daytrend

10/20/2014

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

Closing Stats
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
37.5% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
4.5% are below yesterday’s low.
58.1% are inside yesterday’s range.
47.7% of stocks with today’s high > yesterday’s high. (52.3% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND
88.2% of stocks are above today’s open. (11.5% are below).
81.4% of stocks are above today’s open and yesterday’s close.
9.8% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
41.2% of stocks are in the top 10% of today’s range.
58.8% are in the top 20%.
85.4% are in the top half. 14.6% of stocks are in the bottom half of today’s range.
2.5% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
2.2% are up 4.5% or more. 0.7% are down 4.5% or more.
4.5% are up 3.5% or more. 1.0% are down 3.5% or more.
43.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.4%…>=90:31.8%…>=80:58.2%…>=50:89.7%…<=20:2.5%…<=10:0.8%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.5% above previous 1 highs, 4.5% below previous 1 lows
36.0% above previous 2 highs, 1.1% below previous 2 lows
33.0% above previous 3 highs, 0.7% below previous 3 lows
27.2% above previous 4 highs, 0.6% below previous 4 lows
23.6% above previous 5 highs, 0.4% below previous 5 lows
17.5% above previous 6 highs, 0.4% below previous 6 lows
12.8% above previous 7 highs, 0.4% below previous 7 lows
12.6% above previous 8 highs, 0.3% below previous 8 lows
11.4% above previous 9 highs, 0.3% below previous 9 lows
8.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 10/17 close (1 days ago), 16.0% are below.
84.4% are above or equal to 10/16 close (2 days ago), 15.6% are below.
88.7% are above or equal to 10/15 close (3 days ago), 11.3% are below.
83.9% are above or equal to 10/14 close (4 days ago), 16.1% are below.
87.2% are above or equal to 10/13 close (5 days ago), 12.8% are below.
71.6% are above or equal to 10/10 close (6 days ago), 28.4% are below.
52.2% are above or equal to 10/9 close (7 days ago), 47.8% are below.
29.0% are above or equal to 10/8 close (8 days ago), 71.0% are below.
42.1% are above or equal to 10/7 close (9 days ago), 57.9% are below.
29.3% are above or equal to 10/6 close (10 days ago), 70.7% are below.
26.8% are above or equal to 10/3 close (11 days ago), 73.2% are below.
33.1% are above or equal to 10/2 close (12 days ago), 66.9% are below.
36.0% are above or equal to 10/1 close (13 days ago), 64.0% are below.
28.9% are above or equal to 9/30 close (14 days ago), 71.1% are below.
24.0% are above or equal to 9/29 close (15 days ago), 76.0% are below.
23.0% are above or equal to 9/26 close (16 days ago), 77.0% are below.
27.3% are above or equal to 9/25 close (17 days ago), 72.7% are below.
21.2% are above or equal to 9/24 close (18 days ago), 78.8% are below.
23.4% are above or equal to 9/23 close (19 days ago), 76.6% are below.
21.6% are above or equal to 9/22 close (20 days ago), 78.4% are below.
16.3% are above or equal to 9/19 close (21 days ago), 83.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.3% new highs, 1.8% new lows
21d: 5.2% new highs, 1.8% new lows
42d: 2.1% new highs, 1.6% new lows
63d: 1.5% new highs, 1.4% new lows
126d: 1.0% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.0% above, 17.0% below
3-day: 86.9% above, 13.1% below
4-day: 89.2% above, 10.8% below
5-day: 89.7% above, 10.3% below
8-day: 83.5% above, 16.5% below
10-day: 70.1% above, 29.9% below
20-day: 36.4% above, 63.6% below
50-day: 20.2% above, 79.8% below
200-day: 34.9% above, 65.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 Closing)
RETA(70): 2.03% Top=SHLD VSI JCP GNC SPLS FIVE COST LB ….. TJX ABG WAG CDW SIG FRAN AEO FINL=Bottom (Retail & Specialty Retail)
ELEC(63): 1.85% Top=SUNE SCTY CRUS CAVM MU CSIQ SPWR CY ….. TRMB WAT APH ISIL CPHD IDTI TEL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 1.54% Top=RCL OWW SGMS EXPE DNKN LOCO MAR CCL ….. MCD LTM SEAS JACK MGM WYNN LVS SIX=Bottom (Leisure)
REAL(94): 1.51% Top=WAC HPT NSM OHI LPT SHO DDR CBL ….. PKY CYS AVB HTS RLJ MFA BDN CLNY=Bottom (Real Estate)
CHEM(37): 1.50% Top=FTK GPRE CBT FUL CHMT SZYM MOS OLN ….. APD WLK FMC TAM MEOH WPZ HUN AXLL=Bottom (Chemicals/Fertilizers)
CONS(61): 1.31% Top=HAS LULU NUS IP UFS KATE SCSS TPX ….. PBI SEE COTY UA FBHS HAR IRBT SHOO=Bottom (Consumer)
HEAL(54): 1.30% Top=ALGN IRWD DXCM STE MDT EW PRXL HNT ….. LH KND PKI A CYH THC MR XRAY=Bottom (Health)
MATE(31): 1.18% Top=LEN RYL PHM MDC MAS SPF DHI KBH ….. RSG FLR USG PWR WM OC EME MTZ=Bottom (Materials & Construction)
META(26): 1.15% Top=AEM NRP RGLD SLW PAAS CLF EGO ABX ….. AA CCJ STLD CNX TCK CLD SWC BTU=Bottom (Metals & Mining)
ENER(135): 1.12% Top=QRE BBEP QEP CRZO SSE NFX MTDR LGCY ….. CRK BBG RRC PDS AREX PVA REXX SDLP=Bottom (Energy)
TRAN(31): 1.00% Top=UAL LUV AAL DAL XPO SAVE JBLU ALK ….. GLNG UNP TK GBX CSX CNW CP TRN=Bottom (Transportation)
COHW(49): 0.92% Top=BBRY SYNA TMUS GOGO CIEN AAPL INFN OLED ….. NTAP SSYS HPQ ADTN NSR CSCO LXK TDC=Bottom (Computer Hardware/Telecom)
COSW(85): 0.76% Top=NQ TWTR PFPT VNET LOCK TRIP AOL MDSO ….. EQIX CTSH N NOW VMW DWRE IBM NCR=Bottom (Computer Software/Internet)
DISV(55): 0.70% Top=HTZ CAR ULTA Z PCLN BLOX CXW SERV ….. CTAS GMT RHI LDOS BAH JEC ASGN XRS=Bottom (Diversified Services)
FINA(97): 0.58% Top=WETF APO CBOE OCN KKR SEIC SNV STI ….. PVTB ZION SCHW UMPQ BLK OZRK FRC FNGN=Bottom (Banks/Financials)
MANU(49): 0.45% Top=LII JKS PH GNRC SNA PLL B AOS ….. FLS TEX CAT DE XYL BWC SPW JOY=Bottom (Manufacturing)
INSU(41): 0.44% Top=RGA AFSI MTG ORI CNO HIG FNF AEL ….. PRU MMC TRV VR AGO AWH AHL AON=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 @ 2:28 pm

Market Stats at 3:27 pm ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
29.6% of stocks are above yesterday’s high.
65.0% are above yesterday’s midpoint. (35.0% are below.)
7.1% are below yesterday’s low.
63.3% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND
83.3% of stocks are above today’s open. (16.2% are below).
75.3% of stocks are above today’s open and yesterday’s close.
14.4% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
77.6% are in the top half. 22.4% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN
77.8% of stocks are above yesterday’s close. (22.2% are below.)
1.8% are up 4.5% or more. 0.8% are down 4.5% or more.
3.4% are up 3.5% or more. 1.3% are down 3.5% or more.
49.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:27.4%…>=80:50.5%…>=50:86.2%…<=20:3.0%…<=10:1.0%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:39.2%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.6% above previous 1 highs, 7.1% below previous 1 lows
28.2% above previous 2 highs, 1.6% below previous 2 lows
25.8% above previous 3 highs, 0.9% below previous 3 lows
21.2% above previous 4 highs, 0.8% below previous 4 lows
17.5% above previous 5 highs, 0.5% below previous 5 lows
13.5% above previous 6 highs, 0.5% below previous 6 lows
9.7% above previous 7 highs, 0.5% below previous 7 lows
9.6% above previous 8 highs, 0.5% below previous 8 lows
8.1% above previous 9 highs, 0.4% below previous 9 lows
6.5% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.8% are above or equal to 10/17 close (1 days ago), 22.2% are below.
81.0% are above or equal to 10/16 close (2 days ago), 19.0% are below.
87.2% are above or equal to 10/15 close (3 days ago), 12.8% are below.
80.8% are above or equal to 10/14 close (4 days ago), 19.2% are below.
86.0% are above or equal to 10/13 close (5 days ago), 14.0% are below.
68.6% are above or equal to 10/10 close (6 days ago), 31.4% are below.
48.6% are above or equal to 10/9 close (7 days ago), 51.4% are below.
27.0% are above or equal to 10/8 close (8 days ago), 73.0% are below.
40.4% are above or equal to 10/7 close (9 days ago), 59.6% are below.
27.0% are above or equal to 10/6 close (10 days ago), 73.0% are below.
25.2% are above or equal to 10/3 close (11 days ago), 74.8% are below.
31.2% are above or equal to 10/2 close (12 days ago), 68.8% are below.
34.7% are above or equal to 10/1 close (13 days ago), 65.3% are below.
26.7% are above or equal to 9/30 close (14 days ago), 73.3% are below.
23.0% are above or equal to 9/29 close (15 days ago), 77.0% are below.
21.8% are above or equal to 9/26 close (16 days ago), 78.2% are below.
25.9% are above or equal to 9/25 close (17 days ago), 74.1% are below.
20.3% are above or equal to 9/24 close (18 days ago), 79.7% are below.
22.8% are above or equal to 9/23 close (19 days ago), 77.2% are below.
20.3% are above or equal to 9/22 close (20 days ago), 79.7% are below.
15.6% are above or equal to 9/19 close (21 days ago), 84.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.2% new highs, 1.8% new lows
21d: 4.2% new highs, 1.8% new lows
42d: 1.5% new highs, 1.6% new lows
63d: 1.3% new highs, 1.4% new lows
126d: 0.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.1% above, 22.9% below
3-day: 82.1% above, 17.9% below
4-day: 86.7% above, 13.3% below
5-day: 87.3% above, 12.7% below
8-day: 81.4% above, 18.6% below
10-day: 66.0% above, 34.0% below
20-day: 34.3% above, 65.7% below
50-day: 18.9% above, 81.1% below
200-day: 34.5% above, 65.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 3:27 pm ET)
RETA(70): 1.91% Top=SHLD VSI JCP GNC BBY SPLS COST LB ….. ABG DSW WAG SIG CDW FRAN AEO FINL=Bottom (Retail & Specialty Retail)
ELEC(63): 1.54% Top=SUNE SCTY CRUS TER CSIQ SANM SPWR OVTI ….. APH MPWR TRMB JASO IDTI TEL CREE CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 1.28% Top=RCL OWW SGMS EXPE LOCO DNKN MAR CCL ….. SONC MCD SEAS MGM JACK WYNN LVS SIX=Bottom (Leisure)
CHEM(37): 1.27% Top=FTK CBT GPRE MOS SZYM OLN CE CHMT ….. WLK APD FMC TAM MEOH HUN WPZ AXLL=Bottom (Chemicals/Fertilizers)
CONS(61): 1.14% Top=HAS NUS LULU IP SCSS UFS TPX RKT ….. FBHS PBI OI UA HAR COTY IRBT SHOO=Bottom (Consumer)
REAL(94): 1.08% Top=WAC HPT NSM OHI DDR LPT WMC CBL ….. NLY DCT RLJ CYS MFA RWT CLNY BDN=Bottom (Real Estate)
META(26): 1.07% Top=AEM NRP EGO PAAS SLW ABX NEM RGLD ….. X AA CCJ CNX TCK CLD SWC BTU=Bottom (Metals & Mining)
MATE(31): 0.95% Top=LEN PHM RYL MDC TPH MAS DHI SPF ….. FLR RSG USG WM PWR OC EME MTZ=Bottom (Materials & Construction)
HEAL(54): 0.91% Top=ALGN DXCM IRWD MDT STE EW PRXL HNT ….. SIRO HOLX MR A CVD CYH THC XRAY=Bottom (Health)
ENER(135): 0.71% Top=QRE BBEP QEP CRZO NFX VNR HP ATW ….. RRC PDS CJES CRK PVA AREX REXX SDLP=Bottom (Energy)
COHW(49): 0.66% Top=BBRY SYNA TMUS GOGO CIEN AAPL SNDK FNSR ….. EFII ADTN SSYS HPQ NSR CSCO LXK TDC=Bottom (Computer Hardware/Telecom)
COSW(85): 0.54% Top=NQ TWTR VNET TRIP AOL PFPT MDSO JD ….. DBD MKTO SPLK VMW NOW DWRE IBM NCR=Bottom (Computer Software/Internet)
TRAN(31): 0.53% Top=UAL LUV AAL DAL SAVE XPO ALK KNX ….. UNP TK GLNG CSX CNW GBX CP TRN=Bottom (Transportation)
DISV(55): 0.43% Top=HTZ CAR Z ULTA PCLN BLOX CXW SERV ….. RHI EXAM LDOS GMT BAH JEC ASGN XRS=Bottom (Diversified Services)
FINA(97): 0.33% Top=WETF APO CBOE KKR OCN STI SEIC AXP ….. TCBI PVTB FMER OZRK BLK UMPQ FRC FNGN=Bottom (Banks/Financials)
INSU(41): 0.23% Top=AFSI MTG RGA ORI HIG FNF CNO ACGL ….. FAF MBI CLGX AGO VR AWH AHL AON=Bottom (Insurance)
MANU(49): 0.18% Top=LII JKS PH DDD SNA GNRC PLL CRS ….. FLS CAT TEX DE XYL SPW BWC JOY=Bottom (Manufacturing)

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 3:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:43 am

Market Stats at 12:43 pm ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
20.9% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
7.1% are below yesterday’s low.
72.0% are inside yesterday’s range.
37.4% of stocks with today’s high > yesterday’s high. (62.6% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND
80.3% of stocks are above today’s open. (18.1% are below).
69.5% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.6% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
72.7% of stocks are above yesterday’s close. (27.3% are below.)
1.2% are up 4.5% or more. 0.4% are down 4.5% or more.
3.0% are up 3.5% or more. 0.4% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:22.0%…>=80:44.8%…>=50:84.0%…<=20:2.9%…<=10:1.4%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:35.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.9% above previous 1 highs, 7.1% below previous 1 lows
19.6% above previous 2 highs, 1.3% below previous 2 lows
16.7% above previous 3 highs, 0.9% below previous 3 lows
13.6% above previous 4 highs, 0.8% below previous 4 lows
12.0% above previous 5 highs, 0.6% below previous 5 lows
9.5% above previous 6 highs, 0.6% below previous 6 lows
5.9% above previous 7 highs, 0.5% below previous 7 lows
5.8% above previous 8 highs, 0.5% below previous 8 lows
5.2% above previous 9 highs, 0.5% below previous 9 lows
4.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.7% are above or equal to 10/17 close (1 days ago), 27.3% are below.
79.2% are above or equal to 10/16 close (2 days ago), 20.8% are below.
86.9% are above or equal to 10/15 close (3 days ago), 13.1% are below.
78.4% are above or equal to 10/14 close (4 days ago), 21.6% are below.
84.0% are above or equal to 10/13 close (5 days ago), 16.0% are below.
66.2% are above or equal to 10/10 close (6 days ago), 33.8% are below.
46.4% are above or equal to 10/9 close (7 days ago), 53.6% are below.
24.0% are above or equal to 10/8 close (8 days ago), 76.0% are below.
38.1% are above or equal to 10/7 close (9 days ago), 61.9% are below.
25.3% are above or equal to 10/6 close (10 days ago), 74.7% are below.
22.9% are above or equal to 10/3 close (11 days ago), 77.1% are below.
28.6% are above or equal to 10/2 close (12 days ago), 71.4% are below.
33.1% are above or equal to 10/1 close (13 days ago), 66.9% are below.
24.5% are above or equal to 9/30 close (14 days ago), 75.5% are below.
21.0% are above or equal to 9/29 close (15 days ago), 79.0% are below.
21.4% are above or equal to 9/26 close (16 days ago), 78.6% are below.
24.3% are above or equal to 9/25 close (17 days ago), 75.7% are below.
19.7% are above or equal to 9/24 close (18 days ago), 80.3% are below.
21.4% are above or equal to 9/23 close (19 days ago), 78.6% are below.
18.4% are above or equal to 9/22 close (20 days ago), 81.6% are below.
14.2% are above or equal to 9/19 close (21 days ago), 85.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.0% new highs, 1.7% new lows
21d: 3.2% new highs, 1.7% new lows
42d: 1.1% new highs, 1.5% new lows
63d: 1.0% new highs, 1.3% new lows
126d: 0.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.3% above, 28.7% below
3-day: 80.1% above, 19.9% below
4-day: 85.9% above, 14.1% below
5-day: 86.5% above, 13.5% below
8-day: 78.8% above, 21.2% below
10-day: 63.2% above, 36.8% below
20-day: 30.8% above, 69.2% below
50-day: 16.9% above, 83.1% below
200-day: 32.5% above, 67.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 12:43 pm ET)
RETA(70): 1.17% Top=SHLD JCP DANG URBN SPLS MELI EBAY TSCO ….. BURL WAG SIG AMZN DSW FINL FRAN AEO=Bottom (Retail & Specialty Retail)
ELEC(63): 1.15% Top=SUNE SANM SPWR SCTY CRUS AMKR OVTI TER ….. CPHD TEL SNPS IDTI MEI JASO CREE VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(135): 1.02% Top=QEP QRE BBEP NFX CRZO BWP VNR CMLP ….. SEMG ECR OIS PDS PVA CJES AREX SDLP=Bottom (Energy)
REAL(94): 0.93% Top=WAC HPT BRX DDR WMC OHI LPT MAA ….. EXR AVB RLJ CYS BDN TWO MFA GLPI=Bottom (Real Estate)
META(26): 0.84% Top=AEM NRP PAAS SLW ABX FCX NEM EGO ….. STLD CENX AA X TCK CLD SWC BTU=Bottom (Metals & Mining)
LEIS(33): 0.79% Top=RCL OWW EXPE MAR DNKN LOCO SGMS CCL ….. MGM BYD WEN SONC JACK WYNN LVS SIX=Bottom (Leisure)
MATE(31): 0.71% Top=KBH RYL LEN MAS TPH PHM DHI TOL ….. VMC USG RSG WM AWI EME PWR MTZ=Bottom (Materials & Construction)
CHEM(37): 0.67% Top=GPRE FTK MOS CBT CHMT SZYM CE OLN ….. FMC EMN ALB APD WPZ HUN MEOH AXLL=Bottom (Chemicals/Fertilizers)
CONS(61): 0.61% Top=HAS LULU TPX AVP NUS ICON UFS MAT ….. AVY CSL VFC KS HAR PAY IRBT SHOO=Bottom (Consumer)
HEAL(54): 0.53% Top=ALGN IRWD MDT DXCM EW STE MOH HNT ….. CVD LH MR COO THC CYH A XRAY=Bottom (Health)
COSW(85): 0.41% Top=NQ MDSO TWTR DATA LOCK NTCT TRIP AOL ….. GWRE MKTO EQIX FFIV NOW DWRE IBM NCR=Bottom (Computer Software/Internet)
COHW(49): 0.36% Top=BBRY SYNA TMUS OLED GOGO SNDK CIEN FNSR ….. EMC HPQ EFII SSYS LXK CSCO NTAP TDC=Bottom (Computer Hardware/Telecom)
FINA(97): 0.24% Top=WETF XOOM OCN APO CBOE RF STI KKR ….. BLK UMPQ SF OZRK PFG FRC SCHW FNGN=Bottom (Banks/Financials)
DISV(55): 0.20% Top=HTZ Z PCLN CAR SERV GEO CXW PRAA ….. AL TMH EXAM R JEC ASGN GMT XRS=Bottom (Diversified Services)
TRAN(31): 0.19% Top=LUV AAL XPO UAL DAL JBLU ALK SAVE ….. UNP CNW FDX CP GBX CSX GLNG TRN=Bottom (Transportation)
INSU(41): 0.04% Top=MTG AFSI RGA HIG CNO UNM AIZ ORI ….. PRU MBI AHL AWH VR AON FAF FNF=Bottom (Insurance)
MANU(49): -0.02% Top=LII PH GNRC JKS B PLL DDD SNA ….. DE ATI AGCO ETN XYL CAT BWC JOY=Bottom (Manufacturing)

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/

Filed under: Market Stats — daytrend @ 10:13 am

Market Stats at 11:13 am ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
19.4% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
8.6% are below yesterday’s low.
72.0% are inside yesterday’s range.
32.8% of stocks with today’s high > yesterday’s high. (67.2% less than).
31.4% of stocks with today’s low < yesterday’s low. (68.6% greater than).

EVIDENCE OF INTRADAY TREND
77.2% of stocks are above today’s open. (21.4% are below).
64.6% of stocks are above today’s open and yesterday’s close.
18.9% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.5% of stocks are in the top 10% of today’s range.
31.9% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN
68.6% of stocks are above yesterday’s close. (31.4% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:21.5%…>=80:41.8%…>=50:81.5%…<=20:3.4%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.4% above previous 1 highs, 8.6% below previous 1 lows
18.3% above previous 2 highs, 1.6% below previous 2 lows
15.9% above previous 3 highs, 1.0% below previous 3 lows
12.9% above previous 4 highs, 0.8% below previous 4 lows
10.9% above previous 5 highs, 0.7% below previous 5 lows
8.9% above previous 6 highs, 0.6% below previous 6 lows
5.7% above previous 7 highs, 0.6% below previous 7 lows
5.3% above previous 8 highs, 0.6% below previous 8 lows
4.6% above previous 9 highs, 0.6% below previous 9 lows
4.0% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.6% are above or equal to 10/17 close (1 days ago), 31.4% are below.
76.5% are above or equal to 10/16 close (2 days ago), 23.5% are below.
84.1% are above or equal to 10/15 close (3 days ago), 15.9% are below.
77.5% are above or equal to 10/14 close (4 days ago), 22.5% are below.
82.6% are above or equal to 10/13 close (5 days ago), 17.4% are below.
64.7% are above or equal to 10/10 close (6 days ago), 35.3% are below.
44.8% are above or equal to 10/9 close (7 days ago), 55.2% are below.
23.6% are above or equal to 10/8 close (8 days ago), 76.4% are below.
36.5% are above or equal to 10/7 close (9 days ago), 63.5% are below.
25.1% are above or equal to 10/6 close (10 days ago), 74.9% are below.
22.2% are above or equal to 10/3 close (11 days ago), 77.8% are below.
29.0% are above or equal to 10/2 close (12 days ago), 71.0% are below.
32.3% are above or equal to 10/1 close (13 days ago), 67.7% are below.
24.8% are above or equal to 9/30 close (14 days ago), 75.2% are below.
21.2% are above or equal to 9/29 close (15 days ago), 78.8% are below.
21.4% are above or equal to 9/26 close (16 days ago), 78.6% are below.
24.5% are above or equal to 9/25 close (17 days ago), 75.5% are below.
18.4% are above or equal to 9/24 close (18 days ago), 81.6% are below.
21.8% are above or equal to 9/23 close (19 days ago), 78.2% are below.
17.9% are above or equal to 9/22 close (20 days ago), 82.1% are below.
14.0% are above or equal to 9/19 close (21 days ago), 86.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.3% new highs, 1.7% new lows
21d: 2.5% new highs, 1.7% new lows
42d: 1.0% new highs, 1.5% new lows
63d: 0.9% new highs, 1.3% new lows
126d: 0.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.1% above, 32.9% below
3-day: 76.7% above, 23.3% below
4-day: 82.1% above, 17.9% below
5-day: 83.6% above, 16.4% below
8-day: 76.8% above, 23.2% below
10-day: 60.5% above, 39.5% below
20-day: 29.9% above, 70.1% below
50-day: 17.0% above, 83.0% below
200-day: 32.6% above, 67.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 11:13 am ET)
LEIS(33): 1.11% Top=RCL OWW CCL MAR EXPE PNRA HOT LOCO ….. TXRH MGM MCD BYD WEN WYNN LVS SIX=Bottom (Leisure)
ELEC(63): 1.01% Top=AMKR CRUS OVTI SANM FCS TER MRVL CY ….. INTC SNPS CREE CPHD TEL IDTI JASO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 0.93% Top=SHLD DANG TSCO NFLX RH EBAY MELI BBY ….. DSW ORLY AMZN TIF PAG FINL FRAN AEO=Bottom (Retail & Specialty Retail)
REAL(94): 0.86% Top=HPT WAC OHI HR HST MPW WMC LPT ….. NLY RLGY GGP GLPI WPC AVB BDN MFA=Bottom (Real Estate)
MATE(31): 0.81% Top=KBH RYL LEN TPH MAS SPF PHM EXP ….. VMC RSG DAR USG WM EME PWR MTZ=Bottom (Materials & Construction)
CHEM(37): 0.60% Top=GPRE SZYM CBT CHMT MOS FUL CE RPM ….. AGU WLK AXLL POT ALB HUN WPZ MEOH=Bottom (Chemicals/Fertilizers)
CONS(61): 0.47% Top=HAS LULU BC ICON TPX UFS AVP MAT ….. AVY HAR VFC FOSL IRBT PAY COTY SHOO=Bottom (Consumer)
META(26): 0.45% Top=AEM NRP PAAS FCX ABX CNX CMC SLW ….. CENX AKS AA CCJ X TCK SWC BTU=Bottom (Metals & Mining)
HEAL(54): 0.42% Top=IRWD ALGN MDT MASI STE MOH THOR PRXL ….. CVD COO WMGI HCA THC XRAY CYH A=Bottom (Health)
TRAN(31): 0.39% Top=LUV UAL AAL DAL XPO JBLU SAVE SWFT ….. FDX TDW CNW KEX GLNG GBX TRN CSX=Bottom (Transportation)
FINA(97): 0.30% Top=WETF XOOM CMA APO STI CBOE RF OCN ….. AMG PSEC SCHW PFG LPLA LAZ FRC FNGN=Bottom (Banks/Financials)
COHW(49): 0.28% Top=BBRY TMUS SNDK SYNA S OLED AAPL GOGO ….. ADTN INFN CSCO LXK HPQ SSYS TDC NTAP=Bottom (Computer Hardware/Telecom)
DISV(55): 0.15% Top=HTZ CAR APOL SERV GEO MAN AAN RCII ….. LDOS ASGN KBR GMT JEC TMH BAH XRS=Bottom (Diversified Services)
INSU(41): 0.11% Top=AFSI MTG CNO RGA HIG ACGL RDN BRO ….. FAF AXS AHL AON CLGX AWH FNF MBI=Bottom (Insurance)
ENER(135): 0.11% Top=QEP BWP NS BBEP QRE NGL CMLP NFX ….. ECR RSPP CRK PVA CJES REXX SDLP AREX=Bottom (Energy)
COSW(85): 0.08% Top=NQ MDSO DATA TWTR LOCK FTNT AOL NTCT ….. NOW JD FFIV SPLK EQIX DWRE IBM NCR=Bottom (Computer Software/Internet)
MANU(49): -0.07% Top=LII PH GNRC WOR PLL CRS GE ZBRA ….. DE ATI CAT XYL AGCO TEX BWC JOY=Bottom (Manufacturing)

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 11:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:53 am ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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
11.5% of stocks are above yesterday’s high.
47.6% are above yesterday’s midpoint. (52.4% are below.)
7.5% are below yesterday’s low.
81.0% are inside yesterday’s range.
24.9% of stocks with today’s high > yesterday’s high. (75.1% less than).
23.7% of stocks with today’s low < yesterday’s low. (76.3% greater than).

EVIDENCE OF INTRADAY TREND
71.7% of stocks are above today’s open. (26.7% are below).
56.8% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
14.7% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
61.8% of stocks are above yesterday’s close. (38.2% 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. 0.5% are down 3.5% or more.
77.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:15.7%…>=80:34.3%…>=50:78.7%…<=20:4.1%…<=10:1.7%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:30.1%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.5% above previous 1 highs, 7.5% below previous 1 lows
10.7% above previous 2 highs, 1.5% below previous 2 lows
9.1% above previous 3 highs, 1.1% below previous 3 lows
7.2% above previous 4 highs, 0.9% below previous 4 lows
6.2% above previous 5 highs, 0.6% below previous 5 lows
4.8% above previous 6 highs, 0.6% below previous 6 lows
3.6% above previous 7 highs, 0.6% below previous 7 lows
3.5% above previous 8 highs, 0.6% below previous 8 lows
3.0% above previous 9 highs, 0.6% below previous 9 lows
2.5% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.8% are above or equal to 10/17 close (1 days ago), 38.2% are below.
73.5% are above or equal to 10/16 close (2 days ago), 26.5% are below.
80.6% are above or equal to 10/15 close (3 days ago), 19.4% are below.
74.0% are above or equal to 10/14 close (4 days ago), 26.0% are below.
80.4% are above or equal to 10/13 close (5 days ago), 19.6% are below.
62.8% are above or equal to 10/10 close (6 days ago), 37.2% are below.
42.6% are above or equal to 10/9 close (7 days ago), 57.4% are below.
22.0% are above or equal to 10/8 close (8 days ago), 78.0% are below.
35.1% are above or equal to 10/7 close (9 days ago), 64.9% are below.
23.1% are above or equal to 10/6 close (10 days ago), 76.9% are below.
20.8% are above or equal to 10/3 close (11 days ago), 79.2% are below.
27.0% are above or equal to 10/2 close (12 days ago), 73.0% are below.
30.3% are above or equal to 10/1 close (13 days ago), 69.7% are below.
22.9% are above or equal to 9/30 close (14 days ago), 77.1% are below.
19.9% are above or equal to 9/29 close (15 days ago), 80.1% are below.
19.8% are above or equal to 9/26 close (16 days ago), 80.2% are below.
23.2% are above or equal to 9/25 close (17 days ago), 76.8% are below.
18.0% are above or equal to 9/24 close (18 days ago), 82.0% are below.
20.5% are above or equal to 9/23 close (19 days ago), 79.5% are below.
16.8% are above or equal to 9/22 close (20 days ago), 83.2% are below.
13.5% are above or equal to 9/19 close (21 days ago), 86.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.7% new highs, 1.5% new lows
21d: 2.1% new highs, 1.5% new lows
42d: 0.8% new highs, 1.4% new lows
63d: 0.7% new highs, 1.3% new lows
126d: 0.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.3% above, 39.7% below
3-day: 72.2% above, 27.8% below
4-day: 79.6% above, 20.4% below
5-day: 80.6% above, 19.4% below
8-day: 72.8% above, 27.2% below
10-day: 58.0% above, 42.0% below
20-day: 27.6% above, 72.4% below
50-day: 15.5% above, 84.5% below
200-day: 32.1% above, 67.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 9:53 am ET)
LEIS(33): 0.86% Top=OWW MAR RCL BYD CCL SGMS HOT H ….. CMG MCD JACK TXRH LTM SIX WYNN LVS=Bottom (Leisure)
REAL(94): 0.70% Top=HPT BRX HST CUZ SHO SKT CUBE MPW ….. NLY AVB PMT BDN TWO AGNC BAM MFA=Bottom (Real Estate)
RETA(70): 0.69% Top=SHLD TSCO NFLX TFM DANG JCP BBY ANF ….. ORLY KORS GES JWN FINL SBH AEO FRAN=Bottom (Retail & Specialty Retail)
ELEC(63): 0.67% Top=SANM SUNE SCTY AMKR INVN OVTI CODE MU ….. SNPS CREE BRKR ISIL WAT INTC TEL CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.34% Top=KBH RYL LEN MTH SPF PHM TOL MAS ….. VMC EME WM RSG WCN MLM MTZ PWR=Bottom (Materials & Construction)
META(26): 0.28% Top=AEM SLCA BTU CNX PAAS FCX ABX EGO ….. CENX AA SCCO X CCJ CLF SWC TCK=Bottom (Metals & Mining)
CHEM(37): 0.23% Top=GPRE MOS RPM CBT TAM SHW FTK MON ….. GRA SZYM MEOH POT EMN ALB HUN WPZ=Bottom (Chemicals/Fertilizers)
COHW(49): 0.16% Top=BBRY SNDK SWIR PANW TMUS GOGO AAPL ANET ….. LXK XLS NSR HPQ TDC CSCO SSYS NTAP=Bottom (Computer Hardware/Telecom)
TRAN(31): 0.13% Top=LUV AAL UAL JBLU XPO DAL TK SAVE ….. GLNG CNI NSC CNW GBX TRN CP CSX=Bottom (Transportation)
HEAL(54): 0.12% Top=ALGN IRWD PODD MDT CI DXCM MR MOH ….. LPNT SYK STJ EVHC A HCA CYH XRAY=Bottom (Health)
ENER(136): 0.07% Top=QEP WFT GEL LGCY NGL PES QRE NS ….. DPM UPL CRK PDS GDP SDLP PVA AREX=Bottom (Energy)
CONS(61): 0.04% Top=HAS BC UFS TPX WHR MAT SON SKX ….. AVY VFC BERY WWW PVH GPK FOSL SHOO=Bottom (Consumer)
FINA(97): 0.04% Top=STI WETF APO CMA OCN EVR RF MS ….. BEN LPLA RJF JNS VOYA LAZ FRC PFG=Bottom (Banks/Financials)
DISV(55): 0.00% Top=HTZ MYGN CAR Z SERV SBAC YY PCLN ….. ADT AL RHI GMT LDOS BAH ACM XRS=Bottom (Diversified Services)
COSW(85): -0.10% Top=NQ VNET TWTR DATA TRIP AOL AWAY GRPN ….. NTCT DWRE MSFT VMW FFIV ORCL IBM NCR=Bottom (Computer Software/Internet)
MANU(49): -0.17% Top=LII PH GTLS GNRC WOR RXN CRS PLL ….. HON ATI JOY XYL ETN BWC TEX AGCO=Bottom (Manufacturing)
INSU(41): -0.22% Top=MTG AIG CNO RGA FAF RDN HIG L ….. WRB AFL AHL AXS FNF PRU AWH AGO=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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:42 am

Market Stats at 9:41 am ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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
15.8% of stocks are above yesterday’s high.
62.2% are above yesterday’s midpoint. (37.8% are below.)
2.6% are below yesterday’s low.
81.6% are inside yesterday’s range.
20.6% of stocks with today’s high > yesterday’s high. (79.4% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND
89.3% of stocks are above today’s open. (9.7% are below).
77.3% of stocks are above today’s open and yesterday’s close.
7.0% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
51.5% of stocks are in the top 10% of today’s range.
67.6% are in the top 20%.
89.2% are in the top half. 10.8% of stocks are in the bottom half of today’s range.
2.3% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
82.2% of stocks are above yesterday’s close. (17.8% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.6% are up 3.5% or more. 0.3% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.0%…>=90:24.9%…>=80:49.8%…>=50:85.6%…<=20:2.9%…<=10:1.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.8% above previous 1 highs, 2.6% below previous 1 lows
14.5% above previous 2 highs, 0.7% below previous 2 lows
13.4% above previous 3 highs, 0.6% below previous 3 lows
11.1% above previous 4 highs, 0.6% below previous 4 lows
9.7% above previous 5 highs, 0.5% below previous 5 lows
7.6% above previous 6 highs, 0.5% below previous 6 lows
4.2% above previous 7 highs, 0.5% below previous 7 lows
4.2% above previous 8 highs, 0.5% below previous 8 lows
3.6% above previous 9 highs, 0.5% below previous 9 lows
2.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.2% are above or equal to 10/17 close (1 days ago), 17.8% are below.
80.0% are above or equal to 10/16 close (2 days ago), 20.0% are below.
82.7% are above or equal to 10/15 close (3 days ago), 17.3% are below.
75.9% are above or equal to 10/14 close (4 days ago), 24.1% are below.
83.5% are above or equal to 10/13 close (5 days ago), 16.5% are below.
68.0% are above or equal to 10/10 close (6 days ago), 32.0% are below.
48.3% are above or equal to 10/9 close (7 days ago), 51.7% are below.
24.8% are above or equal to 10/8 close (8 days ago), 75.2% are below.
38.0% are above or equal to 10/7 close (9 days ago), 62.0% are below.
25.8% are above or equal to 10/6 close (10 days ago), 74.2% are below.
23.3% are above or equal to 10/3 close (11 days ago), 76.7% are below.
29.8% are above or equal to 10/2 close (12 days ago), 70.2% are below.
33.7% are above or equal to 10/1 close (13 days ago), 66.3% are below.
24.7% are above or equal to 9/30 close (14 days ago), 75.3% are below.
21.5% are above or equal to 9/29 close (15 days ago), 78.5% are below.
20.9% are above or equal to 9/26 close (16 days ago), 79.1% are below.
25.2% are above or equal to 9/25 close (17 days ago), 74.8% are below.
18.9% are above or equal to 9/24 close (18 days ago), 81.1% are below.
21.7% are above or equal to 9/23 close (19 days ago), 78.3% are below.
18.7% are above or equal to 9/22 close (20 days ago), 81.3% are below.
13.8% are above or equal to 9/19 close (21 days ago), 86.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.0% new highs, 1.3% new lows
21d: 1.6% new highs, 1.3% new lows
42d: 0.8% new highs, 1.2% new lows
63d: 0.7% new highs, 1.2% new lows
126d: 0.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.0% above, 20.0% below
3-day: 84.5% above, 15.5% below
4-day: 84.9% above, 15.1% below
5-day: 83.0% above, 17.0% below
8-day: 77.5% above, 22.5% below
10-day: 63.4% above, 36.6% below
20-day: 31.0% above, 69.0% below
50-day: 17.1% above, 82.9% below
200-day: 32.4% above, 67.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 9:41 am ET)
ENER(136): 1.57% Top=QEP WFT CPE LPI PDCE REXX SGY SN ….. NGL ARP LGCY DPM PAGP PDS CVE SDLP=Bottom (Energy)
LEIS(33): 1.38% Top=RCL MAR BYD CCL OWW SGMS HOT H ….. CMG WYNN DRI MCD JACK LVS TXRH SIX=Bottom (Leisure)
RETA(70): 1.21% Top=SHLD TSCO ABG ANF JCP BBY PAG DANG ….. TGT JWN ORLY CVS KR AMZN WMT DSW=Bottom (Retail & Specialty Retail)
ELEC(63): 1.15% Top=SCTY SANM CSIQ INVN SUNE TQNT CODE CY ….. AMAT ISIL TEL WAT SNPS BRKR CPHD INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 0.98% Top=UAL XPO LUV JBLU DAL AAL SWFT TK ….. UNP FDX CNW CNI TRN NSC CP CSX=Bottom (Transportation)
META(26): 0.93% Top=BTU SLCA CNX AEM CENX CLD FCX EGO ….. SLW GG CCJ NUE RGLD SCCO TCK SWC=Bottom (Metals & Mining)
CHEM(37): 0.77% Top=GPRE FTK MEOH CE SZYM MOS CBT RPM ….. IFF AXLL WPZ HUN PPG POT EMN ALB=Bottom (Chemicals/Fertilizers)
MATE(31): 0.76% Top=KBH RYL LEN PHM EXP SPF TOL MTH ….. RYN WCN DAR CLH SRCL WM PWR RSG=Bottom (Materials & Construction)
COHW(49): 0.65% Top=BBRY SNDK GOGO UBNT SWIR PANW OLED TMUS ….. T SSYS WIN EMC HPQ TDC CSCO NTAP=Bottom (Computer Hardware/Telecom)
MANU(49): 0.56% Top=LII PH DDD JKS WOR GTLS GNRC PLL ….. JOY XYL BWC EMR AGCO DE HON ETN=Bottom (Manufacturing)
CONS(61): 0.46% Top=HAS GT BC TPX WHR PAY CRI UFS ….. BERY PG IRBT GPK VFC WWW PVH SHOO=Bottom (Consumer)
DISV(55): 0.46% Top=HTZ YY CAR Z WOOF ULTA ATHN MYGN ….. PAYX ACM TMH RHI BAH HMSY LDOS XRS=Bottom (Diversified Services)
HEAL(54): 0.45% Top=ALGN IRWD DXCM THC MDT CI MR CNC ….. ZMH ABT SIRO BAX STJ SYK A XRAY=Bottom (Health)
REAL(94): 0.42% Top=WAC HPT NRF SHO BRX AMH BEE HST ….. CPT NLY TWO HCP AVB MFA HCN AGNC=Bottom (Real Estate)
FINA(97): 0.33% Top=APAM CMA WETF APO BX OCN ETFC STI ….. PBCT CME OZRK TROW JNS FRC BEN PFG=Bottom (Banks/Financials)
COSW(85): 0.29% Top=VNET NQ TWTR CSOD DATA GRPN VEEV FEYE ….. CTSH SLH ROVI MSFT VMW ORCL IBM NCR=Bottom (Computer Software/Internet)
INSU(41): 0.05% Top=MTG AIG RDN CNO MBI AFSI CLGX BRO ….. MET AGO AFL VR AXS AHL PRU 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.
Market Stats at 9:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/17/2014

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

Closing Stats
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1005.

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
45.5% of stocks are above yesterday’s high.
84.2% are above yesterday’s midpoint. (15.8% are below.)
4.2% are below yesterday’s low.
50.3% are inside yesterday’s range.
87.8% of stocks with today’s high > yesterday’s high. (12.2% less than).
7.2% of stocks with today’s low < yesterday’s low. (92.8% greater than).

EVIDENCE OF INTRADAY TREND
41.3% of stocks are above today’s open. (57.5% are below).
41.0% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
60.4% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (2.0% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
11.8% are in the top 20%.
40.0% are in the top half. 60.0% of stocks are in the bottom half of today’s range.
24.5% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN
69.7% of stocks are above yesterday’s close. (30.3% are below.)
2.2% are up 4.5% or more. 1.9% are down 4.5% or more.
5.0% are up 3.5% or more. 3.4% are down 3.5% or more.
39.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:14.9%…>=80:40.2%…>=50:76.2%…<=20:5.7%…<=10:2.6%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:27.2%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
45.5% above previous 1 highs, 4.2% below previous 1 lows
39.3% above previous 2 highs, 1.9% below previous 2 lows
28.9% above previous 3 highs, 1.7% below previous 3 lows
21.7% above previous 4 highs, 1.6% below previous 4 lows
12.6% above previous 5 highs, 1.4% below previous 5 lows
5.2% above previous 6 highs, 1.4% below previous 6 lows
4.9% above previous 7 highs, 1.1% below previous 7 lows
4.2% above previous 8 highs, 1.1% below previous 8 lows
2.9% above previous 9 highs, 1.1% below previous 9 lows
2.9% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
69.7% are above or equal to 10/16 close (1 days ago), 30.3% are below.
79.0% are above or equal to 10/15 close (2 days ago), 21.0% are below.
72.4% are above or equal to 10/14 close (3 days ago), 27.6% are below.
80.7% are above or equal to 10/13 close (4 days ago), 19.3% are below.
62.3% are above or equal to 10/10 close (5 days ago), 37.7% are below.
41.7% are above or equal to 10/9 close (6 days ago), 58.3% are below.
19.1% are above or equal to 10/8 close (7 days ago), 80.9% are below.
32.6% are above or equal to 10/7 close (8 days ago), 67.4% are below.
20.8% are above or equal to 10/6 close (9 days ago), 79.2% are below.
19.9% are above or equal to 10/3 close (10 days ago), 80.1% are below.
26.6% are above or equal to 10/2 close (11 days ago), 73.4% are below.
29.3% are above or equal to 10/1 close (12 days ago), 70.7% are below.
22.0% are above or equal to 9/30 close (13 days ago), 78.0% are below.
19.0% are above or equal to 9/29 close (14 days ago), 81.0% are below.
18.5% are above or equal to 9/26 close (15 days ago), 81.5% are below.
21.7% are above or equal to 9/25 close (16 days ago), 78.3% are below.
16.7% are above or equal to 9/24 close (17 days ago), 83.3% are below.
19.3% are above or equal to 9/23 close (18 days ago), 80.7% are below.
15.9% are above or equal to 9/22 close (19 days ago), 84.1% are below.
12.5% are above or equal to 9/19 close (20 days ago), 87.5% are below.
11.3% are above or equal to 9/18 close (21 days ago), 88.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.2% new highs, 1.4% new lows
21d: 4.0% new highs, 1.4% new lows
42d: 1.7% new highs, 1.2% new lows
63d: 1.5% new highs, 1.2% new lows
126d: 0.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.0% above, 32.0% below
3-day: 76.2% above, 23.8% below
4-day: 78.1% above, 21.9% below
5-day: 80.0% above, 20.0% below
8-day: 58.9% above, 41.1% below
10-day: 47.1% above, 52.9% below
20-day: 23.6% above, 76.4% below
50-day: 14.2% above, 85.8% below
200-day: 30.7% above, 69.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 Closing)
MATE(31): 2.53% Top=KBH DHI PHM MTH MTZ LEN VMC MLM ….. SRCL WM FAST RYN OC EME CVA USG=Bottom (Materials & Construction)
INSU(40): 1.89% Top=RGA RDN CLGX AFSI CNO MTG PRU AIG ….. AON AGO VR ORI AIZ AHL AWH MBI=Bottom (Insurance)
TRAN(31): 1.55% Top=GLNG GBX SWFT TRN DAL CP FDX CSX ….. LUV JBHT KNX WAB KSU TDW JBLU BRS=Bottom (Transportation)
COSW(85): 1.29% Top=EQIX NTCT AWAY NOW EA NQ FB DATA ….. LNKD MDSO GRPN GOOG LOCK GOOGL PFPT VNET=Bottom (Computer Software/Internet)
MANU(48): 1.06% Top=HON ITT ZBRA MRC PNR AME ETN SPW ….. CFX WOR TRS DE JKS BGC GTLS AGCO=Bottom (Manufacturing)
COHW(48): 1.03% Top=COMM BRCD LVLT TDC LXK CCOI MSI ANET ….. FTR SYNA INFN CAMP OLED FNSR SNDK GOGO=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.78% Top=UNH HOLX WLP STJ AET EVHC TMO SIRO ….. STE BSX WMGI MASI BAX DXCM KND IRWD=Bottom (Health)
LEIS(33): 0.77% Top=LQ MAR HOT WYN JACK RCL H SIX ….. MGM LVS TXRH EXPE LTM CAKE BYD SGMS=Bottom (Leisure)
FINA(97): 0.74% Top=APO PSEC AXP RJF KKR EVR STI PFG ….. WETF CBOE PBCT XOOM COF MTB FNGN CMA=Bottom (Banks/Financials)
DISV(56): 0.74% Top=ACM URI MAN TYC APOL ADS VNTV XRS ….. VPRT TNET EXAM URS CAR HTZ ATHN MYGN=Bottom (Diversified Services)
CHEM(37): 0.62% Top=TROX WLK HUN DOW PPG SHW CBT VAL ….. CHMT AGU GPRE AXLL IPI WPZ CF SZYM=Bottom (Chemicals/Fertilizers)
ELEC(62): 0.56% Top=SUNE XLNX CPHD ONNN RFMD JASO TQNT ALTR ….. AMKR TSL CY SLAB FSLR MCHP CSIQ INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(60): 0.54% Top=NWL FBHS KS CCK WHR RKT ECL LEG ….. KATE COH SHOO CRI DECK MAT LULU SKX=Bottom (Consumer)
REAL(94): 0.14% Top=RLGY WAC DLR BAM PMT PLD DFT HST ….. PDM BRX HR NNN ARCP DDR RWT CUBE=Bottom (Real Estate)
META(26): -0.00% Top=AKS AA CENX CCJ SLCA X CMC NRP ….. CLD BTU ABX RGLD PAAS EGO AEM CLF=Bottom (Metals & Mining)
RETA(69): -0.13% Top=KAR BIG DLTR CDW AAP AN LOW PAG ….. SFM RH GES AEO FIVE SHLD ANF URBN=Bottom (Retail & Specialty Retail)
ENER(134): -0.39% Top=SDLP SLB PSX PAGP DVN CJES NGLS HAL ….. EGY UPL CRK BBG WTI EXXI AREX 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:25 pm

Market Stats at 2:24 pm ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1005.

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
37.7% of stocks are above yesterday’s high.
80.3% are above yesterday’s midpoint. (19.7% are below.)
4.7% are below yesterday’s low.
57.6% are inside yesterday’s range.
87.6% of stocks with today’s high > yesterday’s high. (12.4% less than).
6.7% of stocks with today’s low < yesterday’s low. (93.3% greater than).

EVIDENCE OF INTRADAY TREND
32.5% of stocks are above today’s open. (67.0% are below).
32.4% of stocks are above today’s open and yesterday’s close.
37.9% are below both.
60.5% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.1% of stocks are in the top 10% of today’s range.
3.0% are in the top 20%.
22.7% are in the top half. 77.3% of stocks are in the bottom half of today’s range.
47.4% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN
61.9% of stocks are above yesterday’s close. (38.1% are below.)
1.6% are up 4.5% or more. 2.4% are down 4.5% or more.
2.9% are up 3.5% or more. 3.9% are down 3.5% or more.
45.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:10.9%…>=80:32.2%…>=50:70.5%…<=20:7.9%…<=10:3.0%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:23.4%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.7% above previous 1 highs, 4.7% below previous 1 lows
32.1% above previous 2 highs, 2.3% below previous 2 lows
22.6% above previous 3 highs, 2.2% below previous 3 lows
17.1% above previous 4 highs, 1.8% below previous 4 lows
9.1% above previous 5 highs, 1.7% below previous 5 lows
3.8% above previous 6 highs, 1.6% below previous 6 lows
3.8% above previous 7 highs, 1.2% below previous 7 lows
3.4% above previous 8 highs, 1.2% below previous 8 lows
2.5% above previous 9 highs, 1.2% below previous 9 lows
2.5% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.9% are above or equal to 10/16 close (1 days ago), 38.1% are below.
74.5% are above or equal to 10/15 close (2 days ago), 25.5% are below.
67.9% are above or equal to 10/14 close (3 days ago), 32.1% are below.
75.3% are above or equal to 10/13 close (4 days ago), 24.7% are below.
57.4% are above or equal to 10/10 close (5 days ago), 42.6% are below.
36.9% are above or equal to 10/9 close (6 days ago), 63.1% are below.
17.1% are above or equal to 10/8 close (7 days ago), 82.9% are below.
28.8% are above or equal to 10/7 close (8 days ago), 71.2% are below.
19.0% are above or equal to 10/6 close (9 days ago), 81.0% are below.
17.2% are above or equal to 10/3 close (10 days ago), 82.8% are below.
22.9% are above or equal to 10/2 close (11 days ago), 77.1% are below.
26.0% are above or equal to 10/1 close (12 days ago), 74.0% are below.
19.7% are above or equal to 9/30 close (13 days ago), 80.3% are below.
17.7% are above or equal to 9/29 close (14 days ago), 82.3% are below.
17.3% are above or equal to 9/26 close (15 days ago), 82.7% are below.
20.5% are above or equal to 9/25 close (16 days ago), 79.5% are below.
15.8% are above or equal to 9/24 close (17 days ago), 84.2% are below.
17.6% are above or equal to 9/23 close (18 days ago), 82.4% are below.
14.7% are above or equal to 9/22 close (19 days ago), 85.3% are below.
12.1% are above or equal to 9/19 close (20 days ago), 87.9% are below.
11.0% are above or equal to 9/18 close (21 days ago), 89.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.9% new highs, 1.3% new lows
21d: 3.5% new highs, 1.3% new lows
42d: 1.6% new highs, 1.1% new lows
63d: 1.4% new highs, 1.1% new lows
126d: 0.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.6% above, 39.4% below
3-day: 70.9% above, 29.1% below
4-day: 72.4% above, 27.6% below
5-day: 74.0% above, 26.0% below
8-day: 52.3% above, 47.7% below
10-day: 41.1% above, 58.9% below
20-day: 20.8% above, 79.2% below
50-day: 12.6% above, 87.4% below
200-day: 29.7% above, 70.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 2:24 pm ET)
MATE(31): 2.38% Top=KBH DHI PHM MTH LEN MTZ RYL VMC ….. SRCL RYN WM OC CVA EME FAST USG=Bottom (Materials & Construction)
INSU(40): 1.38% Top=AFSI RDN CLGX MTG RGA FNF CNO PRU ….. VR L AWH HIG AGO AIZ ORI MBI=Bottom (Insurance)
TRAN(31): 1.19% Top=GLNG GBX CP TK SWFT TRN DAL SAVE ….. EXPD LUV KNX JBHT KSU TDW JBLU BRS=Bottom (Transportation)
COSW(85): 1.02% Top=EQIX NTCT NOW EA NQ AWAY SPLK FTNT ….. GRPN SNCR MDSO LOCK VNET GOOG GOOGL PFPT=Bottom (Computer Software/Internet)
COHW(48): 0.73% Top=COMM BRCD ANET LVLT BBRY CCOI LXK MSI ….. FTR CAMP RKUS INFN FNSR OLED GOGO SNDK=Bottom (Computer Hardware/Telecom)
MANU(48): 0.73% Top=HON MRC ZBRA PNR AME ITT GE ETN ….. CFX WOR DE TRS JKS GTLS BGC AGCO=Bottom (Manufacturing)
LEIS(33): 0.65% Top=LQ MAR WYN HOT JACK SIX H RCL ….. EAT TXRH LTM CAKE OWW EXPE BYD SGMS=Bottom (Leisure)
HEAL(54): 0.58% Top=WLP HOLX UNH STJ SIRO TMO AET THC ….. MASI STE BSX WMGI OPK DXCM IRWD KND=Bottom (Health)
DISV(56): 0.48% Top=ACM SERV URI ADT TYC MAN VNTV ADS ….. HTZ TNET AAN CAR URS EXAM MYGN ATHN=Bottom (Diversified Services)
ELEC(62): 0.44% Top=XLNX SUNE CPHD ONNN TQNT RFMD IPGP JASO ….. MCHP CY FCS TSL SLAB FSLR CSIQ INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(37): 0.41% Top=TROX WLK FTK HUN PPG DOW SHW CBT ….. AGU CHMT GPRE CF IPI AXLL WPZ SZYM=Bottom (Chemicals/Fertilizers)
CONS(60): 0.35% Top=NWL CCK FBHS KS WHR RKT ECL LEG ….. WWW COH MAT CRI SHOO DECK LULU SKX=Bottom (Consumer)
FINA(97): 0.30% Top=APO AXP TD PSEC RJF STI PFG MS ….. HBAN PBCT XOOM MTB CBOE CMA COF FNGN=Bottom (Banks/Financials)
REAL(94): -0.17% Top=RLGY DLR WAC BAM PMT PLD NRF SHO ….. UDR O SRC AIV NNN HCP HCN CUBE=Bottom (Real Estate)
META(26): -0.47% Top=AKS AA X CENX CCJ SLCA CMC NUE ….. ABX BTU GG RGLD PAAS EGO AEM CLF=Bottom (Metals & Mining)
RETA(69): -0.55% Top=BIG KAR CDW DLTR AN LOW KMX GME ….. NFLX RH AEO GES FIVE SHLD ANF URBN=Bottom (Retail & Specialty Retail)
ENER(134): -1.09% Top=SLB HAL DVN CJES OXY PSX WMB PAGP ….. CRK RIG EGY UPL EXXI PVA SFY AREX=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 2:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:58 pm

Market Stats at 1:58 pm ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
43.7% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
3.5% are below yesterday’s low.
52.8% are inside yesterday’s range.
87.6% of stocks with today’s high > yesterday’s high. (12.4% less than).
5.7% of stocks with today’s low < yesterday’s low. (94.3% greater than).

EVIDENCE OF INTRADAY TREND
38.3% of stocks are above today’s open. (61.1% are below).
38.1% of stocks are above today’s open and yesterday’s close.
30.9% are below both.
60.4% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% 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.
6.4% are in the top 20%.
31.9% are in the top half. 68.1% of stocks are in the bottom half of today’s range.
38.7% are in the bottom 20%.
20.4% are in the bottom 10%.

GAIN
68.8% of stocks are above yesterday’s close. (31.2% are below.)
1.7% are up 4.5% or more. 1.3% are down 4.5% or more.
4.3% are up 3.5% or more. 2.7% are down 3.5% or more.
44.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.2%…>=90:13.5%…>=80:37.1%…>=50:75.9%…<=20:6.2%…<=10:2.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.7% above previous 1 highs, 3.5% below previous 1 lows
38.0% above previous 2 highs, 1.8% below previous 2 lows
27.5% above previous 3 highs, 1.7% below previous 3 lows
20.2% above previous 4 highs, 1.3% below previous 4 lows
11.2% above previous 5 highs, 1.2% below previous 5 lows
4.1% above previous 6 highs, 1.1% below previous 6 lows
4.1% above previous 7 highs, 1.0% below previous 7 lows
3.6% above previous 8 highs, 1.0% below previous 8 lows
2.6% above previous 9 highs, 1.0% below previous 9 lows
2.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.8% are above or equal to 10/16 close (1 days ago), 31.2% are below.
77.0% are above or equal to 10/15 close (2 days ago), 23.0% are below.
71.3% are above or equal to 10/14 close (3 days ago), 28.7% are below.
79.1% are above or equal to 10/13 close (4 days ago), 20.9% are below.
60.6% are above or equal to 10/10 close (5 days ago), 39.4% are below.
40.7% are above or equal to 10/9 close (6 days ago), 59.3% are below.
18.8% are above or equal to 10/8 close (7 days ago), 81.2% are below.
31.3% are above or equal to 10/7 close (8 days ago), 68.7% are below.
20.2% are above or equal to 10/6 close (9 days ago), 79.8% are below.
19.2% are above or equal to 10/3 close (10 days ago), 80.8% are below.
24.8% are above or equal to 10/2 close (11 days ago), 75.2% are below.
27.8% are above or equal to 10/1 close (12 days ago), 72.2% are below.
21.0% are above or equal to 9/30 close (13 days ago), 79.0% are below.
18.3% are above or equal to 9/29 close (14 days ago), 81.7% are below.
18.3% are above or equal to 9/26 close (15 days ago), 81.7% are below.
21.5% are above or equal to 9/25 close (16 days ago), 78.5% are below.
16.5% are above or equal to 9/24 close (17 days ago), 83.5% are below.
19.1% are above or equal to 9/23 close (18 days ago), 80.9% are below.
15.5% are above or equal to 9/22 close (19 days ago), 84.5% are below.
12.5% are above or equal to 9/19 close (20 days ago), 87.5% are below.
11.2% are above or equal to 9/18 close (21 days ago), 88.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.9% new highs, 1.2% new lows
21d: 3.5% new highs, 1.2% new lows
42d: 1.6% new highs, 1.1% new lows
63d: 1.4% new highs, 1.1% new lows
126d: 0.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.9% above, 32.1% below
3-day: 75.7% above, 24.3% below
4-day: 76.5% above, 23.5% below
5-day: 78.4% above, 21.6% below
8-day: 56.6% above, 43.4% below
10-day: 45.9% above, 54.1% below
20-day: 22.6% above, 77.4% below
50-day: 13.4% above, 86.6% below
200-day: 30.6% above, 69.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 1:58 pm ET)
MATE(31): 2.57% Top=KBH DHI MTH PHM LEN MTZ RYL VMC ….. SRCL WM RYN OC EME CVA USG FAST=Bottom (Materials & Construction)
INSU(40): 1.66% Top=AFSI MTG RDN CLGX PRU CNO LNC RGA ….. HIG AFG L VR AIZ AWH ORI MBI=Bottom (Insurance)
TRAN(31): 1.42% Top=GBX GLNG SWFT TRN CP DAL TK SAVE ….. LUV XPO KNX JBHT KSU TDW JBLU BRS=Bottom (Transportation)
COSW(85): 1.16% Top=EQIX NOW AWAY EA NQ SPLK DATA NTCT ….. LOCK MDSO GRPN SNCR GOOG GOOGL VNET PFPT=Bottom (Computer Software/Internet)
MANU(48): 1.03% Top=HON MRC ZBRA PNR AME ITT GE ETN ….. XYL WOR DE JKS TRS GTLS BGC AGCO=Bottom (Manufacturing)
COHW(48): 0.92% Top=COMM BRCD BBRY ANET CCOI LVLT LXK MSI ….. SYNA RKUS CAMP INFN OLED FNSR GOGO SNDK=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.81% Top=WLP UNH AET HOLX SIRO STJ TMO THC ….. MASI BSX PRXL WMGI BAX DXCM IRWD KND=Bottom (Health)
ELEC(62): 0.74% Top=XLNX SUNE CPHD TQNT ONNN JASO RFMD IPGP ….. ATML FCS AMKR FSLR MCHP CSIQ SLAB INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 0.72% Top=MAR WYN LQ HOT JACK RCL H SIX ….. WEN EAT BYD CAKE LTM OWW EXPE SGMS=Bottom (Leisure)
CHEM(37): 0.70% Top=FTK TROX WLK HUN PPG SHW DOW MEOH ….. AGU CHMT GPRE IPI CF AXLL WPZ SZYM=Bottom (Chemicals/Fertilizers)
DISV(56): 0.70% Top=ACM SERV ADT MAN URI VNTV TYC ADS ….. RCII AAN TNET CAR URS EXAM MYGN ATHN=Bottom (Diversified Services)
FINA(97): 0.61% Top=APO AXP PSEC TD MS STI PFG PVTB ….. HBAN PBCT MTB XOOM CBOE CMA FNGN COF=Bottom (Banks/Financials)
CONS(60): 0.59% Top=NWL CCK FBHS KS RKT WHR ECL OI ….. IRBT COH MAT SHOO LULU CRI SKX DECK=Bottom (Consumer)
REAL(94): 0.00% Top=RLGY DLR WAC NRF BAM SHO PMT HST ….. EQR HCP BRX AIV NNN UDR HCN CUBE=Bottom (Real Estate)
ENER(135): -0.08% Top=CJES SLB WMB HAL OXY DVN BHI BCEI ….. CRK CMLP PVA UPL RIG EXXI SFY AREX=Bottom (Energy)
META(26): -0.10% Top=AKS AA X CCJ CENX SLCA CMC NUE ….. ABX BTU RGLD GG EGO PAAS AEM CLF=Bottom (Metals & Mining)
RETA(69): -0.29% Top=BIG KAR CDW GME DLTR AN LOW PAG ….. RH NFLX GES AEO FIVE SHLD ANF URBN=Bottom (Retail & Specialty Retail)

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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:13 pm

Market Stats at 1:12 pm ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
44.5% of stocks are above yesterday’s high.
84.9% are above yesterday’s midpoint. (15.1% are below.)
3.2% are below yesterday’s low.
52.3% are inside yesterday’s range.
87.6% of stocks with today’s high > yesterday’s high. (12.4% less than).
4.9% of stocks with today’s low < yesterday’s low. (95.1% greater than).

EVIDENCE OF INTRADAY TREND
39.8% of stocks are above today’s open. (58.8% are below).
39.6% of stocks are above today’s open and yesterday’s close.
28.9% are below both.
60.4% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% 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.
7.5% are in the top 20%.
33.6% are in the top half. 66.4% of stocks are in the bottom half of today’s range.
38.7% are in the bottom 20%.
29.9% are in the bottom 10%.

GAIN
70.7% of stocks are above yesterday’s close. (29.3% are below.)
1.6% are up 4.5% or more. 1.5% are down 4.5% or more.
5.1% are up 3.5% or more. 2.8% are down 3.5% or more.
41.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.7%…>=90:14.8%…>=80:38.3%…>=50:77.9%…<=20:5.1%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:26.7%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.5% above previous 1 highs, 3.2% below previous 1 lows
38.8% above previous 2 highs, 1.5% below previous 2 lows
27.8% above previous 3 highs, 1.3% below previous 3 lows
21.0% above previous 4 highs, 1.1% below previous 4 lows
11.0% above previous 5 highs, 0.9% below previous 5 lows
4.1% above previous 6 highs, 0.9% below previous 6 lows
4.0% above previous 7 highs, 0.8% below previous 7 lows
3.5% above previous 8 highs, 0.8% below previous 8 lows
2.4% above previous 9 highs, 0.8% below previous 9 lows
2.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.7% are above or equal to 10/16 close (1 days ago), 29.3% are below.
78.7% are above or equal to 10/15 close (2 days ago), 21.3% are below.
71.8% are above or equal to 10/14 close (3 days ago), 28.2% are below.
80.3% are above or equal to 10/13 close (4 days ago), 19.7% are below.
61.3% are above or equal to 10/10 close (5 days ago), 38.7% are below.
41.1% are above or equal to 10/9 close (6 days ago), 58.9% are below.
18.9% are above or equal to 10/8 close (7 days ago), 81.1% are below.
31.0% are above or equal to 10/7 close (8 days ago), 69.0% are below.
20.7% are above or equal to 10/6 close (9 days ago), 79.3% are below.
18.8% are above or equal to 10/3 close (10 days ago), 81.2% are below.
25.3% are above or equal to 10/2 close (11 days ago), 74.7% are below.
28.3% are above or equal to 10/1 close (12 days ago), 71.7% are below.
22.0% are above or equal to 9/30 close (13 days ago), 78.0% are below.
18.8% are above or equal to 9/29 close (14 days ago), 81.2% are below.
18.1% are above or equal to 9/26 close (15 days ago), 81.9% are below.
21.7% are above or equal to 9/25 close (16 days ago), 78.3% are below.
16.0% are above or equal to 9/24 close (17 days ago), 84.0% are below.
19.0% are above or equal to 9/23 close (18 days ago), 81.0% are below.
15.5% are above or equal to 9/22 close (19 days ago), 84.5% are below.
12.3% are above or equal to 9/19 close (20 days ago), 87.7% are below.
11.4% are above or equal to 9/18 close (21 days ago), 88.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.9% new highs, 0.9% new lows
21d: 3.5% new highs, 0.9% new lows
42d: 1.6% new highs, 0.8% new lows
63d: 1.3% new highs, 0.8% new lows
126d: 0.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.6% above, 30.4% below
3-day: 77.2% above, 22.8% below
4-day: 77.6% above, 22.4% below
5-day: 79.9% above, 20.1% below
8-day: 58.2% above, 41.8% below
10-day: 47.1% above, 52.9% below
20-day: 23.0% above, 77.0% below
50-day: 13.2% above, 86.8% below
200-day: 30.4% above, 69.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 1:12 pm ET)
MATE(31): 2.32% Top=KBH MTZ LEN DHI MTH PHM VMC CLH ….. MDC WM USG EME CVA RYN OC FAST=Bottom (Materials & Construction)
INSU(40): 1.62% Top=MTG AFSI RDN CLGX PRU CNO LNC RGA ….. VR AIZ ORI L AWH AGO FAF MBI=Bottom (Insurance)
TRAN(31): 1.53% Top=GBX GLNG TRN DAL SWFT CP TK SAVE ….. EXPD JBHT KNX XPO KSU TDW JBLU BRS=Bottom (Transportation)
COSW(85): 1.29% Top=EQIX NOW EA AWAY SPLK NUAN FTNT FFIV ….. LNKD LOCK VNET GOOG SNCR GRPN GOOGL PFPT=Bottom (Computer Software/Internet)
MANU(48): 1.13% Top=MRC HON ITT ZBRA ETN PNR GE AME ….. XYL WOR JKS DE TRS BGC GTLS AGCO=Bottom (Manufacturing)
LEIS(33): 0.98% Top=WYN MAR HOT LQ JACK MGM SIX LOCO ….. CCL BYD LTM TXRH CAKE OWW EXPE SGMS=Bottom (Leisure)
COHW(48): 0.97% Top=COMM BBRY BRCD CCOI LVLT LXK ANET CIEN ….. ARUN INFN CAMP OLED RKUS FNSR GOGO SNDK=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.91% Top=WLP AET TMO HOLX UNH STJ THC RMD ….. HLS DXCM BAX WMGI OPK STE IRWD KND=Bottom (Health)
ELEC(62): 0.89% Top=SUNE XLNX CPHD TQNT ONNN RFMD SANM JASO ….. AMKR FCS FSLR ATML MCHP CSIQ SLAB INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(56): 0.77% Top=ACM ADT VNTV SERV URI TYC MAN ADS ….. RCII AAN TNET URS EXAM CAR MYGN ATHN=Bottom (Diversified Services)
CHEM(37): 0.77% Top=FTK TROX HUN WLK PPG SHW MEOH DOW ….. CHMT FUL GPRE IPI AXLL CF SZYM WPZ=Bottom (Chemicals/Fertilizers)
CONS(60): 0.75% Top=NWL CCK FBHS KS WHR ECL PAY OI ….. IRBT COH MAT SKX LULU SHOO DECK CRI=Bottom (Consumer)
FINA(97): 0.65% Top=AXP APO PSEC EVR RJF PFG TD GS ….. ISBC MTB PBCT CBOE XOOM COF FNGN CMA=Bottom (Banks/Financials)
RETA(69): 0.01% Top=BIG CDW KAR AN LOW DLTR CST HD ….. NFLX GES RH AEO ANF FIVE SHLD URBN=Bottom (Retail & Specialty Retail)
REAL(94): -0.03% Top=RLGY DLR SHO BAM RHP NRF CBG PMT ….. HR DDR PDM O SRC CUBE HCN NNN=Bottom (Real Estate)
META(26): -0.10% Top=AKS AA CCJ CENX X SLCA CMC FCX ….. ABX RGLD GG PAAS EGO BTU AEM CLF=Bottom (Metals & Mining)
ENER(135): -0.33% Top=CJES BAS SLB HAL SM BHI DVN OXY ….. ALJ BBG RIG UPL EXXI PVA SFY AREX=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 1:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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