Market Stats at 12:14 pm ET
by daytrend on 20120727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 778.
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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
55.5% of stocks are above yesterday’s high.
86.1% are above yesterday’s midpoint. (13.9% are below.)
2.8% are below yesterday’s low.
41.6% are inside yesterday’s range.
70.8% of stocks with today’s high > yesterday’s high. (29.2% less than).
10.4% of stocks with today’s low < yesterday’s low. (89.6% greater than).
EVIDENCE OF INTRADAY TREND
77.2% of stocks are above today’s open. (21.6% are below).
75.4% of stocks are above today’s open and yesterday’s close.
9.3% are below both.
88.6% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
26.2% of stocks are in the top 10% of today’s range.
45.6% are in the top 20%.
82.0% are in the top half. 18.0% of stocks are in the bottom half of today’s range.
6.2% are in the bottom 20%.
2.7% are in the bottom 10%.
GAIN
88.8% of stocks are above yesterday’s close. (11.2% are below.)
4.4% are up 4.5% or more. 1.4% are down 4.5% or more.
7.5% are up 3.5% or more. 1.5% are down 3.5% or more.
30.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:9.9%…>=90:30.8%…>=80:62.7%…>=50:85.7%…<=20:5.4%…<=10:3.3%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:67.2%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:65.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
55.5% above previous 1 highs, 2.8% below previous 1 lows
52.2% above previous 2 highs, 1.9% below previous 2 lows
46.4% above previous 3 highs, 1.7% below previous 3 lows
43.8% above previous 4 highs, 1.5% below previous 4 lows
30.8% above previous 5 highs, 1.5% below previous 5 lows
21.9% above previous 6 highs, 1.5% below previous 6 lows
20.8% above previous 7 highs, 1.5% below previous 7 lows
19.9% above previous 8 highs, 1.5% below previous 8 lows
19.2% above previous 9 highs, 1.4% below previous 9 lows
18.8% above previous 10 highs, 1.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.8% are above or equal to 7/26 close (1 days ago), 11.2% are below.
87.9% are above or equal to 7/25 close (2 days ago), 12.1% are below.
82.5% are above or equal to 7/24 close (3 days ago), 17.5% are below.
73.5% are above or equal to 7/23 close (4 days ago), 26.5% are below.
59.8% are above or equal to 7/20 close (5 days ago), 40.2% are below.
46.1% are above or equal to 7/19 close (6 days ago), 53.9% are below.
50.1% are above or equal to 7/18 close (7 days ago), 49.9% are below.
53.1% are above or equal to 7/17 close (8 days ago), 46.9% are below.
58.4% are above or equal to 7/16 close (9 days ago), 41.6% are below.
57.6% are above or equal to 7/13 close (10 days ago), 42.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.8% new highs, 4.0% new lows
21d: 18.8% new highs, 3.7% new lows
42d: 14.9% new highs, 3.0% new lows
63d: 7.7% new highs, 2.7% new lows
126d: 5.7% new highs, 2.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 88.3% above, 11.7% below
3-day: 89.7% above, 10.3% below
4-day: 87.7% above, 12.3% below
5-day: 83.0% above, 17.0% below
8-day: 70.3% above, 29.7% below
10-day: 65.2% above, 34.8% below
20-day: 59.4% above, 40.6% below
50-day: 64.1% above, 35.9% below
200-day: 52.7% above, 47.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(62): 2.26% Top=QLIK N INFA DDD GRPN VRSN CRM RHT ….. ROVI NLSN ATVI BMC BSFT CERN CA FB=Bottom (Computer Software/Internet)
MANU(41): 2.19% Top=GDI TKR DCI TEX ROK DE DOV SPW ….. JOY MHK SNA DHR NDSN GE TTC PCP=Bottom (Manufacturing)
DISV(42): 2.05% Top=HMSY CAR HTZ URI GPN JEC ACTG WTW ….. MAN WU ULTA CACI HRB RRD DV WOOF=Bottom (Diversified Services)
CONS(56): 1.71% Top=FOSL DECK GT HAR NUS SKX FNP BC ….. RL JAH TWI NKE PBI FBHS UA CROX=Bottom (Consumer)
CHEM(24): 1.68% Top=ROC ASH EMN SIAL IPI HUN AGU CF ….. MOS DD CE PX APD RPM GRA FMC=Bottom (Chemicals/Fertilizers)
LEIS(25): 1.65% Top=EXPE PCLN MPEL CAKE WYN CCL YUM PNRA ….. PENN BKW ARCO MCD DPZ DNKN LVS SBUX=Bottom (Leisure)
HEAL(45): 1.61% Top=CVH BSX RMD MGLN CI EW HOLX MDT ….. DVA WCG STJ CFN BCR LH CVD ZMH=Bottom (Health)
INSU(33): 1.59% Top=AON GNW CB AFL MMC AIG AXS TRV ….. L ACE MET VR FNF MBI ORI RGA=Bottom (Insurance)
COHW(44): 1.54% Top=OCZ RIMM PCS ARRS CIEN JNPR RVBD PLCM ….. TWTC LVLT WDC CTL MSI AMX NTGR APKT=Bottom (Computer Hardware/Telecom)
TRAN(25): 1.48% Top=SWFT CNW KSU JBLU TRN JBHT SAVE FDX ….. TDW KEX LUV LCC CNI ALK DAL UAL=Bottom (Transportation)
RETA(68): 1.46% Top=AMZN GNC PIR KSS GES DKS LL TFM ….. ASNA FDO KORS IACI DG TSCO WFM CSTR=Bottom (Retail & Specialty Retail)
ENER(85): 1.36% Top=KEG HLX WLL ESV MMR CAM CIE CRK ….. NOV COG KMP LUFK EPD GDP BAS CLR=Bottom (Energy)
META(27): 1.19% Top=ACI ANR EGO AEM MCP TIE FCX NUE ….. SCCO GG CLF AUY CNX AUQ ABX NEM=Bottom (Metals & Mining)
MATE(27): 1.02% Top=SHAW WM RSG LPX EXP WCN FLR SRCL ….. MAS MTH LEN TOL MDC OC DHI SPF=Bottom (Materials & Construction)
REAL(62): 0.82% Top=BAM CBG HST LHO DLR DDR REG GGP ….. TWO NCT CMO NNN HME OHI EQR CLI=Bottom (Real Estate)
ELEC(49): 0.81% Top=IPGP OVTI TQNT MXIM ATML A GRMN JBL ….. CY DLB TER TXN SPRD LRCX ISIL QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(63): 0.81% Top=RJF IVZ OCN BLK FHN WDR SEIC JEF ….. PSEC AMTD FNFG RF CSH EFX LM PFG=Bottom (Banks/Financials)
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 12:14 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
