Market Stats at 3:33 pm 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
57.5% of stocks are above yesterday’s high.
86.9% are above yesterday’s midpoint. (13.1% are below.)
4.1% are below yesterday’s low.
38.4% are inside yesterday’s range.
76.6% of stocks with today’s high > yesterday’s high. (23.4% less than).
10.8% of stocks with today’s low < yesterday’s low. (89.2% greater than).
EVIDENCE OF INTRADAY TREND
75.0% of stocks are above today’s open. (24.0% are below).
73.3% of stocks are above today’s open and yesterday’s close.
14.4% are below both.
74.9% of stocks opened above yesterday’s close. (20.0% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
27.3% of stocks are in the top 10% of today’s range.
48.2% are in the top 20%.
79.1% are in the top half. 20.9% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.1% are in the bottom 10%.
GAIN
83.7% of stocks are above yesterday’s close. (16.3% are below.)
3.9% are up 4.5% or more. 0.0% are down 4.5% or more.
7.3% are up 3.5% or more. 0.2% are down 3.5% or more.
44.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:6.4%…>=90:17.1%…>=80:42.7%…>=50:83.6%…<=20:5.0%…<=10:2.1%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:58.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
57.5% above previous 1 highs, 4.1% below previous 1 lows
44.8% above previous 2 highs, 2.7% below previous 2 lows
41.0% above previous 3 highs, 2.3% below previous 3 lows
25.0% above previous 4 highs, 2.3% below previous 4 lows
24.5% above previous 5 highs, 2.0% below previous 5 lows
19.1% above previous 6 highs, 2.0% below previous 6 lows
18.6% above previous 7 highs, 1.7% below previous 7 lows
18.6% above previous 8 highs, 1.0% below previous 8 lows
18.6% above previous 9 highs, 0.9% below previous 9 lows
18.3% above previous 10 highs, 0.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.7% are above or equal to 6/14 close (1 days ago), 16.3% are below.
87.7% are above or equal to 6/13 close (2 days ago), 12.3% are below.
65.8% are above or equal to 6/12 close (3 days ago), 34.2% are below.
80.8% are above or equal to 6/11 close (4 days ago), 19.2% are below.
52.8% are above or equal to 6/8 close (5 days ago), 47.2% are below.
63.3% are above or equal to 6/7 close (6 days ago), 36.7% are below.
55.4% are above or equal to 6/6 close (7 days ago), 44.6% are below.
78.0% are above or equal to 6/5 close (8 days ago), 22.0% are below.
84.6% are above or equal to 6/4 close (9 days ago), 15.4% are below.
81.2% are above or equal to 6/1 close (10 days ago), 18.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.5% new highs, 2.5% new lows
21d: 13.5% new highs, 2.5% new lows
42d: 4.4% new highs, 2.3% new lows
63d: 3.3% new highs, 2.2% new lows
126d: 3.2% new highs, 1.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.0% above, 17.0% below
3-day: 87.7% above, 12.3% below
4-day: 80.8% above, 19.2% below
5-day: 81.8% above, 18.2% below
8-day: 69.3% above, 30.7% below
10-day: 74.9% above, 25.1% below
20-day: 61.7% above, 38.3% below
50-day: 31.0% above, 69.0% below
200-day: 49.1% above, 50.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): 2.09% Top=ZNGA PMTC YNDX NUAN ACOM SFLY QLIK GRPN ….. ROVI QSII ATVI AWAY TTWO DNB IGT NLSN=Bottom (Computer Software/Internet)
ELEC(51): 1.66% Top=INVN ATML CREE CY FCS TQNT SNDK ONNN ….. BRCM PMCS TXN GLW DLB MXIM MRVL SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(92): 1.65% Top=MMR UPL CRK GDP WPX WNR RIG BAS ….. KMP SUN CAM EPD RRC ERF END CJES=Bottom (Energy)
CONS(59): 1.52% Top=TWI FOSL FNP HAR UA SCSS LII GT ….. KMB SEE PAY NUS JAH UFS CHD PG=Bottom (Consumer)
META(29): 1.45% Top=ACI STLD KGC EGO AKS NUE SCCO CLF ….. AEM ABX MCP RGLD HSC NEM GG AUY=Bottom (Metals & Mining)
FINA(70): 1.33% Top=ICE AMP WDR JEF BLK BEN SUSQ BX ….. TCB TD BNS TCBI PFG ARCC EFX LPLA=Bottom (Banks/Financials)
COHW(44): 1.31% Top=LVLT RIMM TDC EMC RVBD EQIX MSI CIEN ….. T DGIT QCOM VZ FNSR BCE DELL UBNT=Bottom (Computer Hardware/Telecom)
DISV(40): 1.16% Top=URI SAI CAR MAN RRD ULTA R MCO ….. SBAC KBR FCN LPS URS ACM HMSY WTW=Bottom (Diversified Services)
RETA(72): 1.06% Top=NFLX GES KORS WFM URBN ANF SHLD CAB ….. GME AZO DKS CVS HD SWY AAP GNC=Bottom (Retail & Specialty Retail)
HEAL(47): 1.06% Top=LNCR ZMH BCR SYK ABMD CYH AGP HNT ….. BDX CNC HUM STJ ALR UNH AET HMA=Bottom (Health)
CHEM(24): 0.96% Top=MOS CE ALB PPG CYT POT ASH APD ….. SIAL WPZ HUN MON ROC VAL SMG RPM=Bottom (Chemicals/Fertilizers)
MATE(28): 0.85% Top=KBH EXP MAS MLM RYL USG SPF DAR ….. MDR RSG PWR TOL SRCL WCN SHAW FWLT=Bottom (Materials & Construction)
MANU(38): 0.84% Top=AGCO TEX PPO MTW MHK AVY TKR SWK ….. EMR AOS PNR SPW RBN GTI GDI KMT=Bottom (Manufacturing)
LEIS(23): 0.66% Top=EXPE EAT DRI PCLN ARCO CAKE MCD MPEL ….. DNKN WYN PENN DPZ GET WYNN LVS MGM=Bottom (Leisure)
REAL(65): 0.47% Top=CBG LHO HST REG SNH IVR OHI SHO ….. EQR ARR STWD O PDM DDR BPO CIT=Bottom (Real Estate)
INSU(35): 0.41% Top=GNW MET ORI L UNM AGO PRU AIG ….. BRO PRE ALL WRB AJG RE ACGL AXS=Bottom (Insurance)
TRAN(24): 0.12% Top=KEX KSU JBHT CNW TDW CSX CP SAVE ….. EXPD TK ALK DAL TRN UAL LUV LCC=Bottom (Transportation)
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 3:33 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
