Market Stats at 11:54 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
2.3% of stocks are above yesterday’s high.
16.3% are above yesterday’s midpoint. (83.7% are below.)
24.2% are below yesterday’s low.
73.5% are inside yesterday’s range.
5.6% of stocks with today’s high > yesterday’s high. (94.4% less than).
49.1% of stocks with today’s low < yesterday’s low. (50.9% greater than).
EVIDENCE OF INTRADAY TREND
38.6% of stocks are above today’s open. (59.6% are below).
38.1% of stocks are above today’s open and yesterday’s close.
35.1% are below both.
93.0% of stocks opened above yesterday’s close. (5.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.8% of stocks are in the top 10% of today’s range.
16.6% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
12.8% are in the bottom 10%.
GAIN
64.3% of stocks are above yesterday’s close. (35.7% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.2% are up 3.5% or more. 0.4% are down 3.5% or more.
65.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.6%…>=90:0.7%…>=80:1.9%…>=50:23.8%…<=20:31.7%…<=10:13.4%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:39.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 24.2% below previous 1 lows
0.8% above previous 2 highs, 23.0% below previous 2 lows
0.5% above previous 3 highs, 21.5% below previous 3 lows
0.4% above previous 4 highs, 14.4% below previous 4 lows
0.4% above previous 5 highs, 13.2% below previous 5 lows
0.4% above previous 6 highs, 10.3% below previous 6 lows
0.4% above previous 7 highs, 9.8% below previous 7 lows
0.4% above previous 8 highs, 8.8% below previous 8 lows
0.4% above previous 9 highs, 8.8% below previous 9 lows
0.4% above previous 10 highs, 8.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.3% are above or equal to 6/21 close (1 days ago), 35.7% are below.
5.6% are above or equal to 6/20 close (2 days ago), 94.4% are below.
10.8% are above or equal to 6/19 close (3 days ago), 89.2% are below.
30.5% are above or equal to 6/18 close (4 days ago), 69.5% are below.
37.7% are above or equal to 6/15 close (5 days ago), 62.3% are below.
54.2% are above or equal to 6/14 close (6 days ago), 45.8% are below.
65.8% are above or equal to 6/13 close (7 days ago), 34.2% are below.
52.1% are above or equal to 6/12 close (8 days ago), 47.9% are below.
65.4% are above or equal to 6/11 close (9 days ago), 34.6% are below.
43.7% are above or equal to 6/8 close (10 days ago), 56.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.7% new highs, 8.0% new lows
21d: 0.7% new highs, 7.9% new lows
42d: 0.4% new highs, 7.5% new lows
63d: 0.4% new highs, 7.1% new lows
126d: 0.1% new highs, 5.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.8% above, 37.2% below
3-day: 18.4% above, 81.6% below
4-day: 13.1% above, 86.9% below
5-day: 16.7% above, 83.3% below
8-day: 35.1% above, 64.9% below
10-day: 42.6% above, 57.4% below
20-day: 52.5% above, 47.5% below
50-day: 32.8% above, 67.2% below
200-day: 47.2% above, 52.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): 1.25% Top=TRIP BSFT ZNGA IHS QLIK WWWW CVLT FFIV ….. JKHY DNB GRPN JIVE CHSI SXCI NLSN ROVI=Bottom (Computer Software/Internet)
FINA(73): 0.77% Top=JPM JEF SLM RF AMP TCB BPOP HCBK ….. FRC TCBI BX JNS KKR LAZ PHH OCN=Bottom (Banks/Financials)
INSU(36): 0.61% Top=CNO ORI AIG LNC MET TRV PL CINF ….. ALL AON GNW AFL FNF PGR AJG AGO=Bottom (Insurance)
COHW(44): 0.60% Top=NTGR UBNT ARUN EMC FIO APKT VSAT PCS ….. NIHD AAPL CIEN FNSR EQIX WIN PLCM RIMM=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.48% Top=FSLR NXPI CREE CPHD CAVM ISIL MCHP LSI ….. JBL TRMB GRMN IPGP A VSH SPRD OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): 0.47% Top=NUVA DVA LIFE ZMH HNT CVD EW BSX ….. XRAY BKD WCG MOH HMA WLP ALGN MR=Bottom (Health)
ENER(93): 0.38% Top=MMR SWN AREX WNR COG HFC NFX BBG ….. BRY CRK HP PETD GDP NOV OIS KEG=Bottom (Energy)
CONS(57): 0.36% Top=TWI BC TPX DECK CROX GT LULU DBD ….. SHOO AVP WHR COH WWW FBHS OI ETH=Bottom (Consumer)
CHEM(24): 0.22% Top=CBT VAL CF GRA PPG AGU RPM EMN ….. HUN MOS SMG ALB CE FMC IFF ROC=Bottom (Chemicals/Fertilizers)
MATE(29): 0.21% Top=SHAW MTH SPF KBH RYL MDR LPX MDC ….. LEN RSG FWLT SRCL OC FLR MAS CLH=Bottom (Materials & Construction)
LEIS(25): 0.18% Top=ARCO YUM DPZ WYNN MCD GET LTM SBUX ….. DNKN SIX EAT WYN LVS TXRH DRI CCL=Bottom (Leisure)
RETA(73): 0.02% Top=WAG NFLX GES FRAN KORS TFM WFM CSTR ….. DDS LTD PAG ANF JCP PIR ANN M=Bottom (Retail & Specialty Retail)
DISV(41): -0.16% Top=MELI LPS MA DV RRD CACI MAN APOL ….. FCN ADS CAR KBR HTZ FLT URI R=Bottom (Diversified Services)
MANU(39): -0.29% Top=LII LECO ETN RBN GE DE AGCO ATU ….. PH XYL JOY DCI GTLS DOV MHK ROK=Bottom (Manufacturing)
REAL(70): -0.31% Top=NCT CYS PDM TWO CIT MTGE NLY DFT ….. MFA HST AVB PPS AIV DDR IVR CBG=Bottom (Real Estate)
TRAN(24): -0.44% Top=JBLU TDW LUV UAL SAVE ALK TRN CNI ….. TK UNP CNW CHRW KSU DAL NSC CSX=Bottom (Transportation)
META(28): -0.53% Top=WLT CLD X CLF AA SCCO EGO TIE ….. RGLD FCX ABX AUY SWC KGC AUQ PAAS=Bottom (Metals & Mining)
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 11:54 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
