Market Stats at 10:04 am ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.
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
9.6% of stocks are above yesterday’s high.
36.9% are above yesterday’s midpoint. (63.1% are below.)
19.4% are below yesterday’s low.
71.0% are inside yesterday’s range.
26.5% of stocks with today’s high > yesterday’s high. (73.5% less than).
36.1% of stocks with today’s low < yesterday’s low. (63.9% greater than).
EVIDENCE OF INTRADAY TREND
45.7% of stocks are above today’s open. (52.3% are below).
28.8% of stocks are above today’s open and yesterday’s close.
48.9% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
2.0% of stocks are in the top 10% of today’s range.
6.2% are in the top 20%.
32.4% are in the top half. 67.6% of stocks are in the bottom half of today’s range.
30.8% are in the bottom 20%.
17.0% are in the bottom 10%.
GAIN
34.0% of stocks are above yesterday’s close. (66.0% are below.)
1.5% are up 4.5% or more. 1.4% are down 4.5% or more.
1.9% are up 3.5% or more. 1.6% are down 3.5% or more.
76.8% are between +1% and -1%.
RSI on DAILY
2-day: >=95:7.1%…>=90:13.5%…>=80:22.1%…>=50:63.5%…<=20:5.6%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:66.9%…<=20:1.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.6% above previous 1 highs, 19.4% below previous 1 lows
8.6% above previous 2 highs, 8.5% below previous 2 lows
8.1% above previous 3 highs, 2.4% below previous 3 lows
7.7% above previous 4 highs, 1.4% below previous 4 lows
7.1% above previous 5 highs, 1.4% below previous 5 lows
6.9% above previous 6 highs, 1.4% below previous 6 lows
6.1% above previous 7 highs, 1.4% below previous 7 lows
5.1% above previous 8 highs, 1.4% below previous 8 lows
4.9% above previous 9 highs, 1.4% below previous 9 lows
4.5% above previous 10 highs, 1.3% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.0% are above or equal to 7/30 close (1 days ago), 66.0% are below.
38.1% are above or equal to 7/27 close (2 days ago), 61.9% are below.
80.7% are above or equal to 7/26 close (3 days ago), 19.3% are below.
85.5% are above or equal to 7/25 close (4 days ago), 14.5% are below.
82.8% are above or equal to 7/24 close (5 days ago), 17.2% are below.
74.4% are above or equal to 7/23 close (6 days ago), 25.6% are below.
62.5% are above or equal to 7/20 close (7 days ago), 37.5% are below.
51.9% are above or equal to 7/19 close (8 days ago), 48.1% are below.
52.9% are above or equal to 7/18 close (9 days ago), 47.1% are below.
56.2% are above or equal to 7/17 close (10 days ago), 43.8% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.1% new highs, 2.3% new lows
21d: 9.0% new highs, 2.3% new lows
42d: 7.7% new highs, 1.0% new lows
63d: 4.3% new highs, 1.0% new lows
126d: 2.8% new highs, 1.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.1% above, 67.9% below
3-day: 36.0% above, 64.0% below
4-day: 60.9% above, 39.1% below
5-day: 75.3% above, 24.7% below
8-day: 75.0% above, 25.0% below
10-day: 70.1% above, 29.9% below
20-day: 63.1% above, 36.9% below
50-day: 67.6% above, 32.4% below
200-day: 54.7% above, 45.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.25% Top=CRUS IPGP VSH FSLR SWKS JBL OVTI SPRD ….. KLAC TER LSI INVN ATML CPHD NXPI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): 0.10% Top=CMI FLS RS TEX MTW ATI IEX NDSN ….. AME ROK TKR AOS GTI SWK PNR MHK=Bottom (Manufacturing)
ENER(87): -0.00% Top=CIE VLO EEP LUFK BAS ATW CJES ERF ….. KEG EXXI APC ESV SWN CRK MMR SPN=Bottom (Energy)
TRAN(23): -0.02% Top=CNW SAVE CNI JBLU NSC CSX JBHT UNP ….. CHRW LUV UPS EXPD LCC KEX GWR SWFT=Bottom (Transportation)
REAL(64): -0.06% Top=EXR PPS PCL BAM HME CPT CLI HCP ….. CYS PDM CBG MTGE GGP DFT SLG NCT=Bottom (Real Estate)
COHW(46): -0.07% Top=APKT SNDK AAPL LVLT PLCM ARUN ADTN CIEN ….. FIO OIBR EQIX NIHD HRS RIMM PCS OCZ=Bottom (Computer Hardware/Telecom)
COSW(63): -0.19% Top=BSFT CVLT TRIP SYMC QSII AOL NUAN GOOG ….. VRSN YNDX FB FFIV GRPN TRI SINA EA=Bottom (Computer Software/Internet)
DISV(42): -0.26% Top=WTW TYC HTZ CXW CAR DV URI HMSY ….. ADS MELI GPN V MA TMH ACTG FISV=Bottom (Diversified Services)
HEAL(45): -0.31% Top=MD HOLX HLS NUVA BSX AET ZMH ALGN ….. LIFE HCA WLP CNC WCG UNH XRAY HUM=Bottom (Health)
FINA(68): -0.37% Top=HCBK OCN CSH FHN STT GHL PSEC NYB ….. SLM RF EV AXP NDAQ SCHW DFS KKR=Bottom (Banks/Financials)
INSU(34): -0.37% Top=AFG ORI AIZ L TMK MET PRU FNF ….. CINF MMC ACGL AIG AON GNW AXS BRO=Bottom (Insurance)
META(29): -0.38% Top=X PAAS NUE WOR STLD CLD ABX IAG ….. RGLD AUQ BTU EGO CNX WLT ACI ANR=Bottom (Metals & Mining)
LEIS(25): -0.40% Top=ARCO BKW PENN MPEL DPZ MCD DNKN EAT ….. WYN CCL YUM PNRA GET LVS PCLN SBUX=Bottom (Leisure)
CHEM(24): -0.44% Top=EMN OLN SMG HUN WPZ CE GRA ALB ….. AGU PPG POT PX MOS APD CF SIAL=Bottom (Chemicals/Fertilizers)
RETA(66): -0.70% Top=JCP TFM LTD KR CTAS BBY CVS WFM ….. AEO ARO KORS WSM LOW ANF SIG TIF=Bottom (Retail & Specialty Retail)
CONS(56): -0.85% Top=GT OI LEG NUS AVP NWL WWW MWV ….. CRI DBD RL FOSL LULU DECK ECL COH=Bottom (Consumer)
MATE(27): -1.43% Top=OC MDU WCN PWR LEN FLR USG WM ….. MTH MLM MDC AWI FWLT MAS LPX SPF=Bottom (Materials & Construction)
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 10:04 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
