Market Stats at 9:42 am ET
by daytrend on 20120703. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.
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
27.0% of stocks are above yesterday’s high.
72.5% are above yesterday’s midpoint. (27.5% are below.)
3.9% are below yesterday’s low.
69.2% are inside yesterday’s range.
39.9% of stocks with today’s high > yesterday’s high. (60.1% less than).
7.5% of stocks with today’s low < yesterday’s low. (92.5% greater than).
EVIDENCE OF INTRADAY TREND
58.4% of stocks are above today’s open. (38.6% are below).
49.9% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
56.5% of stocks opened above yesterday’s close. (38.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
23.3% of stocks are in the top 10% of today’s range.
37.4% are in the top 20%.
66.6% are in the top half. 33.4% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
7.9% are in the bottom 10%.
GAIN
63.1% of stocks are above yesterday’s close. (36.9% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
1.8% are up 3.5% or more. 0.1% are down 3.5% or more.
74.1% are between +1% and -1%.
RSI on DAILY
2-day: >=95:24.0%…>=90:35.6%…>=80:52.4%…>=50:86.4%…<=20:2.0%…<=10:0.9%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:82.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:74.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.0% above previous 1 highs, 3.9% below previous 1 lows
24.4% above previous 2 highs, 2.5% below previous 2 lows
24.4% above previous 3 highs, 0.5% below previous 3 lows
24.0% above previous 4 highs, 0.5% below previous 4 lows
24.0% above previous 5 highs, 0.5% below previous 5 lows
23.4% above previous 6 highs, 0.4% below previous 6 lows
22.4% above previous 7 highs, 0.4% below previous 7 lows
18.6% above previous 8 highs, 0.4% below previous 8 lows
16.1% above previous 9 highs, 0.4% below previous 9 lows
15.4% above previous 10 highs, 0.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.1% are above or equal to 7/2 close (1 days ago), 36.9% are below.
65.5% are above or equal to 6/29 close (2 days ago), 34.5% are below.
92.1% are above or equal to 6/28 close (3 days ago), 7.9% are below.
90.7% are above or equal to 6/27 close (4 days ago), 9.3% are below.
91.6% are above or equal to 6/26 close (5 days ago), 8.4% are below.
91.4% are above or equal to 6/25 close (6 days ago), 8.6% are below.
80.5% are above or equal to 6/22 close (7 days ago), 19.5% are below.
85.6% are above or equal to 6/21 close (8 days ago), 14.4% are below.
62.7% are above or equal to 6/20 close (9 days ago), 37.3% are below.
60.7% are above or equal to 6/19 close (10 days ago), 39.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 0.4% new lows
21d: 19.6% new highs, 0.4% new lows
42d: 8.2% new highs, 0.4% new lows
63d: 6.0% new highs, 0.4% new lows
126d: 4.7% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.3% above, 39.7% below
3-day: 65.4% above, 34.6% below
4-day: 87.1% above, 12.9% below
5-day: 88.6% above, 11.4% below
8-day: 89.9% above, 10.1% below
10-day: 87.3% above, 12.7% below
20-day: 81.9% above, 18.1% below
50-day: 61.2% above, 38.8% below
200-day: 57.3% above, 42.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 2.81% Top=AKS SWC PAAS ACI ANR MCP X ABX ….. EGO SCCO TIE WOR NUE CLD STLD CLF=Bottom (Metals & Mining)
ENER(97): 1.84% Top=ROSE WLL SFY SM KEG CRK GPOR HES ….. ETP WES EPD PAA ETE WPX EEP MPC=Bottom (Energy)
MANU(40): 0.82% Top=GDI TEX RS DRC MTW PPO CMI ATI ….. AVY SNA DHR MHK PLL XYL PH GE=Bottom (Manufacturing)
CHEM(28): 0.59% Top=MEOH AGU POT EMN CF IPI HUN CE ….. DD ASH IFF SMG FUL PX MON PPG=Bottom (Chemicals/Fertilizers)
COSW(78): 0.36% Top=ATVI ACOM YNDX SINA NUAN GLUU SWI LNKD ….. SXCI VCLK QLIK FDS MSFT GRPN ZNGA TRIP=Bottom (Computer Software/Internet)
DISV(45): 0.28% Top=ACM KBR VPRT HTZ VNTV URI CAR ROL ….. PAYX MCO GPN RRD V MA R MYGN=Bottom (Diversified Services)
ELEC(52): 0.27% Top=IPGP AMD TQNT FSLR ISIL ARMH NVDA DLB ….. GLW KLAC MRVL LRCX ADI JBL VSH IRF=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): 0.09% Top=GNW AGO RE AIZ BRO L PRE AXS ….. AON MET AFL CINF ACE CB AIG ORI=Bottom (Insurance)
COHW(44): 0.07% Top=NTGR NIHD APKT LXK FNSR CMVT PCS EQIX ….. AMX SNDK PLCM LVLT HPQ ADTN RIMM TWTC=Bottom (Computer Hardware/Telecom)
REAL(73): 0.04% Top=BAM DEI LHO HIW CIT CBG BMR CLI ….. HCN HTS REG UDR AVB GGP DFT DCT=Bottom (Real Estate)
MATE(30): 0.03% Top=MDR MTZ FWLT OC FLR SHAW LPX MLM ….. TOL SHW KBH MTH RYL DHI EXP MAS=Bottom (Materials & Construction)
FINA(71): 0.00% Top=FNFG BNS KKR TD GHL KEY JEF PSEC ….. RJF MS NDAQ FHN HBHC BBT FII JPM=Bottom (Banks/Financials)
CONS(55): -0.08% Top=GIL RFP FBHS TWI WWW WHR IP OI ….. PVH SKX LULU SHOO UA COH VFC FOSL=Bottom (Consumer)
LEIS(27): -0.11% Top=H PCLN MGM ARCO LVS SIX FUN PENN ….. EAT JACK WYNN DNKN MPEL DPZ SBUX YUM=Bottom (Leisure)
HEAL(50): -0.14% Top=HNT DVA TMO CI MD HLS LH UNH ….. MDT MOH BKD HCA THC XRAY HMA LPNT=Bottom (Health)
TRAN(24): -0.22% Top=TDW CNI TRN CP KEX KSU SWFT FDX ….. ALK JBHT JBLU GLNG LUV LCC DAL UAL=Bottom (Transportation)
RETA(74): -0.41% Top=BID WSM TFM NFLX SIG ARO AN CSTR ….. BBY MW M KSS HD LL LOW JCP=Bottom (Retail & Specialty Retail)
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/
