Market Stats at 9:44 am ET
by daytrend on 20120727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 775.
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
26.2% of stocks are above yesterday’s high.
72.4% are above yesterday’s midpoint. (27.6% are below.)
4.5% are below yesterday’s low.
69.3% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
7.7% of stocks with today’s low < yesterday’s low. (92.3% greater than).
EVIDENCE OF INTRADAY TREND
38.6% of stocks are above today’s open. (59.4% are below).
35.7% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
88.6% of stocks opened above yesterday’s close. (10.6% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
37.2% are in the top half. 62.8% of stocks are in the bottom half of today’s range.
28.3% are in the bottom 20%.
14.2% are in the bottom 10%.
GAIN
74.7% of stocks are above yesterday’s close. (25.3% are below.)
1.5% are up 4.5% or more. 1.7% are down 4.5% or more.
2.3% are up 3.5% or more. 2.2% are down 3.5% or more.
72.9% are between +1% and -1%.
RSI on DAILY
2-day: >=95:6.1%…>=90:17.9%…>=80:44.9%…>=50:77.7%…<=20:9.7%…<=10:5.0%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:57.0%…<=20:2.8%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:56.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.2% above previous 1 highs, 4.5% below previous 1 lows
23.9% above previous 2 highs, 3.2% below previous 2 lows
20.4% above previous 3 highs, 3.0% below previous 3 lows
19.6% above previous 4 highs, 2.6% below previous 4 lows
11.9% above previous 5 highs, 2.6% below previous 5 lows
8.5% above previous 6 highs, 2.6% below previous 6 lows
7.9% above previous 7 highs, 2.5% below previous 7 lows
7.5% above previous 8 highs, 2.5% below previous 8 lows
7.1% above previous 9 highs, 2.5% below previous 9 lows
7.0% above previous 10 highs, 2.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
74.7% are above or equal to 7/26 close (1 days ago), 25.3% are below.
83.4% are above or equal to 7/25 close (2 days ago), 16.6% are below.
78.3% are above or equal to 7/24 close (3 days ago), 21.7% are below.
64.8% are above or equal to 7/23 close (4 days ago), 35.2% are below.
47.7% are above or equal to 7/20 close (5 days ago), 52.3% are below.
36.8% are above or equal to 7/19 close (6 days ago), 63.2% are below.
40.6% are above or equal to 7/18 close (7 days ago), 59.4% are below.
47.0% are above or equal to 7/17 close (8 days ago), 53.0% are below.
51.6% are above or equal to 7/16 close (9 days ago), 48.4% are below.
51.2% are above or equal to 7/13 close (10 days ago), 48.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.3% new highs, 3.1% new lows
21d: 12.3% new highs, 3.0% new lows
42d: 9.7% new highs, 2.1% new lows
63d: 4.9% new highs, 1.8% new lows
126d: 3.2% new highs, 1.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.4% above, 27.6% below
3-day: 81.7% above, 18.3% below
4-day: 81.3% above, 18.7% below
5-day: 77.2% above, 22.8% below
8-day: 57.5% above, 42.5% below
10-day: 55.6% above, 44.4% below
20-day: 50.5% above, 49.5% below
50-day: 60.3% above, 39.7% below
200-day: 50.7% above, 49.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(25): 1.00% Top=EXPE PCLN CCL GET DRI MGM CAKE BKW ….. MCD PNRA YUM PENN LTM ARCO DNKN SBUX=Bottom (Leisure)
TRAN(25): 0.86% Top=CNW TRN LCC GWR CP SAVE NSC KSU ….. UPS SWFT CNI TDW KEX UAL ALK GLNG=Bottom (Transportation)
CHEM(24): 0.77% Top=ASH CE ROC EMN ALB AGU SIAL PPG ….. OLN DD FMC GRA APD CYT SMG RPM=Bottom (Chemicals/Fertilizers)
CONS(56): 0.75% Top=GT COH FOSL BC NUS HAR NWL SHOO ….. FNP WWW CCK CROX OI NKE CL FBHS=Bottom (Consumer)
MANU(41): 0.75% Top=GDI PPO DOV CMI TEX AGCO WWD ROK ….. MHK CLC LII IEX ATU AOS SNA JOY=Bottom (Manufacturing)
RETA(68): 0.67% Top=AMZN AEO TIF KSS ANF SIG KMX NFLX ….. KR HD WAG SAH LOW SWY WFM CSTR=Bottom (Retail & Specialty Retail)
HEAL(43): 0.63% Top=CVH RMD MGLN TMO CI LIFE VAR AET ….. ZMH COO HMA CFN DGX BCR UHS HRC=Bottom (Health)
COSW(62): 0.58% Top=QLIK N INFA VRSN TRIP TIBX GRPN WWWW ….. SINA BMC AKAM QSII LNKD CERN CA FB=Bottom (Computer Software/Internet)
REAL(62): 0.48% Top=CBG BAM AIV TCO CBL NCT SNH AVB ….. HTS BDN BPO CLP CMO OHI NNN CLI=Bottom (Real Estate)
INSU(32): 0.44% Top=AON CB TMK CINF FNF UNM AFL MMC ….. L AXS PRU MET VR ENH ORI RGA=Bottom (Insurance)
COHW(44): 0.34% Top=OCZ FIO NIHD CCI PCS CIEN RIMM DELL ….. EMC FNSR ARUN EQIX AMX RVBD NTGR APKT=Bottom (Computer Hardware/Telecom)
DISV(42): 0.30% Top=HMSY GPN SBAC APOL MCO TYC ACTG WTW ….. CXW V WU MAN CACI ULTA VPRT WOOF=Bottom (Diversified Services)
ENER(85): 0.26% Top=KEG ESV HP RDC WLL ETP SD TSO ….. OXY KMI COG NBL EPD KMP VLO BAS=Bottom (Energy)
META(27): 0.24% Top=ACI ANR AEM BTU TIE NUE X FCX ….. SCCO MCP AUQ CNX AUY EGO ABX NEM=Bottom (Metals & Mining)
FINA(63): -0.10% Top=KKR RJF IVZ BLK SEIC FHN BX BK ….. FRC LAZ SLM FNFG EFX PFG CSH LM=Bottom (Banks/Financials)
MATE(27): -0.30% Top=RSG WM SHAW WCN SRCL FAST FWLT PWR ….. MAS LEN OC RYL TOL MDC USG DHI=Bottom (Materials & Construction)
ELEC(49): -0.40% Top=MXIM IPGP NXPI TQNT KLAC TRMB ATML ONNN ….. IRF DLB VSH SPRD CRUS ISIL VECO QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
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 9:44 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
