daytrend

10/24/2014

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1009.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
27.7% of stocks are above yesterday’s high.
67.1% are above yesterday’s midpoint. (32.9% are below.)
9.1% are below yesterday’s low.
63.2% are inside yesterday’s range.
45.0% of stocks with today’s high > yesterday’s high. (55.0% less than).
38.2% of stocks with today’s low < yesterday’s low. (61.8% greater than).

EVIDENCE OF INTRADAY TREND
62.1% of stocks are above today’s open. (37.0% are below).
57.1% of stocks are above today’s open and yesterday’s close.
30.3% are below both.
5.7% of stocks opened above yesterday’s high.
49.7% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.5% of stocks are in the top 10% of today’s range.
44.0% are in the top 20%.
75.3% are in the top half. 24.7% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
64.6% of stocks are above yesterday’s close. (35.4% are below.)
1.9% are up 4.5% or more. 1.9% are down 4.5% or more.
3.4% are up 3.5% or more. 2.8% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.6%…>=90:23.5%…>=80:47.8%…>=50:80.7%…<=20:3.9%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:73.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:62.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.7% above previous 1 highs, 9.1% below previous 1 lows
21.6% above previous 2 highs, 5.5% below previous 2 lows
20.8% above previous 3 highs, 4.3% below previous 3 lows
20.6% above previous 4 highs, 2.8% below previous 4 lows
20.2% above previous 5 highs, 2.6% below previous 5 lows
20.0% above previous 6 highs, 1.7% below previous 6 lows
19.8% above previous 7 highs, 1.4% below previous 7 lows
19.2% above previous 8 highs, 1.4% below previous 8 lows
18.6% above previous 9 highs, 1.3% below previous 9 lows
16.7% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.6% are above or equal to 10/23 close (1 days ago), 35.4% are below.
85.9% are above or equal to 10/22 close (2 days ago), 14.1% are below.
62.7% are above or equal to 10/21 close (3 days ago), 37.3% are below.
83.2% are above or equal to 10/20 close (4 days ago), 16.8% are below.
88.4% are above or equal to 10/17 close (5 days ago), 11.6% are below.
88.9% are above or equal to 10/16 close (6 days ago), 11.1% are below.
90.2% are above or equal to 10/15 close (7 days ago), 9.8% are below.
90.6% are above or equal to 10/14 close (8 days ago), 9.4% are below.
92.2% are above or equal to 10/13 close (9 days ago), 7.8% are below.
84.1% are above or equal to 10/10 close (10 days ago), 15.9% are below.
73.8% are above or equal to 10/9 close (11 days ago), 26.2% are below.
55.3% are above or equal to 10/8 close (12 days ago), 44.7% are below.
65.2% are above or equal to 10/7 close (13 days ago), 34.8% are below.
52.7% are above or equal to 10/6 close (14 days ago), 47.3% are below.
48.7% are above or equal to 10/3 close (15 days ago), 51.3% are below.
54.9% are above or equal to 10/2 close (16 days ago), 45.1% are below.
56.2% are above or equal to 10/1 close (17 days ago), 43.8% are below.
46.7% are above or equal to 9/30 close (18 days ago), 53.3% are below.
43.7% are above or equal to 9/29 close (19 days ago), 56.3% are below.
41.9% are above or equal to 9/26 close (20 days ago), 58.1% are below.
45.8% are above or equal to 9/25 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.1% new highs, 2.1% new lows
21d: 14.6% new highs, 2.1% new lows
42d: 7.6% new highs, 2.1% new lows
63d: 6.8% new highs, 1.9% new lows
126d: 5.6% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.6% above, 36.4% below
3-day: 81.0% above, 19.0% below
4-day: 74.6% above, 25.4% below
5-day: 78.9% above, 21.1% below
8-day: 87.1% above, 12.9% below
10-day: 90.3% above, 9.7% below
20-day: 72.4% above, 27.6% below
50-day: 41.0% above, 59.0% below
200-day: 47.1% above, 52.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 Closing)
LEIS(33): 1.20% Top=RCL LTM EAT DNKN SONC TXRH BLMN EXPE ….. DPZ SEAS LQ BYD LOCO OWW LVS WYN=Bottom (Leisure)
COSW(84): 1.20% Top=N QLIK SPLK NCR INFA PFPT NQ OTEX ….. EQIX MKTO XRX GRPN SFUN JD CVLT ANGI=Bottom (Computer Software/Internet)
META(25): 0.99% Top=CLF CENX CMC NUE AA CLD CCJ STLD ….. NEM CNX BTU GG RGLD FCX AKS PAAS=Bottom (Metals & Mining)
INSU(42): 0.96% Top=MTG FAF WRB CB PGR LNC AIZ PRU ….. AFG HCC WSH CNO MBI AGO ORI AFSI=Bottom (Insurance)
HEAL(56): 0.80% Top=EW RMD ALGN BSX UHS BCR HLS PODD ….. LPNT MOH STE CNC BABY ISRG DXCM HNT=Bottom (Health)
TRAN(34): 0.79% Top=SWFT DAL AAL HA UNP LUV GLNG CNW ….. JBHT BRS WERN GBX AIRM TDW TRN KNX=Bottom (Transportation)
ELEC(63): 0.68% Top=KLAC MXIM FSL CRUS MPWR GRMN CPHD ONNN ….. CAVM MEI CGNX CSIQ IDTI ALTR QLGC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(53): 0.63% Top=WOOF YY MCO CAR ACM ATHN XRS GPN ….. ULTA V TMH KBR RCII Z MYGN AAN=Bottom (Diversified Services)
MATE(31): 0.50% Top=BCC VMC USG MLM PWR FAST LEN OC ….. DHI MDC AWI TPH DAR RYN SRCL WCN=Bottom (Materials & Construction)
FINA(94): 0.50% Top=STT FII KKR EVR BX SNV APO GS ….. LPLA NDAQ OCN BKU SIVB SUSQ TCB FNFG=Bottom (Banks/Financials)
CHEM(35): 0.49% Top=AGU POT MOS CF ASH GRA APD SHW ….. MEOH EMN WPZ POL WLK GPRE FTK OLN=Bottom (Chemicals/Fertilizers)
CONS(60): 0.46% Top=AVY PVH LEG PG CRI MWV SCSS HAR ….. RL GT FL GPK SKX ICON IRBT DECK=Bottom (Consumer)
MANU(47): 0.37% Top=B RS ATI ROK PLL SWK HON JOY ….. MRC IEX JKS DDD ITT CFX CRS FLS=Bottom (Manufacturing)
RETA(69): -0.05% Top=SHLD MELI SIG ABG GME ORLY KMX PETM ….. URBN FRAN ANN JCP CHS ANF AEO AMZN=Bottom (Retail & Specialty Retail)
REAL(95): -0.08% Top=NSM BAM RHP KIM PLD BDN HST RLJ ….. HR MPW CPT WAC AMH UDR VTR HLSS=Bottom (Real Estate)
COHW(51): -0.28% Top=VRSN CNSL ARRS TDC EMC TMUS ANET BRCD ….. FNSR LXK CIEN NSR JDSU OLED JNPR SYNA=Bottom (Computer Hardware/Telecom)
ENER(137): -1.05% Top=FET SXL WFT EPE EEP MPC VLO CMLP ….. PES SGY SWN EXXI PTEN SN BAS EGY=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:34 pm

Market Stats at 2:34 pm ET
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
19.6% of stocks are above yesterday’s high.
57.9% are above yesterday’s midpoint. (42.1% are below.)
11.8% are below yesterday’s low.
68.6% are inside yesterday’s range.
40.3% of stocks with today’s high > yesterday’s high. (59.7% less than).
37.8% of stocks with today’s low < yesterday’s low. (62.2% greater than).

EVIDENCE OF INTRADAY TREND
53.4% of stocks are above today’s open. (45.6% are below).
48.1% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
5.8% of stocks opened above yesterday’s high.
49.6% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.8% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
63.3% are in the top half. 36.7% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN
56.3% of stocks are above yesterday’s close. (43.7% are below.)
1.5% are up 4.5% or more. 2.3% are down 4.5% or more.
2.6% are up 3.5% or more. 3.3% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:20.5%…>=80:40.6%…>=50:73.7%…<=20:4.3%…<=10:1.4%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:71.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:59.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.6% above previous 1 highs, 11.8% below previous 1 lows
15.6% above previous 2 highs, 6.8% below previous 2 lows
14.7% above previous 3 highs, 5.2% below previous 3 lows
14.7% above previous 4 highs, 3.2% below previous 4 lows
14.3% above previous 5 highs, 2.8% below previous 5 lows
14.2% above previous 6 highs, 1.9% below previous 6 lows
14.0% above previous 7 highs, 1.2% below previous 7 lows
13.5% above previous 8 highs, 1.2% below previous 8 lows
13.1% above previous 9 highs, 1.2% below previous 9 lows
12.0% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.3% are above or equal to 10/23 close (1 days ago), 43.7% are below.
83.4% are above or equal to 10/22 close (2 days ago), 16.6% are below.
56.7% are above or equal to 10/21 close (3 days ago), 43.3% are below.
81.6% are above or equal to 10/20 close (4 days ago), 18.4% are below.
87.3% are above or equal to 10/17 close (5 days ago), 12.7% are below.
87.1% are above or equal to 10/16 close (6 days ago), 12.9% are below.
89.8% are above or equal to 10/15 close (7 days ago), 10.2% are below.
89.7% are above or equal to 10/14 close (8 days ago), 10.3% are below.
91.4% are above or equal to 10/13 close (9 days ago), 8.6% are below.
83.1% are above or equal to 10/10 close (10 days ago), 16.9% are below.
72.1% are above or equal to 10/9 close (11 days ago), 27.9% are below.
53.2% are above or equal to 10/8 close (12 days ago), 46.8% are below.
63.1% are above or equal to 10/7 close (13 days ago), 36.9% are below.
50.6% are above or equal to 10/6 close (14 days ago), 49.4% are below.
46.6% are above or equal to 10/3 close (15 days ago), 53.4% are below.
52.9% are above or equal to 10/2 close (16 days ago), 47.1% are below.
54.7% are above or equal to 10/1 close (17 days ago), 45.3% are below.
45.8% are above or equal to 9/30 close (18 days ago), 54.2% are below.
42.1% are above or equal to 9/29 close (19 days ago), 57.9% are below.
40.3% are above or equal to 9/26 close (20 days ago), 59.7% are below.
44.2% are above or equal to 9/25 close (21 days ago), 55.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 2.0% new lows
21d: 13.1% new highs, 2.0% new lows
42d: 7.1% new highs, 2.0% new lows
63d: 6.3% new highs, 1.8% new lows
126d: 5.2% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.1% above, 44.9% below
3-day: 74.3% above, 25.7% below
4-day: 66.3% above, 33.7% below
5-day: 75.1% above, 24.9% below
8-day: 85.5% above, 14.5% below
10-day: 89.2% above, 10.8% below
20-day: 69.7% above, 30.3% below
50-day: 39.3% above, 60.7% below
200-day: 46.6% above, 53.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 2:34 pm ET)
LEIS(33): 0.92% Top=RCL LTM DNKN SONC TXRH EAT CCL CAKE ….. SEAS WEN BYD LOCO OWW LQ LVS WYN=Bottom (Leisure)
COSW(84): 0.85% Top=N QLIK INFA SPLK NCR PFPT DATA OTEX ….. CVLT SINA MKTO XRX JD GRPN SFUN ANGI=Bottom (Computer Software/Internet)
INSU(42): 0.74% Top=MTG FAF CB PGR WRB LNC FNF TMK ….. AFG HCC WSH AGO CNO MBI ORI AFSI=Bottom (Insurance)
HEAL(56): 0.59% Top=EW RMD ALGN BCR BSX HLS PODD VAR ….. CYH STE CNC ISRG LPNT BABY DXCM HNT=Bottom (Health)
DISV(53): 0.44% Top=WOOF YY WTW MCO ACM XRS VPRT FISV ….. HTZ TMH KBR RCII DV Z MYGN AAN=Bottom (Diversified Services)
META(25): 0.38% Top=CLF CENX CMC NUE CLD AA CCJ EGO ….. TCK SCCO CNX BTU SLCA X PAAS AKS=Bottom (Metals & Mining)
TRAN(34): 0.36% Top=SWFT DAL HA AAL UNP LUV CNW CSX ….. BRS UAL AIRM WERN TDW GBX KNX TRN=Bottom (Transportation)
CONS(60): 0.30% Top=AVY CRI PG PVH LEG SCSS MWV SEE ….. ICON GPK TPX FL GT SKX IRBT DECK=Bottom (Consumer)
FINA(94): 0.28% Top=STT FII KKR EVR BX SNV APO ICE ….. WETF LPLA PACW BKU SUSQ SIVB TCB FNFG=Bottom (Banks/Financials)
ELEC(63): 0.27% Top=KLAC MXIM FSL CRUS MCHP GRMN TER INTC ….. CAVM MEI IDTI SCTY QLGC CSIQ ALTR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.27% Top=BCC VMC MLM FAST OC KBH PWR RYL ….. MDC MTZ AWI RYN WCN DAR TPH SRCL=Bottom (Materials & Construction)
MANU(47): 0.15% Top=B RS ROK SWK PNR PLL HON ATI ….. IEX JKS DDD GNRC ITT CFX FLS CRS=Bottom (Manufacturing)
CHEM(35): 0.11% Top=AGU POT MOS CF APD GRA SHW IFF ….. MEOH EMN WPZ POL WLK FTK GPRE OLN=Bottom (Chemicals/Fertilizers)
REAL(95): -0.22% Top=NSM BAM WRI DLR RHP KIM AGNC NLY ….. UDR OHI CPT DCT ACC VTR WAC HLSS=Bottom (Real Estate)
RETA(69): -0.24% Top=SHLD MELI ABG ORLY SIG GME TSCO RH ….. URBN JCP GES FRAN CHS ANF AEO AMZN=Bottom (Retail & Specialty Retail)
COHW(50): -0.61% Top=VRSN CNSL TDC VZ EMC ARRS ANET BCE ….. FNSR LXK CIEN NSR JDSU OLED JNPR SYNA=Bottom (Computer Hardware/Telecom)
ENER(137): -1.52% Top=FET SXL MWE MPC WFT CMLP VLO MDU ….. CRK EXXI REXX PTEN AREX SN BAS EGY=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 2:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:32 pm

Market Stats at 1:31 pm ET
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
15.7% of stocks are above yesterday’s high.
53.8% are above yesterday’s midpoint. (46.2% are below.)
12.2% are below yesterday’s low.
72.1% are inside yesterday’s range.
38.0% of stocks with today’s high > yesterday’s high. (62.0% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND
48.0% of stocks are above today’s open. (50.3% are below).
43.1% of stocks are above today’s open and yesterday’s close.
42.6% are below both.
5.8% of stocks opened above yesterday’s high.
49.6% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.5% of stocks are in the top 10% of today’s range.
20.2% are in the top 20%.
56.9% are in the top half. 43.1% of stocks are in the bottom half of today’s range.
14.6% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN
52.5% of stocks are above yesterday’s close. (47.5% are below.)
1.7% are up 4.5% or more. 1.7% are down 4.5% or more.
2.3% are up 3.5% or more. 2.7% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.8%…>=90:16.5%…>=80:34.4%…>=50:72.9%…<=20:4.1%…<=10:1.4%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:71.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.7% above previous 1 highs, 12.2% below previous 1 lows
11.9% above previous 2 highs, 6.9% below previous 2 lows
11.2% above previous 3 highs, 5.1% below previous 3 lows
11.2% above previous 4 highs, 2.8% below previous 4 lows
11.0% above previous 5 highs, 2.6% below previous 5 lows
11.0% above previous 6 highs, 1.4% below previous 6 lows
11.0% above previous 7 highs, 1.0% below previous 7 lows
10.6% above previous 8 highs, 1.0% below previous 8 lows
10.3% above previous 9 highs, 1.0% below previous 9 lows
9.4% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.5% are above or equal to 10/23 close (1 days ago), 47.5% are below.
82.8% are above or equal to 10/22 close (2 days ago), 17.2% are below.
54.7% are above or equal to 10/21 close (3 days ago), 45.3% are below.
81.3% are above or equal to 10/20 close (4 days ago), 18.8% are below.
87.4% are above or equal to 10/17 close (5 days ago), 12.6% are below.
87.1% are above or equal to 10/16 close (6 days ago), 12.9% are below.
89.6% are above or equal to 10/15 close (7 days ago), 10.4% are below.
89.7% are above or equal to 10/14 close (8 days ago), 10.3% are below.
91.6% are above or equal to 10/13 close (9 days ago), 8.4% are below.
83.0% are above or equal to 10/10 close (10 days ago), 17.0% are below.
72.3% are above or equal to 10/9 close (11 days ago), 27.7% are below.
52.4% are above or equal to 10/8 close (12 days ago), 47.6% are below.
63.4% are above or equal to 10/7 close (13 days ago), 36.6% are below.
49.8% are above or equal to 10/6 close (14 days ago), 50.2% are below.
46.2% are above or equal to 10/3 close (15 days ago), 53.8% are below.
52.5% are above or equal to 10/2 close (16 days ago), 47.5% are below.
53.8% are above or equal to 10/1 close (17 days ago), 46.2% are below.
45.0% are above or equal to 9/30 close (18 days ago), 55.0% are below.
41.3% are above or equal to 9/29 close (19 days ago), 58.7% are below.
39.2% are above or equal to 9/26 close (20 days ago), 60.8% are below.
43.8% are above or equal to 9/25 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.7% new highs, 1.9% new lows
21d: 12.0% new highs, 1.9% new lows
42d: 6.4% new highs, 1.9% new lows
63d: 5.7% new highs, 1.7% new lows
126d: 4.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.7% above, 49.3% below
3-day: 72.1% above, 27.9% below
4-day: 64.8% above, 35.2% below
5-day: 73.1% above, 26.9% below
8-day: 85.8% above, 14.2% below
10-day: 89.7% above, 10.3% below
20-day: 70.2% above, 29.8% below
50-day: 38.0% above, 62.0% below
200-day: 45.7% above, 54.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 1:31 pm ET)
META(25): 0.72% Top=CLF CMC CENX NUE EGO CLD AA GG ….. SCCO CNX BTU FCX X PAAS SLCA AKS=Bottom (Metals & Mining)
LEIS(33): 0.66% Top=LTM DNKN RCL SONC TXRH SGMS CCL EAT ….. DPZ SEAS LQ WEN LOCO OWW LVS WYN=Bottom (Leisure)
COSW(84): 0.60% Top=N INFA QLIK SPLK NCR PFPT DATA OTEX ….. CVLT LOCK JD GRPN MKTO XRX SFUN ANGI=Bottom (Computer Software/Internet)
INSU(42): 0.57% Top=FAF CB PGR TMK MTG AIZ WRB AXS ….. WSH HCC GNW CNO AGO MBI AFSI ORI=Bottom (Insurance)
HEAL(56): 0.49% Top=EW RMD ALGN BCR BSX PODD HLS UHS ….. THC MOH LPNT BABY STE CNC ISRG HNT=Bottom (Health)
ELEC(63): 0.34% Top=KLAC MXIM FSL MPWR ATML CRUS TER CREE ….. CGNX CAVM AMBA IDTI QLGC ALTR CSIQ INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(53): 0.32% Top=WOOF WTW YY XRS MCO ACM VNTV AL ….. ULTA RCII TMH HTZ DV MYGN Z AAN=Bottom (Diversified Services)
CONS(60): 0.24% Top=AVY PVH PG LEG CRI SCSS MWV FOSL ….. ICON GT GPK FL TPX SKX IRBT DECK=Bottom (Consumer)
CHEM(35): 0.19% Top=AGU POT MOS CF APD GRA IFF PX ….. HUN EMN MEOH POL FTK WLK GPRE OLN=Bottom (Chemicals/Fertilizers)
TRAN(34): 0.18% Top=SWFT DAL HA UNP CNW LUV AAL CSX ….. UAL XPO AIRM WERN TDW GBX KNX TRN=Bottom (Transportation)
MANU(47): 0.14% Top=B RS ATI HON SWK ROK JOY AGCO ….. MHK DDD GNRC JKS PCP CFX FLS CRS=Bottom (Manufacturing)
FINA(94): 0.09% Top=STT FII EVR KKR APO BX GS ICE ….. PACW BKU JNS WETF SUSQ TCB SIVB FNFG=Bottom (Banks/Financials)
MATE(31): 0.06% Top=BCC VMC MLM PWR FAST CVA CLH OC ….. DHI SPF MDC WCN DAR RYN SRCL TPH=Bottom (Materials & Construction)
RETA(69): -0.27% Top=SHLD MELI ABG TSCO ORLY BURL GME SIG ….. LB GES URBN CHS FRAN ANF AEO AMZN=Bottom (Retail & Specialty Retail)
REAL(95): -0.45% Top=BAM NSM WMC WRI NLY AGNC RHP BDN ….. CPT OHI ACC UDR DFT VTR DCT HLSS=Bottom (Real Estate)
COHW(50): -0.71% Top=VRSN TDC CNSL ARRS VZ QCOM EMC BCE ….. CAMP CIEN INFN JDSU NSR OLED JNPR SYNA=Bottom (Computer Hardware/Telecom)
ENER(137): -1.31% Top=FET GDP SXL RSPP MWE SDLP MPC VLO ….. SFY REXX AREX EXXI PTEN SN EGY BAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 12:19 pm ET
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1009.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
21.2% of stocks are above yesterday’s high.
61.8% are above yesterday’s midpoint. (38.2% are below.)
9.4% are below yesterday’s low.
69.4% are inside yesterday’s range.
37.1% of stocks with today’s high > yesterday’s high. (62.9% less than).
35.8% of stocks with today’s low < yesterday’s low. (64.2% greater than).

EVIDENCE OF INTRADAY TREND
57.2% of stocks are above today’s open. (41.4% are below).
51.4% of stocks are above today’s open and yesterday’s close.
34.1% are below both.
5.7% of stocks opened above yesterday’s high.
49.7% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.6% of stocks are in the top 10% of today’s range.
41.1% 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.
9.2% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
60.7% of stocks are above yesterday’s close. (39.3% are below.)
1.8% are up 4.5% or more. 1.3% are down 4.5% or more.
2.4% are up 3.5% or more. 2.1% are down 3.5% or more.
66.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.7%…>=90:18.9%…>=80:41.8%…>=50:77.7%…<=20:3.8%…<=10:1.5%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:73.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.2% above previous 1 highs, 9.4% below previous 1 lows
17.3% above previous 2 highs, 5.8% below previous 2 lows
16.7% above previous 3 highs, 4.6% below previous 3 lows
16.6% above previous 4 highs, 2.9% below previous 4 lows
16.1% above previous 5 highs, 2.6% below previous 5 lows
16.0% above previous 6 highs, 1.6% below previous 6 lows
15.9% above previous 7 highs, 0.9% below previous 7 lows
15.3% above previous 8 highs, 0.9% below previous 8 lows
14.7% above previous 9 highs, 0.8% below previous 9 lows
12.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.7% are above or equal to 10/23 close (1 days ago), 39.3% are below.
85.1% are above or equal to 10/22 close (2 days ago), 14.9% are below.
58.9% are above or equal to 10/21 close (3 days ago), 41.1% are below.
83.0% are above or equal to 10/20 close (4 days ago), 17.0% are below.
88.9% are above or equal to 10/17 close (5 days ago), 11.1% are below.
88.3% are above or equal to 10/16 close (6 days ago), 11.7% are below.
90.2% are above or equal to 10/15 close (7 days ago), 9.8% are below.
90.3% are above or equal to 10/14 close (8 days ago), 9.7% are below.
91.7% are above or equal to 10/13 close (9 days ago), 8.3% are below.
84.7% are above or equal to 10/10 close (10 days ago), 15.3% are below.
74.0% are above or equal to 10/9 close (11 days ago), 26.0% are below.
54.5% are above or equal to 10/8 close (12 days ago), 45.5% are below.
64.6% are above or equal to 10/7 close (13 days ago), 35.4% are below.
51.3% are above or equal to 10/6 close (14 days ago), 48.7% are below.
47.6% are above or equal to 10/3 close (15 days ago), 52.4% are below.
54.1% are above or equal to 10/2 close (16 days ago), 45.9% are below.
54.7% are above or equal to 10/1 close (17 days ago), 45.3% are below.
45.8% are above or equal to 9/30 close (18 days ago), 54.2% are below.
42.6% are above or equal to 9/29 close (19 days ago), 57.4% are below.
40.2% are above or equal to 9/26 close (20 days ago), 59.8% are below.
44.9% are above or equal to 9/25 close (21 days ago), 55.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.4% new highs, 1.8% new lows
21d: 11.7% new highs, 1.8% new lows
42d: 6.3% new highs, 1.8% new lows
63d: 5.6% new highs, 1.6% new lows
126d: 4.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.4% above, 41.6% below
3-day: 78.2% above, 21.8% below
4-day: 70.9% above, 29.1% below
5-day: 77.1% above, 22.9% below
8-day: 87.1% above, 12.9% below
10-day: 90.8% above, 9.2% below
20-day: 72.2% above, 27.8% below
50-day: 39.4% above, 60.6% below
200-day: 47.0% above, 53.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 12:19 pm ET)
INSU(42): 0.85% Top=FAF CB TMK WRB LNC AIZ PGR AXS ….. RDN AFSI HCC CNO AEL AGO MBI ORI=Bottom (Insurance)
HEAL(56): 0.75% Top=EW RMD ALGN BCR PODD BSX TMO UHS ….. DXCM THC BABY MOH STE ISRG CNC HNT=Bottom (Health)
META(25): 0.74% Top=CLF CENX CMC NUE CCJ AA EGO AEM ….. X CNX SCCO NEM FCX PAAS AKS SLCA=Bottom (Metals & Mining)
ELEC(63): 0.70% Top=KLAC MXIM TER MPWR FSL ONNN CRUS ATML ….. SWKS CGNX MEI QLGC CSIQ IDTI INVN ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(84): 0.68% Top=N SPLK INFA QLIK NCR DATA PFPT OTEX ….. LOCK CVLT XRX GRPN MKTO SFUN JD ANGI=Bottom (Computer Software/Internet)
LEIS(33): 0.65% Top=DNKN SONC LTM RCL TXRH BLMN EAT CAKE ….. WYNN DPZ LQ OWW BYD SEAS LVS WYN=Bottom (Leisure)
TRAN(34): 0.54% Top=SWFT DAL UNP CNW AAL HA UPS CSX ….. KEX UAL AIRM GBX WERN TDW KNX TRN=Bottom (Transportation)
DISV(53): 0.49% Top=WOOF XRS YY WTW CAR FISV GPN AL ….. URI FLT DV KBR ULTA AAN MYGN Z=Bottom (Diversified Services)
CHEM(35): 0.49% Top=AGU POT MOS CF APD GRA IFF SHW ….. TROX AXLL MEOH EMN POL GPRE WLK OLN=Bottom (Chemicals/Fertilizers)
CONS(60): 0.44% Top=AVY PG PVH LEG CRI SCSS KS UFS ….. RL SKX FL ICON WWW TPX IRBT DECK=Bottom (Consumer)
FINA(94): 0.30% Top=STT FII EVR APO ICE KKR BX GS ….. JNS PACW BKU NDAQ SUSQ SIVB TCB FNFG=Bottom (Banks/Financials)
MATE(31): 0.27% Top=BCC VMC PWR FAST MLM RYL CVA OC ….. PHM TOL DAR TPH DHI WCN SRCL RYN=Bottom (Materials & Construction)
MANU(47): 0.26% Top=B ATI RS SWK PNR AGCO HON DOV ….. MRC ITT GNRC PCP IEX FLS CFX CRS=Bottom (Manufacturing)
RETA(69): -0.13% Top=SHLD ABG MELI KMX SIG ORLY BURL GME ….. ASNA URBN CHS GES FRAN ANF AMZN AEO=Bottom (Retail & Specialty Retail)
REAL(95): -0.29% Top=NSM BAM WRI WMC AGNC NLY RHP BDN ….. MPW DCT OHI UDR DFT ACC HLSS VTR=Bottom (Real Estate)
COHW(51): -0.52% Top=VRSN TDC ARRS VZ CNSL QCOM CSCO WDC ….. JDSU CIEN NSR CAMP INFN OLED JNPR SYNA=Bottom (Computer Hardware/Telecom)
ENER(137): -0.88% Top=FET MWE GDP SXL CMLP SSE RSPP EPE ….. SFY EXXI SWN REXX EGY SN PTEN BAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 12:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 11:43 am ET
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
17.3% of stocks are above yesterday’s high.
59.1% are above yesterday’s midpoint. (40.9% are below.)
9.1% are below yesterday’s low.
73.6% are inside yesterday’s range.
33.5% of stocks with today’s high > yesterday’s high. (66.5% less than).
35.5% of stocks with today’s low < yesterday’s low. (64.5% greater than).

EVIDENCE OF INTRADAY TREND
53.9% of stocks are above today’s open. (44.2% are below).
48.2% of stocks are above today’s open and yesterday’s close.
35.9% are below both.
5.8% of stocks opened above yesterday’s high.
49.6% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
27.1% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
67.9% are in the top half. 32.1% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN
58.3% of stocks are above yesterday’s close. (41.7% are below.)
1.6% are up 4.5% or more. 1.5% are down 4.5% or more.
2.3% are up 3.5% or more. 2.6% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.1%…>=90:18.7%…>=80:39.5%…>=50:78.3%…<=20:3.7%…<=10:1.4%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:72.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.3% above previous 1 highs, 9.1% below previous 1 lows
13.3% above previous 2 highs, 6.1% below previous 2 lows
12.7% above previous 3 highs, 4.7% below previous 3 lows
12.6% above previous 4 highs, 2.7% below previous 4 lows
12.3% above previous 5 highs, 2.3% below previous 5 lows
12.2% above previous 6 highs, 1.6% below previous 6 lows
12.2% above previous 7 highs, 1.1% below previous 7 lows
11.5% above previous 8 highs, 1.1% below previous 8 lows
10.8% above previous 9 highs, 1.1% below previous 9 lows
9.8% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.3% are above or equal to 10/23 close (1 days ago), 41.7% are below.
85.9% are above or equal to 10/22 close (2 days ago), 14.1% are below.
58.4% are above or equal to 10/21 close (3 days ago), 41.6% are below.
83.1% are above or equal to 10/20 close (4 days ago), 16.9% are below.
88.0% are above or equal to 10/17 close (5 days ago), 12.0% are below.
87.9% are above or equal to 10/16 close (6 days ago), 12.1% are below.
90.3% are above or equal to 10/15 close (7 days ago), 9.7% are below.
90.2% are above or equal to 10/14 close (8 days ago), 9.8% are below.
91.5% are above or equal to 10/13 close (9 days ago), 8.5% are below.
84.0% are above or equal to 10/10 close (10 days ago), 16.0% are below.
72.8% are above or equal to 10/9 close (11 days ago), 27.2% are below.
53.8% are above or equal to 10/8 close (12 days ago), 46.2% are below.
63.5% are above or equal to 10/7 close (13 days ago), 36.5% are below.
50.5% are above or equal to 10/6 close (14 days ago), 49.5% are below.
47.3% are above or equal to 10/3 close (15 days ago), 52.7% are below.
53.2% are above or equal to 10/2 close (16 days ago), 46.8% are below.
54.7% are above or equal to 10/1 close (17 days ago), 45.3% are below.
45.0% are above or equal to 9/30 close (18 days ago), 55.0% are below.
41.8% are above or equal to 9/29 close (19 days ago), 58.2% are below.
40.3% are above or equal to 9/26 close (20 days ago), 59.7% are below.
44.4% are above or equal to 9/25 close (21 days ago), 55.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.2% new highs, 1.8% new lows
21d: 10.6% new highs, 1.8% new lows
42d: 5.9% new highs, 1.8% new lows
63d: 5.0% new highs, 1.6% new lows
126d: 4.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.1% above, 42.9% below
3-day: 79.5% above, 20.5% below
4-day: 69.7% above, 30.3% below
5-day: 76.6% above, 23.4% below
8-day: 86.7% above, 13.3% below
10-day: 90.2% above, 9.8% below
20-day: 70.7% above, 29.3% below
50-day: 39.1% above, 60.9% below
200-day: 46.4% above, 53.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 11:43 am ET)
LEIS(33): 0.82% Top=DNKN BLMN RCL SONC TXRH LTM CAKE JACK ….. WEN WYNN LQ OWW LVS SEAS BYD WYN=Bottom (Leisure)
INSU(42): 0.76% Top=FAF TMK CB AIZ WRB PGR LNC AXS ….. RGA AON CNO HCC RDN AFSI MBI ORI=Bottom (Insurance)
HEAL(56): 0.59% Top=EW RMD ALGN BSX BCR TMO PODD THOR ….. WCG BABY CYH THC STE MOH CNC HNT=Bottom (Health)
COSW(84): 0.50% Top=N SPLK QLIK INFA NCR DATA OTEX NOW ….. EQIX LOCK XRX CVLT GRPN SFUN JD ANGI=Bottom (Computer Software/Internet)
CONS(60): 0.46% Top=AVY PG CRI LEG SCSS PVH JAH ENR ….. SHOO ICON GT BC GPK TPX DECK IRBT=Bottom (Consumer)
META(25): 0.42% Top=CLF NUE CMC CENX CCJ AA EGO STLD ….. SLW RGLD CNX NEM AKS FCX PAAS SLCA=Bottom (Metals & Mining)
CHEM(35): 0.40% Top=AGU POT MOS CF APD GRA IFF SHW ….. MEOH AXLL TROX EMN POL GPRE WLK OLN=Bottom (Chemicals/Fertilizers)
DISV(53): 0.39% Top=WOOF WTW XRS YY FISV CAR VPRT SBAC ….. JEC APOL TMH KBR AAN DV MYGN Z=Bottom (Diversified Services)
TRAN(34): 0.31% Top=SWFT DAL UNP LUV AAL UPS FDX CNI ….. WERN UAL AIRM BRS TDW KNX GBX TRN=Bottom (Transportation)
ELEC(63): 0.24% Top=KLAC MXIM TER AMAT TEL FSL MPWR ONNN ….. SCTY SPWR MEI CSIQ QLGC ALTR IDTI INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): 0.21% Top=STT FII EVR BX GS MS KKR APO ….. PACW JNS BKU NDAQ SUSQ SIVB TCB FNFG=Bottom (Banks/Financials)
MANU(47): 0.11% Top=B PNR HON RS SWK ITW ATI GE ….. GNRC IEX PCP BGC GTLS CFX FLS CRS=Bottom (Manufacturing)
MATE(31): -0.03% Top=BCC VMC PWR FAST MLM RYL WM OC ….. RYN DAR TOL MTH MDC DHI PHM TPH=Bottom (Materials & Construction)
RETA(69): -0.17% Top=SHLD MELI ABG BURL ORLY KMX SIG GME ….. URBN CHS GES CAB FRAN ANF AMZN AEO=Bottom (Retail & Specialty Retail)
REAL(95): -0.26% Top=WRI BAM NSM AGNC NLY AMT WMC SBRA ….. PEB UDR OHI CLNY DCT ACC VTR HLSS=Bottom (Real Estate)
COHW(50): -0.45% Top=VRSN VZ TDC ARRS CNSL QCOM CSCO ANET ….. JDSU CAMP OLED CIEN NSR INFN JNPR SYNA=Bottom (Computer Hardware/Telecom)
ENER(137): -0.94% Top=FET MWE SXL CMLP GDP SSE EPD SDLP ….. CRK AREX SWN PTEN EGY REXX SN BAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 11:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:42 am

Market Stats at 10:42 am ET
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1009.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
9.9% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
13.0% are below yesterday’s low.
77.1% are inside yesterday’s range.
28.0% of stocks with today’s high > yesterday’s high. (72.0% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND
40.0% of stocks are above today’s open. (58.7% are below).
35.3% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
5.7% of stocks opened above yesterday’s high.
49.7% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.1% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
49.0% are in the top half. 51.0% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
45.6% of stocks are above yesterday’s close. (54.4% are below.)
1.1% are up 4.5% or more. 1.9% are down 4.5% or more.
1.8% are up 3.5% or more. 2.8% are down 3.5% or more.
71.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.4%…>=90:14.6%…>=80:30.4%…>=50:71.1%…<=20:4.6%…<=10:1.4%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:68.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:57.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.9% above previous 1 highs, 13.0% below previous 1 lows
7.5% above previous 2 highs, 7.2% below previous 2 lows
7.2% above previous 3 highs, 4.9% below previous 3 lows
7.0% above previous 4 highs, 3.0% below previous 4 lows
6.8% above previous 5 highs, 2.3% below previous 5 lows
6.7% above previous 6 highs, 1.4% below previous 6 lows
6.7% above previous 7 highs, 1.0% below previous 7 lows
6.5% above previous 8 highs, 1.0% below previous 8 lows
6.3% above previous 9 highs, 1.0% below previous 9 lows
5.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.6% are above or equal to 10/23 close (1 days ago), 54.4% are below.
81.7% are above or equal to 10/22 close (2 days ago), 18.3% are below.
52.8% are above or equal to 10/21 close (3 days ago), 47.2% are below.
80.7% are above or equal to 10/20 close (4 days ago), 19.3% are below.
87.3% are above or equal to 10/17 close (5 days ago), 12.7% are below.
86.9% are above or equal to 10/16 close (6 days ago), 13.1% are below.
89.3% are above or equal to 10/15 close (7 days ago), 10.7% are below.
89.7% are above or equal to 10/14 close (8 days ago), 10.3% are below.
90.9% are above or equal to 10/13 close (9 days ago), 9.1% are below.
82.0% are above or equal to 10/10 close (10 days ago), 18.0% are below.
71.5% are above or equal to 10/9 close (11 days ago), 28.5% are below.
51.7% are above or equal to 10/8 close (12 days ago), 48.3% are below.
62.2% are above or equal to 10/7 close (13 days ago), 37.8% are below.
48.3% are above or equal to 10/6 close (14 days ago), 51.7% are below.
45.4% are above or equal to 10/3 close (15 days ago), 54.6% are below.
50.9% are above or equal to 10/2 close (16 days ago), 49.1% are below.
53.0% are above or equal to 10/1 close (17 days ago), 47.0% are below.
43.7% are above or equal to 9/30 close (18 days ago), 56.3% are below.
39.5% are above or equal to 9/29 close (19 days ago), 60.5% are below.
38.0% are above or equal to 9/26 close (20 days ago), 62.0% are below.
42.4% are above or equal to 9/25 close (21 days ago), 57.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 1.5% new lows
21d: 8.9% new highs, 1.5% new lows
42d: 4.7% new highs, 1.5% new lows
63d: 3.9% new highs, 1.4% new lows
126d: 3.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.9% above, 56.1% below
3-day: 70.1% above, 29.9% below
4-day: 62.4% above, 37.6% below
5-day: 71.9% above, 28.1% below
8-day: 84.9% above, 15.1% below
10-day: 89.4% above, 10.6% below
20-day: 68.6% above, 31.4% below
50-day: 37.1% above, 62.9% below
200-day: 45.9% above, 54.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 10:42 am ET)
ELEC(63): 0.57% Top=KLAC MXIM TER AMAT CPHD MPWR SLAB ISIL ….. TRMB MEI CSIQ SCTY QLGC IDTI ALTR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): 0.46% Top=EW RMD ALGN BSX BCR PODD WMGI UHS ….. ABT HUM WCG AET ISRG MOH CNC HNT=Bottom (Health)
INSU(42): 0.37% Top=FAF CB MTG AEL WRB AIZ ACE ACGL ….. GNW BRO AON CNO AGO AFSI MBI ORI=Bottom (Insurance)
LEIS(33): 0.32% Top=DNKN SONC BLMN TXRH RCL SGMS LTM CAKE ….. WEN OWW WYNN HOT BYD SEAS LVS WYN=Bottom (Leisure)
TRAN(34): 0.19% Top=SWFT AAL DAL CNW SAVE LUV JBLU HA ….. TK KNX UAL BRS TDW TRN AIRM GBX=Bottom (Transportation)
COSW(84): 0.16% Top=N QLIK SPLK NCR DATA INFA OTEX SNCR ….. VEEV XRX EQIX CVLT GRPN JD SFUN ANGI=Bottom (Computer Software/Internet)
CONS(60): 0.13% Top=AVY PG SCSS CRI PVH SKX JAH KS ….. KATE ICON RL GPK PKG TPX DECK IRBT=Bottom (Consumer)
DISV(53): 0.11% Top=WOOF YY XRS FISV CAR SBAC GPN AL ….. V APOL PRAA JEC KBR TMH DV Z=Bottom (Diversified Services)
FINA(94): 0.11% Top=STT FII EVR MS KKR BX PSEC GS ….. PACW PFG SUSQ JNS NDAQ SIVB TCB FNFG=Bottom (Banks/Financials)
META(25): 0.05% Top=CLF CENX CMC NUE EGO AA SWC CCJ ….. NEM FCX PAAS RGLD X CNX AKS SLCA=Bottom (Metals & Mining)
CHEM(35): -0.11% Top=AGU POT MOS GRA APD FUL IFF CF ….. MEOH TROX EMN GPRE POL HUN WLK OLN=Bottom (Chemicals/Fertilizers)
MANU(47): -0.15% Top=B DDD RS JKS ITW HON PNR DCI ….. XYL IEX GTLS BGC MRC CFX CRS FLS=Bottom (Manufacturing)
REAL(95): -0.29% Top=WRI BAM RLGY KIM DRE DLR SBRA STAG ….. PMT CLNY ACC DCT WAC HLSS PEB VTR=Bottom (Real Estate)
MATE(31): -0.31% Top=BCC VMC PWR FAST CLH LEN WM MLM ….. TOL MDC DAR KBH SRCL PHM DHI TPH=Bottom (Materials & Construction)
COHW(51): -0.47% Top=VRSN TDC VZ CNSL QCOM CSCO ARRS SSYS ….. OLED FNSR CIEN NSR CAMP INFN JNPR SYNA=Bottom (Computer Hardware/Telecom)
RETA(69): -0.52% Top=SHLD MELI BURL ABG KMX TFM CDW SIG ….. ASNA DDS CHS FRAN CAB ANF AEO AMZN=Bottom (Retail & Specialty Retail)
ENER(137): -1.78% Top=FET NGL CMLP SDLP DPM ENLK SXL NS ….. PES CRK AREX SN REXX EGY PTEN BAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 10:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:11 am

Market Stats at 10:10 am ET
by daytrend on 20141024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
6.3% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
17.8% are below yesterday’s low.
76.0% are inside yesterday’s range.
24.8% of stocks with today’s high > yesterday’s high. (75.2% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND
29.0% of stocks are above today’s open. (69.4% are below).
23.0% of stocks are above today’s open and yesterday’s close.
59.9% are below both.
5.8% of stocks opened above yesterday’s high.
49.6% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.4% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
24.5% are in the top half. 75.5% of stocks are in the bottom half of today’s range.
34.9% are in the bottom 20%.
13.6% are in the bottom 10%.

GAIN
34.4% of stocks are above yesterday’s close. (65.6% are below.)
1.1% are up 4.5% or more. 1.8% are down 4.5% or more.
1.3% are up 3.5% or more. 3.1% are down 3.5% or more.
71.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.7%…>=90:11.6%…>=80:24.0%…>=50:64.8%…<=20:4.4%…<=10:1.7%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:65.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.3% above previous 1 highs, 17.8% below previous 1 lows
5.2% above previous 2 highs, 8.5% below previous 2 lows
4.9% above previous 3 highs, 5.6% below previous 3 lows
4.8% above previous 4 highs, 2.9% below previous 4 lows
4.6% above previous 5 highs, 2.3% below previous 5 lows
4.6% above previous 6 highs, 1.5% below previous 6 lows
4.6% above previous 7 highs, 1.0% below previous 7 lows
4.3% above previous 8 highs, 1.0% below previous 8 lows
4.2% above previous 9 highs, 0.9% below previous 9 lows
4.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.4% are above or equal to 10/23 close (1 days ago), 65.6% are below.
77.8% are above or equal to 10/22 close (2 days ago), 22.2% are below.
46.3% are above or equal to 10/21 close (3 days ago), 53.7% are below.
79.6% are above or equal to 10/20 close (4 days ago), 20.4% are below.
85.8% are above or equal to 10/17 close (5 days ago), 14.2% are below.
86.7% are above or equal to 10/16 close (6 days ago), 13.3% are below.
88.6% are above or equal to 10/15 close (7 days ago), 11.4% are below.
89.4% are above or equal to 10/14 close (8 days ago), 10.6% are below.
90.2% are above or equal to 10/13 close (9 days ago), 9.8% are below.
81.6% are above or equal to 10/10 close (10 days ago), 18.4% are below.
69.1% are above or equal to 10/9 close (11 days ago), 30.9% are below.
48.7% are above or equal to 10/8 close (12 days ago), 51.3% are below.
59.2% are above or equal to 10/7 close (13 days ago), 40.8% are below.
46.1% are above or equal to 10/6 close (14 days ago), 53.9% are below.
43.8% are above or equal to 10/3 close (15 days ago), 56.3% are below.
49.5% are above or equal to 10/2 close (16 days ago), 50.5% are below.
51.3% are above or equal to 10/1 close (17 days ago), 48.7% are below.
42.2% are above or equal to 9/30 close (18 days ago), 57.8% are below.
38.1% are above or equal to 9/29 close (19 days ago), 61.9% are below.
36.9% are above or equal to 9/26 close (20 days ago), 63.1% are below.
41.5% are above or equal to 9/25 close (21 days ago), 58.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.2% new highs, 1.5% new lows
21d: 8.6% new highs, 1.5% new lows
42d: 4.6% new highs, 1.5% new lows
63d: 3.8% new highs, 1.4% new lows
126d: 3.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.2% above, 67.8% below
3-day: 63.5% above, 36.5% below
4-day: 55.6% above, 44.4% below
5-day: 66.2% above, 33.8% below
8-day: 84.1% above, 15.9% below
10-day: 88.4% above, 11.6% below
20-day: 65.9% above, 34.1% below
50-day: 34.9% above, 65.1% below
200-day: 44.9% above, 55.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141024 10:10 am ET)
HEAL(56): 0.27% Top=EW RMD ALGN WMGI BCR BSX PODD BAX ….. ISRG AET WCG LPNT THC MOH CNC HNT=Bottom (Health)
INSU(42): 0.15% Top=CB FAF WRB AEL MTG ACE CLGX ACGL ….. MMC MET PRU MBI AGO GNW AFSI ORI=Bottom (Insurance)
META(25): 0.10% Top=CLF EGO AEM CENX NUE GG AA RGLD ….. SCCO CCJ STLD FCX CNX X AKS SLCA=Bottom (Metals & Mining)
LEIS(33): 0.03% Top=SONC DNKN BLMN TXRH LTM JACK CAKE EAT ….. WEN WYNN HOT EXPE BYD LVS SEAS WYN=Bottom (Leisure)
COSW(84): 0.02% Top=N QLIK NCR YELP SPLK SNCR OTEX DATA ….. GRPN FEYE XRX CVLT EQIX ANGI SFUN JD=Bottom (Computer Software/Internet)
ELEC(63): -0.06% Top=KLAC MXIM TER AMAT CPHD MPWR VECO LRCX ….. CSIQ CODE TSL AMBA SCTY IDTI INVN ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -0.10% Top=STT FII EVR PSEC SNV BX MS GS ….. WETF SUSQ SIVB PFG TCB JNS NDAQ FNFG=Bottom (Banks/Financials)
DISV(53): -0.15% Top=WOOF YY XRS CAR SBAC MCO FISV AAN ….. PRAA URI ULTA TMH KBR JEC Z DV=Bottom (Diversified Services)
TRAN(34): -0.16% Top=SWFT AAL LUV DAL HA JBLU UPS FDX ….. TK BRS AIRM ALK UAL TDW GBX TRN=Bottom (Transportation)
REAL(95): -0.23% Top=WRI BDN BAM DRE RPAI KIM MAA PLD ….. GLPI DCT CLNY NRF VTR HLSS WAC NSM=Bottom (Real Estate)
CONS(60): -0.23% Top=AVY PG PVH SKX SCSS CRI KMB ENR ….. BERY GT HAR PKG TPX DECK UFS IRBT=Bottom (Consumer)
MANU(47): -0.43% Top=B RS HON GE BWC ITW PNR PCP ….. IEX MHK ITT MRC GTLS CRS FLS CFX=Bottom (Manufacturing)
MATE(31): -0.63% Top=BCC VMC PWR CLH WM CVA AWI RSG ….. PHM KBH TOL MTZ DHI USG MTH TPH=Bottom (Materials & Construction)
COHW(50): -0.63% Top=VRSN CNSL VZ BBRY TDC EMC BCE TMUS ….. NSR COMM FNSR OLED CIEN INFN JNPR SYNA=Bottom (Computer Hardware/Telecom)
CHEM(35): -0.63% Top=AGU POT WPZ MOS IFF MON SHW PX ….. TROX HUN FTK AXLL POL EMN WLK OLN=Bottom (Chemicals/Fertilizers)
RETA(69): -0.95% Top=SHLD MELI DANG CDW NFLX SIG EBAY BURL ….. CHS URBN ASNA ANN FRAN AEO AMZN ANF=Bottom (Retail & Specialty Retail)
ENER(137): -1.97% Top=NGL CMLP SDLP ETP MWE SXL MDU ENLK ….. CRK SWN SN EGY PTEN AREX EXXI BAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 10:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/23/2014

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
23.5% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
9.3% are below yesterday’s low.
67.2% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
23.5% of stocks with today’s low < yesterday’s low. (76.5% greater than).

EVIDENCE OF INTRADAY TREND
65.6% of stocks are above today’s open. (33.5% are below).
64.1% of stocks are above today’s open and yesterday’s close.
10.8% are below both.
10.4% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.6% of stocks are in the top 10% of today’s range.
12.1% 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.
14.7% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
87.7% of stocks are above yesterday’s close. (12.3% are below.)
6.1% are up 4.5% or more. 0.6% are down 4.5% or more.
10.2% are up 3.5% or more. 0.9% are down 3.5% or more.
33.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:18.7%…>=80:38.2%…>=50:85.8%…<=20:2.5%…<=10:0.7%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:71.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:57.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.5% above previous 1 highs, 9.3% below previous 1 lows
21.8% above previous 2 highs, 4.4% below previous 2 lows
21.7% above previous 3 highs, 2.5% below previous 3 lows
21.1% above previous 4 highs, 1.8% below previous 4 lows
20.8% above previous 5 highs, 1.1% below previous 5 lows
20.1% above previous 6 highs, 1.0% below previous 6 lows
19.2% above previous 7 highs, 0.9% below previous 7 lows
18.7% above previous 8 highs, 0.8% below previous 8 lows
17.3% above previous 9 highs, 0.8% below previous 9 lows
15.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.7% are above or equal to 10/22 close (1 days ago), 12.3% are below.
53.9% are above or equal to 10/21 close (2 days ago), 46.1% are below.
86.8% are above or equal to 10/20 close (3 days ago), 13.2% are below.
90.6% are above or equal to 10/17 close (4 days ago), 9.4% are below.
89.3% are above or equal to 10/16 close (5 days ago), 10.7% are below.
91.2% are above or equal to 10/15 close (6 days ago), 8.8% are below.
90.8% are above or equal to 10/14 close (7 days ago), 9.2% are below.
91.6% are above or equal to 10/13 close (8 days ago), 8.4% are below.
84.1% are above or equal to 10/10 close (9 days ago), 15.9% are below.
73.3% are above or equal to 10/9 close (10 days ago), 26.7% are below.
50.7% are above or equal to 10/8 close (11 days ago), 49.3% are below.
63.1% are above or equal to 10/7 close (12 days ago), 36.9% are below.
48.3% are above or equal to 10/6 close (13 days ago), 51.7% are below.
44.4% are above or equal to 10/3 close (14 days ago), 55.6% are below.
51.0% are above or equal to 10/2 close (15 days ago), 49.0% are below.
52.3% are above or equal to 10/1 close (16 days ago), 47.7% are below.
43.3% are above or equal to 9/30 close (17 days ago), 56.7% are below.
39.4% are above or equal to 9/29 close (18 days ago), 60.6% are below.
37.5% are above or equal to 9/26 close (19 days ago), 62.5% are below.
41.8% are above or equal to 9/25 close (20 days ago), 58.2% are below.
33.9% are above or equal to 9/24 close (21 days ago), 66.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.7% new highs, 1.6% new lows
21d: 17.7% new highs, 1.6% new lows
42d: 8.7% new highs, 1.5% new lows
63d: 7.8% new highs, 1.5% new lows
126d: 6.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.0% above, 13.0% below
3-day: 74.9% above, 25.1% below
4-day: 82.1% above, 17.9% below
5-day: 86.0% above, 14.0% below
8-day: 90.9% above, 9.1% below
10-day: 91.8% above, 8.2% below
20-day: 67.0% above, 33.0% below
50-day: 35.6% above, 64.4% below
200-day: 45.1% above, 54.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 Closing)
COHW(52): 2.71% Top=INFN PLCM CIEN SMCI RKUS PANW EFII BBRY ….. FTR VZ UBNT CTL TDC WIN SYNA T=Bottom (Computer Hardware/Telecom)
ENER(137): 2.65% Top=EGY EXXI SGY CVE PVA DO LPI WTI ….. WMB CMLP WFT ATW ECR RES ETE APL=Bottom (Energy)
MANU(48): 2.54% Top=CRS PH GTLS CAT TEX SPW BGC JOY ….. MHK LII BWC GE ATI RS PCP CFX=Bottom (Manufacturing)
ELEC(63): 2.48% Top=SLAB CREE LRCX MEI JASO AMKR ISIL TRMB ….. MU KLAC MPWR MCHP ADI TXN SCTY BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 2.43% Top=GBX TRN ALK UNP TDW AAL BRS TK ….. WERN EXPD JBHT CNW UAL SWFT LUV JBLU=Bottom (Transportation)
RETA(69): 1.60% Top=TSCO KMX ORLY PAG ABG SHLD DANG JCP ….. SBH AMZN COST WSM PETM GNC BURL CAB=Bottom (Retail & Specialty Retail)
DISV(53): 1.58% Top=WTW TMH YY Z R JEC ATHN ALLE ….. VPRT SBAC HTZ ULTA URS RCII APOL BAH=Bottom (Diversified Services)
HEAL(56): 1.52% Top=IRWD ZMH BCR BSX DXCM PODD DGX HNT ….. STJ SIRO MD KND ESRX WMGI EW VAR=Bottom (Health)
MATE(32): 1.43% Top=FLR RYL EXP AWI EME TPH KBH MTH ….. RYN MDC RSG SPF CVA OC DAR USG=Bottom (Materials & Construction)
COSW(85): 1.28% Top=NOW SPLK FEYE XRX N EA LOCK DATA ….. BIDU CVLT SFUN EQIX CSOD JD CTXS YELP=Bottom (Computer Software/Internet)
CONS(60): 1.16% Top=SCSS UFS JAH LEG TPX BC PKG NUS ….. CLX VFC SHOO PG DECK UA CRI SKX=Bottom (Consumer)
META(25): 1.01% Top=AKS PAAS X SLCA CENX CMC SLW EGO ….. GG CCJ STLD SCCO RGLD NUE NEM CLF=Bottom (Metals & Mining)
FINA(95): 0.99% Top=WETF LPLA BXS OCN FNGN ICE CME LM ….. RY ARCC PSEC FSC FNB EFX BKU BX=Bottom (Banks/Financials)
REAL(94): 0.80% Top=RLGY DCT LHO BDN SHO BEE PEB ARCP ….. EDR EPR NLY WAC NNN ACC NSM CLI=Bottom (Real Estate)
CHEM(37): 0.79% Top=FTK ALB CBT TROX POL GPRE SZYM CHMT ….. PX FMC POT MON OLN MOS IFF AXLL=Bottom (Chemicals/Fertilizers)
LEIS(34): 0.43% Top=LTM SGMS BYD SEAS OWW DRI LOCO MGM ….. PNRA WEN SONC TXRH RCL BLMN CAKE DNKN=Bottom (Leisure)
INSU(42): 0.29% Top=CLGX MBI AEL FAF FNF CNO TRV LNC ….. WSH RDN ACGL AHL AXS VR TMK AWH=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 3:07 pm ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
22.5% of stocks are above yesterday’s high.
61.5% are above yesterday’s midpoint. (38.5% are below.)
8.8% are below yesterday’s low.
68.7% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
22.9% of stocks with today’s low < yesterday’s low. (77.1% greater than).

EVIDENCE OF INTRADAY TREND
63.7% of stocks are above today’s open. (35.4% are below).
62.3% of stocks are above today’s open and yesterday’s close.
11.3% are below both.
10.5% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.0% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN
87.4% of stocks are above yesterday’s close. (12.6% are below.)
5.1% are up 4.5% or more. 0.7% are down 4.5% or more.
10.0% are up 3.5% or more. 1.2% are down 3.5% or more.
33.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.9%…>=90:18.3%…>=80:37.2%…>=50:85.5%…<=20:2.5%…<=10:0.8%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:70.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:56.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.5% above previous 1 highs, 8.8% below previous 1 lows
20.3% above previous 2 highs, 4.7% below previous 2 lows
20.1% above previous 3 highs, 2.2% below previous 3 lows
19.7% above previous 4 highs, 1.9% below previous 4 lows
19.4% above previous 5 highs, 1.3% below previous 5 lows
18.7% above previous 6 highs, 1.2% below previous 6 lows
17.9% above previous 7 highs, 1.1% below previous 7 lows
17.4% above previous 8 highs, 1.0% below previous 8 lows
16.3% above previous 9 highs, 0.9% below previous 9 lows
14.0% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.4% are above or equal to 10/22 close (1 days ago), 12.6% are below.
52.5% are above or equal to 10/21 close (2 days ago), 47.5% are below.
85.8% are above or equal to 10/20 close (3 days ago), 14.2% are below.
90.8% are above or equal to 10/17 close (4 days ago), 9.2% are below.
89.3% are above or equal to 10/16 close (5 days ago), 10.7% are below.
91.4% are above or equal to 10/15 close (6 days ago), 8.6% are below.
90.9% are above or equal to 10/14 close (7 days ago), 9.1% are below.
91.8% are above or equal to 10/13 close (8 days ago), 8.2% are below.
85.0% are above or equal to 10/10 close (9 days ago), 15.0% are below.
72.0% are above or equal to 10/9 close (10 days ago), 28.0% are below.
49.7% are above or equal to 10/8 close (11 days ago), 50.3% are below.
62.4% are above or equal to 10/7 close (12 days ago), 37.6% are below.
47.8% are above or equal to 10/6 close (13 days ago), 52.2% are below.
44.4% are above or equal to 10/3 close (14 days ago), 55.6% are below.
50.8% are above or equal to 10/2 close (15 days ago), 49.2% are below.
52.4% are above or equal to 10/1 close (16 days ago), 47.6% are below.
43.4% are above or equal to 9/30 close (17 days ago), 56.6% are below.
38.7% are above or equal to 9/29 close (18 days ago), 61.3% are below.
37.3% are above or equal to 9/26 close (19 days ago), 62.7% are below.
42.6% are above or equal to 9/25 close (20 days ago), 57.4% are below.
33.8% are above or equal to 9/24 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.7% new highs, 1.6% new lows
21d: 17.8% new highs, 1.6% new lows
42d: 8.7% new highs, 1.5% new lows
63d: 7.8% new highs, 1.5% new lows
126d: 6.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.7% above, 13.3% below
3-day: 74.0% above, 26.0% below
4-day: 81.1% above, 18.9% below
5-day: 85.5% above, 14.5% below
8-day: 91.0% above, 9.0% below
10-day: 91.9% above, 8.1% below
20-day: 66.9% above, 33.1% below
50-day: 35.7% above, 64.3% below
200-day: 44.8% above, 55.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 3:07 pm ET)
MANU(48): 2.52% Top=CRS PH TEX CAT GTLS JOY SPW BGC ….. MHK GE LII BWC ATI PCP RS CFX=Bottom (Manufacturing)
ENER(137): 2.49% Top=EGY EXXI SGY CVE PVA LPI DO EPE ….. ARP ATW MEMP CMLP APL ETE RES WFT=Bottom (Energy)
COHW(51): 2.48% Top=INFN PLCM CIEN SMCI PANW RKUS BBRY EFII ….. S FTR CTL SYNA TDC VZ WIN T=Bottom (Computer Hardware/Telecom)
TRAN(33): 2.25% Top=GBX TRN ALK UNP AAL TDW BRS CP ….. KNX CNW JBHT HA SAVE SWFT JBLU LUV=Bottom (Transportation)
ELEC(63): 2.22% Top=SLAB CREE LRCX MEI TRMB JASO AMKR ISIL ….. MCHP ADI TXN MPWR MU ONNN BRCM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): 1.71% Top=TSCO KMX ORLY SHLD ABG PAG DANG AN ….. SFM WSM COST BID PETM BURL GNC CAB=Bottom (Retail & Specialty Retail)
DISV(53): 1.51% Top=WTW TMH YY Z ATHN R JEC ALLE ….. ULTA VPRT SBAC AAN URS RCII APOL BAH=Bottom (Diversified Services)
MATE(32): 1.50% Top=FLR RYL EXP AWI KBH BCC TPH PHM ….. MDC SPF RYN OC RSG DAR CVA USG=Bottom (Materials & Construction)
HEAL(56): 1.38% Top=IRWD ZMH BCR BSX DXCM PODD STE HNT ….. STJ MD KND ESRX SIRO EW WMGI VAR=Bottom (Health)
COSW(85): 1.29% Top=NOW SPLK FEYE MKTO XRX DATA N EA ….. SFUN NQ BIDU EQIX JD CSOD CTXS YELP=Bottom (Computer Software/Internet)
META(25): 1.20% Top=AKS PAAS X SLW SLCA EGO CMC AEM ….. FCX CCJ RGLD SCCO STLD NUE NEM CLF=Bottom (Metals & Mining)
CONS(60): 1.12% Top=SCSS UFS JAH LEG PKG BC TPX PAY ….. SHOO VFC PG IRBT UA DECK CRI SKX=Bottom (Consumer)
FINA(95): 1.10% Top=FNGN WETF LPLA BXS KKR AMTD FNFG LM ….. FSC APO RY ARCC FNB EFX BX BKU=Bottom (Banks/Financials)
CHEM(37): 0.79% Top=FTK ALB GPRE POL CBT SZYM AGU CHMT ….. PX FMC MON MOS OLN POT IFF AXLL=Bottom (Chemicals/Fertilizers)
REAL(94): 0.77% Top=RLGY LHO DCT BDN SHO BEE HPT BAM ….. AGNC NLY EDR HLSS ACC NNN NSM CLI=Bottom (Real Estate)
LEIS(34): 0.32% Top=LTM SGMS SEAS BYD DRI EXPE OWW LOCO ….. CCL WEN SONC BLMN TXRH CAKE RCL DNKN=Bottom (Leisure)
INSU(42): 0.27% Top=CLGX MBI FNF AEL TRV LNC CNO FAF ….. AHL WSH RDN ACGL AXS VR AWH TMK=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 3:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 12:43 pm ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
24.2% of stocks are above yesterday’s high.
67.7% are above yesterday’s midpoint. (32.3% are below.)
7.0% are below yesterday’s low.
68.8% are inside yesterday’s range.
45.7% of stocks with today’s high > yesterday’s high. (54.3% less than).
19.5% of stocks with today’s low < yesterday’s low. (80.5% greater than).

EVIDENCE OF INTRADAY TREND
69.8% of stocks are above today’s open. (29.2% are below).
68.0% of stocks are above today’s open and yesterday’s close.
8.0% are below both.
10.4% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.6% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
64.7% are in the top half. 35.3% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
90.4% of stocks are above yesterday’s close. (9.6% are below.)
4.7% are up 4.5% or more. 0.5% are down 4.5% or more.
9.7% are up 3.5% or more. 0.9% are down 3.5% or more.
30.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:19.3%…>=80:40.5%…>=50:88.0%…<=20:2.7%…<=10:0.9%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:72.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:58.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.2% above previous 1 highs, 7.0% below previous 1 lows
22.3% above previous 2 highs, 3.8% below previous 2 lows
21.9% above previous 3 highs, 2.4% below previous 3 lows
21.5% above previous 4 highs, 2.2% below previous 4 lows
21.2% above previous 5 highs, 1.6% below previous 5 lows
20.6% above previous 6 highs, 1.4% below previous 6 lows
19.7% above previous 7 highs, 1.3% below previous 7 lows
19.1% above previous 8 highs, 1.3% below previous 8 lows
17.3% above previous 9 highs, 1.3% below previous 9 lows
15.1% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
90.4% are above or equal to 10/22 close (1 days ago), 9.6% are below.
56.7% are above or equal to 10/21 close (2 days ago), 43.3% are below.
87.4% are above or equal to 10/20 close (3 days ago), 12.6% are below.
91.0% are above or equal to 10/17 close (4 days ago), 9.0% are below.
89.0% are above or equal to 10/16 close (5 days ago), 11.0% are below.
91.0% are above or equal to 10/15 close (6 days ago), 9.0% are below.
90.8% are above or equal to 10/14 close (7 days ago), 9.2% are below.
91.6% are above or equal to 10/13 close (8 days ago), 8.4% are below.
84.7% are above or equal to 10/10 close (9 days ago), 15.3% are below.
74.1% are above or equal to 10/9 close (10 days ago), 25.9% are below.
51.9% are above or equal to 10/8 close (11 days ago), 48.1% are below.
64.5% are above or equal to 10/7 close (12 days ago), 35.5% are below.
49.6% are above or equal to 10/6 close (13 days ago), 50.4% are below.
46.0% are above or equal to 10/3 close (14 days ago), 54.0% are below.
51.7% are above or equal to 10/2 close (15 days ago), 48.3% are below.
53.7% are above or equal to 10/1 close (16 days ago), 46.3% are below.
44.8% are above or equal to 9/30 close (17 days ago), 55.2% are below.
39.6% are above or equal to 9/29 close (18 days ago), 60.4% are below.
39.3% are above or equal to 9/26 close (19 days ago), 60.7% are below.
43.4% are above or equal to 9/25 close (20 days ago), 56.6% are below.
35.1% are above or equal to 9/24 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 1.5% new lows
21d: 16.2% new highs, 1.5% new lows
42d: 8.5% new highs, 1.4% new lows
63d: 7.6% new highs, 1.4% new lows
126d: 5.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 89.9% above, 10.1% below
3-day: 78.7% above, 21.3% below
4-day: 83.2% above, 16.8% below
5-day: 87.3% above, 12.7% below
8-day: 91.2% above, 8.8% below
10-day: 91.3% above, 8.7% below
20-day: 68.9% above, 31.1% below
50-day: 36.3% above, 63.7% below
200-day: 45.3% above, 54.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 12:43 pm ET)
ELEC(63): 2.59% Top=SLAB LRCX CREE MEI SUNE AMKR CODE ISIL ….. QLGC MXIM INVN GRMN ADI TXN BRCM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 2.58% Top=GBX TRN ALK UNP TK CSX SAVE DAL ….. EXPD CHRW GLNG KNX JBHT UAL SWFT JBLU=Bottom (Transportation)
MANU(48): 2.55% Top=CRS PH TEX CAT GTLS SPW BGC JOY ….. BWC DDD ATI MRC GNRC RS PCP CFX=Bottom (Manufacturing)
COHW(52): 2.40% Top=INFN PLCM CIEN SMCI PANW RKUS GOGO ANET ….. VIP UBNT CTL FTR TDC VZ WIN T=Bottom (Computer Hardware/Telecom)
ENER(137): 2.20% Top=EXXI EGY SGY CPE CVE DO FTI WPX ….. MEMP APL RES ARP LGCY ETE ATW WFT=Bottom (Energy)
MATE(32): 1.88% Top=FLR KBH RYL EXP MTH BCC EME PHM ….. RSG SRCL CVA SPF OC RYN DAR USG=Bottom (Materials & Construction)
DISV(53): 1.85% Top=WTW TMH YY R JEC ATHN ACM URI ….. ULTA SBAC APOL BAH HMSY AAN RCII URS=Bottom (Diversified Services)
COSW(85): 1.63% Top=NOW SPLK DATA FEYE MKTO DWRE PFPT N ….. IBM NQ JD SFUN EQIX CSOD CTXS YELP=Bottom (Computer Software/Internet)
RETA(69): 1.58% Top=TSCO KMX ORLY DANG ABG PAG SHLD JCP ….. SBH TFM WSM PETM BURL SFM GNC CAB=Bottom (Retail & Specialty Retail)
HEAL(56): 1.53% Top=IRWD BCR ZMH ALGN HNT DGX DXCM CYH ….. RMD SIRO EW STJ WMGI MD ESRX VAR=Bottom (Health)
CONS(60): 1.32% Top=SCSS UFS LEG JAH BC PAY TPX PKG ….. AVP UA BMS DECK PG IRBT CRI SKX=Bottom (Consumer)
FINA(95): 1.18% Top=WETF TCBI FNGN LAZ BXS AMG JNS BLK ….. NYCB AINV RY FRC FNB EFX BKU BX=Bottom (Banks/Financials)
LEIS(34): 1.09% Top=LTM BYD SGMS SEAS OWW EXPE MAR MGM ….. PNRA WEN TXRH SONC BLMN RCL CAKE DNKN=Bottom (Leisure)
CHEM(37): 1.06% Top=FTK ALB SZYM CBT POL TROX CHMT CYT ….. GPRE OLN DD IFF MOS MON POT AXLL=Bottom (Chemicals/Fertilizers)
REAL(94): 0.79% Top=RLGY LHO BEE DCT SHO BAM DRH HPT ….. EDR ACC HCP VTR SRC NNN NSM CLI=Bottom (Real Estate)
INSU(42): 0.54% Top=CLGX MBI CNO GNW PRU AEL MET LNC ….. AHL WSH ACE ACGL AXS VR TMK AWH=Bottom (Insurance)
META(25): 0.40% Top=AKS X CLD BTU SLCA CENX CMC AA ….. ABX STLD NUE EGO GG RGLD NEM CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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