Market Stats at 3:57 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
88.2% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.9% are below yesterday’s low.
10.9% are inside yesterday’s range.
95.5% of stocks with today’s high > yesterday’s high. (4.5% less than).
2.1% of stocks with today’s low < yesterday’s low. (97.9% greater than).
EVIDENCE OF INTRADAY TREND
72.9% of stocks are above today’s open. (25.8% are below).
72.9% of stocks are above today’s open and yesterday’s close.
4.9% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
30.7% of stocks are in the top 10% of today’s range.
47.1% are in the top 20%.
78.1% are in the top half. 21.9% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
2.8% are in the bottom 10%.
GAIN
95.1% of stocks are above yesterday’s close. (4.9% are below.)
18.6% are up 4.5% or more. 0.2% are down 4.5% or more.
36.1% are up 3.5% or more. 0.3% are down 3.5% or more.
7.4% are between +1% and -1%.
RSI on DAILY
2-day: >=95:27.8%…>=90:53.5%…>=80:75.5%…>=50:94.9%…<=20:1.5%…<=10:1.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:81.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:72.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
88.2% above previous 1 highs, 0.9% below previous 1 lows
80.2% above previous 2 highs, 0.8% below previous 2 lows
78.6% above previous 3 highs, 0.8% below previous 3 lows
74.5% above previous 4 highs, 0.8% below previous 4 lows
64.1% above previous 5 highs, 0.8% below previous 5 lows
45.3% above previous 6 highs, 0.8% below previous 6 lows
38.8% above previous 7 highs, 0.8% below previous 7 lows
35.1% above previous 8 highs, 0.8% below previous 8 lows
34.3% above previous 9 highs, 0.8% below previous 9 lows
33.8% above previous 10 highs, 0.8% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.1% are above or equal to 6/28 close (1 days ago), 4.9% are below.
91.7% are above or equal to 6/27 close (2 days ago), 8.3% are below.
91.7% are above or equal to 6/26 close (3 days ago), 8.3% are below.
91.7% are above or equal to 6/25 close (4 days ago), 8.3% are below.
80.3% are above or equal to 6/22 close (5 days ago), 19.7% are below.
85.8% are above or equal to 6/21 close (6 days ago), 14.2% are below.
58.3% are above or equal to 6/20 close (7 days ago), 41.7% are below.
56.8% are above or equal to 6/19 close (8 days ago), 43.2% are below.
67.5% are above or equal to 6/18 close (9 days ago), 32.5% are below.
70.9% are above or equal to 6/15 close (10 days ago), 29.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 35.5% new highs, 0.9% new lows
21d: 33.8% new highs, 0.9% new lows
42d: 12.2% new highs, 0.9% new lows
63d: 8.9% new highs, 0.9% new lows
126d: 7.1% new highs, 0.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 94.9% above, 5.1% below
3-day: 95.1% above, 4.9% below
4-day: 94.3% above, 5.7% below
5-day: 93.8% above, 6.3% below
8-day: 88.1% above, 11.9% below
10-day: 83.9% above, 16.1% below
20-day: 80.7% above, 19.3% below
50-day: 54.7% above, 45.3% below
200-day: 55.0% above, 45.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 4.29% Top=VCLK TIBX QSII VMW UIS GRPN CTXS RHT ….. BR ACOM AWAY GLUU IT ZNGA JIVE ROVI=Bottom (Computer Software/Internet)
MANU(40): 4.19% Top=TEX MTW LII DRC WWD ATU AGCO ETN ….. PNR GE SPW XYL FLS AVY PCP RBN=Bottom (Manufacturing)
MATE(30): 3.96% Top=KBH FWLT PHM MTZ MDR DHI SPF EXP ….. SRCL RYL PWR FLR MLM WCN SHW MDU=Bottom (Materials & Construction)
ELEC(55): 3.83% Top=NXPI INVN CAVM TXN OVTI SWKS AMD CY ….. SPRD MCHP CPHD MRVL FSLR DLB CREE IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.83% Top=ROSE KOG PETD CRK PDS XEC SM GPOR ….. WES SUN MMR TSO HNR CJES COG HK=Bottom (Energy)
RETA(75): 3.10% Top=FINL ARO ANF CAB FRAN FL AEO GES ….. TGT HSNI KR DG BBY DDS FDO SVU=Bottom (Retail & Specialty Retail)
META(29): 2.91% Top=WOR ACI FCX BTU MCP CLF TIE ANR ….. PAAS AUQ EGO NUE RGLD X WLT AKS=Bottom (Metals & Mining)
LEIS(26): 2.88% Top=VAC HOT MAR MPEL EAT EXPE H WYN ….. PNRA SIX DNKN WYNN PENN CCL YUM MCD=Bottom (Leisure)
COHW(44): 2.67% Top=EMC PCS NTAP TDC WDC SNDK JNPR JDSU ….. CCI VZ UBNT TWTC NIHD T AMT RIMM=Bottom (Computer Hardware/Telecom)
DISV(46): 2.57% Top=MELI URI VPRT HMSY RHI HTZ CAR KBR ….. APOL CACI PAYX AL HRB VNTV SBAC RRD=Bottom (Diversified Services)
CONS(57): 2.51% Top=FOSL PAY WHR RKT FNP TPX TWI AVP ….. RFP BMS CTB VFC SKX PBI SHOO NKE=Bottom (Consumer)
FINA(74): 2.49% Top=BAC MS BEN LM NTRS FII BK STI ….. PSEC LPLA NYB TCB CBOE TCBI FNFG JPM=Bottom (Banks/Financials)
CHEM(27): 2.34% Top=CBT EMN GRA CYT APD ROC PX MON ….. ASH MOS AGU FUL HUN RPM IFF POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.28% Top=TRN CNW SWFT EXPD TK GLNG UNP TDW ….. CSX KEX CNI UAL LUV ALK LCC DAL=Bottom (Transportation)
REAL(73): 2.28% Top=CUBE EXR SHO CBL OFC HST SLG CBG ….. NNN AEC MFA IVR HTS CMO TWO OHI=Bottom (Real Estate)
INSU(38): 2.10% Top=AGO MET LNC GNW AIG HIG AFL PRU ….. AXS PGR PRE VR RNR AIZ FNF RE=Bottom (Insurance)
HEAL(50): 1.65% Top=NUVA LNCR HMA ALGN THOR HRC BKD RMD ….. CNC MD UNH WCG CVH AET HUM WLP=Bottom (Health)
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 3:57 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
