Market Stats at 1:28 pm ET
by daytrend on 20120619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.
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
76.6% of stocks are above yesterday’s high.
94.6% are above yesterday’s midpoint. (5.4% are below.)
1.2% are below yesterday’s low.
22.2% are inside yesterday’s range.
89.0% of stocks with today’s high > yesterday’s high. (11.0% less than).
3.6% of stocks with today’s low < yesterday’s low. (96.4% greater than).
EVIDENCE OF INTRADAY TREND
83.6% of stocks are above today’s open. (15.3% are below).
83.1% of stocks are above today’s open and yesterday’s close.
8.2% are below both.
91.2% of stocks opened above yesterday’s close. (6.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
41.3% of stocks are in the top 10% of today’s range.
56.4% are in the top 20%.
82.4% are in the top half. 17.6% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.5% are in the bottom 10%.
GAIN
91.3% of stocks are above yesterday’s close. (8.7% are below.)
6.3% are up 4.5% or more. 0.2% are down 4.5% or more.
13.7% are up 3.5% or more. 0.5% are down 3.5% or more.
28.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:28.9%…>=90:50.9%…>=80:71.1%…>=50:94.2%…<=20:1.1%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:80.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:67.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
76.6% above previous 1 highs, 1.2% below previous 1 lows
69.5% above previous 2 highs, 1.0% below previous 2 lows
67.9% above previous 3 highs, 0.5% below previous 3 lows
63.6% above previous 4 highs, 0.5% below previous 4 lows
58.7% above previous 5 highs, 0.5% below previous 5 lows
47.7% above previous 6 highs, 0.5% below previous 6 lows
46.9% above previous 7 highs, 0.5% below previous 7 lows
40.6% above previous 8 highs, 0.5% below previous 8 lows
40.1% above previous 9 highs, 0.5% below previous 9 lows
40.1% above previous 10 highs, 0.4% 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.
88.6% are above or equal to 6/15 close (2 days ago), 11.4% are below.
94.0% are above or equal to 6/14 close (3 days ago), 6.0% are below.
95.7% are above or equal to 6/13 close (4 days ago), 4.3% are below.
86.5% are above or equal to 6/12 close (5 days ago), 13.5% are below.
91.4% are above or equal to 6/11 close (6 days ago), 8.6% are below.
77.5% are above or equal to 6/8 close (7 days ago), 22.5% are below.
79.5% are above or equal to 6/7 close (8 days ago), 20.5% are below.
75.6% are above or equal to 6/6 close (9 days ago), 24.4% are below.
85.8% are above or equal to 6/5 close (10 days ago), 14.2% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 35.0% new highs, 0.6% new lows
21d: 34.8% new highs, 0.6% new lows
42d: 10.2% new highs, 0.5% new lows
63d: 8.0% new highs, 0.5% new lows
126d: 7.2% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.9% above, 9.1% below
3-day: 91.3% above, 8.7% below
4-day: 93.4% above, 6.6% below
5-day: 95.2% above, 4.8% below
8-day: 92.8% above, 7.2% below
10-day: 89.0% above, 11.0% below
20-day: 80.0% above, 20.0% below
50-day: 47.7% above, 52.3% below
200-day: 55.6% above, 44.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(24): 2.99% Top=POT CF MOS GRA AGU CE HUN EMN ….. PX DD WPZ IFF PPG ROC SMG MON=Bottom (Chemicals/Fertilizers)
MANU(40): 2.69% Top=MTW GTI ATI PPO RS LECO GTLS KMT ….. PCP EMR DOV XYL DCI PLL TKR MHK=Bottom (Manufacturing)
ENER(91): 2.59% Top=SM HOS KEG NBR MMR IOC HLX SPN ….. APA EPB FST FTI NOV COG CJES UPL=Bottom (Energy)
META(28): 2.26% Top=STLD X WLT CLD BTU CLF ACI CNX ….. ABX IAG RGLD KGC AUQ NEM GG EGO=Bottom (Metals & Mining)
MATE(29): 2.17% Top=LPX EXP CLH DAR OC KBH SPF FLR ….. TOL DHI WM MDU LEN SHW PWR WCN=Bottom (Materials & Construction)
TRAN(24): 2.06% Top=CNW SAVE TRN GLNG FDX DAL UAL EXPD ….. KEX KSU UNP TK UPS NSC JBHT CSX=Bottom (Transportation)
FINA(70): 2.04% Top=LAZ PHH BAC BPOP MS TCBI FHN STI ….. NYB AMTD FII PSEC EFX CBOE CME ICE=Bottom (Banks/Financials)
ELEC(52): 1.70% Top=NVDA FSLR OVTI CPHD VECO TRMB ARMH NXPI ….. MRVL MXIM CY SWKS ATML ISIL AMD CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 1.64% Top=ALGN CVH HMA BAX HOLX THOR EW UHS ….. LNCR LH HUM ESRX WLP AET COO WCG=Bottom (Health)
CONS(58): 1.58% Top=GT BC TWI WHR FOSL CTB NUS IP ….. CHD ENR CL HBI PAY NWL SHFL DECK=Bottom (Consumer)
INSU(36): 1.53% Top=MET GNW LNC HIG PL PRU AIZ AFL ….. AON UNM L ORI RNR BRO MMC FNF=Bottom (Insurance)
LEIS(23): 1.47% Top=WYNN HOT MAR MPEL MGM LVS SBUX WYN ….. PENN PCLN DRI CAKE MCD ARCO EAT EXPE=Bottom (Leisure)
COSW(71): 1.46% Top=NUAN ZNGA SFLY MSFT ROVI DDD ORCL ADSK ….. AOL BIDU BMC AWAY FFIV IT GRPN TRIP=Bottom (Computer Software/Internet)
DISV(41): 1.43% Top=CAR HTZ URI WTW FCN VPRT MAN APOL ….. MA VRSK CXW TSS HRB SAI ULTA MYGN=Bottom (Diversified Services)
COHW(44): 1.26% Top=UBNT AMX VSAT WIN EMC ADTN LXK ARUN ….. NIHD VZ T HPQ MSI CCI DELL EQIX=Bottom (Computer Hardware/Telecom)
RETA(73): 1.24% Top=SHLD KORS LL JWN CAB GNC BID KMX ….. IACI COST FL ROST FRAN AAP WAG JCP=Bottom (Retail & Specialty Retail)
REAL(65): 0.94% Top=CBG CIT LHO HPT HR BAM IVR HST ….. CYS HME PPS HCN CPT SNH 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 1:28 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
