Market Stats at 9:51 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.
CAUTION: Refresh the browser if the time on the top line of this post is not current.
IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
0.7% of stocks are above yesterday’s high.
3.8% are above yesterday’s midpoint. (96.2% are below.)
74.5% are below yesterday’s low.
24.8% are inside yesterday’s range.
1.0% of stocks with today’s high > yesterday’s high. (99.0% less than).
93.4% of stocks with today’s low < yesterday’s low. (6.6% greater than).
EVIDENCE OF INTRADAY TREND
42.4% of stocks are above today’s open. (56.6% are below).
6.0% of stocks are above today’s open and yesterday’s close.
55.3% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
7.9% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
17.2% are in the bottom 20%.
7.2% are in the bottom 10%.
GAIN
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.3% are up 4.5% or more. 0.9% are down 4.5% or more.
0.6% are up 3.5% or more. 3.0% are down 3.5% or more.
37.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.3%…>=90:0.3%…>=80:1.3%…>=50:6.2%…<=20:73.3%…<=10:43.5%…<=5:18.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:44.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
0.7% above previous 1 highs, 74.5% below previous 1 lows
0.6% above previous 2 highs, 68.8% below previous 2 lows
0.6% above previous 3 highs, 61.5% below previous 3 lows
0.5% above previous 4 highs, 51.2% below previous 4 lows
0.5% above previous 5 highs, 45.3% below previous 5 lows
0.5% above previous 6 highs, 38.9% below previous 6 lows
0.5% above previous 7 highs, 33.8% below previous 7 lows
0.3% above previous 8 highs, 28.6% below previous 8 lows
0.3% above previous 9 highs, 26.0% below previous 9 lows
0.3% above previous 10 highs, 23.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
7.9% are above or equal to 5/22 close (1 days ago), 92.1% are below.
5.2% are above or equal to 5/21 close (2 days ago), 94.8% are below.
8.8% are above or equal to 5/20 close (3 days ago), 91.2% are below.
15.1% are above or equal to 5/17 close (4 days ago), 84.9% are below.
33.3% are above or equal to 5/16 close (5 days ago), 66.7% are below.
26.0% are above or equal to 5/15 close (6 days ago), 74.0% are below.
32.1% are above or equal to 5/14 close (7 days ago), 67.9% are below.
44.9% are above or equal to 5/13 close (8 days ago), 55.1% are below.
41.7% are above or equal to 5/10 close (9 days ago), 58.3% are below.
49.3% are above or equal to 5/9 close (10 days ago), 50.7% are below.
46.4% are above or equal to 5/8 close (11 days ago), 53.6% are below.
51.8% are above or equal to 5/7 close (12 days ago), 48.2% are below.
57.5% are above or equal to 5/6 close (13 days ago), 42.5% are below.
63.2% are above or equal to 5/3 close (14 days ago), 36.8% are below.
71.6% are above or equal to 5/2 close (15 days ago), 28.4% are below.
76.1% are above or equal to 5/1 close (16 days ago), 23.9% are below.
69.6% are above or equal to 4/30 close (17 days ago), 30.4% are below.
73.0% are above or equal to 4/29 close (18 days ago), 27.0% are below.
75.5% are above or equal to 4/26 close (19 days ago), 24.5% are below.
73.3% are above or equal to 4/25 close (20 days ago), 26.7% are below.
74.9% are above or equal to 4/24 close (21 days ago), 25.1% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.7% new highs, 10.4% new lows
21d: 0.7% new highs, 9.8% new lows
42d: 0.6% new highs, 3.9% new lows
63d: 0.6% new highs, 3.0% new lows
126d: 0.3% new highs, 1.3% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.3% above, 92.7% below
3-day: 4.7% above, 95.3% below
4-day: 5.5% above, 94.5% below
5-day: 7.0% above, 93.0% below
8-day: 16.2% above, 83.8% below
10-day: 21.6% above, 78.4% below
20-day: 51.8% above, 48.2% below
50-day: 71.2% above, 28.8% below
200-day: 84.1% above, 15.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(45): -0.46% Top=HPQ ARRS WDC MSI WIN VSAT CTL S ….. PLCM AMX VIP SNDK FIO RKUS INFN NIHD=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.68% Top=VOLC HNT THOR EW XRAY DGX HLS HOLX ….. UHS ALGN HCA VAR THC CYH HMA IRWD=Bottom (Health)
META(29): -0.70% Top=KGC RGLD IAG EGO AUY GG NEM AEM ….. ACI STLD X FCX SCCO SLCA WLT CLF=Bottom (Metals & Mining)
DISV(46): -0.70% Top=LPS HPY MYGN PAYX ABCO ATHN VRSK HMSY ….. ACM GEO LOPE CAR RRD KBR AL CXW=Bottom (Diversified Services)
RETA(66): -0.76% Top=DLTR PETM GME FDO SKS BIG BBBY DG ….. AAP AEO MELI KORS NFLX SIG CAB LL=Bottom (Retail & Specialty Retail)
INSU(41): -0.95% Top=FNF MBI WRB BRO ACGL AFSI WSH PGR ….. MET ORI PL CNO PRU HIG GNW RDN=Bottom (Insurance)
COSW(77): -0.98% Top=DBD WDAY FB CNQR CVLT EA ATVI XRX ….. LNKD CRM TRLA NTES SFLY SINA YNDX SOHU=Bottom (Computer Software/Internet)
TRAN(24): -1.06% Top=EXPD LUV ALK CHRW JBLU AIRM FDX JBHT ….. TDW NSC GLNG CSX CNW TRN CP SWFT=Bottom (Transportation)
MANU(40): -1.18% Top=DOV ATU BWC PLL DE DCI ITW AGCO ….. JOY ATI TEX SWK RS PPO MTW DDD=Bottom (Manufacturing)
MATE(29): -1.27% Top=RSG FAST WCN WM PWR CVA CLH RYL ….. DHI BZH MAS MDR PHM SPF EXP MTZ=Bottom (Materials & Construction)
CONS(56): -1.37% Top=PBI PAY CHD AVY EL ECL PG CL ….. IRBT TUP LF OI HBI DECK BERY RL=Bottom (Consumer)
CHEM(29): -1.37% Top=MON SIAL RPM PX TROX AGU SHW CYT ….. AXLL GRA DOW MEOH CHMT DD HUN CE=Bottom (Chemicals/Fertilizers)
ELEC(53): -1.42% Top=INVN NVDA SNPS DLB CSIQ APH UTEK SCTY ….. MRVL IPGP WFR ONNN JASO SPWR CRUS SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): -1.44% Top=DPZ EXPE HOT MAR DRI TXRH MCD KKD ….. CZR WEN BYD EAT LVS WYNN MGM MPEL=Bottom (Leisure)
FINA(76): -1.60% Top=HCBK BBT BNS FITB FSC CBOE FRC TCBI ….. GS RJF OCN BX OZM APO KKR WETF=Bottom (Banks/Financials)
ENER(100): -1.92% Top=EGN CVX XEC CRK XOM UPL OKS VNR ….. APA NFX PDCE GPOR DK PTEN PBF AREX=Bottom (Energy)
REAL(81): -2.01% Top=CLI BXP DLR CWH BRE EXR PMT EDR ….. HCN MPW GGP SNH WAC NNN O OHI=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 9:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/