): 0.91% Top=EXP LPX MAS MDR KBH DHI FAST SRCL ….. PWR WM MDC MDU DAR SPF FLR FWLT=Bottom (Materials & Construction)
ELEC(54): 0.79% Top=TQNT TSL KLAC VECO FCS INTC CPHD CRUS ….. JBL IPGP ARMH LSI A FSLR SPRD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(69): 0.78% Top=PHH CSE ASBC TCB COF SUSQ HBHC MS ….. LM BAC BK BEN BNS LAZ TD BX=Bottom (Banks/Financials)
REAL(67): 0.75% Top=DCT GRT HR CBL GGP SHO HCP HIW ….. BDN MTGE HPT SKT CIT BAM CBG NCT=Bottom (Real Estate)
DISV(42): 0.58% Top=ACM FCN ATHN APOL AH TAL RHI CAR ….. JEC MAN MCO V VPRT MELI WU URI=Bottom (Diversified Services)
MANU(42): 0.46% Top=AGCO PPO RBN GTLS SWK MHK ROK PLL ….. TKR CMI CRS RS MTW TEX GTI ATI=Bottom (Manufacturing)
LEIS(24): 0.35% Top=JACK EXPE CCL MGM DNKN CAKE DRI HOT ….. PCLN SBUX DPZ MCD MPEL EAT ARCO YUM=Bottom (Leisure)
CHEM(27): 0.26% Top=MOS CF RPM IPI CYT VAL FMC PPG ….. APD GRA HUN WPZ ROC CE FTK SMG=Bottom (Chemicals/Fertilizers)
COSW(71): 0.16% Top=ACOM AKAM WWWW TRIP DNB CTXS RAX NUAN ….. OTEX BIDU GRPN SOHU SFLY SINA TTWO BSFT=Bottom (Computer Software/Internet)
INSU(37): -0.07% Top=FNF PL AIZ CB CINF AIG LNC ALL ….. AJG GNW MMC HIG VR RE AGO RNR=Bottom (Insurance)
ENER(96): -0.56% Top=CJES INT HFC WNR ETE CVI ETP SD ….. AREX BAS SM CRZO KEG FST ERF IOC=Bottom (Energy)
META(29): -0.73% Top=RGLD AEM GG KGC AUY ACI IAG ABX ….. WLT BTU CNX MCP EGO ANR X AKS=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 1:03 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
