daytrend

03/31/2011

Persistence Lists, ProMomo, and Related Trader Prep Tools 3/31/2011

Filed under: Persistence Lists - Daily — daytrend @ 3:08 pm

The Excel file you came for:    DaytrendTools_20110331.xls

If ur using ProMomoUP or MomoUP, suggested start dates: 3/17, 3/11, 3/2, 2/24, 1/31

If ur using ProMomoDOWN or MomoDOWN, suggested start dates: 3/10, 3/7, 3/1, 2/22

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

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

What is the ListBuilder?  Post from 2/14

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

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 @ 3:00 pm

Closing Stats
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE
31.1% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint.  (39.6% are below.)
15.3% are below yesterday’s low.
53.5% are inside yesterday’s range.
56.2% of stocks with today’s high > yesterday’s high.  (43.8% less than).
36.6% of stocks with today’s low < yesterday’s low.  (63.4% greater than).

EVIDENCE OF INTRADAY TREND
57.1% of stocks are above today’s open.  (41.4% are below).
49.1% of stocks are above today’s open and yesterday’s close.
37.8% are below both.
34.3% of stocks opened above yesterday’s close.  (60.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
25.5% are in the top 20%.
55.4% are in the top half .  44.6% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN
54.3% of stocks are above breakeven.  (45.7% are below b/e.)
0.9% are up 4.5% or more.  0.5% are down 4.5% or more.
2.1% are up 3.5% or more.  1.5% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:22.0%…>=90:34.7%…>=80:47.7%…>=50:72.8%…<=20:6.6%…<=10:3.1%…<=5:1.8%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:4.0%…>=50:81.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:77.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.1% above previous 1 highs, 15.3% below previous 1 lows
30.3% above previous 2 highs, 5.5% below previous 2 lows
27.3% above previous 3 highs, 5.1% below previous 3 lows
25.4% above previous 4 highs, 4.7% below previous 4 lows
24.7% above previous 5 highs, 3.4% below previous 5 lows
24.4% above previous 6 highs, 1.8% below previous 6 lows
24.1% above previous 7 highs, 1.7% below previous 7 lows
23.3% above previous 8 highs, 1.5% below previous 8 lows
22.8% above previous 9 highs, 1.1% below previous 9 lows
22.3% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  26.7% new highs, 0.9% new lows
21d:  26.5% new highs, 0.9% new lows
42d:  16.1% new highs, 0.8% new lows
63d:  15.1% new highs, 0.7% new lows
126d:  14.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  53.0% above, 47.0% below
3-day:  67.4% above, 32.6% below
4-day:  75.9% above, 24.1% below
5-day:  76.1% above, 23.9% below
8-day:  82.0% above, 18.0% below
10-day:  84.7% above, 15.3% below
20-day:  81.1% above, 18.9% below
50-day:  68.6% above, 31.4% below
200-day:  87.2% above, 12.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(63):  0.62% Top=WRI AIV DCT FCH GGP AVB UDR OFC ….. CWH NLY DDR EXR LHO NCT CBG DEI=Bottom (Real Estate)
DISV(42):  0.60% Top=ACTG WTW LLNW MAN URI FCN RHI CTAS ….. KBR MA V RCII ULTA WU MCO CAR=Bottom (Diversified Services)
MANU(37):  0.50% Top=JOYG DE EMR TKR TEX AGCO PLL AME ….. SWK MTW TYC PCP PPO JKS RS X=Bottom (Manufacturing)
META(42):  0.49% Top=GRS SWC SSRI ICO AEM TIE PCX GSM ….. KGC ANR BTU IAG NUE HSC STLD AKS=Bottom (Metals & Mining)
CHEM(25):  0.45% Top=CF AGU MON IPI DOW POT NLC ROC ….. CE LYB SIAL SOA GGC PPG FTK MOS=Bottom (Chemicals/Fertilizers)
COSW(65):  0.39% Top=ACXM EBIX SYMC SOHU MDAS QLIK INFA TIBX ….. VMW BCSI RHT UIS ROVI NLSN CVLT SWI=Bottom (Computer Software/Internet)
COHW(49):  0.25% Top=FNSR JDSU FTR PANL FTNT CIEN AMX LEAP ….. Q WDC EMC TWTC IGT APKT TLAB MOTR=Bottom (Computer Hardware/Telecom)
TRAN(26):  0.23% Top=GLNG TRN JBHT CNW WERN CHRW CSX KNX ….. UPS JBLU DAL LUV OSG LCC UAL AMR=Bottom (Transportation)
INSU(42):  0.20% Top=RE RNR PRE PTP VR TRH AXS ORI ….. UNM LNC AGO MBI RDN AIG MTG CISG=Bottom (Insurance)
HEAL(48):  0.17% Top=HUM CI DVA XRAY AMMD WCG THOR BAX ….. CYH PPDI EW STJ CFN MR KND BSX=Bottom (Health)
ENER(103):  0.13% Top=HERO OAS SD RDC WTI OIS YPF SGY ….. NBL FTO HOC ATPG EXH CHK VLO TSO=Bottom (Energy)
LEIS(25):  0.07% Top=HMIN DPZ CAKE BYI DRI LTM SBUX PCLN ….. YUM BYD MAR MPEL WYN CCL GET LVS=Bottom (Leisure)
MATE(30):  -0.15% Top=LPX FWLT BIN OC MDU SRCL FAST WM ….. DHI MDC LEN MAS RYL KBH TOL FLR=Bottom (Materials & Construction)
FINA(72):  -0.16% Top=RJF BEN ACAS ASBC ETFC SEIC BLK EFX ….. STI SLM HBAN SCHW AXP EV KKR DFS=Bottom (Banks/Financials)
CONS(57):  -0.16% Top=FOSL MWV ST IP DAR ECL WHR FO ….. WRC DECK NKE UA HBI CROX AVP PAY=Bottom (Consumer)
ELEC(75):  -0.26% Top=CAVM SOL FSLR AYI OCLR MSCC ARMH SANM ….. LSI RFMD CSIQ JBL SOLR SPRD NXPI MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -0.50% Top=BID WSM SIG CVS CHS ANF TSCO AAN ….. PAG LOW CAB TLB URBN RSH BKS KMX=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.
Closing Stats $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:54 pm

Market Stats at 3:53 pm ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE
32.6% of stocks are above yesterday’s high.
62.7% are above yesterday’s midpoint.  (37.3% are below.)
13.7% are below yesterday’s low.
53.7% are inside yesterday’s range.
55.8% of stocks with today’s high > yesterday’s high.  (44.2% less than).
36.3% of stocks with today’s low < yesterday’s low.  (63.7% greater than).

EVIDENCE OF INTRADAY TREND
59.4% of stocks are above today’s open.  (38.8% are below).
50.8% of stocks are above today’s open and yesterday’s close.
35.4% are below both.
34.3% of stocks opened above yesterday’s close.  (60.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.8% of stocks are in the top 10% of today’s range.
27.7% are in the top 20%.
59.0% are in the top half .  41.0% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
56.1% of stocks are above breakeven.  (43.9% are below b/e.)
1.0% are up 4.5% or more.  0.7% are down 4.5% or more.
1.9% are up 3.5% or more.  1.5% are down 3.5% or more.
60.6% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:22.1%…>=90:36.4%…>=80:50.2%…>=50:73.8%…<=20:7.1%…<=10:3.3%…<=5:2.2%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:3.9%…>=50:81.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.6% above previous 1 highs, 13.7% below previous 1 lows
31.8% above previous 2 highs, 5.7% below previous 2 lows
29.2% above previous 3 highs, 5.3% below previous 3 lows
27.0% above previous 4 highs, 4.3% below previous 4 lows
26.2% above previous 5 highs, 3.4% below previous 5 lows
26.0% above previous 6 highs, 1.9% below previous 6 lows
25.5% above previous 7 highs, 1.8% below previous 7 lows
24.7% above previous 8 highs, 1.6% below previous 8 lows
24.3% above previous 9 highs, 1.1% below previous 9 lows
23.7% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  26.4% new highs, 0.9% new lows
21d:  26.3% new highs, 0.9% new lows
42d:  16.0% new highs, 0.8% new lows
63d:  15.0% new highs, 0.7% new lows
126d:  14.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  54.7% above, 45.3% below
3-day:  68.5% above, 31.5% below
4-day:  77.8% above, 22.2% below
5-day:  77.6% above, 22.4% below
8-day:  83.2% above, 16.8% below
10-day:  84.8% above, 15.2% below
20-day:  81.8% above, 18.2% below
50-day:  68.4% above, 31.6% below
200-day:  87.2% above, 12.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.71% Top=GRS SSRI SWC AEM ICO EXK TIE MCP ….. ATI ANR IAG BTU NUE HSC STLD AKS=Bottom (Metals & Mining)
DISV(42):  0.59% Top=ACTG WTW LLNW MAN URI CTAS FCN RHI ….. MA HTZ RCII V ULTA CAR MCO WU=Bottom (Diversified Services)
REAL(63):  0.58% Top=FCH WRI AIV DCT AVB NNN UDR ACC ….. NLY CLI DDR EXR LHO CBG NCT DEI=Bottom (Real Estate)
CHEM(25):  0.57% Top=CF AGU MON POT IPI DOW NLC ROC ….. APD LYB SOA SIAL GGC PPG FTK MOS=Bottom (Chemicals/Fertilizers)
MANU(37):  0.50% Top=JOYG DE EMR TKR TEX PLL ETN AGCO ….. MTW TYC SWK PCP PPO RS JKS X=Bottom (Manufacturing)
COSW(65):  0.45% Top=ACXM EBIX MDAS SYMC SOHU QLIK TIBX CTXS ….. VMW RHT BCSI UIS ROVI NLSN SWI CVLT=Bottom (Computer Software/Internet)
COHW(49):  0.32% Top=FNSR JDSU FTR PANL FTNT STEC CIEN LEAP ….. WDC EMC MMI TLAB IGT MOTR APKT TWTC=Bottom (Computer Hardware/Telecom)
TRAN(26):  0.30% Top=GLNG TRN JBHT CNW WERN CSX CNI CHRW ….. UPS JBLU DAL LUV OSG LCC UAL AMR=Bottom (Transportation)
ENER(103):  0.24% Top=HERO OAS SD WTI OIS RDC SGY YPF ….. ATPG EVEP FTO HOC EXH CHK VLO TSO=Bottom (Energy)
INSU(42):  0.21% Top=RE RNR PRE PTP VR TRH AXS ORI ….. AIZ UNM LNC RDN AGO AIG MTG CISG=Bottom (Insurance)
HEAL(48):  0.18% Top=DVA CI THOR XRAY HUM AMMD ESRX BAX ….. STJ PPDI CYH EW CFN MR KND BSX=Bottom (Health)
LEIS(25):  0.16% Top=HMIN DPZ CAKE LTM DRI BYI SBUX PCLN ….. BYD YUM EXPE WYN MPEL CCL GET LVS=Bottom (Leisure)
FINA(72):  -0.08% Top=ASBC RJF BEN ACAS SEIC ETFC ADS MF ….. BX NYX HBAN AXP EV SCHW KKR DFS=Bottom (Banks/Financials)
MATE(30):  -0.12% Top=LPX BIN FWLT OC MDU SRCL FAST WM ….. MDC MAS RYL LEN KBH PHM FLR TOL=Bottom (Materials & Construction)
CONS(57):  -0.13% Top=MWV ST FOSL IP SKX DAR ECL WHR ….. NWL WMS UA CSTR HBI CROX AVP PAY=Bottom (Consumer)
ELEC(75):  -0.21% Top=CAVM FSLR SOL OCLR AYI MSCC SIMG ARMH ….. MRVL LSI RFMD JBL NXPI SPRD SOLR MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -0.49% Top=BID WSM SIG CVS CHS ANF TSCO ANN ….. FDO LOW CAB URBN RSH TLB BKS KMX=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 3:53 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:38 pm

Market Stats at 3:37 pm ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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.
61.8% are above yesterday’s midpoint.  (38.2% are below.)
14.2% are below yesterday’s low.
54.8% are inside yesterday’s range.
55.5% of stocks with today’s high > yesterday’s high.  (44.5% less than).
35.1% of stocks with today’s low < yesterday’s low.  (64.9% greater than).

EVIDENCE OF INTRADAY TREND
56.4% of stocks are above today’s open.  (41.8% are below).
49.4% of stocks are above today’s open and yesterday’s close.
39.2% are below both.
34.3% of stocks opened above yesterday’s close.  (60.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.3% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
56.6% are in the top half .  43.4% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN
53.4% of stocks are above breakeven.  (46.6% are below b/e.)
1.0% are up 4.5% or more.  0.8% are down 4.5% or more.
1.8% are up 3.5% or more.  1.4% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:20.6%…>=90:34.1%…>=80:47.5%…>=50:73.1%…<=20:7.3%…<=10:3.4%…<=5:1.9%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:3.7%…>=50:81.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:76.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.0% above previous 1 highs, 14.2% below previous 1 lows
30.3% above previous 2 highs, 5.5% below previous 2 lows
27.5% above previous 3 highs, 5.0% below previous 3 lows
24.9% above previous 4 highs, 4.1% below previous 4 lows
24.4% above previous 5 highs, 3.3% below previous 5 lows
24.3% above previous 6 highs, 1.6% below previous 6 lows
24.0% above previous 7 highs, 1.5% below previous 7 lows
22.9% above previous 8 highs, 1.5% below previous 8 lows
22.5% above previous 9 highs, 1.0% below previous 9 lows
22.1% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  26.0% new highs, 0.9% new lows
21d:  25.9% new highs, 0.9% new lows
42d:  15.8% new highs, 0.8% new lows
63d:  14.8% new highs, 0.6% new lows
126d:  14.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  52.6% above, 47.4% below
3-day:  67.6% above, 32.4% below
4-day:  76.2% above, 23.8% below
5-day:  76.3% above, 23.7% below
8-day:  82.7% above, 17.3% below
10-day:  84.8% above, 15.2% below
20-day:  81.9% above, 18.1% below
50-day:  68.3% above, 31.7% below
200-day:  87.2% above, 12.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(25):  0.54% Top=CF AGU MON POT DOW IPI NLC ROC ….. CE APD SIAL GGC PPG SOA FTK MOS=Bottom (Chemicals/Fertilizers)
META(42):  0.54% Top=GRS SSRI SWC AEM ICO EXK MCP NEM ….. ANR BTU IAG SCCO NUE HSC STLD AKS=Bottom (Metals & Mining)
REAL(63):  0.50% Top=FCH WRI AIV OFC GGP CLP AVB UDR ….. MFA EXR DRH DDR LHO CBG DEI NCT=Bottom (Real Estate)
DISV(42):  0.47% Top=ACTG WTW LLNW CTAS MAN URI FCN MELI ….. ESI FIS RCII SFLY ULTA MCO WU CAR=Bottom (Diversified Services)
MANU(37):  0.38% Top=EMR JOYG DE GTI TEX TKR AGCO PLL ….. CAT SWK BWC PCP PPO RS JKS X=Bottom (Manufacturing)
COSW(65):  0.37% Top=ACXM EBIX MDAS SOHU ARBA QLIK TIBX QSFT ….. VMW SINA RHT BCSI UIS ROVI SWI CVLT=Bottom (Computer Software/Internet)
COHW(49):  0.24% Top=FNSR JDSU FTR PANL FTNT CIEN STEC AMX ….. DELL WDC EMC IGT MMI TWTC MOTR APKT=Bottom (Computer Hardware/Telecom)
ENER(103):  0.23% Top=HERO OAS SD RDC WTI OIS YPF PXP ….. FTO NBL HOC CHK EVEP EXH VLO TSO=Bottom (Energy)
TRAN(26):  0.23% Top=GLNG TRN JBHT CNW WERN CSX CNI KNX ….. JBLU UPS LUV DAL OSG LCC UAL AMR=Bottom (Transportation)
INSU(42):  0.21% Top=RE RNR PRE PTP TRH AXS VR AHL ….. AIZ AGO MBI LNC RDN AIG MTG CISG=Bottom (Insurance)
HEAL(48):  0.18% Top=BAX DVA ESRX AMMD UHS XRAY HUM WCG ….. HMA CYH EW PPDI CFN BSX MR KND=Bottom (Health)
LEIS(25):  -0.01% Top=DPZ HMIN CAKE LTM BYI PENN DRI MCD ….. BYD WYNN EXPE MPEL CCL WYN GET LVS=Bottom (Leisure)
FINA(72):  -0.16% Top=RJF ASBC BEN ACAS ETFC SEIC PFG EFX ….. BX STI AXP HBAN USB EV SCHW DFS=Bottom (Banks/Financials)
CONS(57):  -0.19% Top=WHR MWV ST ECL IP DAR FO FOSL ….. UA IMAX NWL HBI CSTR AVP CROX PAY=Bottom (Consumer)
MATE(30):  -0.24% Top=LPX MDU OC FWLT BIN RPM WM SRCL ….. MDC PHM DHI KBH RYL SHAW TOL FLR=Bottom (Materials & Construction)
ELEC(75):  -0.43% Top=CAVM FSLR SOL OCLR AYI MSCC DIOD ARMH ….. BRCM CSIQ RFMD JBL NXPI SPRD SOLR MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -0.56% Top=BID WSM SIG CVS CHS ANF TSCO AAN ….. BBY PAG RSH CAB URBN TLB BKS KMX=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 3:37 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:04 pm

Market Stats at 3:04 pm ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE
33.6% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint.  (35.1% are below.)
12.8% are below yesterday’s low.
53.5% are inside yesterday’s range.
54.9% of stocks with today’s high > yesterday’s high.  (45.1% less than).
34.7% of stocks with today’s low < yesterday’s low.  (65.3% greater than).

EVIDENCE OF INTRADAY TREND
59.0% of stocks are above today’s open.  (39.9% are below).
52.5% of stocks are above today’s open and yesterday’s close.
35.4% are below both.
34.3% of stocks opened above yesterday’s close.  (60.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
17.7% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
63.0% are in the top half .  37.0% of stocks are in the bottom half of today’s range.
12.5% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN
58.5% of stocks are above breakeven.  (41.5% are below b/e.)
1.1% are up 4.5% or more.  0.8% are down 4.5% or more.
2.1% are up 3.5% or more.  0.9% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:22.7%…>=90:37.1%…>=80:50.8%…>=50:75.4%…<=20:6.1%…<=10:3.2%…<=5:1.6%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:3.7%…>=50:82.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:77.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.6% above previous 1 highs, 12.8% below previous 1 lows
33.0% above previous 2 highs, 5.1% below previous 2 lows
29.9% above previous 3 highs, 4.8% below previous 3 lows
27.5% above previous 4 highs, 4.0% below previous 4 lows
26.9% above previous 5 highs, 2.9% below previous 5 lows
26.5% above previous 6 highs, 1.5% below previous 6 lows
26.2% above previous 7 highs, 1.4% below previous 7 lows
25.5% above previous 8 highs, 1.3% below previous 8 lows
25.2% above previous 9 highs, 0.9% below previous 9 lows
24.8% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  25.6% new highs, 0.9% new lows
21d:  25.4% new highs, 0.9% new lows
42d:  15.7% new highs, 0.8% new lows
63d:  14.6% new highs, 0.6% new lows
126d:  13.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  57.0% above, 43.0% below
3-day:  70.5% above, 29.5% below
4-day:  78.3% above, 21.7% below
5-day:  78.4% above, 21.6% below
8-day:  84.6% above, 15.4% below
10-day:  86.2% above, 13.8% below
20-day:  82.7% above, 17.3% below
50-day:  68.9% above, 31.1% below
200-day:  87.5% above, 12.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.75% Top=SWC GRS SSRI MCP PCX ICO ACI AEM ….. CMC PAAS IAG SCCO NUE HSC STLD AKS=Bottom (Metals & Mining)
REAL(63):  0.67% Top=AIV WRI CLP AVB OFC CPT NNN FCH ….. MFA DDR EXR DRH LHO CBG NCT DEI=Bottom (Real Estate)
CHEM(25):  0.63% Top=CF AGU MON POT DOW NLC ASH PX ….. ROC CE SIAL PPG SOA GGC FTK MOS=Bottom (Chemicals/Fertilizers)
DISV(42):  0.52% Top=ACTG WTW LLNW CTAS MAN RHI FCN URI ….. RCII VRSK SFLY FIS ULTA WU MCO CAR=Bottom (Diversified Services)
MANU(37):  0.51% Top=EMR JOYG DE GTI AGCO TKR TEX ETN ….. CAT SWK MTW PCP RS JKS PPO X=Bottom (Manufacturing)
ENER(103):  0.51% Top=HERO OAS RDC WTI OIS KEG SD SGY ….. INT CHK NBL EVEP HOC FTO VLO TSO=Bottom (Energy)
TRAN(26):  0.44% Top=GLNG TRN JBHT CNW WERN CSX CHRW CNI ….. JBLU UPS OSG DAL LUV LCC UAL AMR=Bottom (Transportation)
COHW(49):  0.43% Top=FNSR JDSU FTR PANL CIEN FTNT LEAP STEC ….. ARUN CSCO IGT EMC MOTR TWTC MMI APKT=Bottom (Computer Hardware/Telecom)
INSU(42):  0.37% Top=RE RNR PTP TRH PRE VR AXS AHL ….. RDN MBI UNM AIZ LNC AIG MTG CISG=Bottom (Insurance)
COSW(65):  0.37% Top=ACXM EBIX SOHU MDAS QLIK INFA TIBX SYMC ….. VMW RHT BCSI NLSN ROVI UIS SWI CVLT=Bottom (Computer Software/Internet)
HEAL(48):  0.15% Top=UHS XRAY BAX AMMD ESRX DVA WCG BDX ….. EW PPDI AET CFN CYH HNT MR KND=Bottom (Health)
LEIS(25):  0.03% Top=DPZ HMIN CAKE LTM PENN BYI PCLN MCD ….. WYNN EXPE WYN CCL BYD MPEL GET LVS=Bottom (Leisure)
CONS(57):  -0.08% Top=WHR ST MWV IP ECL DAR FO TBL ….. WMS IMAX UA NWL PAY AVP CSTR CROX=Bottom (Consumer)
FINA(72):  -0.14% Top=RJF ASBC SEIC BEN ACAS ETFC ARCC TCB ….. USB KKR STI EV AXP SCHW BX DFS=Bottom (Banks/Financials)
MATE(30):  -0.14% Top=LPX OC BIN FWLT MDU RPM FAST LUK ….. MDC MTZ PHM DHI USG SHAW TOL FLR=Bottom (Materials & Construction)
ELEC(75):  -0.26% Top=CAVM OCLR FSLR AYI MSCC ARMH SOL DIOD ….. IDTI PWER BRCM JBL NXPI SPRD SOLR MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -0.42% Top=BID WSM CHS ANF CVS SIG TSCO AAN ….. LOW RSH URBN BBY CAB TLB BKS KMX=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 3:04 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:28 pm

Market Stats at 2:27 pm ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE
32.2% of stocks are above yesterday’s high.
64.1% are above yesterday’s midpoint.  (35.9% are below.)
13.0% are below yesterday’s low.
54.7% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high.  (46.3% less than).
33.9% of stocks with today’s low < yesterday’s low.  (66.1% greater than).

EVIDENCE OF INTRADAY TREND
58.7% of stocks are above today’s open.  (39.8% are below).
50.9% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
34.4% of stocks opened above yesterday’s close.  (59.9% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
61.9% are in the top half .  38.1% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
57.5% of stocks are above breakeven.  (42.5% are below b/e.)
1.1% are up 4.5% or more.  0.8% are down 4.5% or more.
2.4% are up 3.5% or more.  1.0% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:21.9%…>=90:36.6%…>=80:50.4%…>=50:74.7%…<=20:6.2%…<=10:3.2%…<=5:1.7%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:3.3%…>=50:81.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.2% above previous 1 highs, 13.0% below previous 1 lows
31.2% above previous 2 highs, 5.1% below previous 2 lows
28.7% above previous 3 highs, 4.9% below previous 3 lows
26.9% above previous 4 highs, 4.1% below previous 4 lows
26.1% above previous 5 highs, 3.4% below previous 5 lows
25.7% above previous 6 highs, 1.8% below previous 6 lows
25.1% above previous 7 highs, 1.8% below previous 7 lows
24.2% above previous 8 highs, 1.7% below previous 8 lows
23.9% above previous 9 highs, 1.1% below previous 9 lows
23.7% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  25.4% new highs, 0.9% new lows
21d:  25.1% new highs, 0.9% new lows
42d:  15.3% new highs, 0.8% new lows
63d:  14.3% new highs, 0.6% new lows
126d:  13.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  55.2% above, 44.8% below
3-day:  69.4% above, 30.6% below
4-day:  77.3% above, 22.7% below
5-day:  78.4% above, 21.6% below
8-day:  83.7% above, 16.3% below
10-day:  86.2% above, 13.8% below
20-day:  82.7% above, 17.3% below
50-day:  68.5% above, 31.5% below
200-day:  87.4% above, 12.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.91% Top=SWC GRS SSRI ICO ACI PCX CNX GSM ….. PAAS PVR IAG SCCO NUE HSC STLD AKS=Bottom (Metals & Mining)
REAL(63):  0.64% Top=WRI AIV CLP AVB CPT OFC NNN UDR ….. MFA EXR DDR LHO DRH DEI NCT CBG=Bottom (Real Estate)
CHEM(25):  0.60% Top=CF AGU MON POT DOW ASH NLC PX ….. ROC CE PPG IPI SOA GGC MOS FTK=Bottom (Chemicals/Fertilizers)
ENER(103):  0.53% Top=HERO RDC OAS WTI KEG OIS SD FST ….. ATPG INT NBL HOC FTO VLO EVEP TSO=Bottom (Energy)
DISV(42):  0.53% Top=ACTG LLNW WTW CTAS MAN RHI FCN URI ….. VRSK ESI SFLY FIS ULTA WU MCO CAR=Bottom (Diversified Services)
MANU(37):  0.50% Top=JOYG DE EMR GTI TKR RBN AGCO TEX ….. SWK CAT PCP RS MTW JKS PPO X=Bottom (Manufacturing)
TRAN(27):  0.49% Top=GLNG TRN JBHT CNW WERN KNX DRYS CSX ….. FDX UPS OSG LUV DAL UAL LCC AMR=Bottom (Transportation)
INSU(42):  0.35% Top=RE PTP RNR TRH VR AHL PRE AXS ….. MBI AGO UNM AIZ LNC AIG MTG CISG=Bottom (Insurance)
COHW(49):  0.34% Top=FNSR JDSU FTR PANL FTNT CIEN LEAP STEC ….. RIMM CSCO ARUN MMI EMC MOTR TWTC APKT=Bottom (Computer Hardware/Telecom)
COSW(65):  0.33% Top=ACXM EBIX MDAS SOHU QLIK INFA TIBX PMTC ….. CRM TTWO NLSN RHT UIS ROVI SWI CVLT=Bottom (Computer Software/Internet)
HEAL(48):  0.04% Top=XRAY BAX ESRX AMMD DVA BDX LPNT WCG ….. CFN HMA AET CYH VOLC HNT MR KND=Bottom (Health)
LEIS(25):  -0.06% Top=DPZ HMIN CAKE LTM BYI MCD PCLN DRI ….. MGM WYN WYNN EXPE CCL MPEL GET LVS=Bottom (Leisure)
FINA(72):  -0.11% Top=SEIC ASBC ACAS TCB MF BEN RJF ETFC ….. HBAN AXP BX EV SCHW KKR LAZ DFS=Bottom (Banks/Financials)
MATE(30):  -0.12% Top=LPX FWLT MDU OC BIN RPM FAST VAL ….. RSG PHM MTZ DHI USG SHAW TOL FLR=Bottom (Materials & Construction)
CONS(57):  -0.19% Top=WHR MWV ST IP ECL DAR TIN FO ….. UA WMS DECK AVP WRC CROX CSTR PAY=Bottom (Consumer)
ELEC(75):  -0.33% Top=CAVM FSLR DIOD ARMH OCLR SIMG MSCC SOL ….. BRCM CSIQ RFMD NXPI PWER SPRD SOLR MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -0.58% Top=BID CHS WSM ANF CVS JOSB TSCO SIG ….. AEO TLB ARO BBY URBN CAB BKS KMX=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 2:27 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 1:33 pm ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE
30.1% of stocks are above yesterday’s high.
64.0% are above yesterday’s midpoint.  (36.0% are below.)
12.3% are below yesterday’s low.
57.6% are inside yesterday’s range.
51.7% of stocks with today’s high > yesterday’s high.  (48.3% less than).
33.4% of stocks with today’s low < yesterday’s low.  (66.6% greater than).

EVIDENCE OF INTRADAY TREND
58.4% of stocks are above today’s open.  (39.9% are below).
51.5% of stocks are above today’s open and yesterday’s close.
35.2% are below both.
34.4% of stocks opened above yesterday’s close.  (59.9% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
62.2% are in the top half .  37.8% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
58.1% of stocks are above breakeven.  (41.9% are below b/e.)
1.0% are up 4.5% or more.  0.7% are down 4.5% or more.
2.2% are up 3.5% or more.  0.9% are down 3.5% or more.
63.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:22.2%…>=90:36.5%…>=80:50.6%…>=50:75.5%…<=20:6.5%…<=10:2.9%…<=5:1.5%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:3.4%…>=50:81.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:77.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.1% above previous 1 highs, 12.3% below previous 1 lows
29.5% above previous 2 highs, 4.7% below previous 2 lows
27.1% above previous 3 highs, 4.1% below previous 3 lows
24.6% above previous 4 highs, 3.4% below previous 4 lows
23.9% above previous 5 highs, 2.7% below previous 5 lows
23.4% above previous 6 highs, 1.6% below previous 6 lows
22.9% above previous 7 highs, 1.6% below previous 7 lows
22.3% above previous 8 highs, 1.5% below previous 8 lows
21.9% above previous 9 highs, 0.8% below previous 9 lows
21.6% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  24.0% new highs, 0.9% new lows
21d:  23.8% new highs, 0.9% new lows
42d:  14.5% new highs, 0.8% new lows
63d:  13.5% new highs, 0.6% new lows
126d:  12.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  56.0% above, 44.0% below
3-day:  70.4% above, 29.6% below
4-day:  77.7% above, 22.3% below
5-day:  78.4% above, 21.6% below
8-day:  84.3% above, 15.7% below
10-day:  86.9% above, 13.1% below
20-day:  82.3% above, 17.7% below
50-day:  68.3% above, 31.7% below
200-day:  87.4% above, 12.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.90% Top=SSRI GRS SWC ACI PCX ICO EXK CNX ….. CLF IAG PVR SCCO NUE HSC STLD AKS=Bottom (Metals & Mining)
TRAN(27):  0.73% Top=GLNG TRN DRYS CNW JBHT KNX WERN CSX ….. CP OSG UPS DAL LUV LCC UAL AMR=Bottom (Transportation)
REAL(63):  0.62% Top=AIV WRI DCT NNN CLP PDM OFC AVB ….. DDR MFA BDN DRH LHO DEI CBG NCT=Bottom (Real Estate)
ENER(103):  0.60% Top=HERO RDC OAS FST WTI KEG OIS PXP ….. ATPG CHK FTI HOC FTO VLO TSO EVEP=Bottom (Energy)
CHEM(25):  0.58% Top=CF AGU MON POT NLC DOW ASH PX ….. IPI SIAL SOA CE PPG GGC MOS FTK=Bottom (Chemicals/Fertilizers)
MANU(37):  0.54% Top=RBN DE EMR AGCO JOYG GTI TEX TKR ….. PCP SWK BWC RS JKS MTW PPO X=Bottom (Manufacturing)
DISV(42):  0.47% Top=LLNW ACTG WTW RHI MAN URI CTAS FCN ….. ESI FIS VRSK ULTA WU SFLY MCO CAR=Bottom (Diversified Services)
INSU(42):  0.38% Top=RE PTP VR TRH RNR AXS PRE AHL ….. RDN UNM LNC AIZ MBI AIG MTG CISG=Bottom (Insurance)
COSW(65):  0.21% Top=ACXM EBIX SOHU MDAS INFA QLIK PMTC ACOM ….. RHT CNQR SINA TTWO ROVI UIS CVLT SWI=Bottom (Computer Software/Internet)
COHW(49):  0.16% Top=JDSU FNSR FTR LEAP CIEN NIHD FTNT PANL ….. IDCC DELL MMI EMC ARUN MOTR RIMM APKT=Bottom (Computer Hardware/Telecom)
HEAL(48):  0.03% Top=BAX DVA XRAY ESRX LPNT BDX AMMD STJ ….. LNCR VOLC AET HMA CYH MR HNT KND=Bottom (Health)
MATE(30):  -0.05% Top=LPX OC FWLT MDU BIN RPM FAST WM ….. MDC KBH MAS SHAW DHI TOL FLR MTZ=Bottom (Materials & Construction)
FINA(72):  -0.17% Top=TCB ACAS NYB MS SEIC ARCC ASBC MF ….. IVZ STI EV SCHW KKR JNS DFS LAZ=Bottom (Banks/Financials)
LEIS(25):  -0.20% Top=DPZ HMIN CAKE BYI LTM MCD PCLN SBUX ….. HOT MAR CCL MPEL WYNN MGM GET LVS=Bottom (Leisure)
CONS(57):  -0.22% Top=WHR ST IP MWV ECL DAR FO TIN ….. BC AVP UA CSTR DECK WRC CROX PAY=Bottom (Consumer)
ELEC(75):  -0.38% Top=CAVM PMCS FSLR DIOD ARMH SIMG SOL TSL ….. RFMD JBL NXPI BRCM SOLR PWER SPRD MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -0.57% Top=BID CHS CVS ANF AMZN TSCO SIG JOSB ….. TLB BBY ARO AEO CAB SAH BKS KMX=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 1:33 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:36 am

Market Stats at 11:36 am ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE
20.4% of stocks are above yesterday’s high.
51.8% are above yesterday’s midpoint.  (48.2% are below.)
17.4% are below yesterday’s low.
62.2% are inside yesterday’s range.
45.7% of stocks with today’s high > yesterday’s high.  (54.3% less than).
31.4% of stocks with today’s low < yesterday’s low.  (68.6% greater than).

EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open.  (54.8% are below).
36.0% of stocks are above today’s open and yesterday’s close.
50.5% are below both.
34.4% of stocks opened above yesterday’s close.  (59.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.5% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
38.3% are in the top half .  61.7% of stocks are in the bottom half of today’s range.
35.4% are in the bottom 20%.
24.5% are in the bottom 10%.

GAIN
41.6% of stocks are above breakeven.  (58.4% are below b/e.)
0.2% are up 4.5% or more.  0.6% are down 4.5% or more.
0.8% are up 3.5% or more.  1.3% are down 3.5% or more.
65.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:14.3%…>=90:24.7%…>=80:37.6%…>=50:65.9%…<=20:7.9%…<=10:3.2%…<=5:1.6%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:1.8%…>=50:79.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:75.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.4% above previous 1 highs, 17.4% below previous 1 lows
19.6% above previous 2 highs, 6.6% below previous 2 lows
17.3% above previous 3 highs, 5.9% below previous 3 lows
15.6% above previous 4 highs, 5.4% below previous 4 lows
15.1% above previous 5 highs, 3.8% below previous 5 lows
14.6% above previous 6 highs, 2.2% below previous 6 lows
14.3% above previous 7 highs, 1.9% below previous 7 lows
14.0% above previous 8 highs, 1.6% below previous 8 lows
13.6% above previous 9 highs, 1.0% below previous 9 lows
13.5% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  20.8% new highs, 0.9% new lows
21d:  20.5% new highs, 0.9% new lows
42d:  12.4% new highs, 0.8% new lows
63d:  11.6% new highs, 0.6% new lows
126d:  11.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  40.2% above, 59.8% below
3-day:  59.8% above, 40.2% below
4-day:  71.1% above, 28.9% below
5-day:  72.1% above, 27.9% below
8-day:  79.3% above, 20.7% below
10-day:  82.7% above, 17.3% below
20-day:  79.2% above, 20.8% below
50-day:  66.7% above, 33.3% below
200-day:  87.2% above, 12.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.48% Top=SSRI GRS SWC EXK ACI CNX ICO AEM ….. WLT IAG HSC NUE CLF MCP STLD AKS=Bottom (Metals & Mining)
CHEM(25):  0.34% Top=CF AGU MON IPI NLC POT PX DOW ….. ROC SIAL CE FTK LYB SOA MOS GGC=Bottom (Chemicals/Fertilizers)
REAL(63):  0.25% Top=DCT AIV PDM NNN PCL GGP CLP WRI ….. DDR EXR BDN CBL LHO NCT HST CBG=Bottom (Real Estate)
INSU(42):  0.07% Top=RE AXS PTP VR TRH ACE RNR PRE ….. AIZ LNC MBI RDN GNW AIG MTG CISG=Bottom (Insurance)
TRAN(27):  0.06% Top=GLNG TRN DRYS CNW KNX CSX JBHT CNI ….. WAB KSU OSG LUV DAL LCC UAL AMR=Bottom (Transportation)
ENER(103):  0.06% Top=HERO WTI OAS ETE FST RDC OIS HLX ….. NBL FTO HOC TSO BRY CHK VLO EVEP=Bottom (Energy)
MANU(37):  -0.00% Top=AGCO RBN EMR DE JOYG ATU GTI ITW ….. PCP SWK MTW RS WPRT JKS X PPO=Bottom (Manufacturing)
DISV(42):  -0.08% Top=LLNW ACTG MAN FCN URI RHI CTAS EDU ….. HTZ WU MCO ULTA APOL RCII SFLY CAR=Bottom (Diversified Services)
COSW(65):  -0.11% Top=ACXM EBIX SOHU MDAS LWSN QLIK PMTC QSFT ….. CRM RAX CVLT RHT SINA SWI ROVI UIS=Bottom (Computer Software/Internet)
COHW(49):  -0.12% Top=FTR JDSU FNSR CIEN LEAP NIHD TWTC WIN ….. BRCD ARUN IGT EMC EQIX PANL RIMM APKT=Bottom (Computer Hardware/Telecom)
HEAL(48):  -0.22% Top=XRAY LPNT DVA BAX UHS STJ AMMD ALGN ….. BSX AGP CFN AET MR HMA HNT KND=Bottom (Health)
CONS(57):  -0.47% Top=WHR ST MWV DAR ECL FO IP NUS ….. LULU NWL BC HBI CSTR CROX DECK PAY=Bottom (Consumer)
MATE(30):  -0.47% Top=OC LPX FWLT MDU BIN WCN WM RPM ….. FLR MTZ TOL PHM RYL DHI KBH USG=Bottom (Materials & Construction)
FINA(72):  -0.53% Top=ACAS ASBC HEK NYB SIVB MF PBCT TCB ….. LAZ LM AXP SCHW STI JNS ICE DFS=Bottom (Banks/Financials)
LEIS(24):  -0.76% Top=DPZ HMIN CAKE MCD BYI LTM PCLN EAT ….. CMG CCL HOT BYD WYNN MGM GET LVS=Bottom (Leisure)
ELEC(75):  -0.77% Top=CAVM SIMG PMCS ARMH MSCC DIOD TSL OCLR ….. INTC SOLR NXPI LSI JBL PWER SPRD MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73):  -1.12% Top=BID CVS ANF AAN CHS IACI WSM JNY ….. ARO PAG RSH AEO TLB BKS SAH KMX=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 11:36 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 11:14 am ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE
23.0% of stocks are above yesterday’s high.
59.6% are above yesterday’s midpoint.  (40.4% are below.)
12.2% are below yesterday’s low.
64.8% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high.  (54.9% less than).
29.4% of stocks with today’s low < yesterday’s low.  (70.6% greater than).

EVIDENCE OF INTRADAY TREND
53.9% of stocks are above today’s open.  (44.6% are below).
44.4% of stocks are above today’s open and yesterday’s close.
39.1% are below both.
34.4% of stocks opened above yesterday’s close.  (59.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.9% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
53.5% are in the top half .  46.5% of stocks are in the bottom half of today’s range.
18.5% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN
51.5% of stocks are above breakeven.  (48.5% are below b/e.)
0.6% are up 4.5% or more.  0.7% are down 4.5% or more.
0.8% are up 3.5% or more.  1.0% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:17.2%…>=90:31.0%…>=80:46.8%…>=50:72.9%…<=20:6.8%…<=10:3.0%…<=5:1.5%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:2.6%…>=50:81.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:76.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.0% above previous 1 highs, 12.2% below previous 1 lows
22.4% above previous 2 highs, 5.4% below previous 2 lows
20.0% above previous 3 highs, 4.8% below previous 3 lows
18.2% above previous 4 highs, 3.9% below previous 4 lows
17.7% above previous 5 highs, 2.9% below previous 5 lows
17.4% above previous 6 highs, 1.7% below previous 6 lows
16.6% above previous 7 highs, 1.7% below previous 7 lows
15.9% above previous 8 highs, 1.4% below previous 8 lows
15.6% above previous 9 highs, 0.8% below previous 9 lows
15.4% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  20.3% new highs, 0.9% new lows
21d:  19.9% new highs, 0.9% new lows
42d:  12.4% new highs, 0.8% new lows
63d:  11.6% new highs, 0.6% new lows
126d:  11.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  49.4% above, 50.6% below
3-day:  67.5% above, 32.5% below
4-day:  77.1% above, 22.9% below
5-day:  77.0% above, 23.0% below
8-day:  83.3% above, 16.7% below
10-day:  84.7% above, 15.3% below
20-day:  81.2% above, 18.8% below
50-day:  67.5% above, 32.5% below
200-day:  87.3% above, 12.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.81% Top=SWC ACI CNX SSRI GRS PCX EXK ICO ….. ATI HSC WLT CLF NUE MCP STLD AKS=Bottom (Metals & Mining)
CHEM(25):  0.70% Top=CF AGU IPI MON NLC POT ASH PX ….. SIAL ALB CE SOA PPG MOS LYB GGC=Bottom (Chemicals/Fertilizers)
ENER(103):  0.34% Top=HERO OAS WTI RDC OIS HLX FST SGY ….. EXXI FTO NBL HOC TSO CHK VLO EVEP=Bottom (Energy)
INSU(42):  0.27% Top=RE AXS VR PTP RNR AHL ACE PRE ….. LNC PL GNW MBI RDN AIG MTG CISG=Bottom (Insurance)
REAL(63):  0.26% Top=AIV PDM NNN PCL GGP DCT WRI CLP ….. DFT EXR DDR BMR LHO NCT CBG HST=Bottom (Real Estate)
MANU(37):  0.25% Top=AGCO RBN EMR DE JOYG ATU TKR ITW ….. PCP SWK WPRT MTW RS JKS X PPO=Bottom (Manufacturing)
TRAN(27):  0.24% Top=GLNG TRN DRYS CNW CSX KNX JBHT UNP ….. KSU WAB OSG LUV DAL LCC UAL AMR=Bottom (Transportation)
DISV(42):  0.20% Top=LLNW ACTG MAN URI FCN RHI R HRB ….. HTZ MCO VRSK APOL WU RCII CAR SFLY=Bottom (Diversified Services)
COHW(49):  0.14% Top=FTR FNSR JDSU CIEN TWTC LEAP NIHD FTNT ….. MOTR CLWR EMC PANL IGT EQIX APKT RIMM=Bottom (Computer Hardware/Telecom)
COSW(65):  0.09% Top=SOHU ACXM EBIX PMTC MDAS LWSN ADSK QSFT ….. RHT CRM RAX SINA CVLT SWI ROVI UIS=Bottom (Computer Software/Internet)
HEAL(48):  -0.05% Top=LPNT XRAY MASI DVA BAX STJ ESRX UHS ….. ZMH HMA CFN AGP AET HNT MR KND=Bottom (Health)
CONS(57):  -0.24% Top=WHR ST MWV DAR ECL FO IP TIN ….. CROX VFC LULU NWL BC DECK HBI PAY=Bottom (Consumer)
MATE(30):  -0.35% Top=FWLT LPX OC MDU WM WCN SRCL BIN ….. MTZ LEN DHI TOL PHM USG RYL KBH=Bottom (Materials & Construction)
FINA(72):  -0.36% Top=PHH PBCT ASBC HEK SIVB TCB MF NYB ….. KKR ICE STI LAZ AXP JNS SCHW DFS=Bottom (Banks/Financials)
ELEC(75):  -0.45% Top=CAVM SIMG ARMH MSCC OCLR PMCS TSL DIOD ….. INTC LSI OVTI JBL NXPI PWER SPRD MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(24):  -0.58% Top=DPZ HMIN CAKE BYI MCD LTM SBUX PENN ….. MAR CMG BYD MGM WYNN HOT GET LVS=Bottom (Leisure)
RETA(73):  -0.73% Top=BID CVS AAN ANF CHS AMZN JOSB IACI ….. ARO RSH LOW AEO SAH TLB BKS KMX=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 11:14 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:21 am

Market Stats at 10:20 am ET
by daytrend on 20110331.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE
18.8% of stocks are above yesterday’s high.
57.1% are above yesterday’s midpoint.  (42.9% are below.)
12.9% are below yesterday’s low.
68.3% are inside yesterday’s range.
37.8% of stocks with today’s high > yesterday’s high.  (62.2% less than).
27.9% of stocks with today’s low < yesterday’s low.  (72.1% greater than).

EVIDENCE OF INTRADAY TREND
49.8% of stocks are above today’s open.  (49.1% are below).
39.7% of stocks are above today’s open and yesterday’s close.
43.5% are below both.
34.4% of stocks opened above yesterday’s close.  (59.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
46.2% are in the top half .  53.8% of stocks are in the bottom half of today’s range.
21.2% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN
46.9% of stocks are above breakeven.  (53.1% are below b/e.)
0.2% are up 4.5% or more.  0.5% are down 4.5% or more.
0.8% are up 3.5% or more.  0.8% are down 3.5% or more.
73.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:14.8%…>=90:27.9%…>=80:42.0%…>=50:72.0%…<=20:7.0%…<=10:3.4%…<=5:2.1%…
9-day:  >=95:0.1%…>=90:0.2%…>=80:2.4%…>=50:80.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.8% above previous 1 highs, 12.9% below previous 1 lows
18.5% above previous 2 highs, 4.9% below previous 2 lows
16.8% above previous 3 highs, 4.3% below previous 3 lows
14.9% above previous 4 highs, 3.5% below previous 4 lows
14.2% above previous 5 highs, 2.9% below previous 5 lows
14.1% above previous 6 highs, 1.5% below previous 6 lows
13.6% above previous 7 highs, 1.4% below previous 7 lows
13.4% above previous 8 highs, 1.1% below previous 8 lows
12.9% above previous 9 highs, 0.8% below previous 9 lows
12.8% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  16.7% new highs, 0.7% new lows
21d:  16.5% new highs, 0.7% new lows
42d:  10.5% new highs, 0.6% new lows
63d:  10.1% new highs, 0.3% new lows
126d:  9.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  45.0% above, 55.0% below
3-day:  65.1% above, 34.9% below
4-day:  76.2% above, 23.8% below
5-day:  76.0% above, 24.0% below
8-day:  81.7% above, 18.3% below
10-day:  84.1% above, 15.9% below
20-day:  80.3% above, 19.7% below
50-day:  66.7% above, 33.3% below
200-day:  87.3% above, 12.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(42):  0.81% Top=SWC SSRI EXK SVM PCX CNX ACI GRS ….. CLF HSC JRCC WLT NUE MCP STLD AKS=Bottom (Metals & Mining)
ENER(103):  0.33% Top=HERO OAS WTI HES FST GPOR OXY HLX ….. EXXI WNR WLL ATPG FTO HOC TSO VLO=Bottom (Energy)
CHEM(25):  0.32% Top=CF MON NLC AGU DOW PX POT ASH ….. FTK IPI SOA CE LYB PPG MOS GGC=Bottom (Chemicals/Fertilizers)
TRAN(27):  0.23% Top=GLNG TRN DRYS CSX CNW UNP KNX NSC ….. FDX WAB OSG DAL LUV UAL LCC AMR=Bottom (Transportation)
MANU(37):  0.18% Top=AGCO RBN EMR JOYG DE BWC GTLS ATU ….. SWK MTW PCP CCC RS WPRT X PPO=Bottom (Manufacturing)
DISV(42):  0.10% Top=LLNW ACTG SVVS R URI IT MAN SAI ….. APOL MCO VRSK SFLY MELI ULTA RCII CAR=Bottom (Diversified Services)
COHW(49):  0.07% Top=FNSR CIEN FTR JDSU TWTC NIHD NTAP FTNT ….. PANL MOTR IGT DELL RIMM PCS MMI IDCC=Bottom (Computer Hardware/Telecom)
REAL(63):  0.06% Top=AIV PDM RYN NNN PCL DCT UDR CLP ….. NCT GGP CIT BMR DRH LHO HST CBG=Bottom (Real Estate)
COSW(65):  0.03% Top=ACXM SOHU EBIX FFIV ADSK ATVI INFA TIBX ….. TTWO RHT SWI SINA NLSN CRM ROVI UIS=Bottom (Computer Software/Internet)
INSU(42):  -0.03% Top=PTP RNR RE AXS PRE TRV SLF TMK ….. PL UNM MBI LNC GNW MTG AIG CISG=Bottom (Insurance)
HEAL(48):  -0.09% Top=XRAY AMMD VAR ALGN DVA BSX BAX ESRX ….. THOR AGP CYH HNT WLP AET KND MR=Bottom (Health)
MATE(30):  -0.29% Top=OC MDR FWLT LPX WCN WM PWR RPM ….. VMC MDC USG PHM DHI RYL TOL KBH=Bottom (Materials & Construction)
FINA(72):  -0.32% Top=ASBC PHH HEK MF GS MS EFX ARCC ….. AXP NDAQ JNS MTB USB DFS LAZ SCHW=Bottom (Banks/Financials)
CONS(57):  -0.33% Top=WHR ST DAR MWV ECL FO SEE BMS ….. LULU SKX BC VFC DECK HBI NWL PAY=Bottom (Consumer)
ELEC(75):  -0.53% Top=ARMH CAVM SNDK IO OCLR TSL MSCC ATML ….. PLAB RFMD INTC JBL SPRD NXPI PWER MIPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(24):  -0.79% Top=DPZ HMIN BYI MCD PCLN SBUX CAKE LTM ….. MAR WYNN MGM BYD EXPE HOT GET LVS=Bottom (Leisure)
RETA(73):  -1.11% Top=BID AAN CVS CHS AMZN IACI ANF GPS ….. PSS AEO M LOW BKS TLB SAH KMX=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 10:20 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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