Market Stats at 12:34 pm ET
by daytrend on 20120706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.
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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
3.3% of stocks are above yesterday’s high.
14.4% are above yesterday’s midpoint. (85.6% are below.)
61.3% are below yesterday’s low.
35.3% are inside yesterday’s range.
6.4% of stocks with today’s high > yesterday’s high. (93.6% less than).
80.3% of stocks with today’s low < yesterday’s low. (19.7% greater than).
EVIDENCE OF INTRADAY TREND
37.9% of stocks are above today’s open. (60.9% are below).
10.8% of stocks are above today’s open and yesterday’s close.
60.3% are below both.
1.7% of stocks opened above yesterday’s close. (98.2% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
6.1% of stocks are in the top 10% of today’s range.
12.5% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
20.4% are in the bottom 10%.
GAIN
12.5% of stocks are above yesterday’s close. (87.5% are below.)
0.0% are up 4.5% or more. 6.7% are down 4.5% or more.
0.4% are up 3.5% or more. 11.5% are down 3.5% or more.
33.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:2.5%…>=90:3.5%…>=80:6.6%…>=50:21.9%…<=20:27.0%…<=10:5.2%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:65.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.3% above previous 1 highs, 61.3% below previous 1 lows
2.4% above previous 2 highs, 46.1% below previous 2 lows
2.2% above previous 3 highs, 29.0% below previous 3 lows
2.0% above previous 4 highs, 20.3% below previous 4 lows
1.9% above previous 5 highs, 4.5% below previous 5 lows
1.7% above previous 6 highs, 4.3% below previous 6 lows
1.5% above previous 7 highs, 3.9% below previous 7 lows
1.4% above previous 8 highs, 3.7% below previous 8 lows
1.3% above previous 9 highs, 3.4% below previous 9 lows
1.3% above previous 10 highs, 3.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.5% are above or equal to 7/5 close (1 days ago), 87.5% are below.
17.5% are above or equal to 7/3 close (2 days ago), 82.5% are below.
39.0% are above or equal to 7/2 close (3 days ago), 61.0% are below.
45.7% are above or equal to 6/29 close (4 days ago), 54.3% are below.
83.5% are above or equal to 6/28 close (5 days ago), 16.5% are below.
81.7% are above or equal to 6/27 close (6 days ago), 18.3% are below.
84.9% are above or equal to 6/26 close (7 days ago), 15.1% are below.
85.9% are above or equal to 6/25 close (8 days ago), 14.1% are below.
72.3% are above or equal to 6/22 close (9 days ago), 27.7% are below.
77.7% are above or equal to 6/21 close (10 days ago), 22.3% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 2.6% new lows
21d: 2.6% new highs, 2.5% new lows
42d: 2.1% new highs, 1.5% new lows
63d: 1.3% new highs, 1.5% new lows
126d: 0.9% new highs, 1.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.3% above, 88.7% below
3-day: 12.1% above, 87.9% below
4-day: 18.0% above, 82.0% below
5-day: 26.7% above, 73.3% below
8-day: 63.6% above, 36.4% below
10-day: 70.8% above, 29.2% below
20-day: 71.6% above, 28.4% below
50-day: 55.7% above, 44.3% below
200-day: 54.4% above, 45.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(72): -0.01% Top=EXR KIM MTGE TWO OHI SNH HCN MFA ….. BAM UDR MAC RLJ DFT DRH HST CBG=Bottom (Real Estate)
TRAN(24): -0.57% Top=GLNG DAL LCC ALK LUV SAVE UAL JBLU ….. FDX UNP KSU CP JBHT CHRW EXPD TRN=Bottom (Transportation)
HEAL(50): -0.99% Top=HMA LPNT MD HRC HUM UHS MOH LH ….. CNC WLP LIFE EW TMO ALGN MR WAT=Bottom (Health)
FINA(68): -1.09% Top=SLM PSEC PHH ARCC BBT NYB SUSQ FHN ….. SCHW NDAQ BNS IVZ EFX WDR AMG GHL=Bottom (Banks/Financials)
RETA(75): -1.10% Top=SBH NFLX FDO TGT SVU DG KSS KR ….. URBN ANN CAB GES PIR KORS BID ANF=Bottom (Retail & Specialty Retail)
INSU(37): -1.13% Top=VR AXS ORI PRE PGR RNR RE MMC ….. GNW AFG AIG CB PRU HIG LNC AGO=Bottom (Insurance)
MATE(30): -1.18% Top=MLM LPX KBH EXP MDU RSG WM WCN ….. FAST RYL MTH CLH DAR FLR USG FWLT=Bottom (Materials & Construction)
ENER(97): -1.23% Top=MMR WPX HNR EPD ETP SUN VLO KMP ….. SM OAS GDP ROSE WLL BAS HK PWE=Bottom (Energy)
LEIS(26): -1.34% Top=PENN FUN PNRA MCD JACK YUM CCL ARCO ….. EXPE SBUX PCLN WYNN HOT DRI MGM LVS=Bottom (Leisure)
DISV(44): -1.48% Top=APOL MYGN RRD SBAC DV VRSK MA HMSY ….. LPS RHI MAN VPRT CAR R WTW URI=Bottom (Diversified Services)
CHEM(27): -1.49% Top=WPZ VAL ASH PPG CYT PX APD MOS ….. CBT GRA AGU FMC CE ALB ROC HUN=Bottom (Chemicals/Fertilizers)
CONS(56): -2.04% Top=CHD SHOO NUS ENR KMB PG CL WMS ….. CROX OI TWI GT DBD FNP BC DECK=Bottom (Consumer)
MANU(40): -2.38% Top=MHK FLS XYL TTC AVY CRS ROK DRC ….. GDI RBN JOY CMI TKR PPO TEX MTW=Bottom (Manufacturing)
META(29): -2.47% Top=CNX WOR ACI SWC RGLD STLD AUQ NUE ….. GG AEM CLF ANR KGC BTU IAG WLT=Bottom (Metals & Mining)
COHW(43): -3.18% Top=RIMM CTL TDS PCS AMT CCI BCE AMX ….. EMC JDSU CIEN PLCM RVBD ARUN TDC APKT=Bottom (Computer Hardware/Telecom)
ELEC(52): -3.64% Top=AYI GRMN SNPS INTC CPHD GLW ROP QLGC ….. SWKS CY TER INVN LSI KLAC TQNT CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): -3.78% Top=MSCI NLSN BYI SXCI FB CVG SINA AOL ….. ADSK FFIV CVLT PMTC CTXS FTNT QLIK INFA=Bottom (Computer Software/Internet)
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 12:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
