Market Stats at 12:40 pm ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.
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COMPARED TO YESTERDAY’S RANGE
43.9% of stocks are above yesterday’s high.
73.8% are above yesterday’s midpoint. (26.2% are below.)
9.6% are below yesterday’s low.
46.5% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
22.3% of stocks with today’s low < yesterday’s low. (77.7% greater than).
EVIDENCE OF INTRADAY TREND
69.1% of stocks are above today’s open. (29.3% are below).
59.8% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
5.0% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (68.9% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
30.1% are in the top 20%.
66.1% are in the top half. 33.9% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
11.5% are in the bottom 10%.
GAIN
62.3% of stocks are above yesterday’s close. (37.7% are below.)
2.7% are up 4.5% or more. 0.1% are down 4.5% or more.
5.3% are up 3.5% or more. 0.5% are down 3.5% or more.
64.7% are between +1% and -1%.
RSI on DAILY
2-day: >=95:17.6%…>=90:29.7%…>=80:46.1%…>=50:75.3%…<=20:7.9%…<=10:3.1%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.7%…>=80:11.4%…>=50:86.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:86.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.9% above previous 1 highs, 9.6% below previous 1 lows
36.3% above previous 2 highs, 5.8% below previous 2 lows
32.3% above previous 3 highs, 4.8% below previous 3 lows
30.4% above previous 4 highs, 3.8% below previous 4 lows
28.9% above previous 5 highs, 3.1% below previous 5 lows
28.0% above previous 6 highs, 3.0% below previous 6 lows
26.5% above previous 7 highs, 2.5% below previous 7 lows
25.9% above previous 8 highs, 2.2% below previous 8 lows
25.6% above previous 9 highs, 1.9% below previous 9 lows
25.5% above previous 10 highs, 1.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.3% are above or equal to 5/17 close (1 days ago), 37.7% are below.
82.6% are above or equal to 5/16 close (2 days ago), 17.4% are below.
66.9% are above or equal to 5/15 close (3 days ago), 33.1% are below.
71.5% are above or equal to 5/14 close (4 days ago), 28.5% are below.
80.0% are above or equal to 5/13 close (5 days ago), 20.0% are below.
75.2% are above or equal to 5/10 close (6 days ago), 24.8% are below.
79.5% are above or equal to 5/9 close (7 days ago), 20.5% are below.
74.6% are above or equal to 5/8 close (8 days ago), 25.4% are below.
79.9% are above or equal to 5/7 close (9 days ago), 20.1% are below.
82.6% are above or equal to 5/6 close (10 days ago), 17.4% are below.
84.2% are above or equal to 5/3 close (11 days ago), 15.8% are below.
86.6% are above or equal to 5/2 close (12 days ago), 13.4% are below.
89.4% are above or equal to 5/1 close (13 days ago), 10.6% are below.
84.5% are above or equal to 4/30 close (14 days ago), 15.5% are below.
86.2% are above or equal to 4/29 close (15 days ago), 13.8% are below.
87.8% are above or equal to 4/26 close (16 days ago), 12.2% are below.
85.5% are above or equal to 4/25 close (17 days ago), 14.5% are below.
86.3% are above or equal to 4/24 close (18 days ago), 13.7% are below.
86.2% are above or equal to 4/23 close (19 days ago), 13.8% are below.
88.2% are above or equal to 4/22 close (20 days ago), 11.8% are below.
89.1% are above or equal to 4/19 close (21 days ago), 10.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 34.7% new highs, 2.2% new lows
21d: 34.7% new highs, 1.9% new lows
42d: 29.7% new highs, 1.7% new lows
63d: 26.7% new highs, 1.0% new lows
126d: 25.5% new highs, 0.7% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.1% above, 38.9% below
3-day: 77.0% above, 23.0% below
4-day: 74.2% above, 25.8% below
5-day: 73.8% above, 26.2% below
8-day: 77.5% above, 22.5% below
10-day: 78.4% above, 21.6% below
20-day: 86.5% above, 13.5% below
50-day: 84.1% above, 15.9% below
200-day: 85.7% above, 14.3% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 4.24% Top=MCP IAG WLT EGO PAAS KGC ABX AEM ….. STLD SLCA CCJ AA TRQ NUE FCX SCCO=Bottom (Metals & Mining)
ENER(101): 1.52% Top=HERO WPX SGY CRZO CHK KEG BBG DK ….. OKS MDU KMP RIG VNR IOC BWP HK=Bottom (Energy)
ELEC(52): 1.34% Top=TSL SCTY CSIQ FSLR SPWR WFR ATML CY ….. GRMN LLTC SWKS APH IPGP MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.93% Top=DDD JOY ATI CMI DCI WOR MTW ETN ….. PNR BWC MRC HON GE GNRC XYL MHK=Bottom (Manufacturing)
LEIS(29): 0.61% Top=MPEL BYI CZR H BYD MGM WYNN PNK ….. YUM WEN EAT TXRH WYN MAR DPZ DNKN=Bottom (Leisure)
FINA(77): 0.52% Top=PHH CSE USB COF STI WBS CG HBHC ….. ICE WU HCBK TCBI SCHW AMTD EFX APO=Bottom (Banks/Financials)
DISV(48): 0.34% Top=KBR ACTG PCLN R JEC RRD URS FLT ….. VRSK TMH V PAYX RHI HTZ URI ADT=Bottom (Diversified Services)
COSW(79): 0.30% Top=NTES SOHU TRIP BIDU DBD YELP SPLK SINA ….. CTSH INTU FB CERN TIBX TRLA VMW RHT=Bottom (Computer Software/Internet)
CHEM(30): 0.26% Top=TROX HUN CHMT MOS WPZ APD VAL MEOH ….. RPM ASH ROC EMN PPG SHW ALB AXLL=Bottom (Chemicals/Fertilizers)
MATE(30): 0.22% Top=FWLT MDR FLR BZH MTZ CVA MLM RSG ….. EXP DHI DAR RYL LEN SPF PHM MAS=Bottom (Materials & Construction)
CONS(54): 0.20% Top=PAY IRBT NUS ZQK PBI FNP AVP NWL ….. FBHS WHR MWV FL CHD PG KMB CTB=Bottom (Consumer)
RETA(66): 0.05% Top=JCP ARO LTD SKS SPLS CSTR MELI GES ….. DLTR LINTA KR VSI CPRT KMX BBBY SWY=Bottom (Retail & Specialty Retail)
INSU(41): 0.04% Top=MTG AFL RDN L MBI PGR ORI MMC ….. TRV CINF WSH BRO CLGX AHL AXS UNM=Bottom (Insurance)
REAL(81): -0.01% Top=BEE RLGY PEI CWH SLG WAC VTR AVB ….. MFA PMT SBY HST HTS TWO NCT ARR=Bottom (Real Estate)
HEAL(47): -0.05% Top=MAKO A BSX ALR BAX SIRO PODD ALGN ….. ESRX WCG AET BKD EW CNC THOR HCA=Bottom (Health)
TRAN(24): -0.16% Top=GLNG SWFT CNW FDX ODFL SAVE TRN JBHT ….. EXPD UNP CNI LUV UAL CP KSU ALK=Bottom (Transportation)
COHW(46): -0.16% Top=SSYS TMUS NIHD AAPL ARUN LXK MSI VIP ….. RVBD CSCO CIEN SNDK NTAP PANW RKUS SYNA=Bottom (Computer Hardware/Telecom)
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 12:40 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/