Market Stats at 1:08 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.
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
87.7% of stocks are above yesterday’s high.
97.1% are above yesterday’s midpoint. (2.9% are below.)
0.6% are below yesterday’s low.
11.7% are inside yesterday’s range.
94.7% of stocks with today’s high > yesterday’s high. (5.3% less than).
1.3% of stocks with today’s low < yesterday’s low. (98.7% greater than).
EVIDENCE OF INTRADAY TREND
65.4% of stocks are above today’s open. (32.9% are below).
65.3% of stocks are above today’s open and yesterday’s close.
3.7% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
28.7% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
71.1% are in the top half. 28.9% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.0% are in the bottom 10%.
GAIN
96.2% of stocks are above yesterday’s close. (3.8% are below.)
13.7% are up 4.5% or more. 0.2% are down 4.5% or more.
28.5% are up 3.5% or more. 0.2% are down 3.5% or more.
10.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:24.3%…>=90:50.9%…>=80:74.0%…>=50:95.5%…<=20:1.4%…<=10:1.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:80.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:70.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.7% above previous 1 highs, 0.6% below previous 1 lows
80.2% above previous 2 highs, 0.3% below previous 2 lows
77.7% above previous 3 highs, 0.2% below previous 3 lows
73.8% above previous 4 highs, 0.2% below previous 4 lows
61.3% above previous 5 highs, 0.2% below previous 5 lows
40.7% above previous 6 highs, 0.2% below previous 6 lows
34.5% above previous 7 highs, 0.2% below previous 7 lows
31.0% above previous 8 highs, 0.2% below previous 8 lows
30.4% above previous 9 highs, 0.2% below previous 9 lows
29.9% above previous 10 highs, 0.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
96.2% are above or equal to 6/28 close (1 days ago), 3.8% are below.
91.0% are above or equal to 6/27 close (2 days ago), 9.0% are below.
92.0% are above or equal to 6/26 close (3 days ago), 8.0% are below.
91.3% are above or equal to 6/25 close (4 days ago), 8.7% are below.
79.9% are above or equal to 6/22 close (5 days ago), 20.1% are below.
84.3% are above or equal to 6/21 close (6 days ago), 15.7% are below.
54.6% are above or equal to 6/20 close (7 days ago), 45.4% are below.
54.1% are above or equal to 6/19 close (8 days ago), 45.9% are below.
65.2% are above or equal to 6/18 close (9 days ago), 34.8% are below.
68.4% are above or equal to 6/15 close (10 days ago), 31.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.8% new highs, 0.6% new lows
21d: 30.2% new highs, 0.6% new lows
42d: 11.3% new highs, 0.6% new lows
63d: 8.4% new highs, 0.6% new lows
126d: 6.7% new highs, 0.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.8% above, 4.2% below
3-day: 95.1% above, 4.9% below
4-day: 94.1% above, 5.9% below
5-day: 94.0% above, 6.0% below
8-day: 89.1% above, 10.9% below
10-day: 82.4% above, 17.6% below
20-day: 79.2% above, 20.8% below
50-day: 52.8% above, 47.2% below
200-day: 54.7% above, 45.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 3.95% Top=VCLK TIBX UIS QSII VMW SFLY CTXS YNDX ….. IGT JKHY DDD GLUU JIVE IT ROVI ZNGA=Bottom (Computer Software/Internet)
MANU(40): 3.88% Top=TEX ATI JOY WWD ATU LII MTW GTLS ….. PLL SPW GE PCP XYL FLS DE RBN=Bottom (Manufacturing)
ELEC(55): 3.72% Top=NXPI OVTI INVN CY ONNN TXN AMD CAVM ….. CPHD GLW MCHP APH MRVL CREE DLB SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 3.71% Top=KBH EXP MTZ PHM MTH FWLT SPF DHI ….. MLM FLR SRCL CLH PWR SHW MDU WCN=Bottom (Materials & Construction)
RETA(75): 3.03% Top=ANF FINL FRAN ARO FL CAB SIG GES ….. WFM TGT KR SBH BBY DG SVU FDO=Bottom (Retail & Specialty Retail)
ENER(96): 2.88% Top=XEC PDS KOG OAS CIE ROSE PETD NFX ….. MMR HNR BBG TSO CJES WPX RRC COG=Bottom (Energy)
META(29): 2.59% Top=WOR SWC ACI GG AEM MCP ABX BTU ….. NUE RGLD CNX AA STLD X AKS WLT=Bottom (Metals & Mining)
LEIS(26): 2.51% Top=VAC HOT EXPE MAR LVS MGM WYN H ….. SIX ARCO GET JACK DNKN PENN MCD YUM=Bottom (Leisure)
COHW(44): 2.49% Top=PCS EMC NTAP TDC APKT JNPR JDSU DELL ….. NIHD FIO VZ TWTC T CCI AMT RIMM=Bottom (Computer Hardware/Telecom)
CONS(57): 2.42% Top=FOSL PAY FNP WHR COH RKT TPX AVP ….. BMS FBHS PBI SKX CTB VFC SHOO NKE=Bottom (Consumer)
DISV(46): 2.41% Top=MELI VPRT URI HMSY HTZ CAR MYGN RHI ….. SAI ADS CXW ATHN HRB VNTV RRD SBAC=Bottom (Diversified Services)
TRAN(25): 2.38% Top=TRN CNW EXPD CHRW SWFT JBLU SAVE TK ….. UPS CSX NSC CNI KEX ALK UAL DAL=Bottom (Transportation)
FINA(74): 2.24% Top=BEN NTRS LM BAC GHL FHN BK STT ….. PBCT FNFG ARCC PSEC CBOE ICE TCBI JPM=Bottom (Banks/Financials)
CHEM(27): 2.22% Top=CBT GRA ROC EMN CYT CE FMC MEOH ….. FUL HUN IFF DD RPM ASH POT MOS=Bottom (Chemicals/Fertilizers)
HEAL(50): 1.94% Top=HCA HMA LNCR NUVA RMD HRC BKD SIRO ….. CNC AET CVH WCG UNH MD HUM WLP=Bottom (Health)
REAL(73): 1.88% Top=CBG HPT BDN LHO CUBE BAM CBL CLI ….. ARR AEC MFA NLY CYS TWO CMO HTS=Bottom (Real Estate)
INSU(38): 1.84% Top=AGO GNW AIG MET LNC PRU AFL HIG ….. PGR VR PRA PRE FNF RNR AIZ RE=Bottom (Insurance)
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 1:08 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
