Market Stats at 9:59 am ET http://daytrend.wordpress.com/category/market-stats/ $$
by daytrend on 20100331.
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Only liquid stocks are considered, now 810.
COMPARED TO YESTERDAY’S RANGE
7.0% of stocks are above yesterday’s high.
32.5% are above yesterday’s midpoint. (67.5% are below.)
65.2% are inside yesterday’s range.
27.8% are below yesterday’s low.
EVIDENCE OF INTRADAY TREND
41.6% of stocks are above today’s open. (55.7% are below).
21.1% of stocks are above today’s open and yesterday’s close.
51.9% are below both.
16.3% of stocks opened above yesterday’s close. (80.1% opened below yesterday’s close).
COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
39.4% are in the top half. (60.6% are in bottom half.)
24.1% are in the bottom 20%.
11.5% are in the bottom 10%.
GAIN
26.5% of stocks are above breakeven. (73.5% are below b/e.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.4% are down 3.5% or more.
76.0% are between +1% and -1%.
2-DAY RSI
5.8%….>=90. 12.7%…>=80. 37.3%…>=50. 23.3%…<20. 10.0%…<10.
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.0% above previous 1 highs, 27.8% below previous 1 lows
6.2% above previous 2 highs, 16.7% below previous 2 lows
5.7% above previous 3 highs, 12.0% below previous 3 lows
3.3% above previous 4 highs, 10.6% below previous 4 lows
3.0% above previous 5 highs, 8.6% below previous 5 lows
2.7% above previous 6 highs, 7.5% below previous 6 lows
1.5% above previous 10 highs, 4.2% below previous 10 lows
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
21d: 3.8% new highs, 2.2% new lows
42d: 3.3% new highs, 0.5% new lows
63d: 2.6% new highs, 0.4% new lows
126d: 2.3% new highs, 0.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 24.3% above, 75.7% below
3-day: 31.0% above, 69.0% below
4-day: 41.4% above, 58.6% below
5-day: 48.6% above, 51.4% below
8-day: 44.6% above, 55.4% below
10-day: 47.5% above, 52.5% below
20-day: 63.3% above, 36.7% below
50-day: 84.8% above, 15.2% below
NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Each Saturday I purge the oldest Market Stats posts from the blog, leaving only those from the previous week. All of the data is saved automatically in a spreadsheet, however.