Market Stats at 9:42 am ET
by daytrend on 20120622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 827.
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
0.6% of stocks are above yesterday’s high.
7.6% are above yesterday’s midpoint. (92.4% are below.)
14.1% are below yesterday’s low.
85.2% are inside yesterday’s range.
1.9% of stocks with today’s high > yesterday’s high. (98.1% less than).
23.3% of stocks with today’s low < yesterday’s low. (76.7% greater than).
EVIDENCE OF INTRADAY TREND
26.5% of stocks are above today’s open. (69.5% are below).
25.3% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
93.0% of stocks opened above yesterday’s close. (5.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
24.8% are in the top half. 75.2% of stocks are in the bottom half of today’s range.
44.5% are in the bottom 20%.
28.7% are in the bottom 10%.
GAIN
70.7% of stocks are above yesterday’s close. (29.3% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.4% are down 3.5% or more.
85.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.7%…>=90:0.7%…>=80:1.7%…>=50:16.7%…<=20:28.2%…<=10:10.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:39.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
0.6% above previous 1 highs, 14.1% below previous 1 lows
0.5% above previous 2 highs, 13.7% below previous 2 lows
0.4% above previous 3 highs, 12.8% below previous 3 lows
0.2% above previous 4 highs, 9.4% below previous 4 lows
0.2% above previous 5 highs, 8.8% below previous 5 lows
0.2% above previous 6 highs, 5.8% below previous 6 lows
0.2% above previous 7 highs, 5.4% below previous 7 lows
0.2% above previous 8 highs, 5.3% below previous 8 lows
0.2% above previous 9 highs, 5.3% below previous 9 lows
0.2% above previous 10 highs, 5.0% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.7% are above or equal to 6/21 close (1 days ago), 29.3% are below.
3.3% are above or equal to 6/20 close (2 days ago), 96.7% are below.
8.2% are above or equal to 6/19 close (3 days ago), 91.8% are below.
26.7% are above or equal to 6/18 close (4 days ago), 73.3% are below.
36.5% are above or equal to 6/15 close (5 days ago), 63.5% are below.
54.8% are above or equal to 6/14 close (6 days ago), 45.2% are below.
67.0% are above or equal to 6/13 close (7 days ago), 33.0% are below.
51.4% are above or equal to 6/12 close (8 days ago), 48.6% are below.
65.1% are above or equal to 6/11 close (9 days ago), 34.9% are below.
44.9% are above or equal to 6/8 close (10 days ago), 55.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.4% new highs, 3.0% new lows
21d: 0.4% new highs, 3.0% new lows
42d: 0.1% new highs, 2.9% new lows
63d: 0.1% new highs, 2.8% new lows
126d: 0.0% new highs, 2.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.2% above, 32.8% below
3-day: 9.1% above, 90.9% below
4-day: 7.3% above, 92.7% below
5-day: 11.7% above, 88.3% below
8-day: 34.5% above, 65.5% below
10-day: 42.6% above, 57.4% below
20-day: 50.2% above, 49.8% below
50-day: 32.3% above, 67.7% below
200-day: 46.9% above, 53.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): 0.62% Top=ZNGA TIBX IHS ATVI BSFT CVLT ADBE YNDX ….. SOHU MSFT VRSN IGT NLSN RAX DDD AZPN=Bottom (Computer Software/Internet)
ELEC(52): 0.60% Top=FSLR NXPI TSL SWKS CREE NVDA AMD CAVM ….. ARMH A SPRD PMCS GRMN VSH INVN OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): 0.53% Top=JPM DFS SLM PFG JEF BLK WFC CME ….. EFX HCBK CSE FII JNS BX OCN TCBI=Bottom (Banks/Financials)
COHW(44): 0.48% Top=NTGR HPQ DELL WDC EMC SNDK RIMM JDSU ….. PCS TDC EQIX PLCM FIO MSI RVBD CTL=Bottom (Computer Hardware/Telecom)
INSU(36): 0.47% Top=ORI MET PRU LNC GNW CNO AIG CB ….. WRB FNF AON CLGX VR AXS WSH MBI=Bottom (Insurance)
REAL(70): 0.32% Top=CIT PDM NCT DFT GRT SHO OFC CYS ….. SKT EXR CBG CPT LHO MTGE AVB IVR=Bottom (Real Estate)
CONS(57): 0.31% Top=TPX BC DECK GT PBI CTB NUS SKX ….. WWW SHOO RL COH ETH WRC PVH FBHS=Bottom (Consumer)
HEAL(48): 0.28% Top=NUVA CYH LIFE HOLX UHS DVA LNCR MDT ….. VAR SIRO SUNH CNC MOH THOR ALGN MR=Bottom (Health)
CHEM(24): 0.18% Top=ASH WPZ CF AGU PPG SIAL DD PX ….. HUN SMG CBT EMN IFF GRA CE ROC=Bottom (Chemicals/Fertilizers)
MATE(29): 0.10% Top=USG SHAW MDR MTZ WM WCN KBH PHM ….. RYL CLH LPX FAST OC SPF TOL MAS=Bottom (Materials & Construction)
RETA(73): 0.01% Top=WAG TFM FDO GNC IACI CVS BID AEO ….. ANN ANF JWN TSCO SBH KMX LTD M=Bottom (Retail & Specialty Retail)
MANU(39): 0.00% Top=ATU ETN LII RBN SWK AGCO GE ITW ….. JOY DCI PCP XYL KMT GTI GTLS CMI=Bottom (Manufacturing)
DISV(41): -0.02% Top=VPRT MAN MA MYGN ATHN MCO GPN SBAC ….. KBR MELI RCII HTZ ULTA FLT URI R=Bottom (Diversified Services)
ENER(93): -0.10% Top=AREX GDP IOC WTI MMR VLO FST APC ….. SM DRQ NE SLB CAM CRK KEG PXP=Bottom (Energy)
LEIS(25): -0.12% Top=YUM ARCO DNKN MGM MAR GET SIX PCLN ….. WYN CAKE MPEL EAT H TXRH CCL DRI=Bottom (Leisure)
META(28): -0.18% Top=ABX CLF WLT X NEM EGO AEM GG ….. ANR BTU AUQ CNX ACI MCP PAAS SWC=Bottom (Metals & Mining)
TRAN(24): -0.30% Top=SAVE UAL LCC GLNG ALK LUV JBLU TDW ….. JBHT NSC CHRW CNI CNW UNP KSU CSX=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 9:42 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
