Market Stats at 11:11 am ET
by daytrend on 20120615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.
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
44.5% of stocks are above yesterday’s high.
82.7% are above yesterday’s midpoint. (17.3% are below.)
3.0% are below yesterday’s low.
52.5% are inside yesterday’s range.
65.1% of stocks with today’s high > yesterday’s high. (34.9% less than).
7.9% of stocks with today’s low < yesterday’s low. (92.1% greater than).
EVIDENCE OF INTRADAY TREND
64.7% of stocks are above today’s open. (33.6% are below).
62.7% of stocks are above today’s open and yesterday’s close.
19.1% are below both.
74.8% of stocks opened above yesterday’s close. (20.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
29.3% of stocks are in the top 10% of today’s range.
43.5% are in the top 20%.
75.2% are in the top half. 24.8% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
3.3% are in the bottom 10%.
GAIN
79.1% of stocks are above yesterday’s close. (20.9% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.2% are up 3.5% or more. 0.0% are down 3.5% or more.
62.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.2%…>=90:11.8%…>=80:33.7%…>=50:77.5%…<=20:5.0%…<=10:2.5%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:54.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.5% above previous 1 highs, 3.0% below previous 1 lows
31.2% above previous 2 highs, 2.1% below previous 2 lows
27.8% above previous 3 highs, 1.8% below previous 3 lows
16.2% above previous 4 highs, 1.8% below previous 4 lows
16.0% above previous 5 highs, 1.7% below previous 5 lows
13.2% above previous 6 highs, 1.7% below previous 6 lows
12.9% above previous 7 highs, 1.7% below previous 7 lows
12.9% above previous 8 highs, 0.9% below previous 8 lows
12.9% above previous 9 highs, 0.9% below previous 9 lows
12.8% above previous 10 highs, 0.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.1% are above or equal to 6/14 close (1 days ago), 20.9% are below.
84.4% are above or equal to 6/13 close (2 days ago), 15.6% are below.
58.9% are above or equal to 6/12 close (3 days ago), 41.1% are below.
77.9% are above or equal to 6/11 close (4 days ago), 22.1% are below.
46.6% are above or equal to 6/8 close (5 days ago), 53.4% are below.
56.7% are above or equal to 6/7 close (6 days ago), 43.3% are below.
50.9% are above or equal to 6/6 close (7 days ago), 49.1% are below.
75.0% are above or equal to 6/5 close (8 days ago), 25.0% are below.
82.7% are above or equal to 6/4 close (9 days ago), 17.3% are below.
79.3% are above or equal to 6/1 close (10 days ago), 20.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.4% new highs, 1.6% new lows
21d: 9.3% new highs, 1.6% new lows
42d: 3.0% new highs, 1.5% new lows
63d: 2.2% new highs, 1.5% new lows
126d: 2.1% new highs, 1.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.6% above, 22.4% below
3-day: 83.9% above, 16.1% below
4-day: 74.8% above, 25.2% below
5-day: 75.3% above, 24.7% below
8-day: 62.2% above, 37.8% below
10-day: 70.4% above, 29.6% below
20-day: 57.1% above, 42.9% below
50-day: 30.0% above, 70.0% below
200-day: 47.8% above, 52.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.09% Top=FSLR FCS JBL ONNN CREE TRMB CY SNDK ….. ROP TXN MXIM SNPS BRCM ARMH GRMN SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(24): 0.93% Top=CE MOS ALB PPG POT CYT GRA IFF ….. FMC HUN EMN MON WPZ VAL RPM SMG=Bottom (Chemicals/Fertilizers)
DISV(40): 0.93% Top=URI SAI MYGN VPRT LPS GPN ADS MELI ….. URS ACM SBAC FCN KBR WTW FLT HMSY=Bottom (Diversified Services)
CONS(59): 0.88% Top=TWI FOSL UA TPX OI BLL HAR GT ….. UFS SHFL IP PKG JAH CHD PG NUS=Bottom (Consumer)
ENER(92): 0.85% Top=UPL WNR GDP SGY CRK RIG WPX BBG ….. ERF FST ROSE CAM CJES END GPOR CIE=Bottom (Energy)
HEAL(47): 0.77% Top=LNCR WCG HNT AGP BCR CVH COO LMNX ….. THOR MR RMD STJ CFN SIRO HCA ALR=Bottom (Health)
COSW(71): 0.74% Top=YNDX NUAN NCR ADSK ORCL QLIK RHT CTXS ….. SWI AWAY JIVE CHSI NLSN SXCI TTWO IGT=Bottom (Computer Software/Internet)
MATE(28): 0.71% Top=SPF DAR USG MAS FAST LEN MLM EXP ….. MTH OC SHAW RSG WCN MDC MDR FWLT=Bottom (Materials & Construction)
FINA(70): 0.66% Top=ICE BEN AMP WDR SLM FNFG RJF SCHW ….. GS FII ARCC NDAQ EFX AINV LPLA TCBI=Bottom (Banks/Financials)
RETA(72): 0.65% Top=NFLX ANF WFM URBN BID SKS FRAN GES ….. ARO SPLS DSW KORS FDO GNC DKS GME=Bottom (Retail & Specialty Retail)
MANU(38): 0.59% Top=TEX AGCO AVY MTW TKR FLS CMI MHK ….. AOS RBN SPW GDI DRC GTI KMT ATI=Bottom (Manufacturing)
LEIS(23): 0.58% Top=DRI EXPE EAT PCLN MPEL SIX CAKE HOT ….. DNKN GET PENN DPZ SBUX WYNN LVS MGM=Bottom (Leisure)
COHW(44): 0.58% Top=TDC RIMM EMC CTL VIP VSAT PLT NTAP ….. PLCM DELL ARUN AMX FNSR DGIT QCOM UBNT=Bottom (Computer Hardware/Telecom)
INSU(35): 0.35% Top=GNW MET UNM PRU AIG FNF VR LNC ….. BRO MBI AJG ACGL PRE WRB AXS RE=Bottom (Insurance)
REAL(65): 0.33% Top=CBG SNH OHI HR HST DRE LHO KIM ….. PPS DFT DDR BDN NLY GGP NCT CIT=Bottom (Real Estate)
TRAN(25): 0.17% Top=CNW KEX KSU JBHT CSX NSC CNI CP ….. ALK EXPD UAL JBLU DAL LUV TRN LCC=Bottom (Transportation)
META(29): 0.08% Top=ACI STLD NUE CNX KGC WLT CLD AA ….. AEM PAAS GG MCP X AUQ AUY IAG=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 11:11 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
