Market Stats at 12:30 pm ET
by daytrend on 20120828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 747.
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COMPARED TO YESTERDAY’S RANGE
19.5% of stocks are above yesterday’s high.
47.9% are above yesterday’s midpoint. (52.1% are below.)
15.0% are below yesterday’s low.
65.5% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
56.5% of stocks with today’s low < yesterday’s low. (43.5% greater than).
EVIDENCE OF INTRADAY TREND
69.7% of stocks are above today’s open. (28.5% are below).
60.2% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
21.6% of stocks opened above yesterday’s close. (72.8% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
15.8% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
68.3% are in the top half. 31.7% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
4.0% are in the bottom 10%.
GAIN
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.3% are down 3.5% or more.
75.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:5.2%…>=90:11.1%…>=80:23.8%…>=50:56.4%…<=20:18.5%…<=10:11.0%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:65.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:71.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.5% above previous 1 highs, 15.0% below previous 1 lows
17.8% above previous 2 highs, 8.4% below previous 2 lows
14.7% above previous 3 highs, 7.8% below previous 3 lows
12.0% above previous 4 highs, 7.4% below previous 4 lows
8.2% above previous 5 highs, 7.4% below previous 5 lows
7.1% above previous 6 highs, 6.8% below previous 6 lows
6.3% above previous 7 highs, 6.7% below previous 7 lows
6.2% above previous 8 highs, 5.6% below previous 8 lows
5.9% above previous 9 highs, 4.7% below previous 9 lows
5.6% above previous 10 highs, 4.1% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.5% are above or equal to 8/27 close (1 days ago), 35.5% are below.
50.7% are above or equal to 8/24 close (2 days ago), 49.3% are below.
65.1% are above or equal to 8/23 close (3 days ago), 34.9% are below.
47.3% are above or equal to 8/22 close (4 days ago), 52.7% are below.
46.2% are above or equal to 8/21 close (5 days ago), 53.8% are below.
44.0% are above or equal to 8/20 close (6 days ago), 56.0% are below.
37.3% are above or equal to 8/17 close (7 days ago), 62.7% are below.
43.9% are above or equal to 8/16 close (8 days ago), 56.1% are below.
58.6% are above or equal to 8/15 close (9 days ago), 41.4% are below.
64.3% are above or equal to 8/14 close (10 days ago), 35.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.2% new highs, 3.7% new lows
21d: 6.0% new highs, 3.7% new lows
42d: 4.4% new highs, 1.2% new lows
63d: 3.3% new highs, 0.9% new lows
126d: 2.3% new highs, 0.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.9% above, 37.1% below
3-day: 55.2% above, 44.8% below
4-day: 60.9% above, 39.1% below
5-day: 55.3% above, 44.7% below
8-day: 47.1% above, 52.9% below
10-day: 49.3% above, 50.7% below
20-day: 64.8% above, 35.2% below
50-day: 74.6% above, 25.4% below
200-day: 62.2% above, 37.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(45): 0.96% Top=LXK APKT PLCM JNPR FNSR NIHD OCZ RVBD ….. SNDK CSCO NTAP QCOM ADTN DELL HPQ LEAP=Bottom (Computer Hardware/Telecom)
LEIS(21): 0.79% Top=CCL MPEL DNKN LVS EXPE PENN HOT WYN ….. WYNN MGM YUM DRI ARCO MCD DPZ GET=Bottom (Leisure)
RETA(67): 0.66% Top=FRAN SBH HIBB BIG ANN M GNC KORS ….. WAG DSW WSM TSCO CSTR CTAS LL GES=Bottom (Retail & Specialty Retail)
COSW(67): 0.66% Top=INFA ADSK DDD BIDU TTWO PMTC TIBX ANSS ….. VMW AOL CTRX SFLY SOHU CSC DNB CRM=Bottom (Computer Software/Internet)
CONS(53): 0.56% Top=PVH UA WRC NKE FNP DECK PAY VFC ….. SCSS BMS AVP OI TWI HAS ENR ECL=Bottom (Consumer)
FINA(59): 0.46% Top=WDR FII BPOP ZION JNS BX NDAQ CMA ….. PHH BAC JPM EFX DFS STI MTB HCBK=Bottom (Banks/Financials)
ELEC(50): 0.37% Top=CPHD ALTR TRMB ATML OVTI CREE SWKS GRMN ….. SPRD A APH INVN GTAT ONNN NXPI KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(40): 0.31% Top=MAKO HNT ALGN HMA CNC STJ MR UHS ….. LH ESRX DGX XRAY TMO AET WLP THC=Bottom (Health)
META(29): 0.30% Top=MCP SCCO ABX SWC AEM GG EGO IAG ….. X ANR STLD CLF CNX BTU ACI AKS=Bottom (Metals & Mining)
REAL(57): 0.24% Top=GGP CUBE DRE O UDR SNH HTS BAM ….. MAC HCN STWD VNO WRI DLR OHI NCT=Bottom (Real Estate)
MATE(25): 0.17% Top=FWLT MTZ LEN KBH PWR WM EXP SPF ….. FAST DHI LPX PHM MDC WCN USG MTH=Bottom (Materials & Construction)
INSU(33): 0.15% Top=MBI CLGX GNW CNO ENH HIG AFL CINF ….. WSH PRU MMC ALL AIG AFG AIZ AGO=Bottom (Insurance)
DISV(38): 0.09% Top=ACM CAR LPS HTZ ULTA MYGN HMSY SAI ….. JEC HRB VRSK ADS KBR ACTG URI RHI=Bottom (Diversified Services)
ENER(89): -0.00% Top=FST PSX IOC GPOR MPC HES WNR HFC ….. BBG NBR SPN GDP SWN EXXI KEG COG=Bottom (Energy)
CHEM(23): -0.20% Top=EMN ASH MON CF SIAL SMG HUN IFF ….. AGU CE MOS ALB VAL ROC PX CYT=Bottom (Chemicals/Fertilizers)
MANU(33): -0.58% Top=SPW AVY DCI MTW NDSN EMR GE XYL ….. SWK ATI ETN FLS TKR ITW DE PPO=Bottom (Manufacturing)
TRAN(18): -0.62% Top=KSU JBHT NSC UNP TRN CNW EXPD CSX ….. ALK FDX CHRW UPS LCC UAL GLNG DAL=Bottom (Transportation)
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 12:30 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
