Market Stats at 9:52 am ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
13.3% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
11.1% are below yesterday’s low.
75.7% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
29.3% of stocks with today’s low < yesterday’s low. (70.7% greater than).
EVIDENCE OF INTRADAY TREND
55.9% of stocks are above today’s open. (41.4% are below).
47.1% of stocks are above today’s open and yesterday’s close.
33.0% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.4% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
18.5% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
61.4% are in the top half. 38.6% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
6.0% are in the bottom 10%.
GAIN
57.9% of stocks are above yesterday’s close. (42.1% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
1.4% are up 3.5% or more. 0.3% are down 3.5% or more.
81.5% are between +1% and -1%.
RSI on DAILY
2-day: >=95:12.1%…>=90:19.7%…>=80:31.9%…>=50:66.4%…<=20:10.3%…<=10:4.6%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.8%…>=80:9.9%…>=50:82.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:2.5%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 11.1% below previous 1 lows
9.1% above previous 2 highs, 8.1% below previous 2 lows
8.5% above previous 3 highs, 5.0% below previous 3 lows
7.8% above previous 4 highs, 3.9% below previous 4 lows
7.2% above previous 5 highs, 3.7% below previous 5 lows
6.9% above previous 6 highs, 3.2% below previous 6 lows
6.7% above previous 7 highs, 2.7% below previous 7 lows
6.3% above previous 8 highs, 2.5% below previous 8 lows
6.1% above previous 9 highs, 2.2% below previous 9 lows
5.9% above previous 10 highs, 2.0% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.9% are above or equal to 5/21 close (1 days ago), 42.1% are below.
57.7% are above or equal to 5/20 close (2 days ago), 42.3% are below.
60.1% are above or equal to 5/17 close (3 days ago), 39.9% are below.
77.9% are above or equal to 5/16 close (4 days ago), 22.1% are below.
67.4% are above or equal to 5/15 close (5 days ago), 32.6% are below.
71.5% are above or equal to 5/14 close (6 days ago), 28.5% are below.
78.3% are above or equal to 5/13 close (7 days ago), 21.7% are below.
74.5% are above or equal to 5/10 close (8 days ago), 25.5% are below.
78.2% are above or equal to 5/9 close (9 days ago), 21.8% are below.
74.4% are above or equal to 5/8 close (10 days ago), 25.6% are below.
77.5% are above or equal to 5/7 close (11 days ago), 22.5% are below.
80.5% are above or equal to 5/6 close (12 days ago), 19.5% are below.
82.9% are above or equal to 5/3 close (13 days ago), 17.1% are below.
85.9% are above or equal to 5/2 close (14 days ago), 14.1% are below.
88.6% are above or equal to 5/1 close (15 days ago), 11.4% are below.
84.3% are above or equal to 4/30 close (16 days ago), 15.7% are below.
84.9% are above or equal to 4/29 close (17 days ago), 15.1% are below.
87.0% are above or equal to 4/26 close (18 days ago), 13.0% are below.
84.2% are above or equal to 4/25 close (19 days ago), 15.8% are below.
84.7% are above or equal to 4/24 close (20 days ago), 15.3% are below.
85.4% are above or equal to 4/23 close (21 days ago), 14.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 1.4% new lows
21d: 10.5% new highs, 1.3% new lows
42d: 9.8% new highs, 0.9% new lows
63d: 9.2% new highs, 0.5% new lows
126d: 8.7% new highs, 0.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.9% above, 44.1% below
3-day: 59.6% above, 40.4% below
4-day: 60.8% above, 39.2% below
5-day: 70.2% above, 29.8% below
8-day: 73.8% above, 26.2% below
10-day: 76.2% above, 23.8% below
20-day: 83.4% above, 16.6% below
50-day: 83.5% above, 16.5% below
200-day: 86.2% above, 13.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.37% Top=TOL HOV MDC MTH BZH SPF KBH DHI ….. CLH FLR CVA FWLT WM RSG MDR MLM=Bottom (Materials & Construction)
META(29): 1.30% Top=KGC WLT EGO IAG AEM RGLD GG ABX ….. CCJ ACI AA CLD STLD NUE SLCA MCP=Bottom (Metals & Mining)
RETA(66): 0.41% Top=SKS LOW KORS AEO HD JCP GES LL ….. ORLY DKS TJX BBY AAP JOSB AMZN TGT=Bottom (Retail & Specialty Retail)
HEAL(45): 0.32% Top=WCG THC CYH CNC ESRX UHS VOLC HMA ….. XRAY TMO UNH THOR ALR BSX MDT IRWD=Bottom (Health)
FINA(77): 0.27% Top=JPM WETF DFS AXP COF BAC CG BEN ….. BX CMA FITB OCN SCHW FSC EFX APO=Bottom (Banks/Financials)
TRAN(24): 0.20% Top=UAL ALK JBHT SWFT SAVE CP DAL TRN ….. LUV FDX CNI NSC JBLU KSU GLNG TDW=Bottom (Transportation)
CONS(55): 0.18% Top=CTB WHR OI SCSS DECK FNP RKT IRBT ….. UFS PBI FOSL NUS LULU SKX LF TPX=Bottom (Consumer)
ENER(100): 0.15% Top=PXD EGN WNR CHK WPX PWE DK CRZO ….. PBF OXY EOG HP KEG MUR CAM EPL=Bottom (Energy)
COHW(46): 0.10% Top=NTAP INFN AAPL ARUN FIO VSAT FNSR LVLT ….. VZ TDS ADTN TDC SSYS RKUS XLS NIHD=Bottom (Computer Hardware/Telecom)
ELEC(53): 0.05% Top=SCTY SPRD CREE CRUS CAVM INTC ATML TEL ….. NXPI TSL ADI ONNN SPWR APH CSIQ JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(80): 0.04% Top=TWO SBY DRH OHI NRF HST CUBE RHP ….. PDM AVB EQR BRE ARE CPT RWT NCT=Bottom (Real Estate)
DISV(47): 0.02% Top=CAR HTZ LRN AAN KBR TMH V VRSK ….. SBAC URS URI APOL HPY PCLN AL CXW=Bottom (Diversified Services)
MANU(40): 0.00% Top=DDD TEX MHK GE MTW SWK XYL AOS ….. DCI AME BWC DHR RS DE AGCO JOY=Bottom (Manufacturing)
CHEM(30): -0.00% Top=TROX CF CHMT ROC ALB SHW WPZ SIAL ….. CE CYT DOW EMN MOS AXLL POT MON=Bottom (Chemicals/Fertilizers)
INSU(41): -0.01% Top=MTG RDN BRO PRU CNO MET RGA LNC ….. RNR WSH CLGX AHL ACE AGO AFSI PGR=Bottom (Insurance)
LEIS(28): -0.03% Top=WYN KKD DPZ LVS MPEL SBUX HOT YUM ….. PENN BYD CMG MCD PNK RCL CZR CCL=Bottom (Leisure)
COSW(77): -0.04% Top=INTU EA TRIP RAX AWAY NOW GRPN BIDU ….. MSFT SOHU BR ANGI CVLT ORCL CTRX SWI=Bottom (Computer Software/Internet)
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 9:52 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/