Market Stats at 11:05 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
47.7% of stocks are above yesterday’s high.
82.5% are above yesterday’s midpoint. (17.5% are below.)
3.9% are below yesterday’s low.
48.4% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
10.4% of stocks with today’s low < yesterday’s low. (89.6% greater than).
EVIDENCE OF INTRADAY TREND
77.0% of stocks are above today’s open. (21.6% are below).
72.1% of stocks are above today’s open and yesterday’s close.
15.7% are below both.
56.5% of stocks opened above yesterday’s close. (38.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
26.5% of stocks are in the top 10% of today’s range.
46.2% are in the top 20%.
79.2% are in the top half. 20.8% of stocks are in the bottom half of today’s range.
6.7% are in the bottom 20%.
3.8% are in the bottom 10%.
GAIN
78.7% of stocks are above yesterday’s close. (21.3% are below.)
3.2% are up 4.5% or more. 0.1% are down 4.5% or more.
6.7% are up 3.5% or more. 0.7% are down 3.5% or more.
54.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:32.6%…>=90:45.6%…>=80:64.9%…>=50:89.6%…<=20:2.1%…<=10:1.1%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:86.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:80.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
47.7% above previous 1 highs, 3.9% below previous 1 lows
43.5% above previous 2 highs, 2.1% below previous 2 lows
43.3% above previous 3 highs, 0.4% below previous 3 lows
42.8% above previous 4 highs, 0.4% below previous 4 lows
42.2% above previous 5 highs, 0.4% below previous 5 lows
41.7% above previous 6 highs, 0.4% below previous 6 lows
39.9% above previous 7 highs, 0.4% below previous 7 lows
34.0% above previous 8 highs, 0.4% below previous 8 lows
30.7% above previous 9 highs, 0.4% below previous 9 lows
29.3% above previous 10 highs, 0.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.7% are above or equal to 7/2 close (1 days ago), 21.3% are below.
77.1% are above or equal to 6/29 close (2 days ago), 22.9% are below.
94.0% are above or equal to 6/28 close (3 days ago), 6.0% are below.
92.5% are above or equal to 6/27 close (4 days ago), 7.5% are below.
92.0% are above or equal to 6/26 close (5 days ago), 8.0% are below.
92.8% are above or equal to 6/25 close (6 days ago), 7.2% are below.
83.9% are above or equal to 6/22 close (7 days ago), 16.1% are below.
87.7% are above or equal to 6/21 close (8 days ago), 12.3% are below.
67.5% are above or equal to 6/20 close (9 days ago), 32.5% are below.
66.5% are above or equal to 6/19 close (10 days ago), 33.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 34.0% new highs, 0.6% new lows
21d: 34.0% new highs, 0.6% new lows
42d: 14.3% new highs, 0.6% new lows
63d: 10.6% new highs, 0.6% new lows
126d: 8.6% new highs, 0.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.5% above, 22.5% below
3-day: 78.4% above, 21.6% below
4-day: 90.5% above, 9.5% below
5-day: 91.6% above, 8.4% below
8-day: 92.1% above, 7.9% below
10-day: 90.5% above, 9.5% below
20-day: 85.8% above, 14.2% below
50-day: 64.6% above, 35.4% below
200-day: 58.7% above, 41.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 3.71% Top=AKS MCP ACI ANR WLT KGC FCX X ….. CLF TIE SCCO NUE NEM EGO RGLD CLD=Bottom (Metals & Mining)
ENER(97): 2.65% Top=CLR AREX ROSE GPOR OAS KEG PXD PXP ….. PAA SE WPX EPD ETE KMP MPC EEP=Bottom (Energy)
MANU(40): 1.58% Top=TEX CMI GDI ATI JOY MTW AGCO ETN ….. LECO ITW DCI SNA PLL EMR GE MHK=Bottom (Manufacturing)
CHEM(28): 1.28% Top=AGU IPI MEOH CE CF POT HUN ALB ….. FMC SMG DD IFF ASH VAL WPZ PPG=Bottom (Chemicals/Fertilizers)
ELEC(52): 1.14% Top=IPGP AMD FSLR VECO NVDA ATML QLGC TQNT ….. MRVL VSH GRMN KLAC LRCX CPHD ADI IRF=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.92% Top=HTZ RHI KBR URI LPS ULTA CAR TAL ….. PAYX VPRT VRSK TSS SAI MYGN WTW GPN=Bottom (Diversified Services)
COSW(78): 0.83% Top=YNDX ACOM ATVI FFIV TTWO GLUU NUAN PMTC ….. TRI TIBX BMC IHS MSCI QLIK ZNGA GRPN=Bottom (Computer Software/Internet)
MATE(30): 0.80% Top=MDR FWLT FAST MTZ SHAW OC KBH LPX ….. RSG PWR SHW TOL MTH DHI EXP MAS=Bottom (Materials & Construction)
COHW(44): 0.76% Top=NTGR LXK WDC FNSR SYNA PCS JDSU RVBD ….. VZ IBM CCI TDC T ADTN RIMM TWTC=Bottom (Computer Hardware/Telecom)
INSU(36): 0.75% Top=GNW AGO AIZ LNC HIG PRU MET MBI ….. TRV AFG WSH ORI WRB CINF AJG MMC=Bottom (Insurance)
CONS(55): 0.69% Top=RFP SEE OI CRI TPX PAY HAR IP ….. UA VFC CROX SHOO FBHS ECL HAS FOSL=Bottom (Consumer)
FINA(71): 0.57% Top=JEF BLK LAZ FNFG BNS PFG WDR IVZ ….. EWBC USB ASBC BBT ICE NDAQ FII JPM=Bottom (Banks/Financials)
REAL(73): 0.54% Top=BAM KRC CIT PPS CBG TWO MTGE HST ….. NLY SNH PDM CMO CUBE AEC NNN DCT=Bottom (Real Estate)
RETA(74): 0.37% Top=NFLX FRAN BID SAH PAG GME CSTR WSM ….. TGT KSS DG HD MW LOW JCP LL=Bottom (Retail & Specialty Retail)
TRAN(24): 0.16% Top=KEX TDW TRN CNI CP SAVE JBLU FDX ….. CHRW GLNG JBHT LUV SWFT LCC DAL UAL=Bottom (Transportation)
LEIS(27): 0.05% Top=PCLN ARCO H MGM DRI HOT LVS CAKE ….. FUN DPZ EAT YUM JACK WYNN SBUX EXPE=Bottom (Leisure)
HEAL(50): -0.21% Top=HNT TMO MD DVA HLS LIFE LH VAR ….. XRAY BSX AET CNC MOH LPNT WLP THC=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 11:05 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
