Market Stats at 10:10 am ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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COMPARED TO YESTERDAY’S RANGE
13.9% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
11.2% are below yesterday’s low.
74.9% are inside yesterday’s range.
34.3% of stocks with today’s high > yesterday’s high. (65.7% less than).
21.9% of stocks with today’s low < yesterday’s low. (78.1% greater than).

EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open. (51.9% are below).
38.0% of stocks are above today’s open and yesterday’s close.
42.9% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.2% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
46.7% are in the top half. 53.3% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.4% are up 3.5% or more. 0.9% are down 3.5% or more.
80.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.2%…>=90:19.3%…>=80:34.1%…>=50:67.2%…<=20:8.9%…<=10:2.9%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:71.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:64.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.9% above previous 1 highs, 11.2% below previous 1 lows
13.9% above previous 2 highs, 2.9% below previous 2 lows
12.0% above previous 3 highs, 2.7% below previous 3 lows
10.5% above previous 4 highs, 2.1% below previous 4 lows
10.1% above previous 5 highs, 2.1% below previous 5 lows
10.1% above previous 6 highs, 1.6% below previous 6 lows
9.6% above previous 7 highs, 1.6% below previous 7 lows
9.3% above previous 8 highs, 1.3% below previous 8 lows
9.3% above previous 9 highs, 0.9% below previous 9 lows
9.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.3% are above or equal to 11/29 close (1 days ago), 49.7% are below.
66.9% are above or equal to 11/28 close (2 days ago), 33.1% are below.
77.0% are above or equal to 11/27 close (3 days ago), 23.0% are below.
65.6% are above or equal to 11/26 close (4 days ago), 34.4% are below.
58.4% are above or equal to 11/23 close (5 days ago), 41.6% are below.
75.8% are above or equal to 11/21 close (6 days ago), 24.2% are below.
78.9% are above or equal to 11/20 close (7 days ago), 21.1% are below.
80.6% are above or equal to 11/19 close (8 days ago), 19.4% are below.
89.5% are above or equal to 11/16 close (9 days ago), 10.5% are below.
91.4% are above or equal to 11/15 close (10 days ago), 8.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.0% new highs, 0.9% new lows
21d: 9.6% new highs, 0.8% new lows
42d: 5.3% new highs, 0.7% new lows
63d: 4.4% new highs, 0.5% new lows
126d: 3.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 47.7% above, 52.3% below
3-day: 61.9% above, 38.1% below
4-day: 70.0% above, 30.0% below
5-day: 68.4% above, 31.6% below
8-day: 71.7% above, 28.3% below
10-day: 78.9% above, 21.1% below
20-day: 72.8% above, 27.2% below
50-day: 52.7% above, 47.3% below
200-day: 56.2% above, 43.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 0.69% Top=WLT ANR ACI BTU CLD X STLD CLF ….. SWC GG SCCO RGLD AEM PVR KGC MCP=Bottom (Metals & Mining)
ENER(86): 0.39% Top=HERO NBR PDCE MMR SPN NFX HP IOC ….. KMI ETP PAA KOG NS MWE HK NOV=Bottom (Energy)
REAL(65): 0.26% Top=DFT GGP LRY CBG BAM SKT CMO SPG ….. MPW DEI DRH EQR AVB UDR NNN BEE=Bottom (Real Estate)
DISV(41): 0.21% Top=ULTA BLOX WU ACM HMSY HTZ ATHN ADT ….. SCI DV MELI MAN WTW CAR URI ACTG=Bottom (Diversified Services)
CHEM(22): 0.04% Top=CE FMC APD ALB ROC RPM MOS VAL ….. GRA CF CHMT POT WPZ AGU MON TROX=Bottom (Chemicals/Fertilizers)
FINA(60): -0.00% Top=PNC BX NYCB MS STI PBCT FITB CMA ….. COF USB BEN FNFG BK KKR PHH JNS=Bottom (Banks/Financials)
MANU(37): -0.04% Top=ATI GTLS BWC XYL GNRC KMT TKR ROK ….. GDI PNR JOY MHK SPW CMI PH SWK=Bottom (Manufacturing)
INSU(35): -0.06% Top=GNW LNC AFL PRU HIG AIG UNM MET ….. CB WRB AXS ACE PGR FNF CLGX ORI=Bottom (Insurance)
CONS(49): -0.14% Top=HBI GT GIL MAT RKT HAS TPX CTB ….. WHR RL NKE LULU LF CROX UA COH=Bottom (Consumer)
ELEC(43): -0.14% Top=ATML FSLR CREE GRMN XLNX ARMH SWKS LLTC ….. NXPI ONNN FCS CRUS IPGP CAVM VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(42): -0.19% Top=STJ EW MR HCA LH LIFE UNH XRAY ….. DGX HNT THC THOR ZMH BKD CYH HMA=Bottom (Health)
RETA(69): -0.22% Top=WMT DG ORLY WFM GME EXPR EBAY BBY ….. MW JCP KR TIF ANN NFLX PIR JOSB=Bottom (Retail & Specialty Retail)
COHW(40): -0.24% Top=PCS PLCM CIEN LVLT T CCI NIHD MSI ….. RVBD EMC AMX SNDK APKT ARUN FIO FNSR=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.33% Top=TRN CNI CSX CHRW CP EXPD JBLU GLNG ….. NSC LCC KSU DAL UAL FDX UPS JBHT=Bottom (Transportation)
LEIS(24): -0.64% Top=MGM CCL EXPE H MPEL KKD WYNN MCD ….. LVS PENN DPZ DRI MAR EAT CAKE YUM=Bottom (Leisure)
COSW(63): -0.75% Top=IGT MSCI IACI SFLY TRI AOL ADP INTU ….. FIRE TTWO CDNS YNDX BSFT GWRE SPLK VRSN=Bottom (Computer Software/Internet)
MATE(29): -1.04% Top=PWR WCN SRCL RSG MLM MDR SHW WM ….. DHI MTH SPF MDC RYL HOV KBH PHM=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 10:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/