Market Stats at 9:38 am ET
by daytrend on 20120521. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 825.
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I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.
COMPARED TO YESTERDAY’S RANGE
3.3% of stocks are above yesterday’s high.
28.0% are above yesterday’s midpoint. (72.0% are below.)
8.1% are below yesterday’s low.
88.6% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).
EVIDENCE OF INTRADAY TREND
58.7% of stocks are above today’s open. (38.4% are below).
55.9% of stocks are above today’s open and yesterday’s close.
21.7% are below both.
75.2% of stocks opened above yesterday’s close. (18.5% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
20.4% of stocks are in the top 10% of today’s range.
31.6% are in the top 20%.
62.3% are in the top half. 37.7% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
6.1% are in the bottom 10%.
GAIN
75.5% of stocks are above yesterday’s close. (24.5% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.5% are up 3.5% or more. 0.4% are down 3.5% or more.
74.3% are between +1% and -1%.
RSI on DAILY
2-day: >=95:0.1%…>=90:1.0%…>=80:2.9%…>=50:17.5%…<=20:40.8%…<=10:27.0%…<=5:18.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:4.2%…<=20:23.5%…<=10:1.5%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:5.3%…<=20:6.4%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.3% above previous 1 highs, 8.1% below previous 1 lows
0.7% above previous 2 highs, 8.0% below previous 2 lows
0.6% above previous 3 highs, 8.0% below previous 3 lows
0.5% above previous 4 highs, 8.0% below previous 4 lows
0.5% above previous 5 highs, 7.9% below previous 5 lows
0.4% above previous 6 highs, 7.9% below previous 6 lows
0.2% above previous 7 highs, 7.9% below previous 7 lows
0.1% above previous 8 highs, 7.5% below previous 8 lows
0.0% above previous 9 highs, 7.5% below previous 9 lows
0.0% above previous 10 highs, 7.5% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.5% are above or equal to 5/18 close (1 days ago), 24.5% are below.
33.2% are above or equal to 5/17 close (2 days ago), 66.8% are below.
9.0% are above or equal to 5/16 close (3 days ago), 91.0% are below.
8.5% are above or equal to 5/15 close (4 days ago), 91.5% are below.
7.2% are above or equal to 5/14 close (5 days ago), 92.8% are below.
4.5% are above or equal to 5/11 close (6 days ago), 95.5% are below.
4.2% are above or equal to 5/10 close (7 days ago), 95.8% are below.
5.1% are above or equal to 5/9 close (8 days ago), 94.9% are below.
6.3% are above or equal to 5/8 close (9 days ago), 93.7% are below.
5.5% are above or equal to 5/7 close (10 days ago), 94.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.1% new highs, 13.9% new lows
21d: 0.1% new highs, 13.9% new lows
42d: 0.1% new highs, 12.5% new lows
63d: 0.1% new highs, 10.4% new lows
126d: 0.1% new highs, 3.2% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.8% above, 26.2% below
3-day: 43.5% above, 56.5% below
4-day: 17.5% above, 82.5% below
5-day: 12.0% above, 88.0% below
8-day: 5.5% above, 94.5% below
10-day: 4.7% above, 95.3% below
20-day: 3.5% above, 96.5% below
50-day: 10.1% above, 89.9% below
200-day: 44.1% above, 55.9% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(100): 1.42% Top=GDP CLR NBR KOG DNR BAS CIE HOS ….. MWE CLMT INT EPD IOC CVI BPL KMI=Bottom (Energy)
META(30): 1.19% Top=NEM PAAS AUQ AEM KGC ACI GG EGO ….. FCX NUE BTU GSM HSC CLD AKS MCP=Bottom (Metals & Mining)
MANU(37): 1.01% Top=XYL PCP JOY TEX BWC MTW AGCO CRS ….. ITW WTS AVY GE GDI PNR PPO ETN=Bottom (Manufacturing)
CHEM(27): 0.82% Top=CYT CF AGU MOS APD FMC POT PX ….. EMN MEOH SIAL CE ALB GRA SMG HUN=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.59% Top=TDW CP LCC SWFT UAL LUV TRN KSU ….. ALK EXPD KEX CNI FDX CHRW TK GLNG=Bottom (Transportation)
ELEC(55): 0.53% Top=TSL ARMH AMD IRF SNDK MRVL CAVM ITRI ….. SNPS SPRD INTC IPGP MXIM INVN FSLR SLAB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.40% Top=CIEN RVBD AAPL ARUN WDC QCOM FIO JNPR ….. NTGR LVLT LEAP RIMM IBM SYNA APKT NTAP=Bottom (Computer Hardware/Telecom)
MATE(27): 0.40% Top=USG MDR MAS MDC TOL FAST LEN RYL ….. SHW OC WCN PHM MLM MDU EXP SHAW=Bottom (Materials & Construction)
CONS(57): 0.39% Top=PBI TWI SCSS TPX PVH UA SKX FBHS ….. TUP PG ENR JAH HAS FNP MAT AVP=Bottom (Consumer)
HEAL(48): 0.39% Top=WAT HCA ABMD STJ TMO ALGN ESRX EW ….. NUVA HUM WCG LNCR RMD BKD HMA DVA=Bottom (Health)
LEIS(25): 0.36% Top=GET HOT PCLN SBUX WYN MAR DNKN YUM ….. DPZ EAT LTM LVS ARCO MPEL WYNN VAC=Bottom (Leisure)
DISV(41): 0.31% Top=MYGN MA HTZ URI TYC AH URS MAN ….. ULTA RCII SAI RRD PAYX CAR DV CACI=Bottom (Diversified Services)
REAL(63): 0.31% Top=NCT CIT HST BAM STWD BRE TWO DEI ….. LHO HR BMR DFT KRC BPO DLR CBL=Bottom (Real Estate)
RETA(72): 0.12% Top=AEO GNC SWY FL ANF KORS URBN EBAY ….. MW HD BBY NFLX ROST DANG ARO LOW=Bottom (Retail & Specialty Retail)
COSW(73): 0.02% Top=WWWW ACOM DNB SFLY VMW ARBA CTXS ORCL ….. SOHU INTU SINA CRM GRPN YNDX LNKD ZNGA=Bottom (Computer Software/Internet)
INSU(35): -0.00% Top=AIG LNC PL AGO SLF WSH AFL AON ….. CINF RGA TMK RE VR FNF CLGX HIG=Bottom (Insurance)
FINA(68): -0.10% Top=LPLA CSE HBHC FHN FRC EFX KKR SLM ….. FII BX BAC FNFG WFC MS BLK JPM=Bottom (Banks/Financials)
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 9:38 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/
