Market Stats at 3:46 pm ET
by daytrend on 20120608. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
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
14.1% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
15.5% are below yesterday’s low.
70.4% are inside yesterday’s range.
19.1% of stocks with today’s high > yesterday’s high. (80.9% less than).
83.2% of stocks with today’s low < yesterday’s low. (16.8% greater than).
EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (14.4% are below).
72.9% of stocks are above today’s open and yesterday’s close.
13.3% are below both.
12.8% of stocks opened above yesterday’s close. (83.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
38.1% of stocks are in the top 10% of today’s range.
65.2% are in the top 20%.
90.3% are in the top half. 9.7% of stocks are in the bottom half of today’s range.
2.6% are in the bottom 20%.
0.5% are in the bottom 10%.
GAIN
75.5% of stocks are above yesterday’s close. (24.5% are below.)
1.3% are up 4.5% or more. 0.4% are down 4.5% or more.
3.5% are up 3.5% or more. 0.8% are down 3.5% or more.
49.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:5.3%…>=90:19.8%…>=80:42.6%…>=50:80.3%…<=20:2.6%…<=10:0.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:50.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.1% above previous 1 highs, 15.5% below previous 1 lows
13.1% above previous 2 highs, 6.1% below previous 2 lows
12.7% above previous 3 highs, 1.4% below previous 3 lows
12.6% above previous 4 highs, 0.6% below previous 4 lows
11.4% above previous 5 highs, 0.6% below previous 5 lows
9.1% above previous 6 highs, 0.6% below previous 6 lows
8.3% above previous 7 highs, 0.6% below previous 7 lows
7.2% above previous 8 highs, 0.6% below previous 8 lows
7.1% above previous 9 highs, 0.6% below previous 9 lows
6.7% above previous 10 highs, 0.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.5% are above or equal to 6/7 close (1 days ago), 24.5% are below.
59.2% are above or equal to 6/6 close (2 days ago), 40.8% are below.
89.1% are above or equal to 6/5 close (3 days ago), 10.9% are below.
93.8% are above or equal to 6/4 close (4 days ago), 6.2% are below.
90.3% are above or equal to 6/1 close (5 days ago), 9.7% are below.
59.4% are above or equal to 5/31 close (6 days ago), 40.6% are below.
53.1% are above or equal to 5/30 close (7 days ago), 46.9% are below.
29.6% are above or equal to 5/29 close (8 days ago), 70.4% are below.
46.0% are above or equal to 5/25 close (9 days ago), 54.0% are below.
45.6% are above or equal to 5/24 close (10 days ago), 54.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.8% new highs, 3.6% new lows
21d: 4.6% new highs, 3.6% new lows
42d: 2.3% new highs, 3.4% new lows
63d: 2.3% new highs, 3.4% new lows
126d: 2.2% new highs, 2.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.9% above, 26.1% below
3-day: 68.7% above, 31.3% below
4-day: 80.2% above, 19.8% below
5-day: 87.6% above, 12.4% below
8-day: 82.5% above, 17.5% below
10-day: 70.1% above, 29.9% below
20-day: 50.6% above, 49.4% below
50-day: 24.6% above, 75.4% below
200-day: 48.6% above, 51.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(47): 1.86% Top=MOH CNC WCG HMA HNT AET HUM WLP ….. VAR BAX SYK RMD LIFE MR CVD COO=Bottom (Health)
RETA(74): 1.66% Top=FRAN KORS ASNA AEO FDO SHLD WMT TGT ….. SWY HSNI IACI BBBY JOSB DSW KR TIF=Bottom (Retail & Specialty Retail)
CONS(59): 1.57% Top=TPX SCSS SHFL SKX ICON UA XRX FBHS ….. EL WWW PG PAY NWL OI HAS AVP=Bottom (Consumer)
MATE(28): 1.45% Top=EXP MAS KBH DHI LPX MDR USG FAST ….. RSG WCN MTH MDU WM DAR FLR FWLT=Bottom (Materials & Construction)
ELEC(54): 1.25% Top=TSL TQNT VECO KLAC CRUS FCS AMD NXPI ….. QLGC JBL DLB ARMH IPGP FSLR A INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 1.25% Top=LCC UAL ALK JBLU LUV CNW DAL FDX ….. CSX UNP TDW TK CNI BRS GLNG CP=Bottom (Transportation)
COHW(43): 1.25% Top=NIHD DGIT CIEN FIO RVBD EQIX ARUN LVLT ….. PLCM VIP BCE APKT ADTN PCS NTGR NTAP=Bottom (Computer Hardware/Telecom)
REAL(67): 1.10% Top=DCT CBL HR GRT SHO HCP GGP MAC ….. HPT CBG PDM CIT SKT BAM MTGE NCT=Bottom (Real Estate)
FINA(69): 0.98% Top=PHH OCN CSE COF ASBC JPM EFX BPOP ….. BK LM BEN RJF FHN BX TD BNS=Bottom (Banks/Financials)
LEIS(24): 0.88% Top=EXPE CCL JACK DNKN MGM DRI WYNN PNRA ….. SBUX MPEL GET DPZ ARCO MCD EAT YUM=Bottom (Leisure)
MANU(42): 0.70% Top=GTLS AGCO RBN PPO AOS MHK SPW SWK ….. GDI PCP TKR CRS CMI MTW GTI ATI=Bottom (Manufacturing)
DISV(42): 0.62% Top=ACM AH ATHN RHI APOL FCN HTZ TAL ….. V MCO MELI RRD CACI VPRT WU URI=Bottom (Diversified Services)
CHEM(27): 0.52% Top=CF RPM VAL FMC IPI MOS CYT PX ….. FTK HUN POT APD ROC WPZ CE SMG=Bottom (Chemicals/Fertilizers)
COSW(71): 0.40% Top=ACOM AKAM WWWW TRIP LNKD RHT MDRX IRM ….. INFA SOHU QLIK OTEX SFLY SINA TTWO BSFT=Bottom (Computer Software/Internet)
INSU(37): 0.07% Top=FNF ORI CINF AIZ AIG LNC BRO CB ….. RNR AFL MMC HIG AJG MBI RE VR=Bottom (Insurance)
META(29): 0.04% Top=KGC RGLD SWC IAG AUQ AUY AEM ABX ….. NUE CNX NEM MCP EGO ANR AKS X=Bottom (Metals & Mining)
ENER(96): -0.71% Top=CJES HFC INT WNR ETE CVI ETP APC ….. SPN AREX KEG SM FST BAS 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 3:46 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
