daytrend

02/28/2011

Filed under: Market Stats — daytrend @ 11:17 am

Market Stats at 11:16 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 884.

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

COMPARED TO YESTERDAY’S RANGE
44.9% of stocks are above yesterday’s high.
79.2% are above yesterday’s midpoint.  (20.8% are below.)
5.0% are below yesterday’s low.
50.1% are inside yesterday’s range.
80.3% of stocks with today’s high > yesterday’s high.  (19.7% less than).
10.2% of stocks with today’s low < yesterday’s low.  (89.8% greater than).

EVIDENCE OF INTRADAY TREND
47.3% of stocks are above today’s open.  (50.7% are below).
45.1% of stocks are above today’s open and yesterday’s close.
31.3% are below both.
86.8% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
47.1% are in the top half .  52.9% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN
66.2% of stocks are above breakeven.  (33.8% are below b/e.)
0.7% are up 4.5% or more.  0.2% are down 4.5% or more.
1.6% are up 3.5% or more.  0.9% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:4.0%…>=90:11.7%…>=80:35.1%…>=50:78.1%…<=20:3.7%…<=10:2.3%…<=5:1.1%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:63.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.9% above previous 1 highs, 5.0% below previous 1 lows
41.2% above previous 2 highs, 1.5% below previous 2 lows
30.8% above previous 3 highs, 1.1% below previous 3 lows
16.6% above previous 4 highs, 1.1% below previous 4 lows
10.5% above previous 5 highs, 1.1% below previous 5 lows
9.7% above previous 6 highs, 1.0% below previous 6 lows
9.2% above previous 7 highs, 0.9% below previous 7 lows
8.9% above previous 8 highs, 0.8% below previous 8 lows
8.8% above previous 9 highs, 0.8% below previous 9 lows
8.7% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  14.1% new highs, 0.3% new lows
21d:  14.1% new highs, 0.3% new lows
42d:  12.8% new highs, 0.3% new lows
63d:  12.0% new highs, 0.3% new lows
126d:  11.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  64.7% above, 35.3% below
3-day:  84.0% above, 16.0% below
4-day:  88.3% above, 11.7% below
5-day:  85.1% above, 14.9% below
8-day:  53.6% above, 46.4% below
10-day:  50.2% above, 49.8% below
20-day:  60.3% above, 39.7% below
50-day:  73.9% above, 26.1% below
200-day:  89.3% above, 10.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58):  1.51% Top=NHP CLP SLG AIV BMR CBL EQR BRE ….. NLY IVR DLR HTS HPT HST DFT VTR=Bottom (Real Estate)
META(38):  1.10% Top=CENX SVM PAAS UXG CLD AEM SSRI NUE ….. ACI SWC KGC TIE MCP JRCC PCX ANR=Bottom (Metals & Mining)
HEAL(53):  1.00% Top=HUM LPNT HMA KCI CYH ALGN NXTM MR ….. HRC HOLX SYK EW NUVA CVD AMMD PPDI=Bottom (Health)
CHEM(29):  0.89% Top=POT EMN SMG IPI PPG OLN DOW GGC ….. CYT IFF LZ MON WPZ HUN NLC ASH=Bottom (Chemicals/Fertilizers)
MANU(37):  0.82% Top=JKS ETN X MMM JOYG DRC AGCO TYC ….. AME FLS MHK TEX ROK MTW WPRT PPO=Bottom (Manufacturing)
INSU(38):  0.56% Top=AFL CNO RGA PRU TMK AHL MMC HIG ….. PRE ACE AGO RNR VR UNM GNW AIG=Bottom (Insurance)
MATE(27):  0.55% Top=MTZ PWR MAS EME OC MLM FLR RSG ….. TOL LEN LPX PHM RYL DHI MDC KBH=Bottom (Materials & Construction)
TRAN(27):  0.46% Top=CSX JBHT CNI NSC UNP TRN EXPD TDW ….. CHRW WERN ODFL KNX AAWW GNK OSG JBLU=Bottom (Transportation)
LEIS(27):  0.37% Top=HMIN PENN LVS SBUX CAKE BYD WYNN PNRA ….. JACK GET MAR WYN LTM EXPE HOT PCLN=Bottom (Leisure)
ENER(91):  0.32% Top=BEXP HLX GPOR BPZ RES SGY CVE MRO ….. BHI CRZO WFT GDP CAM OIS ATPG SFY=Bottom (Energy)
RETA(71):  0.20% Top=WAG SIG LOW PIR BID WFMI URBN SPLS ….. RSH NDN AAN AMZN NFLX ANN FDO LINTA=Bottom (Retail & Specialty Retail)
CONS(65):  0.18% Top=LIZ RL NUS PBI SHOO BZ GT ICON ….. NWL UFS MWV TIN ENR IP PAY CSTR=Bottom (Consumer)
COHW(53):  0.17% Top=DELL HPQ LXK BCE AAPL Q QCOM IGT ….. MOTR FTNT SYNA RVBD NIHD INFN APKT SATS=Bottom (Computer Hardware/Telecom)
FINA(78):  0.16% Top=AB KFN EWBC BAM MF IVZ RJF PFG ….. FITB WDR SF FHN KCG JNS KKR HBAN=Bottom (Banks/Financials)
DISV(51):  0.13% Top=MCO SFLY R ACM WU SAI LPS DGIT ….. ULTA SVVS FICO WTW APOL DV LLNW URI=Bottom (Diversified Services)
COSW(66):  -0.03% Top=ARBA QLIK VIT BCSI BMC CVLT BBBB GOOG ….. VMW VRSN CTXS ROVI YOKU FFIV LFT CRM=Bottom (Computer Software/Internet)
ELEC(75):  -0.62% Top=IO JBL AMAT SANM GLW WAT ARMH MOLX ….. LDK PWER TSL WFR TQNT SOL SPRD CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 11:16 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Filed under: Market Stats — daytrend @ 11:01 am

Market Stats at 11:00 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE
46.1% of stocks are above yesterday’s high.
80.3% are above yesterday’s midpoint.  (19.7% are below.)
4.4% are below yesterday’s low.
49.5% are inside yesterday’s range.
80.0% of stocks with today’s high > yesterday’s high.  (20.0% less than).
9.3% of stocks with today’s low < yesterday’s low.  (90.7% greater than).

EVIDENCE OF INTRADAY TREND
48.1% of stocks are above today’s open.  (49.8% are below).
46.4% of stocks are above today’s open and yesterday’s close.
30.6% are below both.
86.8% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.0% of stocks are in the top 10% of today’s range.
24.6% are in the top 20%.
51.6% are in the top half .  48.4% of stocks are in the bottom half of today’s range.
17.1% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN
67.9% of stocks are above breakeven.  (32.1% are below b/e.)
0.7% are up 4.5% or more.  0.1% are down 4.5% or more.
1.1% are up 3.5% or more.  0.7% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.4%…>=90:10.6%…>=80:35.0%…>=50:80.6%…<=20:3.8%…<=10:1.4%…<=5:0.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:64.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:69.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.1% above previous 1 highs, 4.4% below previous 1 lows
42.7% above previous 2 highs, 1.4% below previous 2 lows
32.4% above previous 3 highs, 1.0% below previous 3 lows
18.0% above previous 4 highs, 1.0% below previous 4 lows
11.2% above previous 5 highs, 1.0% below previous 5 lows
10.6% above previous 6 highs, 0.9% below previous 6 lows
9.9% above previous 7 highs, 0.9% below previous 7 lows
9.8% above previous 8 highs, 0.7% below previous 8 lows
9.5% above previous 9 highs, 0.6% below previous 9 lows
9.3% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  14.0% new highs, 0.3% new lows
21d:  14.0% new highs, 0.3% new lows
42d:  12.7% new highs, 0.3% new lows
63d:  12.0% new highs, 0.3% new lows
126d:  11.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  66.1% above, 33.9% below
3-day:  85.3% above, 14.7% below
4-day:  89.0% above, 11.0% below
5-day:  85.1% above, 14.9% below
8-day:  53.8% above, 46.2% below
10-day:  50.2% above, 49.8% below
20-day:  60.3% above, 39.7% below
50-day:  73.9% above, 26.1% below
200-day:  89.3% above, 10.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58):  1.50% Top=NHP BMR SFI CLP AIV SLG DCT CBL ….. NLY HPT HTS IVR DLR DFT HST VTR=Bottom (Real Estate)
HEAL(53):  1.17% Top=HMA LPNT HUM KCI CYH ALGN NXTM MR ….. LNCR HOLX EW NUVA HRC CVD AMMD PPDI=Bottom (Health)
META(38):  0.91% Top=CENX SVM CLD UXG PAAS SSRI NUE AEM ….. SWC WLT KGC JRCC TIE MCP PCX ANR=Bottom (Metals & Mining)
CHEM(29):  0.87% Top=POT OLN SMG EMN GGC DOW CE PPG ….. CF IFF MON LZ NLC WPZ HUN ASH=Bottom (Chemicals/Fertilizers)
INSU(38):  0.82% Top=AFL CNO RGA FNF PRU MBI AHL TMK ….. WRB AIG ACE RDN UNM VR RNR GNW=Bottom (Insurance)
MANU(37):  0.74% Top=JKS ETN X MMM BWC JOYG SPW TYC ….. EMR GTI FLS ROK TEX MTW WPRT PPO=Bottom (Manufacturing)
MATE(27):  0.61% Top=MTZ MAS PWR EME OC SRCL MLM USG ….. FWLT PHM LEN LPX DHI RYL MDC KBH=Bottom (Materials & Construction)
LEIS(27):  0.58% Top=HMIN PENN BYD LVS MPEL WYNN CAKE SBUX ….. MAR JACK CMG WYN LTM EXPE HOT PCLN=Bottom (Leisure)
TRAN(27):  0.56% Top=CSX JBHT CNI NSC AMR ALK UNP LCC ….. LUV WERN KNX ODFL AAWW GNK OSG JBLU=Bottom (Transportation)
FINA(78):  0.36% Top=KFN EWBC AB BAM MF IVZ PFG FSC ….. PNC NDAQ HBAN WDR JEF KCG KKR JNS=Bottom (Banks/Financials)
RETA(71):  0.34% Top=WAG PIR LOW SIG URBN BID COST CPRT ….. RSH NDN AAN AMZN ANN NFLX FDO LINTA=Bottom (Retail & Specialty Retail)
CONS(65):  0.28% Top=LIZ NUS GT GIL BKI PBI AVY CHD ….. CROX PKG MWV UFS ENR IP PAY CSTR=Bottom (Consumer)
DISV(51):  0.23% Top=MCO SFLY ACM LPS R COCO WU SAI ….. CATM DTG FICO APOL DV WTW LLNW URI=Bottom (Diversified Services)
COHW(54):  0.11% Top=DELL HPQ LXK IGT AAPL Q QCOM AMX ….. SYNA CLWR RVBD INFN NIHD FTNT APKT SATS=Bottom (Computer Hardware/Telecom)
COSW(66):  0.03% Top=QLIK ARBA VIT BCSI CVLT BBBB BMC UIS ….. TTWO VRSN FFIV ACOM ROVI YOKU LFT CRM=Bottom (Computer Software/Internet)
ENER(91):  -0.01% Top=BEXP HLX GPOR CVE RES MRO BPZ EXH ….. CRZO RIG CAM DO WFT OIS ATPG SFY=Bottom (Energy)
ELEC(75):  -0.65% Top=IO JBL SANM AMAT ARMH GLW MOLX WAT ….. LDK MRVL WFR SPWRA TSL TQNT CSIQ SOL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 11:00 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Filed under: Market Stats — daytrend @ 10:52 am

Market Stats at 10:51 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE
42.7% of stocks are above yesterday’s high.
77.1% are above yesterday’s midpoint.  (22.9% are below.)
5.5% are below yesterday’s low.
51.8% are inside yesterday’s range.
80.0% of stocks with today’s high > yesterday’s high.  (20.0% less than).
9.0% of stocks with today’s low < yesterday’s low.  (91.0% greater than).

EVIDENCE OF INTRADAY TREND
43.3% of stocks are above today’s open.  (55.0% are below).
42.0% of stocks are above today’s open and yesterday’s close.
34.9% are below both.
86.8% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
17.5% are in the top 20%.
41.9% are in the top half .  58.1% of stocks are in the bottom half of today’s range.
31.6% are in the bottom 20%.
19.3% are in the bottom 10%.

GAIN
63.7% of stocks are above breakeven.  (36.3% are below b/e.)
0.6% are up 4.5% or more.  0.2% are down 4.5% or more.
1.1% are up 3.5% or more.  1.1% are down 3.5% or more.
62.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.1%…>=90:9.0%…>=80:31.2%…>=50:76.6%…<=20:4.0%…<=10:1.7%…<=5:0.9%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:62.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.7% above previous 1 highs, 5.5% below previous 1 lows
39.2% above previous 2 highs, 1.6% below previous 2 lows
29.7% above previous 3 highs, 1.2% below previous 3 lows
15.9% above previous 4 highs, 1.2% below previous 4 lows
9.6% above previous 5 highs, 1.2% below previous 5 lows
9.2% above previous 6 highs, 1.1% below previous 6 lows
8.6% above previous 7 highs, 1.0% below previous 7 lows
8.5% above previous 8 highs, 0.9% below previous 8 lows
8.4% above previous 9 highs, 0.6% below previous 9 lows
8.1% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  13.8% new highs, 0.3% new lows
21d:  13.8% new highs, 0.3% new lows
42d:  12.3% new highs, 0.3% new lows
63d:  11.6% new highs, 0.3% new lows
126d:  11.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  62.5% above, 37.5% below
3-day:  82.9% above, 17.1% below
4-day:  86.9% above, 13.1% below
5-day:  83.2% above, 16.8% below
8-day:  51.3% above, 48.7% below
10-day:  47.8% above, 52.2% below
20-day:  59.4% above, 40.6% below
50-day:  73.8% above, 26.2% below
200-day:  89.2% above, 10.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58):  1.35% Top=NHP BMR AIV CLP SFI SLG MAC SPG ….. LHO HPT DLR HTS IVR DFT HST VTR=Bottom (Real Estate)
HEAL(53):  1.13% Top=HMA LPNT KCI HUM CYH ALGN MR NXTM ….. EW BDX LNCR CVD HRC NUVA AMMD PPDI=Bottom (Health)
CHEM(29):  0.77% Top=POT OLN DOW EMN CE GGC SMG PPG ….. CF MON SOA LZ HUN NLC WPZ ASH=Bottom (Chemicals/Fertilizers)
INSU(38):  0.67% Top=AFL RGA CNO FNF PRU AHL MMC TMK ….. SLF UNM RNR AIG RDN VR AGO GNW=Bottom (Insurance)
META(38):  0.66% Top=CENX SVM CLD SSRI PAAS AEM UXG NUE ….. KGC ACI ICO WLT TIE MCP ANR PCX=Bottom (Metals & Mining)
MANU(37):  0.59% Top=JKS ETN MMM X SPW BWC TYC PH ….. PCP RS FLS ROK TEX WPRT MTW PPO=Bottom (Manufacturing)
TRAN(27):  0.47% Top=CSX CNI JBHT ALK NSC UNP UAL TDW ….. CHRW KNX WERN ODFL AAWW GNK JBLU OSG=Bottom (Transportation)
LEIS(27):  0.44% Top=HMIN PENN MPEL LVS CAKE SBUX BYD WYNN ….. JACK GET MAR WYN LTM EXPE HOT PCLN=Bottom (Leisure)
MATE(27):  0.39% Top=MTZ MAS PWR EME OC SRCL MLM RSG ….. LEN FWLT PHM RYL LPX DHI MDC KBH=Bottom (Materials & Construction)
FINA(78):  0.26% Top=EWBC KFN AB BAM MF IVZ RJF ARCC ….. JEF HBAN PNC FITB NDAQ KKR KCG JNS=Bottom (Banks/Financials)
RETA(71):  0.24% Top=WAG PIR SIG LOW URBN COST WFMI TLB ….. JWN NDN AAN ANN LINTA FDO AMZN NFLX=Bottom (Retail & Specialty Retail)
DISV(51):  0.17% Top=SFLY MCO LPS R WU ACM COCO GSIC ….. APOL SVVS FICO CATM DV WTW LLNW URI=Bottom (Diversified Services)
CONS(65):  0.14% Top=LIZ BKI NUS GIL PBI CHD KMB CSL ….. UA CTB ENR CROX UFS IP PAY CSTR=Bottom (Consumer)
COHW(54):  -0.07% Top=DELL HPQ LXK AAPL AMX IGT QCOM Q ….. WDC CLWR INFN NIHD RVBD FTNT APKT SATS=Bottom (Computer Hardware/Telecom)
COSW(66):  -0.10% Top=QLIK ARBA VIT BCSI BBBB SAPE UIS CNQR ….. RHT VRSN FFIV ACOM ROVI LFT CRM YOKU=Bottom (Computer Software/Internet)
ENER(91):  -0.31% Top=BEXP GPOR HLX BPZ ETP MRO SWN CVE ….. FTO NOV BHI WFT CAM ATPG OIS SFY=Bottom (Energy)
ELEC(75):  -1.10% Top=JBL IO SANM AMAT GLW WAT TEL GRMN ….. SPRD MRVL SPWRA TQNT LDK TSL CSIQ SOL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:51 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 10:25 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE
48.7% of stocks are above yesterday’s high.
83.3% are above yesterday’s midpoint.  (16.7% are below.)
3.2% are below yesterday’s low.
48.1% are inside yesterday’s range.
78.9% of stocks with today’s high > yesterday’s high.  (21.1% less than).
7.0% of stocks with today’s low < yesterday’s low.  (93.0% greater than).

EVIDENCE OF INTRADAY TREND
49.9% of stocks are above today’s open.  (47.9% are below).
48.8% of stocks are above today’s open and yesterday’s close.
26.2% are below both.
86.8% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.2% of stocks are in the top 10% of today’s range.
27.9% are in the top 20%.
52.3% are in the top half .  47.7% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
13.1% are in the bottom 10%.

GAIN
72.4% of stocks are above breakeven.  (27.6% are below b/e.)
0.7% are up 4.5% or more.  0.1% are down 4.5% or more.
1.0% are up 3.5% or more.  0.6% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.7%…>=90:9.6%…>=80:37.1%…>=50:82.0%…<=20:3.2%…<=10:1.6%…<=5:0.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:65.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:69.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
48.7% above previous 1 highs, 3.2% below previous 1 lows
45.1% above previous 2 highs, 1.4% below previous 2 lows
33.6% above previous 3 highs, 1.0% below previous 3 lows
17.3% above previous 4 highs, 1.0% below previous 4 lows
9.6% above previous 5 highs, 1.0% below previous 5 lows
8.9% above previous 6 highs, 0.9% below previous 6 lows
8.6% above previous 7 highs, 0.9% below previous 7 lows
8.5% above previous 8 highs, 0.7% below previous 8 lows
8.0% above previous 9 highs, 0.5% below previous 9 lows
7.8% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  13.0% new highs, 0.3% new lows
21d:  13.0% new highs, 0.3% new lows
42d:  11.5% new highs, 0.3% new lows
63d:  11.1% new highs, 0.3% new lows
126d:  10.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  70.5% above, 29.5% below
3-day:  87.7% above, 12.3% below
4-day:  89.7% above, 10.3% below
5-day:  86.1% above, 13.9% below
8-day:  56.2% above, 43.8% below
10-day:  51.2% above, 48.8% below
20-day:  62.7% above, 37.3% below
50-day:  74.2% above, 25.8% below
200-day:  89.3% above, 10.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(58):  1.25% Top=NHP CBL SLG AIV SNH SFI PDM PSA ….. NLY CYS LHO IVR HPT HTS HST VTR=Bottom (Real Estate)
HEAL(53):  1.14% Top=HUM HMA LPNT KCI CYH ALGN NXTM MR ….. BDX WCG NUVA HRC CVD KND AMMD PPDI=Bottom (Health)
META(38):  1.10% Top=CENX CLD SVM UXG PAAS SSRI NUE AEM ….. JRCC KGC WLT TIE MCP ACI PCX ANR=Bottom (Metals & Mining)
CHEM(29):  0.93% Top=POT IPI SMG DOW GGC OLN CE CHMT ….. GRA MOS LZ SOA NLC WPZ MON ASH=Bottom (Chemicals/Fertilizers)
MANU(37):  0.84% Top=ETN JKS X MMM KMT BWC SNA AGCO ….. FLS GTI AME MTW ROK TEX WPRT PPO=Bottom (Manufacturing)
MATE(27):  0.80% Top=MTZ MAS OC EME PWR MLM SRCL RSG ….. DHI FLR RYL PHM FWLT MDC KBH LPX=Bottom (Materials & Construction)
INSU(38):  0.73% Top=RGA AFL FNF PRU TMK MMC MET HIG ….. SLF RDN GNW UNM VR RNR AIG AGO=Bottom (Insurance)
LEIS(27):  0.72% Top=MPEL HMIN PENN LVS WYNN SBUX BYD CAKE ….. GET MCD JACK LTM MAR HOT PCLN EXPE=Bottom (Leisure)
TRAN(27):  0.67% Top=UAL CSX UNP AMR NSC ALK JBHT LCC ….. KNX TRN WERN TDW AAWW GNK JBLU OSG=Bottom (Transportation)
FINA(78):  0.49% Top=EWBC AB KFN IVZ BAM BAC RJF PFG ….. CSE JEF NTRS BLK KKR LAZ JNS KCG=Bottom (Banks/Financials)
COHW(54):  0.34% Top=DELL HPQ AAPL Q JDSU WIN FNSR CTL ….. NTAP CLWR FTNT SYNA INFN WDC APKT SATS=Bottom (Computer Hardware/Telecom)
DISV(51):  0.27% Top=SFLY MCO ACM R URS GSIC NTRI DGIT ….. FICO LLNW URI HRB ESI APOL WTW DV=Bottom (Diversified Services)
RETA(71):  0.25% Top=WAG SIG PIR LOW TIF WFMI COST TLB ….. AAN JWN ODP ANN FDO AMZN NFLX LINTA=Bottom (Retail & Specialty Retail)
COSW(66):  0.23% Top=VIT ARBA QLIK BBBB SAPE DRIV BCSI UIS ….. VRSN ERTS FFIV ACOM ROVI YOKU LFT CRM=Bottom (Computer Software/Internet)
CONS(65):  0.20% Top=LIZ BKI GIL NUS WMS RL CHD ICON ….. TIN ENR AVP UFS IP CROX PAY CSTR=Bottom (Consumer)
ELEC(75):  -0.29% Top=JBL AMAT OCLR ARMH SANM GLW IO TEL ….. STP SPRD MRVL TQNT SPWRA SOL CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91):  -0.37% Top=BEXP GPOR MRO HLX CVE BPZ RES HES ….. DO GDP CRZO CVI WNR ATPG OIS SFY=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 10:25 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Filed under: Market Stats — daytrend @ 10:05 am

Market Stats at 10:04 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 884.

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

COMPARED TO YESTERDAY’S RANGE
50.5% of stocks are above yesterday’s high.
86.4% are above yesterday’s midpoint.  (13.6% are below.)
2.1% are below yesterday’s low.
47.4% are inside yesterday’s range.
76.8% of stocks with today’s high > yesterday’s high.  (23.2% less than).
5.2% of stocks with today’s low < yesterday’s low.  (94.8% greater than).

EVIDENCE OF INTRADAY TREND
52.3% of stocks are above today’s open.  (45.7% are below).
49.8% of stocks are above today’s open and yesterday’s close.
21.8% are below both.
86.7% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.1% of stocks are in the top 10% of today’s range.
29.0% are in the top 20%.
53.4% are in the top half .  46.6% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN
75.6% of stocks are above breakeven.  (24.4% are below b/e.)
0.6% are up 4.5% or more.  0.0% are down 4.5% or more.
1.1% are up 3.5% or more.  0.2% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.5%…>=90:10.5%…>=80:37.9%…>=50:85.7%…<=20:2.8%…<=10:1.6%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:66.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:70.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.5% above previous 1 highs, 2.1% below previous 1 lows
45.8% above previous 2 highs, 1.1% below previous 2 lows
34.0% above previous 3 highs, 0.9% below previous 3 lows
17.1% above previous 4 highs, 0.9% below previous 4 lows
9.7% above previous 5 highs, 0.9% below previous 5 lows
8.9% above previous 6 highs, 0.8% below previous 6 lows
8.5% above previous 7 highs, 0.7% below previous 7 lows
8.4% above previous 8 highs, 0.7% below previous 8 lows
7.9% above previous 9 highs, 0.6% below previous 9 lows
7.9% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  12.4% new highs, 0.3% new lows
21d:  12.4% new highs, 0.3% new lows
42d:  11.2% new highs, 0.3% new lows
63d:  10.7% new highs, 0.3% new lows
126d:  10.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  73.4% above, 26.6% below
3-day:  91.5% above, 8.5% below
4-day:  92.0% above, 8.0% below
5-day:  87.1% above, 12.9% below
8-day:  55.5% above, 44.5% below
10-day:  51.4% above, 48.6% below
20-day:  62.7% above, 37.3% below
50-day:  75.2% above, 24.8% below
200-day:  89.0% above, 11.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(38):  1.26% Top=CENX CLD CLF SVM UXG NUE AKS FCX ….. ABX ACI AUY GG KGC ANR PCX NEM=Bottom (Metals & Mining)
CHEM(29):  1.05% Top=POT CE GGC IPI ROC SMG CHMT DOW ….. FMC CYT GRA LZ WPZ MON ASH NLC=Bottom (Chemicals/Fertilizers)
MANU(37):  1.05% Top=JKS X DRC ETN AGCO BWC KMT JOYG ….. TEX MHK EMR AME WPRT PCP ROK PPO=Bottom (Manufacturing)
REAL(58):  1.01% Top=NHP SNH SFI PDM BPO SLG OHI AIV ….. CYS IVR DLR LHO HPT HTS HST VTR=Bottom (Real Estate)
HEAL(53):  0.92% Top=HUM KCI HMA LPNT ALGN CYH NXTM ALR ….. BSX CVD BCR BDX HRC PPDI AMMD KND=Bottom (Health)
MATE(27):  0.87% Top=MTZ OC EME MAS EXP MLM PWR USG ….. WM PHM RYL FWLT TOL MDC KBH LPX=Bottom (Materials & Construction)
LEIS(27):  0.73% Top=LVS BYD WYNN MPEL HMIN PENN LYV SBUX ….. YUM JACK MCD DPZ PCLN MAR HOT EXPE=Bottom (Leisure)
TRAN(27):  0.61% Top=UAL CSX CNI UNP JBHT NSC EXPD ODFL ….. CNW ALK KNX WERN OSG DAL AAWW JBLU=Bottom (Transportation)
INSU(38):  0.51% Top=CNO RGA AFL PRU MET TMK FNF MMC ….. PRE RNR RDN AIZ MTG VR AGO AIG=Bottom (Insurance)
COHW(53):  0.50% Top=DELL JDSU HPQ AAPL ARUN IGT IDCC AMX ….. RVBD APKT CCI SATS WDC NTAP INFN SYNA=Bottom (Computer Hardware/Telecom)
FINA(78):  0.45% Top=EWBC AB BAC BAM TD IVZ KFN ICE ….. PBCT DFS BLK JNS NDAQ LAZ KCG KKR=Bottom (Banks/Financials)
RETA(71):  0.26% Top=SIG WAG LOW WFMI TLB COST AN SKS ….. GPS ANN ARO ODP NFLX AMZN FDO LINTA=Bottom (Retail & Specialty Retail)
ELEC(75):  0.26% Top=OCLR JBL ARMH IO GLW AMAT SWKS SANM ….. WFR TQNT MRVL SPWRA SPRD SOL CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51):  0.24% Top=MCO NTRI ACM URS SFLY RRR R COCO ….. URI MA DTG HRB FICO WTW APOL DV=Bottom (Diversified Services)
COSW(66):  0.21% Top=VIT ARBA BCSI QLIK ANSS SAPE UIS DRIV ….. TTWO ERTS FFIV CTXS ACOM ROVI LFT CRM=Bottom (Computer Software/Internet)
CONS(65):  0.18% Top=BKI LIZ GIL IMAX WMS WHR DAR RL ….. BC ENR PAY AVP TIN DECK FOSL CROX=Bottom (Consumer)
ENER(91):  0.18% Top=BPZ GPOR MRO BEXP SPN EXH SD HLX ….. FTO GMXR ATPG RIG RDC VLO OIS SFY=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 10:04 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 9:53 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 884.

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

COMPARED TO YESTERDAY’S RANGE
41.3% of stocks are above yesterday’s high.
84.3% are above yesterday’s midpoint.  (15.7% are below.)
2.3% are below yesterday’s low.
56.4% are inside yesterday’s range.
75.5% of stocks with today’s high > yesterday’s high.  (24.5% less than).
4.4% of stocks with today’s low < yesterday’s low.  (95.6% greater than).

EVIDENCE OF INTRADAY TREND
40.3% of stocks are above today’s open.  (57.5% are below).
38.2% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
86.8% of stocks opened above yesterday’s close.  (10.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.1% of stocks are in the top 10% of today’s range.
10.6% are in the top 20%.
35.4% are in the top half .  64.6% of stocks are in the bottom half of today’s range.
36.1% are in the bottom 20%.
21.6% are in the bottom 10%.

GAIN
68.9% of stocks are above breakeven.  (31.1% are below b/e.)
0.5% are up 4.5% or more.  0.1% are down 4.5% or more.
0.8% are up 3.5% or more.  0.1% are down 3.5% or more.
78.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.7%…>=90:10.0%…>=80:31.3%…>=50:82.5%…<=20:3.7%…<=10:1.6%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:63.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.3% above previous 1 highs, 2.3% below previous 1 lows
37.7% above previous 2 highs, 1.0% below previous 2 lows
27.9% above previous 3 highs, 0.8% below previous 3 lows
14.1% above previous 4 highs, 0.8% below previous 4 lows
9.0% above previous 5 highs, 0.8% below previous 5 lows
8.4% above previous 6 highs, 0.7% below previous 6 lows
8.0% above previous 7 highs, 0.6% below previous 7 lows
7.7% above previous 8 highs, 0.5% below previous 8 lows
7.4% above previous 9 highs, 0.3% below previous 9 lows
7.4% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  11.5% new highs, 0.3% new lows
21d:  11.5% new highs, 0.3% new lows
42d:  10.3% new highs, 0.3% new lows
63d:  9.8% new highs, 0.3% new lows
126d:  9.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  67.6% above, 32.4% below
3-day:  89.4% above, 10.6% below
4-day:  90.3% above, 9.7% below
5-day:  84.6% above, 15.4% below
8-day:  51.9% above, 48.1% below
10-day:  48.8% above, 51.2% below
20-day:  60.2% above, 39.8% below
50-day:  73.2% above, 26.8% below
200-day:  88.7% above, 11.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(38):  0.91% Top=CENX SVM CLF ICO NUE CLD IAG AA ….. ABX AUY GG ATI KGC PCX ANR NEM=Bottom (Metals & Mining)
HEAL(53):  0.86% Top=HUM KCI HMA LPNT CYH ALGN MR CVH ….. NUVA BSX CVD PPDI HRC BCR AMMD KND=Bottom (Health)
REAL(58):  0.82% Top=NHP PDM OHI PSA SNH DCT SFI CLP ….. IVR WRI DLR HST LHO HTS HPT VTR=Bottom (Real Estate)
MANU(37):  0.60% Top=DRC ETN X JKS AGCO MMM ITW SPW ….. EMR TEX AME MHK PCP WPRT ROK PPO=Bottom (Manufacturing)
MATE(27):  0.58% Top=MTZ MAS EXP OC EME USG SHAW RSG ….. FWLT VAL RYL PHM FLR MDC KBH LPX=Bottom (Materials & Construction)
CHEM(29):  0.53% Top=POT CE GGC ROC CHMT SMG IPI SOA ….. CF FMC PX CYT ASH NLC MON HUN=Bottom (Chemicals/Fertilizers)
LEIS(27):  0.45% Top=LVS WYNN BYD MPEL PENN EAT CCL DRI ….. BYI CAKE LTM JACK MAR PCLN HOT EXPE=Bottom (Leisure)
FINA(78):  0.35% Top=EWBC ICE AB BAM BAC MF IVZ TD ….. JNS NYX DFS BLK FHN KKR NDAQ LAZ=Bottom (Banks/Financials)
COHW(53):  0.34% Top=JDSU DELL AAPL HPQ BRCD AMX FNSR BCE ….. INFN FTNT CCI LEAP NTAP SYNA WDC SATS=Bottom (Computer Hardware/Telecom)
ENER(91):  0.33% Top=GPOR BPZ HLX MRO BEXP PDS EXH RRC ….. NE DO ESV ATW OIS RIG RDC SFY=Bottom (Energy)
TRAN(27):  0.25% Top=JBHT CSX EXPD CNI UNP NSC OSG ODFL ….. LUV WERN GNK DAL TRN AAWW ALK JBLU=Bottom (Transportation)
INSU(38):  0.23% Top=CNO RGA AFL MET FNF MMC PRU TMK ….. RDN PRE RNR AIG WRB ACE VR MTG=Bottom (Insurance)
COSW(66):  0.19% Top=VIT ARBA YOKU BCSI QLIK SAPE UIS AKAM ….. MDAS VRSN ERTS ACOM CTXS LFT ROVI CRM=Bottom (Computer Software/Internet)
ELEC(75):  0.11% Top=JBL OCLR ARMH IO GLW OVTI SOLR SWKS ….. FSLR TQNT LDK IPGP SPWRA SOL CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(65):  0.03% Top=BKI LIZ DAR GIL PBI ICON NUS SHOO ….. JAH ENR VFC PKG CROX SKX PAY IP=Bottom (Consumer)
DISV(51):  0.01% Top=MCO ACM NTRI COCO CATM RRR GPRO RRD ….. DTG CAR FICO WTW APOL URI DV HRB=Bottom (Diversified Services)
RETA(71):  -0.04% Top=SIG WAG WFMI ORLY COST TLB PIR TIF ….. OMX ARO AMZN GPS NFLX LINTA FDO ANN=Bottom (Retail & Specialty Retail)

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 9:53 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 9:34 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 881.

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

COMPARED TO YESTERDAY’S RANGE
52.6% of stocks are above yesterday’s high.
90.7% are above yesterday’s midpoint.  (9.3% are below.)
1.1% are below yesterday’s low.
46.3% are inside yesterday’s range.
68.2% of stocks with today’s high > yesterday’s high.  (31.8% less than).
2.5% of stocks with today’s low < yesterday’s low.  (97.5% greater than).

EVIDENCE OF INTRADAY TREND
56.1% of stocks are above today’s open.  (40.6% are below).
53.6% of stocks are above today’s open and yesterday’s close.
11.1% are below both.
86.9% of stocks opened above yesterday’s close.  (10.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.8% of stocks are in the top 10% of today’s range.
38.1% are in the top 20%.
65.2% are in the top half .  34.8% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN
86.4% of stocks are above breakeven.  (13.6% are below b/e.)
0.5% are up 4.5% or more.  0.1% are down 4.5% or more.
1.1% are up 3.5% or more.  0.2% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.7%…>=90:11.9%…>=80:37.2%…>=50:89.7%…<=20:1.8%…<=10:1.1%…<=5:0.2%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:66.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:70.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.6% above previous 1 highs, 1.1% below previous 1 lows
47.0% above previous 2 highs, 0.6% below previous 2 lows
34.6% above previous 3 highs, 0.5% below previous 3 lows
17.6% above previous 4 highs, 0.5% below previous 4 lows
10.3% above previous 5 highs, 0.5% below previous 5 lows
9.9% above previous 6 highs, 0.5% below previous 6 lows
9.5% above previous 7 highs, 0.3% below previous 7 lows
9.2% above previous 8 highs, 0.3% below previous 8 lows
9.0% above previous 9 highs, 0.3% below previous 9 lows
9.0% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  10.0% new highs, 0.1% new lows
21d:  10.0% new highs, 0.1% new lows
42d:  8.6% new highs, 0.1% new lows
63d:  8.2% new highs, 0.1% new lows
126d:  7.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  85.4% above, 14.6% below
3-day:  93.2% above, 6.8% below
4-day:  93.0% above, 7.0% below
5-day:  89.1% above, 10.9% below
8-day:  57.7% above, 42.3% below
10-day:  52.7% above, 47.3% below
20-day:  62.1% above, 37.9% below
50-day:  74.6% above, 25.4% below
200-day:  89.0% above, 11.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(38):  1.19% Top=CENX ICO CMC CRS STLD PCX JRCC PAAS ….. ANR AUY AEM RGLD GG KGC NEM TIE=Bottom (Metals & Mining)
MANU(37):  0.99% Top=JKS DRC JOYG RS AGCO X WPRT MMM ….. MHK SWK ATU PCP AME TEX EMR PPO=Bottom (Manufacturing)
CHEM(29):  0.95% Top=CE POT IPI MOS GGC CF SOA DOW ….. IFF CHMT HUN CYT PX MON EMN WPZ=Bottom (Chemicals/Fertilizers)
MATE(27):  0.91% Top=MDR EME USG OC LPX MTZ MAS RYL ….. EXP RSG VMC WM SRCL VAL KBH PWR=Bottom (Materials & Construction)
TRAN(26):  0.88% Top=OSG JBHT EXPD ALK UAL CSX FDX AMR ….. CNW DAL KNX TDW JBLU UPS WERN AAWW=Bottom (Transportation)
ENER(90):  0.88% Top=BEXP WNR HLX GMXR CLR SD BPZ TSO ….. NE DO CVE ATW RIG ATPG RDC SFY=Bottom (Energy)
HEAL(53):  0.85% Top=HUM LPNT HMA KCI MR ALGN ALR UHS ….. KND HRC ESRX PPDI CFN BDX AMMD BCR=Bottom (Health)
REAL(58):  0.74% Top=NHP OHI SFI MAC SLG CXW CBG SPG ….. DDR IVR HST GGP NLY AVB WRI VTR=Bottom (Real Estate)
ELEC(74):  0.72% Top=SOLR ARMH OVTI SWKS ENTR OCLR IO MIPS ….. LSI CSIQ SPWRA WFR FSLR MRVL TSL IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27):  0.59% Top=BYD LVS WYNN MGM CMG CCL CAKE SBUX ….. LYV DPZ BYI MCD PCLN HOT MAR EXPE=Bottom (Leisure)
COHW(54):  0.48% Top=JDSU FNSR STEC PANL AAPL CIEN ARUN ARRS ….. INFN NTAP TWTC PLCM TLAB SYNA SATS WDC=Bottom (Computer Hardware/Telecom)
FINA(78):  0.48% Top=ICE BAM ACAS AB CSE TD JNS ADS ….. KKR LAZ DFS KCG SIVB NYX FHN BLK=Bottom (Banks/Financials)
COSW(66):  0.47% Top=YOKU BCSI SINA BIDU ARBA ANSS UIS SOHU ….. YHOO ERTS VIT BBBB VRSN MDRX ADSK CRM=Bottom (Computer Software/Internet)
CONS(65):  0.47% Top=BKI DAR LIZ ICON LULU GIL CTB PVH ….. FOSL ECL IP HBI AVP VFC TPX SKX=Bottom (Consumer)
DISV(51):  0.39% Top=CATM ESI URI COCO MCO GSIC KBR MELI ….. FICO FIS LPS ATHN RCII APOL LLNW HRB=Bottom (Diversified Services)
RETA(70):  0.26% Top=SIG ORLY TLB WAG IACI TSCO M PSS ….. OMX SHLD GPS AMZN LINTA HSNI FDO ANN=Bottom (Retail & Specialty Retail)
INSU(38):  0.25% Top=CNO RDN MTG AFL FNF LNC RGA GNW ….. BRO RNR TRV WRB TRH ACE VR AIG=Bottom (Insurance)

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 9:34 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

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

PRE – Market Stats at 8:59 am ET
by daytrend on 20110228.  See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 477.

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

COMPARED TO YESTERDAY’S RANGE
31.0% of stocks are above yesterday’s high.
80.7% are above yesterday’s midpoint.  (19.3% are below.)
2.1% are below yesterday’s low.
66.9% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high.  (69.0% less than).
2.1% of stocks with today’s low < yesterday’s low.  (97.9% 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.
60.0% of stocks opened above yesterday’s close.  (40.0% opened below yesterday’s close).

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
60.0% of stocks are above breakeven.  (40.0% are below b/e.)
0.8% are up 4.5% or more.  0.2% are down 4.5% or more.
1.0% are up 3.5% or more.  0.2% are down 3.5% or more.
77.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.6%…>=90:10.3%…>=80:27.7%…>=50:75.7%…<=20:4.2%…<=10:1.9%…<=5:0.4%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:61.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:65.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.0% above previous 1 highs, 2.1% below previous 1 lows
28.3% above previous 2 highs, 1.0% below previous 2 lows
22.2% above previous 3 highs, 0.8% below previous 3 lows
13.4% above previous 4 highs, 0.8% below previous 4 lows
8.0% above previous 5 highs, 0.8% below previous 5 lows
7.5% above previous 6 highs, 0.6% below previous 6 lows
7.3% above previous 7 highs, 0.4% below previous 7 lows
7.3% above previous 8 highs, 0.4% below previous 8 lows
7.1% above previous 9 highs, 0.4% below previous 9 lows
7.1% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  6.5% new highs, 0.0% new lows
21d:  6.5% new highs, 0.0% new lows
42d:  5.5% new highs, 0.0% new lows
63d:  5.0% new highs, 0.0% new lows
126d:  4.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  60.0% above, 40.0% below
3-day:  88.7% above, 11.3% below
4-day:  86.6% above, 13.4% below
5-day:  80.3% above, 19.7% below
8-day:  49.5% above, 50.5% below
10-day:  48.0% above, 52.0% below
20-day:  58.3% above, 41.7% below
50-day:  68.3% above, 31.7% below
200-day:  88.3% above, 11.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44):  0.93% Top=SOLR SWKS OVTI TQNT VSEA JBL ARMH MU ….. INTC LLTC ITRI DLB NVLS ISIL SPWRA FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(32):  0.87% Top=SSRI ICO NUE CLD PAAS JRCC FCX CLF ….. STLD SVM NEM SWC TIE CRS CENX ATI=Bottom (Metals & Mining)
TRAN(18):  0.82% Top=LUV UAL UPS AMR FDX JBLU KNX LCC ….. CNI NSC CSX TRN LSTR TDW UNP KSU=Bottom (Transportation)
MANU(20):  0.79% Top=JKS JOYG MMM DE CAT X MTW ETN ….. ITW PCP AGCO EMR RS GGG KMT ATU=Bottom (Manufacturing)
CHEM(15):  0.66% Top=POT SMG MOS IPI AGU DOW EMN FMC ….. FMC OLN PX CHMT HUN WPZ CE NLC=Bottom (Chemicals/Fertilizers)
ENER(68):  0.46% Top=WTI GMXR BPZ BEXP INT NBR UPL FTO ….. CVE CAM DNR NXY BRY ERF RDC SPN=Bottom (Energy)
COSW(28):  0.39% Top=MDAS YOKU ATVI VMW CTXS BIDU BCSI CTSH ….. YHOO RAX INFA RHT TIBX ERTS CDNS VIT=Bottom (Computer Software/Internet)
REAL(21):  0.39% Top=NHP CBL SNH HCN HCP SFI CYS NLY ….. UDR CBG AVB DRE EQR O PSA VTR=Bottom (Real Estate)
MATE(13):  0.37% Top=PHM MDR LEN LPX FWLT USG OC TOL ….. USG OC TOL WM RSG EXP PWR DHI=Bottom (Materials & Construction)
COHW(37):  0.32% Top=FNSR ARUN RVBD JDSU AAPL CIEN BRCD RIMM ….. RCI WDC Q IGT AMX IDCC PCS CLWR=Bottom (Computer Hardware/Telecom)
HEAL(26):  0.24% Top=ALR HUM HMA MAKO HOLX EW BSX HS ….. STJ CVH SYK BDX MR UHS PPDI NXTM=Bottom (Health)
FINA(37):  0.07% Top=CBOE FITB ACAS HCBK WFC BAC BK JPM ….. BAM SLM ICE NDAQ JEF NTRS AMTD EWBC=Bottom (Banks/Financials)
LEIS(17):  0.06% Top=CCL WYNN LVS MGM SBUX PCLN MCD PENN ….. PNRA CMG DRI MAR DPZ JACK MPEL HMIN=Bottom (Leisure)
CONS(24):  0.04% Top=CROX LULU WHR UA GT VFC CLX PG ….. GIL TUP OI SEE XRX FOSL HAS ECL=Bottom (Consumer)
DISV(19):  -0.02% Top=JEC NTRI WU MELI V MYGN RBA MA ….. MAN DV RHI KBR URS HRB LLNW WOOF=Bottom (Diversified Services)
INSU(20):  -0.11% Top=MBI LNC MET AFL HIG PRU ALL L ….. PRE UNM BRO HCC WRB AIG FNF MTG=Bottom (Insurance)
RETA(38):  -0.16% Top=SIG EBAY LOW NFLX CVS WMT RSH TLB ….. WSM ANF GES JWN SVU FDO SHLD AMZN=Bottom (Retail & Specialty Retail)

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 8:59 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

02/25/2011

Persistence Lists, ProMomo, Momo, Sectors, and Related Prep Tools 2/25/2011

Filed under: Persistence Lists - Daily — daytrend @ 4:11 pm

Where are the Persistence UP and DOWN Lists?  In the Excel file below.   Post from 1/23

What are the SectorsUP and SectorsDOWN tools?  Post from 1/31

What is the ListBuilder?  Post from 2/14

New Feature:  The ListBuilder now adds Data for each of your stocks captured in the ProMomo tools.

What are the Momo and ProMomo Tools?  Momo post from 2/14

Today’s Excel file:  DaytrendTools_20110225.xls

If you are having trouble with any part of this, or have questions, please contact me.  daytrend at gmail.

To get the most from these tools, you will need a Windows machine with Excel macros enabled.  Most traders will find the ListBuilder useful and it requires macros.  The Sectors tool also requires macros for ease of use.  Without macros, you will be able to see all the data.  Macros on a Mac, even versions that claim to run VBA, do not work correctly.

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

Closing Stats
by daytrend on 20110225.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 888.

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

COMPARED TO YESTERDAY’S RANGE
63.4% of stocks are above yesterday’s high.
90.7% are above yesterday’s midpoint.  (9.3% are below.)
1.9% are below yesterday’s low.
34.7% are inside yesterday’s range.
80.1% of stocks with today’s high > yesterday’s high.  (19.9% less than).
5.9% of stocks with today’s low < yesterday’s low.  (94.1% greater than).

EVIDENCE OF INTRADAY TREND
83.3% of stocks are above today’s open.  (15.7% are below).
82.9% of stocks are above today’s open and yesterday’s close.
8.2% are below both.
91.9% of stocks opened above yesterday’s close.  (6.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.7% of stocks are in the top 10% of today’s range.
53.5% are in the top 20%.
82.5% are in the top half .  17.5% of stocks are in the bottom half of today’s range.
4.5% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
91.3% of stocks are above breakeven.  (8.7% are below b/e.)
6.8% are up 4.5% or more.  0.8% are down 4.5% or more.
14.2% are up 3.5% or more.  1.0% are down 3.5% or more.
22.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.7%…>=90:7.3%…>=80:21.3%…>=50:80.6%…<=20:4.8%…<=10:2.8%…<=5:1.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:58.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:65.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
63.4% above previous 1 highs, 1.9% below previous 1 lows
38.7% above previous 2 highs, 1.4% below previous 2 lows
17.1% above previous 3 highs, 1.1% below previous 3 lows
9.9% above previous 4 highs, 1.1% below previous 4 lows
9.5% above previous 5 highs, 1.1% below previous 5 lows
9.1% above previous 6 highs, 1.0% below previous 6 lows
9.0% above previous 7 highs, 1.0% below previous 7 lows
8.7% above previous 8 highs, 1.0% below previous 8 lows
8.7% above previous 9 highs, 1.0% below previous 9 lows
8.4% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  9.2% new highs, 1.5% new lows
21d:  9.2% new highs, 1.5% new lows
42d:  8.2% new highs, 1.2% new lows
63d:  7.8% new highs, 1.2% new lows
126d:  6.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  91.1% above, 8.9% below
3-day:  90.0% above, 10.0% below
4-day:  82.5% above, 17.5% below
5-day:  61.8% above, 38.2% below
8-day:  42.6% above, 57.4% below
10-day:  42.6% above, 57.4% below
20-day:  58.6% above, 41.4% below
50-day:  71.1% above, 28.9% below
200-day:  88.4% above, 11.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91):  3.39% Top=SD GMXR FTO HOC INT ATPG KEG RDC ….. EPD EPB CVX COP ALY XOM ERF SFY=Bottom (Energy)
ELEC(77):  2.52% Top=OVTI IPGP ARMH SMTC MRVL NETL WFR ALTR ….. GLW CSIQ SOL LDK STP SPWRA TSL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(58):  1.92% Top=AIV SFI LHO MAC OHI DCT SLG DLR ….. BMR CBL IVR CYS MFA BDN NLY JOE=Bottom (Real Estate)
HEAL(54):  1.91% Top=PRXL CYH HLS BKD ALGN LPNT PPDI HMA ….. TMO HNT MASI EMS THOR HUM UNH AET=Bottom (Health)
COHW(54):  1.90% Top=CLWR PANL APKT SATS STEC PCS FNSR CIEN ….. BRCD MMI Q DELL RIMM LXK MOTR TKLC=Bottom (Computer Hardware/Telecom)
COSW(65):  1.89% Top=YOKU QLIK ADSK SINA CTXS ADBE TTWO INFA ….. SOHU BBBB MSCI GOOG LFT AKAM MSFT DRIV=Bottom (Computer Software/Internet)
META(38):  1.86% Top=SWC IAG GSM SVM GG PAAS MCP BTU ….. AEM CMC NUE NEM STLD JRCC AKS CLD=Bottom (Metals & Mining)
MATE(28):  1.83% Top=VMC MAS LPX EME MTZ RYL EXP LUK ….. FAST FWLT CVA FLR RSG OC PHM WM=Bottom (Materials & Construction)
MANU(37):  1.77% Top=DRC MTW PPO JKS WPRT MHK SNA AME ….. DOV ITW JOYG MMM TYC FLS X GTI=Bottom (Manufacturing)
LEIS(27):  1.69% Top=BYD GET MGM EAT HMIN HOT WYN LVS ….. PNRA LYV DRI MPEL PCLN EXPE LTM MCD=Bottom (Leisure)
FINA(78):  1.68% Top=CBOE EWBC MF SEIC WFC IVZ SF WBS ….. USB EV AXP BBT NYX CSE FSC COF=Bottom (Banks/Financials)
TRAN(27):  1.48% Top=TRN OSG CNW TDW KSU GNK WERN LSTR ….. UNP AAWW LUV FDX DAL UPS EXPD UAL=Bottom (Transportation)
CONS(66):  1.40% Top=LIZ ICON BC FOSL TPX BKI LZB HAR ….. WMS DAR VFC PG IMAX DECK CROX CSTR=Bottom (Consumer)
RETA(72):  1.39% Top=ODP CAB TLB PSS PETM KMX MW AAN ….. SWY DLTR KR WMT KSS DDS NFLX DG=Bottom (Retail & Specialty Retail)
DISV(49):  1.08% Top=RRR URI MCO DGIT SCI ULTA FICO WU ….. SBAC IT MYGN GSIC MELI WTW LLNW NTRI=Bottom (Diversified Services)
INSU(38):  1.06% Top=MBI RGA CNO ORI HIG AIZ LNC VR ….. MTG RNR TRV AHL L RDN AIG AGO=Bottom (Insurance)
CHEM(29):  -0.06% Top=ROC CF HUN IPI MOS AGU CE SMG ….. OLN FMC SIAL PX APD CHMT WPZ POT=Bottom (Chemicals/Fertilizers)

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 http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

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