November 2009 Stock Market Analysis

It's that time again for an analysis of the stock market. Much of this analysis will be based upon a look at stocks in my stock database and crunching some numbers. Ready? Here we go!

Date of analysis: November 4, 2009
Total stocks in database: 3687

Performance Over Past 120 Days

• Number of stocks up: 2897 (79%)
• Number of stocks flat: 3 (0%)
• Number of stocks down: 787 (21%)
• Best performing stock: EPL +5806%
• Worst performing stock: CIT -92%

Performance Over Past 60 Days

• Number of stocks up: 2079(56%)
• Number of stocks flat: 20 (0%)
• Number of stocks down: 1588 (43%)
• Best performing stock: EPL +5806%
• Worst performing stock: CIT -80%

Performance Over Past 30 Days

• Number of stocks up: 1347 (36%)
• Number of stocks flat: 16 (0%)
• Number of stocks down: 2324(63%)
• Best performing stock: PZE +159%
• Worst performing stock: ETRM -92%

Share Price

• Number of stocks between $0 and $5: 752 (20%)
• Number of stocks between $5 and $25: 1733 (47%)
• Number of stocks between $25 and $100: 1155 (31%)
• Number of stocks between $100 and $1000: 43 (1%)

Stocks Farthest Above 200 Day Moving Average

• SBSA (162%)
• TLR (159%)
• EMMS (156%)
• EXXI (153%)
• SPDE (151%)
• CLZR (146%)

Stocks Farthest Below 200 Day Moving Average

• RPRX (-80%)
• LJPC (-79%)
• PCBC (-76%)
• CPF (-74%)
• ETRM (-72%)

Most Volatile Stock Past Week

In terms of intraday percent

• YRCW
• LJPC
• ETRM
• FTWR
• GTN

Stocks With The Greatest Dollar Intraday Range

Average true range one week

• BIDU ($16.87)
• EDC ($11.09)
• GOOG ($10.43)
• CME ($10.25)
• ISRG ($8.74)
• TYH ($7.57)
• RTP ($7.46)
• MA ($7.44)
• FSLR ($7.23)
• STRA ($6.75)
• FAS ($6.18)

Most Active Stocks

Average Volume last 30 days

• C (480,062,848)
• SPY (204,366,240)
• BAC (204,013,680)
• XLF (109,608,416)
• QQQQ (107,367,912)
• CIT (104,445,272)
• GE (96,529,152)
• FAZ (89,996,528)
• ETFC (87,889,536)
• EEM (85,765,384)
• F (81,691,728)
• INTC (73,003,208)
• MSFT (65,057,688)
• PFE (63,506,052)
• IWM (58,898,888)
• S (56,524,808
• FNM (51,009,860)
• WFC (56,524,808)
• SDS (49,942,800)

Now how can you use this data? If you are a frequent trader, it is well advised to trade stocks that have great liquidity. So you trade those issues that are the most active and have the greatest share volume. This way you lose less in slippage costs.

If you are a daytrader, use the "Stocks with the greatest intraday range" and try to pick off a few dollars here and there. Don't try to go for the entire daily range.

The stocks above and below the 200 moving average give you a sense of strength and weakness. You may look at the stocks well above the 200 SMA as short candidates and those well below the 200 SMA as long candidates.

Notice the trend the past 30, 60, and 90 days. You can see that the market is getting weaker.