Market Stats at 10:25 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
1.8% of stocks are above yesterday’s high.
14.4% are above yesterday’s midpoint. (85.6% are below.)
18.1% are below yesterday’s low.
80.0% are inside yesterday’s range.
3.6% of stocks with today’s high > yesterday’s high. (96.4% less than).
39.2% of stocks with today’s low < yesterday’s low. (60.8% greater than).
EVIDENCE OF INTRADAY TREND
38.9% of stocks are above today’s open. (58.5% are below).
38.3% of stocks are above today’s open and yesterday’s close.
27.4% are below both.
93.0% of stocks opened above yesterday’s close. (5.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
7.1% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
44.6% are in the top half. 55.4% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
11.0% are in the bottom 10%.
GAIN
71.7% of stocks are above yesterday’s close. (28.3% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.0% are up 3.5% or more. 0.4% are down 3.5% or more.
73.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.7%…>=90:0.8%…>=80:2.1%…>=50:23.3%…<=20:27.0%…<=10:10.2%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:44.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.8% above previous 1 highs, 18.1% below previous 1 lows
1.1% above previous 2 highs, 17.0% below previous 2 lows
0.5% above previous 3 highs, 16.2% below previous 3 lows
0.4% above previous 4 highs, 12.0% below previous 4 lows
0.4% above previous 5 highs, 11.2% below previous 5 lows
0.4% above previous 6 highs, 8.0% below previous 6 lows
0.4% above previous 7 highs, 7.4% below previous 7 lows
0.4% above previous 8 highs, 6.8% below previous 8 lows
0.4% above previous 9 highs, 6.5% below previous 9 lows
0.4% above previous 10 highs, 6.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.7% are above or equal to 6/21 close (1 days ago), 28.3% are below.
6.0% are above or equal to 6/20 close (2 days ago), 94.0% are below.
10.2% are above or equal to 6/19 close (3 days ago), 89.8% are below.
30.5% are above or equal to 6/18 close (4 days ago), 69.5% are below.
38.0% are above or equal to 6/15 close (5 days ago), 62.0% are below.
56.1% are above or equal to 6/14 close (6 days ago), 43.9% are below.
67.7% are above or equal to 6/13 close (7 days ago), 32.3% are below.
53.8% are above or equal to 6/12 close (8 days ago), 46.2% are below.
65.5% are above or equal to 6/11 close (9 days ago), 34.5% are below.
46.2% are above or equal to 6/8 close (10 days ago), 53.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.6% new highs, 6.3% new lows
21d: 0.6% new highs, 6.3% new lows
42d: 0.2% new highs, 5.8% new lows
63d: 0.2% new highs, 5.6% new lows
126d: 0.1% new highs, 4.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.3% above, 29.7% below
3-day: 16.8% above, 83.2% below
4-day: 11.5% above, 88.5% below
5-day: 15.1% above, 84.9% below
8-day: 37.8% above, 62.2% below
10-day: 45.2% above, 54.8% below
20-day: 53.3% above, 46.7% below
50-day: 33.5% above, 66.5% below
200-day: 47.4% above, 52.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): 1.31% Top=CVLT TRIP ACOM BSFT IHS ZNGA TIBX NUAN ….. ADP JKHY MSCI RAX EA NLSN MSFT DNB=Bottom (Computer Software/Internet)
FINA(73): 0.74% Top=BLK JPM MS JEF DFS SLM RF AMP ….. PNC HCBK SEIC FNFG PHH LAZ TCBI OCN=Bottom (Banks/Financials)
ELEC(52): 0.73% Top=FSLR NXPI TSL CREE CAVM CPHD CRUS NVDA ….. IPGP ROP GRMN JBL TRMB SPRD VSH OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.66% Top=NTGR UBNT ARUN EMC SNDK WDC VSAT HPQ ….. T ADTN FIO EQIX VIP WIN CTL RIMM=Bottom (Computer Hardware/Telecom)
CONS(57): 0.58% Top=BC CROX DECK NUS TPX WMS SKX FOSL ….. GIL ETH SHOO SEE IP CCK COH OI=Bottom (Consumer)
INSU(36): 0.55% Top=LNC CNO AIG ORI MET PRU CB HIG ….. AFL ALL AJG CLGX FNF PGR WSH MBI=Bottom (Insurance)
MATE(29): 0.54% Top=USG SHAW MTH RYL MDR PHM KBH DAR ….. FAST RSG FWLT OC FLR SRCL CLH MAS=Bottom (Materials & Construction)
HEAL(48): 0.37% Top=NUVA DVA LIFE WAT LMNX DGX ZMH LH ….. VAR HOLX ESRX WCG MOH CNC ALGN MR=Bottom (Health)
LEIS(25): 0.35% Top=ARCO YUM MPEL DPZ MGM WYNN SBUX MAR ….. SIX WYN CAKE H EAT TXRH DRI CCL=Bottom (Leisure)
REAL(70): 0.17% Top=CIT STWD NCT DFT PDM CYS SHO BAM ….. HST AIV DDR CPT AVB UDR CBG IVR=Bottom (Real Estate)
ENER(93): 0.14% Top=AREX MMR IOC SWN CJES NFX NXY BBG ….. SGY SLB KMI CRK NOV PETD BRY KEG=Bottom (Energy)
RETA(73): 0.11% Top=WAG NFLX GES CSTR WFM KORS FRAN TFM ….. KMX ANF TSCO ASNA LTD PIR M JCP=Bottom (Retail & Specialty Retail)
DISV(41): 0.07% Top=VPRT LPS MA MAN RRD SBAC MELI MCO ….. RCII RHI KBR FCN HTZ FLT URI R=Bottom (Diversified Services)
CHEM(24): -0.01% Top=CBT CF ASH GRA PPG AGU SIAL RPM ….. MON POT MOS FMC ALB ROC IFF CE=Bottom (Chemicals/Fertilizers)
MANU(39): -0.10% Top=ETN LII LECO SPW RBN TEX DE DRC ….. DCI GDI KMT PCP DOV ROK GTLS XYL=Bottom (Manufacturing)
META(28): -0.18% Top=EGO AEM CLF CLD GG IAG WLT NEM ….. TIE PAAS ACI RGLD BTU FCX AUQ SWC=Bottom (Metals & Mining)
TRAN(24): -0.28% Top=JBLU LCC GLNG SAVE UAL TDW ALK LUV ….. CP EXPD CHRW CNI NSC 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 10:25 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
