daytrend

08/01/2014

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

Market Stats at 9:49 am ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.8% of stocks are above yesterday’s high.
23.2% are above yesterday’s midpoint. (76.8% are below.)
26.3% are below yesterday’s low.
68.9% are inside yesterday’s range.
9.4% of stocks with today’s high > yesterday’s high. (90.6% less than).
60.0% of stocks with today’s low < yesterday’s low. (40.0% greater than).

EVIDENCE OF INTRADAY TREND
63.5% of stocks are above today’s open. (34.3% are below).
45.1% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.4% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
60.5% are in the top half. 39.5% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN
51.6% of stocks are above yesterday’s close. (48.4% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
1.2% are up 3.5% or more. 1.1% are down 3.5% or more.
80.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.2%…>=80:4.2%…>=50:16.3%…<=20:46.8%…<=10:29.6%…<=5:20.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:23.3%…<=20:7.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.8% above previous 1 highs, 26.3% below previous 1 lows
2.3% above previous 2 highs, 24.7% below previous 2 lows
2.0% above previous 3 highs, 22.6% below previous 3 lows
1.7% above previous 4 highs, 20.9% below previous 4 lows
1.4% above previous 5 highs, 20.5% below previous 5 lows
1.1% above previous 6 highs, 19.6% below previous 6 lows
1.1% above previous 7 highs, 17.9% below previous 7 lows
1.1% above previous 8 highs, 17.3% below previous 8 lows
1.1% above previous 9 highs, 15.9% below previous 9 lows
1.1% above previous 10 highs, 15.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.6% are above or equal to 7/31 close (1 days ago), 48.4% are below.
10.1% are above or equal to 7/30 close (2 days ago), 89.9% are below.
17.8% are above or equal to 7/29 close (3 days ago), 82.2% are below.
20.0% are above or equal to 7/28 close (4 days ago), 80.0% are below.
19.8% are above or equal to 7/25 close (5 days ago), 80.2% are below.
18.2% are above or equal to 7/24 close (6 days ago), 81.8% are below.
23.4% are above or equal to 7/23 close (7 days ago), 76.6% are below.
24.7% are above or equal to 7/22 close (8 days ago), 75.3% are below.
29.6% are above or equal to 7/21 close (9 days ago), 70.4% are below.
28.6% are above or equal to 7/18 close (10 days ago), 71.4% are below.
37.5% are above or equal to 7/17 close (11 days ago), 62.5% are below.
29.7% are above or equal to 7/16 close (12 days ago), 70.3% are below.
31.6% are above or equal to 7/15 close (13 days ago), 68.4% are below.
29.1% are above or equal to 7/14 close (14 days ago), 70.9% are below.
31.3% are above or equal to 7/11 close (15 days ago), 68.7% are below.
33.0% are above or equal to 7/10 close (16 days ago), 67.0% are below.
29.0% are above or equal to 7/9 close (17 days ago), 71.0% are below.
31.5% are above or equal to 7/8 close (18 days ago), 68.5% are below.
26.0% are above or equal to 7/7 close (19 days ago), 74.0% are below.
23.4% are above or equal to 7/3 close (20 days ago), 76.6% are below.
26.3% are above or equal to 7/2 close (21 days ago), 73.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 30.4% new lows
21d: 1.0% new highs, 30.2% new lows
42d: 0.9% new highs, 19.9% new lows
63d: 0.8% new highs, 11.4% new lows
126d: 0.4% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 49.6% above, 50.4% below
3-day: 15.3% above, 84.7% below
4-day: 14.5% above, 85.5% below
5-day: 16.3% above, 83.7% below
8-day: 16.9% above, 83.1% below
10-day: 19.7% above, 80.3% below
20-day: 26.0% above, 74.0% below
50-day: 33.4% above, 66.6% below
200-day: 57.3% above, 42.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 9:49 am ET)
META(26): 1.05% Top=EGO CENX AUY RGLD X GG SLW AKS ….. BTU NUE CNX FCX TCK STLD CCJ CLD=Bottom (Metals & Mining)
MATE(31): 1.05% Top=AWI BZH MAS FLR PWR USG OC PHM ….. DHI WCN MDR RSG FAST RYN CVA WM=Bottom (Materials & Construction)
CONS(59): 0.49% Top=BERY PG LULU CROX UFS AVP WWW CLX ….. MWV JAH HAS NKE SKX OI ECL GT=Bottom (Consumer)
ELEC(59): 0.49% Top=MCHP ONNN AMKR OVTI CPHD CODE MU NVDA ….. TEL SNPS TRMB FSLR CGNX TSL CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): 0.44% Top=EXPE HOT SIX CCL YUM OWW RCL WYN ….. EAT LVS SBUX MCD SEAS LTM MPEL MGM=Bottom (Leisure)
HEAL(55): 0.28% Top=CYH ACHC LPNT CI HNT HCA DVA THC ….. ALGN BKD EW BSX MD AMSG PKI RMD=Bottom (Health)
RETA(63): 0.22% Top=KMX JCP RH DSW TFM PAG ORLY FINL ….. LB KSS TGT SPLS BURL BIG SFM BBBY=Bottom (Retail & Specialty Retail)
REAL(80): 0.20% Top=EJ NRF HCN DCT CONE NLY AMT OHI ….. BDN OFC KRC O KRG HLSS AIV DEI=Bottom (Real Estate)
DISV(51): 0.02% Top=G SCI HMSY TTEK MYGN AAN CATM CAR ….. LDOS TMH EXAM ASGN ALLE RRD FLT HPY=Bottom (Diversified Services)
TRAN(28): 0.01% Top=EXPD CNI GLNG SWFT JBLU XPO FDX ALK ….. WERN UPS DAL UAL CP JBHT WAB HA=Bottom (Transportation)
INSU(38): -0.00% Top=FNF AHL GNW AGO ORI CB CNO AON ….. AIZ LNC BRO MET AFL MTG HIG MBI=Bottom (Insurance)
COHW(45): -0.10% Top=SYNA XLS CAMP ARUN GOGO TDC UBNT SNDK ….. INFN CIEN HPQ NTAP EMC PANW TDS ARRS=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.12% Top=GPRE HUN APD WLK TROX MON CF CE ….. RPM OLN ALB DOW SHW CHMT MEOH ASH=Bottom (Chemicals/Fertilizers)
FINA(85): -0.17% Top=WETF IVZ FNGN EV LAZ KKR BX JNS ….. FNFG TCB DFS AXP JPM CBOE GGAL OCN=Bottom (Banks/Financials)
MANU(41): -0.25% Top=MHK ATI CFX PCP TEX PLL HON PNR ….. PH DOV JKS XYL FLS GNRC DDD MRC=Bottom (Manufacturing)
COSW(85): -0.27% Top=LNKD CTRX RHT YELP MOVE EA CVLT SOHU ….. CSOD MSCI AWAY DATA NQ MDAS VEEV WWWW=Bottom (Computer Software/Internet)
ENER(119): -0.73% Top=PES EPE SPN DO SFY MPC BHI CRK ….. HOS PBF CJES RSPP MWE BCEI ATHL BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:49 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:36 am

Market Stats at 9:36 am ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 921.

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

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

COMPARED TO YESTERDAY’S RANGE
4.5% of stocks are above yesterday’s high.
22.6% are above yesterday’s midpoint. (77.4% are below.)
25.0% are below yesterday’s low.
70.6% are inside yesterday’s range.
5.6% of stocks with today’s high > yesterday’s high. (94.4% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND
66.6% of stocks are above today’s open. (30.5% are below).
47.7% of stocks are above today’s open and yesterday’s close.
26.2% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (67.0% opened below yesterday’s close).
33.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
33.2% of stocks are in the top 10% of today’s range.
49.5% are in the top 20%.
78.6% are in the top half. 21.4% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
54.3% of stocks are above yesterday’s close. (45.7% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
1.1% are up 3.5% or more. 1.0% are down 3.5% or more.
82.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.8%…>=80:3.6%…>=50:15.9%…<=20:45.7%…<=10:28.3%…<=5:18.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:23.5%…<=20:7.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.2%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.5% above previous 1 highs, 25.0% below previous 1 lows
2.6% above previous 2 highs, 23.3% below previous 2 lows
2.3% above previous 3 highs, 21.9% below previous 3 lows
1.6% above previous 4 highs, 20.7% below previous 4 lows
1.2% above previous 5 highs, 20.3% below previous 5 lows
1.1% above previous 6 highs, 19.7% below previous 6 lows
1.1% above previous 7 highs, 18.1% below previous 7 lows
1.1% above previous 8 highs, 17.6% below previous 8 lows
1.1% above previous 9 highs, 16.5% below previous 9 lows
1.1% above previous 10 highs, 15.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.3% are above or equal to 7/31 close (1 days ago), 45.7% are below.
10.1% are above or equal to 7/30 close (2 days ago), 89.9% are below.
17.8% are above or equal to 7/29 close (3 days ago), 82.2% are below.
20.2% are above or equal to 7/28 close (4 days ago), 79.8% are below.
20.1% are above or equal to 7/25 close (5 days ago), 79.9% are below.
18.8% are above or equal to 7/24 close (6 days ago), 81.2% are below.
23.5% are above or equal to 7/23 close (7 days ago), 76.5% are below.
25.5% are above or equal to 7/22 close (8 days ago), 74.5% are below.
30.3% are above or equal to 7/21 close (9 days ago), 69.7% are below.
28.7% are above or equal to 7/18 close (10 days ago), 71.3% are below.
37.8% are above or equal to 7/17 close (11 days ago), 62.2% are below.
29.9% are above or equal to 7/16 close (12 days ago), 70.1% are below.
31.6% are above or equal to 7/15 close (13 days ago), 68.4% are below.
29.4% are above or equal to 7/14 close (14 days ago), 70.6% are below.
31.6% are above or equal to 7/11 close (15 days ago), 68.4% are below.
32.5% are above or equal to 7/10 close (16 days ago), 67.5% are below.
29.9% are above or equal to 7/9 close (17 days ago), 70.1% are below.
31.7% are above or equal to 7/8 close (18 days ago), 68.3% are below.
26.2% are above or equal to 7/7 close (19 days ago), 73.8% are below.
23.6% are above or equal to 7/3 close (20 days ago), 76.4% are below.
25.7% are above or equal to 7/2 close (21 days ago), 74.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 29.4% new lows
21d: 0.9% new highs, 29.2% new lows
42d: 0.8% new highs, 19.2% new lows
63d: 0.7% new highs, 10.9% new lows
126d: 0.3% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.1% above, 47.9% below
3-day: 14.3% above, 85.7% below
4-day: 14.2% above, 85.8% below
5-day: 16.1% above, 83.9% below
8-day: 17.4% above, 82.6% below
10-day: 19.8% above, 80.2% below
20-day: 26.0% above, 74.0% below
50-day: 34.4% above, 65.6% below
200-day: 57.4% above, 42.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 9:36 am ET)
MATE(31): 1.09% Top=AWI BZH SPF MAS WY FLR KBH RYL ….. TOL EXP FAST WCN RYN RSG WM CVA=Bottom (Materials & Construction)
META(26): 0.94% Top=EGO AUY RGLD CENX SCCO ABX GG AEM ….. CCJ STLD CLF TCK CNX AA FCX SLCA=Bottom (Metals & Mining)
LEIS(28): 0.56% Top=EXPE HOT WYN OWW PNK YUM CCL SIX ….. SBUX WYNN MAR CAKE MGM MCD SEAS QUNR=Bottom (Leisure)
CONS(59): 0.44% Top=BERY PG CROX CLX NUS UFS LULU SCSS ….. RKT MWV SKX PAY VFC PBI ECL GT=Bottom (Consumer)
REAL(79): 0.33% Top=GLPI NRF HCN NLY AMT DCT RLJ RLGY ….. ACC HLSS CONE BRX EDR DEI KRG AIV=Bottom (Real Estate)
RETA(63): 0.30% Top=KMX JCP FINL DSW RH PAG WFM AAP ….. WAG SFM TGT LB BIG BBBY SPLS BURL=Bottom (Retail & Specialty Retail)
ELEC(59): 0.22% Top=ONNN MCHP CAVM MU CODE AMKR ATML MXIM ….. VSH FSLR JASO AMBA TSL CSIQ TSRA SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): 0.09% Top=CYH DVA LPNT WCG CNC HCA UHS WLP ….. BDX BSX EW ALGN ZLTQ AMSG PKI RMD=Bottom (Health)
DISV(51): 0.05% Top=G TTEK VNTV ULTA PCLN CATM SCI Z ….. AL GPN MAN ADS XRS TMH FLT HPY=Bottom (Diversified Services)
FINA(85): -0.01% Top=WETF FNGN IVZ ISBC WDR BX NYCB EV ….. SCHW LM AMG FNFG JPM CBOE GGAL OCN=Bottom (Banks/Financials)
INSU(38): -0.01% Top=AHL GNW FNF RDN MTG PGR CB AGO ….. RE HIG MBI VR PRU LNC MET AFL=Bottom (Insurance)
COHW(45): -0.10% Top=SYNA XLS CAMP CCI UBNT GOGO TDC RKUS ….. VIP HPQ COMM EMC PANW SSYS TDS ARRS=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.20% Top=GPRE AXLL CE HUN FMC ALB APD AGU ….. OLN RPM PPG SHW DOW CHMT MEOH ASH=Bottom (Chemicals/Fertilizers)
COSW(85): -0.22% Top=LNKD CTRX RHT UIS CVLT NCR MANH MDSO ….. MDAS DATA SINA SNCR VEEV NQ TRIP WWWW=Bottom (Computer Software/Internet)
TRAN(28): -0.27% Top=EXPD SWFT GLNG CHRW FDX UNP CNI TRN ….. AAL DAL ALK WAB LUV SAVE UAL HA=Bottom (Transportation)
MANU(41): -0.39% Top=MHK ATI PCP RS DRC BWC PLL CMI ….. FLS AME CAT SWK DOV GNRC DDD MRC=Bottom (Manufacturing)
ENER(119): -0.81% Top=EPE PES DO WFT CRK MPC OIS NFG ….. MWE EPD SN MMP BCEI MEMP ATHL BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:36 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:02 am

PRE – Market Stats at 9:02 am ET #premarket
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 336.

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

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

COMPARED TO YESTERDAY’S RANGE
5.1% of stocks are above yesterday’s high.
14.0% are above yesterday’s midpoint. (86.0% are below.)
39.9% are below yesterday’s low.
55.1% are inside yesterday’s range.
5.1% of stocks with today’s high > yesterday’s high. (94.9% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
5.1% of stocks opened above yesterday’s high.
26.8% of stocks opened above yesterday’s close. (73.2% opened below yesterday’s close).
39.9% of stocks opened below yesterday’s low.

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

GAIN
26.8% of stocks are above yesterday’s close. (73.2% are below.)
1.8% are up 4.5% or more. 0.6% are down 4.5% or more.
2.1% are up 3.5% or more. 1.8% are down 3.5% or more.
81.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.2%…>=80:4.5%…>=50:13.7%…<=20:62.2%…<=10:42.0%…<=5:27.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:22.6%…<=20:9.5%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:28.6%…<=20:2.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.1% above previous 1 highs, 39.9% below previous 1 lows
2.4% above previous 2 highs, 38.4% below previous 2 lows
1.8% above previous 3 highs, 36.9% below previous 3 lows
1.2% above previous 4 highs, 34.5% below previous 4 lows
1.2% above previous 5 highs, 33.6% below previous 5 lows
1.2% above previous 6 highs, 31.5% below previous 6 lows
1.2% above previous 7 highs, 29.5% below previous 7 lows
1.2% above previous 8 highs, 27.1% below previous 8 lows
1.2% above previous 9 highs, 24.4% below previous 9 lows
1.2% above previous 10 highs, 22.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.8% are above or equal to 7/31 close (1 days ago), 73.2% are below.
10.7% are above or equal to 7/30 close (2 days ago), 89.3% are below.
14.3% are above or equal to 7/29 close (3 days ago), 85.7% are below.
16.7% are above or equal to 7/28 close (4 days ago), 83.3% are below.
17.3% are above or equal to 7/25 close (5 days ago), 82.7% are below.
19.0% are above or equal to 7/24 close (6 days ago), 81.0% are below.
22.9% are above or equal to 7/23 close (7 days ago), 77.1% are below.
25.3% are above or equal to 7/22 close (8 days ago), 74.7% are below.
29.8% are above or equal to 7/21 close (9 days ago), 70.2% are below.
28.6% are above or equal to 7/18 close (10 days ago), 71.4% are below.
37.8% are above or equal to 7/17 close (11 days ago), 62.2% are below.
30.7% are above or equal to 7/16 close (12 days ago), 69.3% are below.
33.9% are above or equal to 7/15 close (13 days ago), 66.1% are below.
31.3% are above or equal to 7/14 close (14 days ago), 68.8% are below.
32.4% are above or equal to 7/11 close (15 days ago), 67.6% are below.
33.9% are above or equal to 7/10 close (16 days ago), 66.1% are below.
30.1% are above or equal to 7/9 close (17 days ago), 69.9% are below.
33.9% are above or equal to 7/8 close (18 days ago), 66.1% are below.
31.0% are above or equal to 7/7 close (19 days ago), 69.0% are below.
25.9% are above or equal to 7/3 close (20 days ago), 74.1% are below.
27.7% are above or equal to 7/2 close (21 days ago), 72.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.6% new highs, 17.3% new lows
21d: 0.6% new highs, 17.3% new lows
42d: 0.6% new highs, 10.4% new lows
63d: 0.6% new highs, 6.3% new lows
126d: 0.3% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.8% above, 73.2% below
3-day: 12.8% above, 87.2% below
4-day: 12.8% above, 87.2% below
5-day: 13.1% above, 86.9% below
8-day: 15.2% above, 84.8% below
10-day: 16.7% above, 83.3% below
20-day: 24.4% above, 75.6% below
50-day: 39.3% above, 60.7% below
200-day: 59.8% above, 40.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 9:02 am ET)
LEIS(15): 2.19% Top=BYI EXPE HOT MGM SBUX CMG CAKE DPZ ….. DPZ MCD CCL MPEL YUM WEN RCL DNKN=Bottom (Leisure)
MATE(7): 1.49% Top=AWI SPF LEN BZH PWR WM MDR ….. AWI SPF LEN BZH PWR WM MDR=Bottom (Materials & Construction)
CHEM(12): 0.19% Top=CE DOW GPRE MOS APD POT POL DD ….. APD POT POL DD GRA PPG MON CF=Bottom (Chemicals/Fertilizers)
REAL(15): 0.01% Top=CYS HCN NLY EQR VNO SLG SPG O ….. O TWO SNH HPT EJ VTR ARCP OHI=Bottom (Real Estate)
HEAL(14): -0.01% Top=CYH ESRX BSX HOLX BAX OPK AET ABT ….. AET ABT STJ CI BKD UNH THC WLP=Bottom (Health)
RETA(26): -0.02% Top=GPS WFM JCP DLTR RH ROST GES TGT ….. HD WMT SHLD LOW PIR EBAY SPLS BBBY=Bottom (Retail & Specialty Retail)
META(14): -0.03% Top=AUY SLCA EGO GG NEM SLW RGLD ABX ….. RGLD ABX FCX CLF CCJ X AA BTU=Bottom (Metals & Mining)
CONS(23): -0.16% Top=PG CLX IP UA JAH RL SKX GT ….. PKG WHR COH NKE CHD DECK LULU KS=Bottom (Consumer)
FINA(34): -0.24% Top=WETF ARCC KEY AXP KKR ETFC PNC FSC ….. TD PFG C TROW OCN BK FNFG FHN=Bottom (Banks/Financials)
TRAN(14): -0.27% Top=HA DAL GBX CSX CNI JBLU NSC TRN ….. NSC TRN UNP UAL AAL FDX LUV EXPD=Bottom (Transportation)
INSU(10): -0.27% Top=AIG ORI L PRU AFL UNM MTG MET ….. L PRU AFL UNM MTG MET CINF RDN=Bottom (Insurance)
MANU(13): -0.29% Top=JKS DE ATI AME CAT BWC CMI EMR ….. BWC CMI EMR ETN HON GE AGCO DDD=Bottom (Manufacturing)
COHW(25): -0.29% Top=SYNA BBRY UBNT RKUS JDSU TMUS OLED GOGO ….. CIEN NTAP AAPL CSCO SSYS WIN JNPR ARRS=Bottom (Computer Hardware/Telecom)
ELEC(26): -0.37% Top=OVTI GTAT ONNN MU LRCX GRMN SWKS INVN ….. XLNX CRUS JBL RFMD JASO SCTY CODE SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(37): -0.49% Top=LNKD DATA FEYE YELP CTRX SPLK GRPN BIDU ….. SWI EA ATVI TRIP SFUN AKAM FIS WWWW=Bottom (Computer Software/Internet)
ENER(40): -0.50% Top=DO HK PES APC EOG SFY KEG XOM ….. HP BAS GDP WMB MEMP PBF EEP ATHL=Bottom (Energy)
DISV(11): -0.85% Top=PCLN Z V MA RRD HTZ ATHN URI ….. MA RRD HTZ ATHN URI FLT CAR WTW=Bottom (Diversified Services)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
PRE – Market Stats at 9:02 am ET #premarket $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/31/2014

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

Closing Stats
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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

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

COMPARED TO YESTERDAY’S RANGE
2.6% of stocks are above yesterday’s high.
6.5% are above yesterday’s midpoint. (93.5% are below.)
78.5% are below yesterday’s low.
18.8% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
89.5% of stocks with today’s low < yesterday’s low. (10.5% greater than).

EVIDENCE OF INTRADAY TREND
11.7% of stocks are above today’s open. (87.2% are below).
3.9% of stocks are above today’s open and yesterday’s close.
85.9% are below both.
2.5% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
41.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.3% of stocks are in the top 10% of today’s range.
1.7% are in the top 20%.
13.2% are in the top half. 86.8% of stocks are in the bottom half of today’s range.
59.9% are in the bottom 20%.
40.5% are in the bottom 10%.

GAIN
5.3% of stocks are above yesterday’s close. (94.7% are below.)
0.3% are up 4.5% or more. 7.3% are down 4.5% or more.
0.6% are up 3.5% or more. 14.6% are down 3.5% or more.
14.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:1.9%…>=80:3.4%…>=50:9.0%…<=20:66.0%…<=10:47.0%…<=5:31.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:21.1%…<=20:8.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.6% above previous 1 highs, 78.5% below previous 1 lows
2.3% above previous 2 highs, 70.8% below previous 2 lows
2.1% above previous 3 highs, 63.9% below previous 3 lows
2.0% above previous 4 highs, 60.8% below previous 4 lows
1.9% above previous 5 highs, 57.9% below previous 5 lows
1.9% above previous 6 highs, 53.5% below previous 6 lows
1.8% above previous 7 highs, 51.5% below previous 7 lows
1.8% above previous 8 highs, 46.9% below previous 8 lows
1.8% above previous 9 highs, 44.4% below previous 9 lows
1.8% above previous 10 highs, 42.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
5.3% are above or equal to 7/30 close (1 days ago), 94.7% are below.
15.4% are above or equal to 7/29 close (2 days ago), 84.6% are below.
17.6% are above or equal to 7/28 close (3 days ago), 82.4% are below.
18.3% are above or equal to 7/25 close (4 days ago), 81.7% are below.
17.4% are above or equal to 7/24 close (5 days ago), 82.6% are below.
23.1% are above or equal to 7/23 close (6 days ago), 76.9% are below.
24.3% are above or equal to 7/22 close (7 days ago), 75.7% are below.
29.3% are above or equal to 7/21 close (8 days ago), 70.7% are below.
27.6% are above or equal to 7/18 close (9 days ago), 72.4% are below.
37.8% are above or equal to 7/17 close (10 days ago), 62.2% are below.
29.6% are above or equal to 7/16 close (11 days ago), 70.4% are below.
31.9% are above or equal to 7/15 close (12 days ago), 68.1% are below.
28.9% are above or equal to 7/14 close (13 days ago), 71.1% are below.
31.7% are above or equal to 7/11 close (14 days ago), 68.3% are below.
31.4% are above or equal to 7/10 close (15 days ago), 68.6% are below.
28.9% are above or equal to 7/9 close (16 days ago), 71.1% are below.
31.4% are above or equal to 7/8 close (17 days ago), 68.6% are below.
26.0% are above or equal to 7/7 close (18 days ago), 74.0% are below.
23.0% are above or equal to 7/3 close (19 days ago), 77.0% are below.
25.2% are above or equal to 7/2 close (20 days ago), 74.8% are below.
25.7% are above or equal to 7/1 close (21 days ago), 74.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.9% new highs, 40.7% new lows
21d: 2.9% new highs, 40.5% new lows
42d: 2.0% new highs, 25.0% new lows
63d: 1.7% new highs, 14.4% new lows
126d: 1.4% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 5.2% above, 94.8% below
3-day: 8.1% above, 91.9% below
4-day: 11.1% above, 88.9% below
5-day: 12.2% above, 87.8% below
8-day: 16.0% above, 84.0% below
10-day: 18.6% above, 81.4% below
20-day: 24.2% above, 75.8% below
50-day: 35.0% above, 65.0% below
200-day: 57.2% above, 42.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 Closing)
REAL(77): -1.46% Top=MPW AGNC GOV SRC AIV CUZ OFC STWD ….. BEE LHO SHO CLNY RLJ DRH HST EJ=Bottom (Real Estate)
RETA(62): -1.66% Top=SPLS SBH ANF RAD JCP KSS DSW GNC ….. SFM TGT DG AMZN WAG SHLD BBY DANG=Bottom (Retail & Specialty Retail)
COHW(45): -1.70% Top=TMUS COMM WIN JDSU CCI INFN RKUS VIP ….. BRCD BBRY PANW SSYS PLCM UBNT SYNA GOGO=Bottom (Computer Hardware/Telecom)
INSU(36): -1.70% Top=ALL FNF WSH UNM VR WRB AXS PGR ….. PRU AFL ORI AHL CNO MET MTG GNW=Bottom (Insurance)
DISV(49): -1.73% Top=SCI CATM WTW RRD ADT G HMSY WOOF ….. Z HPY ALLE URI AAN ATHN VNTV KBR=Bottom (Diversified Services)
TRAN(27): -1.83% Top=CNW XPO DAL WERN UNP UAL CNI CP ….. UPS SWFT SAVE WAB JBLU HA TRN GBX=Bottom (Transportation)
LEIS(29): -1.87% Top=DRI BLMN CCL DNKN BYI MAR LVS PNK ….. WYNN MPEL EXPE PNRA LTM QUNR RCL YUM=Bottom (Leisure)
META(25): -1.87% Top=AUY X CLF SCCO CLD SLW GG STLD ….. ABX SLCA NEM CNX CMC RGLD SWC AEM=Bottom (Metals & Mining)
CONS(59): -1.94% Top=NWL AVP FBHS WHR TPX TUP SCSS COH ….. NUS SKX UA HAR CL PAY SHOO KS=Bottom (Consumer)
MATE(30): -2.13% Top=RSG RYN CVA MTZ DAR DHI AWI WM ….. FLR MLM SPF VMC MDR PWR EXP RYL=Bottom (Materials & Construction)
HEAL(55): -2.27% Top=HOLX ESC RMD SYK VAR OPK A DVA ….. CI ACHC CYH WCG ZLTQ HNT MOH DXCM=Bottom (Health)
CHEM(29): -2.29% Top=MEOH PX AGU CHMT MON POT DD CF ….. DOW ASH AXLL PPG EMN GRA POL ALB=Bottom (Chemicals/Fertilizers)
FINA(88): -2.33% Top=SLM FRC TD HCBK ZION VLY HBAN MTB ….. WDR BX GGAL KKR JNS LM WETF OCN=Bottom (Banks/Financials)
ENER(117): -2.38% Top=MPC TSO HFC HOS VLO APA WLL PBF ….. EGN MHR MUR BAS HP GDP CJES PVA=Bottom (Energy)
ELEC(58): -2.59% Top=LRCX GRMN BRCM INVN KLAC ENTG XLNX GLW ….. TQNT CSIQ JASO SUNE RFMD MU CODE AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -2.87% Top=GRPN MOVE UIS RHT WBMD TRI EQIX SNCR ….. MKTO CSOD DWRE NOW SPLK NQ YELP MDAS=Bottom (Computer Software/Internet)
MANU(41): -2.98% Top=DE DHR ATU AGCO ROK AOS MHK DOV ….. RXN GNRC KMT TKR JKS PNR BGC DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:45 pm

Market Stats at 3:44 pm ET
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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

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

COMPARED TO YESTERDAY’S RANGE
2.9% of stocks are above yesterday’s high.
7.3% are above yesterday’s midpoint. (92.7% are below.)
75.6% are below yesterday’s low.
21.6% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
89.3% of stocks with today’s low < yesterday’s low. (10.7% greater than).

EVIDENCE OF INTRADAY TREND
14.6% of stocks are above today’s open. (84.6% are below).
5.1% of stocks are above today’s open and yesterday’s close.
83.3% are below both.
2.5% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
41.1% 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.
2.6% are in the top 20%.
17.3% are in the top half. 82.7% of stocks are in the bottom half of today’s range.
50.8% are in the bottom 20%.
27.9% are in the bottom 10%.

GAIN
6.6% of stocks are above yesterday’s close. (93.4% are below.)
0.3% are up 4.5% or more. 6.8% are down 4.5% or more.
0.6% are up 3.5% or more. 12.6% are down 3.5% or more.
18.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:2.2%…>=80:3.4%…>=50:10.0%…<=20:64.2%…<=10:45.7%…<=5:30.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:23.2%…<=20:8.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.0%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.9% above previous 1 highs, 75.6% below previous 1 lows
2.4% above previous 2 highs, 67.4% below previous 2 lows
2.3% above previous 3 highs, 60.6% below previous 3 lows
2.0% above previous 4 highs, 57.6% below previous 4 lows
2.0% above previous 5 highs, 55.0% below previous 5 lows
2.0% above previous 6 highs, 50.7% below previous 6 lows
1.9% above previous 7 highs, 48.8% below previous 7 lows
1.9% above previous 8 highs, 43.8% below previous 8 lows
1.9% above previous 9 highs, 41.5% below previous 9 lows
1.9% above previous 10 highs, 39.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
6.6% are above or equal to 7/30 close (1 days ago), 93.4% are below.
16.6% are above or equal to 7/29 close (2 days ago), 83.4% are below.
18.5% are above or equal to 7/28 close (3 days ago), 81.5% are below.
18.7% are above or equal to 7/25 close (4 days ago), 81.3% are below.
18.3% are above or equal to 7/24 close (5 days ago), 81.7% are below.
23.8% are above or equal to 7/23 close (6 days ago), 76.2% are below.
25.9% are above or equal to 7/22 close (7 days ago), 74.1% are below.
30.2% are above or equal to 7/21 close (8 days ago), 69.8% are below.
28.4% are above or equal to 7/18 close (9 days ago), 71.6% are below.
38.7% are above or equal to 7/17 close (10 days ago), 61.3% are below.
30.8% are above or equal to 7/16 close (11 days ago), 69.2% are below.
33.0% are above or equal to 7/15 close (12 days ago), 67.0% are below.
29.3% are above or equal to 7/14 close (13 days ago), 70.7% are below.
31.9% are above or equal to 7/11 close (14 days ago), 68.1% are below.
32.8% are above or equal to 7/10 close (15 days ago), 67.2% are below.
29.5% are above or equal to 7/9 close (16 days ago), 70.5% are below.
32.6% are above or equal to 7/8 close (17 days ago), 67.4% are below.
27.2% are above or equal to 7/7 close (18 days ago), 72.8% are below.
23.5% are above or equal to 7/3 close (19 days ago), 76.5% are below.
26.3% are above or equal to 7/2 close (20 days ago), 73.7% are below.
26.2% are above or equal to 7/1 close (21 days ago), 73.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.9% new highs, 40.0% new lows
21d: 2.9% new highs, 39.8% new lows
42d: 2.0% new highs, 24.6% new lows
63d: 1.7% new highs, 14.2% new lows
126d: 1.4% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 6.4% above, 93.6% below
3-day: 9.6% above, 90.4% below
4-day: 12.4% above, 87.6% below
5-day: 13.3% above, 86.7% below
8-day: 16.7% above, 83.3% below
10-day: 19.7% above, 80.3% below
20-day: 26.2% above, 73.8% below
50-day: 35.9% above, 64.1% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 3:44 pm ET)
REAL(77): -1.32% Top=MPW AGNC GOV HCN SRC CUZ VTR PDM ….. EXR CLNY LHO RLJ CBG HST DRH EJ=Bottom (Real Estate)
RETA(62): -1.50% Top=SPLS SBH JCP GNC RAD DSW ANF KSS ….. DKS AMZN TGT DG WAG SHLD BBY DANG=Bottom (Retail & Specialty Retail)
DISV(49): -1.55% Top=SCI CATM WTW RRD ADT G HMSY TMH ….. HPY Z ALLE URI AAN ATHN VNTV KBR=Bottom (Diversified Services)
COHW(45): -1.57% Top=TMUS COMM WIN JDSU INFN CCI RKUS VRSN ….. BRCD PANW BBRY UBNT PLCM SSYS SYNA GOGO=Bottom (Computer Hardware/Telecom)
INSU(36): -1.58% Top=ALL FNF WSH UNM VR WRB BRO PGR ….. PRU AFL ORI AHL MET CNO MTG GNW=Bottom (Insurance)
META(25): -1.64% Top=AUY X CLF SCCO CLD AKS SLW GG ….. NUE SLCA CMC CNX NEM RGLD SWC AEM=Bottom (Metals & Mining)
TRAN(27): -1.67% Top=CNW XPO DAL UAL WERN UNP CNI CHRW ….. SWFT UPS SAVE WAB HA JBLU TRN GBX=Bottom (Transportation)
LEIS(29): -1.78% Top=DRI BLMN BYI CCL MAR DNKN CAKE PNK ….. LTM WYNN EXPE PNRA QUNR MPEL RCL YUM=Bottom (Leisure)
CONS(59): -1.84% Top=NWL FBHS AVP WHR TPX TUP SCSS COH ….. NKE SKX UA HAR CL PAY SHOO KS=Bottom (Consumer)
MATE(30): -1.98% Top=MTZ RSG DAR RYN CVA DHI FAST AWI ….. SPF FLR MDR VMC MLM EXP PWR RYL=Bottom (Materials & Construction)
HEAL(55): -2.11% Top=HOLX ESC RMD SYK OPK VAR DVA A ….. ACHC CI CYH MOH WCG ZLTQ HNT DXCM=Bottom (Health)
FINA(88): -2.16% Top=SLM FRC TD HBAN VLY ARMK HCBK ZION ….. BX WDR GGAL JNS WETF KKR LM OCN=Bottom (Banks/Financials)
CHEM(29): -2.17% Top=MEOH AGU PX MON CHMT POT CF DD ….. PPG AXLL FMC ASH EMN GRA POL ALB=Bottom (Chemicals/Fertilizers)
ENER(117): -2.22% Top=MPC TSO HOS HFC VLO APA CRK PBF ….. MHR EGN MUR HP GDP BAS CJES PVA=Bottom (Energy)
ELEC(58): -2.37% Top=LRCX BRCM GRMN INVN KLAC ENTG IPGP TRMB ….. TQNT SUNE RFMD CSIQ JASO MU AMKR CODE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -2.72% Top=UIS MOVE GRPN SNCR WBMD TRI EQIX RHT ….. TRIP CSOD DWRE NOW SPLK NQ YELP MDAS=Bottom (Computer Software/Internet)
MANU(41): -2.83% Top=DE DHR ATU AGCO MHK ROK PCP AOS ….. RXN GNRC KMT TKR JKS PNR BGC DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:44 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 3:09 pm ET
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

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

COMPARED TO YESTERDAY’S RANGE
3.1% of stocks are above yesterday’s high.
8.0% are above yesterday’s midpoint. (92.0% are below.)
74.2% are below yesterday’s low.
22.7% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
88.7% of stocks with today’s low < yesterday’s low. (11.3% greater than).

EVIDENCE OF INTRADAY TREND
14.9% of stocks are above today’s open. (84.1% are below).
4.9% of stocks are above today’s open and yesterday’s close.
82.7% are below both.
2.5% of stocks opened above yesterday’s high.
6.0% of stocks opened above yesterday’s close. (93.1% opened below yesterday’s close).
41.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.4% of stocks are in the top 10% of today’s range.
3.5% are in the top 20%.
19.1% are in the top half. 80.9% of stocks are in the bottom half of today’s range.
47.6% are in the bottom 20%.
28.9% are in the bottom 10%.

GAIN
6.4% of stocks are above yesterday’s close. (93.6% are below.)
0.3% are up 4.5% or more. 6.5% are down 4.5% or more.
0.7% are up 3.5% or more. 11.4% are down 3.5% or more.
20.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:2.1%…>=80:3.4%…>=50:10.8%…<=20:63.4%…<=10:44.6%…<=5:29.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:23.8%…<=20:7.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.1% above previous 1 highs, 74.2% below previous 1 lows
2.5% above previous 2 highs, 66.0% below previous 2 lows
2.4% above previous 3 highs, 58.5% below previous 3 lows
2.2% above previous 4 highs, 55.5% below previous 4 lows
2.1% above previous 5 highs, 53.0% below previous 5 lows
2.1% above previous 6 highs, 49.1% below previous 6 lows
2.0% above previous 7 highs, 46.6% below previous 7 lows
2.0% above previous 8 highs, 42.2% below previous 8 lows
2.0% above previous 9 highs, 40.2% below previous 9 lows
2.0% above previous 10 highs, 38.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
6.4% are above or equal to 7/30 close (1 days ago), 93.6% are below.
17.6% are above or equal to 7/29 close (2 days ago), 82.4% are below.
19.1% are above or equal to 7/28 close (3 days ago), 80.9% are below.
19.5% are above or equal to 7/25 close (4 days ago), 80.5% are below.
19.1% are above or equal to 7/24 close (5 days ago), 80.9% are below.
24.2% are above or equal to 7/23 close (6 days ago), 75.8% are below.
26.2% are above or equal to 7/22 close (7 days ago), 73.8% are below.
31.9% are above or equal to 7/21 close (8 days ago), 68.1% are below.
29.7% are above or equal to 7/18 close (9 days ago), 70.3% are below.
39.7% are above or equal to 7/17 close (10 days ago), 60.3% are below.
31.4% are above or equal to 7/16 close (11 days ago), 68.6% are below.
34.1% are above or equal to 7/15 close (12 days ago), 65.9% are below.
30.1% are above or equal to 7/14 close (13 days ago), 69.9% are below.
32.5% are above or equal to 7/11 close (14 days ago), 67.5% are below.
33.6% are above or equal to 7/10 close (15 days ago), 66.4% are below.
30.3% are above or equal to 7/9 close (16 days ago), 69.7% are below.
33.5% are above or equal to 7/8 close (17 days ago), 66.5% are below.
27.9% are above or equal to 7/7 close (18 days ago), 72.1% are below.
24.0% are above or equal to 7/3 close (19 days ago), 76.0% are below.
26.8% are above or equal to 7/2 close (20 days ago), 73.2% are below.
26.5% are above or equal to 7/1 close (21 days ago), 73.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.9% new highs, 39.1% new lows
21d: 2.9% new highs, 38.8% new lows
42d: 2.0% new highs, 24.4% new lows
63d: 1.6% new highs, 14.1% new lows
126d: 1.4% new highs, 6.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 6.3% above, 93.7% below
3-day: 9.9% above, 90.1% below
4-day: 12.5% above, 87.5% below
5-day: 13.7% above, 86.3% below
8-day: 17.6% above, 82.4% below
10-day: 21.1% above, 78.9% below
20-day: 27.0% above, 73.0% below
50-day: 37.4% above, 62.6% below
200-day: 58.4% above, 41.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 3:09 pm ET)
REAL(77): -1.35% Top=MPW AGNC GOV VTR HCN CUZ SRC CYS ….. EQR CBG LHO RLJ NRF HST DRH EJ=Bottom (Real Estate)
RETA(62): -1.41% Top=SPLS SBH JCP KSS ANF RAD DSW GNC ….. KMX DKS NFLX WAG AMZN SHLD BBY DANG=Bottom (Retail & Specialty Retail)
DISV(49): -1.49% Top=SCI CATM WTW RRD ADT HMSY GEO WOOF ….. CAR ALLE Z URI AAN ATHN VNTV KBR=Bottom (Diversified Services)
TRAN(27): -1.50% Top=CNW DAL XPO UAL AAL UNP ALK WERN ….. SWFT UPS SAVE WAB HA JBLU TRN GBX=Bottom (Transportation)
INSU(36): -1.51% Top=ALL FNF WSH UNM VR PGR WRB HIG ….. AFL ORI AHL CNO RDN MET MTG GNW=Bottom (Insurance)
COHW(45): -1.65% Top=TMUS COMM WIN JDSU CCI INFN JNPR NTAP ….. BRCD PLCM UBNT PANW SSYS BBRY SYNA GOGO=Bottom (Computer Hardware/Telecom)
CONS(59): -1.66% Top=NWL FBHS AVP TUP WHR TPX COH SCSS ….. NKE NUS PAY CL UA HAR SHOO KS=Bottom (Consumer)
META(25): -1.70% Top=X AUY CLF SCCO CLD GG SLW AKS ….. EGO SLCA CMC CNX NEM RGLD SWC AEM=Bottom (Metals & Mining)
LEIS(29): -1.77% Top=DRI BLMN CCL BYI PNK CAKE MAR CMG ….. OWW WYNN RCL PNRA QUNR MPEL EXPE YUM=Bottom (Leisure)
MATE(30): -1.85% Top=DAR RYN MTZ RSG CVA WM MTH AWI ….. MDC PHM SPF VMC MLM EXP PWR RYL=Bottom (Materials & Construction)
ENER(119): -1.93% Top=MPC TSO HFC HOS VLO WLL APA CRK ….. MHR EGN HP MUR GDP BAS CJES PVA=Bottom (Energy)
FINA(88): -1.97% Top=SLM FRC HBAN TD HCBK ZION SUSQ CBOE ….. XOOM WDR GGAL JNS KKR LM WETF OCN=Bottom (Banks/Financials)
HEAL(55): -2.00% Top=HOLX ESC RMD SYK MD EVHC UHS VAR ….. AET CI WCG ACHC MOH ZLTQ HNT DXCM=Bottom (Health)
CHEM(29): -2.14% Top=MEOH AGU PX MON CF POT WPZ CHMT ….. AXLL GPRE PPG DOW EMN GRA POL ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -2.28% Top=LRCX GRMN BRCM INVN ENTG KLAC IPGP SANM ….. TQNT JASO RFMD SUNE CSIQ MU AMKR CODE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -2.61% Top=MOVE UIS GRPN WBMD SNCR EQIX MSFT RHT ….. CSOD TRIP DWRE SPLK NOW NQ YELP MDAS=Bottom (Computer Software/Internet)
MANU(41): -2.73% Top=DE ATU DHR AGCO MHK ROK DOV JOY ….. CFX KMT GNRC TKR JKS PNR BGC DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:09 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:08 pm

Market Stats at 2:07 pm ET
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

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

COMPARED TO YESTERDAY’S RANGE
3.4% of stocks are above yesterday’s high.
10.5% are above yesterday’s midpoint. (89.5% are below.)
65.4% are below yesterday’s low.
31.2% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
87.9% of stocks with today’s low < yesterday’s low. (12.1% greater than).

EVIDENCE OF INTRADAY TREND
21.0% of stocks are above today’s open. (77.5% are below).
7.4% of stocks are above today’s open and yesterday’s close.
76.2% are below both.
2.5% of stocks opened above yesterday’s high.
6.0% of stocks opened above yesterday’s close. (93.1% opened below yesterday’s close).
41.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.1% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
34.6% are in the top half. 65.4% of stocks are in the bottom half of today’s range.
20.8% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
9.0% of stocks are above yesterday’s close. (91.0% are below.)
0.4% are up 4.5% or more. 3.8% are down 4.5% or more.
0.8% are up 3.5% or more. 7.3% are down 3.5% or more.
29.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.7%…>=80:4.4%…>=50:12.6%…<=20:59.3%…<=10:39.2%…<=5:26.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:27.8%…<=20:6.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.4% above previous 1 highs, 65.4% below previous 1 lows
2.9% above previous 2 highs, 57.0% below previous 2 lows
2.7% above previous 3 highs, 50.2% below previous 3 lows
2.3% above previous 4 highs, 47.6% below previous 4 lows
2.2% above previous 5 highs, 45.1% below previous 5 lows
2.1% above previous 6 highs, 41.6% below previous 6 lows
1.9% above previous 7 highs, 39.7% below previous 7 lows
1.9% above previous 8 highs, 35.6% below previous 8 lows
1.9% above previous 9 highs, 33.5% below previous 9 lows
1.9% above previous 10 highs, 31.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
9.0% are above or equal to 7/30 close (1 days ago), 91.0% are below.
22.0% are above or equal to 7/29 close (2 days ago), 78.0% are below.
22.1% are above or equal to 7/28 close (3 days ago), 77.9% are below.
23.0% are above or equal to 7/25 close (4 days ago), 77.0% are below.
22.0% are above or equal to 7/24 close (5 days ago), 78.0% are below.
26.8% are above or equal to 7/23 close (6 days ago), 73.2% are below.
29.5% are above or equal to 7/22 close (7 days ago), 70.5% are below.
34.5% are above or equal to 7/21 close (8 days ago), 65.5% are below.
33.5% are above or equal to 7/18 close (9 days ago), 66.5% are below.
43.2% are above or equal to 7/17 close (10 days ago), 56.8% are below.
34.1% are above or equal to 7/16 close (11 days ago), 65.9% are below.
35.9% are above or equal to 7/15 close (12 days ago), 64.1% are below.
32.6% are above or equal to 7/14 close (13 days ago), 67.4% are below.
34.7% are above or equal to 7/11 close (14 days ago), 65.3% are below.
36.5% are above or equal to 7/10 close (15 days ago), 63.5% are below.
32.2% are above or equal to 7/9 close (16 days ago), 67.8% are below.
35.9% are above or equal to 7/8 close (17 days ago), 64.1% are below.
30.8% are above or equal to 7/7 close (18 days ago), 69.2% are below.
26.5% are above or equal to 7/3 close (19 days ago), 73.5% are below.
28.9% are above or equal to 7/2 close (20 days ago), 71.1% are below.
28.4% are above or equal to 7/1 close (21 days ago), 71.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.9% new highs, 38.5% new lows
21d: 2.9% new highs, 38.1% new lows
42d: 2.0% new highs, 23.6% new lows
63d: 1.6% new highs, 13.5% new lows
126d: 1.4% new highs, 6.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 8.7% above, 91.3% below
3-day: 13.0% above, 87.0% below
4-day: 15.8% above, 84.2% below
5-day: 17.0% above, 83.0% below
8-day: 21.2% above, 78.8% below
10-day: 23.8% above, 76.2% below
20-day: 29.6% above, 70.4% below
50-day: 40.7% above, 59.3% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 2:07 pm ET)
REAL(77): -1.02% Top=MPW AGNC VTR CYS SRC HCN GOV CUZ ….. CBG LHO EQR CLNY RLJ HST DRH EJ=Bottom (Real Estate)
TRAN(27): -1.12% Top=CNW XPO DAL UAL UNP ALK CHRW CP ….. UPS SAVE GLNG WAB JBLU HA GBX TRN=Bottom (Transportation)
DISV(49): -1.18% Top=SCI WTW CATM RRD HMSY ADT TMH GEO ….. ALLE Z AAN CAR URI ATHN VNTV KBR=Bottom (Diversified Services)
RETA(62): -1.18% Top=SBH SPLS KSS JCP DSW RAD ROST TJX ….. TGT WAG AMZN TFM SHLD DKS BBY DANG=Bottom (Retail & Specialty Retail)
ENER(119): -1.21% Top=MPC TSO WLL HFC CRK VLO APA HOS ….. MHR UPL HP GDP MUR CJES BAS PVA=Bottom (Energy)
INSU(36): -1.28% Top=ALL FNF WSH UNM VR PGR HIG WRB ….. AFL ORI RDN MET CNO AHL MTG GNW=Bottom (Insurance)
COHW(45): -1.36% Top=TMUS COMM WIN JDSU CCI INFN JNPR BCE ….. BRCD PLCM UBNT PANW BBRY SSYS GOGO SYNA=Bottom (Computer Hardware/Telecom)
LEIS(29): -1.37% Top=DRI PNK CCL BLMN BYI MAR CAKE SEAS ….. DPZ OWW QUNR RCL EXPE MPEL PNRA YUM=Bottom (Leisure)
CONS(59): -1.38% Top=NWL FBHS AVP WHR TUP SCSS TPX ECL ….. HBI NKE PAY HAR UA CL SHOO KS=Bottom (Consumer)
META(25): -1.42% Top=AUY CLF CLD X SCCO GG SLW AA ….. CCJ CNX SLCA NEM CMC RGLD SWC AEM=Bottom (Metals & Mining)
MATE(30): -1.45% Top=MTZ RYN DAR RSG WM DHI CVA FAST ….. PHM MLM MDC VMC SPF EXP PWR RYL=Bottom (Materials & Construction)
FINA(88): -1.67% Top=SLM FRC TD HBAN UMPQ ARMK CBOE HCBK ….. OZRK BX WETF JNS LM KKR GGAL OCN=Bottom (Banks/Financials)
HEAL(55): -1.74% Top=HOLX ESC DVA SYK KND RMD VAR BCR ….. ACHC IRWD AET WCG HNT DXCM ZLTQ MOH=Bottom (Health)
CHEM(29): -1.77% Top=MEOH PX AGU CF MON CHMT POT SHW ….. RPM ASH AXLL GRA OLN EMN POL ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.95% Top=LRCX GRMN INVN BRCM KLAC IPGP SANM AMAT ….. SPWR TQNT CSIQ SUNE MU RFMD AMKR CODE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -2.14% Top=UIS GRPN WBMD EQIX MSFT BIDU MOVE SNCR ….. DATA TRIP SPLK DWRE NOW NQ YELP MDAS=Bottom (Computer Software/Internet)
MANU(41): -2.27% Top=ATU DE DHR ROK JOY DOV AGCO MHK ….. TEX KMT GNRC JKS TKR PNR BGC DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:07 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 1:31 pm ET
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

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

COMPARED TO YESTERDAY’S RANGE
2.6% of stocks are above yesterday’s high.
7.8% are above yesterday’s midpoint. (92.2% are below.)
72.3% are below yesterday’s low.
25.1% are inside yesterday’s range.
8.9% of stocks with today’s high > yesterday’s high. (91.1% less than).
87.9% of stocks with today’s low < yesterday’s low. (12.1% greater than).

EVIDENCE OF INTRADAY TREND
16.6% of stocks are above today’s open. (82.9% are below).
5.1% of stocks are above today’s open and yesterday’s close.
81.5% are below both.
2.5% of stocks opened above yesterday’s high.
6.0% of stocks opened above yesterday’s close. (93.1% opened below yesterday’s close).
41.1% 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.
4.4% are in the top 20%.
18.0% are in the top half. 82.0% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN
6.6% of stocks are above yesterday’s close. (93.4% are below.)
0.3% are up 4.5% or more. 4.8% are down 4.5% or more.
0.7% are up 3.5% or more. 9.0% are down 3.5% or more.
23.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.9%…>=80:3.7%…>=50:10.3%…<=20:61.6%…<=10:42.7%…<=5:28.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:24.6%…<=20:7.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.6% above previous 1 highs, 72.3% below previous 1 lows
2.3% above previous 2 highs, 63.1% below previous 2 lows
2.3% above previous 3 highs, 56.2% below previous 3 lows
1.9% above previous 4 highs, 53.6% below previous 4 lows
1.6% above previous 5 highs, 50.3% below previous 5 lows
1.5% above previous 6 highs, 47.0% below previous 6 lows
1.5% above previous 7 highs, 45.3% below previous 7 lows
1.5% above previous 8 highs, 40.2% below previous 8 lows
1.5% above previous 9 highs, 38.2% below previous 9 lows
1.5% above previous 10 highs, 36.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
6.6% are above or equal to 7/30 close (1 days ago), 93.4% are below.
19.5% are above or equal to 7/29 close (2 days ago), 80.5% are below.
19.8% are above or equal to 7/28 close (3 days ago), 80.2% are below.
20.7% are above or equal to 7/25 close (4 days ago), 79.3% are below.
19.8% are above or equal to 7/24 close (5 days ago), 80.2% are below.
24.6% are above or equal to 7/23 close (6 days ago), 75.4% are below.
27.0% are above or equal to 7/22 close (7 days ago), 73.0% are below.
32.3% are above or equal to 7/21 close (8 days ago), 67.7% are below.
30.5% are above or equal to 7/18 close (9 days ago), 69.5% are below.
40.7% are above or equal to 7/17 close (10 days ago), 59.3% are below.
31.5% are above or equal to 7/16 close (11 days ago), 68.5% are below.
33.6% are above or equal to 7/15 close (12 days ago), 66.4% are below.
30.7% are above or equal to 7/14 close (13 days ago), 69.3% are below.
33.1% are above or equal to 7/11 close (14 days ago), 66.9% are below.
34.6% are above or equal to 7/10 close (15 days ago), 65.4% are below.
31.2% are above or equal to 7/9 close (16 days ago), 68.8% are below.
34.3% are above or equal to 7/8 close (17 days ago), 65.7% are below.
28.8% are above or equal to 7/7 close (18 days ago), 71.2% are below.
24.6% are above or equal to 7/3 close (19 days ago), 75.4% are below.
27.5% are above or equal to 7/2 close (20 days ago), 72.5% are below.
26.9% are above or equal to 7/1 close (21 days ago), 73.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.7% new highs, 38.2% new lows
21d: 2.7% new highs, 37.9% new lows
42d: 2.0% new highs, 23.5% new lows
63d: 1.6% new highs, 13.4% new lows
126d: 1.4% new highs, 5.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 6.4% above, 93.6% below
3-day: 9.3% above, 90.7% below
4-day: 13.5% above, 86.5% below
5-day: 14.9% above, 85.1% below
8-day: 19.8% above, 80.2% below
10-day: 22.3% above, 77.7% below
20-day: 27.4% above, 72.6% below
50-day: 38.5% above, 61.5% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 1:31 pm ET)
REAL(77): -1.10% Top=MPW AGNC SRC VTR UDR GOV HCN PDM ….. CBG NRF EQR LHO RLJ HST DRH EJ=Bottom (Real Estate)
TRAN(27): -1.33% Top=CNW UAL DAL XPO ALK CHRW LUV CNI ….. WERN GLNG JBLU SWFT HA WAB GBX TRN=Bottom (Transportation)
INSU(36): -1.38% Top=ALL FNF WSH UNM PGR VR WRB LNC ….. AFL RDN AHL ORI MET CNO GNW MTG=Bottom (Insurance)
DISV(49): -1.38% Top=SCI WTW CATM RRD HMSY ADT TMH XRS ….. R AAN CAR Z ATHN URI VNTV KBR=Bottom (Diversified Services)
RETA(62): -1.40% Top=SPLS KSS SBH JCP DSW RAD COST TJX ….. RH CAB SHLD AMZN TFM DKS BBY DANG=Bottom (Retail & Specialty Retail)
LEIS(29): -1.44% Top=DRI PNK CCL BLMN SEAS CMG MAR MGM ….. DNKN DPZ QUNR RCL EXPE MPEL PNRA YUM=Bottom (Leisure)
CONS(59): -1.55% Top=NWL AVP FBHS WHR TUP SCSS TPX COH ….. HBI NUS CL UA HAR PAY SHOO KS=Bottom (Consumer)
COHW(45): -1.57% Top=TMUS COMM INFN WIN JDSU CCI RKUS JNPR ….. UBNT PANW BRCD PLCM SSYS BBRY SYNA GOGO=Bottom (Computer Hardware/Telecom)
MATE(30): -1.64% Top=MTZ DAR RYN RSG DHI WM CVA AWI ….. MDC MDR PHM VMC SPF EXP PWR RYL=Bottom (Materials & Construction)
CHEM(29): -1.84% Top=MEOH PX AGU MON GPRE CHMT CF WLK ….. AXLL GRA ASH FMC EMN OLN POL ALB=Bottom (Chemicals/Fertilizers)
FINA(88): -1.86% Top=SLM FRC HBAN TD ZION ARMK CBOE HCBK ….. OZRK WDR WETF JNS LM KKR GGAL OCN=Bottom (Banks/Financials)
HEAL(55): -1.88% Top=HOLX ESC DVA SYK BCR ESRX NUVA VAR ….. ACHC IRWD AET CYH HNT DXCM ZLTQ MOH=Bottom (Health)
ENER(119): -1.91% Top=MPC TSO WLL APA HOS VLO HFC HK ….. UPL RSPP HP GDP MUR CJES BAS PVA=Bottom (Energy)
META(25): -1.96% Top=CLD CLF AUY SCCO X GG STLD TCK ….. NEM PAAS CNX SLCA CMC RGLD SWC AEM=Bottom (Metals & Mining)
ELEC(58): -2.24% Top=LRCX GRMN BRCM INVN ENTG SANM KLAC IPGP ….. SPWR CSIQ SUNE TQNT MU RFMD AMKR CODE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -2.29% Top=UIS GRPN EQIX BIDU WBMD MSFT RHT ORCL ….. TRIP DATA DWRE SPLK NOW NQ YELP MDAS=Bottom (Computer Software/Internet)
MANU(41): -2.37% Top=ATU DE DHR DOV ROK ITT AGCO JOY ….. KMT GNRC TEX JKS TKR PNR BGC DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:31 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:35 pm ET
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

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

COMPARED TO YESTERDAY’S RANGE
2.5% of stocks are above yesterday’s high.
5.7% are above yesterday’s midpoint. (94.3% are below.)
76.2% are below yesterday’s low.
21.2% are inside yesterday’s range.
8.7% of stocks with today’s high > yesterday’s high. (91.3% less than).
87.0% of stocks with today’s low < yesterday’s low. (13.0% greater than).

EVIDENCE OF INTRADAY TREND
12.9% of stocks are above today’s open. (86.0% are below).
3.6% of stocks are above today’s open and yesterday’s close.
85.1% are below both.
2.5% of stocks opened above yesterday’s high.
6.1% of stocks opened above yesterday’s close. (93.1% opened below yesterday’s close).
41.0% 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.
2.1% are in the top 20%.
10.9% are in the top half. 89.1% of stocks are in the bottom half of today’s range.
61.6% are in the bottom 20%.
31.1% are in the bottom 10%.

GAIN
5.0% of stocks are above yesterday’s close. (95.0% are below.)
0.2% are up 4.5% or more. 6.7% are down 4.5% or more.
0.7% are up 3.5% or more. 12.3% are down 3.5% or more.
19.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.5%…>=80:2.4%…>=50:8.9%…<=20:64.8%…<=10:44.0%…<=5:29.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:23.8%…<=20:7.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:28.3%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.5% above previous 1 highs, 76.2% below previous 1 lows
2.2% above previous 2 highs, 67.1% below previous 2 lows
1.9% above previous 3 highs, 59.1% below previous 3 lows
1.8% above previous 4 highs, 56.2% below previous 4 lows
1.7% above previous 5 highs, 53.6% below previous 5 lows
1.4% above previous 6 highs, 49.8% below previous 6 lows
1.3% above previous 7 highs, 47.2% below previous 7 lows
1.3% above previous 8 highs, 42.7% below previous 8 lows
1.3% above previous 9 highs, 40.7% below previous 9 lows
1.3% above previous 10 highs, 38.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
5.0% are above or equal to 7/30 close (1 days ago), 95.0% are below.
15.3% are above or equal to 7/29 close (2 days ago), 84.7% are below.
18.2% are above or equal to 7/28 close (3 days ago), 81.8% are below.
18.8% are above or equal to 7/25 close (4 days ago), 81.2% are below.
19.0% are above or equal to 7/24 close (5 days ago), 81.0% are below.
22.9% are above or equal to 7/23 close (6 days ago), 77.1% are below.
26.5% are above or equal to 7/22 close (7 days ago), 73.5% are below.
30.4% are above or equal to 7/21 close (8 days ago), 69.6% are below.
29.4% are above or equal to 7/18 close (9 days ago), 70.6% are below.
39.3% are above or equal to 7/17 close (10 days ago), 60.7% are below.
30.9% are above or equal to 7/16 close (11 days ago), 69.1% are below.
32.0% are above or equal to 7/15 close (12 days ago), 68.0% are below.
30.0% are above or equal to 7/14 close (13 days ago), 70.0% are below.
32.2% are above or equal to 7/11 close (14 days ago), 67.8% are below.
33.6% are above or equal to 7/10 close (15 days ago), 66.4% are below.
30.1% are above or equal to 7/9 close (16 days ago), 69.9% are below.
32.3% are above or equal to 7/8 close (17 days ago), 67.7% are below.
27.2% are above or equal to 7/7 close (18 days ago), 72.8% are below.
23.9% are above or equal to 7/3 close (19 days ago), 76.1% are below.
25.5% are above or equal to 7/2 close (20 days ago), 74.5% are below.
25.5% are above or equal to 7/1 close (21 days ago), 74.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 37.6% new lows
21d: 2.6% new highs, 37.3% new lows
42d: 2.0% new highs, 23.1% new lows
63d: 1.7% new highs, 13.0% new lows
126d: 1.4% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 4.4% above, 95.6% below
3-day: 7.5% above, 92.5% below
4-day: 11.8% above, 88.2% below
5-day: 13.1% above, 86.9% below
8-day: 16.6% above, 83.4% below
10-day: 19.9% above, 80.1% below
20-day: 25.6% above, 74.4% below
50-day: 36.7% above, 63.3% below
200-day: 58.2% above, 41.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 12:35 pm ET)
REAL(77): -1.00% Top=MPW AGNC VTR HCN DRE GOV PDM GLPI ….. EQR EXR CBG RLJ DRH HST NRF EJ=Bottom (Real Estate)
INSU(36): -1.55% Top=ALL WSH FNF PGR UNM WRB AWH HIG ….. PRU RDN AHL ORI MET CNO MTG GNW=Bottom (Insurance)
DISV(49): -1.64% Top=SCI WTW CATM HMSY RRD WOOF GEO URS ….. Z AL ATHN CAR URI VNTV ALLE KBR=Bottom (Diversified Services)
LEIS(29): -1.66% Top=DRI PNK CCL BLMN BYI SIX MCD EAT ….. DPZ WEN RCL MPEL QUNR EXPE PNRA YUM=Bottom (Leisure)
TRAN(27): -1.69% Top=CNW CHRW EXPD DAL ALK JBHT CNI UAL ….. KSU SAVE WAB JBLU AAL HA GBX TRN=Bottom (Transportation)
RETA(62): -1.69% Top=SPLS JCP KSS COST ROST TJX DLTR SBH ….. RH SFM WAG WFM DKS TFM DANG BBY=Bottom (Retail & Specialty Retail)
CONS(59): -1.74% Top=AVP NWL FBHS TUP WHR TPX ECL PG ….. NUS CL SKX HAR PAY UA SHOO KS=Bottom (Consumer)
COHW(45): -1.79% Top=TMUS COMM WIN JDSU INFN BCE CCI RKUS ….. LVLT BRCD UBNT PANW SSYS GOGO SYNA BBRY=Bottom (Computer Hardware/Telecom)
FINA(88): -1.93% Top=SLM ARMK FRC HCBK HBAN VLY MTB ZION ….. WDR FNGN JNS WETF LM KKR GGAL OCN=Bottom (Banks/Financials)
MATE(30): -1.96% Top=MTZ DAR RYN RSG WM CVA WY DHI ….. PHM MDC SPF VMC MDR PWR EXP RYL=Bottom (Materials & Construction)
CHEM(29): -2.05% Top=MEOH PX AGU CHMT MON POT WLK SHW ….. ASH FMC RPM HUN EMN OLN POL ALB=Bottom (Chemicals/Fertilizers)
HEAL(55): -2.16% Top=HOLX ESC DVA SYK BCR VAR ESRX ABT ….. WCG CI AET CYH HNT DXCM ZLTQ MOH=Bottom (Health)
META(25): -2.33% Top=AUY CLD CLF X SCCO GG STLD EGO ….. CNX AA CMC RGLD AKS SLCA AEM SWC=Bottom (Metals & Mining)
ENER(118): -2.35% Top=MPC APA HOS TSO COG OXY ATW WLL ….. RSPP UPL GDP MUR HP CJES BAS PVA=Bottom (Energy)
COSW(81): -2.55% Top=UIS EQIX GRPN RHT WBMD ORCL MSFT TRI ….. DWRE DATA SPLK TRIP NOW NQ MDAS YELP=Bottom (Computer Software/Internet)
ELEC(58): -2.64% Top=LRCX GRMN BRCM INVN ENTG KLAC IPGP APH ….. CREE CSIQ SUNE AMKR TQNT MU RFMD CODE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -2.65% Top=DHR DE ATU ROK AGCO GE ITT JOY ….. GNRC KMT JKS TEX TKR BGC PNR DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:35 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:53 am

Market Stats at 11:52 am ET
by daytrend on 20140731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

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

COMPARED TO YESTERDAY’S RANGE
2.7% of stocks are above yesterday’s high.
5.8% are above yesterday’s midpoint. (94.2% are below.)
73.5% are below yesterday’s low.
23.7% are inside yesterday’s range.
8.7% of stocks with today’s high > yesterday’s high. (91.3% less than).
84.9% of stocks with today’s low < yesterday’s low. (15.1% greater than).

EVIDENCE OF INTRADAY TREND
14.2% of stocks are above today’s open. (85.2% are below).
3.7% of stocks are above today’s open and yesterday’s close.
84.1% are below both.
2.5% of stocks opened above yesterday’s high.
6.0% of stocks opened above yesterday’s close. (93.1% opened below yesterday’s close).
41.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
11.6% are in the top half. 88.4% of stocks are in the bottom half of today’s range.
63.4% are in the bottom 20%.
47.8% are in the bottom 10%.

GAIN
5.1% of stocks are above yesterday’s close. (94.9% are below.)
0.3% are up 4.5% or more. 6.3% are down 4.5% or more.
0.8% are up 3.5% or more. 11.5% are down 3.5% or more.
21.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:1.8%…>=80:2.9%…>=50:9.6%…<=20:63.0%…<=10:43.6%…<=5:28.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:24.0%…<=20:7.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:28.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.7% above previous 1 highs, 73.5% below previous 1 lows
2.3% above previous 2 highs, 65.5% below previous 2 lows
2.1% above previous 3 highs, 57.5% below previous 3 lows
1.9% above previous 4 highs, 54.3% below previous 4 lows
1.8% above previous 5 highs, 51.6% below previous 5 lows
1.5% above previous 6 highs, 47.8% below previous 6 lows
1.4% above previous 7 highs, 45.3% below previous 7 lows
1.4% above previous 8 highs, 40.0% below previous 8 lows
1.4% above previous 9 highs, 38.0% below previous 9 lows
1.4% above previous 10 highs, 36.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
5.1% are above or equal to 7/30 close (1 days ago), 94.9% are below.
16.0% are above or equal to 7/29 close (2 days ago), 84.0% are below.
18.7% are above or equal to 7/28 close (3 days ago), 81.3% are below.
19.1% are above or equal to 7/25 close (4 days ago), 80.9% are below.
20.1% are above or equal to 7/24 close (5 days ago), 79.9% are below.
23.7% are above or equal to 7/23 close (6 days ago), 76.3% are below.
27.1% are above or equal to 7/22 close (7 days ago), 72.9% are below.
31.9% are above or equal to 7/21 close (8 days ago), 68.1% are below.
30.3% are above or equal to 7/18 close (9 days ago), 69.7% are below.
39.9% are above or equal to 7/17 close (10 days ago), 60.1% are below.
31.5% are above or equal to 7/16 close (11 days ago), 68.5% are below.
33.0% are above or equal to 7/15 close (12 days ago), 67.0% are below.
30.2% are above or equal to 7/14 close (13 days ago), 69.8% are below.
32.5% are above or equal to 7/11 close (14 days ago), 67.5% are below.
33.4% are above or equal to 7/10 close (15 days ago), 66.6% are below.
30.3% are above or equal to 7/9 close (16 days ago), 69.7% are below.
32.5% are above or equal to 7/8 close (17 days ago), 67.5% are below.
27.3% are above or equal to 7/7 close (18 days ago), 72.7% are below.
24.3% are above or equal to 7/3 close (19 days ago), 75.7% are below.
26.4% are above or equal to 7/2 close (20 days ago), 73.6% are below.
26.4% are above or equal to 7/1 close (21 days ago), 73.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 35.2% new lows
21d: 2.6% new highs, 34.6% new lows
42d: 2.0% new highs, 22.1% new lows
63d: 1.6% new highs, 12.5% new lows
126d: 1.4% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 4.8% above, 95.2% below
3-day: 8.1% above, 91.9% below
4-day: 12.1% above, 87.9% below
5-day: 14.0% above, 86.0% below
8-day: 18.2% above, 81.8% below
10-day: 20.3% above, 79.7% below
20-day: 25.8% above, 74.2% below
50-day: 37.4% above, 62.6% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140731 11:52 am ET)
REAL(77): -0.94% Top=MPW DRE GOV DLR PDM HCN AGNC VTR ….. SHO EXR LHO RLJ DRH NRF HST EJ=Bottom (Real Estate)
INSU(36): -1.18% Top=ALL FNF HIG WSH UNM PGR CB AWH ….. BRO AHL RDN CNO ORI MET MTG GNW=Bottom (Insurance)
TRAN(27): -1.47% Top=CNW XPO CHRW EXPD UAL CNI UNP DAL ….. SAVE JBLU WAB GLNG AAL HA GBX TRN=Bottom (Transportation)
CONS(59): -1.55% Top=AVP NWL FBHS WHR TPX TUP ECL PG ….. GPK NUS CL UA HAR PAY SHOO KS=Bottom (Consumer)
COHW(45): -1.56% Top=TMUS COMM WIN JDSU JNPR BCE NTAP CCI ….. PLCM BRCD SSYS PANW UBNT LVLT GOGO SYNA=Bottom (Computer Hardware/Telecom)
DISV(49): -1.62% Top=SCI WTW CATM HMSY RRD WOOF HRB URS ….. AL Z ATHN KBR VNTV URI CAR ALLE=Bottom (Diversified Services)
RETA(62): -1.63% Top=JCP SPLS COST KSS KORS ROST SBH HD ….. NFLX SFM DKS RH DANG WFM TFM BBY=Bottom (Retail & Specialty Retail)
LEIS(29): -1.69% Top=DRI PNK CCL SIX MCD WYNN MAR EAT ….. HOT WEN RCL QUNR MPEL EXPE PNRA YUM=Bottom (Leisure)
CHEM(29): -1.82% Top=MEOH PX AGU CHMT POT MON DD SHW ….. FMC GPRE OLN RPM EMN HUN POL ALB=Bottom (Chemicals/Fertilizers)
FINA(88): -1.89% Top=SLM FRC VLY HCBK ZION ARMK MTB CBOE ….. BX JNS FNGN LM WETF KKR OCN GGAL=Bottom (Banks/Financials)
META(25): -1.92% Top=CLD AUY X SCCO GG CLF EGO BTU ….. CNX SLCA AA AKS CMC RGLD AEM SWC=Bottom (Metals & Mining)
MATE(30): -2.09% Top=RSG MTZ RYN DAR CVA WM WY AWI ….. PHM SPF MDC MTH PWR KBH EXP RYL=Bottom (Materials & Construction)
HEAL(55): -2.11% Top=HOLX ESC DVA SYK BCR VAR NUVA ISRG ….. WLP CI AET CYH DXCM HNT MOH ZLTQ=Bottom (Health)
ENER(119): -2.24% Top=MPC HOS APA TSO OXY WLL ATW CRK ….. MHR NBR MUR PTEN HP BAS CJES PVA=Bottom (Energy)
ELEC(58): -2.41% Top=LRCX GRMN BRCM IPGP INVN ENTG APH GLW ….. CSIQ AMKR CGNX SUNE TQNT RFMD MU CODE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -2.48% Top=GRPN EQIX UIS RHT WBMD CTRX BIDU MSFT ….. TRIP DATA DWRE SPLK NOW NQ MDAS YELP=Bottom (Computer Software/Internet)
MANU(41): -2.52% Top=DE ITT ATU AGCO DOV DHR ROK GE ….. KMT JKS GNRC TEX TKR BGC PNR DDD=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:52 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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