Market Stats at 11:10 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
68.2% of stocks are above yesterday’s high.
93.4% are above yesterday’s midpoint. (6.6% are below.)
1.3% are below yesterday’s low.
30.5% are inside yesterday’s range.
85.9% of stocks with today’s high > yesterday’s high. (14.1% less than).
3.1% of stocks with today’s low < yesterday’s low. (96.9% greater than).
EVIDENCE OF INTRADAY TREND
80.7% of stocks are above today’s open. (18.5% are below).
79.4% of stocks are above today’s open and yesterday’s close.
7.7% are below both.
91.2% of stocks opened above yesterday’s close. (6.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
18.8% of stocks are in the top 10% of today’s range.
37.6% are in the top 20%.
76.6% are in the top half. 23.4% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.6% are in the bottom 10%.
GAIN
91.3% of stocks are above yesterday’s close. (8.7% are below.)
2.6% are up 4.5% or more. 0.2% are down 4.5% or more.
6.4% are up 3.5% or more. 0.2% are down 3.5% or more.
38.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:24.1%…>=90:47.7%…>=80:68.2%…>=50:93.5%…<=20:1.2%…<=10:0.6%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:76.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
68.2% above previous 1 highs, 1.3% below previous 1 lows
61.0% above previous 2 highs, 0.9% below previous 2 lows
59.1% above previous 3 highs, 0.5% below previous 3 lows
54.1% above previous 4 highs, 0.5% below previous 4 lows
50.6% above previous 5 highs, 0.5% below previous 5 lows
39.9% above previous 6 highs, 0.5% below previous 6 lows
39.4% above previous 7 highs, 0.5% below previous 7 lows
33.4% above previous 8 highs, 0.5% below previous 8 lows
33.3% above previous 9 highs, 0.5% below previous 9 lows
33.3% above previous 10 highs, 0.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.3% are above or equal to 6/18 close (1 days ago), 8.7% are below.
84.7% are above or equal to 6/15 close (2 days ago), 15.3% are below.
92.0% are above or equal to 6/14 close (3 days ago), 8.0% are below.
94.1% are above or equal to 6/13 close (4 days ago), 5.9% are below.
84.1% are above or equal to 6/12 close (5 days ago), 15.9% are below.
89.4% are above or equal to 6/11 close (6 days ago), 10.6% are below.
74.2% are above or equal to 6/8 close (7 days ago), 25.8% are below.
77.5% are above or equal to 6/7 close (8 days ago), 22.5% are below.
73.3% are above or equal to 6/6 close (9 days ago), 26.7% are below.
84.8% are above or equal to 6/5 close (10 days ago), 15.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.8% new highs, 0.6% new lows
21d: 30.6% new highs, 0.6% new lows
42d: 8.9% new highs, 0.5% new lows
63d: 7.1% new highs, 0.5% new lows
126d: 6.4% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.5% above, 9.5% below
3-day: 89.1% above, 10.9% below
4-day: 92.0% above, 8.0% below
5-day: 93.5% above, 6.5% below
8-day: 90.9% above, 9.1% below
10-day: 86.9% above, 13.1% below
20-day: 77.2% above, 22.8% below
50-day: 44.8% above, 55.2% below
200-day: 55.0% above, 45.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(24): 2.16% Top=CF POT CE AGU MOS CYT EMN HUN ….. ASH DD PPG IFF SMG MON WPZ ROC=Bottom (Chemicals/Fertilizers)
MANU(40): 2.06% Top=PPO GTI MTW GTLS ATI RS JOY LECO ….. ROK AME EMR DOV PLL DCI TKR MHK=Bottom (Manufacturing)
ENER(92): 1.79% Top=SM CVE HOS BAS KEG DNR SPN TSO ….. OXY APA CJES FST QEP COG UPL EXXI=Bottom (Energy)
MATE(29): 1.76% Top=LPX EXP CLH DAR KBH OC MDR SPF ….. WM LEN MDC SHW MTH PWR MDU WCN=Bottom (Materials & Construction)
TRAN(24): 1.68% Top=CNW TRN FDX SAVE GLNG CNI EXPD TK ….. ALK KEX NSC JBHT KSU UPS CSX JBLU=Bottom (Transportation)
ELEC(52): 1.54% Top=NVDA FSLR OVTI CPHD TRMB INVN NXPI ARMH ….. AMD GRMN SWKS ITRI ATML MRVL CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(70): 1.49% Top=LAZ BAC TCBI PHH MS GS BPOP ZION ….. CSE NYB FII PSEC CBOE EFX CME ICE=Bottom (Banks/Financials)
CONS(58): 1.39% Top=GT TWI BC LULU IP NUS WHR CTB ….. PAY PKG CL CROX NWL HBI PBI DECK=Bottom (Consumer)
COSW(71): 1.30% Top=JIVE SXCI ROVI MSFT FTNT ZNGA NUAN QLIK ….. FFIV QSII VRSN AWAY AOL TRIP IT GRPN=Bottom (Computer Software/Internet)
HEAL(47): 1.29% Top=ALGN BAX CVH HOLX SIRO THOR BSX AGP ….. HNT CYH LH AET COO STJ MR WCG=Bottom (Health)
META(28): 1.27% Top=STLD X WLT CLD BTU CLF FCX CNX ….. RGLD IAG KGC ABX AKS GG NEM EGO=Bottom (Metals & Mining)
LEIS(23): 1.25% Top=HOT MAR MPEL WYNN MGM LVS SBUX WYN ….. TXRH PCLN ARCO DRI MCD CAKE EAT EXPE=Bottom (Leisure)
DISV(41): 1.23% Top=URI HTZ WTW VPRT CAR FCN KBR MELI ….. SAI DV VRSK TSS CXW HRB SBAC MYGN=Bottom (Diversified Services)
INSU(36): 1.11% Top=MET GNW HIG LNC PL PRU AIZ AFL ….. L VR MMC BRO ORI AON AXS FNF=Bottom (Insurance)
COHW(44): 1.07% Top=UBNT AMX ARUN FNSR VSAT APKT LXK NTGR ….. AAPL VZ FIO CCI T MSI DELL EQIX=Bottom (Computer Hardware/Telecom)
RETA(73): 1.04% Top=GNC SHLD LL KORS BBY CAB ANF KMX ….. WMT TGT LOW IACI FL AAP WAG JCP=Bottom (Retail & Specialty Retail)
REAL(65): 0.67% Top=CBG BMR CIT LHO HR PCL HST BAM ….. BRE UDR SNH HCN PPS HME 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 11:10 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
