daytrend

01/27/2012

Filed under: Market Stats — daytrend @ 1:40 pm

Market Stats at 1:39 pm ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
11.9% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
15.0% are below yesterday’s low.
73.1% are inside yesterday’s range.
19.3% of stocks with today’s high > yesterday’s high. (80.8% less than).
55.6% of stocks with today’s low < yesterday’s low. (44.4% greater than).

EVIDENCE OF INTRADAY TREND
76.8% of stocks are above today’s open. (22.0% are below).
59.4% of stocks are above today’s open and yesterday’s close.
20.8% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.9% of stocks are in the top 10% of today’s range.
40.4% are in the top 20%.
71.5% are in the top half . 28.5% of stocks are in the bottom half of today’s range.
6.6% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
62.4% of stocks are above yesterday’s close. (37.6% are below.)
3.4% are up 4.5% or more. 1.1% are down 4.5% or more.
5.3% are up 3.5% or more. 1.5% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.3%…>=90:17.6%…>=80:27.6%…>=50:57.4%…<=20:14.4%…<=10:7.0%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.6%…>=80:9.6%…>=50:79.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:82.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.9% above previous 1 highs, 15.0% below previous 1 lows
10.9% above previous 2 highs, 7.6% below previous 2 lows
10.3% above previous 3 highs, 5.6% below previous 3 lows
9.3% above previous 4 highs, 5.5% below previous 4 lows
9.0% above previous 5 highs, 4.9% below previous 5 lows
8.8% above previous 6 highs, 4.4% below previous 6 lows
8.5% above previous 7 highs, 3.3% below previous 7 lows
8.3% above previous 8 highs, 2.8% below previous 8 lows
8.1% above previous 9 highs, 2.1% below previous 9 lows
8.1% above previous 10 highs, 2.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.8% new highs, 3.5% new lows
21d: 11.8% new highs, 3.4% new lows
42d: 10.1% new highs, 0.5% new lows
63d: 7.6% new highs, 0.4% new lows
126d: 4.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.8% above, 39.2% below
3-day: 47.8% above, 52.3% below
4-day: 54.3% above, 45.8% below
5-day: 58.5% above, 41.5% below
8-day: 63.1% above, 36.9% below
10-day: 71.1% above, 28.9% below
20-day: 79.0% above, 21.0% below
50-day: 84.8% above, 15.2% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(34): 1.90% Top=HSC EGO ANR PCX SSRI AEM MCP PAAS ….. CLD ACI UXG AA SCCO FCX TIE CLF=Bottom (Metals & Mining)
CHEM(28): 1.36% Top=HUN EMN ROC CF OLN CE POT IPI ….. APD WPZ SMG SIAL DOW PX FTK MON=Bottom (Chemicals/Fertilizers)
ELEC(55): 1.25% Top=CPHD FSLR TSL RFMD QLGC KLAC OVTI FSL ….. SPRD AMAT TEL LSI MOLX PLXS CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(59): 1.18% Top=INFA BSFT QLIK SFLY BIDU TIBX BYI TTWO ….. ADBE FFIV ADP TRI IRM MSFT YNDX ARBA=Bottom (Computer Software/Internet)
TRAN(25): 1.10% Top=UAL LCC JBHT DAL SWFT LUV NAT SAVE ….. FDX CNW CSX TDW KEX EXPD NSC CHRW=Bottom (Transportation)
HEAL(50): 0.95% Top=RMD WCG AGP HNT CNC CYH CI HRC ….. XRAY BSX LIFE MDT CFN ESRX VAR HCA=Bottom (Health)
ENER(95): 0.86% Top=GDP BAS SPN WNR KEG HFC SGY HAL ….. EGN WMB KMI PXD CVX EPD OAS KMP=Bottom (Energy)
MANU(34): 0.69% Top=MTW TKR AOS TEX ATU ETN WWD DOV ….. CMI PLL EMR ITW ROK AVY ATI SWK=Bottom (Manufacturing)
CONS(51): 0.38% Top=WMS NWL UA SCSS HBI LULU DECK OI ….. PG KMB CL ENR HAR LEG BMS FOSL=Bottom (Consumer)
RETA(69): 0.34% Top=PIR NFLX DANG ANF ANN PSS M CSTR ….. BIG GME ROST TGT BID SHLD KMX AN=Bottom (Retail & Specialty Retail)
DISV(37): 0.17% Top=ESI VPRT CAR HTZ LPS SBAC WTW URS ….. TSS ACTG MCO PAYX SAI MAN DV RHI=Bottom (Diversified Services)
FINA(78): 0.03% Top=SIVB SF GS HBAN ZION WDR KEY RF ….. EV AMP DFS HCBK TROW HBHC LM FII=Bottom (Banks/Financials)
REAL(62): 0.00% Top=OFC TWO DRE KRC CBL CBG SUI CPT ….. HTS SNH NNN AIV DDR HPT BPO KIM=Bottom (Real Estate)
MATE(26): -0.05% Top=USG TOL KBH FLR PWR RSG MAS MDR ….. FWLT SHW LPX WCN CX MTH MDC RYL=Bottom (Materials & Construction)
INSU(32): -0.10% Top=ORI AGO PRU MET TMK PL LNC MBI ….. WSH CINF BRO TRV ACGL WRB ACE CB=Bottom (Insurance)
LEIS(23): -0.16% Top=EXPE HOT LVS YUM CAKE MTN PCLN CMG ….. MCD WEN DNKN WYN DRI MPEL BYD SBUX=Bottom (Leisure)
COHW(42): -0.30% Top=CCOI CCI LXK RIMM NIHD FIO AMT ARUN ….. CSCO BRCD CIEN LEAP JNPR JDSU FNSR RVBD=Bottom (Computer Hardware/Telecom)

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 1:39 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:09 pm

Market Stats at 1:08 pm ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
9.6% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
19.5% are below yesterday’s low.
70.9% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
55.5% of stocks with today’s low < yesterday’s low. (44.5% greater than).

EVIDENCE OF INTRADAY TREND
68.9% of stocks are above today’s open. (29.5% are below).
51.9% of stocks are above today’s open and yesterday’s close.
27.6% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.2% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
59.5% are in the top half . 40.5% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
55.0% of stocks are above yesterday’s close. (45.0% are below.)
2.9% are up 4.5% or more. 1.3% are down 4.5% or more.
4.5% are up 3.5% or more. 1.8% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.6%…>=90:16.0%…>=80:23.6%…>=50:53.3%…<=20:18.5%…<=10:8.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.8%…>=80:9.0%…>=50:77.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:81.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.6% above previous 1 highs, 19.5% below previous 1 lows
8.6% above previous 2 highs, 9.8% below previous 2 lows
8.0% above previous 3 highs, 6.8% below previous 3 lows
7.5% above previous 4 highs, 6.1% below previous 4 lows
7.4% above previous 5 highs, 5.5% below previous 5 lows
7.1% above previous 6 highs, 4.8% below previous 6 lows
6.8% above previous 7 highs, 3.8% below previous 7 lows
6.8% above previous 8 highs, 3.3% below previous 8 lows
6.6% above previous 9 highs, 2.6% below previous 9 lows
6.5% above previous 10 highs, 2.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 3.4% new lows
21d: 11.1% new highs, 3.3% new lows
42d: 9.5% new highs, 0.5% new lows
63d: 7.4% new highs, 0.4% new lows
126d: 4.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.9% above, 46.1% below
3-day: 41.0% above, 59.0% below
4-day: 49.9% above, 50.1% below
5-day: 53.9% above, 46.1% below
8-day: 60.3% above, 39.8% below
10-day: 68.4% above, 31.6% below
20-day: 77.6% above, 22.4% below
50-day: 84.0% above, 16.0% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(34): 1.65% Top=HSC EGO SSRI ANR AEM PCX MCP PAAS ….. CLD ACI UXG FCX AA SCCO TIE CLF=Bottom (Metals & Mining)
ELEC(55): 1.18% Top=CPHD FSLR TSL QLGC RFMD KLAC OVTI TER ….. MCHP TEL AMAT SPRD MOLX PLXS CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 1.17% Top=HUN EMN ROC CF OLN CE POT IPI ….. WPZ APD SMG SIAL DOW PX MON FTK=Bottom (Chemicals/Fertilizers)
COSW(59): 1.00% Top=INFA BSFT QLIK SFLY BIDU TIBX TTWO BYI ….. ADSK IGT TRI ADP IRM MSFT YNDX ARBA=Bottom (Computer Software/Internet)
TRAN(25): 0.87% Top=UAL LCC JBHT SWFT DAL LUV SAVE NAT ….. FDX JBLU CSX KEX TDW NSC EXPD CHRW=Bottom (Transportation)
HEAL(50): 0.69% Top=RMD WCG AGP HNT CYH CNC CI HRC ….. CVD BSX HLS LIFE CFN ESRX VAR HCA=Bottom (Health)
ENER(95): 0.59% Top=GDP BAS SPN WNR CVI HAL CIE HFC ….. EGN PXD CRK KMI CVX EPD OAS KMP=Bottom (Energy)
MANU(34): 0.52% Top=MTW TKR AOS TEX ATU ETN DOV GTI ….. ITW PLL RS CAT AVY MHK SWK ATI=Bottom (Manufacturing)
CONS(51): 0.14% Top=WMS NWL UA LULU HBI DECK SCSS PAY ….. ENR PG CL IP BMS HAR LEG FOSL=Bottom (Consumer)
RETA(69): 0.09% Top=PIR NFLX DANG ANF PSS CSTR ANN WSM ….. GME TGT ROST AEO SHLD BID KMX AN=Bottom (Retail & Specialty Retail)
REAL(62): -0.14% Top=DRE TWO KRC CBL BMR OFC CBG SUI ….. DDR HTS BAM BPO NNN AIV HPT KIM=Bottom (Real Estate)
DISV(37): -0.21% Top=ESI SBAC HTZ CAR LPS URS WTW MELI ….. ATHN APOL PAYX SAI ACTG MAN DV RHI=Bottom (Diversified Services)
FINA(78): -0.24% Top=SIVB SF FNFG GS HBAN ZION BXS WFC ….. DFS EV HCBK AMP TROW HBHC LM FII=Bottom (Banks/Financials)
LEIS(23): -0.40% Top=EXPE LVS HOT YUM PCLN MGM MTN CAKE ….. MCD DNKN WYN DRI BYD SBUX MPEL WEN=Bottom (Leisure)
INSU(32): -0.44% Top=ORI AGO PRU LNC TMK MET PL MBI ….. WSH BRO CINF TRV WRB ACGL ACE CB=Bottom (Insurance)
MATE(26): -0.45% Top=USG TOL FLR PWR DHI RSG KBH SHAW ….. PHM MTZ MTH SHW WCN LPX MDC RYL=Bottom (Materials & Construction)
COHW(42): -0.54% Top=CCI CCOI RIMM LXK NIHD AMT EQIX MSI ….. CSCO LEAP BRCD CIEN JNPR JDSU FNSR RVBD=Bottom (Computer Hardware/Telecom)

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 1:08 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:10 pm

Market Stats at 12:10 pm ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
7.6% of stocks are above yesterday’s high.
29.8% are above yesterday’s midpoint. (70.3% are below.)
22.6% are below yesterday’s low.
69.8% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.8% less than).
54.6% of stocks with today’s low < yesterday’s low. (45.4% greater than).

EVIDENCE OF INTRADAY TREND
65.0% of stocks are above today’s open. (33.8% are below).
45.0% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.6% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
50.5% are in the top half . 49.5% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
2.6% are up 4.5% or more. 1.0% are down 4.5% or more.
3.6% are up 3.5% or more. 1.8% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.5%…>=90:12.9%…>=80:20.3%…>=50:49.1%…<=20:19.3%…<=10:8.6%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.9%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:80.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.6% above previous 1 highs, 22.6% below previous 1 lows
6.6% above previous 2 highs, 11.0% below previous 2 lows
6.5% above previous 3 highs, 7.2% below previous 3 lows
6.0% above previous 4 highs, 6.6% below previous 4 lows
5.9% above previous 5 highs, 6.1% below previous 5 lows
5.4% above previous 6 highs, 4.9% below previous 6 lows
5.4% above previous 7 highs, 3.8% below previous 7 lows
5.4% above previous 8 highs, 3.4% below previous 8 lows
5.4% above previous 9 highs, 2.9% below previous 9 lows
5.4% above previous 10 highs, 2.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.4% new highs, 3.1% new lows
21d: 10.4% new highs, 3.0% new lows
42d: 8.9% new highs, 0.4% new lows
63d: 6.8% new highs, 0.3% new lows
126d: 4.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.3% above, 53.8% below
3-day: 35.8% above, 64.3% below
4-day: 47.0% above, 53.0% below
5-day: 51.0% above, 49.0% below
8-day: 58.1% above, 41.9% below
10-day: 66.3% above, 33.8% below
20-day: 76.8% above, 23.3% below
50-day: 84.1% above, 15.9% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(34): 1.35% Top=HSC SSRI EGO AEM MCP ANR AUY PAAS ….. UXG JRCC X AA SCCO CNX TIE CLF=Bottom (Metals & Mining)
CHEM(28): 1.07% Top=HUN EMN ROC OLN CF POT CE MOS ….. PPG APD SMG SIAL DOW PX MON FTK=Bottom (Chemicals/Fertilizers)
ELEC(55): 0.92% Top=CPHD FSLR QLGC TSL RFMD KLAC TER OVTI ….. AMAT LSI IPGP PLXS MOLX SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.88% Top=UAL LCC JBHT DAL SWFT SAVE LUV KSU ….. CSX TDW KEX FDX NSC EXPD CNW CHRW=Bottom (Transportation)
COSW(59): 0.81% Top=INFA BSFT QLIK SFLY TIBX PMTC BIDU TTWO ….. TRI ADP ADSK IRM MSFT CPWR YNDX ARBA=Bottom (Computer Software/Internet)
HEAL(50): 0.45% Top=RMD AGP WCG CYH HNT CNC HRC CI ….. LIFE HLS CFN XRAY HCA VAR ESRX CVD=Bottom (Health)
ENER(95): 0.40% Top=GDP BAS SPN HFC CIE CVI HAL WNR ….. WMB KMI NR EGN EPD CVX OAS KMP=Bottom (Energy)
MANU(34): 0.24% Top=MTW TKR AOS TEX ATU DOV GTI WWD ….. ROK CMI MHK CAT PCP RS ATI SWK=Bottom (Manufacturing)
CONS(51): 0.07% Top=WMS NWL UA HBI LULU CROX PKG TPX ….. BMS CRI CL ENR WWW HAR LEG FOSL=Bottom (Consumer)
RETA(69): -0.18% Top=PIR NFLX DANG ANF CSTR ANN GNC FL ….. GES GME AEO KR ROST KMX AN BID=Bottom (Retail & Specialty Retail)
FINA(78): -0.29% Top=SIVB SF GS FNFG KCG ZION WDR BXS ….. AMP TROW DFS EV HCBK HBHC FII LM=Bottom (Banks/Financials)
DISV(37): -0.37% Top=SBAC HTZ CAR ESI WTW URS MELI HMSY ….. ACTG MCO SAI APOL PAYX MAN RHI DV=Bottom (Diversified Services)
REAL(62): -0.38% Top=TWO DRE CBL KRC DCT CBG SUI IVR ….. MAC HTS DDR AIV BPO HPT NNN KIM=Bottom (Real Estate)
INSU(32): -0.44% Top=ORI AGO PRU LNC GNW TMK FNF MET ….. BRO CINF TRV HIG WRB ACGL ACE CB=Bottom (Insurance)
COHW(42): -0.52% Top=CCI CCOI RIMM NIHD LXK PCS AMT TDC ….. QCOM CSCO BRCD CIEN JNPR FNSR JDSU RVBD=Bottom (Computer Hardware/Telecom)
MATE(26): -0.53% Top=USG DHI KBH TOL FLR RSG PWR PHM ….. LPX SHW LEN CX WCN MTH MDC RYL=Bottom (Materials & Construction)
LEIS(23): -0.71% Top=EXPE LVS HOT MTN YUM PCLN DPZ CAKE ….. EAT DNKN WYN DRI MPEL BYD SBUX WEN=Bottom (Leisure)

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 12:10 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:30 am

Market Stats at 11:29 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
9.1% of stocks are above yesterday’s high.
34.9% are above yesterday’s midpoint. (65.1% are below.)
13.4% are below yesterday’s low.
77.5% are inside yesterday’s range.
16.3% of stocks with today’s high > yesterday’s high. (83.8% less than).
52.4% of stocks with today’s low < yesterday’s low. (47.6% greater than).

EVIDENCE OF INTRADAY TREND
74.5% of stocks are above today’s open. (24.4% are below).
58.1% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
10.5% of stocks opened above yesterday’s close. (85.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.5% of stocks are in the top 10% of today’s range.
37.6% are in the top 20%.
70.0% are in the top half . 30.0% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
61.8% of stocks are above yesterday’s close. (38.2% are below.)
1.8% are up 4.5% or more. 0.8% are down 4.5% or more.
4.3% are up 3.5% or more. 1.5% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.9%…>=90:15.3%…>=80:23.8%…>=50:56.4%…<=20:13.8%…<=10:6.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:8.3%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:82.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.1% above previous 1 highs, 13.4% below previous 1 lows
7.8% above previous 2 highs, 6.6% below previous 2 lows
7.4% above previous 3 highs, 4.5% below previous 3 lows
6.9% above previous 4 highs, 4.1% below previous 4 lows
6.9% above previous 5 highs, 3.5% below previous 5 lows
6.4% above previous 6 highs, 3.1% below previous 6 lows
6.3% above previous 7 highs, 2.5% below previous 7 lows
6.3% above previous 8 highs, 2.4% below previous 8 lows
6.1% above previous 9 highs, 2.1% below previous 9 lows
6.1% above previous 10 highs, 2.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.9% new highs, 3.1% new lows
21d: 9.9% new highs, 3.0% new lows
42d: 8.4% new highs, 0.4% new lows
63d: 6.5% new highs, 0.3% new lows
126d: 4.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.9% above, 40.1% below
3-day: 43.9% above, 56.1% below
4-day: 52.8% above, 47.3% below
5-day: 57.0% above, 43.0% below
8-day: 63.5% above, 36.5% below
10-day: 69.6% above, 30.4% below
20-day: 78.6% above, 21.4% below
50-day: 84.1% above, 15.9% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.40% Top=HUN EMN ROC POT OLN CF CYT MOS ….. PPG FTK APD DOW SMG SIAL MON PX=Bottom (Chemicals/Fertilizers)
META(34): 1.34% Top=HSC EGO MCP AUY AEM SSRI ANR PAAS ….. ACI SXC NUE SCCO X TIE CNX CLF=Bottom (Metals & Mining)
ELEC(55): 1.18% Top=CPHD FSLR RFMD TSL KLAC QLGC OVTI NXPI ….. TEL IPGP ATML PLXS MOLX CAVM SPRD CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 1.08% Top=UAL LCC JBHT DAL SWFT LUV KSU NAT ….. CSX KEX TDW NSC EXPD FDX CHRW CNW=Bottom (Transportation)
COSW(59): 0.95% Top=INFA QLIK BSFT PMTC SFLY BYI TIBX ACOM ….. VRSN MSFT QSII FFIV CPWR IRM YNDX ARBA=Bottom (Computer Software/Internet)
HEAL(50): 0.73% Top=RMD CYH AGP WCG CNC HNT HMA CI ….. MOH MDT LIFE VAR CFN CVD HCA ESRX=Bottom (Health)
ENER(95): 0.56% Top=WNR GDP BAS SPN HFC CVI TSO HAL ….. WMB NR EGN KMI EPD OAS CVX KMP=Bottom (Energy)
CONS(51): 0.40% Top=WMS NWL UA SCSS HBI CROX GT TPX ….. PG KMB CL LEG IP BMS HAR FOSL=Bottom (Consumer)
MANU(34): 0.34% Top=MTW TKR TEX AOS ATU GTI WWD DOV ….. CMI AME EMR CAT RS PCP SWK ATI=Bottom (Manufacturing)
RETA(69): 0.20% Top=ANF PIR DANG NFLX M FL ANN GNC ….. TGT ROST GME AEO KMX AN JCP BID=Bottom (Retail & Specialty Retail)
FINA(78): 0.03% Top=SIVB SF BXS ZION GS TCBI WFC PBCT ….. HCBK EV DFS AMP TROW HBHC LM FII=Bottom (Banks/Financials)
DISV(37): -0.03% Top=SBAC CAR HTZ VPRT ESI WTW HMSY LPS ….. ACTG AAN MCO APOL PAYX MAN DV RHI=Bottom (Diversified Services)
MATE(26): -0.05% Top=KBH DHI USG TOL PHM MAS MLM FLR ….. MDC LEN CX MTZ SHAW MTH SHW RYL=Bottom (Materials & Construction)
REAL(62): -0.16% Top=DRE DCT CBL CBG SUI BXP TWO KRC ….. MAC HCN VTR HTS BPO HPT NNN KIM=Bottom (Real Estate)
LEIS(23): -0.27% Top=HOT MTN LVS EXPE PCLN MGM CCL DPZ ….. MCD DNKN WYN DRI BYD MPEL SBUX WEN=Bottom (Leisure)
INSU(32): -0.29% Top=AGO ORI PRU LNC TMK MET MBI FNF ….. PGR CINF HIG WRB ACGL TRV ACE CB=Bottom (Insurance)
COHW(42): -0.44% Top=CCI CCOI RIMM NIHD LXK AMT FIO TDC ….. QCOM CSCO CIEN BRCD FNSR JNPR JDSU RVBD=Bottom (Computer Hardware/Telecom)

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 11:29 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:59 am

Market Stats at 10:58 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
6.3% of stocks are above yesterday’s high.
26.3% are above yesterday’s midpoint. (73.7% are below.)
19.6% are below yesterday’s low.
74.1% are inside yesterday’s range.
14.3% of stocks with today’s high > yesterday’s high. (85.7% less than).
51.9% of stocks with today’s low < yesterday’s low. (48.1% greater than).

EVIDENCE OF INTRADAY TREND
66.1% of stocks are above today’s open. (32.2% are below).
44.4% of stocks are above today’s open and yesterday’s close.
30.2% are below both.
10.5% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.5% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
52.4% are in the top half . 47.6% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN
48.4% of stocks are above yesterday’s close. (51.6% are below.)
1.6% are up 4.5% or more. 1.1% are down 4.5% or more.
2.3% are up 3.5% or more. 1.6% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:12.3%…>=80:18.5%…>=50:48.3%…<=20:18.0%…<=10:8.3%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.4%…>=50:75.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:79.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.3% above previous 1 highs, 19.6% below previous 1 lows
5.6% above previous 2 highs, 9.8% below previous 2 lows
5.5% above previous 3 highs, 6.8% below previous 3 lows
5.4% above previous 4 highs, 6.0% below previous 4 lows
5.3% above previous 5 highs, 5.3% below previous 5 lows
4.8% above previous 6 highs, 4.9% below previous 6 lows
4.6% above previous 7 highs, 3.6% below previous 7 lows
4.6% above previous 8 highs, 3.4% below previous 8 lows
4.6% above previous 9 highs, 2.5% below previous 9 lows
4.5% above previous 10 highs, 2.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 3.1% new lows
21d: 8.6% new highs, 3.0% new lows
42d: 7.4% new highs, 0.4% new lows
63d: 5.8% new highs, 0.3% new lows
126d: 3.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.6% above, 53.4% below
3-day: 33.3% above, 66.7% below
4-day: 44.8% above, 55.2% below
5-day: 49.8% above, 50.2% below
8-day: 58.8% above, 41.2% below
10-day: 67.5% above, 32.5% below
20-day: 76.8% above, 23.2% below
50-day: 83.9% above, 16.1% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.27% Top=HUN EMN ROC CYT POT CF MOS OLN ….. PPG SMG APD SIAL DOW MON PX FTK=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.86% Top=CPHD FSLR KLAC TSL QLGC FSL TER CREE ….. AMD TEL MOLX PLXS ATML SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(34): 0.67% Top=HSC MCP EGO AEM AUY AUQ PAAS SSRI ….. AA JRCC ACI TIE X CNX AKS CLF=Bottom (Metals & Mining)
TRAN(25): 0.57% Top=UAL DAL JBHT LCC SWFT KSU CP LUV ….. KNX KEX CSX NSC EXPD FDX CHRW CNW=Bottom (Transportation)
COSW(59): 0.55% Top=INFA QLIK BSFT BYI BIDU TTWO ROVI SFLY ….. IRM MSFT TRI CPWR FFIV YNDX QSII ARBA=Bottom (Computer Software/Internet)
HEAL(50): 0.47% Top=RMD AGP CYH ZMH HNT CNC CI WCG ….. MOH VAR LIFE MDT HCA ESRX CFN CVD=Bottom (Health)
CONS(51): 0.23% Top=WMS NWL UA SCSS TPX CROX HBI GT ….. MWV AVP CL BMS CCK OI IP FOSL=Bottom (Consumer)
ENER(95): 0.17% Top=GDP SPN HAL BAS RIG EXXI KEG HFC ….. EGN WMB EPD NR KMI OAS CVX KMP=Bottom (Energy)
RETA(69): 0.09% Top=ANF PIR NFLX GNC AMZN ANN DLTR ORLY ….. CTAS JCP TIF DANG GME AN KMX BID=Bottom (Retail & Specialty Retail)
MANU(34): 0.03% Top=TKR MTW AOS TEX GTI JOY DOV ATU ….. PH CAT PPO AME RS PCP SWK ATI=Bottom (Manufacturing)
MATE(26): -0.32% Top=KBH DHI USG TOL MDR FWLT RSG PWR ….. MDC CX RYL LEN SHW MTH MTZ SHAW=Bottom (Materials & Construction)
DISV(37): -0.34% Top=SBAC ESI HTZ LPS URI CAR GPN URS ….. ATHN MCO PAYX ACTG MAN APOL DV RHI=Bottom (Diversified Services)
FINA(78): -0.42% Top=SIVB SF WFC BKU FNFG TCBI KCG SLM ….. EV AMP HCBK PHH TROW HBHC LM FII=Bottom (Banks/Financials)
REAL(62): -0.47% Top=DRE CBG BDN TWO ARR REG BMR BRE ….. HTS VTR EXR HPT LRY OHI NNN KIM=Bottom (Real Estate)
LEIS(23): -0.51% Top=EXPE MTN LVS HOT CCL YUM ARCO MGM ….. CAKE MCD WYN DRI MPEL BYD SBUX WEN=Bottom (Leisure)
INSU(32): -0.62% Top=AGO LNC ORI PRU TMK MET FNF AFL ….. ALL AIG CINF ACGL PGR TRV ACE CB=Bottom (Insurance)
COHW(42): -0.87% Top=CCI RIMM CCOI NIHD LXK AMT FIO PCS ….. APKT CSCO CIEN BRCD FNSR JDSU JNPR RVBD=Bottom (Computer Hardware/Telecom)

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 10:58 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 10:44 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
5.8% of stocks are above yesterday’s high.
24.7% are above yesterday’s midpoint. (75.3% are below.)
19.9% are below yesterday’s low.
74.3% are inside yesterday’s range.
13.8% of stocks with today’s high > yesterday’s high. (86.2% less than).
51.4% of stocks with today’s low < yesterday’s low. (48.6% greater than).

EVIDENCE OF INTRADAY TREND
66.7% of stocks are above today’s open. (31.3% are below).
44.6% of stocks are above today’s open and yesterday’s close.
29.8% are below both.
10.5% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.9% of stocks are in the top 10% of today’s range.
17.3% are in the top 20%.
53.9% are in the top half . 46.1% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
13.1% are in the bottom 10%.

GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
1.8% are up 4.5% or more. 1.1% are down 4.5% or more.
2.5% are up 3.5% or more. 1.6% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.0%…>=90:11.4%…>=80:17.4%…>=50:48.3%…<=20:18.5%…<=10:8.9%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.3%…>=50:75.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:78.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.8% above previous 1 highs, 19.9% below previous 1 lows
5.1% above previous 2 highs, 8.8% below previous 2 lows
5.0% above previous 3 highs, 6.5% below previous 3 lows
4.8% above previous 4 highs, 5.9% below previous 4 lows
4.6% above previous 5 highs, 5.1% below previous 5 lows
4.3% above previous 6 highs, 4.5% below previous 6 lows
4.1% above previous 7 highs, 3.5% below previous 7 lows
4.1% above previous 8 highs, 3.1% below previous 8 lows
4.1% above previous 9 highs, 2.9% below previous 9 lows
4.1% above previous 10 highs, 2.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.3% new highs, 3.0% new lows
21d: 8.3% new highs, 2.9% new lows
42d: 7.0% new highs, 0.4% new lows
63d: 5.4% new highs, 0.3% new lows
126d: 3.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.1% above, 53.9% below
3-day: 31.9% above, 68.1% below
4-day: 44.6% above, 55.4% below
5-day: 49.2% above, 50.8% below
8-day: 59.6% above, 40.4% below
10-day: 67.8% above, 32.2% below
20-day: 77.1% above, 22.9% below
50-day: 83.5% above, 16.5% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.11% Top=EMN HUN ROC CYT CE POT OLN MOS ….. IFF SMG SIAL APD DOW MON PX FTK=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.87% Top=CPHD FSLR KLAC QLGC TSL TER NXPI CREE ….. TEL GLW MOLX AMD ATML SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(34): 0.72% Top=HSC MCP AEM EGO AUY AUQ SSRI WLT ….. ACI AA NUE AKS CNX X TIE CLF=Bottom (Metals & Mining)
COSW(59): 0.49% Top=INFA QLIK BSFT BYI BIDU SFLY TTWO PMTC ….. AKAM TRIP FFIV TRI CPWR QSII YNDX ARBA=Bottom (Computer Software/Internet)
TRAN(25): 0.44% Top=UAL LCC DAL JBHT SWFT LUV CP KSU ….. KEX KNX CSX EXPD FDX NSC CHRW CNW=Bottom (Transportation)
HEAL(50): 0.38% Top=RMD CYH AGP ZMH CNC HNT WCG HRC ….. XRAY MDT THOR LIFE HCA ESRX CVD CFN=Bottom (Health)
ENER(95): 0.27% Top=SPN BAS HAL GDP KWK KEG NE EXXI ….. WMB EGN KMI EPD NR OAS CVX KMP=Bottom (Energy)
CONS(51): 0.26% Top=WMS NWL SCSS TPX UA CROX HBI DECK ….. CL CCK SEE OI MWV BMS FOSL IP=Bottom (Consumer)
MANU(34): 0.15% Top=TKR MTW TEX JOY GTI DRC AOS ETN ….. PH EMR AME PPO RS PCP SWK ATI=Bottom (Manufacturing)
RETA(69): 0.14% Top=PIR ANF NFLX GNC PSS DLTR ORLY SKS ….. TGT DANG CHS TIF BID GME KMX AN=Bottom (Retail & Specialty Retail)
DISV(37): -0.28% Top=ESI SBAC HTZ URI CAR GPN HMSY LPS ….. ADS ATHN ACTG PAYX MAN APOL DV RHI=Bottom (Diversified Services)
MATE(26): -0.32% Top=DHI KBH MDR USG TOL RSG PHM WM ….. CX RYL SHW LEN MTH MDC MTZ SHAW=Bottom (Materials & Construction)
LEIS(23): -0.32% Top=LVS EXPE HOT MTN CCL YUM DNKN MGM ….. CAKE WYN MCD DRI MPEL BYD SBUX WEN=Bottom (Leisure)
FINA(78): -0.45% Top=SIVB SF SLM KCG BX BKU WFC FNFG ….. TCB JEF HCBK TROW PHH HBHC LM FII=Bottom (Banks/Financials)
REAL(62): -0.62% Top=DRE TWO CBG BDN ARR CIT DCT KRC ….. PPS FRT EXR HPT LRY OHI NNN KIM=Bottom (Real Estate)
INSU(32): -0.72% Top=AGO ORI PRU TMK FNF MET LNC AJG ….. ALL CINF ACGL PGR HIG TRV ACE CB=Bottom (Insurance)
COHW(42): -1.00% Top=CCI RIMM NIHD PLCM CCOI LXK AMT VZ ….. APKT CSCO BRCD CIEN FNSR JDSU JNPR RVBD=Bottom (Computer Hardware/Telecom)

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 10:44 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:24 am

Market Stats at 10:24 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
6.5% of stocks are above yesterday’s high.
28.0% are above yesterday’s midpoint. (72.0% are below.)
14.1% are below yesterday’s low.
79.3% are inside yesterday’s range.
12.1% of stocks with today’s high > yesterday’s high. (87.9% less than).
49.3% of stocks with today’s low < yesterday’s low. (50.7% greater than).

EVIDENCE OF INTRADAY TREND
74.2% of stocks are above today’s open. (24.4% are below).
51.9% of stocks are above today’s open and yesterday’s close.
22.9% are below both.
10.5% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.3% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
64.5% are in the top half . 35.5% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
55.6% of stocks are above yesterday’s close. (44.4% are below.)
1.3% are up 4.5% or more. 1.1% are down 4.5% or more.
2.6% are up 3.5% or more. 1.6% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:12.1%…>=80:20.3%…>=50:51.9%…<=20:14.4%…<=10:6.4%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:8.0%…>=50:77.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:80.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.5% above previous 1 highs, 14.1% below previous 1 lows
5.9% above previous 2 highs, 6.4% below previous 2 lows
5.5% above previous 3 highs, 4.4% below previous 3 lows
5.1% above previous 4 highs, 3.9% below previous 4 lows
4.6% above previous 5 highs, 3.6% below previous 5 lows
4.3% above previous 6 highs, 3.3% below previous 6 lows
4.1% above previous 7 highs, 2.8% below previous 7 lows
4.1% above previous 8 highs, 2.5% below previous 8 lows
4.1% above previous 9 highs, 2.1% below previous 9 lows
4.1% above previous 10 highs, 2.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.1% new highs, 2.9% new lows
21d: 7.1% new highs, 2.8% new lows
42d: 5.9% new highs, 0.3% new lows
63d: 4.4% new highs, 0.3% new lows
126d: 2.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.4% above, 46.6% below
3-day: 37.0% above, 63.0% below
4-day: 47.7% above, 52.3% below
5-day: 52.6% above, 47.4% below
8-day: 62.0% above, 38.0% below
10-day: 70.3% above, 29.7% below
20-day: 78.3% above, 21.7% below
50-day: 84.5% above, 15.5% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28): 1.36% Top=EMN HUN ROC CYT MOS POT CF IPI ….. DOW IFF SMG SIAL APD PX MON FTK=Bottom (Chemicals/Fertilizers)
META(34): 1.02% Top=MCP HSC AEM AUQ SSRI AUY EGO ANR ….. ACI AKS TIE NUE AA X CNX CLF=Bottom (Metals & Mining)
ELEC(54): 0.89% Top=CPHD FSLR QLGC KLAC TSL FSL TER ONNN ….. MRVL IPGP MOLX ATML AMD SPRD CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(59): 0.61% Top=INFA QLIK BYI BSFT ROVI BIDU SFLY TIBX ….. FFIV SWI AKAM QSII VMW ARBA YNDX CPWR=Bottom (Computer Software/Internet)
HEAL(50): 0.60% Top=RMD CYH ZMH AGP HUM HNT WCG HRC ….. LIFE MDT THOR MAKO CVD CFN HCA ESRX=Bottom (Health)
MANU(34): 0.38% Top=TKR TEX MTW JOY DRC DOV AOS AGCO ….. AVY AME EMR PCP RS SWK PPO ATI=Bottom (Manufacturing)
ENER(95): 0.37% Top=SPN HAL RIG GDP BAS NE KEG EXXI ….. KOG KMI WMB EGN EPD CVX OAS KMP=Bottom (Energy)
CONS(51): 0.36% Top=WMS NWL SCSS UA TPX HBI CROX DECK ….. MWV CRI BMS AVP CL SEE IP FOSL=Bottom (Consumer)
TRAN(25): 0.30% Top=LCC UAL JBHT DAL CP JBLU SWFT KSU ….. CSX SAVE KNX FDX NSC EXPD CHRW CNW=Bottom (Transportation)
RETA(69): 0.19% Top=GNC PIR ANF AMZN DLTR SKS RSH BBY ….. CTAS CHS ARO BIG GME KMX BID AN=Bottom (Retail & Specialty Retail)
FINA(78): -0.14% Top=SIVB SLM SF FNFG BKU WFC BX CSH ….. PHH TROW HCBK TCB DFS HBHC LM FII=Bottom (Banks/Financials)
MATE(26): -0.18% Top=DHI KBH USG MDR TOL RSG MAS PHM ….. OC CX LEN SHW MTZ MTH SHAW MDC=Bottom (Materials & Construction)
DISV(37): -0.27% Top=HTZ SBAC CAR LPS GPN URI HMSY URS ….. PAYX ADS RCII MAN AAN APOL RHI DV=Bottom (Diversified Services)
LEIS(23): -0.31% Top=CCL LVS HOT MTN YUM EXPE DPZ DNKN ….. CMG WYN MCD DRI MPEL BYD SBUX WEN=Bottom (Leisure)
REAL(62): -0.45% Top=DRE CBG TWO ARR CIT ACC DCT O ….. PPS LRY HPT HTS CLP OHI NNN KIM=Bottom (Real Estate)
INSU(32): -0.58% Top=AGO ORI TMK SLF PRU MET FNF AFL ….. AIZ WRB ALL PGR HIG TRV ACE CB=Bottom (Insurance)
COHW(42): -0.86% Top=CCI RIMM NIHD LXK PLCM PCS VZ TDC ….. APKT BRCD CSCO CIEN FNSR JDSU JNPR RVBD=Bottom (Computer Hardware/Telecom)

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 10:24 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 9:53 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
5.3% of stocks are above yesterday’s high.
27.0% are above yesterday’s midpoint. (73.0% are below.)
12.1% are below yesterday’s low.
82.6% are inside yesterday’s range.
9.4% of stocks with today’s high > yesterday’s high. (90.6% less than).
45.8% of stocks with today’s low < yesterday’s low. (54.3% greater than).

EVIDENCE OF INTRADAY TREND
78.0% of stocks are above today’s open. (19.8% are below).
51.5% of stocks are above today’s open and yesterday’s close.
18.3% are below both.
10.6% of stocks opened above yesterday’s close. (85.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.4% of stocks are in the top 10% of today’s range.
37.3% are in the top 20%.
71.1% are in the top half . 28.9% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN
56.8% of stocks are above yesterday’s close. (43.3% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
1.9% are up 3.5% or more. 1.5% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.1%…>=90:13.3%…>=80:21.8%…>=50:52.1%…<=20:13.6%…<=10:6.8%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.8%…>=80:8.3%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:80.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.3% above previous 1 highs, 12.1% below previous 1 lows
4.9% above previous 2 highs, 5.6% below previous 2 lows
4.5% above previous 3 highs, 4.5% below previous 3 lows
4.3% above previous 4 highs, 4.3% below previous 4 lows
3.9% above previous 5 highs, 3.8% below previous 5 lows
3.5% above previous 6 highs, 3.3% below previous 6 lows
3.5% above previous 7 highs, 2.5% below previous 7 lows
3.5% above previous 8 highs, 2.3% below previous 8 lows
3.5% above previous 9 highs, 1.9% below previous 9 lows
3.5% above previous 10 highs, 1.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.5% new highs, 2.3% new lows
21d: 5.5% new highs, 2.1% new lows
42d: 4.8% new highs, 0.1% new lows
63d: 3.6% new highs, 0.1% new lows
126d: 2.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.3% above, 46.8% below
3-day: 38.3% above, 61.7% below
4-day: 48.1% above, 51.9% below
5-day: 53.4% above, 46.6% below
8-day: 61.4% above, 38.6% below
10-day: 69.9% above, 30.1% below
20-day: 78.6% above, 21.4% below
50-day: 84.3% above, 15.7% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 2.76% Top=SOA EMN HUN ROC CYT CE MOS POT ….. SIAL WPZ SMG PX IFF MON FUL FTK=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.92% Top=CPHD QLGC FSLR TSL KLAC CY ONNN TER ….. MOLX AMD GLW SPRD SNDK MRVL CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.66% Top=RMD CYH AGP NUVA HRC UHS ZMH WLP ….. LIFE DGX VAR MOH CVD CFN ESRX HCA=Bottom (Health)
COSW(59): 0.45% Top=INFA QLIK BYI BIDU TIBX SFLY PMTC VRSN ….. CTXS SLH TRIP ADSK FFIV ARBA CPWR YNDX=Bottom (Computer Software/Internet)
META(34): 0.25% Top=MCP HSC AEM AUQ ANR AUY SSRI FCX ….. STLD SWC TIE AA CNX AKS X CLF=Bottom (Metals & Mining)
ENER(95): 0.25% Top=RIG SPN BAS HAL WFT HFC SLB BHI ….. GPOR CRK WMB EGN EPD CVX OAS KMP=Bottom (Energy)
MATE(26): 0.24% Top=DHI KBH USG MDR MAS EXP FWLT RYL ….. OC LPX MTH LEN SHW SHAW PWR MTZ=Bottom (Materials & Construction)
MANU(34): 0.21% Top=TKR TEX MTW DOV DRC JOY GTI WWD ….. CMI GE DE KMT RS ATI PPO PCP=Bottom (Manufacturing)
CONS(51): 0.16% Top=WMS NWL HBI SCSS BC CCK HAS GIL ….. COH AVP RKT HAR DECK IP CL FOSL=Bottom (Consumer)
FINA(78): 0.06% Top=SIVB SLM BXS GS USB ZION FNFG NTRS ….. TROW JEF FII HEK DFS HBHC PHH LM=Bottom (Banks/Financials)
TRAN(25): -0.02% Top=JBHT CP UNP KSU LCC CNI UPS UAL ….. DAL FDX EXPD NSC JBLU KEX SAVE CNW=Bottom (Transportation)
RETA(69): -0.06% Top=PIR ANF ORLY DLTR AMZN GNC RSH SKS ….. GME TJX ARO CHS BID BIG SHLD NFLX=Bottom (Retail & Specialty Retail)
REAL(62): -0.15% Top=DRE TWO DFT ACC REG SLG ARR VNO ….. PPS HPT EXR SUI HTS KIM OHI NNN=Bottom (Real Estate)
LEIS(23): -0.28% Top=LVS DNKN MTN ARCO MAR HOT CCL EXPE ….. MPEL PCLN EAT MCD DRI BYD SBUX WEN=Bottom (Leisure)
DISV(37): -0.30% Top=HTZ LPS CAR RRD GPN HMSY URI KBR ….. V RCII AAN VPRT ATHN APOL RHI DV=Bottom (Diversified Services)
INSU(32): -0.43% Top=LNC MET AGO SLF ORI TMK AIG AFL ….. AIZ VR WRB ALL PGR TRV ACE CB=Bottom (Insurance)
COHW(42): -1.01% Top=RIMM CCI NIHD FIO VZ LXK TDC AAPL ….. CSCO APKT LEAP FNSR ARUN JDSU JNPR RVBD=Bottom (Computer Hardware/Telecom)

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 9:53 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 9:45 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
4.9% of stocks are above yesterday’s high.
27.9% are above yesterday’s midpoint. (72.1% are below.)
11.9% are below yesterday’s low.
83.3% are inside yesterday’s range.
7.8% of stocks with today’s high > yesterday’s high. (92.3% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.8% greater than).

EVIDENCE OF INTRADAY TREND
79.3% of stocks are above today’s open. (18.8% are below).
51.7% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
10.6% of stocks opened above yesterday’s close. (85.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
28.7% of stocks are in the top 10% of today’s range.
45.1% are in the top 20%.
76.4% are in the top half . 23.6% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN
56.1% of stocks are above yesterday’s close. (43.9% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
2.0% are up 3.5% or more. 1.1% are down 3.5% or more.
80.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:13.3%…>=80:22.0%…>=50:51.4%…<=20:13.0%…<=10:5.9%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.9%…>=80:7.9%…>=50:78.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:80.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.9% above previous 1 highs, 11.9% below previous 1 lows
4.4% above previous 2 highs, 5.8% below previous 2 lows
4.3% above previous 3 highs, 4.3% below previous 3 lows
4.1% above previous 4 highs, 3.6% below previous 4 lows
4.0% above previous 5 highs, 3.1% below previous 5 lows
3.6% above previous 6 highs, 2.9% below previous 6 lows
3.5% above previous 7 highs, 2.4% below previous 7 lows
3.4% above previous 8 highs, 2.4% below previous 8 lows
3.4% above previous 9 highs, 2.0% below previous 9 lows
3.4% above previous 10 highs, 1.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.6% new highs, 2.3% new lows
21d: 4.6% new highs, 2.1% new lows
42d: 4.0% new highs, 0.1% new lows
63d: 3.1% new highs, 0.1% new lows
126d: 2.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.3% above, 46.8% below
3-day: 37.5% above, 62.5% below
4-day: 46.5% above, 53.5% below
5-day: 53.1% above, 46.9% below
8-day: 61.3% above, 38.7% below
10-day: 69.4% above, 30.6% below
20-day: 77.8% above, 22.3% below
50-day: 84.3% above, 15.7% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 2.89% Top=SOA EMN HUN ROC CYT CE MOS POT ….. MON PX WPZ SIAL FUL AGU IFF APD=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.81% Top=CPHD QLGC FSLR TSL KLAC CY TER ONNN ….. ATML PMCS LSI GLW MRVL SNDK CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.53% Top=RMD ALGN ALR AGP UHS WLP CYH HUM ….. BAX SYK VAR MOH ESRX CFN CVD HCA=Bottom (Health)
COSW(59): 0.51% Top=INFA VRSN QLIK BIDU TIBX SFLY PMTC ACOM ….. ADBE CTXS SLH YNDX ARBA FFIV TRIP CPWR=Bottom (Computer Software/Internet)
MATE(26): 0.43% Top=DHI KBH USG RYL MDR PHM LEN TOL ….. WCN WM FWLT RSG SHW PWR MTZ SHAW=Bottom (Materials & Construction)
MANU(34): 0.24% Top=TEX TKR JOY DRC MTW GTI WWD AGCO ….. GDI AOS GE SWK RS PPO ATI PCP=Bottom (Manufacturing)
ENER(95): 0.21% Top=RIG SPN HAL WFT KEG BHI WLL NBR ….. CRK WMB KMI EGN EPD CVX OAS KMP=Bottom (Energy)
META(34): 0.20% Top=MCP AEM HSC AUQ ANR WLT SSRI AUY ….. STLD SWC JRCC X AA TIE AKS CLF=Bottom (Metals & Mining)
CONS(51): 0.13% Top=NWL WMS CROX CCK BC SCSS GIL MAT ….. GT HAR RKT MWV IP AVP CL FOSL=Bottom (Consumer)
FINA(78): 0.07% Top=SIVB SLM BXS USB FNFG HBAN RF CFR ….. JNS AMG TROW HBHC FII PHH DFS LM=Bottom (Banks/Financials)
TRAN(25): 0.06% Top=JBHT CP UAL UPS CNI KSU UNP TDW ….. KEX NSC EXPD LCC CHRW JBLU SAVE CNW=Bottom (Transportation)
RETA(69): -0.00% Top=ANF PIR AMZN CSTR WFM FINL SKS EBAY ….. WAG TJX KORS KMX CTAS NFLX GME DANG=Bottom (Retail & Specialty Retail)
LEIS(23): -0.20% Top=DNKN ARCO CCL CAKE MAR MTN HOT LVS ….. EAT PCLN MCD DRI MGM BYD SBUX WEN=Bottom (Leisure)
REAL(62): -0.22% Top=DRE TWO CIT ACC SLG REG TCO SUI ….. PDM VTR HCP EXR HTS KIM NNN OHI=Bottom (Real Estate)
DISV(37): -0.33% Top=MELI HTZ HMSY ESI URI RRD GPN CAR ….. RCII CXW AAN MAN VPRT APOL RHI DV=Bottom (Diversified Services)
INSU(32): -0.36% Top=LNC ORI AFL AGO MET MMC AJG SLF ….. AIZ PRU PGR GNW TRV HIG ACE CB=Bottom (Insurance)
COHW(42): -1.05% Top=RIMM NIHD FIO CCI VZ TDC NTAP LXK ….. CSCO APKT LEAP OCZ CIEN JDSU JNPR RVBD=Bottom (Computer Hardware/Telecom)

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 9:45 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 9:37 am ET
by daytrend on 20120127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

COMPARED TO YESTERDAY’S RANGE
2.8% of stocks are above yesterday’s high.
21.3% are above yesterday’s midpoint. (78.7% are below.)
14.1% are below yesterday’s low.
83.1% are inside yesterday’s range.
5.5% of stocks with today’s high > yesterday’s high. (94.5% less than).
43.7% of stocks with today’s low < yesterday’s low. (56.3% greater than).

EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today’s open. (25.2% are below).
42.7% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
10.6% of stocks opened above yesterday’s close. (85.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
69.0% are in the top half . 31.0% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
47.4% of stocks are above yesterday’s close. (52.6% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.5% are up 3.5% or more. 1.1% are down 3.5% or more.
83.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.8%…>=90:9.5%…>=80:17.9%…>=50:46.8%…<=20:16.9%…<=10:8.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.8%…>=80:6.6%…>=50:78.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:79.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.8% above previous 1 highs, 14.1% below previous 1 lows
2.6% above previous 2 highs, 7.1% below previous 2 lows
2.5% above previous 3 highs, 4.9% below previous 3 lows
2.4% above previous 4 highs, 4.5% below previous 4 lows
2.3% above previous 5 highs, 3.5% below previous 5 lows
2.0% above previous 6 highs, 3.1% below previous 6 lows
2.0% above previous 7 highs, 2.4% below previous 7 lows
2.0% above previous 8 highs, 2.3% below previous 8 lows
2.0% above previous 9 highs, 1.8% below previous 9 lows
2.0% above previous 10 highs, 1.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 2.0% new lows
21d: 3.8% new highs, 1.9% new lows
42d: 3.3% new highs, 0.1% new lows
63d: 2.6% new highs, 0.1% new lows
126d: 1.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 44.6% above, 55.4% below
3-day: 32.2% above, 67.8% below
4-day: 44.4% above, 55.6% below
5-day: 50.7% above, 49.3% below
8-day: 58.4% above, 41.6% below
10-day: 68.0% above, 32.0% below
20-day: 77.3% above, 22.7% below
50-day: 83.9% above, 16.1% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 2.71% Top=SOA EMN ROC HUN CYT CE OLN GRA ….. MON IFF WPZ PX APD SMG AGU FUL=Bottom (Chemicals/Fertilizers)
ELEC(54): 0.58% Top=CPHD QLGC KLAC FSLR CY TER TSL ONNN ….. ATML LSI PLXS SNDK SPRD CAVM FSL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.30% Top=RMD AGP MAKO WLP HUM AET ISRG HLS ….. THC VAR CFN BKD MOH NUVA CVD HCA=Bottom (Health)
COSW(59): 0.23% Top=INFA QLIK BIDU VRSN TIBX SFLY CERN OTEX ….. ADSK ADBE CTXS VMW ROVI TRIP FFIV CPWR=Bottom (Computer Software/Internet)
MATE(26): 0.18% Top=DHI USG TOL MDR LEN KBH PHM FAST ….. EXP MLM FWLT WM MTZ PWR SHAW CX=Bottom (Materials & Construction)
ENER(95): 0.14% Top=SPN RIG HAL CIE COG BHI WFT WLL ….. EGN TSO WMB CRK CVX EPD KMP OAS=Bottom (Energy)
MANU(34): 0.04% Top=DRC TKR TEX GTI AGCO MTW DOV JOY ….. ROK GE RS AOS SWK ATI PCP PPO=Bottom (Manufacturing)
CONS(51): 0.02% Top=NWL LII CROX BLL CCK OI BMS GIL ….. RKT XRX MWV CL HAR PAY GT FOSL=Bottom (Consumer)
TRAN(25): -0.03% Top=JBHT CP TDW UPS DAL TRN CNI JBLU ….. KEX NSC FDX CHRW LCC EXPD SAVE CNW=Bottom (Transportation)
RETA(69): -0.07% Top=JCP SHLD M AMZN DDS CSTR DLTR ORLY ….. AN GME CTAS NFLX KORS GNC BID DANG=Bottom (Retail & Specialty Retail)
META(33): -0.16% Top=HSC WLT ANR AEM AUQ ACI SXC SSRI ….. TIE X AA JRCC NUE AKS STLD CLF=Bottom (Metals & Mining)
FINA(78): -0.31% Top=SIVB SLM FNFG CSH BXS USB EWBC CFR ….. AMG HCBK MS FII JEF LM TROW DFS=Bottom (Banks/Financials)
REAL(62): -0.37% Top=DRE ARR SLG TWO BMR ACC CIT NLY ….. CBL PDM PPS HTS VTR KIM NNN OHI=Bottom (Real Estate)
LEIS(23): -0.44% Top=ARCO CCL MAR EXPE LVS DNKN MTN DPZ ….. EAT MPEL MCD DRI MGM SBUX WEN BYD=Bottom (Leisure)
DISV(37): -0.52% Top=ESI MA LPS HMSY HTZ RRD WTW KBR ….. AAN MELI ULTA APOL MAN VPRT RHI DV=Bottom (Diversified Services)
INSU(32): -0.74% Top=AGO AJG AXS ORI TMK AFL MET PRU ….. AIZ AON PGR ALL HIG GNW ACE CB=Bottom (Insurance)
COHW(42): -1.25% Top=RIMM FIO NIHD VZ NTAP CCOI LXK WIN ….. FNSR LEAP APKT JDSU ARUN CIEN JNPR RVBD=Bottom (Computer Hardware/Telecom)

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 9:37 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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