Market Stats at 3:16 pm ET
by daytrend on 20120810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.
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COMPARED TO YESTERDAY’S RANGE
14.7% of stocks are above yesterday’s high.
46.4% are above yesterday’s midpoint. (53.6% are below.)
19.1% are below yesterday’s low.
66.3% are inside yesterday’s range.
28.0% of stocks with today’s high > yesterday’s high. (72.0% less than).
55.8% of stocks with today’s low < yesterday’s low. (44.2% greater than).
EVIDENCE OF INTRADAY TREND
59.2% of stocks are above today’s open. (38.7% are below).
40.9% of stocks are above today’s open and yesterday’s close.
37.5% are below both.
12.9% of stocks opened above yesterday’s close. (84.3% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
16.3% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
3.3% are in the bottom 10%.
GAIN
43.7% of stocks are above yesterday’s close. (56.3% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
1.7% are up 3.5% or more. 1.3% are down 3.5% or more.
69.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:12.4%…>=90:18.9%…>=80:29.0%…>=50:56.2%…<=20:13.3%…<=10:5.7%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:75.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:74.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.7% above previous 1 highs, 19.1% below previous 1 lows
11.7% above previous 2 highs, 11.5% below previous 2 lows
9.7% above previous 3 highs, 9.5% below previous 3 lows
8.9% above previous 4 highs, 7.0% below previous 4 lows
8.4% above previous 5 highs, 5.3% below previous 5 lows
7.9% above previous 6 highs, 2.2% below previous 6 lows
7.0% above previous 7 highs, 2.2% below previous 7 lows
6.6% above previous 8 highs, 2.2% below previous 8 lows
6.3% above previous 9 highs, 2.2% below previous 9 lows
6.1% above previous 10 highs, 1.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.7% are above or equal to 8/9 close (1 days ago), 56.3% are below.
54.5% are above or equal to 8/8 close (2 days ago), 45.5% are below.
55.3% are above or equal to 8/7 close (3 days ago), 44.7% are below.
70.1% are above or equal to 8/6 close (4 days ago), 29.9% are below.
73.9% are above or equal to 8/3 close (5 days ago), 26.1% are below.
84.5% are above or equal to 8/2 close (6 days ago), 15.5% are below.
79.4% are above or equal to 8/1 close (7 days ago), 20.6% are below.
73.9% are above or equal to 7/31 close (8 days ago), 26.1% are below.
68.2% are above or equal to 7/30 close (9 days ago), 31.8% are below.
64.3% are above or equal to 7/27 close (10 days ago), 35.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.0% new highs, 2.3% new lows
21d: 9.0% new highs, 1.8% new lows
42d: 6.4% new highs, 0.7% new lows
63d: 4.9% new highs, 0.6% new lows
126d: 0.8% new highs, 0.4% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.1% above, 57.9% below
3-day: 48.3% above, 51.7% below
4-day: 49.4% above, 50.6% below
5-day: 59.5% above, 40.5% below
8-day: 76.0% above, 24.0% below
10-day: 76.1% above, 23.9% below
20-day: 73.5% above, 26.5% below
50-day: 73.5% above, 26.5% below
200-day: 60.9% above, 39.1% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(47): 1.26% Top=FIO LVLT LEAP RIMM VIP WDC FNSR SYNA ….. NIHD SNDK RVBD JNPR CSCO APKT ADTN OCZ=Bottom (Computer Hardware/Telecom)
MANU(39): 0.26% Top=EMR PH PPO LECO ATU ETN GDI DOV ….. PNR CMI ROK DRC XYL MTW MHK KMT=Bottom (Manufacturing)
META(30): 0.22% Top=SWC KGC IAG ABX SXC ANR FCX SCCO ….. PAAS TIE MCP CLF CNX WLT RGLD CLD=Bottom (Metals & Mining)
COSW(67): 0.12% Top=GRPN BYI TTWO NUAN FB DNB IGT CSC ….. INFA AOL YNDX SINA SOHU TRIP CTRX SFLY=Bottom (Computer Software/Internet)
HEAL(47): 0.08% Top=CFN HNT WLP BKD CVD HUM MR LIFE ….. THC HCA ESRX STJ WCG CNC HMA CYH=Bottom (Health)
INSU(38): 0.07% Top=MBI AGO TMK ORI PRE MET FNF CLGX ….. PRU AXS HCC ALL ACE PL AIZ LNC=Bottom (Insurance)
REAL(67): 0.05% Top=DCT HIW CIT NCT BMR DEI NNN CPT ….. GOV DFT WRE TCO HTS BDN LHO HME=Bottom (Real Estate)
CONS(58): -0.08% Top=HAR RKT LULU CTB ECL RL PKG LF ….. FNP VFC FBHS CROX UA NWL SCSS TPX=Bottom (Consumer)
CHEM(25): -0.12% Top=SMG ASH CE VAL DD IFF CHMT CYT ….. SIAL APD PPG GRA HUN ROC MON CF=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.15% Top=CSX NSC CHRW EXPD CNI KSU UNP LCC ….. LUV ODFL NAT ALK UAL TRN FDX SAVE=Bottom (Transportation)
FINA(69): -0.22% Top=JNS CSH OCN LPLA SLM EFX DFS HCBK ….. BX SCHW AXP BPOP COF ZION JEF AMTD=Bottom (Banks/Financials)
ELEC(52): -0.25% Top=ITRI BRCM TQNT SWKS ISIL NXPI MRVL TEL ….. CAVM FSLR VECO ONNN ATML INVN CPHD SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): -0.26% Top=AH FLT WTW PAYX TMH APOL SAI RBA ….. ACM JEC KBR MAN ULTA CAR DV ACTG=Bottom (Diversified Services)
ENER(95): -0.68% Top=SGY HP HOS MPC XEC SE OAS PWE ….. ERF CJES SWN KMI NBR GDP CHK GPOR=Bottom (Energy)
LEIS(25): -0.68% Top=MCD SBUX MPEL GET YUM LTM MGM PNRA ….. DPZ DNKN MAR JACK HOT ARCO EAT EXPE=Bottom (Leisure)
RETA(65): -0.76% Top=JCP GME NFLX JWN IACI SHLD AAP DG ….. FDO DLTR SWY AEO GNC FRAN BIG LINTA=Bottom (Retail & Specialty Retail)
MATE(29): -0.97% Top=MLM SRCL PWR MDU WM WCN RSG LPX ….. SPF PHM FAST MTH DHI OC RYL KBH=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 3:16 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
