Market Stats at 2:39 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
13.8% of stocks are above yesterday’s high.
41.0% are above yesterday’s midpoint. (59.0% are below.)
17.1% are below yesterday’s low.
69.1% are inside yesterday’s range.
17.4% of stocks with today’s high > yesterday’s high. (82.6% less than).
83.2% of stocks with today’s low < yesterday’s low. (16.8% greater than).
EVIDENCE OF INTRADAY TREND
83.7% of stocks are above today’s open. (15.5% are below).
71.9% of stocks are above today’s open and yesterday’s close.
14.5% are below both.
12.8% of stocks opened above yesterday’s close. (83.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
41.8% of stocks are in the top 10% of today’s range.
64.5% are in the top 20%.
89.8% are in the top half. 10.2% of stocks are in the bottom half of today’s range.
2.0% are in the bottom 20%.
0.8% are in the bottom 10%.
GAIN
73.9% of stocks are above yesterday’s close. (26.1% are below.)
1.2% are up 4.5% or more. 0.1% are down 4.5% or more.
2.5% are up 3.5% or more. 1.1% are down 3.5% or more.
50.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:5.8%…>=90:18.9%…>=80:41.2%…>=50:80.5%…<=20:3.2%…<=10:1.2%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:35.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.8% above previous 1 highs, 17.1% below previous 1 lows
12.5% above previous 2 highs, 7.2% below previous 2 lows
12.1% above previous 3 highs, 1.8% below previous 3 lows
12.1% above previous 4 highs, 0.8% below previous 4 lows
11.0% above previous 5 highs, 0.7% below previous 5 lows
8.4% above previous 6 highs, 0.7% below previous 6 lows
7.3% above previous 7 highs, 0.7% below previous 7 lows
6.0% above previous 8 highs, 0.7% below previous 8 lows
5.9% above previous 9 highs, 0.7% below previous 9 lows
5.9% above previous 10 highs, 0.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.9% are above or equal to 6/7 close (1 days ago), 26.1% are below.
58.4% are above or equal to 6/6 close (2 days ago), 41.6% are below.
89.0% are above or equal to 6/5 close (3 days ago), 11.0% are below.
93.3% are above or equal to 6/4 close (4 days ago), 6.7% are below.
90.0% are above or equal to 6/1 close (5 days ago), 10.0% are below.
58.6% are above or equal to 5/31 close (6 days ago), 41.4% are below.
53.0% are above or equal to 5/30 close (7 days ago), 47.0% are below.
29.3% are above or equal to 5/29 close (8 days ago), 70.7% are below.
45.8% are above or equal to 5/25 close (9 days ago), 54.2% are below.
44.8% are above or equal to 5/24 close (10 days ago), 55.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.3% new highs, 3.5% new lows
21d: 4.0% new highs, 3.5% new lows
42d: 2.0% new highs, 3.2% new lows
63d: 2.0% new highs, 3.2% new lows
126d: 1.9% new highs, 2.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.7% above, 27.3% below
3-day: 65.0% above, 35.0% below
4-day: 77.7% above, 22.3% below
5-day: 86.8% above, 13.2% below
8-day: 81.5% above, 18.5% below
10-day: 68.1% above, 31.9% below
20-day: 50.1% above, 49.9% below
50-day: 24.1% above, 75.9% below
200-day: 48.6% above, 51.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(47): 1.92% Top=MOH CNC WCG HMA AET HNT CYH HUM ….. ESRX CVD SYK MD VAR LIFE MR COO=Bottom (Health)
RETA(74): 1.61% Top=FRAN KORS FDO ASNA SKS SHLD WMT AEO ….. ANF IACI HSNI AMZN FINL KR DSW TIF=Bottom (Retail & Specialty Retail)
CONS(59): 1.43% Top=TPX SCSS SKX SHFL ICON UA FBHS COH ….. VFC PG WWW LULU PAY OI HAS AVP=Bottom (Consumer)
MATE(28): 1.22% Top=EXP LPX MAS MDR DHI KBH FAST SRCL ….. RYL MTH MDU SPF WM DAR FWLT FLR=Bottom (Materials & Construction)
REAL(67): 1.14% Top=CBL DCT HR SHO GGP HCP GRT KRC ….. TWO BDN SKT CBG CIT MTGE BAM NCT=Bottom (Real Estate)
TRAN(25): 1.12% Top=LCC UAL ALK JBLU LUV DAL SWFT CNW ….. UNP TK TRN CNI TDW BRS GLNG CP=Bottom (Transportation)
COHW(43): 1.09% Top=NIHD CIEN FIO EQIX RVBD CMVT JNPR LVLT ….. DELL PLCM ADTN PCS APKT VIP NTGR NTAP=Bottom (Computer Hardware/Telecom)
ELEC(54): 0.97% Top=TQNT TSL KLAC VECO FCS AMD MOLX OVTI ….. JBL DLB ISIL MRVL ARMH A FSLR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(69): 0.94% Top=PHH COF CSE JPM EFX OCN ASBC BPOP ….. LM FHN BEN LAZ RJF BX BNS TD=Bottom (Banks/Financials)
LEIS(24): 0.61% Top=EXPE JACK CCL WYNN DRI DNKN MGM CAKE ….. SBUX MPEL GET DPZ MCD EAT ARCO YUM=Bottom (Leisure)
DISV(42): 0.60% Top=ACM RHI FCN AH ATHN APOL TAL CAR ….. MAN MELI MCO V CACI VPRT WU URI=Bottom (Diversified Services)
MANU(42): 0.56% Top=RBN GTLS AGCO AOS MHK SWK ATU PPO ….. GDI CRS CMI TKR MTW TEX GTI ATI=Bottom (Manufacturing)
CHEM(27): 0.43% Top=CF VAL RPM FMC IPI MOS CYT PX ….. POT APD HUN FTK ROC WPZ CE SMG=Bottom (Chemicals/Fertilizers)
COSW(71): 0.23% Top=ACOM WWWW TRIP AKAM NUAN DNB LNKD BYI ….. INFA NLSN SOHU OTEX SFLY SINA TTWO BSFT=Bottom (Computer Software/Internet)
INSU(37): 0.02% Top=FNF CINF AIZ LNC MET ALL AIG ORI ….. HIG AXS GNW AJG MMC RNR VR RE=Bottom (Insurance)
META(29): -0.24% Top=RGLD KGC SWC IAG AEM FCX PAAS ABX ….. WLT NEM CNX MCP EGO ANR AKS X=Bottom (Metals & Mining)
ENER(96): -0.65% Top=CJES HFC INT ETE SD CVI ETP WNR ….. AREX CRZO BAS KEG SM FST ERF IOC=Bottom (Energy)
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 2:39 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
