daytrend

10/02/2014

Filed under: Market Stats — daytrend @ 8:41 am

Market Stats at 9:40 am ET
by daytrend on 20141002. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 943.

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
5.1% of stocks are above yesterday’s high.
29.9% are above yesterday’s midpoint. (70.1% are below.)
16.8% are below yesterday’s low.
78.2% are inside yesterday’s range.
7.8% of stocks with today’s high > yesterday’s high. (92.2% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND
69.9% of stocks are above today’s open. (28.5% are below).
57.8% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
1.4% of stocks opened above yesterday’s high.
33.9% of stocks opened above yesterday’s close. (59.4% opened below yesterday’s close).
16.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.7% of stocks are in the top 10% of today’s range.
36.1% are in the top 20%.
71.4% are in the top half. 28.6% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN
65.1% of stocks are above yesterday’s close. (34.9% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.5% are up 3.5% or more. 0.4% are down 3.5% or more.
82.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.7%…>=90:1.7%…>=80:4.2%…>=50:20.6%…<=20:41.8%…<=10:26.4%…<=5:16.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:10.7%…<=20:10.7%…<=10:0.6%…<=5:0.2%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:12.5%…<=20:3.2%…<=10:0.3%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.1% above previous 1 highs, 16.8% below previous 1 lows
2.1% above previous 2 highs, 16.0% below previous 2 lows
1.8% above previous 3 highs, 15.4% below previous 3 lows
1.6% above previous 4 highs, 14.2% below previous 4 lows
1.3% above previous 5 highs, 13.9% below previous 5 lows
0.8% above previous 6 highs, 13.5% below previous 6 lows
0.8% above previous 7 highs, 13.3% below previous 7 lows
0.4% above previous 8 highs, 13.3% below previous 8 lows
0.3% above previous 9 highs, 13.3% below previous 9 lows
0.3% above previous 10 highs, 13.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.1% are above or equal to 10/1 close (1 days ago), 34.9% are below.
18.8% are above or equal to 9/30 close (2 days ago), 81.2% are below.
11.8% are above or equal to 9/29 close (3 days ago), 88.2% are below.
12.7% are above or equal to 9/26 close (4 days ago), 87.3% are below.
25.3% are above or equal to 9/25 close (5 days ago), 74.7% are below.
12.6% are above or equal to 9/24 close (6 days ago), 87.4% are below.
18.7% are above or equal to 9/23 close (7 days ago), 81.3% are below.
14.5% are above or equal to 9/22 close (8 days ago), 85.5% are below.
8.6% are above or equal to 9/19 close (9 days ago), 91.4% are below.
8.0% are above or equal to 9/18 close (10 days ago), 92.0% are below.
10.3% are above or equal to 9/17 close (11 days ago), 89.7% are below.
11.0% are above or equal to 9/16 close (12 days ago), 89.0% are below.
15.3% are above or equal to 9/15 close (13 days ago), 84.7% are below.
13.1% are above or equal to 9/12 close (14 days ago), 86.9% are below.
10.9% are above or equal to 9/11 close (15 days ago), 89.1% are below.
13.1% are above or equal to 9/10 close (16 days ago), 86.9% are below.
15.3% are above or equal to 9/9 close (17 days ago), 84.7% are below.
12.5% are above or equal to 9/8 close (18 days ago), 87.5% are below.
13.4% are above or equal to 9/5 close (19 days ago), 86.6% are below.
14.7% are above or equal to 9/4 close (20 days ago), 85.3% are below.
15.5% are above or equal to 9/3 close (21 days ago), 84.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.3% new highs, 25.0% new lows
21d: 0.3% new highs, 25.0% new lows
42d: 0.1% new highs, 16.0% new lows
63d: 0.1% new highs, 14.6% new lows
126d: 0.1% new highs, 8.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.3% above, 36.7% below
3-day: 26.2% above, 73.8% below
4-day: 17.2% above, 82.8% below
5-day: 14.4% above, 85.6% below
8-day: 15.5% above, 84.5% below
10-day: 11.8% above, 88.2% below
20-day: 10.2% above, 89.8% below
50-day: 21.5% above, 78.5% below
200-day: 43.9% above, 56.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141002 9:40 am ET)
TRAN(30): 1.00% Top=JBLU CP DAL UAL LUV ALK YRCW TK ….. UNP ODFL FDX CNI UPS TDW CHRW GLNG=Bottom (Transportation)
LEIS(30): 0.56% Top=BYD DRI EAT LVS JACK TXRH LTM CAKE ….. MPEL MCD MAR SIX DNKN CCL PNK EXPE=Bottom (Leisure)
RETA(67): 0.48% Top=SHLD PAG AN KMX ASNA ANF CST FIVE ….. BIG TGT DLTR KSS SPLS BURL AMZN GME=Bottom (Retail & Specialty Retail)
DISV(54): 0.48% Top=GPN APOL HTZ BLOX YY ATHN URI DV ….. JEC ALLE CTAS ADS TYC MYGN V SERV=Bottom (Diversified Services)
MATE(30): 0.43% Top=RYL PHM RSG MTH TPH MDC WCN SPF ….. KBH DHI MTZ PWR AWI MLM EXP CLH=Bottom (Materials & Construction)
COSW(81): 0.40% Top=ADSK TWTR PTC FEYE DATA RHT MSCI QLIK ….. IACI DBD CA NCR INTU NQ VEEV WBMD=Bottom (Computer Software/Internet)
MANU(44): 0.36% Top=CMI TEX GNRC JKS DDD BGC EMR DOV ….. RS DE MRC ATU AOS ETN GTLS ATI=Bottom (Manufacturing)
COHW(47): 0.30% Top=EFII SSYS LXK FNSR GOGO PANW CIEN VRSN ….. S SNDK LVLT UBNT BRCD MSI BBRY VIP=Bottom (Computer Hardware/Telecom)
CONS(59): 0.28% Top=FOSL UFS MAT BC SCSS KATE WWW HAR ….. CL CCK LULU COTY SEE CROX PKG NUS=Bottom (Consumer)
FINA(88): 0.28% Top=ICE CME CBOE JNS OZM SLM BXS PVTB ….. TD KKR CG PNC JPM BX RCAP ARMK=Bottom (Banks/Financials)
INSU(37): 0.23% Top=ORI GNW MBI MTG FAF HIG AFG ACGL ….. MMC AFL LNC L TRV AIG WSH AGO=Bottom (Insurance)
REAL(91): 0.12% Top=BEE AIV DFT SUI UDR SBRA EQY KRC ….. KRG IVR SLG AGNC BDN GLPI TWO NLY=Bottom (Real Estate)
HEAL(52): 0.10% Top=DVA MD THOR ZLTQ OPK BSX BCR DXCM ….. AET HNT HUM ESRX DGX CVD THC MASI=Bottom (Health)
META(24): -0.01% Top=AEM AKS CLF EGO GG RGLD CMC SCCO ….. SWC TCK CNX STLD CENX SLCA BTU X=Bottom (Metals & Mining)
CHEM(33): -0.30% Top=CHMT APD ALB SHW POL FMC OLN CYT ….. CE GRA CF WLK GPRE FTK POT AGU=Bottom (Chemicals/Fertilizers)
ELEC(58): -0.50% Top=AYI SCTY INVN CPHD TSL MEI MU VSH ….. MXIM CODE LLTC FSL GTAT ALTR ENPH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(118): -0.98% Top=ECA MDU VLO DK WNR HMHC PBF ALJ ….. SN EXXI RSPP PWE CPE PVA GDP SFY=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 9:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:25 am

PRE – Market Stats at 9:25 am ET #premarket
by daytrend on 20141002. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 288.

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
7.3% of stocks are above yesterday’s high.
22.9% are above yesterday’s midpoint. (77.1% are below.)
16.0% are below yesterday’s low.
76.7% are inside yesterday’s range.
7.3% of stocks with today’s high > yesterday’s high. (92.7% less than).
16.0% of stocks with today’s low < yesterday’s low. (84.0% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
7.3% of stocks opened above yesterday’s high.
55.6% of stocks opened above yesterday’s close. (44.4% opened below yesterday’s close).
16.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
55.6% of stocks are above yesterday’s close. (44.4% are below.)
0.3% are up 4.5% or more. 0.7% are down 4.5% or more.
1.4% are up 3.5% or more. 1.0% are down 3.5% or more.
82.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.7%…>=90:1.4%…>=80:3.5%…>=50:18.1%…<=20:57.3%…<=10:36.5%…<=5:19.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:10.1%…<=20:11.5%…<=10:1.0%…<=5:0.3%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.6%…<=20:3.1%…<=10:0.3%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.3% above previous 1 highs, 16.0% below previous 1 lows
3.5% above previous 2 highs, 16.0% below previous 2 lows
2.8% above previous 3 highs, 15.3% below previous 3 lows
2.1% above previous 4 highs, 14.6% below previous 4 lows
1.0% above previous 5 highs, 13.9% below previous 5 lows
1.0% above previous 6 highs, 13.5% below previous 6 lows
1.0% above previous 7 highs, 13.5% below previous 7 lows
1.0% above previous 8 highs, 13.5% below previous 8 lows
1.0% above previous 9 highs, 13.5% below previous 9 lows
1.0% above previous 10 highs, 13.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.6% are above or equal to 10/1 close (1 days ago), 44.4% are below.
16.7% are above or equal to 9/30 close (2 days ago), 83.3% are below.
13.2% are above or equal to 9/29 close (3 days ago), 86.8% are below.
10.1% are above or equal to 9/26 close (4 days ago), 89.9% are below.
19.4% are above or equal to 9/25 close (5 days ago), 80.6% are below.
9.0% are above or equal to 9/24 close (6 days ago), 91.0% are below.
17.4% are above or equal to 9/23 close (7 days ago), 82.6% are below.
16.3% are above or equal to 9/22 close (8 days ago), 83.7% are below.
9.0% are above or equal to 9/19 close (9 days ago), 91.0% are below.
7.6% are above or equal to 9/18 close (10 days ago), 92.4% are below.
12.2% are above or equal to 9/17 close (11 days ago), 87.8% are below.
12.2% are above or equal to 9/16 close (12 days ago), 87.8% are below.
17.0% are above or equal to 9/15 close (13 days ago), 83.0% are below.
12.5% are above or equal to 9/12 close (14 days ago), 87.5% are below.
13.2% are above or equal to 9/11 close (15 days ago), 86.8% are below.
16.0% are above or equal to 9/10 close (16 days ago), 84.0% are below.
19.1% are above or equal to 9/9 close (17 days ago), 80.9% are below.
15.6% are above or equal to 9/8 close (18 days ago), 84.4% are below.
15.3% are above or equal to 9/5 close (19 days ago), 84.7% are below.
18.1% are above or equal to 9/4 close (20 days ago), 81.9% are below.
20.5% are above or equal to 9/3 close (21 days ago), 79.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 11.8% new lows
21d: 0.7% new highs, 11.8% new lows
42d: 0.3% new highs, 8.7% new lows
63d: 0.3% new highs, 7.6% new lows
126d: 0.3% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.6% above, 44.4% below
3-day: 20.1% above, 79.9% below
4-day: 16.0% above, 84.0% below
5-day: 14.2% above, 85.8% below
8-day: 11.8% above, 88.2% below
10-day: 10.8% above, 89.2% below
20-day: 11.5% above, 88.5% below
50-day: 26.7% above, 73.3% below
200-day: 44.4% above, 55.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141002 9:25 am ET)
COSW(29): 0.79% Top=NQ DATA VNET ADSK INFA TWTR ANGI AOL ….. ADBE GOOG TRIP YHOO YELP NUAN ORCL LNKD=Bottom (Computer Software/Internet)
LEIS(13): 0.43% Top=SGMS DRI EXPE SEAS WYNN MGM LVS SBUX ….. MGM LVS SBUX RCL MCD CCL MAR YUM=Bottom (Leisure)
TRAN(16): 0.42% Top=JBLU DAL LUV CSX UNP GBX NSC GLNG ….. UAL CP SAVE AAL YRCW FDX UPS TRN=Bottom (Transportation)
RETA(24): 0.38% Top=AN SFM COST KMX SHLD WFM CVS M ….. HD WAG TGT DANG KORS FIVE AMZN JCP=Bottom (Retail & Specialty Retail)
CONS(12): 0.31% Top=PG MAT UA HBI DECK NWL IP CL ….. DECK NWL IP CL ECL GT NKE OI=Bottom (Consumer)
HEAL(11): 0.30% Top=HCA ABT OPK EVHC MDT A ALGN HUM ….. EVHC MDT A ALGN HUM UNH WLP MASI=Bottom (Health)
META(15): 0.24% Top=AKS GG AEM TCK ABX EGO CENX NEM ….. NEM AA SLW PAAS SCCO X CLF SLCA=Bottom (Metals & Mining)
MATE(3): 0.20% Top=RYL RSG DHI ….. RYL RSG DHI=Bottom (Materials & Construction)
MANU(11): 0.19% Top=CMI JKS DDD DE XYL GE HON ITW ….. DE XYL GE HON ITW CAT FLS ETN=Bottom (Manufacturing)
COHW(21): 0.14% Top=ANET ARUN JDSU AAPL CSCO SSYS T SNDK ….. FTR SYNA FNSR SWIR BBRY MSI UBNT WIN=Bottom (Computer Hardware/Telecom)
REAL(9): 0.12% Top=CYS UDR AGNC NLY GOV VTR NRF TWO ….. UDR AGNC NLY GOV VTR NRF TWO BDN=Bottom (Real Estate)
DISV(10): 0.10% Top=GPN ULTA HTZ URI YY PCLN PAYX V ….. HTZ URI YY PCLN PAYX V MA SBAC=Bottom (Diversified Services)
INSU(7): -0.01% Top=AFL HIG MET PRU MBI GNW TRV ….. AFL HIG MET PRU MBI GNW TRV=Bottom (Insurance)
FINA(23): -0.08% Top=NDAQ TCB ICE WFC TD BAC MS NYCB ….. PSEC RCAP STI C ARMK WETF JPM EFX=Bottom (Banks/Financials)
ENER(47): -0.18% Top=NBR PTEN VNR ATHL ECA NOV CAM EXXI ….. XOM OXY CLR EOG HAL SU DVN GDP=Bottom (Energy)
CHEM(11): -0.41% Top=POL HUN MOS CF MEOH WPZ DD WLK ….. CF MEOH WPZ DD WLK DOW POT AGU=Bottom (Chemicals/Fertilizers)
ELEC(26): -0.50% Top=SCTY ONNN MRVL SPWR MU FSLR INVN TQNT ….. LLTC CSIQ NVDA GTAT AYI ENPH VECO CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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.
PRE – Market Stats at 9:25 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/01/2014

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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
2.0% of stocks are above yesterday’s high.
8.1% are above yesterday’s midpoint. (91.9% are below.)
75.6% are below yesterday’s low.
22.3% are inside yesterday’s range.
12.1% of stocks with today’s high > yesterday’s high. (87.9% less than).
88.7% of stocks with today’s low < yesterday’s low. (11.3% greater than).

EVIDENCE OF INTRADAY TREND
12.1% of stocks are above today’s open. (87.1% are below).
9.5% of stocks are above today’s open and yesterday’s close.
85.6% are below both.
1.7% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (62.1% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
2.7% are in the top 20%.
12.3% are in the top half. 87.7% of stocks are in the bottom half of today’s range.
49.0% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN
11.6% of stocks are above yesterday’s close. (88.4% are below.)
0.2% are up 4.5% or more. 4.6% are down 4.5% or more.
0.2% are up 3.5% or more. 10.2% are down 3.5% or more.
31.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.2%…>=80:2.2%…>=50:7.8%…<=20:74.5%…<=10:51.6%…<=5:28.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:8.6%…<=20:13.4%…<=10:1.2%…<=5:0.3%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:10.8%…<=20:3.8%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.0% above previous 1 highs, 75.6% below previous 1 lows
1.9% above previous 2 highs, 65.7% below previous 2 lows
1.5% above previous 3 highs, 61.0% below previous 3 lows
1.1% above previous 4 highs, 58.4% below previous 4 lows
0.8% above previous 5 highs, 56.8% below previous 5 lows
0.5% above previous 6 highs, 55.8% below previous 6 lows
0.4% above previous 7 highs, 55.8% below previous 7 lows
0.3% above previous 8 highs, 55.7% below previous 8 lows
0.3% above previous 9 highs, 55.4% below previous 9 lows
0.2% above previous 10 highs, 55.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
11.6% are above or equal to 9/30 close (1 days ago), 88.4% are below.
7.5% are above or equal to 9/29 close (2 days ago), 92.5% are below.
9.2% are above or equal to 9/26 close (3 days ago), 90.8% are below.
20.7% are above or equal to 9/25 close (4 days ago), 79.3% are below.
10.3% are above or equal to 9/24 close (5 days ago), 89.7% are below.
15.4% are above or equal to 9/23 close (6 days ago), 84.6% are below.
12.0% are above or equal to 9/22 close (7 days ago), 88.0% are below.
6.6% are above or equal to 9/19 close (8 days ago), 93.4% are below.
6.7% are above or equal to 9/18 close (9 days ago), 93.3% are below.
8.6% are above or equal to 9/17 close (10 days ago), 91.4% are below.
9.2% are above or equal to 9/16 close (11 days ago), 90.8% are below.
14.0% are above or equal to 9/15 close (12 days ago), 86.0% are below.
11.5% are above or equal to 9/12 close (13 days ago), 88.5% are below.
10.1% are above or equal to 9/11 close (14 days ago), 89.9% are below.
12.0% are above or equal to 9/10 close (15 days ago), 88.0% are below.
13.7% are above or equal to 9/9 close (16 days ago), 86.3% are below.
11.2% are above or equal to 9/8 close (17 days ago), 88.8% are below.
11.6% are above or equal to 9/5 close (18 days ago), 88.4% are below.
14.2% are above or equal to 9/4 close (19 days ago), 85.8% are below.
15.0% are above or equal to 9/3 close (20 days ago), 85.0% are below.
13.8% are above or equal to 9/2 close (21 days ago), 86.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 58.5% new lows
21d: 1.0% new highs, 58.1% new lows
42d: 0.8% new highs, 32.1% new lows
63d: 0.8% new highs, 28.8% new lows
126d: 0.6% new highs, 17.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.0% above, 89.0% below
3-day: 8.1% above, 91.9% below
4-day: 7.1% above, 92.9% below
5-day: 10.3% above, 89.7% below
8-day: 9.4% above, 90.6% below
10-day: 7.8% above, 92.2% below
20-day: 8.5% above, 91.5% below
50-day: 21.0% above, 79.0% below
200-day: 43.6% above, 56.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 Closing)
REAL(89): -0.06% Top=NLY CYS MFA AGNC TWO HTS SUI IVR ….. RHP CBG WAC RLGY BEE CLNY EJ WMC=Bottom (Real Estate)
INSU(36): -0.97% Top=AFSI GNW VR CNO WRB AHL CB AWH ….. UNM WSH AIG HIG AGO PRU MET LNC=Bottom (Insurance)
HEAL(50): -1.14% Top=EW MDT IRWD SYK RMD STJ ZMH BSX ….. DXCM CYH THC HCA HNT ALGN ZLTQ WCG=Bottom (Health)
FINA(89): -1.23% Top=RCAP ARCC IBKR PSEC OZM AINV RY BKU ….. OCN WDR PVTB FII KKR AMP PFG CG=Bottom (Banks/Financials)
MATE(30): -1.33% Top=BECN RYN DAR WY CVA PHM MDC TOL ….. WCN VMC MLM EXP RSG CLH PWR MTZ=Bottom (Materials & Construction)
RETA(66): -1.53% Top=MELI TFM KORS AAP CST TJX SBH SHLD ….. KAR PETM GNC ANF VSI ANN DANG JCP=Bottom (Retail & Specialty Retail)
CONS(58): -1.63% Top=CRI VFC HAS CCK HAR CL CLX MAT ….. PBI PAY TPX SCSS TUMI UA AVP DECK=Bottom (Consumer)
COHW(47): -1.66% Top=JDSU SYNA RKUS PLCM BBRY BCE COMM CIEN ….. EFII NTAP LVLT GOGO SWIR VIP ARUN ANET=Bottom (Computer Hardware/Telecom)
MANU(43): -1.78% Top=BWC FLS BGC AGCO ROK KMT JOY DE ….. CRS WOR ATI PCP MRC DDD JKS GTLS=Bottom (Manufacturing)
DISV(51): -1.83% Top=ALLE LDOS TW SCI VNTV TYC FISV APOL ….. ACM CAR JEC ATHN AAN TNET URI HTZ=Bottom (Diversified Services)
LEIS(29): -1.86% Top=PNRA MCD YUM DNKN SONC DRI SIX SBUX ….. SEAS MAR WYN MGM EXPE MPEL HOT RCL=Bottom (Leisure)
META(24): -2.02% Top=EGO SLW AEM GG ABX RGLD PAAS CCJ ….. CMC CNX SLCA BTU X CLF CENX AKS=Bottom (Metals & Mining)
CHEM(33): -2.13% Top=AXLL SIAL TAM POT FUL OLN CHMT AGU ….. PPG FTK ASH CE CF WLK DOW GPRE=Bottom (Chemicals/Fertilizers)
COSW(80): -2.17% Top=RAX ADSK RHT MDRX TRI MOVE CNQR ORCL ….. NQ QLIK CSOD FEYE DATA VNET CVLT ADP=Bottom (Computer Software/Internet)
ENER(117): -2.44% Top=LPI ETP ECA TSO KOS ATHL MEMP MMLP ….. PWE SGY BAS NE MTDR BBG BCEI GDP=Bottom (Energy)
ELEC(57): -2.61% Top=INVN BRKR SMTC VECO SNPS WAT OVTI MRVL ….. GTAT AMBA SCTY RFMD TSL TQNT CODE SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -3.02% Top=TDW JBHT KNX UPS CHRW CNI ALK TK ….. DAL JBLU KSU LUV CP YRCW TRN GBX=Bottom (Transportation)

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 @ 2:43 pm

Market Stats at 3:43 pm ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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
2.3% of stocks are above yesterday’s high.
8.9% are above yesterday’s midpoint. (91.1% are below.)
73.8% are below yesterday’s low.
23.9% are inside yesterday’s range.
12.0% of stocks with today’s high > yesterday’s high. (88.0% less than).
88.5% of stocks with today’s low < yesterday’s low. (11.5% greater than).

EVIDENCE OF INTRADAY TREND
11.9% of stocks are above today’s open. (87.2% are below).
9.4% of stocks are above today’s open and yesterday’s close.
85.8% are below both.
1.7% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (62.1% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.8% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
12.6% are in the top half. 87.4% of stocks are in the bottom half of today’s range.
39.0% are in the bottom 20%.
11.7% are in the bottom 10%.

GAIN
11.3% of stocks are above yesterday’s close. (88.7% are below.)
0.2% are up 4.5% or more. 4.6% are down 4.5% or more.
0.2% are up 3.5% or more. 10.1% are down 3.5% or more.
33.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.4%…>=80:1.9%…>=50:8.7%…<=20:73.6%…<=10:50.6%…<=5:26.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:9.4%…<=20:13.0%…<=10:1.1%…<=5:0.3%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:11.4%…<=20:3.8%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 73.8% below previous 1 lows
2.0% above previous 2 highs, 62.4% below previous 2 lows
1.7% above previous 3 highs, 58.2% below previous 3 lows
1.2% above previous 4 highs, 56.1% below previous 4 lows
1.0% above previous 5 highs, 54.3% below previous 5 lows
0.8% above previous 6 highs, 53.3% below previous 6 lows
0.6% above previous 7 highs, 53.2% below previous 7 lows
0.4% above previous 8 highs, 53.0% below previous 8 lows
0.4% above previous 9 highs, 52.6% below previous 9 lows
0.3% above previous 10 highs, 52.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
11.3% are above or equal to 9/30 close (1 days ago), 88.7% are below.
8.3% are above or equal to 9/29 close (2 days ago), 91.7% are below.
9.5% are above or equal to 9/26 close (3 days ago), 90.5% are below.
21.0% are above or equal to 9/25 close (4 days ago), 79.0% are below.
10.9% are above or equal to 9/24 close (5 days ago), 89.1% are below.
15.7% are above or equal to 9/23 close (6 days ago), 84.3% are below.
12.1% are above or equal to 9/22 close (7 days ago), 87.9% are below.
7.0% are above or equal to 9/19 close (8 days ago), 93.0% are below.
7.1% are above or equal to 9/18 close (9 days ago), 92.9% are below.
8.7% are above or equal to 9/17 close (10 days ago), 91.3% are below.
9.6% are above or equal to 9/16 close (11 days ago), 90.4% are below.
14.5% are above or equal to 9/15 close (12 days ago), 85.5% are below.
11.9% are above or equal to 9/12 close (13 days ago), 88.1% are below.
10.5% are above or equal to 9/11 close (14 days ago), 89.5% are below.
12.6% are above or equal to 9/10 close (15 days ago), 87.4% are below.
14.0% are above or equal to 9/9 close (16 days ago), 86.0% are below.
11.7% are above or equal to 9/8 close (17 days ago), 88.3% are below.
11.9% are above or equal to 9/5 close (18 days ago), 88.1% are below.
14.2% are above or equal to 9/4 close (19 days ago), 85.8% are below.
15.5% are above or equal to 9/3 close (20 days ago), 84.5% are below.
13.9% are above or equal to 9/2 close (21 days ago), 86.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 58.4% new lows
21d: 0.9% new highs, 58.0% new lows
42d: 0.8% new highs, 32.1% new lows
63d: 0.8% new highs, 28.8% new lows
126d: 0.6% new highs, 17.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 10.8% above, 89.2% below
3-day: 8.3% above, 91.7% below
4-day: 7.4% above, 92.6% below
5-day: 11.2% above, 88.8% below
8-day: 9.4% above, 90.6% below
10-day: 8.5% above, 91.5% below
20-day: 9.5% above, 90.5% below
50-day: 22.0% above, 78.0% below
200-day: 43.6% above, 56.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 3:43 pm ET)
REAL(89): -0.11% Top=NLY CYS AGNC MFA TWO HTS IVR SRC ….. PEB WAC CBG CLNY BEE RLGY EJ WMC=Bottom (Real Estate)
INSU(36): -0.85% Top=AFSI VR GNW WRB AHL CB AWH PGR ….. WSH UNM AGO AIG HIG PRU MET LNC=Bottom (Insurance)
HEAL(50): -1.05% Top=EW MDT SYK RMD IRWD ZMH STJ VAR ….. CVD HCA THC HNT HOLX ALGN ZLTQ WCG=Bottom (Health)
FINA(89): -1.14% Top=RCAP IBKR ARCC RY PSEC HCBK BBT CME ….. PVTB WDR KKR BX AMP FII PFG CG=Bottom (Banks/Financials)
MATE(30): -1.38% Top=BECN DAR RYN MDC WY CVA TOL PHM ….. TPH VMC MLM RSG EXP PWR MTZ CLH=Bottom (Materials & Construction)
RETA(66): -1.49% Top=TFM MELI AAP KORS TJX CST SBH GPS ….. KAR PETM GNC VSI ANF ANN JCP DANG=Bottom (Retail & Specialty Retail)
COHW(47): -1.56% Top=JDSU SYNA RKUS PLCM BBRY BCE HRS COMM ….. NTAP SSYS GOGO LVLT VIP SWIR ANET ARUN=Bottom (Computer Hardware/Telecom)
CONS(58): -1.64% Top=CRI HAS VFC CL CCK HAR MAT PG ….. NUS PAY TPX TUMI UA SCSS AVP DECK=Bottom (Consumer)
MANU(43): -1.72% Top=BWC FLS AGCO ROK BGC DE KMT CMI ….. WOR CRS PCP MRC ATI DDD JKS GTLS=Bottom (Manufacturing)
DISV(51): -1.80% Top=ALLE TW VNTV LDOS SCI TYC APOL FISV ….. CTAS ATHN TNET Z CAR AAN URI HTZ=Bottom (Diversified Services)
LEIS(29): -1.86% Top=PNRA MCD YUM DNKN SONC CAKE DRI TXRH ….. MAR SGMS WYN MGM EXPE HOT MPEL RCL=Bottom (Leisure)
META(24): -2.01% Top=EGO SLW AEM ABX GG RGLD PAAS NEM ….. NUE CNX SLCA BTU X CENX CLF AKS=Bottom (Metals & Mining)
COSW(80): -2.13% Top=RAX ADSK RHT MDRX TRI CNVR MOVE CNQR ….. QLIK NQ CSOD FEYE VNET DATA CVLT ADP=Bottom (Computer Software/Internet)
CHEM(33): -2.17% Top=AXLL SIAL TAM POT FUL AGU OLN CHMT ….. APD ASH CF CE FTK DOW WLK GPRE=Bottom (Chemicals/Fertilizers)
ENER(117): -2.31% Top=LPI ETP ECA TSO KOS ATHL MMLP RSPP ….. SGY BAS PWE MTDR NE BBG BCEI GDP=Bottom (Energy)
ELEC(57): -2.47% Top=INVN BRKR SMTC VECO SNPS WAT NVDA OVTI ….. AMBA CSIQ TSL SCTY TQNT RFMD CODE SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -2.99% Top=TDW JBHT UPS KNX CHRW ALK FDX CNI ….. AAL DAL KSU LUV CP YRCW TRN GBX=Bottom (Transportation)

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 3:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:49 pm

Market Stats at 1:48 pm ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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
2.9% of stocks are above yesterday’s high.
8.3% are above yesterday’s midpoint. (91.7% are below.)
75.6% are below yesterday’s low.
21.5% are inside yesterday’s range.
11.5% of stocks with today’s high > yesterday’s high. (88.5% less than).
84.8% of stocks with today’s low < yesterday’s low. (15.2% greater than).

EVIDENCE OF INTRADAY TREND
12.5% of stocks are above today’s open. (86.3% are below).
9.6% of stocks are above today’s open and yesterday’s close.
84.2% are below both.
1.7% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (62.0% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.4% of stocks are in the top 10% of today’s range.
1.4% are in the top 20%.
9.0% are in the top half. 91.0% of stocks are in the bottom half of today’s range.
68.5% are in the bottom 20%.
46.1% are in the bottom 10%.

GAIN
12.8% of stocks are above yesterday’s close. (87.2% are below.)
0.2% are up 4.5% or more. 4.3% are down 4.5% or more.
0.2% are up 3.5% or more. 8.8% are down 3.5% or more.
35.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.4%…>=80:2.8%…>=50:8.9%…<=20:73.1%…<=10:48.3%…<=5:26.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:8.5%…<=20:12.7%…<=10:1.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:11.2%…<=20:3.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.9% above previous 1 highs, 75.6% below previous 1 lows
2.4% above previous 2 highs, 63.1% below previous 2 lows
1.9% above previous 3 highs, 59.3% below previous 3 lows
1.4% above previous 4 highs, 57.1% below previous 4 lows
1.1% above previous 5 highs, 55.1% below previous 5 lows
1.0% above previous 6 highs, 53.9% below previous 6 lows
0.8% above previous 7 highs, 53.6% below previous 7 lows
0.4% above previous 8 highs, 53.5% below previous 8 lows
0.3% above previous 9 highs, 53.1% below previous 9 lows
0.3% above previous 10 highs, 52.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.8% are above or equal to 9/30 close (1 days ago), 87.2% are below.
8.9% are above or equal to 9/29 close (2 days ago), 91.1% are below.
10.0% are above or equal to 9/26 close (3 days ago), 90.0% are below.
21.7% are above or equal to 9/25 close (4 days ago), 78.3% are below.
11.9% are above or equal to 9/24 close (5 days ago), 88.1% are below.
15.6% are above or equal to 9/23 close (6 days ago), 84.4% are below.
12.1% are above or equal to 9/22 close (7 days ago), 87.9% are below.
7.0% are above or equal to 9/19 close (8 days ago), 93.0% are below.
6.7% are above or equal to 9/18 close (9 days ago), 93.3% are below.
9.4% are above or equal to 9/17 close (10 days ago), 90.6% are below.
9.6% are above or equal to 9/16 close (11 days ago), 90.4% are below.
13.8% are above or equal to 9/15 close (12 days ago), 86.2% are below.
11.7% are above or equal to 9/12 close (13 days ago), 88.3% are below.
10.9% are above or equal to 9/11 close (14 days ago), 89.1% are below.
12.1% are above or equal to 9/10 close (15 days ago), 87.9% are below.
14.0% are above or equal to 9/9 close (16 days ago), 86.0% are below.
12.2% are above or equal to 9/8 close (17 days ago), 87.8% are below.
12.1% are above or equal to 9/5 close (18 days ago), 87.9% are below.
14.3% are above or equal to 9/4 close (19 days ago), 85.7% are below.
15.1% are above or equal to 9/3 close (20 days ago), 84.9% are below.
14.1% are above or equal to 9/2 close (21 days ago), 85.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 52.0% new lows
21d: 0.9% new highs, 51.6% new lows
42d: 0.8% new highs, 27.7% new lows
63d: 0.8% new highs, 25.3% new lows
126d: 0.6% new highs, 15.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.9% above, 88.1% below
3-day: 8.7% above, 91.3% below
4-day: 8.8% above, 91.2% below
5-day: 10.9% above, 89.1% below
8-day: 10.1% above, 89.9% below
10-day: 9.0% above, 91.0% below
20-day: 8.8% above, 91.2% below
50-day: 21.9% above, 78.1% below
200-day: 43.9% above, 56.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 1:48 pm ET)
REAL(89): -0.03% Top=NLY CYS AGNC MFA DLR HTS DFT WRI ….. CBG DRH WAC RHP BEE RLGY EJ WMC=Bottom (Real Estate)
INSU(36): -0.90% Top=AFSI GNW VR WRB CB ORI AWH AHL ….. HIG MBI AIG AGO PRU MTG MET LNC=Bottom (Insurance)
FINA(89): -1.12% Top=RCAP IBKR ARCC HCBK PSEC RY BBT SNV ….. BX PFG AMP OCN PVTB FII CG APO=Bottom (Banks/Financials)
META(25): -1.18% Top=EGO SLW RGLD AEM ABX GG PAAS AUY ….. AA CMC NUE BTU CLF X CENX AKS=Bottom (Metals & Mining)
HEAL(50): -1.36% Top=EW KND SYK MDT ZMH RMD STJ VAR ….. DXCM BKD THC HNT ALGN WCG HOLX ZLTQ=Bottom (Health)
MATE(30): -1.41% Top=BECN RYN DAR WY FLR KBH PHM MTH ….. TPH RSG WCN PWR MLM EXP MTZ CLH=Bottom (Materials & Construction)
ENER(117): -1.52% Top=LPI ETP ETE ECA OKS SU SSE TSO ….. SFY PWE SN OAS MTDR EPE GDP BCEI=Bottom (Energy)
RETA(66): -1.56% Top=TFM MELI AAP KORS TJX CST ORLY SBH ….. GNC AEO RH ANF ANN VSI JCP DANG=Bottom (Retail & Specialty Retail)
CONS(58): -1.65% Top=CRI OI VFC HAS PG CL CCK CROX ….. SEE PAY PBI TUMI KS SCSS UA DECK=Bottom (Consumer)
MANU(43): -1.70% Top=BWC BGC JOY AGCO DE FLS ROK TRS ….. PCP MHK TKR CRS ATI JKS DDD GTLS=Bottom (Manufacturing)
COHW(47): -1.71% Top=SYNA JDSU PLCM RKUS BCE BBRY COMM FNSR ….. UBNT LVLT PANW ARUN ANET SSYS SWIR GOGO=Bottom (Computer Hardware/Telecom)
DISV(51): -1.93% Top=LDOS ALLE GMT APOL VNTV TYC SCI TW ….. AAN ACM YY Z TNET CAR URI HTZ=Bottom (Diversified Services)
LEIS(29): -1.96% Top=PNRA BLMN DNKN YUM SIX MCD CAKE SONC ….. MGM WYNN WYN SGMS MAR HOT MPEL RCL=Bottom (Leisure)
CHEM(33): -2.13% Top=AXLL TAM SIAL POT FUL WPZ AGU POL ….. APD MEOH GPRE PPG DOW CE ASH WLK=Bottom (Chemicals/Fertilizers)
COSW(80): -2.23% Top=RAX MDRX RHT TRI CNVR CNQR MOVE VMW ….. CSOD NQ PFPT DATA CVLT FEYE VNET ADP=Bottom (Computer Software/Internet)
ELEC(57): -2.51% Top=BRKR VECO OVTI SMTC NVDA INVN WAT SNPS ….. RFMD TQNT CSIQ SCTY GTAT AMBA TSL SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -2.91% Top=TDW JBHT UPS CHRW EXPD ALK TK CNI ….. LUV DAL AAL YRCW SAVE CP TRN GBX=Bottom (Transportation)

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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:05 pm

Market Stats at 1:05 pm ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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
3.2% of stocks are above yesterday’s high.
11.2% are above yesterday’s midpoint. (88.8% are below.)
65.0% are below yesterday’s low.
31.8% are inside yesterday’s range.
11.4% of stocks with today’s high > yesterday’s high. (88.6% less than).
80.9% of stocks with today’s low < yesterday’s low. (19.1% greater than).

EVIDENCE OF INTRADAY TREND
17.9% of stocks are above today’s open. (80.9% are below).
13.3% of stocks are above today’s open and yesterday’s close.
79.4% are below both.
1.7% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (62.0% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.2% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
17.0% are in the top half. 83.0% of stocks are in the bottom half of today’s range.
52.6% are in the bottom 20%.
35.6% are in the bottom 10%.

GAIN
15.3% of stocks are above yesterday’s close. (84.7% are below.)
0.2% are up 4.5% or more. 2.8% are down 4.5% or more.
0.3% are up 3.5% or more. 5.4% are down 3.5% or more.
45.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.7%…>=80:3.0%…>=50:11.1%…<=20:67.3%…<=10:43.8%…<=5:23.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:10.4%…<=20:10.9%…<=10:1.0%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:13.1%…<=20:3.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.2% above previous 1 highs, 65.0% below previous 1 lows
2.8% above previous 2 highs, 51.7% below previous 2 lows
2.3% above previous 3 highs, 48.5% below previous 3 lows
1.9% above previous 4 highs, 45.5% below previous 4 lows
1.7% above previous 5 highs, 44.0% below previous 5 lows
1.3% above previous 6 highs, 42.5% below previous 6 lows
1.0% above previous 7 highs, 42.3% below previous 7 lows
0.5% above previous 8 highs, 42.2% below previous 8 lows
0.4% above previous 9 highs, 42.0% below previous 9 lows
0.3% above previous 10 highs, 41.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
15.3% are above or equal to 9/30 close (1 days ago), 84.7% are below.
10.2% are above or equal to 9/29 close (2 days ago), 89.8% are below.
12.1% are above or equal to 9/26 close (3 days ago), 87.9% are below.
25.8% are above or equal to 9/25 close (4 days ago), 74.2% are below.
13.0% are above or equal to 9/24 close (5 days ago), 87.0% are below.
18.0% are above or equal to 9/23 close (6 days ago), 82.0% are below.
13.9% are above or equal to 9/22 close (7 days ago), 86.1% are below.
8.7% are above or equal to 9/19 close (8 days ago), 91.3% are below.
7.8% are above or equal to 9/18 close (9 days ago), 92.2% are below.
10.4% are above or equal to 9/17 close (10 days ago), 89.6% are below.
10.9% are above or equal to 9/16 close (11 days ago), 89.1% are below.
15.9% are above or equal to 9/15 close (12 days ago), 84.1% are below.
13.5% are above or equal to 9/12 close (13 days ago), 86.5% are below.
11.5% are above or equal to 9/11 close (14 days ago), 88.5% are below.
12.6% are above or equal to 9/10 close (15 days ago), 87.4% are below.
15.2% are above or equal to 9/9 close (16 days ago), 84.8% are below.
13.1% are above or equal to 9/8 close (17 days ago), 86.9% are below.
13.2% are above or equal to 9/5 close (18 days ago), 86.8% are below.
15.4% are above or equal to 9/4 close (19 days ago), 84.6% are below.
16.0% are above or equal to 9/3 close (20 days ago), 84.0% are below.
15.3% are above or equal to 9/2 close (21 days ago), 84.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 46.6% new lows
21d: 0.9% new highs, 46.1% new lows
42d: 0.8% new highs, 24.1% new lows
63d: 0.8% new highs, 22.4% new lows
126d: 0.6% new highs, 13.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 14.9% above, 85.1% below
3-day: 10.5% above, 89.5% below
4-day: 10.3% above, 89.7% below
5-day: 13.3% above, 86.7% below
8-day: 12.3% above, 87.7% below
10-day: 10.7% above, 89.3% below
20-day: 10.0% above, 90.0% below
50-day: 23.4% above, 76.6% below
200-day: 44.7% above, 55.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 1:05 pm ET)
REAL(89): 0.04% Top=NLY CYS AGNC DLR HTS MFA OHI WRI ….. HST DRH RHP BEE EJ WAC RLGY WMC=Bottom (Real Estate)
META(25): -0.29% Top=EGO PAAS AEM SLW RGLD GG ABX AUY ….. STLD BTU CMC AA NUE X CENX AKS=Bottom (Metals & Mining)
ENER(117): -0.64% Top=LPI SSE ECA TSO RSPP ETE RRC SU ….. SN MTDR CJES BWP PWE GDP BCEI EPE=Bottom (Energy)
INSU(36): -0.64% Top=AFSI GNW VR CB WRB AWH ORI AHL ….. AON FAF PRU MTG AIG AGO MET LNC=Bottom (Insurance)
MATE(30): -0.98% Top=BECN RYN MTH DAR KBH WY CVA FLR ….. AWI WCN RSG EXP MLM MTZ PWR CLH=Bottom (Materials & Construction)
FINA(89): -0.98% Top=RCAP IBKR ARCC PSEC HCBK BBT RY VLY ….. TCBI RJF OCN FII AMP PVTB CG APO=Bottom (Banks/Financials)
HEAL(50): -1.07% Top=EW KND MDT RMD SYK DGX EVHC UHS ….. HCA BKD HNT CYH THC ALGN WCG ZLTQ=Bottom (Health)
RETA(66): -1.12% Top=TFM MELI TJX KORS AAP SBH CST GPS ….. GNC KAR ANF ANN AEO VSI JCP DANG=Bottom (Retail & Specialty Retail)
COHW(47): -1.22% Top=JDSU SYNA PLCM BBRY RKUS COMM BCE HRS ….. UBNT ARUN NTAP PANW LVLT SWIR SSYS GOGO=Bottom (Computer Hardware/Telecom)
MANU(43): -1.27% Top=BWC BGC AGCO JOY ROK DE FLS PNR ….. MHK MRC PCP CRS ATI JKS DDD GTLS=Bottom (Manufacturing)
CONS(58): -1.27% Top=CRI OI HAR SKX CCK CL CROX VFC ….. AVP PBI SCSS TUMI PAY KS DECK UA=Bottom (Consumer)
LEIS(29): -1.52% Top=PNRA BLMN EAT DNKN SIX YUM JACK CAKE ….. SGMS MGM WYNN WYN MAR MPEL HOT RCL=Bottom (Leisure)
CHEM(33): -1.68% Top=AXLL TAM SIAL WPZ POL POT AGU FTK ….. MOS APD MEOH DOW ASH PPG CE WLK=Bottom (Chemicals/Fertilizers)
DISV(51): -1.77% Top=LDOS GMT APOL TYC HRB ALLE VNTV RCII ….. GDOT FLT HMSY TNET Z URI HTZ CAR=Bottom (Diversified Services)
COSW(80): -1.96% Top=RAX MDRX RHT CNQR CNVR TRI MOVE SLH ….. QLIK CSOD DATA PFPT CVLT FEYE VNET ADP=Bottom (Computer Software/Internet)
ELEC(57): -2.13% Top=VECO INVN BRKR OVTI VSH NVDA SMTC SNPS ….. CSIQ CODE TSL RFMD TQNT GTAT AMBA SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -2.41% Top=TDW KNX JBHT SWFT UPS CHRW CNI EXPD ….. AAL YRCW LUV CP DAL SAVE TRN GBX=Bottom (Transportation)

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 1:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 11:58 am ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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
4.7% of stocks are above yesterday’s high.
18.5% are above yesterday’s midpoint. (81.5% are below.)
47.3% are below yesterday’s low.
48.0% are inside yesterday’s range.
11.1% of stocks with today’s high > yesterday’s high. (88.9% less than).
77.5% of stocks with today’s low < yesterday’s low. (22.5% greater than).

EVIDENCE OF INTRADAY TREND
32.5% of stocks are above today’s open. (65.6% are below).
25.6% of stocks are above today’s open and yesterday’s close.
61.9% are below both.
1.7% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (62.0% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.6% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN
30.9% of stocks are above yesterday’s close. (69.1% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.4% are up 3.5% or more. 2.8% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:2.2%…>=80:4.3%…>=50:16.5%…<=20:53.0%…<=10:32.9%…<=5:15.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:13.0%…<=20:8.6%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:15.5%…<=20:2.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.7% above previous 1 highs, 47.3% below previous 1 lows
4.2% above previous 2 highs, 34.5% below previous 2 lows
3.8% above previous 3 highs, 32.5% below previous 3 lows
3.1% above previous 4 highs, 30.3% below previous 4 lows
2.4% above previous 5 highs, 29.2% below previous 5 lows
1.8% above previous 6 highs, 28.3% below previous 6 lows
1.6% above previous 7 highs, 28.1% below previous 7 lows
0.9% above previous 8 highs, 28.1% below previous 8 lows
0.6% above previous 9 highs, 27.8% below previous 9 lows
0.5% above previous 10 highs, 27.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
30.9% are above or equal to 9/30 close (1 days ago), 69.1% are below.
14.2% are above or equal to 9/29 close (2 days ago), 85.8% are below.
17.1% are above or equal to 9/26 close (3 days ago), 82.9% are below.
33.7% are above or equal to 9/25 close (4 days ago), 66.3% are below.
15.7% are above or equal to 9/24 close (5 days ago), 84.3% are below.
23.2% are above or equal to 9/23 close (6 days ago), 76.8% are below.
17.0% are above or equal to 9/22 close (7 days ago), 83.0% are below.
10.2% are above or equal to 9/19 close (8 days ago), 89.8% are below.
9.2% are above or equal to 9/18 close (9 days ago), 90.8% are below.
11.7% are above or equal to 9/17 close (10 days ago), 88.3% are below.
12.7% are above or equal to 9/16 close (11 days ago), 87.3% are below.
17.9% are above or equal to 9/15 close (12 days ago), 82.1% are below.
16.1% are above or equal to 9/12 close (13 days ago), 83.9% are below.
13.0% are above or equal to 9/11 close (14 days ago), 87.0% are below.
14.5% are above or equal to 9/10 close (15 days ago), 85.5% are below.
16.7% are above or equal to 9/9 close (16 days ago), 83.3% are below.
14.7% are above or equal to 9/8 close (17 days ago), 85.3% are below.
14.9% are above or equal to 9/5 close (18 days ago), 85.1% are below.
17.1% are above or equal to 9/4 close (19 days ago), 82.9% are below.
17.3% are above or equal to 9/3 close (20 days ago), 82.7% are below.
16.8% are above or equal to 9/2 close (21 days ago), 83.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 43.6% new lows
21d: 0.9% new highs, 43.2% new lows
42d: 0.8% new highs, 21.9% new lows
63d: 0.8% new highs, 20.3% new lows
126d: 0.6% new highs, 12.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 29.6% above, 70.4% below
3-day: 17.7% above, 82.3% below
4-day: 15.1% above, 84.9% below
5-day: 19.6% above, 80.4% below
8-day: 17.3% above, 82.7% below
10-day: 13.7% above, 86.3% below
20-day: 12.4% above, 87.6% below
50-day: 25.5% above, 74.5% below
200-day: 46.1% above, 53.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 11:58 am ET)
REAL(89): 0.38% Top=NLY HTA CYS DFT AGNC DLR OHI MFA ….. CBG EJ HST RHP BRX WAC RLGY WMC=Bottom (Real Estate)
ENER(117): 0.23% Top=LPI REXX ECA TSO EXXI SU ROSE PTEN ….. APA ERF GDP UPL BWP HMHC BCEI EPE=Bottom (Energy)
META(25): 0.04% Top=PAAS EGO GG AEM SLW RGLD ABX AUY ….. BTU CMC NUE FCX AA X CENX AKS=Bottom (Metals & Mining)
INSU(36): -0.35% Top=AFSI VR GNW AHL CNO AWH ORI CB ….. WSH FAF PRU AGO AIG MTG LNC MET=Bottom (Insurance)
MATE(30): -0.42% Top=BECN RYN MTH MDC PHM DAR LEN RYL ….. CVA WCN MLM EXP MTZ PWR RSG CLH=Bottom (Materials & Construction)
FINA(89): -0.56% Top=RCAP FMER SNV FRC BKU FNFG IBKR ARMK ….. FII RJF ACAS AMP AXP OCN CG APO=Bottom (Banks/Financials)
HEAL(50): -0.63% Top=RMD KND EW MDT UHS SYK DGX LH ….. CVD CYH WCG HOLX HNT HCA ALGN ZLTQ=Bottom (Health)
RETA(66): -0.64% Top=MELI TFM FIVE TJX AAP KORS SBH GES ….. CDW KAR AEO ANN PETM GNC JCP DANG=Bottom (Retail & Specialty Retail)
MANU(43): -0.67% Top=BWC BGC JOY AGCO FLS TRS ROK DE ….. PCP EMR MRC AME JKS GNRC DDD GTLS=Bottom (Manufacturing)
COHW(47): -0.73% Top=SYNA JDSU RKUS BBRY COMM FNSR CIEN PLCM ….. SSYS ARUN EFII PANW LVLT NTAP SWIR GOGO=Bottom (Computer Hardware/Telecom)
CONS(58): -0.75% Top=CRI OI HAR CROX KATE SKX MWV AVY ….. KS AVP PBI PAY NUS TUMI UA DECK=Bottom (Consumer)
CHEM(33): -0.94% Top=AXLL POL TAM POT FTK SIAL OLN WPZ ….. RPM APD MOS PPG DOW ASH CE WLK=Bottom (Chemicals/Fertilizers)
LEIS(29): -1.30% Top=PNRA BLMN EAT JACK SIX YUM MCD SBUX ….. WYN EXPE BYD WYNN MAR HOT RCL MPEL=Bottom (Leisure)
ELEC(57): -1.33% Top=INVN SUNE VECO OVTI NVDA BRKR SMTC ATML ….. TSL TQNT RFMD CSIQ SCTY AMBA GTAT SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -1.37% Top=GMT LDOS ALLE BLOX RCII TYC TW SCI ….. HMSY GDOT Z FLT URI HTZ TNET CAR=Bottom (Diversified Services)
COSW(79): -1.61% Top=MDRX DWRE RHT DBD CNVR CNQR MSFT CDNS ….. DATA TWTR QLIK NQ CVLT FEYE VNET ADP=Bottom (Computer Software/Internet)
TRAN(29): -1.82% Top=TDW SWFT TK JBHT KNX CHRW UPS EXPD ….. LUV JBLU CP AAL DAL SAVE TRN GBX=Bottom (Transportation)

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 11:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:01 am

Market Stats at 10:00 am ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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
2.4% of stocks are above yesterday’s high.
13.7% are above yesterday’s midpoint. (86.3% are below.)
51.6% are below yesterday’s low.
46.0% are inside yesterday’s range.
5.9% of stocks with today’s high > yesterday’s high. (94.1% less than).
71.3% of stocks with today’s low < yesterday’s low. (28.7% greater than).

EVIDENCE OF INTRADAY TREND
22.5% of stocks are above today’s open. (75.8% are below).
16.4% of stocks are above today’s open and yesterday’s close.
72.3% are below both.
1.7% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (62.0% opened below yesterday’s close).
19.8% 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.
9.4% are in the top 20%.
33.0% are in the top half. 67.0% of stocks are in the bottom half of today’s range.
34.2% are in the bottom 20%.
14.1% are in the bottom 10%.

GAIN
21.6% of stocks are above yesterday’s close. (78.4% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.2% are up 3.5% or more. 1.8% are down 3.5% or more.
63.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:2.2%…>=80:4.0%…>=50:12.9%…<=20:59.2%…<=10:36.5%…<=5:19.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:12.5%…<=20:9.7%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:15.5%…<=20:2.9%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.4% above previous 1 highs, 51.6% below previous 1 lows
1.9% above previous 2 highs, 38.3% below previous 2 lows
1.8% above previous 3 highs, 35.5% below previous 3 lows
1.5% above previous 4 highs, 33.4% below previous 4 lows
1.3% above previous 5 highs, 32.0% below previous 5 lows
1.2% above previous 6 highs, 30.9% below previous 6 lows
0.8% above previous 7 highs, 30.7% below previous 7 lows
0.3% above previous 8 highs, 30.6% below previous 8 lows
0.3% above previous 9 highs, 30.3% below previous 9 lows
0.3% above previous 10 highs, 29.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.6% are above or equal to 9/30 close (1 days ago), 78.4% are below.
12.5% are above or equal to 9/29 close (2 days ago), 87.5% are below.
14.1% are above or equal to 9/26 close (3 days ago), 85.9% are below.
30.7% are above or equal to 9/25 close (4 days ago), 69.3% are below.
15.4% are above or equal to 9/24 close (5 days ago), 84.6% are below.
22.1% are above or equal to 9/23 close (6 days ago), 77.9% are below.
16.3% are above or equal to 9/22 close (7 days ago), 83.7% are below.
9.9% are above or equal to 9/19 close (8 days ago), 90.1% are below.
8.7% are above or equal to 9/18 close (9 days ago), 91.3% are below.
11.2% are above or equal to 9/17 close (10 days ago), 88.8% are below.
13.1% are above or equal to 9/16 close (11 days ago), 86.9% are below.
18.3% are above or equal to 9/15 close (12 days ago), 81.7% are below.
15.7% are above or equal to 9/12 close (13 days ago), 84.3% are below.
13.4% are above or equal to 9/11 close (14 days ago), 86.6% are below.
14.4% are above or equal to 9/10 close (15 days ago), 85.6% are below.
16.7% are above or equal to 9/9 close (16 days ago), 83.3% are below.
14.1% are above or equal to 9/8 close (17 days ago), 85.9% are below.
15.0% are above or equal to 9/5 close (18 days ago), 85.0% are below.
17.6% are above or equal to 9/4 close (19 days ago), 82.4% are below.
17.0% are above or equal to 9/3 close (20 days ago), 83.0% are below.
17.7% are above or equal to 9/2 close (21 days ago), 82.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.5% new highs, 37.5% new lows
21d: 0.5% new highs, 37.2% new lows
42d: 0.4% new highs, 19.1% new lows
63d: 0.4% new highs, 17.5% new lows
126d: 0.3% new highs, 10.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.0% above, 80.0% below
3-day: 12.3% above, 87.7% below
4-day: 11.3% above, 88.7% below
5-day: 16.8% above, 83.2% below
8-day: 15.6% above, 84.4% below
10-day: 12.9% above, 87.1% below
20-day: 11.5% above, 88.5% below
50-day: 25.6% above, 74.4% below
200-day: 45.9% above, 54.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 10:00 am ET)
REAL(89): 0.19% Top=CYS GLPI NLY AGNC HTA VTR AVB CBL ….. EJ HST DFT CBG BRX RLGY WAC WMC=Bottom (Real Estate)
META(25): -0.08% Top=AUY GG AEM CLF ABX SLW NEM EGO ….. TCK STLD NUE SLCA CENX CMC X AKS=Bottom (Metals & Mining)
ENER(117): -0.21% Top=LPI EXH EXXI DO AREX SSE TSO EPD ….. HMHC CVE BAS SN CPE EPE BCEI CRK=Bottom (Energy)
MATE(30): -0.32% Top=BECN MAS KBH OC MDC LEN PHM WY ….. RSG USG MLM CVA EXP PWR MTZ CLH=Bottom (Materials & Construction)
INSU(36): -0.51% Top=AFSI VR CB PGR AHL ALL WRB GNW ….. TMK CNO PRU AFL AIG MET LNC AGO=Bottom (Insurance)
RETA(66): -0.59% Top=KORS FIVE AAP GPS HD TJX AN ORLY ….. CDW BURL AEO PAG BID EBAY JCP DANG=Bottom (Retail & Specialty Retail)
CONS(58): -0.67% Top=SKX SCSS CRI CROX OI SHOO FBHS PG ….. RKT BERY FOSL NUS KS HAR PAY UA=Bottom (Consumer)
FINA(89): -0.69% Top=RCAP PSEC CBOE RY JNS ARMK FRC JPM ….. OZM BX MS KKR FII RJF CG SLM=Bottom (Banks/Financials)
COHW(47): -0.91% Top=SYNA S BBRY COMM RKUS FNSR BCE CCI ….. PANW INFN SNDK LVLT ARRS EFII ANET SSYS=Bottom (Computer Hardware/Telecom)
LEIS(29): -0.95% Top=PNRA BLMN EAT YUM MCD SBUX CAKE SONC ….. MAR PNK RCL MPEL MGM LVS HOT WYNN=Bottom (Leisure)
HEAL(50): -1.01% Top=EW MDT ESRX OPK BDX DVA STJ KND ….. HNT DXCM MOH CNC THC HCA CYH ZLTQ=Bottom (Health)
CHEM(33): -1.07% Top=GPRE TAM POT CF SIAL WPZ CHMT MON ….. GRA POL EMN PPG RPM DOW CE WLK=Bottom (Chemicals/Fertilizers)
MANU(43): -1.08% Top=BWC KMT CFX DE TRS PNR FLS RS ….. TKR CRS GE ATI GNRC JKS DDD GTLS=Bottom (Manufacturing)
COSW(79): -1.12% Top=DWRE JD MDRX RHT SFUN CNVR FTNT CNQR ….. NQ DATA QLIK CSOD VNET TTWO CVLT ADP=Bottom (Computer Software/Internet)
DISV(51): -1.17% Top=MCO MA CXW SERV RCII TYC GEO V ….. GDOT HMSY AL SNX TNET HTZ CAR URI=Bottom (Diversified Services)
ELEC(57): -1.42% Top=VECO INVN SUNE TRMB BRKR OVTI WAT ATML ….. MEI SPWR JASO TSL CSIQ SWKS SCTY AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -2.15% Top=TK KNX TDW JBHT EXPD CHRW UPS CNI ….. CP KSU AAL DAL SAVE UAL GBX TRN=Bottom (Transportation)

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 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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
1.1% of stocks are above yesterday’s high.
10.5% are above yesterday’s midpoint. (89.5% are below.)
54.7% are below yesterday’s low.
44.2% are inside yesterday’s range.
4.7% of stocks with today’s high > yesterday’s high. (95.3% less than).
69.0% of stocks with today’s low < yesterday’s low. (31.0% greater than).

EVIDENCE OF INTRADAY TREND
14.3% of stocks are above today’s open. (83.4% are below).
9.5% of stocks are above today’s open and yesterday’s close.
79.5% are below both.
1.7% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (62.0% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.6% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
19.1% are in the top half. 80.9% of stocks are in the bottom half of today’s range.
49.9% are in the bottom 20%.
29.1% are in the bottom 10%.

GAIN
14.4% of stocks are above yesterday’s close. (85.6% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.3% are up 3.5% or more. 1.5% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:1.1%…>=80:2.7%…>=50:10.2%…<=20:62.9%…<=10:38.0%…<=5:17.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:11.9%…<=20:9.8%…<=10:0.9%…<=5:0.2%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:15.7%…<=20:3.1%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.1% above previous 1 highs, 54.7% below previous 1 lows
1.0% above previous 2 highs, 40.6% below previous 2 lows
0.5% above previous 3 highs, 37.2% below previous 3 lows
0.4% above previous 4 highs, 35.0% below previous 4 lows
0.3% above previous 5 highs, 33.5% below previous 5 lows
0.3% above previous 6 highs, 32.8% below previous 6 lows
0.2% above previous 7 highs, 32.3% below previous 7 lows
0.1% above previous 8 highs, 32.1% below previous 8 lows
0.1% above previous 9 highs, 31.9% below previous 9 lows
0.1% above previous 10 highs, 31.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
14.4% are above or equal to 9/30 close (1 days ago), 85.6% are below.
11.0% are above or equal to 9/29 close (2 days ago), 89.0% are below.
13.1% are above or equal to 9/26 close (3 days ago), 86.9% are below.
29.3% are above or equal to 9/25 close (4 days ago), 70.7% are below.
13.6% are above or equal to 9/24 close (5 days ago), 86.4% are below.
20.9% are above or equal to 9/23 close (6 days ago), 79.1% are below.
15.5% are above or equal to 9/22 close (7 days ago), 84.5% are below.
9.5% are above or equal to 9/19 close (8 days ago), 90.5% are below.
7.9% are above or equal to 9/18 close (9 days ago), 92.1% are below.
11.1% are above or equal to 9/17 close (10 days ago), 88.9% are below.
13.4% are above or equal to 9/16 close (11 days ago), 86.6% are below.
18.8% are above or equal to 9/15 close (12 days ago), 81.3% are below.
16.3% are above or equal to 9/12 close (13 days ago), 83.7% are below.
14.0% are above or equal to 9/11 close (14 days ago), 86.0% are below.
13.9% are above or equal to 9/10 close (15 days ago), 86.1% are below.
16.6% are above or equal to 9/9 close (16 days ago), 83.4% are below.
14.2% are above or equal to 9/8 close (17 days ago), 85.8% are below.
15.1% are above or equal to 9/5 close (18 days ago), 84.9% are below.
17.2% are above or equal to 9/4 close (19 days ago), 82.8% are below.
17.2% are above or equal to 9/3 close (20 days ago), 82.8% are below.
17.3% are above or equal to 9/2 close (21 days ago), 82.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.4% new highs, 35.8% new lows
21d: 0.4% new highs, 35.7% new lows
42d: 0.3% new highs, 17.8% new lows
63d: 0.3% new highs, 16.5% new lows
126d: 0.2% new highs, 9.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 13.7% above, 86.3% below
3-day: 9.4% above, 90.6% below
4-day: 9.8% above, 90.2% below
5-day: 13.9% above, 86.1% below
8-day: 14.2% above, 85.8% below
10-day: 11.5% above, 88.5% below
20-day: 11.1% above, 88.9% below
50-day: 25.5% above, 74.5% below
200-day: 45.6% above, 54.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 9:49 am ET)
REAL(89): -0.13% Top=CYS NLY GLPI AGNC IVR SBRA VTR HTS ….. KIM CBG WAC RLGY DCT DFT BRX WMC=Bottom (Real Estate)
MATE(30): -0.28% Top=BECN KBH MAS MDC OC LEN RYL PHM ….. WM MLM RSG EXP FLR PWR CLH MTZ=Bottom (Materials & Construction)
META(25): -0.31% Top=AEM GG PAAS AUY SLW ABX EGO NEM ….. NUE BTU CENX TCK CMC SLCA X AKS=Bottom (Metals & Mining)
INSU(36): -0.41% Top=AFSI VR GNW CB PGR WRB ALL RDN ….. TMK WSH AIG MET PRU AGO AFL LNC=Bottom (Insurance)
ENER(117): -0.62% Top=LPI SSE HMHC DO EXH EPD TSO ALJ ….. CRZO WFT BAS EPE MTDR BCEI GDP CRK=Bottom (Energy)
RETA(66): -0.63% Top=KORS TGT FIVE PIR AAP ORLY TJX WMT ….. AEO BBY CDW EBAY BID JWN JCP DANG=Bottom (Retail & Specialty Retail)
FINA(89): -0.68% Top=RCAP JNS CBOE AINV PSEC FRC TCBI HCBK ….. RJF SCHW FII AMP ETFC CG SLM OZM=Bottom (Banks/Financials)
CONS(58): -0.71% Top=CROX SKX SCSS CRI SHOO FBHS OI ICON ….. RKT PAY BERY FOSL KS HAR NUS UA=Bottom (Consumer)
COHW(47): -0.74% Top=SYNA S VIP BBRY RKUS COMM CCI PLCM ….. NTAP LVLT SWIR EFII SNDK ARRS SSYS ANET=Bottom (Computer Hardware/Telecom)
LEIS(29): -0.94% Top=BLMN PNRA EAT YUM SBUX MCD TXRH CAKE ….. WYN PNK HOT MPEL MGM WYNN RCL LVS=Bottom (Leisure)
HEAL(50): -0.98% Top=ESRX EW STJ DVA BDX MDT ABT BCR ….. WLP WMGI DXCM MOH HNT THC CYH HCA=Bottom (Health)
COSW(79): -0.98% Top=SFUN DWRE RHT CDNS CNVR CNQR FTNT MOVE ….. QLIK MENT VEEV CSOD TTWO CVLT VNET ADP=Bottom (Computer Software/Internet)
CHEM(33): -1.11% Top=GPRE TAM SIAL CF WPZ POT CHMT AXLL ….. FUL PPG MOS APD DOW RPM CE WLK=Bottom (Chemicals/Fertilizers)
DISV(51): -1.12% Top=MCO MA RCII BLOX SERV V TYC CXW ….. FLT HMSY AL SNX HTZ TNET CAR URI=Bottom (Diversified Services)
MANU(43): -1.14% Top=BWC TRS PNR CFX DE FLS PLL RS ….. RXN TKR CRS ATI GNRC JKS DDD GTLS=Bottom (Manufacturing)
ELEC(57): -1.30% Top=INVN SUNE TRMB SMTC BRKR VECO WAT OVTI ….. CGNX MU JASO SWKS CSIQ SCTY TSL AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -2.10% Top=TK KNX JBHT TDW CHRW EXPD UPS FDX ….. AAL KSU LUV JBLU DAL UAL GBX TRN=Bottom (Transportation)

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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/30/2014

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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
10.2% of stocks are above yesterday’s high.
36.0% are above yesterday’s midpoint. (64.0% are below.)
34.8% are below yesterday’s low.
55.1% are inside yesterday’s range.
49.5% of stocks with today’s high > yesterday’s high. (50.5% less than).
54.0% of stocks with today’s low < yesterday’s low. (46.0% greater than).

EVIDENCE OF INTRADAY TREND
17.9% of stocks are above today’s open. (79.5% are below).
16.1% of stocks are above today’s open and yesterday’s close.
75.4% are below both.
13.0% of stocks opened above yesterday’s high.
43.6% of stocks opened above yesterday’s close. (45.8% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.7% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
23.5% are in the top half. 76.5% of stocks are in the bottom half of today’s range.
39.5% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN
22.2% of stocks are above yesterday’s close. (77.8% are below.)
0.5% are up 4.5% or more. 1.5% are down 4.5% or more.
0.7% are up 3.5% or more. 5.0% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.4%…>=90:2.2%…>=80:5.9%…>=50:21.4%…<=20:43.6%…<=10:20.8%…<=5:12.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:17.8%…<=20:7.7%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:21.6%…<=20:2.7%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.2% above previous 1 highs, 34.8% below previous 1 lows
6.8% above previous 2 highs, 29.7% below previous 2 lows
4.0% above previous 3 highs, 27.4% below previous 3 lows
3.3% above previous 4 highs, 26.3% below previous 4 lows
2.7% above previous 5 highs, 25.6% below previous 5 lows
2.1% above previous 6 highs, 24.9% below previous 6 lows
1.3% above previous 7 highs, 24.8% below previous 7 lows
1.1% above previous 8 highs, 24.7% below previous 8 lows
1.1% above previous 9 highs, 24.4% below previous 9 lows
1.1% above previous 10 highs, 23.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.2% are above or equal to 9/29 close (1 days ago), 77.8% are below.
21.5% are above or equal to 9/26 close (2 days ago), 78.5% are below.
44.5% are above or equal to 9/25 close (3 days ago), 55.5% are below.
18.5% are above or equal to 9/24 close (4 days ago), 81.5% are below.
29.0% are above or equal to 9/23 close (5 days ago), 71.0% are below.
19.2% are above or equal to 9/22 close (6 days ago), 80.8% are below.
12.2% are above or equal to 9/19 close (7 days ago), 87.8% are below.
10.3% are above or equal to 9/18 close (8 days ago), 89.7% are below.
13.6% are above or equal to 9/17 close (9 days ago), 86.4% are below.
17.0% are above or equal to 9/16 close (10 days ago), 83.0% are below.
23.1% are above or equal to 9/15 close (11 days ago), 76.9% are below.
20.9% are above or equal to 9/12 close (12 days ago), 79.1% are below.
16.9% are above or equal to 9/11 close (13 days ago), 83.1% are below.
18.5% are above or equal to 9/10 close (14 days ago), 81.5% are below.
21.6% are above or equal to 9/9 close (15 days ago), 78.4% are below.
17.6% are above or equal to 9/8 close (16 days ago), 82.4% are below.
19.0% are above or equal to 9/5 close (17 days ago), 81.0% are below.
21.3% are above or equal to 9/4 close (18 days ago), 78.7% are below.
21.3% are above or equal to 9/3 close (19 days ago), 78.7% are below.
20.9% are above or equal to 9/2 close (20 days ago), 79.1% are below.
22.5% are above or equal to 8/29 close (21 days ago), 77.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.1% new highs, 30.9% new lows
21d: 3.1% new highs, 30.4% new lows
42d: 2.6% new highs, 18.3% new lows
63d: 2.4% new highs, 17.2% new lows
126d: 2.2% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.3% above, 79.7% below
3-day: 20.1% above, 79.9% below
4-day: 28.2% above, 71.8% below
5-day: 23.5% above, 76.5% below
8-day: 19.3% above, 80.7% below
10-day: 16.3% above, 83.7% below
20-day: 17.0% above, 83.0% below
50-day: 29.9% above, 70.1% below
200-day: 49.0% above, 51.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 Closing)
LEIS(30): 0.03% Top=WYNN LVS MGM PNRA MPEL EXPE OWW JACK ….. YUM DRI BYD MCD SGMS SEAS BLMN PNK=Bottom (Leisure)
TRAN(29): -0.08% Top=TK AAL CP UPS JBLU KNX DAL LUV ….. XPO TRN GBX SAVE GLNG YRCW TDW CNW=Bottom (Transportation)
COSW(79): -0.26% Top=AWAY CSC NUAN INFA SFUN SNCR RHT AOL ….. YELP JD MENT GWRE PFPT VEEV FEYE TRAK=Bottom (Computer Software/Internet)
INSU(36): -0.38% Top=AFSI AJG CNO TRV AON CB AHL ALL ….. MTG VR BRO UNM GNW AGO ORI FAF=Bottom (Insurance)
FINA(88): -0.47% Top=TCBI EVR CME EFX LAZ WFC BK BAC ….. HBHC BXS WBS LPLA OCN WDR WETF RCAP=Bottom (Banks/Financials)
COHW(46): -0.55% Top=EMC HPQ WIN NTAP CTL WDC CCI XLS ….. SNDK RKUS CIEN OLED ARRS BBRY SWIR GOGO=Bottom (Computer Hardware/Telecom)
RETA(65): -0.58% Top=EBAY JCP WFM CDW LINTA CAB WMT NFLX ….. AEO GME DANG VSI ASNA SHLD FIVE BIG=Bottom (Retail & Specialty Retail)
DISV(48): -0.72% Top=CTAS V TNET GEO TYC MCO FLT FISV ….. BLOX RCII CXW Z HTZ HMSY YY CAR=Bottom (Diversified Services)
REAL(87): -0.79% Top=EJ CBL DDR OHI SRC CPT MAC AMT ….. IVR SUI LHO CYS PEB ARCP WMC RHP=Bottom (Real Estate)
META(25): -0.87% Top=CENX BTU CNX AA FCX CLF TCK RGLD ….. SLCA ABX AEM X PAAS AKS SSRI SWC=Bottom (Metals & Mining)
MATE(28): -0.98% Top=MAS RSG WM PWR CVA RYN PHM TPH ….. LEN SPF MTH RYL USG MDC MTRX OC=Bottom (Materials & Construction)
CONS(58): -0.99% Top=NUS BERY MAT FBHS SCSS JAH NKE PBI ….. TPX ICON UFS OI KATE KS SKX HAR=Bottom (Consumer)
HEAL(49): -1.25% Top=ALGN THOR BAX TMO A UNH EVHC AET ….. THC PODD WMGI ZLTQ WCG IRWD DXCM UHS=Bottom (Health)
MANU(41): -1.31% Top=GE DHR PLL PH TRS RXN PCP EMR ….. XYL JOY BGC GTLS ATI ATU GNRC JKS=Bottom (Manufacturing)
CHEM(33): -1.43% Top=CF DOW RPM APD SIAL MON DD FMC ….. CE CHMT MOS FTK MEOH GPRE WLK AXLL=Bottom (Chemicals/Fertilizers)
ENER(117): -1.69% Top=GEL RGP MMP BPL ETP SSE BWP PAGP ….. GDP BAS BBG HOS SFY EXXI CPE REXX=Bottom (Energy)
ELEC(56): -1.70% Top=INVN CODE GRMN TRMB FCS CRUS INTC NVDA ….. CSIQ GTAT FSL JASO TEL SUNE SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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/

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