Market Stats at 10:45 am ET
by daytrend on 20110204.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

CAUTION:  Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
24.9% of stocks are above yesterday’s high.
61.1% are above yesterday’s midpoint.  (38.9% are below.)
11.8% are below yesterday’s low.
63.4% are inside yesterday’s range.
51.1% of stocks with today’s high > yesterday’s high.  (48.9% less than).
20.8% of stocks with today’s low < yesterday’s low.  (79.2% greater than).

EVIDENCE OF INTRADAY TREND
41.7% of stocks are above today’s open.  (56.9% are below).
38.2% of stocks are above today’s open and yesterday’s close.
48.0% are below both.
62.6% of stocks opened above yesterday’s close.  (31.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
45.0% are in the top half .  55.0% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN
48.1% of stocks are above breakeven.  (51.9% are below b/e.)
1.6% are up 4.5% or more.  1.1% are down 4.5% or more.
2.1% are up 3.5% or more.  1.8% are down 3.5% or more.
64.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:7.8%…>=90:14.1%…>=80:27.3%…>=50:57.9%…<=20:12.4%…<=10:4.1%…<=5:1.1%…
9-day:  >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:70.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.9% above previous 1 highs, 11.8% below previous 1 lows
17.4% above previous 2 highs, 8.7% below previous 2 lows
15.0% above previous 3 highs, 6.6% below previous 3 lows
14.7% above previous 4 highs, 4.5% below previous 4 lows
13.2% above previous 5 highs, 3.8% below previous 5 lows
12.1% above previous 6 highs, 3.5% below previous 6 lows
11.8% above previous 7 highs, 3.1% below previous 7 lows
11.4% above previous 8 highs, 2.1% below previous 8 lows
10.8% above previous 9 highs, 1.8% below previous 9 lows
10.3% above previous 10 highs, 1.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  15.1% new highs, 2.0% new lows
21d:  15.1% new highs, 1.7% new lows
42d:  13.2% new highs, 1.5% new lows
63d:  12.4% new highs, 1.0% new lows
126d:  11.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  46.6% above, 53.4% below
3-day:  53.9% above, 46.1% below
4-day:  51.6% above, 48.4% below
5-day:  60.6% above, 39.4% below
8-day:  67.0% above, 33.0% below
10-day:  69.0% above, 31.0% below
20-day:  69.3% above, 30.7% below
50-day:  74.4% above, 25.6% below
200-day:  87.9% above, 12.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(54):  1.43% Top=JDSU FNSR CIEN TDC TLAB STEC ADTN RVBD ….. IGT ELX MSI AMX Q VZ CLWR RCI=Bottom (Computer Hardware/Telecom)
RETA(74):  0.62% Top=BIG FINL FL NFLX ANN GME GES JWN ….. EBAY TLB DDS LINTA CVS SKS AN SVU=Bottom (Retail & Specialty Retail)
INSU(36):  0.52% Top=AON MMC LNC HIG UNM TMK BRO AXS ….. CINF ALL AGO ACE GNW AIG MTG RDN=Bottom (Insurance)
ELEC(80):  0.26% Top=OCLR IDTI ITRI CRUS NETL ONNN ALTR GRMN ….. FSLR YGE SOL SPWRA SOLR LDK DLB PWER=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28):  0.21% Top=SRCL LPX PHM MAS FAST PWR MDR USG ….. RSG MLM MDU TOL LEN MDC DHI KBH=Bottom (Materials & Construction)
MANU(38):  0.15% Top=TEX CMI AGCO KMT FLS ITW MTW TKR ….. RBN PLL PPO DRC RS AOS X JKS=Bottom (Manufacturing)
COSW(63):  0.04% Top=NCR FFIV CRM UIS SOHU CDNS SFSF TZOO ….. BIDU JKHY QLIK NUAN WIT TTWO ACOM QSFT=Bottom (Computer Software/Internet)
CONS(60):  0.04% Top=LULU GT CRI UA HBI SKX RL WRC ….. RKT TIN OI AVY PKG BKI UFS CSTR=Bottom (Consumer)
HEAL(50):  -0.02% Top=AET DVA CFN MR ALR WLP LNCR EW ….. HMA WCG MD UNH HRC HLS HS AMED=Bottom (Health)
DISV(42):  -0.09% Top=SFLY ULTA V MA RHI URI CAR WU ….. HTZ APOL R DV ESI FISV LPS COCO=Bottom (Diversified Services)
FINA(83):  -0.13% Top=RF HCBK NDAQ TD LM NYB PFG EV ….. CSE FITB ADS SUSQ JPM BAC FNFG AINV=Bottom (Banks/Financials)
ENER(91):  -0.25% Top=TSO WNR EXXI IOC INT CVI MMR FTO ….. SPN HLX HAL BHI KEG CRZO RES CPX=Bottom (Energy)
CHEM(29):  -0.28% Top=SMG DOW HUN EMN POT FMC DD ALB ….. MOS CBT CYT ROC SIAL GRA SOA OLN=Bottom (Chemicals/Fertilizers)
TRAN(30):  -0.45% Top=ALK LSTR CSX UNP GNK NAT CNI EXPD ….. CHRW OSG WERN JBLU HOS UAL AMR LCC=Bottom (Transportation)
LEIS(27):  -0.50% Top=CMG HOT PFCB CCL GET WYN MCD HMIN ….. PENN EAT MGM LYV MPEL BYD WEN LVS=Bottom (Leisure)
META(37):  -0.77% Top=SVM AEM EGO RTI GG FCX SSRI SCCO ….. CLF ANR RGLD CLD WLT PCX AKS ICO=Bottom (Metals & Mining)
REAL(63):  -0.78% Top=JOE RYN HPT BDN HST PLD AMB AGNC ….. SPG DRH HCP NHP EQR HCN CBG AIV=Bottom (Real Estate)

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 10:45 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Interview with Dr. Phil Pearlman on StockTwits TV

Dr. Phil Pearlman of StockTwits interviewed me on11/23/2010 on Market Shrinkology.  We covered the formulation of the Persistence UP and DOWN Lists in the last 10 minutes, especially their use of multiple time intervals.  We also covered the necessity for stalking to get the most from those lists.

A Quick Way to View Charts from the Persistence Lists

@TheRTTrader brought up a point this week that will be helpful many traders.

To quickly look through a list of stocks using a web service, bookmark the Finviz Stock Screener.

http://www.finviz.com/screener.ashx?v=211

Then paste the list of symbols into the Tickers box, to the right, and hit Enter.

This works great with the Persistence UP and DOWN lists, done separately.

Break time

I’ll be taking a break until around Labor Day.  The Persistence Lists will resume then.

Trade well and stay healthy.

Trader Pullback

Just like trending stocks pullback before they woosh, traders can do the same.  Each year about this time and in mid to late December, I step back to get a better perspective.  For years, my most precious asset was solely time. Now, personal energy has become as precious.  I am on a mission to make this my most productive year, so, through Labor Day (unless the Mr. Market starts throwing money at longs or shorts), I will rethink every aspect of my life and make copious notes and resolutions.

This includes life in and out of trading.  It includes interactions with family, recreation, health, role of music, endeavors that drain but don’t yield, more effective centering and sleep, more effective and efficient preparation, better anticipation of various day scenarios, better money production and the organization and routine surrounding trading, a much tighter reading and viewing list, and a more directed blog and twitter presence.  I will also know what computers I will buy when Windows 7 comes out.  I might also spend a bit of time with an HTML book.

I chose this time because, some (many) years, the market turns less productive for traders from mid-August through a few days past Labor Day.  Of course, this year could be different.  But, if we don’t get a break now, we’re unlikely to get one before mid-December.  Use it or lose it.

In large part I will remain reachable in the normal ways.