daytrend

11/28/2014

Filed under: Market Stats — daytrend @ 9:10 am

PRE – Market Stats at 9:09 am ET #premarket
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 311.

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 (20141128 9:09 am ET)
16.4% of stocks are above yesterday’s high.
37.0% are above yesterday’s midpoint. (63.0% are below.)
46.6% are below yesterday’s low.
37.0% are inside yesterday’s range.
16.4% of stocks with today’s high > yesterday’s high. (83.6% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).

EVIDENCE OF INTRADAY TREND (20141128 9:09 am ET)
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.
16.4% of stocks opened above yesterday’s high.
34.7% of stocks opened above yesterday’s close. (65.3% opened below yesterday’s close).
46.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 9:09 am ET)
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 (20141128 9:09 am ET)
34.7% of stocks are above yesterday’s close. (65.3% are below.)
2.6% are up 4.5% or more. 22.5% are down 4.5% or more.
2.9% are up 3.5% or more. 27.7% are down 3.5% or more.
46.3% are between +1% and -1%.

RSI on DAILY (20141128 9:09 am ET)
2-day: >=95:12.5%…>=90:18.3%…>=80:24.8%…>=50:37.3%…<=20:46.3%…<=10:33.8%…<=5:25.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:7.4%…>=50:47.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:49.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 9:09 am ET)
16.4% above previous 1 highs, 46.6% below previous 1 lows
12.9% above previous 2 highs, 45.3% below previous 2 lows
11.9% above previous 3 highs, 42.8% below previous 3 lows
10.6% above previous 4 highs, 40.8% below previous 4 lows
10.6% above previous 5 highs, 35.7% below previous 5 lows
9.6% above previous 6 highs, 32.5% below previous 6 lows
9.3% above previous 7 highs, 30.5% below previous 7 lows
9.3% above previous 8 highs, 27.3% below previous 8 lows
9.3% above previous 9 highs, 27.0% below previous 9 lows
9.0% above previous 10 highs, 26.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 9:09 am ET)
34.7% are above or equal to 11/26 close (1 days ago), 65.3% are below.
37.0% are above or equal to 11/25 close (2 days ago), 63.0% are below.
35.7% are above or equal to 11/24 close (3 days ago), 64.3% are below.
40.5% are above or equal to 11/21 close (4 days ago), 59.5% are below.
47.6% are above or equal to 11/20 close (5 days ago), 52.4% are below.
49.5% are above or equal to 11/19 close (6 days ago), 50.5% are below.
46.6% are above or equal to 11/18 close (7 days ago), 53.4% are below.
49.2% are above or equal to 11/17 close (8 days ago), 50.8% are below.
49.8% are above or equal to 11/14 close (9 days ago), 50.2% are below.
55.9% are above or equal to 11/13 close (10 days ago), 44.1% are below.
51.8% are above or equal to 11/12 close (11 days ago), 48.2% are below.
49.8% are above or equal to 11/11 close (12 days ago), 50.2% are below.
48.2% are above or equal to 11/10 close (13 days ago), 51.8% are below.
50.5% are above or equal to 11/7 close (14 days ago), 49.5% are below.
54.3% are above or equal to 11/6 close (15 days ago), 45.7% are below.
55.6% are above or equal to 11/5 close (16 days ago), 44.4% are below.
59.2% are above or equal to 11/4 close (17 days ago), 40.8% are below.
52.1% are above or equal to 11/3 close (18 days ago), 47.9% are below.
52.4% are above or equal to 10/31 close (19 days ago), 47.6% are below.
58.2% are above or equal to 10/30 close (20 days ago), 41.8% are below.
55.6% are above or equal to 10/29 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 9:09 am ET)
20d: 8.4% new highs, 20.3% new lows
21d: 8.0% new highs, 20.3% new lows
42d: 8.0% new highs, 9.6% new lows
63d: 7.7% new highs, 9.6% new lows
126d: 7.7% new highs, 9.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 9:09 am ET)
2-day: 34.7% above, 65.3% below
3-day: 36.7% above, 63.3% below
4-day: 34.7% above, 65.3% below
5-day: 37.3% above, 62.7% below
8-day: 42.8% above, 57.2% below
10-day: 44.7% above, 55.3% below
20-day: 49.8% above, 50.2% below
50-day: 52.4% above, 47.6% below
200-day: 42.1% above, 57.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 9:09 am ET)
TRAN(23): 1.96% Top=AAL UAL DAL HA JBLU SAVE LUV ALK ….. KSU NSC TK CSX TDW CP GBX UNP=Bottom (Transportation)
LEIS(8): 1.85% Top=NCLH CCL GPRO RCL SBUX MAR LOCO MCD ….. NCLH CCL GPRO RCL SBUX MAR LOCO MCD=Bottom (Leisure)
REAL(5): 1.04% Top=RWT SHO EJ AGNC ARCP ….. RWT SHO EJ AGNC ARCP=Bottom (Real Estate)
RETA(22): 0.48% Top=JCP DANG AMZN BBY GPS WMT M KR ….. HD CAB BABA KORS DSW EBAY WFM SPLS=Bottom (Retail & Specialty Retail)
DISV(7): 0.14% Top=MYGN MA V HTZ RRD BLOX Z ….. MYGN MA V HTZ RRD BLOX Z=Bottom (Diversified Services)
CONS(15): 0.13% Top=ICON GT IRBT UA MAT KATE HAS CL ….. CL PG NKE VFC COH IP LULU OI=Bottom (Consumer)
HEAL(5): -0.00% Top=UNH CNC BDX RMD BSX ….. UNH CNC BDX RMD BSX=Bottom (Health)
INSU(4): -0.04% Top=AFSI PRU WRB GNW ….. AFSI PRU WRB GNW=Bottom (Insurance)
COSW(19): -0.08% Top=JD CTRX BIDU IACI TRIP LOCK ATVI IBM ….. VNET NOW YELP FB GOOG GOOGL NUAN CRM=Bottom (Computer Software/Internet)
FINA(14): -0.09% Top=PSEC BX KKR COF AXP BLK JPM GS ….. JPM GS BAC WFC C KEY BMO RY=Bottom (Banks/Financials)
COHW(16): -0.09% Top=ANET CSCO EMC SNDK SYNA AAPL T VZ ….. QCOM SSYS UBNT JDSU BCE HPQ ARUN CTL=Bottom (Computer Hardware/Telecom)
ELEC(19): -0.67% Top=AMBA TQNT MU BRCM KLAC RFMD ALTR JASO ….. AMAT FSLR SPWR SCTY CGNX CSIQ TSL SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(15): -0.80% Top=ETN PCP JOY DDD PNR CFX ROK CMI ….. CMI EMR GE CAT DE DOV MRC JKS=Bottom (Manufacturing)
MATE(3): -1.05% Top=DAR EXP FLR ….. DAR EXP FLR=Bottom (Materials & Construction)
CHEM(8): -1.58% Top=DD AGU POT GPRE PEIX FTK DOW MEOH ….. DD AGU POT GPRE PEIX FTK DOW MEOH=Bottom (Chemicals/Fertilizers)
META(23): -3.43% Top=CENX AA X SWC AKS TCK CLF CCJ ….. EGO AEM PAAS CNX FCX SLCA HCLP FMSA=Bottom (Metals & Mining)
ENER(105): -5.07% Top=NGLS SEMG NFG DK PBF WNR BPL WES ….. CXO CRK CLR WLL PDS OAS FANG GDP=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.
PRE – Market Stats at 9:09 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/26/2014

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 Closing)
24.1% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
25.0% are below yesterday’s low.
50.9% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
48.5% of stocks with today’s low < yesterday’s low. (51.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 Closing)
50.3% of stocks are above today’s open. (48.6% are below).
46.7% of stocks are above today’s open and yesterday’s close.
43.9% are below both.
5.8% of stocks opened above yesterday’s high.
48.6% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 Closing)
17.2% of stocks are in the top 10% of today’s range.
30.0% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20141126 Closing)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
1.3% are up 4.5% or more. 2.4% are down 4.5% or more.
2.1% are up 3.5% or more. 4.3% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY (20141126 Closing)
2-day: >=95:15.4%…>=90:23.7%…>=80:35.0%…>=50:60.8%…<=20:16.8%…<=10:8.2%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.7%…>=80:6.6%…>=50:76.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 Closing)
24.1% above previous 1 highs, 25.0% below previous 1 lows
21.5% above previous 2 highs, 17.5% below previous 2 lows
19.1% above previous 3 highs, 15.6% below previous 3 lows
19.0% above previous 4 highs, 9.7% below previous 4 lows
18.3% above previous 5 highs, 7.2% below previous 5 lows
17.4% above previous 6 highs, 6.1% below previous 6 lows
16.8% above previous 7 highs, 5.2% below previous 7 lows
15.8% above previous 8 highs, 4.8% below previous 8 lows
14.8% above previous 9 highs, 3.8% below previous 9 lows
14.3% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 Closing)
52.3% are above or equal to 11/25 close (1 days ago), 47.7% are below.
51.6% are above or equal to 11/24 close (2 days ago), 48.4% are below.
65.6% are above or equal to 11/21 close (3 days ago), 34.4% are below.
72.1% are above or equal to 11/20 close (4 days ago), 27.9% are below.
77.8% are above or equal to 11/19 close (5 days ago), 22.2% are below.
71.9% are above or equal to 11/18 close (6 days ago), 28.1% are below.
75.6% are above or equal to 11/17 close (7 days ago), 24.4% are below.
70.8% are above or equal to 11/14 close (8 days ago), 29.2% are below.
72.5% are above or equal to 11/13 close (9 days ago), 27.5% are below.
67.7% are above or equal to 11/12 close (10 days ago), 32.3% are below.
68.3% are above or equal to 11/11 close (11 days ago), 31.7% are below.
67.7% are above or equal to 11/10 close (12 days ago), 32.3% are below.
70.7% are above or equal to 11/7 close (13 days ago), 29.3% are below.
71.4% are above or equal to 11/6 close (14 days ago), 28.6% are below.
72.8% are above or equal to 11/5 close (15 days ago), 27.2% are below.
76.5% are above or equal to 11/4 close (16 days ago), 23.5% are below.
71.0% are above or equal to 11/3 close (17 days ago), 29.0% are below.
70.1% are above or equal to 10/31 close (18 days ago), 29.9% are below.
77.1% are above or equal to 10/30 close (19 days ago), 22.9% are below.
76.0% are above or equal to 10/29 close (20 days ago), 24.0% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 Closing)
20d: 15.2% new highs, 2.6% new lows
21d: 15.0% new highs, 2.6% new lows
42d: 13.8% new highs, 1.3% new lows
63d: 10.7% new highs, 1.3% new lows
126d: 9.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 Closing)
2-day: 51.3% above, 48.7% below
3-day: 51.2% above, 48.8% below
4-day: 57.6% above, 42.4% below
5-day: 64.0% above, 36.0% below
8-day: 71.3% above, 28.7% below
10-day: 71.8% above, 28.2% below
20-day: 73.7% above, 26.3% below
50-day: 76.1% above, 23.9% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 Closing)
ELEC(53): 1.23% Top=AMBA ADI FSL SWKS TXN ISIL CODE ONNN ….. SUNE WAT BRKR OPLK SCTY TRMB INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): 0.99% Top=EJ ARCP LHO DFT AMH AVB DEI CUZ ….. GLPI WAC NYMT HLSS NLY SRC RLGY PCL=Bottom (Real Estate)
COHW(47): 0.51% Top=HPQ ANET CTL ARRS LVLT VZ ADTN SYNA ….. XLS JNPR HRS NTAP FNSR SWIR BRCD SSYS=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.47% Top=BDX GMED PODD LH COO PRXL DVA EW ….. BSX KND THOR HNT UHS CYH MR THC=Bottom (Health)
COSW(80): 0.43% Top=VEEV VIPS SPLK TWTR FB DATA CTRX SNCR ….. SLH NCR IMS FEYE NUAN TRUE COUP VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.24% Top=SGMS GPRO DRI LQ SONC SIX BYD YUM ….. LVS WYNN SBUX TXRH MCD RCL BLMN LOCO=Bottom (Leisure)
FINA(83): 0.06% Top=WETF FRC ESNT HBAN APO OCN BKU SLM ….. CG WDR FNFG FMER ACAS TCB EV RCAP=Bottom (Banks/Financials)
INSU(39): 0.04% Top=MTG RDN AGO TRV PTP FAF CINF FNF ….. ORI L AFSI UNM RNR HIG CNO GNW=Bottom (Insurance)
DISV(49): -0.07% Top=BLOX Z YY GEO MAN RHI TMH BAH ….. TNET AL ATHN JEC KBR CAR AAN HTZ=Bottom (Diversified Services)
CONS(59): -0.11% Top=WWW MOV UA HAS BLL LEG GT ENR ….. MAT KATE IP OI AVP COH UFS PBI=Bottom (Consumer)
TRAN(33): -0.15% Top=LUV HA AAL XPO SAVE WERN SWFT CP ….. TRN CNW KEX GBX TK TDW YRCW GLNG=Bottom (Transportation)
MATE(31): -0.17% Top=MTZ BECN CVA RSG WM KBH WCN TPH ….. PWR WY TOL USG MLM OC EXP FLR=Bottom (Materials & Construction)
CHEM(33): -0.21% Top=WPZ MON PX GRA PPG IFF DOW POT ….. FMC FTK GPRE AGU WLK CBT MEOH PEIX=Bottom (Chemicals/Fertilizers)
RETA(72): -0.31% Top=MIK LB WAG QVCA BBY TJX DANG DSW ….. ANF BID GES CHS URBN SIG OUTR SHLD=Bottom (Retail & Specialty Retail)
MANU(42): -0.73% Top=RXN JKS PCP GNRC XYL SNA HON ZBRA ….. BWC MRC DOV TEX AGCO DDD FLS GTLS=Bottom (Manufacturing)
META(27): -1.23% Top=CENX AA SCCO CLD CCJ ABX FCX CNX ….. GG SLW AEM PAAS AKS SLCA HCLP FMSA=Bottom (Metals & Mining)
ENER(130): -2.02% Top=NS MMP WES BWP PAA ETP EEP MWE ….. EPE EXXI GDP WTI MTDR PVA RIG DO=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 @ 3:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 3:23 pm ET)
22.4% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
25.6% are below yesterday’s low.
51.9% are inside yesterday’s range.
38.1% of stocks with today’s high > yesterday’s high. (61.9% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND (20141126 3:23 pm ET)
47.1% of stocks are above today’s open. (51.5% are below).
43.9% of stocks are above today’s open and yesterday’s close.
46.8% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 3:23 pm ET)
13.5% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20141126 3:23 pm ET)
49.6% of stocks are above yesterday’s close. (50.4% are below.)
0.9% are up 4.5% or more. 2.3% are down 4.5% or more.
2.0% are up 3.5% or more. 4.0% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20141126 3:23 pm ET)
2-day: >=95:14.2%…>=90:22.4%…>=80:33.2%…>=50:57.3%…<=20:18.0%…<=10:7.6%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.7%…>=80:6.1%…>=50:75.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:76.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 3:23 pm ET)
22.4% above previous 1 highs, 25.6% below previous 1 lows
19.3% above previous 2 highs, 18.1% below previous 2 lows
17.1% above previous 3 highs, 16.3% below previous 3 lows
16.9% above previous 4 highs, 9.2% below previous 4 lows
16.3% above previous 5 highs, 6.6% below previous 5 lows
15.3% above previous 6 highs, 5.7% below previous 6 lows
14.9% above previous 7 highs, 4.7% below previous 7 lows
13.8% above previous 8 highs, 4.5% below previous 8 lows
13.2% above previous 9 highs, 3.4% below previous 9 lows
12.8% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 3:23 pm ET)
49.6% are above or equal to 11/25 close (1 days ago), 50.4% are below.
50.3% are above or equal to 11/24 close (2 days ago), 49.7% are below.
62.9% are above or equal to 11/21 close (3 days ago), 37.1% are below.
70.8% are above or equal to 11/20 close (4 days ago), 29.2% are below.
77.4% are above or equal to 11/19 close (5 days ago), 22.6% are below.
71.1% are above or equal to 11/18 close (6 days ago), 28.9% are below.
74.8% are above or equal to 11/17 close (7 days ago), 25.2% are below.
70.1% are above or equal to 11/14 close (8 days ago), 29.9% are below.
72.1% are above or equal to 11/13 close (9 days ago), 27.9% are below.
66.8% are above or equal to 11/12 close (10 days ago), 33.2% are below.
67.7% are above or equal to 11/11 close (11 days ago), 32.3% are below.
67.1% are above or equal to 11/10 close (12 days ago), 32.9% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
70.9% are above or equal to 11/6 close (14 days ago), 29.1% are below.
72.3% are above or equal to 11/5 close (15 days ago), 27.7% are below.
76.7% are above or equal to 11/4 close (16 days ago), 23.3% are below.
70.6% are above or equal to 11/3 close (17 days ago), 29.4% are below.
70.0% are above or equal to 10/31 close (18 days ago), 30.0% are below.
76.6% are above or equal to 10/30 close (19 days ago), 23.4% are below.
75.9% are above or equal to 10/29 close (20 days ago), 24.1% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 3:23 pm ET)
20d: 14.5% new highs, 2.6% new lows
21d: 14.4% new highs, 2.6% new lows
42d: 13.3% new highs, 1.3% new lows
63d: 10.2% new highs, 1.3% new lows
126d: 8.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 3:23 pm ET)
2-day: 48.4% above, 51.6% below
3-day: 49.2% above, 50.8% below
4-day: 56.2% above, 43.8% below
5-day: 62.7% above, 37.3% below
8-day: 70.6% above, 29.4% below
10-day: 70.9% above, 29.1% below
20-day: 73.3% above, 26.7% below
50-day: 76.3% above, 23.7% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 3:23 pm ET)
ELEC(53): 1.15% Top=AMBA ADI CODE FSL ISIL SWKS TXN LLTC ….. VSH OPLK BRKR WAT SCTY TRMB INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): 0.93% Top=EJ ARCP AVB DEI LHO AMH DFT DLR ….. HST NLY NYMT SRC RLGY GLPI PCL WAC=Bottom (Real Estate)
COHW(47): 0.48% Top=HPQ ANET CTL ARRS ADTN LVLT VZ SYNA ….. CIEN HRS UBNT FNSR SWIR BRCD NTAP SSYS=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.41% Top=BDX GMED PODD LH ZLTQ DXCM DVA PRXL ….. PKI KND THOR HNT UHS CYH MR THC=Bottom (Health)
COSW(80): 0.33% Top=VEEV VIPS SPLK TWTR FB DATA CTRX SFUN ….. FEYE SLH NCR NUAN TRUE IMS COUP VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.10% Top=SGMS GPRO LQ DRI SIX SONC JACK MAR ….. PNK LVS SBUX MCD RCL BLMN BWLD LOCO=Bottom (Leisure)
FINA(83): -0.01% Top=WETF ESNT APO HBAN SLM OCN FRC HCBK ….. ASBC ACAS WDR FNFG FMER TCB EV RCAP=Bottom (Banks/Financials)
INSU(39): -0.04% Top=RDN AGO FAF TRV MTG AWH CINF WRB ….. UNM AIZ AFL RNR ORI CNO HIG GNW=Bottom (Insurance)
CONS(59): -0.11% Top=MOV WWW UA BLL HAS BERY LEG HBI ….. SKX OI AVP IP MAT UFS COH PBI=Bottom (Consumer)
TRAN(33): -0.15% Top=AAL LUV HA XPO SAVE WERN SWFT UAL ….. TRN CNW GBX KEX TK TDW YRCW GLNG=Bottom (Transportation)
DISV(49): -0.15% Top=BLOX Z YY GEO MAN BAH RHI TMH ….. TYC JEC HMSY ATHN CAR KBR AAN HTZ=Bottom (Diversified Services)
MATE(31): -0.32% Top=MTZ BECN CVA WCN WM WLH RSG TPH ….. WY DHI TOL MLM USG OC EXP FLR=Bottom (Materials & Construction)
CHEM(33): -0.34% Top=WPZ MON IFF PX POT GRA DOW ALB ….. HUN FMC GPRE WLK AGU CBT MEOH PEIX=Bottom (Chemicals/Fertilizers)
RETA(72): -0.41% Top=MIK LB DSW TJX WAG BBY HIBB AEO ….. CHS VSI SPLS URBN SIG JCP OUTR SHLD=Bottom (Retail & Specialty Retail)
MANU(42): -0.82% Top=JKS RXN PCP GNRC HON XYL ZBRA SNA ….. BWC MRC DOV TEX AGCO DDD FLS GTLS=Bottom (Manufacturing)
META(27): -1.05% Top=CENX SCCO AA CLD FCX CCJ ABX CNX ….. TCK SLW AEM PAAS AKS SLCA HCLP FMSA=Bottom (Metals & Mining)
ENER(130): -1.90% Top=NS MMP WES PAA EEP DPM MWE ETP ….. ATW EXXI WTI MTDR GDP PVA RIG DO=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 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:19 am

Market Stats at 11:18 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 11:18 am ET)
15.3% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
24.8% are below yesterday’s low.
60.0% are inside yesterday’s range.
32.6% of stocks with today’s high > yesterday’s high. (67.4% less than).
41.9% of stocks with today’s low < yesterday’s low. (58.1% greater than).

EVIDENCE OF INTRADAY TREND (20141126 11:18 am ET)
41.7% of stocks are above today’s open. (56.6% are below).
35.6% of stocks are above today’s open and yesterday’s close.
50.4% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 11:18 am ET)
7.8% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
45.6% are in the top half. 54.4% of stocks are in the bottom half of today’s range.
25.9% are in the bottom 20%.
14.8% are in the bottom 10%.

GAIN (20141126 11:18 am ET)
43.7% of stocks are above yesterday’s close. (56.3% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 2.0% are down 3.5% or more.
73.1% are between +1% and -1%.

RSI on DAILY (20141126 11:18 am ET)
2-day: >=95:11.1%…>=90:17.2%…>=80:27.0%…>=50:54.1%…<=20:16.8%…<=10:5.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.4%…>=50:75.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:76.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 11:18 am ET)
15.3% above previous 1 highs, 24.8% below previous 1 lows
12.8% above previous 2 highs, 18.3% below previous 2 lows
11.1% above previous 3 highs, 15.7% below previous 3 lows
10.9% above previous 4 highs, 7.7% below previous 4 lows
10.4% above previous 5 highs, 5.0% below previous 5 lows
9.5% above previous 6 highs, 4.1% below previous 6 lows
9.0% above previous 7 highs, 3.6% below previous 7 lows
8.7% above previous 8 highs, 3.3% below previous 8 lows
8.1% above previous 9 highs, 2.7% below previous 9 lows
7.9% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 11:18 am ET)
43.7% are above or equal to 11/25 close (1 days ago), 56.3% are below.
45.4% are above or equal to 11/24 close (2 days ago), 54.6% are below.
61.1% are above or equal to 11/21 close (3 days ago), 38.9% are below.
68.8% are above or equal to 11/20 close (4 days ago), 31.2% are below.
77.6% are above or equal to 11/19 close (5 days ago), 22.4% are below.
70.7% are above or equal to 11/18 close (6 days ago), 29.3% are below.
74.8% are above or equal to 11/17 close (7 days ago), 25.2% are below.
71.3% are above or equal to 11/14 close (8 days ago), 28.7% are below.
71.4% are above or equal to 11/13 close (9 days ago), 28.6% are below.
64.8% are above or equal to 11/12 close (10 days ago), 35.2% are below.
65.4% are above or equal to 11/11 close (11 days ago), 34.6% are below.
64.2% are above or equal to 11/10 close (12 days ago), 35.8% are below.
67.8% are above or equal to 11/7 close (13 days ago), 32.2% are below.
70.1% are above or equal to 11/6 close (14 days ago), 29.9% are below.
71.4% are above or equal to 11/5 close (15 days ago), 28.6% are below.
75.7% are above or equal to 11/4 close (16 days ago), 24.3% are below.
69.7% are above or equal to 11/3 close (17 days ago), 30.3% are below.
69.5% are above or equal to 10/31 close (18 days ago), 30.5% are below.
76.4% are above or equal to 10/30 close (19 days ago), 23.6% are below.
76.2% are above or equal to 10/29 close (20 days ago), 23.8% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 11:18 am ET)
20d: 12.1% new highs, 1.9% new lows
21d: 12.0% new highs, 1.9% new lows
42d: 10.9% new highs, 0.8% new lows
63d: 8.2% new highs, 0.8% new lows
126d: 7.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 11:18 am ET)
2-day: 41.7% above, 58.3% below
3-day: 42.9% above, 57.1% below
4-day: 52.6% above, 47.4% below
5-day: 60.0% above, 40.0% below
8-day: 70.1% above, 29.9% below
10-day: 69.4% above, 30.6% below
20-day: 72.4% above, 27.6% below
50-day: 75.6% above, 24.4% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 11:18 am ET)
ELEC(53): 0.64% Top=AMBA ADI JASO ISIL SWKS CODE TXN CREE ….. TEL JBL WAT VSH TRMB BRKR INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.49% Top=ANET HPQ CTL SYNA TMUS SNDK AAPL VZ ….. JNPR LXK NSR OLED BRCD SWIR PANW FNSR=Bottom (Computer Hardware/Telecom)
REAL(81): 0.39% Top=EJ ARCP DFT AVB DLR NSM UDR EQR ….. HST CBG BEE NYMT PCL GLPI RLGY WAC=Bottom (Real Estate)
COSW(80): 0.25% Top=VEEV TWTR VIPS DATA FB WBMD CTRX SPLK ….. ZEN SLH FEYE TRUE NCR VDSI COUP VNET=Bottom (Computer Software/Internet)
HEAL(58): 0.14% Top=BDX GMED PODD ABMD DXCM PINC DVA MD ….. HNT STJ HOLX CYH BKD PKI MR THC=Bottom (Health)
DISV(49): 0.10% Top=BLOX Z WTW BAH GEO YY RHI EIGI ….. RCII AL ALLE R JEC TYC TNET HTZ=Bottom (Diversified Services)
LEIS(32): 0.01% Top=SGMS DRI GPRO LQ HOT BYD SONC MAR ….. MCD CCL LOCO SBUX STAY BWLD BLMN RCL=Bottom (Leisure)
INSU(39): -0.15% Top=AFSI AGO MTG TRV RDN AWH CINF FNF ….. AON GNW AFL HIG LNC CNO UNM MBI=Bottom (Insurance)
TRAN(33): -0.19% Top=AAL HA LUV XPO SAVE CP DAL UAL ….. CNW KEX TK JBLU GBX TDW YRCW GLNG=Bottom (Transportation)
FINA(83): -0.22% Top=WETF OCN APO SLM KKR WFC RY BX ….. MTB TCB ASBC ACAS FNFG FMER EV RCAP=Bottom (Banks/Financials)
RETA(72): -0.30% Top=MIK LB DSW CONN TJX NFLX WAG HIBB ….. URBN CHS TIF GES SIG ANF SHLD OUTR=Bottom (Retail & Specialty Retail)
CONS(59): -0.31% Top=UA WWW HAS ENR JAH CL LEG TPX ….. OI KATE LULU PBI IRBT PKG KS UFS=Bottom (Consumer)
CHEM(33): -0.49% Top=OLN WPZ CHMT PX SHW IFF PPG ALB ….. HUN FTK APD CF WLK CBT AGU MEOH=Bottom (Chemicals/Fertilizers)
MANU(42): -0.51% Top=PCP JKS RXN HON DHR ATI ZBRA GNRC ….. JOY DOV TKR MRC FLS TEX AGCO GTLS=Bottom (Manufacturing)
MATE(31): -0.59% Top=BECN MTZ CVA WM WCN RSG DAR MAS ….. BZH SPF USG WLH MLM EXP OC FLR=Bottom (Materials & Construction)
META(27): -1.15% Top=CENX SCCO CLF FCX AA ABX RGLD CNX ….. X SLW AEM PAAS HCLP SLCA AKS FMSA=Bottom (Metals & Mining)
ENER(130): -1.35% Top=DK RICE CMLP WNR ALJ TLLP MPC HMHC ….. EXXI ATW PVA EPE GDP RIG WTI DO=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:12 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 10:12 am ET)
13.5% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
19.2% are below yesterday’s low.
67.3% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 10:12 am ET)
45.3% of stocks are above today’s open. (52.3% are below).
39.3% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 10:12 am ET)
13.9% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20141126 10:12 am ET)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.4% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY (20141126 10:12 am ET)
2-day: >=95:10.7%…>=90:18.4%…>=80:30.6%…>=50:59.9%…<=20:15.0%…<=10:4.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.4%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 10:12 am ET)
13.5% above previous 1 highs, 19.2% below previous 1 lows
11.5% above previous 2 highs, 14.0% below previous 2 lows
9.9% above previous 3 highs, 12.5% below previous 3 lows
9.7% above previous 4 highs, 6.7% below previous 4 lows
9.0% above previous 5 highs, 4.4% below previous 5 lows
8.0% above previous 6 highs, 3.9% below previous 6 lows
7.8% above previous 7 highs, 3.3% below previous 7 lows
7.6% above previous 8 highs, 3.1% below previous 8 lows
7.0% above previous 9 highs, 2.5% below previous 9 lows
6.8% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 10:12 am ET)
49.2% are above or equal to 11/25 close (1 days ago), 50.8% are below.
49.2% are above or equal to 11/24 close (2 days ago), 50.8% are below.
63.8% are above or equal to 11/21 close (3 days ago), 36.2% are below.
71.5% are above or equal to 11/20 close (4 days ago), 28.5% are below.
79.1% are above or equal to 11/19 close (5 days ago), 20.9% are below.
72.6% are above or equal to 11/18 close (6 days ago), 27.4% are below.
76.6% are above or equal to 11/17 close (7 days ago), 23.4% are below.
71.2% are above or equal to 11/14 close (8 days ago), 28.8% are below.
73.1% are above or equal to 11/13 close (9 days ago), 26.9% are below.
66.2% are above or equal to 11/12 close (10 days ago), 33.8% are below.
66.9% are above or equal to 11/11 close (11 days ago), 33.1% are below.
65.4% are above or equal to 11/10 close (12 days ago), 34.6% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
71.2% are above or equal to 11/6 close (14 days ago), 28.8% are below.
71.8% are above or equal to 11/5 close (15 days ago), 28.2% are below.
76.1% are above or equal to 11/4 close (16 days ago), 23.9% are below.
69.7% are above or equal to 11/3 close (17 days ago), 30.3% are below.
70.2% are above or equal to 10/31 close (18 days ago), 29.8% are below.
76.7% are above or equal to 10/30 close (19 days ago), 23.3% are below.
76.2% are above or equal to 10/29 close (20 days ago), 23.8% are below.
74.4% are above or equal to 10/28 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 10:12 am ET)
20d: 10.0% new highs, 1.8% new lows
21d: 10.0% new highs, 1.8% new lows
42d: 9.0% new highs, 0.8% new lows
63d: 6.4% new highs, 0.8% new lows
126d: 5.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 10:12 am ET)
2-day: 47.5% above, 52.5% below
3-day: 48.3% above, 51.7% below
4-day: 58.1% above, 41.9% below
5-day: 64.2% above, 35.8% below
8-day: 71.7% above, 28.3% below
10-day: 71.9% above, 28.1% below
20-day: 73.0% above, 27.0% below
50-day: 76.0% above, 24.0% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 10:12 am ET)
ELEC(53): 0.63% Top=ADI AMBA SWKS JASO CODE CY CAVM FSL ….. TEL VSH GLW WAT TRMB INVN BRKR KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.44% Top=ANET HPQ CTL ARRS INFN COMM UBNT TMUS ….. JNPR OLED LXK QCOM SWIR BRCD PANW FNSR=Bottom (Computer Hardware/Telecom)
REAL(81): 0.32% Top=EJ AVB ARCP NSM DFT EQR DLR UDR ….. CBG HLSS BEE PCL WAC GLPI NYMT RLGY=Bottom (Real Estate)
HEAL(58): 0.29% Top=BDX ABMD PINC ZLTQ GMED PODD MOH EVHC ….. LH HOLX PKI MR SIRO BKD THC SPNC=Bottom (Health)
TRAN(33): 0.22% Top=XPO HA AAL SAVE LUV JBHT WERN ALK ….. SWFT JBLU EXPD KEX GBX YRCW TK TDW=Bottom (Transportation)
DISV(49): 0.16% Top=BLOX Z WTW GEO MAN RHI BAH CXW ….. ATHN MYGN R CAR PCLN AAN JEC HTZ=Bottom (Diversified Services)
COSW(80): 0.14% Top=VEEV TWTR DATA SPLK SNCR LOCK CTRX CSOD ….. ACIW COUP FFIV NCR VDSI ZEN TRUE VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.10% Top=SGMS GPRO BYD DRI LQ SONC NCLH HOT ….. WYNN JACK CCL SBUX RCL MCD BWLD BLMN=Bottom (Leisure)
INSU(39): 0.00% Top=AFSI MTG RDN PTP PRU GNW CINF TMK ….. UNM AIZ ORI LNC FNF AON L HIG=Bottom (Insurance)
RETA(72): -0.01% Top=DANG MIK DSW CPRT LB WAG TJX HIBB ….. BID GES ANF SHLD SIG SPLS TIF OUTR=Bottom (Retail & Specialty Retail)
FINA(83): -0.07% Top=SLM OCN HBAN APO KKR WFC JNS BMO ….. TCB MTB ACAS FNFG FMER ESNT EV RCAP=Bottom (Banks/Financials)
CONS(59): -0.20% Top=JAH UA PAY GT ENR WWW HBI NKE ….. LULU COH OI PKG PBI IRBT KS UFS=Bottom (Consumer)
MATE(31): -0.30% Top=BECN MTZ CVA WCN WM BZH RSG DAR ….. RYN AWI DHI MLM USG OC EXP FLR=Bottom (Materials & Construction)
MANU(42): -0.36% Top=DDD GNRC JKS KMT ATU GE DHR PLL ….. JOY MRC DOV FLS TEX GTLS AGCO DE=Bottom (Manufacturing)
CHEM(33): -0.54% Top=OLN WPZ CHMT SHW PX PPG ALB MON ….. MOS WLK CBT FTK PEIX CF AGU MEOH=Bottom (Chemicals/Fertilizers)
META(27): -0.87% Top=CENX CCJ SCCO FCX CLF AA ABX CNX ….. TCK AEM SWC PAAS AKS HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(130): -1.24% Top=CMLP WNR TLLP RICE MPC HMHC DK ALJ ….. MTDR EXXI EPE PVA RIG GDP WTI DO=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 9:57 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 9:57 am ET)
14.0% of stocks are above yesterday’s high.
46.9% are above yesterday’s midpoint. (53.1% are below.)
19.2% are below yesterday’s low.
66.8% are inside yesterday’s range.
26.6% of stocks with today’s high > yesterday’s high. (73.4% less than).
36.5% of stocks with today’s low < yesterday’s low. (63.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 9:57 am ET)
44.4% of stocks are above today’s open. (52.6% are below).
39.4% of stocks are above today’s open and yesterday’s close.
44.6% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 9:57 am ET)
15.4% of stocks are in the top 10% of today’s range.
26.0% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20141126 9:57 am ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
0.4% are up 3.5% or more. 1.5% are down 3.5% or more.
76.9% are between +1% and -1%.

RSI on DAILY (20141126 9:57 am ET)
2-day: >=95:11.7%…>=90:20.2%…>=80:30.7%…>=50:60.4%…<=20:16.3%…<=10:4.7%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.8%…>=50:75.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:76.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 9:57 am ET)
14.0% above previous 1 highs, 19.2% below previous 1 lows
11.6% above previous 2 highs, 15.9% below previous 2 lows
10.2% above previous 3 highs, 14.1% below previous 3 lows
10.1% above previous 4 highs, 7.2% below previous 4 lows
9.5% above previous 5 highs, 5.1% below previous 5 lows
9.0% above previous 6 highs, 4.4% below previous 6 lows
8.5% above previous 7 highs, 4.2% below previous 7 lows
8.2% above previous 8 highs, 3.9% below previous 8 lows
7.5% above previous 9 highs, 3.1% below previous 9 lows
7.5% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 9:57 am ET)
50.2% are above or equal to 11/25 close (1 days ago), 49.8% are below.
48.2% are above or equal to 11/24 close (2 days ago), 51.8% are below.
63.5% are above or equal to 11/21 close (3 days ago), 36.5% are below.
70.8% are above or equal to 11/20 close (4 days ago), 29.2% are below.
79.5% are above or equal to 11/19 close (5 days ago), 20.5% are below.
72.4% are above or equal to 11/18 close (6 days ago), 27.6% are below.
76.5% are above or equal to 11/17 close (7 days ago), 23.5% are below.
72.1% are above or equal to 11/14 close (8 days ago), 27.9% are below.
72.9% are above or equal to 11/13 close (9 days ago), 27.1% are below.
66.3% are above or equal to 11/12 close (10 days ago), 33.7% are below.
67.1% are above or equal to 11/11 close (11 days ago), 32.9% are below.
65.8% are above or equal to 11/10 close (12 days ago), 34.2% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
71.1% are above or equal to 11/6 close (14 days ago), 28.9% are below.
71.7% are above or equal to 11/5 close (15 days ago), 28.3% are below.
76.0% are above or equal to 11/4 close (16 days ago), 24.0% are below.
69.5% are above or equal to 11/3 close (17 days ago), 30.5% are below.
69.4% are above or equal to 10/31 close (18 days ago), 30.6% are below.
76.1% are above or equal to 10/30 close (19 days ago), 23.9% are below.
76.1% are above or equal to 10/29 close (20 days ago), 23.9% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 9:57 am ET)
20d: 9.2% new highs, 1.8% new lows
21d: 9.2% new highs, 1.8% new lows
42d: 8.3% new highs, 0.8% new lows
63d: 6.1% new highs, 0.8% new lows
126d: 5.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 9:57 am ET)
2-day: 47.8% above, 52.2% below
3-day: 49.3% above, 50.7% below
4-day: 57.4% above, 42.6% below
5-day: 63.9% above, 36.1% below
8-day: 71.7% above, 28.3% below
10-day: 71.3% above, 28.7% below
20-day: 73.1% above, 26.9% below
50-day: 75.4% above, 24.6% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 9:57 am ET)
ELEC(53): 0.45% Top=ADI SWKS JASO CAVM AMBA FCS FSL TXN ….. JBL WAT APH TRMB BRKR TSL INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): 0.42% Top=EJ ARCP DFT AVB DLR NRF EQR AMH ….. BRX BEE CBG RLGY PCL NYMT HLSS WAC=Bottom (Real Estate)
HEAL(58): 0.41% Top=PINC BDX ABMD ZLTQ GMED DXCM MOH CNC ….. THC THOR SPNC ALGN PKI MR BKD SIRO=Bottom (Health)
COHW(47): 0.34% Top=ANET HPQ CTL SSYS COMM ARRS AAPL LVLT ….. CSCO JNPR PANW HRS QCOM JDSU OLED FNSR=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.26% Top=SGMS GPRO DRI BYD SONC LQ HOT NCLH ….. WYNN LOCO CCL BWLD SBUX RCL MCD BLMN=Bottom (Leisure)
TRAN(33): 0.20% Top=AAL XPO SAVE HA LUV JBHT WERN ALK ….. JBLU KEX YRCW EXPD TK GLNG GBX TDW=Bottom (Transportation)
DISV(49): 0.13% Top=BLOX Z WTW RHI MCO BAH EIGI GEO ….. R AAN ACM TYC MYGN PCLN JEC CAR=Bottom (Diversified Services)
COSW(80): 0.12% Top=VEEV DATA TWTR SPLK LOCK SNCR CSOD TRIP ….. SLH COUP QLIK CTXS VDSI ZEN NCR VNET=Bottom (Computer Software/Internet)
RETA(72): 0.07% Top=DANG DSW FIVE LB CPRT TJX MIK HIBB ….. AMZN KMX SIG SPLS ANF TIF SHLD OUTR=Bottom (Retail & Specialty Retail)
INSU(39): -0.05% Top=AFSI MTG RDN PTP TRV VR WRB FNF ….. ORI MBI AIZ CNO UNM L LNC HIG=Bottom (Insurance)
FINA(83): -0.11% Top=SLM APO KKR MC HBAN WFC RY BMO ….. ACAS LM PACW ESNT FNFG FMER EV RCAP=Bottom (Banks/Financials)
CONS(59): -0.13% Top=JAH UA ENR COTY HBI WWW PAY FL ….. MAT IP PKG KS IRBT OI PBI UFS=Bottom (Consumer)
MATE(31): -0.35% Top=BECN MTZ WCN WLH WM RSG DAR CVA ….. TOL PHM OC AWI DHI USG EXP FLR=Bottom (Materials & Construction)
MANU(42): -0.42% Top=JKS GNRC DDD KMT PCP HON GE ZBRA ….. DOV GTLS JOY MRC FLS TEX DE AGCO=Bottom (Manufacturing)
CHEM(33): -0.59% Top=OLN CHMT SHW WPZ PPG MON PX RPM ….. EMN WLK GPRE CBT FTK CF AGU MEOH=Bottom (Chemicals/Fertilizers)
META(27): -0.89% Top=CENX SCCO CCJ ABX FCX EGO CLF AA ….. TCK PAAS BTU AEM AKS HCLP SLCA FMSA=Bottom (Metals & Mining)
ENER(130): -1.52% Top=ALJ MPC WNR HMHC RICE HFC BPL DK ….. GDP HLX WTI RDC NE RIG PVA DO=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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:36 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 9:36 am ET)
8.9% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
19.8% are below yesterday’s low.
71.3% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
28.5% of stocks with today’s low < yesterday’s low. (71.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 9:36 am ET)
34.9% of stocks are above today’s open. (62.4% are below).
28.3% of stocks are above today’s open and yesterday’s close.
50.5% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 9:36 am ET)
13.6% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
38.8% are in the top half. 61.2% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20141126 9:36 am ET)
43.0% of stocks are above yesterday’s close. (57.0% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.2% are up 3.5% or more. 0.9% are down 3.5% or more.
85.0% are between +1% and -1%.

RSI on DAILY (20141126 9:36 am ET)
2-day: >=95:9.1%…>=90:16.4%…>=80:27.8%…>=50:59.0%…<=20:16.2%…<=10:5.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.6%…>=50:75.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 9:36 am ET)
8.9% above previous 1 highs, 19.8% below previous 1 lows
7.3% above previous 2 highs, 15.2% below previous 2 lows
6.1% above previous 3 highs, 13.8% below previous 3 lows
5.9% above previous 4 highs, 6.7% below previous 4 lows
5.5% above previous 5 highs, 4.5% below previous 5 lows
5.4% above previous 6 highs, 4.0% below previous 6 lows
5.0% above previous 7 highs, 3.5% below previous 7 lows
4.5% above previous 8 highs, 3.4% below previous 8 lows
4.2% above previous 9 highs, 2.4% below previous 9 lows
4.0% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 9:36 am ET)
43.0% are above or equal to 11/25 close (1 days ago), 57.0% are below.
45.7% are above or equal to 11/24 close (2 days ago), 54.3% are below.
62.2% are above or equal to 11/21 close (3 days ago), 37.8% are below.
69.8% are above or equal to 11/20 close (4 days ago), 30.2% are below.
78.9% are above or equal to 11/19 close (5 days ago), 21.1% are below.
71.4% are above or equal to 11/18 close (6 days ago), 28.6% are below.
76.0% are above or equal to 11/17 close (7 days ago), 24.0% are below.
71.3% are above or equal to 11/14 close (8 days ago), 28.7% are below.
71.4% are above or equal to 11/13 close (9 days ago), 28.6% are below.
65.2% are above or equal to 11/12 close (10 days ago), 34.8% are below.
66.8% are above or equal to 11/11 close (11 days ago), 33.2% are below.
65.2% are above or equal to 11/10 close (12 days ago), 34.8% are below.
69.1% are above or equal to 11/7 close (13 days ago), 30.9% are below.
70.1% are above or equal to 11/6 close (14 days ago), 29.9% are below.
71.2% are above or equal to 11/5 close (15 days ago), 28.8% are below.
75.6% are above or equal to 11/4 close (16 days ago), 24.4% are below.
69.5% are above or equal to 11/3 close (17 days ago), 30.5% are below.
69.1% are above or equal to 10/31 close (18 days ago), 30.9% are below.
76.2% are above or equal to 10/30 close (19 days ago), 23.8% are below.
76.1% are above or equal to 10/29 close (20 days ago), 23.9% are below.
73.7% are above or equal to 10/28 close (21 days ago), 26.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 9:36 am ET)
20d: 5.5% new highs, 1.3% new lows
21d: 5.5% new highs, 1.3% new lows
42d: 5.1% new highs, 0.5% new lows
63d: 3.7% new highs, 0.5% new lows
126d: 3.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 9:36 am ET)
2-day: 39.4% above, 60.6% below
3-day: 43.0% above, 57.0% below
4-day: 55.2% above, 44.8% below
5-day: 62.6% above, 37.4% below
8-day: 71.2% above, 28.8% below
10-day: 70.5% above, 29.5% below
20-day: 72.7% above, 27.3% below
50-day: 75.2% above, 24.8% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 9:36 am ET)
REAL(81): 0.29% Top=DFT AVB CBL AMH EQR ARCP UDR HCN ….. CBG RLGY BEE RWT WAC NSM NYMT HLSS=Bottom (Real Estate)
HEAL(58): 0.28% Top=BDX PINC PODD BSX RMD PRXL DGX BCR ….. CYBX XRAY BKD PKI ALGN COO LPNT SPNC=Bottom (Health)
COHW(47): 0.13% Top=ANET CTL SSYS SYNA LVLT T VZ ADTN ….. UBNT BRCD SWIR QCOM VSAT WDC PANW OLED=Bottom (Computer Hardware/Telecom)
DISV(49): 0.12% Top=BLOX EIGI BAH TMH MCO RHI HMSY GEO ….. ULTA HRB ADT PCLN JEC EXAM TYC HTZ=Bottom (Diversified Services)
TRAN(33): 0.08% Top=HA SAVE LUV CNW AAL DAL JBHT UAL ….. KSU WAB EXPD YRCW GBX GLNG TRN TDW=Bottom (Transportation)
RETA(72): -0.01% Top=DANG HIBB JCP COST TJX DSW CONN FINL ….. RH KMX AMZN GES TIF VSI ANF SHLD=Bottom (Retail & Specialty Retail)
INSU(39): -0.01% Top=RDN AFSI RNR WRB MTG ACE VR AWH ….. AON WSH LNC GNW L AIZ MBI HIG=Bottom (Insurance)
LEIS(32): -0.14% Top=GPRO DRI MAR SONC DNKN LOCO BYD YUM ….. LVS SBUX RCL BLMN WYNN WYN MCD JACK=Bottom (Leisure)
ELEC(53): -0.14% Top=ADI FCS SWKS CAVM AMAT ATML TXN LLTC ….. JBL SUNE CSIQ SCTY SPWR INVN TSL KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -0.14% Top=GT JAH COTY CRI EL ENR UA PAY ….. PKG FOSL OI RKT IP IRBT LULU UFS=Bottom (Consumer)
FINA(83): -0.15% Top=SLM APO MC TD BMO RY HBAN BLK ….. ESNT FNGN ICE TCB PSEC JNS RCAP FMER=Bottom (Banks/Financials)
MATE(31): -0.16% Top=WY WLH WM BECN RSG MTZ AWI CVA ….. PWR RYL MLM OC EXP TPH USG FLR=Bottom (Materials & Construction)
COSW(80): -0.18% Top=VEEV SNCR NQ CTRX CERN CSOD LOCK TRI ….. QLIK FEYE EA DWRE JD TRUE VDSI VNET=Bottom (Computer Software/Internet)
MANU(42): -0.49% Top=GNRC GE PLL JKS RS HON DHR PCP ….. JOY CMI FLS MRC GTLS TEX AGCO DE=Bottom (Manufacturing)
CHEM(33): -0.61% Top=OLN MON WPZ PX PPG CF CHMT RPM ….. HUN WLK VAL AGU PEIX MEOH FTK GPRE=Bottom (Chemicals/Fertilizers)
META(27): -1.02% Top=ABX AA CCJ CENX STLD SCCO NUE FCX ….. BTU EGO SWC PAAS AEM HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(130): -1.45% Top=HMHC BPL MPC MWE TLLP NFG ETP CVX ….. RSPP NE HLX RDC MTDR WTI RIG DO=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 9:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/25/2014

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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 (20141125 Closing)
24.1% of stocks are above yesterday’s high.
54.5% are above yesterday’s midpoint. (45.5% are below.)
19.7% are below yesterday’s low.
56.2% are inside yesterday’s range.
61.7% of stocks with today’s high > yesterday’s high. (38.3% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND (20141125 Closing)
37.0% of stocks are above today’s open. (61.6% are below).
34.9% of stocks are above today’s open and yesterday’s close.
51.4% are below both.
16.6% of stocks opened above yesterday’s high.
67.3% of stocks opened above yesterday’s close. (24.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 Closing)
7.9% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
41.6% are in the top half. 58.4% of stocks are in the bottom half of today’s range.
25.3% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20141125 Closing)
46.6% of stocks are above yesterday’s close. (53.4% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
1.6% are up 3.5% or more. 2.8% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20141125 Closing)
2-day: >=95:14.1%…>=90:24.7%…>=80:38.6%…>=50:65.9%…<=20:9.2%…<=10:2.6%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:6.4%…>=50:79.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:78.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 Closing)
24.1% above previous 1 highs, 19.7% below previous 1 lows
17.7% above previous 2 highs, 16.0% below previous 2 lows
17.4% above previous 3 highs, 5.2% below previous 3 lows
17.0% above previous 4 highs, 3.1% below previous 4 lows
15.5% above previous 5 highs, 2.5% below previous 5 lows
15.1% above previous 6 highs, 2.0% below previous 6 lows
14.5% above previous 7 highs, 1.7% below previous 7 lows
13.4% above previous 8 highs, 1.5% below previous 8 lows
12.9% above previous 9 highs, 1.5% below previous 9 lows
12.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 Closing)
46.6% are above or equal to 11/24 close (1 days ago), 53.4% are below.
64.2% are above or equal to 11/21 close (2 days ago), 35.8% are below.
71.8% are above or equal to 11/20 close (3 days ago), 28.2% are below.
83.0% are above or equal to 11/19 close (4 days ago), 17.0% are below.
74.2% are above or equal to 11/18 close (5 days ago), 25.8% are below.
80.1% are above or equal to 11/17 close (6 days ago), 19.9% are below.
74.7% are above or equal to 11/14 close (7 days ago), 25.3% are below.
75.4% are above or equal to 11/13 close (8 days ago), 24.6% are below.
68.4% are above or equal to 11/12 close (9 days ago), 31.6% are below.
67.7% are above or equal to 11/11 close (10 days ago), 32.3% are below.
67.1% are above or equal to 11/10 close (11 days ago), 32.9% are below.
70.7% are above or equal to 11/7 close (12 days ago), 29.3% are below.
72.7% are above or equal to 11/6 close (13 days ago), 27.3% are below.
73.6% are above or equal to 11/5 close (14 days ago), 26.4% are below.
76.9% are above or equal to 11/4 close (15 days ago), 23.1% are below.
70.4% are above or equal to 11/3 close (16 days ago), 29.6% are below.
68.9% are above or equal to 10/31 close (17 days ago), 31.1% are below.
77.6% are above or equal to 10/30 close (18 days ago), 22.4% are below.
76.9% are above or equal to 10/29 close (19 days ago), 23.1% are below.
75.0% are above or equal to 10/28 close (20 days ago), 25.0% are below.
81.0% are above or equal to 10/27 close (21 days ago), 19.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 Closing)
20d: 24.0% new highs, 1.0% new lows
21d: 23.9% new highs, 1.0% new lows
42d: 21.3% new highs, 0.2% new lows
63d: 16.0% new highs, 0.2% new lows
126d: 12.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 Closing)
2-day: 45.3% above, 54.7% below
3-day: 57.8% above, 42.2% below
4-day: 66.2% above, 33.8% below
5-day: 71.5% above, 28.5% below
8-day: 74.6% above, 25.4% below
10-day: 74.7% above, 25.3% below
20-day: 75.9% above, 24.1% below
50-day: 76.1% above, 23.9% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 Closing)
META(28): 1.64% Top=EGO CENX SSRI PAAS AKS GG SLW AEM ….. HCLP SCCO FMSA BTU CNX SLCA CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.57% Top=HMSY HTZ WTW URI CAR TYC R SBAC ….. ULTA MAN FLT RHI TNET MCO ATHN EIGI=Bottom (Diversified Services)
TRAN(32): 0.23% Top=HA EXPD AAL CNI JBLU DAL ALK YRCW ….. WAB FDX GBX JBHT ODFL GLNG TK TDW=Bottom (Transportation)
MANU(42): 0.20% Top=PLL RXN TKR CMI ZBRA CRS ATI HON ….. ATU GNRC MHK FLS JKS MRC GTLS DDD=Bottom (Manufacturing)
COHW(47): 0.09% Top=PANW FNSR SYNA ARRS ADTN HRS LXK NTAP ….. AAPL UBNT OLED SMCI CTL BRCD LVLT ARUN=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.08% Top=BYD GPRO WYN EAT SGMS STAY LQ CCL ….. HOT LVS DNKN SEAS WYNN JACK BLMN DRI=Bottom (Leisure)
REAL(82): 0.07% Top=AMT NRF NYMT HTA RPAI BAM CUBE HST ….. CBG RLGY DEI AGNC AMH PDM WAC EJ=Bottom (Real Estate)
MATE(31): 0.01% Top=MTZ RYN WY BZH DAR CVA CLH RSG ….. PHM TOL EXP LEN VMC BCC MLM OC=Bottom (Materials & Construction)
FINA(83): -0.00% Top=JNS EV ESNT FNFG LPLA ACAS ISBC PACW ….. CIT MS ZION JPM WETF ETFC PSEC RCAP=Bottom (Banks/Financials)
HEAL(59): -0.05% Top=BDX PINC WMGI THC A UNH ZMH UHS ….. LH STE DGX HUM COO ACHC KND BSX=Bottom (Health)
COSW(86): -0.13% Top=VDSI TRUE VMW FB CRM ATVI VNET NUAN ….. CERN SPLK ZEN NQ VIPS LOCK SFUN DWRE=Bottom (Computer Software/Internet)
INSU(39): -0.17% Top=FNF CNO ORI FAF AGO MTG RDN VR ….. GNW AIG MET WSH CLGX L CINF AFSI=Bottom (Insurance)
CONS(59): -0.22% Top=LULU IRBT PBI MOV BERY HAS COTY RKT ….. SCSS COH ECL UFS FBHS TUP HAR JAH=Bottom (Consumer)
RETA(71): -0.25% Top=SIG TIF TFM DSW FIVE CHS KORS TJX ….. DDS BID HD GPS PIR NFLX ANN DANG=Bottom (Retail & Specialty Retail)
ELEC(54): -0.31% Top=TSL TSRA LRCX MRVL SCTY FSLR KLAC APH ….. BRKR TER CAVM CRUS CSIQ INVN JASO GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.60% Top=WLK APD WPZ POT CHMT POL MOS ASH ….. EMN FTK CBT OLN PEIX CF DOW GPRE=Bottom (Chemicals/Fertilizers)
ENER(130): -1.66% Top=REXX PBF TLLP CJES TCP LGCY ENLK NS ….. CRZO SGY OAS SN NBR WLL CRR EXXI=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 @ 3:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 3:23 pm ET)
26.1% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint. (39.6% are below.)
17.9% are below yesterday’s low.
56.0% are inside yesterday’s range.
60.7% of stocks with today’s high > yesterday’s high. (39.3% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 3:23 pm ET)
42.3% of stocks are above today’s open. (56.2% are below).
39.6% of stocks are above today’s open and yesterday’s close.
47.2% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 3:23 pm ET)
10.9% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20141125 3:23 pm ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.7% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 2.7% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20141125 3:23 pm ET)
2-day: >=95:15.9%…>=90:28.6%…>=80:41.5%…>=50:67.9%…<=20:9.1%…<=10:2.4%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.9%…>=50:79.4%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 3:23 pm ET)
26.1% above previous 1 highs, 17.9% below previous 1 lows
19.6% above previous 2 highs, 15.0% below previous 2 lows
19.3% above previous 3 highs, 5.1% below previous 3 lows
18.9% above previous 4 highs, 2.9% below previous 4 lows
17.5% above previous 5 highs, 2.2% below previous 5 lows
17.1% above previous 6 highs, 1.7% below previous 6 lows
16.4% above previous 7 highs, 1.6% below previous 7 lows
14.9% above previous 8 highs, 1.4% below previous 8 lows
14.3% above previous 9 highs, 1.2% below previous 9 lows
13.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 3:23 pm ET)
50.2% are above or equal to 11/24 close (1 days ago), 49.8% are below.
67.0% are above or equal to 11/21 close (2 days ago), 33.0% are below.
73.5% are above or equal to 11/20 close (3 days ago), 26.5% are below.
83.9% are above or equal to 11/19 close (4 days ago), 16.1% are below.
75.3% are above or equal to 11/18 close (5 days ago), 24.7% are below.
80.1% are above or equal to 11/17 close (6 days ago), 19.9% are below.
75.1% are above or equal to 11/14 close (7 days ago), 24.9% are below.
76.3% are above or equal to 11/13 close (8 days ago), 23.7% are below.
69.3% are above or equal to 11/12 close (9 days ago), 30.7% are below.
68.8% are above or equal to 11/11 close (10 days ago), 31.2% are below.
68.6% are above or equal to 11/10 close (11 days ago), 31.4% are below.
70.9% are above or equal to 11/7 close (12 days ago), 29.1% are below.
73.4% are above or equal to 11/6 close (13 days ago), 26.6% are below.
74.3% are above or equal to 11/5 close (14 days ago), 25.7% are below.
77.5% are above or equal to 11/4 close (15 days ago), 22.5% are below.
71.2% are above or equal to 11/3 close (16 days ago), 28.8% are below.
70.3% are above or equal to 10/31 close (17 days ago), 29.7% are below.
78.3% are above or equal to 10/30 close (18 days ago), 21.7% are below.
76.9% are above or equal to 10/29 close (19 days ago), 23.1% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
80.9% are above or equal to 10/27 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 3:23 pm ET)
20d: 23.4% new highs, 0.9% new lows
21d: 23.4% new highs, 0.9% new lows
42d: 20.9% new highs, 0.2% new lows
63d: 15.7% new highs, 0.2% new lows
126d: 12.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 3:23 pm ET)
2-day: 48.8% above, 51.2% below
3-day: 61.4% above, 38.6% below
4-day: 67.7% above, 32.3% below
5-day: 73.9% above, 26.1% below
8-day: 74.5% above, 25.5% below
10-day: 76.1% above, 23.9% below
20-day: 76.0% above, 24.0% below
50-day: 75.6% above, 24.4% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 3:23 pm ET)
META(27): 0.93% Top=CENX EGO AKS PAAS X SLW SWC STLD ….. SCCO HCLP FMSA BTU CNX SLCA CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.57% Top=HMSY WTW HTZ URI TYC CAR R MA ….. ALLE Z RHI TNET ULTA MCO ATHN EIGI=Bottom (Diversified Services)
TRAN(32): 0.38% Top=HA AAL EXPD CNI JBLU DAL ALK YRCW ….. FDX WAB ODFL JBHT GBX GLNG TK TDW=Bottom (Transportation)
REAL(82): 0.22% Top=AMT HTA NRF NYMT EXR BAM SBRA HST ….. HPT RLGY CBG AMH AGNC PDM WAC EJ=Bottom (Real Estate)
MANU(42): 0.21% Top=PLL TKR RXN HON CRS RS CMI ETN ….. DCI MHK MRC FLS JKS GNRC GTLS DDD=Bottom (Manufacturing)
LEIS(32): 0.19% Top=BYD GPRO SGMS WYN LQ EAT CCL SIX ….. HOT DNKN SEAS BLMN LVS JACK WYNN DRI=Bottom (Leisure)
COHW(47): 0.17% Top=PANW SYNA HRS ADTN FNSR ANET NTAP ARRS ….. RKUS SMCI CTL UBNT OLED ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
HEAL(59): 0.05% Top=BDX PINC WLP UNH A WMGI EVHC UHS ….. MD GMED STE LH COO ACHC KND BSX=Bottom (Health)
FINA(83): 0.04% Top=EV ESNT JNS FNFG MC LPLA ACAS ISBC ….. FNGN MS ZION ETFC JPM PSEC WETF RCAP=Bottom (Banks/Financials)
MATE(31): 0.03% Top=MTZ DAR WY CLH RYN CVA BZH KBH ….. EXP LEN SPF USG VMC MLM BCC OC=Bottom (Materials & Construction)
INSU(39): -0.07% Top=FNF CNO ORI MTG RDN FAF AGO VR ….. MET PGR AIG WSH CLGX L CINF AFSI=Bottom (Insurance)
RETA(71): -0.08% Top=SIG TFM DSW TIF SHLD KORS FIVE CHS ….. DDS HD HIBB PIR GPS NFLX ANN DANG=Bottom (Retail & Specialty Retail)
COSW(86): -0.09% Top=VDSI NUAN TRUE ATVI FB VMW CRM IMPV ….. FEYE SPLK ZEN LOCK VIPS NQ SFUN DWRE=Bottom (Computer Software/Internet)
CONS(59): -0.17% Top=LULU IRBT PBI MOV HAS BERY SKX COTY ….. NWL ECL COH SCSS FBHS TUP HAR JAH=Bottom (Consumer)
ELEC(54): -0.31% Top=TSL TSRA MRVL LRCX INTC GLW FSLR APH ….. BRKR CRUS ISIL CAVM INVN CSIQ JASO GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.42% Top=WLK APD POT WPZ CHMT PPG ASH MOS ….. CBT ALB DOW OLN CF FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
ENER(130): -1.78% Top=REXX PBF TCP CJES VLO WMB PAGP LGCY ….. NBR OAS PDCE CRK WLL CRZO CRR EXXI=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 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 12:34 pm ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 12:34 pm ET)
19.6% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
17.2% are below yesterday’s low.
63.2% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 12:34 pm ET)
35.5% of stocks are above today’s open. (63.5% are below).
33.4% of stocks are above today’s open and yesterday’s close.
52.6% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 12:34 pm ET)
8.3% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20141125 12:34 pm ET)
45.4% of stocks are above yesterday’s close. (54.6% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 1.7% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20141125 12:34 pm ET)
2-day: >=95:12.6%…>=90:22.2%…>=80:36.0%…>=50:65.0%…<=20:6.9%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.8%…>=50:79.1%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:77.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 12:34 pm ET)
19.6% above previous 1 highs, 17.2% below previous 1 lows
13.7% above previous 2 highs, 13.1% below previous 2 lows
13.4% above previous 3 highs, 3.5% below previous 3 lows
13.1% above previous 4 highs, 2.5% below previous 4 lows
11.5% above previous 5 highs, 1.8% below previous 5 lows
11.2% above previous 6 highs, 1.5% below previous 6 lows
10.6% above previous 7 highs, 1.3% below previous 7 lows
9.7% above previous 8 highs, 1.2% below previous 8 lows
9.3% above previous 9 highs, 1.0% below previous 9 lows
8.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 12:34 pm ET)
45.4% are above or equal to 11/24 close (1 days ago), 54.6% are below.
64.4% are above or equal to 11/21 close (2 days ago), 35.6% are below.
73.9% are above or equal to 11/20 close (3 days ago), 26.1% are below.
83.4% are above or equal to 11/19 close (4 days ago), 16.6% are below.
75.8% are above or equal to 11/18 close (5 days ago), 24.2% are below.
80.6% are above or equal to 11/17 close (6 days ago), 19.4% are below.
75.2% are above or equal to 11/14 close (7 days ago), 24.8% are below.
74.6% are above or equal to 11/13 close (8 days ago), 25.4% are below.
68.2% are above or equal to 11/12 close (9 days ago), 31.8% are below.
68.3% are above or equal to 11/11 close (10 days ago), 31.7% are below.
67.4% are above or equal to 11/10 close (11 days ago), 32.6% are below.
69.5% are above or equal to 11/7 close (12 days ago), 30.5% are below.
72.0% are above or equal to 11/6 close (13 days ago), 28.0% are below.
74.1% are above or equal to 11/5 close (14 days ago), 25.9% are below.
76.3% are above or equal to 11/4 close (15 days ago), 23.7% are below.
70.0% are above or equal to 11/3 close (16 days ago), 30.0% are below.
69.6% are above or equal to 10/31 close (17 days ago), 30.4% are below.
78.0% are above or equal to 10/30 close (18 days ago), 22.0% are below.
76.7% are above or equal to 10/29 close (19 days ago), 23.3% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
81.0% are above or equal to 10/27 close (21 days ago), 19.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 12:34 pm ET)
20d: 20.9% new highs, 0.8% new lows
21d: 20.9% new highs, 0.8% new lows
42d: 18.6% new highs, 0.1% new lows
63d: 14.3% new highs, 0.1% new lows
126d: 11.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 12:34 pm ET)
2-day: 43.9% above, 56.1% below
3-day: 57.8% above, 42.2% below
4-day: 66.2% above, 33.8% below
5-day: 72.9% above, 27.1% below
8-day: 75.3% above, 24.7% below
10-day: 75.8% above, 24.2% below
20-day: 75.6% above, 24.4% below
50-day: 75.7% above, 24.3% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 12:34 pm ET)
TRAN(32): 0.49% Top=HA CNI AAL DAL JBLU EXPD ALK UAL ….. JBHT CNW XPO ODFL FDX TRN TK TDW=Bottom (Transportation)
META(27): 0.41% Top=CENX AKS EGO X GG STLD NUE PAAS ….. RGLD SCCO SLCA HCLP CNX BTU CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.26% Top=HMSY URI WTW R AL MA CAR AAN ….. ALLE CXW ATHN MCO Z EIGI ULTA TNET=Bottom (Diversified Services)
COHW(47): 0.21% Top=PANW SWIR ANET SYNA HPQ ADTN HRS NTAP ….. SMCI CIEN GOGO UBNT ARUN CTL BRCD LVLT=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.14% Top=BYD LOCO GPRO SONC SGMS CCL EAT SIX ….. WEN LVS BLMN PNK DRI WYNN HOT JACK=Bottom (Leisure)
MANU(42): 0.06% Top=PLL TKR RXN AME ZBRA CMI RS HON ….. MHK GTLS GNRC CFX FLS MRC JKS DDD=Bottom (Manufacturing)
CHEM(32): -0.01% Top=POT MEOH WLK WPZ MOS APD PPG CHMT ….. AGU OLN PEIX FTK ALB CBT CF GPRE=Bottom (Chemicals/Fertilizers)
REAL(82): -0.03% Top=BAM AMT NRF PCL NYMT MPW EXR HCN ….. DLR AMH CBG HPT AGNC RLGY PDM EJ=Bottom (Real Estate)
FINA(83): -0.09% Top=EV FNFG MC APO LPLA ESNT BMO TD ….. LAZ CIT ETFC ZION JPM WETF PSEC RCAP=Bottom (Banks/Financials)
COSW(86): -0.11% Top=VDSI NUAN SNCR TRUE VMW FB CRM EA ….. CERN MDSO JD SPLK VNET VIPS LOCK DWRE=Bottom (Computer Software/Internet)
RETA(71): -0.15% Top=SIG JCP TFM CHS DSW TIF KORS FIVE ….. ANN GPS HIBB HD GME PIR NFLX DANG=Bottom (Retail & Specialty Retail)
HEAL(59): -0.24% Top=BDX PINC UNH WLP EVHC OPK SYK A ….. SPNC ACHC CYBX PRXL KND STE COO BSX=Bottom (Health)
INSU(39): -0.27% Top=FNF CNO MTG RDN ORI VR BRO FAF ….. ALL CB MET AIG L CLGX AFSI CINF=Bottom (Insurance)
MATE(31): -0.28% Top=MTZ PWR CVA BZH AWI WY FAST WLH ….. TOL USG SPF LEN VMC OC BCC MLM=Bottom (Materials & Construction)
CONS(59): -0.30% Top=LULU MOV IRBT BERY SKX PBI ENR HAS ….. AVY NWL FBHS SCSS TUP COH HAR JAH=Bottom (Consumer)
ELEC(54): -0.35% Top=TSL TSRA SCTY MRVL LRCX APH SANM INTC ….. CRUS SPWR SUNE IDTI BRKR CSIQ PLNR GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(130): -1.28% Top=REXX PBF TCP MMP LGCY CJES VLO ERF ….. CRR OAS SN GLF EXXI CRZO WTI GDP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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