Market Stats at 10:33 am ET
by daytrend on 20120619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.
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
69.6% of stocks are above yesterday’s high.
93.5% are above yesterday’s midpoint. (6.5% are below.)
1.2% are below yesterday’s low.
29.1% are inside yesterday’s range.
84.3% of stocks with today’s high > yesterday’s high. (15.7% less than).
2.7% of stocks with today’s low < yesterday’s low. (97.3% greater than).
EVIDENCE OF INTRADAY TREND
80.7% of stocks are above today’s open. (18.6% are below).
79.9% of stocks are above today’s open and yesterday’s close.
7.2% are below both.
91.2% of stocks opened above yesterday’s close. (6.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
24.1% of stocks are in the top 10% of today’s range.
49.1% are in the top 20%.
83.8% are in the top half. 16.2% of stocks are in the bottom half of today’s range.
3.9% are in the bottom 20%.
1.3% are in the bottom 10%.
GAIN
92.0% of stocks are above yesterday’s close. (8.0% are below.)
2.8% are up 4.5% or more. 0.2% are down 4.5% or more.
6.9% are up 3.5% or more. 0.2% are down 3.5% or more.
37.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:25.0%…>=90:48.1%…>=80:69.0%…>=50:94.1%…<=20:0.7%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:76.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
69.6% above previous 1 highs, 1.2% below previous 1 lows
61.2% above previous 2 highs, 0.9% below previous 2 lows
59.5% above previous 3 highs, 0.4% below previous 3 lows
54.1% above previous 4 highs, 0.4% below previous 4 lows
51.2% above previous 5 highs, 0.4% below previous 5 lows
39.9% above previous 6 highs, 0.4% below previous 6 lows
39.3% above previous 7 highs, 0.4% below previous 7 lows
34.0% above previous 8 highs, 0.4% below previous 8 lows
33.7% above previous 9 highs, 0.4% below previous 9 lows
33.7% above previous 10 highs, 0.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
92.0% are above or equal to 6/18 close (1 days ago), 8.0% are below.
85.3% are above or equal to 6/15 close (2 days ago), 14.7% are below.
92.8% are above or equal to 6/14 close (3 days ago), 7.2% are below.
94.4% are above or equal to 6/13 close (4 days ago), 5.6% are below.
84.9% are above or equal to 6/12 close (5 days ago), 15.1% are below.
89.8% are above or equal to 6/11 close (6 days ago), 10.2% are below.
73.3% are above or equal to 6/8 close (7 days ago), 26.7% are below.
77.0% are above or equal to 6/7 close (8 days ago), 23.0% are below.
73.6% are above or equal to 6/6 close (9 days ago), 26.4% are below.
84.3% are above or equal to 6/5 close (10 days ago), 15.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 29.1% new highs, 0.5% new lows
21d: 28.9% new highs, 0.5% new lows
42d: 8.7% new highs, 0.4% new lows
63d: 7.0% new highs, 0.4% new lows
126d: 6.2% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.3% above, 8.7% below
3-day: 90.9% above, 9.1% below
4-day: 92.3% above, 7.7% below
5-day: 94.2% above, 5.8% below
8-day: 91.2% above, 8.8% below
10-day: 87.3% above, 12.7% below
20-day: 77.2% above, 22.8% below
50-day: 44.6% above, 55.4% below
200-day: 55.4% above, 44.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40): 2.31% Top=PPO MTW GTI GTLS KMT TEX ATI JOY ….. AME GE DOV XYL EMR DCI TKR MHK=Bottom (Manufacturing)
CHEM(24): 2.08% Top=CF CE CYT AGU POT MOS EMN FMC ….. DD PPG MON IFF SMG ASH ROC WPZ=Bottom (Chemicals/Fertilizers)
MATE(29): 2.04% Top=LPX KBH EXP OC SPF CLH DAR USG ….. SRCL MDC MTH SHW WM PWR MDU WCN=Bottom (Materials & Construction)
ENER(92): 1.76% Top=SM MMR IOC CVE GPOR HLX HOS BAS ….. DVN WLL FST OXY QEP CJES UPL EXXI=Bottom (Energy)
CONS(58): 1.67% Top=GT TWI BC LULU CTB NUS COH FNP ….. TUP ENR PKG KMB PG CL PBI DECK=Bottom (Consumer)
FINA(70): 1.59% Top=BAC PHH LAZ MS TCBI BPOP GS STI ….. BLK PSEC EFX OCN CME NYB CBOE ICE=Bottom (Banks/Financials)
TRAN(24): 1.56% Top=CNW TRN GLNG FDX SAVE CNI CP EXPD ….. KEX JBHT UPS CSX UNP JBLU NSC KSU=Bottom (Transportation)
ELEC(52): 1.56% Top=NVDA FSLR OVTI CPHD IPGP CAVM TQNT TER ….. ITRI SWKS SNPS MRVL CRUS GRMN ISIL INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 1.52% Top=ALGN CVH BAX HOLX SIRO CNC AGP THOR ….. AET RMD COO LH LNCR WCG STJ MR=Bottom (Health)
COSW(71): 1.42% Top=JIVE FTNT NUAN DDD QLIK MSFT ADSK ZNGA ….. BIDU QSII LNKD AWAY AOL TRIP IT GRPN=Bottom (Computer Software/Internet)
DISV(41): 1.34% Top=URI HTZ VPRT WTW KBR CAR ACM RCII ….. TYC PAYX ATHN VRSK CXW TSS SBAC MYGN=Bottom (Diversified Services)
LEIS(23): 1.23% Top=HOT MPEL MAR WYNN MGM LVS WYN SBUX ….. PCLN TXRH ARCO DRI CAKE MCD EXPE EAT=Bottom (Leisure)
META(28): 1.20% Top=X STLD WLT CNX BTU CLD AUY CLF ….. RGLD MCP KGC ABX IAG AKS GG NEM=Bottom (Metals & Mining)
RETA(73): 1.16% Top=KORS LL BBY CAB ANF PIR SHLD KMX ….. WMT FL TGT FRAN LOW AAP WAG JCP=Bottom (Retail & Specialty Retail)
COHW(44): 1.05% Top=UBNT FNSR ARUN APKT RVBD PLCM VSAT LXK ….. FIO VZ T CCI MSI NIHD DELL EQIX=Bottom (Computer Hardware/Telecom)
INSU(36): 1.03% Top=GNW MET LNC HIG PRU PL CNO AIZ ….. RNR MBI CLGX AXS AGO AON ORI FNF=Bottom (Insurance)
REAL(65): 0.43% Top=LHO NCT CIT BAM CBG DFT BMR HR ….. CPT VTR PPS HME SNH HCN MTGE HCP=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 10:33 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
