Market Stats at 3:30 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
70.1% of stocks are above yesterday’s high.
92.6% are above yesterday’s midpoint. (7.4% are below.)
1.8% are below yesterday’s low.
28.1% are inside yesterday’s range.
90.1% of stocks with today’s high > yesterday’s high. (9.9% less than).
4.2% of stocks with today’s low < yesterday’s low. (95.8% greater than).
EVIDENCE OF INTRADAY TREND
78.3% of stocks are above today’s open. (21.6% are below).
77.5% of stocks are above today’s open and yesterday’s close.
11.8% are below both.
91.2% of stocks opened above yesterday’s close. (6.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
13.5% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
72.4% are in the top half. 27.6% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
2.6% are in the bottom 10%.
GAIN
87.4% of stocks are above yesterday’s close. (12.6% are below.)
5.9% are up 4.5% or more. 0.2% are down 4.5% or more.
14.0% are up 3.5% or more. 0.2% are down 3.5% or more.
33.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:24.9%…>=90:47.7%…>=80:69.5%…>=50:91.9%…<=20:1.0%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:80.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:67.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
70.1% above previous 1 highs, 1.8% below previous 1 lows
64.8% above previous 2 highs, 1.2% below previous 2 lows
63.0% above previous 3 highs, 0.9% below previous 3 lows
58.6% above previous 4 highs, 0.9% below previous 4 lows
54.7% above previous 5 highs, 0.7% below previous 5 lows
43.1% above previous 6 highs, 0.7% below previous 6 lows
42.3% above previous 7 highs, 0.7% below previous 7 lows
35.8% above previous 8 highs, 0.7% below previous 8 lows
35.7% above previous 9 highs, 0.7% below previous 9 lows
35.7% above previous 10 highs, 0.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.4% are above or equal to 6/18 close (1 days ago), 12.6% are below.
86.3% are above or equal to 6/15 close (2 days ago), 13.7% are below.
93.4% are above or equal to 6/14 close (3 days ago), 6.6% are below.
94.7% are above or equal to 6/13 close (4 days ago), 5.3% are below.
85.8% are above or equal to 6/12 close (5 days ago), 14.2% are below.
90.9% are above or equal to 6/11 close (6 days ago), 9.1% are below.
76.2% are above or equal to 6/8 close (7 days ago), 23.8% are below.
78.9% are above or equal to 6/7 close (8 days ago), 21.1% are below.
75.1% are above or equal to 6/6 close (9 days ago), 24.9% are below.
85.3% are above or equal to 6/5 close (10 days ago), 14.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 37.6% new highs, 0.6% new lows
21d: 37.4% new highs, 0.6% new lows
42d: 10.9% new highs, 0.5% new lows
63d: 8.5% new highs, 0.5% new lows
126d: 7.6% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.9% above, 13.1% below
3-day: 89.3% above, 10.7% below
4-day: 91.8% above, 8.2% below
5-day: 94.4% above, 5.6% below
8-day: 91.3% above, 8.7% below
10-day: 87.5% above, 12.5% below
20-day: 80.1% above, 19.9% below
50-day: 45.8% above, 54.2% below
200-day: 55.8% above, 44.2% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(24): 2.85% Top=HUN CF POT MOS AGU GRA FMC EMN ….. ROC PX IFF DD PPG WPZ SMG MON=Bottom (Chemicals/Fertilizers)
ENER(91): 2.65% Top=SM KEG HOS TSO VLO NBR XEC SD ….. OXY APA QEP NOV EXXI CJES COG UPL=Bottom (Energy)
MANU(40): 2.43% Top=RS ATI PPO GTI MTW KMT JOY LECO ….. ROK PLL EMR DCI PCP MHK XYL TKR=Bottom (Manufacturing)
META(28): 2.38% Top=STLD X WLT ACI CLF CLD AKS CNX ….. ABX IAG RGLD KGC NEM AUQ GG EGO=Bottom (Metals & Mining)
FINA(70): 2.00% Top=LAZ BPOP PHH BAC JNS FHN STI BNS ….. LPLA JEF FII PSEC EFX ICE CME CBOE=Bottom (Banks/Financials)
MATE(29): 1.97% Top=LPX EXP CLH FWLT MDR DAR KBH OC ….. DHI WM MDU SHW LEN PWR USG WCN=Bottom (Materials & Construction)
TRAN(24): 1.94% Top=SAVE CNW TRN GLNG UAL FDX DAL CNI ….. TK CP NSC UPS KSU UNP CSX JBHT=Bottom (Transportation)
INSU(36): 1.65% Top=GNW MET LNC HIG AIZ PL AGO CNO ….. VR BRO TRV AON L RNR MMC FNF=Bottom (Insurance)
ELEC(52): 1.57% Top=NVDA CPHD FSLR OVTI TRMB VECO ONNN ARMH ….. CAVM CY SPRD ISIL SWKS CRUS MXIM AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 1.52% Top=ALGN CVH HMA BAX CNC HOLX NUVA DVA ….. LMNX ALR MR LH LNCR AET COO WCG=Bottom (Health)
LEIS(23): 1.38% Top=WYNN MPEL HOT MAR MGM LVS YUM SBUX ….. TXRH SIX DRI CAKE MCD ARCO EAT EXPE=Bottom (Leisure)
RETA(73): 1.36% Top=LL KORS NFLX SHLD CAB GNC WSM JWN ….. KR WMT FDO IACI FRAN AAP WAG JCP=Bottom (Retail & Specialty Retail)
DISV(41): 1.33% Top=URI CAR HTZ WTW VPRT KBR APOL FCN ….. VRSK TSS HRB ULTA ATHN CXW SAI MYGN=Bottom (Diversified Services)
CONS(58): 1.25% Top=BC GT NUS TWI WHR FOSL IP CTB ….. HBI BMS ENR PAY CL NWL SHFL DECK=Bottom (Consumer)
COSW(71): 1.11% Top=NUAN ZNGA SFLY SINA ORCL JIVE DDD OTEX ….. BMC QSII AOL TRIP IT GRPN AWAY FFIV=Bottom (Computer Software/Internet)
COHW(44): 0.99% Top=UBNT ARUN EMC AMX ADTN PCS LXK WIN ….. DGIT VZ T MSI HPQ CCI DELL EQIX=Bottom (Computer Hardware/Telecom)
REAL(65): 0.52% Top=CIT CBG BAM PCL IVR DFT HPT TWO ….. PPS BDN HCN CPT SNH CBL 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 3:30 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
