Market Stats at 11:58 am ET
by daytrend on 20120615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.
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
42.6% of stocks are above yesterday’s high.
82.4% are above yesterday’s midpoint. (17.6% are below.)
2.8% are below yesterday’s low.
54.6% are inside yesterday’s range.
69.1% of stocks with today’s high > yesterday’s high. (30.9% less than).
8.4% of stocks with today’s low < yesterday’s low. (91.6% greater than).
EVIDENCE OF INTRADAY TREND
62.7% of stocks are above today’s open. (35.1% are below).
60.2% of stocks are above today’s open and yesterday’s close.
22.8% are below both.
74.9% of stocks opened above yesterday’s close. (20.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
16.6% of stocks are in the top 10% of today’s range.
33.9% are in the top 20%.
66.5% are in the top half. 33.5% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
7.4% are in the bottom 10%.
GAIN
75.1% of stocks are above yesterday’s close. (24.9% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.2% are down 3.5% or more.
60.0% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.1%…>=90:11.8%…>=80:32.4%…>=50:76.2%…<=20:5.4%…<=10:2.3%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.6% above previous 1 highs, 2.8% below previous 1 lows
29.6% above previous 2 highs, 2.1% below previous 2 lows
26.6% above previous 3 highs, 1.6% below previous 3 lows
16.1% above previous 4 highs, 1.5% below previous 4 lows
15.9% above previous 5 highs, 1.5% below previous 5 lows
12.1% above previous 6 highs, 1.5% below previous 6 lows
11.9% above previous 7 highs, 1.2% below previous 7 lows
11.9% above previous 8 highs, 0.6% below previous 8 lows
11.9% above previous 9 highs, 0.5% below previous 9 lows
11.7% above previous 10 highs, 0.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.1% are above or equal to 6/14 close (1 days ago), 24.9% are below.
83.4% are above or equal to 6/13 close (2 days ago), 16.6% are below.
59.0% are above or equal to 6/12 close (3 days ago), 41.0% are below.
77.2% are above or equal to 6/11 close (4 days ago), 22.8% are below.
45.6% are above or equal to 6/8 close (5 days ago), 54.4% are below.
57.4% are above or equal to 6/7 close (6 days ago), 42.6% are below.
50.7% are above or equal to 6/6 close (7 days ago), 49.3% are below.
74.1% are above or equal to 6/5 close (8 days ago), 25.9% are below.
82.9% are above or equal to 6/4 close (9 days ago), 17.1% 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: 12.2% new highs, 1.7% new lows
21d: 10.1% new highs, 1.7% new lows
42d: 3.1% new highs, 1.6% new lows
63d: 2.5% new highs, 1.6% new lows
126d: 2.3% new highs, 1.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.3% above, 26.7% below
3-day: 83.4% above, 16.6% below
4-day: 74.0% above, 26.0% below
5-day: 75.9% above, 24.1% below
8-day: 62.1% above, 37.9% below
10-day: 69.0% above, 31.0% below
20-day: 57.6% above, 42.4% below
50-day: 29.7% above, 70.3% below
200-day: 47.5% above, 52.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.12% Top=SNDK JBL ONNN FCS INVN LSI CREE SWKS ….. CAVM TXN ARMH SNPS MXIM GRMN BRCM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 0.96% Top=LNCR ZMH BCR HNT SYK LMNX AGP CVH ….. RMD STJ MOH CNC EW HMA ALR HCA=Bottom (Health)
CONS(59): 0.92% Top=TWI TPX FOSL UA WMS GT PBI HAR ….. SON PG SEE UFS JAH IP CHD PKG=Bottom (Consumer)
ENER(92): 0.90% Top=UPL GDP CRK SGY WNR MMR RIG EXXI ….. FTI CAM CJES ROSE ERF GPOR CIE END=Bottom (Energy)
COSW(71): 0.88% Top=NUAN QLIK NCR YNDX FTNT RHT BSFT CTXS ….. DNB AOL QSII CHSI SXCI NLSN IGT TTWO=Bottom (Computer Software/Internet)
CHEM(24): 0.87% Top=CE MOS ALB POT PPG CYT APD IFF ….. ROC ASH FMC MON WPZ VAL SMG RPM=Bottom (Chemicals/Fertilizers)
DISV(40): 0.79% Top=URI SAI MAN RRD MYGN TYC FISV GPN ….. FLT FCN APOL ACM WTW SBAC KBR HMSY=Bottom (Diversified Services)
COHW(44): 0.73% Top=RIMM TDC EMC RVBD LXK NTAP PLT CTL ….. DGIT CMVT DELL AMX BCE QCOM FNSR UBNT=Bottom (Computer Hardware/Telecom)
MATE(28): 0.71% Top=SPF KBH DAR LEN PHM MAS EXP RYL ….. FLR MDC SRCL RSG WCN MDR SHAW FWLT=Bottom (Materials & Construction)
FINA(70): 0.68% Top=ICE BEN AMP WDR SCHW SLM LM EV ….. TCB FII HCBK AINV LPLA EFX TCBI ARCC=Bottom (Banks/Financials)
RETA(72): 0.66% Top=ANF BID NFLX SKS URBN WFM GES FRAN ….. CVS HD DSW CPRT FDO SWY DKS GNC=Bottom (Retail & Specialty Retail)
LEIS(23): 0.51% Top=DRI EXPE EAT PCLN MPEL SIX CCL CAKE ….. WYN GET SBUX WYNN LVS DPZ DNKN MGM=Bottom (Leisure)
MANU(38): 0.48% Top=TEX AGCO AVY TKR MTW RS MHK FLS ….. ROK GDI RBN DRC SPW ATI KMT GTI=Bottom (Manufacturing)
META(29): 0.37% Top=ACI STLD NUE CNX KGC WLT CLD AA ….. AEM HSC GG IAG MCP X AUQ AUY=Bottom (Metals & Mining)
TRAN(24): 0.32% Top=KEX CNW JBHT KSU NSC CP CSX UNP ….. TK ALK EXPD UAL DAL LUV TRN LCC=Bottom (Transportation)
INSU(35): 0.22% Top=GNW ORI MET PRU AIG FNF UNM AFL ….. PRE BRO MBI WRB AJG RE ACGL AXS=Bottom (Insurance)
REAL(65): 0.04% Top=CBG OHI SNH LHO IVR HTS HST KIM ….. NCT NLY DFT DDR BDN GGP PDM CIT=Bottom (Real Estate)
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 11:58 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
