Market Stats at 10:47 am ET
by daytrend on 20120810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 825.
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COMPARED TO YESTERDAY’S RANGE
8.6% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
19.8% are below yesterday’s low.
71.6% are inside yesterday’s range.
19.3% of stocks with today’s high > yesterday’s high. (80.7% less than).
49.7% of stocks with today’s low < yesterday’s low. (50.3% greater than).
EVIDENCE OF INTRADAY TREND
55.9% of stocks are above today’s open. (41.1% are below).
32.8% of stocks are above today’s open and yesterday’s close.
39.3% are below both.
12.8% of stocks opened above yesterday’s close. (84.4% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
12.2% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
8.2% are in the bottom 10%.
GAIN
37.0% of stocks are above yesterday’s close. (63.0% are below.)
1.1% are up 4.5% or more. 0.5% are down 4.5% or more.
1.6% are up 3.5% or more. 1.1% are down 3.5% or more.
76.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:8.8%…>=90:13.3%…>=80:22.3%…>=50:55.3%…<=20:13.6%…<=10:5.9%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:74.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:74.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.6% above previous 1 highs, 19.8% below previous 1 lows
6.7% above previous 2 highs, 10.4% below previous 2 lows
5.0% above previous 3 highs, 8.0% below previous 3 lows
4.5% above previous 4 highs, 5.9% below previous 4 lows
4.2% above previous 5 highs, 4.5% below previous 5 lows
4.0% above previous 6 highs, 2.2% below previous 6 lows
3.6% above previous 7 highs, 2.2% below previous 7 lows
3.4% above previous 8 highs, 2.2% below previous 8 lows
3.3% above previous 9 highs, 2.2% below previous 9 lows
3.3% above previous 10 highs, 2.2% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.0% are above or equal to 8/9 close (1 days ago), 63.0% are below.
51.3% are above or equal to 8/8 close (2 days ago), 48.7% are below.
52.6% are above or equal to 8/7 close (3 days ago), 47.4% are below.
71.0% are above or equal to 8/6 close (4 days ago), 29.0% are below.
73.7% are above or equal to 8/3 close (5 days ago), 26.3% are below.
84.4% are above or equal to 8/2 close (6 days ago), 15.6% are below.
79.3% are above or equal to 8/1 close (7 days ago), 20.7% are below.
73.9% are above or equal to 7/31 close (8 days ago), 26.1% are below.
67.5% are above or equal to 7/30 close (9 days ago), 32.5% are below.
64.0% are above or equal to 7/27 close (10 days ago), 36.0% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.7% new highs, 1.7% new lows
21d: 5.7% new highs, 1.5% new lows
42d: 3.8% new highs, 0.5% new lows
63d: 3.2% new highs, 0.4% new lows
126d: 0.2% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 43.6% above, 56.4% below
4-day: 48.7% above, 51.3% below
5-day: 57.0% above, 43.0% below
8-day: 75.5% above, 24.5% below
10-day: 74.7% above, 25.3% below
20-day: 74.1% above, 25.9% below
50-day: 73.5% above, 26.5% below
200-day: 61.0% above, 39.0% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(47): 0.96% Top=FIO LVLT NIHD RIMM LEAP LXK NTAP HPQ ….. APKT EQIX RVBD OIBR JNPR ADTN CSCO OCZ=Bottom (Computer Hardware/Telecom)
META(30): 0.31% Top=ANR KGC AUQ ACI IAG BTU AUY EGO ….. NUE X STLD CLF WOR RGLD CLD MCP=Bottom (Metals & Mining)
COSW(67): -0.00% Top=BYI GRPN NUAN SREV DNB FB DDD CRM ….. RHT AOL SWI RATE PMTC SOHU CTRX SFLY=Bottom (Computer Software/Internet)
MANU(39): -0.01% Top=DOV ETN EMR GDI LECO PH XYL SWK ….. ROK GTLS AGCO PCP MHK MTW KMT DE=Bottom (Manufacturing)
INSU(38): -0.03% Top=AGO RGA MET PRU CNO AON MMC TMK ….. CINF ACE BRO LNC WRB HCC AIZ ENH=Bottom (Insurance)
FINA(69): -0.07% Top=JNS HCBK SLM WDR DFS ACAS PSEC CSH ….. AMG AXP TCBI AMTD BX MS COF BPOP=Bottom (Banks/Financials)
REAL(67): -0.07% Top=CPT NCT HIW BRE SNH VTR BPO DRH ….. ACC SHO HTS SLG DFT TCO LHO HME=Bottom (Real Estate)
HEAL(47): -0.09% Top=CFN BKD WLP HNT HUM LH SYK AET ….. STJ ALGN VAR WCG HCA CNC HMA NUVA=Bottom (Health)
CONS(58): -0.13% Top=RKT HAR LULU IP CTB BMS PAY DECK ….. UA VFC PVH WMS FNP SCSS NWL TWI=Bottom (Consumer)
DISV(46): -0.42% Top=FLT RHI MYGN WTW VNTV LPS V TYC ….. CAR HTZ JEC ACM KBR AH DV ACTG=Bottom (Diversified Services)
ELEC(52): -0.42% Top=BRCM ISIL TQNT NXPI FCS SWKS MCHP NVDA ….. FSL CAVM A ATML FSLR CPHD INVN SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): -0.43% Top=LCC CNI CHRW CP CSX TDW CNW JBHT ….. LUV SWFT ALK FDX GLNG TRN UAL SAVE=Bottom (Transportation)
CHEM(25): -0.56% Top=CHMT POT MOS DD ASH WPZ IFF PX ….. EMN RPM SMG CE PPG MON CF ROC=Bottom (Chemicals/Fertilizers)
LEIS(25): -0.63% Top=MCD SBUX GET MGM CCL PCLN PENN YUM ….. EAT CAKE LVS DPZ LTM EXPE HOT ARCO=Bottom (Leisure)
ENER(95): -0.63% Top=SGY MWE VLO EEP SE NBL EOG RES ….. MMR UPL SWN GDP GPOR COG KMI NBR=Bottom (Energy)
RETA(65): -0.81% Top=JCP SHLD IACI JWN DG GME BBY KR ….. ANF FDO LL ANN FRAN AEO BIG LINTA=Bottom (Retail & Specialty Retail)
MATE(29): -1.08% Top=MLM SRCL WCN WM LPX MDU RSG FWLT ….. MTH TOL DHI FAST RYL PHM KBH USG=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 10:47 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
