Market Stats at 3:25 pm ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE
27.2% of stocks are above yesterday’s high.
55.7% are above yesterday’s midpoint. (44.3% are below.)
14.3% are below yesterday’s low.
58.5% are inside yesterday’s range.
63.4% of stocks with today’s high > yesterday’s high. (36.6% less than).
25.1% of stocks with today’s low < yesterday’s low. (74.9% greater than).
EVIDENCE OF INTRADAY TREND
42.4% of stocks are above today’s open. (56.5% are below).
41.8% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
20.2% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
27.1% are in the top half. 72.9% of stocks are in the bottom half of today’s range.
28.2% are in the bottom 20%.
8.2% are in the bottom 10%.
GAIN
71.1% of stocks are above yesterday’s close. (28.9% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
56.2% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.0%…>=90:11.8%…>=80:25.7%…>=50:66.1%…<=20:7.3%…<=10:2.6%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:50.7%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.2% above previous 1 highs, 14.3% below previous 1 lows
25.2% above previous 2 highs, 4.0% below previous 2 lows
20.0% above previous 3 highs, 3.5% below previous 3 lows
18.0% above previous 4 highs, 3.0% below previous 4 lows
13.0% above previous 5 highs, 3.0% below previous 5 lows
12.4% above previous 6 highs, 2.7% below previous 6 lows
12.2% above previous 7 highs, 1.8% below previous 7 lows
11.7% above previous 8 highs, 1.8% below previous 8 lows
9.9% above previous 9 highs, 1.8% below previous 9 lows
9.1% above previous 10 highs, 1.8% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.1% are above or equal to 6/14 close (1 days ago), 28.9% are below.
50.5% are above or equal to 6/13 close (2 days ago), 49.5% are below.
82.3% are above or equal to 6/12 close (3 days ago), 17.7% are below.
65.0% are above or equal to 6/11 close (4 days ago), 35.0% are below.
39.6% are above or equal to 6/10 close (5 days ago), 60.4% are below.
41.8% are above or equal to 6/7 close (6 days ago), 58.2% are below.
59.9% are above or equal to 6/6 close (7 days ago), 40.1% are below.
71.0% are above or equal to 6/5 close (8 days ago), 29.0% are below.
54.8% are above or equal to 6/4 close (9 days ago), 45.2% are below.
45.5% are above or equal to 6/3 close (10 days ago), 54.5% are below.
46.7% are above or equal to 5/31 close (11 days ago), 53.3% are below.
32.4% are above or equal to 5/30 close (12 days ago), 67.6% are below.
39.6% are above or equal to 5/29 close (13 days ago), 60.4% are below.
32.2% are above or equal to 5/28 close (14 days ago), 67.8% are below.
40.1% are above or equal to 5/24 close (15 days ago), 59.9% are below.
38.2% are above or equal to 5/23 close (16 days ago), 61.8% are below.
37.4% are above or equal to 5/22 close (17 days ago), 62.6% are below.
27.0% are above or equal to 5/21 close (18 days ago), 73.0% are below.
28.3% are above or equal to 5/20 close (19 days ago), 71.7% are below.
31.2% are above or equal to 5/17 close (20 days ago), 68.8% are below.
37.3% are above or equal to 5/16 close (21 days ago), 62.7% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.0% new highs, 3.5% new lows
21d: 6.8% new highs, 3.4% new lows
42d: 6.0% new highs, 1.6% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 5.1% new highs, 0.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.0% above, 30.0% below
3-day: 59.1% above, 40.9% below
4-day: 71.2% above, 28.8% below
5-day: 68.7% above, 31.3% below
8-day: 57.2% above, 42.8% below
10-day: 59.0% above, 41.0% below
20-day: 42.0% above, 58.0% below
50-day: 57.0% above, 43.0% below
200-day: 77.4% above, 22.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.31% Top=CSIQ TSL APH SPRD GRMN CY MRVL AMAT ….. KLAC SWKS LRCX IPGP FCS SCTY INVN VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(89): 1.31% Top=CRZO EXXI RRC UPL NBR PXD FTI HP ….. MPC PBF IOC ETE HFC DK EVEP WNR=Bottom (Energy)
COSW(70): 1.00% Top=SFLY TRLA GWRE RAX SINA EA YELP YNDX ….. DNB CTRX SYMC TSS RHT LNKD AWAY BIDU=Bottom (Computer Software/Internet)
MATE(27): 0.98% Top=SPF WM TOL OC PHM CVA MTH MDC ….. BZH CLH LEN RSG RYN FWLT FAST MDR=Bottom (Materials & Construction)
FINA(76): 0.88% Top=LAZ ICE WETF EVR SEIC BX SCHW CME ….. CG WU KKR EFX FHN AINV ACAS OCN=Bottom (Banks/Financials)
INSU(38): 0.82% Top=WSH MTG PRU UNM AXS MET GNW LNC ….. L AFL ORI VR FNF MBI AIG CLGX=Bottom (Insurance)
LEIS(27): 0.70% Top=PNK BLMN BKW BYD MPEL WYNN EXPE LVS ….. MCD WEN EAT MAR KKD DPZ CCL JACK=Bottom (Leisure)
CONS(52): 0.56% Top=KS FBHS SCSS EL ECL HAR AVP RL ….. COH MAT CROX TWI DECK NWL GT LULU=Bottom (Consumer)
RETA(69): 0.54% Top=NFLX BIG FIVE SPLS DANG DLTR LL GNC ….. ASNA URBN PETM HD ROST TJX GME ARO=Bottom (Retail & Specialty Retail)
HEAL(43): 0.51% Top=PKI ALGN ZMH BDX ESRX AET XRAY HUM ….. MR BCR HLS CYH UHS SIRO HCA THC=Bottom (Health)
DISV(43): 0.27% Top=Z RHI PAYX HPY VRSK PCLN JEC BLOX ….. GEO ACTG RCII SBAC VNTV APOL URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.25% Top=FMC DD EMN PPG CHMT CYT ROC WPZ ….. SIAL DOW SHW CE ASH HUN MON IPI=Bottom (Chemicals/Fertilizers)
META(26): -0.00% Top=AEM CCJ IAG KGC SLW SLCA NEM GG ….. RGLD CNX CLF SWC MCP WLT X ANR=Bottom (Metals & Mining)
MANU(37): -0.01% Top=ROP MHK DDD HON ATI DHR DRC PLL ….. MRC PCP PPO JOY PNR AME MTW TEX=Bottom (Manufacturing)
COHW(41): -0.25% Top=SNDK SSYS CSCO NTAP HPQ ARRS WDC QCOM ….. TDC SYNA NIHD WIN INFN BRCD PLCM FIO=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.26% Top=TDW SAVE AIRM EXPD UPS CHRW WAB GLNG ….. CP ODFL UNP FDX KSU ALK UAL SWFT=Bottom (Transportation)
REAL(80): -0.38% Top=RLGY BAM CUBE CWH EXR RHP VTR DRE ….. O RWT CYS IVR HTS TWO NLY SBY=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 3:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/