daytrend

05/31/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 5/31/2011

Filed under: Persistence Lists - Daily — daytrend @ 3:09 pm

This Excel file contains the tools:  DaytrendTools_20110531.xls

These tools are explained in the posts below.  If you have had trouble understanding them, please try again (or contact me).  I updated them recently.

If you have settled into your ways of using these tools, and would like to blog about them, feel free.  I’ll be glad to help you get the most out of them. Thanks.  If you don’t have blog, we could publish them under your name on my blog.

How to Use the Momo and ProMomo Tools: Post from 5/14

If you are using ProMomoUP or MomoUP, suggested start dates: 5/25, 5/18, 5/6, 4/26, 4/19, 3/17

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 5/2, 4/6, 3/31

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

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

What is the ListBuilder? 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 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE
55.5% of stocks are above yesterday’s high.
83.0% are above yesterday’s midpoint.  (17.0% are below.)
3.8% are below yesterday’s low.
40.8% are inside yesterday’s range.
84.7% of stocks with today’s high > yesterday’s high.  (15.3% less than).
26.4% of stocks with today’s low < yesterday’s low.  (73.6% greater than).

EVIDENCE OF INTRADAY TREND
48.3% of stocks are above today’s open.  (49.7% are below).
47.9% of stocks are above today’s open and yesterday’s close.
13.9% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
26.5% of stocks are in the top 10% of today’s range.
37.3% are in the top 20%.
70.1% are in the top half .  29.9% of stocks are in the bottom half of today’s range.
4.2% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN
85.7% of stocks are above breakeven.  (14.3% are below b/e.)
2.1% are up 4.5% or more.  0.2% are down 4.5% or more.
3.3% are up 3.5% or more.  0.5% are down 3.5% or more.
49.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:28.9%…>=90:52.1%…>=80:71.6%…>=50:91.6%…<=20:3.1%…<=10:1.4%…<=5:0.5%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:72.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:65.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
55.5% above previous 1 highs, 3.8% below previous 1 lows
54.2% above previous 2 highs, 1.8% below previous 2 lows
51.9% above previous 3 highs, 0.8% below previous 3 lows
47.8% above previous 4 highs, 0.6% below previous 4 lows
45.0% above previous 5 highs, 0.5% below previous 5 lows
30.6% above previous 6 highs, 0.5% below previous 6 lows
25.3% above previous 7 highs, 0.5% below previous 7 lows
24.7% above previous 8 highs, 0.5% below previous 8 lows
24.1% above previous 9 highs, 0.4% below previous 9 lows
22.5% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  14.4% new highs, 0.9% new lows
21d:  14.0% new highs, 0.8% new lows
42d:  10.8% new highs, 0.7% new lows
63d:  9.7% new highs, 0.7% new lows
126d:  9.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  84.7% above, 15.3% below
3-day:  87.6% above, 12.4% below
4-day:  91.6% above, 8.4% below
5-day:  92.3% above, 7.7% below
8-day:  86.6% above, 13.4% below
10-day:  81.4% above, 18.6% below
20-day:  66.7% above, 33.3% below
50-day:  58.0% above, 42.0% below
200-day:  81.0% above, 19.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.94% Top=SOLR LDK OVTI NETL KLIC VECO AMSC TSL ….. CY ARMH MIPS AATI DLB SWKS MXIM BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28):  1.51% Top=ASH FOE LYB CE GRA MON CHMT IPI ….. SIAL NLC ALB IFF HUN GGC CF SMG=Bottom (Chemicals/Fertilizers)
COSW(68):  1.36% Top=CIS REDF VIT ATVI DRIV YHOO ASIA BCSI ….. CERN YOKU CSC SIFY TIBX VRSN RENN PWRD=Bottom (Computer Software/Internet)
DISV(42):  1.35% Top=URI RRR BPI SFLY MCO APOL RRD LPS ….. AL GPN RHI MELI SBAC DV MYGN ESI=Bottom (Diversified Services)
REAL(63):  1.32% Top=MAC FRT AVB RYN EQR PSA HCP EXR ….. BMR NLY GRT STWD HST CXW IVR CBG=Bottom (Real Estate)
MATE(26):  1.08% Top=OC MTZ PHM RYL VMC TOL LPX MDU ….. LEN RSG WM MAS MDC SHAW LUK MDR=Bottom (Materials & Construction)
FINA(65):  1.05% Top=FNB SCHW BLK SF AMTD BEN AINV SEIC ….. FHN NYB MS KEY ADS BAM PNC LAZ=Bottom (Banks/Financials)
META(37):  0.86% Top=MCP SWC ANR EXK UXG AA WOR CENX ….. AEM WLT FCX BTU PAAS EGO KGC SCCO=Bottom (Metals & Mining)
ENER(97):  0.85% Top=PDS SFY NR XEC SPN QEP GPOR WTI ….. HERO IOC SD EEP EXXI ESV KWK BAS=Bottom (Energy)
CONS(61):  0.82% Top=NUS TIN BC BZ CL EL WMS ABH ….. CROX WRC CRI DECK PVH SKX RKT LIZ=Bottom (Consumer)
COHW(51):  0.80% Top=AAPL APKT PANL WDC PLT QCOM CSCO VIP ….. PLCM RVBD CCI NTAP JNPR PCS RIMM TWTC=Bottom (Computer Hardware/Telecom)
MANU(35):  0.78% Top=NDSN DOV AONE TEX AME PLL GTLS DRC ….. KMT BWC ROK WPRT GTI MTW PH PPO=Bottom (Manufacturing)
TRAN(25):  0.76% Top=TRN FDX TDW CSX EXPD JBHT TK CP ….. CHRW KNX LCC LUV JBLU UAL GLNG AMR=Bottom (Transportation)
HEAL(48):  0.76% Top=VOLC KND HS HOLX BKD AGP ESRX BSX ….. CYH NUVA MR THOR WCG ZMH UHS MAKO=Bottom (Health)
LEIS(26):  0.60% Top=LYV GET PCLN MPEL WEN JACK DPZ EXPE ….. MCD EAT MAR YUM DRI CMG MGM KKD=Bottom (Leisure)
RETA(69):  0.60% Top=IACI BIG BKE SHW NFLX ASNA CAB EBAY ….. CHS GME TJX ARO DKS AZO TIF WSM=Bottom (Retail & Specialty Retail)
INSU(39):  0.60% Top=AGO MTG RGA LNC AON CNO BRO FNF ….. CLGX ACGL AIZ MMC RNR AFL AIG MBI=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.
Closing Stats $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:46 pm

Market Stats at 3:46 pm ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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

COMPARED TO YESTERDAY’S RANGE
48.6% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint.  (22.2% are below.)
5.0% are below yesterday’s low.
46.5% are inside yesterday’s range.
84.0% of stocks with today’s high > yesterday’s high.  (16.0% less than).
26.3% of stocks with today’s low < yesterday’s low.  (73.7% greater than).

EVIDENCE OF INTRADAY TREND
40.2% of stocks are above today’s open.  (58.5% are below).
39.9% of stocks are above today’s open and yesterday’s close.
17.9% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
17.5% of stocks are in the top 10% of today’s range.
26.8% are in the top 20%.
60.1% are in the top half .  39.9% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
81.7% of stocks are above breakeven.  (18.3% are below b/e.)
1.9% are up 4.5% or more.  0.2% are down 4.5% or more.
2.9% are up 3.5% or more.  0.5% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:25.7%…>=90:47.1%…>=80:67.5%…>=50:89.4%…<=20:3.2%…<=10:1.5%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:70.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:63.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
48.6% above previous 1 highs, 5.0% below previous 1 lows
47.3% above previous 2 highs, 2.0% below previous 2 lows
45.0% above previous 3 highs, 0.9% below previous 3 lows
40.9% above previous 4 highs, 0.7% below previous 4 lows
38.7% above previous 5 highs, 0.6% below previous 5 lows
27.1% above previous 6 highs, 0.6% below previous 6 lows
21.6% above previous 7 highs, 0.6% below previous 7 lows
21.0% above previous 8 highs, 0.5% below previous 8 lows
20.6% above previous 9 highs, 0.4% below previous 9 lows
18.8% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  13.7% new highs, 0.7% new lows
21d:  13.4% new highs, 0.6% new lows
42d:  10.4% new highs, 0.6% new lows
63d:  9.4% new highs, 0.6% new lows
126d:  8.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  80.5% above, 19.5% below
3-day:  85.1% above, 14.9% below
4-day:  89.7% above, 10.3% below
5-day:  91.0% above, 9.0% below
8-day:  83.3% above, 16.7% below
10-day:  79.2% above, 20.8% below
20-day:  64.0% above, 36.0% below
50-day:  57.0% above, 43.0% below
200-day:  80.9% above, 19.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.68% Top=SOLR LDK OVTI NETL KLIC TSL AMSC VECO ….. AATI DLB ARMH CY MIPS MXIM SWKS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28):  1.32% Top=ASH FOE GRA LYB CHMT CE MON AGU ….. PX NLC HUN ALB IFF GGC CF SMG=Bottom (Chemicals/Fertilizers)
REAL(63):  1.20% Top=FRT MAC ACC AVB KIM LHO EQR PSA ….. PDM BMR NLY STWD IVR HST CBG CXW=Bottom (Real Estate)
DISV(42):  1.14% Top=URI RRR BPI SFLY MCO APOL RRD WTW ….. VRSK GPN SBAC MELI RHI DV MYGN ESI=Bottom (Diversified Services)
COSW(68):  1.14% Top=CIS REDF ATVI VIT ASIA GLUU DRIV BCSI ….. VMW MDRX CERN TIBX RENN YOKU VRSN PWRD=Bottom (Computer Software/Internet)
MATE(26):  1.02% Top=OC MTZ PHM TOL RYL LPX VMC DHI ….. LEN MAS WM RSG MDC LUK SHAW MDR=Bottom (Materials & Construction)
FINA(65):  0.85% Top=FNB SCHW SEIC BEN SF BLK AINV AMTD ….. BAC CFFN MS KEY BAM HCBK LAZ PNC=Bottom (Banks/Financials)
ENER(97):  0.78% Top=PDS NR SFY XEC SPN QEP VLO WTI ….. OAS HERO ESV SD EEP EXXI KWK BAS=Bottom (Energy)
CONS(61):  0.66% Top=NUS BZ BC LULU TIN CL XRX WMS ….. UA DECK CROX CRI PVH SKX RKT LIZ=Bottom (Consumer)
TRAN(25):  0.57% Top=FDX TRN TDW CSX CP TK EXPD UNP ….. LUV WERN KNX LCC JBLU UAL AMR GLNG=Bottom (Transportation)
COHW(51):  0.56% Top=AAPL WDC PLT PANL APKT CSCO VIP QCOM ….. PLCM RVBD CCI NTAP JNPR PCS RIMM TWTC=Bottom (Computer Hardware/Telecom)
HEAL(48):  0.53% Top=KND VOLC HS HOLX BSX ESRX BKD AGP ….. MR CYH NUVA THOR WCG ZMH UHS MAKO=Bottom (Health)
META(37):  0.52% Top=MCP SWC ANR UXG EXK AA GRS CENX ….. AEM AKS FCX PAAS EGO BTU KGC SCCO=Bottom (Metals & Mining)
MANU(35):  0.44% Top=NDSN DOV TEX AME PLL DRC TYC PNR ….. PCP BWC AONE WPRT GTI MTW PH PPO=Bottom (Manufacturing)
INSU(39):  0.44% Top=AGO RGA LNC MTG AON CNO BRO CB ….. TRH CLGX RNR MMC AFL ACGL AIG MBI=Bottom (Insurance)
RETA(69):  0.42% Top=IACI BIG BKE SHW NFLX ASNA CAB EBAY ….. ARO GME CHS TJX ANF DKS WSM TIF=Bottom (Retail & Specialty Retail)
LEIS(25):  0.34% Top=LYV GET MPEL PCLN JACK DPZ EXPE CCL ….. MCD EAT MAR YUM DRI CMG MGM KKD=Bottom (Leisure)

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 3:46 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 3:19 pm ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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

COMPARED TO YESTERDAY’S RANGE
40.9% of stocks are above yesterday’s high.
71.1% are above yesterday’s midpoint.  (28.9% are below.)
7.0% are below yesterday’s low.
52.1% are inside yesterday’s range.
83.4% of stocks with today’s high > yesterday’s high.  (16.6% less than).
26.3% of stocks with today’s low < yesterday’s low.  (73.7% greater than).

EVIDENCE OF INTRADAY TREND
31.3% of stocks are above today’s open.  (67.9% are below).
31.0% of stocks are above today’s open and yesterday’s close.
25.6% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.6% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
43.4% are in the top half .  56.6% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN
74.2% of stocks are above breakeven.  (25.8% are below b/e.)
0.9% are up 4.5% or more.  0.1% are down 4.5% or more.
2.4% are up 3.5% or more.  0.5% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:20.6%…>=90:39.5%…>=80:59.7%…>=50:86.0%…<=20:4.0%…<=10:1.5%…<=5:0.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.9% above previous 1 highs, 7.0% below previous 1 lows
40.0% above previous 2 highs, 2.1% below previous 2 lows
38.1% above previous 3 highs, 0.7% below previous 3 lows
34.8% above previous 4 highs, 0.6% below previous 4 lows
32.9% above previous 5 highs, 0.5% below previous 5 lows
22.5% above previous 6 highs, 0.5% below previous 6 lows
17.7% above previous 7 highs, 0.5% below previous 7 lows
17.3% above previous 8 highs, 0.4% below previous 8 lows
17.0% above previous 9 highs, 0.4% below previous 9 lows
15.4% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  13.4% new highs, 0.7% new lows
21d:  13.2% new highs, 0.6% new lows
42d:  10.0% new highs, 0.6% new lows
63d:  9.3% new highs, 0.6% new lows
126d:  8.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  72.8% above, 27.2% below
3-day:  79.8% above, 20.2% below
4-day:  85.8% above, 14.2% below
5-day:  88.4% above, 11.6% below
8-day:  80.4% above, 19.6% below
10-day:  75.1% above, 24.9% below
20-day:  60.4% above, 39.6% below
50-day:  55.8% above, 44.2% below
200-day:  80.3% above, 19.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.39% Top=SOLR LDK OVTI NETL TSL KLIC STP AMSC ….. APH CY MRVL SWKS ARMH MXIM MIPS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(63):  1.08% Top=FRT MAC AVB ACC PSA BRE VTR SLG ….. NLY MFA TWO STWD IVR CBG HST CXW=Bottom (Real Estate)
CHEM(28):  1.03% Top=ASH FOE GRA CHMT CE MON AGU LYB ….. PX HUN NLC IFF ALB GGC CF SMG=Bottom (Chemicals/Fertilizers)
DISV(42):  0.90% Top=URI RRR BPI MCO SFLY APOL RRD WTW ….. GPN TSS RHI SBAC MELI DV MYGN ESI=Bottom (Diversified Services)
COSW(68):  0.83% Top=CIS VIT ATVI ASIA GLUU REDF BCSI DRIV ….. CSC TTWO RENN SIFY TIBX YOKU VRSN PWRD=Bottom (Computer Software/Internet)
MATE(26):  0.60% Top=OC TOL PHM RYL MTZ VMC LPX MDU ….. LEN WM MAS RSG LUK MDC SHAW MDR=Bottom (Materials & Construction)
FINA(65):  0.59% Top=FNB BEN SEIC SF SCHW AINV AMTD ARCC ….. USB LAZ BAC FHN MS PNC HCBK KEY=Bottom (Banks/Financials)
TRAN(25):  0.41% Top=TDW TRN FDX CP CSX CNI JBHT UNP ….. LCC LUV KNX OSG JBLU UAL GLNG AMR=Bottom (Transportation)
ENER(97):  0.38% Top=PDS SFY NR XEC SPN INT OII CVE ….. SD CPX IOC HERO EXXI KWK GDP BAS=Bottom (Energy)
CONS(61):  0.36% Top=NUS BC WMS TIN XRX ICON CL SLGN ….. DECK COH SKX PVH UA CROX RKT LIZ=Bottom (Consumer)
HEAL(48):  0.34% Top=KND VOLC HS HOLX BKD LNCR AGP ESRX ….. AET CYH THOR ZMH WCG NUVA UHS MAKO=Bottom (Health)
RETA(69):  0.31% Top=IACI BIG BKE ASNA SHW CAB TSCO SPLS ….. TJX ANF OMX ANN PSS CHS WSM TIF=Bottom (Retail & Specialty Retail)
COHW(51):  0.30% Top=AAPL PLT APKT WDC QCOM PANL CSCO VIP ….. EMC RVBD CCI NTAP JNPR PCS RIMM TWTC=Bottom (Computer Hardware/Telecom)
INSU(39):  0.26% Top=AGO RGA MTG AON LNC BRO CB CNO ….. GNW CLGX RNR MMC ACGL AFL MBI AIG=Bottom (Insurance)
MANU(35):  0.24% Top=NDSN DOV TEX AME PNR PLL TYC DRC ….. ATI AGCO JOYG WPRT GTI MTW PH PPO=Bottom (Manufacturing)
META(37):  0.22% Top=MCP ANR SWC EXK UXG AA IAG GRS ….. AKS SVM BTU EGO FCX PAAS KGC SCCO=Bottom (Metals & Mining)
LEIS(25):  0.09% Top=LYV GET PCLN JACK DPZ MPEL EXPE CCL ….. EAT YUM MAR PENN DRI CMG MGM KKD=Bottom (Leisure)

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 3:19 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:52 pm

Market Stats at 2:52 pm ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE
41.7% of stocks are above yesterday’s high.
73.1% are above yesterday’s midpoint.  (26.9% are below.)
6.7% are below yesterday’s low.
51.6% are inside yesterday’s range.
83.4% of stocks with today’s high > yesterday’s high.  (16.6% less than).
25.8% of stocks with today’s low < yesterday’s low.  (74.2% greater than).

EVIDENCE OF INTRADAY TREND
32.7% of stocks are above today’s open.  (65.5% are below).
32.4% of stocks are above today’s open and yesterday’s close.
24.1% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.2% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
44.6% are in the top half .  55.4% of stocks are in the bottom half of today’s range.
13.4% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
75.6% of stocks are above breakeven.  (24.4% are below b/e.)
1.3% are up 4.5% or more.  0.0% are down 4.5% or more.
2.7% are up 3.5% or more.  0.4% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:21.0%…>=90:41.5%…>=80:61.7%…>=50:86.6%…<=20:3.3%…<=10:1.4%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:61.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.7% above previous 1 highs, 6.7% below previous 1 lows
40.6% above previous 2 highs, 2.1% below previous 2 lows
38.4% above previous 3 highs, 0.8% below previous 3 lows
34.9% above previous 4 highs, 0.7% below previous 4 lows
33.3% above previous 5 highs, 0.6% below previous 5 lows
22.6% above previous 6 highs, 0.6% below previous 6 lows
18.0% above previous 7 highs, 0.6% below previous 7 lows
17.7% above previous 8 highs, 0.5% below previous 8 lows
17.1% above previous 9 highs, 0.5% below previous 9 lows
15.3% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  13.3% new highs, 0.7% new lows
21d:  13.1% new highs, 0.6% new lows
42d:  9.9% new highs, 0.6% new lows
63d:  9.2% new highs, 0.6% new lows
126d:  8.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  74.6% above, 25.4% below
3-day:  80.9% above, 19.1% below
4-day:  86.2% above, 13.8% below
5-day:  89.5% above, 10.5% below
8-day:  81.0% above, 19.0% below
10-day:  76.3% above, 23.7% below
20-day:  61.1% above, 38.9% below
50-day:  55.8% above, 44.2% below
200-day:  80.3% above, 19.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.43% Top=SOLR LDK OVTI TSL KLIC NETL AMSC STP ….. ENTR MRVL APH ARMH MIPS MXIM SWKS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(63):  1.04% Top=FRT MAC LHO ACC AVB DEI PSA HIW ….. DDR NLY STWD TWO IVR CBG CXW HST=Bottom (Real Estate)
CHEM(28):  1.00% Top=ASH FOE GRA CHMT CE AGU MON LYB ….. PX HUN NLC IFF ALB GGC CF SMG=Bottom (Chemicals/Fertilizers)
DISV(42):  0.95% Top=URI RRR BPI SFLY MCO WTW APOL SAI ….. GPN CAR RHI SBAC DV MELI MYGN ESI=Bottom (Diversified Services)
COSW(68):  0.93% Top=CIS REDF VIT ASIA ATVI BCSI AOL DRIV ….. CDNS CSC TIBX RENN TTWO YOKU VRSN PWRD=Bottom (Computer Software/Internet)
MATE(26):  0.71% Top=MTZ OC TOL RYL PHM LPX VMC MDU ….. FAST LUK WM MAS RSG MDC SHAW MDR=Bottom (Materials & Construction)
FINA(65):  0.60% Top=FNB BEN SEIC SF AINV EWBC SCHW ARCC ….. BAM MS FHN PNC LAZ BAC HCBK KEY=Bottom (Banks/Financials)
TRAN(25):  0.56% Top=TRN TDW CP FDX CNI CSX TK EXPD ….. WERN OSG DAL LUV KNX JBLU UAL AMR=Bottom (Transportation)
ENER(97):  0.51% Top=PDS SFY NR XEC SPN INT QEP WTI ….. SD NOV EXXI HERO KWK CPX GDP BAS=Bottom (Energy)
CONS(61):  0.45% Top=NUS ICON TIN BC WMS AVP EL XRX ….. COH CRI PVH DECK SKX CROX RKT LIZ=Bottom (Consumer)
RETA(69):  0.40% Top=IACI BIG BKE CAB ASNA TSCO SHW FINL ….. ANF ARO GME TJX PSS TIF WSM CHS=Bottom (Retail & Specialty Retail)
COHW(51):  0.39% Top=AAPL WDC PANL PLT APKT NTGR QCOM CSCO ….. EMC PLCM CCI NTAP RIMM PCS JNPR TWTC=Bottom (Computer Hardware/Telecom)
HEAL(48):  0.36% Top=VOLC KND HS HOLX BKD AGP LNCR ESRX ….. RMD THOR AET WCG NUVA ZMH UHS MAKO=Bottom (Health)
INSU(39):  0.32% Top=AGO MTG RGA AON LNC BRO CNO FNF ….. GNW CLGX RNR MMC ACGL AFL MBI AIG=Bottom (Insurance)
MANU(35):  0.28% Top=NDSN DOV TEX AME GTLS DRC PNR PLL ….. GTI KMT ATI AGCO MTW WPRT PH PPO=Bottom (Manufacturing)
LEIS(26):  0.28% Top=LYV GET PCLN JACK WEN MPEL DPZ BYI ….. YUM WYN PENN MAR DRI CMG MGM KKD=Bottom (Leisure)
META(37):  0.11% Top=MCP SWC ANR EXK UXG AA GRS CENX ….. WLT AKS BTU KGC PAAS EGO FCX SCCO=Bottom (Metals & Mining)

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 2:52 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:15 pm

Market Stats at 2:15 pm ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE
42.8% of stocks are above yesterday’s high.
75.7% are above yesterday’s midpoint.  (24.3% are below.)
5.5% are below yesterday’s low.
51.7% are inside yesterday’s range.
83.3% of stocks with today’s high > yesterday’s high.  (16.7% less than).
25.3% of stocks with today’s low < yesterday’s low.  (74.7% greater than).

EVIDENCE OF INTRADAY TREND
33.5% of stocks are above today’s open.  (65.0% are below).
33.2% of stocks are above today’s open and yesterday’s close.
23.2% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.5% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
49.9% are in the top half .  50.1% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN
76.6% of stocks are above breakeven.  (23.4% are below b/e.)
1.2% are up 4.5% or more.  0.0% are down 4.5% or more.
2.7% are up 3.5% or more.  0.2% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:21.9%…>=90:41.2%…>=80:62.5%…>=50:87.5%…<=20:3.1%…<=10:0.9%…<=5:0.4%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:67.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.8% above previous 1 highs, 5.5% below previous 1 lows
41.6% above previous 2 highs, 1.6% below previous 2 lows
39.2% above previous 3 highs, 0.6% below previous 3 lows
36.3% above previous 4 highs, 0.5% below previous 4 lows
34.6% above previous 5 highs, 0.4% below previous 5 lows
24.0% above previous 6 highs, 0.4% below previous 6 lows
18.8% above previous 7 highs, 0.4% below previous 7 lows
18.6% above previous 8 highs, 0.2% below previous 8 lows
18.4% above previous 9 highs, 0.2% below previous 9 lows
16.4% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  13.2% new highs, 0.7% new lows
21d:  13.0% new highs, 0.6% new lows
42d:  9.7% new highs, 0.6% new lows
63d:  9.0% new highs, 0.6% new lows
126d:  8.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  75.9% above, 24.1% below
3-day:  82.8% above, 17.2% below
4-day:  86.8% above, 13.2% below
5-day:  90.3% above, 9.7% below
8-day:  80.7% above, 19.3% below
10-day:  76.3% above, 23.7% below
20-day:  61.1% above, 38.9% below
50-day:  56.2% above, 43.8% below
200-day:  80.4% above, 19.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.49% Top=SOLR LDK OVTI NETL TSL AMSC KLIC PWER ….. APH CREE ARMH SWKS MIPS PMCS MXIM BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28):  1.18% Top=ASH FOE MON GRA POT AGU CHMT CE ….. PX HUN NLC ALB IFF CF GGC SMG=Bottom (Chemicals/Fertilizers)
REAL(63):  0.98% Top=FRT MAC LHO WRI AVB DEI BRE ACC ….. TWO STWD DDR IVR NLY CXW CBG HST=Bottom (Real Estate)
DISV(42):  0.95% Top=URI RRR BPI MCO LPS WTW V ACM ….. GPN R SBAC RHI DV MELI MYGN ESI=Bottom (Diversified Services)
MATE(26):  0.87% Top=OC MTZ TOL PHM RYL VMC LPX MDU ….. FAST RSG MDC LUK WM MAS SHAW MDR=Bottom (Materials & Construction)
ENER(97):  0.84% Top=PDS SFY NR SPN XEC CRZO CVE RES ….. SWN SD HERO EEP BAS GDP EXXI KWK=Bottom (Energy)
COSW(68):  0.76% Top=CIS ASIA VIT ATVI NLSN BCSI SINA AOL ….. VMW CSC RENN VRSN TTWO REDF SIFY PWRD=Bottom (Computer Software/Internet)
TRAN(25):  0.65% Top=TRN CP TDW CNI CSX FDX UNP GLNG ….. DAL CHRW WERN KNX JBLU LUV AMR UAL=Bottom (Transportation)
FINA(65):  0.54% Top=FNB SEIC BEN EWBC SF AINV AMTD BLK ….. MS STI BAC BAM PNC LAZ BBT KEY=Bottom (Banks/Financials)
LEIS(26):  0.51% Top=LYV GET PCLN MPEL JACK WEN DPZ CCL ….. WYN YUM DRI MAR PENN CMG MGM KKD=Bottom (Leisure)
COHW(51):  0.51% Top=OCZ PANL AAPL PLT WDC APKT NTGR CSCO ….. MMI CCI PCS NTAP PLCM RIMM JNPR TWTC=Bottom (Computer Hardware/Telecom)
RETA(69):  0.51% Top=BIG IACI BKE ASNA CAB TSCO SKS EBAY ….. ARO TJX AZO GME CHS TIF WSM PSS=Bottom (Retail & Specialty Retail)
CONS(61):  0.41% Top=NUS ICON BC AVP WMS EL ECL TIN ….. SCSS CRI DECK COH CROX SKX LIZ RKT=Bottom (Consumer)
INSU(39):  0.39% Top=MBI AGO MTG CNO RGA BRO CB LNC ….. ENH AIZ ACGL RNR AFL GNW MMC AIG=Bottom (Insurance)
HEAL(48):  0.39% Top=VOLC KND HS AGP BKD HOLX ESRX MASI ….. CYH THOR AET MR WCG ZMH UHS MAKO=Bottom (Health)
META(37):  0.37% Top=MCP ANR SWC UXG EXK AA ACI CENX ….. BTU NEM NUE AKS PAAS FCX EGO SCCO=Bottom (Metals & Mining)
MANU(35):  0.30% Top=DRC GTLS TEX NDSN DOV AME PLL PNR ….. ROK ETN AGCO ATI WPRT PH MTW PPO=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:15 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:15 pm

Market Stats at 1:15 pm ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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

COMPARED TO YESTERDAY’S RANGE
36.3% of stocks are above yesterday’s high.
67.9% are above yesterday’s midpoint.  (32.1% are below.)
8.8% are below yesterday’s low.
54.8% are inside yesterday’s range.
82.9% of stocks with today’s high > yesterday’s high.  (17.1% less than).
25.0% of stocks with today’s low < yesterday’s low.  (75.0% greater than).

EVIDENCE OF INTRADAY TREND
27.2% of stocks are above today’s open.  (71.5% are below).
26.9% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.3% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
33.6% are in the top half .  66.4% of stocks are in the bottom half of today’s range.
21.1% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN
70.4% of stocks are above breakeven.  (29.6% are below b/e.)
0.9% are up 4.5% or more.  0.1% are down 4.5% or more.
1.9% are up 3.5% or more.  0.4% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:18.8%…>=90:35.5%…>=80:55.4%…>=50:83.5%…<=20:3.3%…<=10:1.1%…<=5:0.4%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:62.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.3% above previous 1 highs, 8.8% below previous 1 lows
35.3% above previous 2 highs, 1.9% below previous 2 lows
33.7% above previous 3 highs, 0.8% below previous 3 lows
30.7% above previous 4 highs, 0.7% below previous 4 lows
29.0% above previous 5 highs, 0.6% below previous 5 lows
19.0% above previous 6 highs, 0.6% below previous 6 lows
15.3% above previous 7 highs, 0.6% below previous 7 lows
15.0% above previous 8 highs, 0.5% below previous 8 lows
14.9% above previous 9 highs, 0.5% below previous 9 lows
13.4% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  12.5% new highs, 0.7% new lows
21d:  12.4% new highs, 0.6% new lows
42d:  9.2% new highs, 0.6% new lows
63d:  8.6% new highs, 0.6% new lows
126d:  8.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  69.0% above, 31.0% below
3-day:  76.7% above, 23.3% below
4-day:  83.0% above, 17.0% below
5-day:  87.1% above, 12.9% below
8-day:  77.2% above, 22.8% below
10-day:  73.5% above, 26.5% below
20-day:  58.4% above, 41.6% below
50-day:  54.4% above, 45.6% below
200-day:  80.2% above, 19.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.26% Top=SOLR LDK OVTI NETL PWER STP TSL AMSC ….. APH CREE PMCS ARMH MIPS MXIM SWKS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(63):  0.92% Top=MAC LHO FRT AMB PLD DRE DEI AVB ….. NLY O DDR IVR CXW TWO CBG HST=Bottom (Real Estate)
CHEM(28):  0.84% Top=ASH FOE MON GRA AGU CE CHMT POT ….. PPG IFF PX NLC ALB CF SMG GGC=Bottom (Chemicals/Fertilizers)
DISV(42):  0.67% Top=URI RRR BPI LPS MCO WTW SAI V ….. VRSK R RHI DV SBAC MYGN MELI ESI=Bottom (Diversified Services)
MATE(26):  0.65% Top=OC MTZ TOL RYL MDU LPX PHM VMC ….. MDC LEN WM FAST LUK RSG SHAW MDR=Bottom (Materials & Construction)
COSW(68):  0.59% Top=CIS ASIA VIT SINA ATVI NLSN DRIV AOL ….. CRM RENN YOKU VRSN TTWO SIFY REDF PWRD=Bottom (Computer Software/Internet)
TRAN(25):  0.46% Top=TRN GLNG CP JBHT FDX EXPD CSX TDW ….. WERN CHRW KNX KSU LUV JBLU AMR UAL=Bottom (Transportation)
ENER(97):  0.44% Top=PDS NR SFY SPN XEC CRZO CVE WLL ….. IOC EEP NOV CPX SM BAS EXXI KWK=Bottom (Energy)
FINA(65):  0.37% Top=BEN EWBC SEIC GS SF AMTD LM BLK ….. FII FHN BAM LAZ FITB PNC STI KEY=Bottom (Banks/Financials)
HEAL(48):  0.34% Top=VOLC KND HS AGP BKD MASI HUM LNCR ….. KCI RMD WCG THOR NUVA ZMH UHS MAKO=Bottom (Health)
COHW(51):  0.31% Top=OCZ PANL WDC PLT AAPL QCOM APKT NTGR ….. PCS RVBD NTAP PLCM MMI RIMM JNPR TWTC=Bottom (Computer Hardware/Telecom)
RETA(69):  0.29% Top=BIG IACI ASNA TSCO FINL CAB BKE EBAY ….. AZO WSM ARO TJX TIF PSS CHS GME=Bottom (Retail & Specialty Retail)
LEIS(25):  0.28% Top=LYV PCLN GET BYD DPZ MPEL JACK CCL ….. YUM EAT PENN MAR DRI CMG MGM KKD=Bottom (Leisure)
CONS(61):  0.27% Top=ICON NUS BC EL WMS AVP ABH IMAX ….. SCSS CRI DECK SKX COH CROX LIZ RKT=Bottom (Consumer)
INSU(39):  0.23% Top=AGO CNO RGA MTG AON CB FNF VR ….. CLGX MMC AFL ACGL RNR ENH GNW AIG=Bottom (Insurance)
MANU(35):  -0.05% Top=NDSN DOV DRC AME TEX GTLS PLL TYC ….. AGCO DE BWC ATI WPRT PH MTW PPO=Bottom (Manufacturing)
META(37):  -0.30% Top=MCP ANR SWC UXG EXK AA IAG GRS ….. JRCC AKS FCX WLT RTI EGO PAAS SCCO=Bottom (Metals & Mining)

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 1:15 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 11:51 am ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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

COMPARED TO YESTERDAY’S RANGE
35.6% of stocks are above yesterday’s high.
69.2% are above yesterday’s midpoint.  (30.8% are below.)
7.5% are below yesterday’s low.
56.8% are inside yesterday’s range.
82.5% of stocks with today’s high > yesterday’s high.  (17.5% less than).
17.9% of stocks with today’s low < yesterday’s low.  (82.1% greater than).

EVIDENCE OF INTRADAY TREND
25.7% of stocks are above today’s open.  (72.5% are below).
25.4% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.0% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
33.5% are in the top half .  66.5% of stocks are in the bottom half of today’s range.
29.8% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN
71.9% of stocks are above breakeven.  (28.1% are below b/e.)
1.1% are up 4.5% or more.  0.0% are down 4.5% or more.
2.0% are up 3.5% or more.  0.4% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:19.5%…>=90:36.2%…>=80:58.1%…>=50:84.0%…<=20:3.4%…<=10:1.1%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:64.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.6% above previous 1 highs, 7.5% below previous 1 lows
34.3% above previous 2 highs, 1.7% below previous 2 lows
32.5% above previous 3 highs, 0.5% below previous 3 lows
29.7% above previous 4 highs, 0.4% below previous 4 lows
27.8% above previous 5 highs, 0.2% below previous 5 lows
19.2% above previous 6 highs, 0.2% below previous 6 lows
15.2% above previous 7 highs, 0.2% below previous 7 lows
14.7% above previous 8 highs, 0.2% below previous 8 lows
14.5% above previous 9 highs, 0.2% below previous 9 lows
13.0% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  12.0% new highs, 0.6% new lows
21d:  11.9% new highs, 0.5% new lows
42d:  8.8% new highs, 0.5% new lows
63d:  8.4% new highs, 0.5% new lows
126d:  7.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  70.6% above, 29.4% below
3-day:  77.9% above, 22.1% below
4-day:  84.3% above, 15.7% below
5-day:  87.7% above, 12.3% below
8-day:  78.4% above, 21.6% below
10-day:  74.1% above, 25.9% below
20-day:  59.0% above, 41.0% below
50-day:  54.4% above, 45.6% below
200-day:  80.4% above, 19.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(69):  1.20% Top=LDK SOLR STP PWER OVTI SOL NETL TSL ….. ARMH CREE ROP PMCS MRVL MXIM SWKS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28):  1.12% Top=ASH FOE GRA AGU MON POT CHMT CE ….. HUN ALB PX IFF NLC CF GGC SMG=Bottom (Chemicals/Fertilizers)
REAL(63):  1.02% Top=AMB DRE PLD DCT MAC BMR FRT DEI ….. STWD DDR GRT IVR NLY HST CXW CBG=Bottom (Real Estate)
MATE(26):  0.71% Top=OC MTZ TOL PHM MDU VMC RYL FLR ….. SRCL RSG FAST WM LEN SHAW DHI MDR=Bottom (Materials & Construction)
ENER(97):  0.64% Top=NR PDS SFY SPN CVE WTI OII CRZO ….. CPX CLR EXXI SD SM BAS IOC KWK=Bottom (Energy)
DISV(42):  0.58% Top=URI RRR WTW LPS MCO ACM ULTA BPI ….. HTZ RHI VRSK SBAC MYGN DV MELI ESI=Bottom (Diversified Services)
TRAN(25):  0.54% Top=GLNG CP FDX TDW TRN EXPD CNI DAL ….. CHRW KNX JBLU WERN LUV KSU AMR UAL=Bottom (Transportation)
COSW(68):  0.53% Top=CIS ASIA VIT SINA DRIV AOL ATVI ACOM ….. CDNS VMW ORCL CERN VRSN SIFY REDF PWRD=Bottom (Computer Software/Internet)
FINA(65):  0.50% Top=BEN SEIC EWBC LM AINV BLK GS ARCC ….. FII ZION FHN KEY NYB PNC LAZ FITB=Bottom (Banks/Financials)
INSU(39):  0.35% Top=CNO AGO RGA TRH MTG AON MBI TRV ….. ENH RNR AFL MMC GNW CHSI ACGL AIG=Bottom (Insurance)
LEIS(25):  0.33% Top=LYV GET MPEL PCLN BYD DPZ BYI CAKE ….. YUM LVS DRI MAR PENN CMG MGM KKD=Bottom (Leisure)
CONS(61):  0.31% Top=ABH BC ICON WMS AVP IMAX PAY XRX ….. CSTR LULU UA LIZ SKX PVH COH CROX=Bottom (Consumer)
RETA(69):  0.23% Top=IACI BIG TSCO ASNA CAB EXPR BKE EBAY ….. WSM GME CVS ARO TIF PSS TJX CHS=Bottom (Retail & Specialty Retail)
HEAL(48):  0.21% Top=KND VOLC HS AGP HUM MASI BKD LNCR ….. AET HCA CVD ZMH WCG NUVA UHS MAKO=Bottom (Health)
COHW(51):  0.17% Top=OCZ PANL PLT AAPL APKT DELL WDC NTGR ….. RVBD NTAP PLCM PCS RIMM JNPR MMI TWTC=Bottom (Computer Hardware/Telecom)
MANU(35):  0.08% Top=GTLS NDSN DRC DOV TEX AME TYC PLL ….. PH AONE ETN ATI BWC WPRT MTW PPO=Bottom (Manufacturing)
META(37):  -0.04% Top=MCP ANR SWC IAG PCX AA UXG EXK ….. RTI NEM WLT EGO SCCO AKS PAAS CLD=Bottom (Metals & Mining)

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 11:51 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:27 am

Market Stats at 11:27 am ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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

COMPARED TO YESTERDAY’S RANGE
32.1% of stocks are above yesterday’s high.
65.8% are above yesterday’s midpoint.  (34.2% are below.)
8.5% are below yesterday’s low.
59.4% are inside yesterday’s range.
82.5% of stocks with today’s high > yesterday’s high.  (17.5% less than).
17.3% of stocks with today’s low < yesterday’s low.  (82.7% greater than).

EVIDENCE OF INTRADAY TREND
21.2% of stocks are above today’s open.  (77.2% are below).
20.9% of stocks are above today’s open and yesterday’s close.
32.0% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.5% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
24.6% are in the top half .  75.4% of stocks are in the bottom half of today’s range.
40.8% are in the bottom 20%.
23.0% are in the bottom 10%.

GAIN
67.6% of stocks are above breakeven.  (32.4% are below b/e.)
0.9% are up 4.5% or more.  0.0% are down 4.5% or more.
1.5% are up 3.5% or more.  0.2% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:17.7%…>=90:35.1%…>=80:54.2%…>=50:81.5%…<=20:3.5%…<=10:1.3%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:62.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.1% above previous 1 highs, 8.5% below previous 1 lows
31.1% above previous 2 highs, 1.7% below previous 2 lows
29.2% above previous 3 highs, 0.8% below previous 3 lows
27.2% above previous 4 highs, 0.7% below previous 4 lows
25.6% above previous 5 highs, 0.4% below previous 5 lows
18.3% above previous 6 highs, 0.4% below previous 6 lows
14.5% above previous 7 highs, 0.4% below previous 7 lows
14.0% above previous 8 highs, 0.2% below previous 8 lows
13.7% above previous 9 highs, 0.2% below previous 9 lows
12.1% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  12.0% new highs, 0.6% new lows
21d:  11.7% new highs, 0.5% new lows
42d:  8.7% new highs, 0.5% new lows
63d:  8.3% new highs, 0.5% new lows
126d:  7.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  66.0% above, 34.0% below
3-day:  74.5% above, 25.5% below
4-day:  82.7% above, 17.3% below
5-day:  86.3% above, 13.7% below
8-day:  76.1% above, 23.9% below
10-day:  72.2% above, 27.8% below
20-day:  58.0% above, 42.0% below
50-day:  53.7% above, 46.3% below
200-day:  80.3% above, 19.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28):  1.06% Top=ASH FOE GRA POT AGU MON CE CHMT ….. MOS ALB IFF PX NLC GGC CF SMG=Bottom (Chemicals/Fertilizers)
ELEC(69):  0.99% Top=SOLR LDK STP PWER SOL OVTI WFR TSL ….. ARMH MIPS PMCS RFMD MRVL MXIM SWKS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(63):  0.83% Top=AMB PLD FRT DEI MAC DRE BMR ACC ….. NLY GRT AXP DDR STWD HST CXW CBG=Bottom (Real Estate)
DISV(42):  0.48% Top=URI RRR WTW MCO LPS ACM KBR AL ….. RHI HTZ VRSK SBAC MYGN DV MELI ESI=Bottom (Diversified Services)
ENER(97):  0.48% Top=PDS NR SFY SPN COG CVE CRZO WMB ….. ATPG RDC CLR SD SM EXXI BAS KWK=Bottom (Energy)
TRAN(25):  0.45% Top=GLNG CP FDX TDW EXPD DAL CNI TK ….. NSC JBLU LUV KNX KSU WERN AMR UAL=Bottom (Transportation)
MATE(26):  0.45% Top=OC MTZ MDU VMC TOL PHM FLR RYL ….. FAST SRCL WM LEN SHAW MDC DHI MDR=Bottom (Materials & Construction)
FINA(65):  0.42% Top=SEIC BEN EWBC LM BLK GS ARCC SF ….. BAM KEY DFS STI PNC NYB LAZ FITB=Bottom (Banks/Financials)
COSW(68):  0.40% Top=CIS ASIA VIT SINA AOL ATVI SOHU DRIV ….. VMW CERN ORCL SAPE SIFY VRSN REDF PWRD=Bottom (Computer Software/Internet)
INSU(39):  0.28% Top=AGO RGA CNO TRH MTG MBI AON VR ….. RNR MMC ENH GNW AFL ACGL CHSI AIG=Bottom (Insurance)
META(37):  0.22% Top=MCP IAG EXK SWC ANR UXG ABX AA ….. NEM BTU EGO WLT AKS PAAS SCCO CLD=Bottom (Metals & Mining)
HEAL(48):  0.21% Top=KND VOLC AGP HS HUM MASI LNCR BSX ….. PPDI AET CVD ZMH NUVA WCG UHS MAKO=Bottom (Health)
LEIS(25):  0.11% Top=LYV MPEL GET PCLN DPZ BYD BYI CAKE ….. LVS PENN YUM DRI CMG MAR MGM KKD=Bottom (Leisure)
CONS(61):  0.11% Top=ABH BC WMS IMAX AVP TIN XRX ICON ….. DECK COH CSTR TPX UA CROX PVH SKX=Bottom (Consumer)
RETA(69):  0.01% Top=BIG IACI TSCO EBAY EXPR FDO ASNA AMZN ….. M GME WSM URBN TIF TJX PSS CHS=Bottom (Retail & Specialty Retail)
COHW(51):  0.01% Top=OCZ AAPL APKT NTGR PLT DELL WDC BCE ….. RVBD CCI NTAP RIMM JNPR PCS TWTC MMI=Bottom (Computer Hardware/Telecom)
MANU(35):  0.00% Top=GTLS NDSN DRC DOV TEX AME PLL TYC ….. ATI WPRT ETN PH MTW BWC AONE PPO=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:27 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:58 am

Market Stats at 10:58 am ET
by daytrend on 20110531.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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.
69.4% are above yesterday’s midpoint.  (30.6% are below.)
6.5% are below yesterday’s low.
59.9% are inside yesterday’s range.
82.6% of stocks with today’s high > yesterday’s high.  (17.4% less than).
16.1% of stocks with today’s low < yesterday’s low.  (83.9% greater than).

EVIDENCE OF INTRADAY TREND
20.9% of stocks are above today’s open.  (77.8% are below).
20.7% of stocks are above today’s open and yesterday’s close.
29.4% are below both.
96.9% of stocks opened above yesterday’s close.  (2.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.7% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
23.3% are in the top half .  76.7% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN
70.4% of stocks are above breakeven.  (29.6% are below b/e.)
1.1% are up 4.5% or more.  0.4% are down 4.5% or more.
1.5% are up 3.5% or more.  0.4% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:20.5%…>=90:35.8%…>=80:56.7%…>=50:83.4%…<=20:3.8%…<=10:1.4%…<=5:0.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:63.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.6% above previous 1 highs, 6.5% below previous 1 lows
32.6% above previous 2 highs, 1.5% below previous 2 lows
31.2% above previous 3 highs, 0.5% below previous 3 lows
29.0% above previous 4 highs, 0.5% below previous 4 lows
27.4% above previous 5 highs, 0.4% below previous 5 lows
19.8% above previous 6 highs, 0.4% below previous 6 lows
15.3% above previous 7 highs, 0.4% below previous 7 lows
14.9% above previous 8 highs, 0.4% below previous 8 lows
14.8% above previous 9 highs, 0.4% below previous 9 lows
13.3% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  11.7% new highs, 0.5% new lows
21d:  11.5% new highs, 0.4% new lows
42d:  8.6% new highs, 0.4% new lows
63d:  8.1% new highs, 0.4% new lows
126d:  7.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  68.9% above, 31.1% below
3-day:  77.4% above, 22.6% below
4-day:  85.1% above, 14.9% below
5-day:  88.0% above, 12.0% below
8-day:  77.8% above, 22.2% below
10-day:  72.7% above, 27.3% below
20-day:  57.9% above, 42.1% below
50-day:  53.6% above, 46.4% below
200-day:  80.4% above, 19.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(28):  1.12% Top=ASH FOE GRA AGU CE POT MON CHMT ….. HUN IFF OLN PX NLC CF GGC SMG=Bottom (Chemicals/Fertilizers)
ELEC(69):  1.08% Top=LDK SOLR STP TSL WFR SOL PWER FSLR ….. ARMH ROP PMCS MXIM RFMD MIPS SWKS BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(97):  0.95% Top=NR PDS SFY SPN COG CVE CRZO KEG ….. RDC EEP ETP EPB BAS CPX HERO KWK=Bottom (Energy)
REAL(63):  0.69% Top=AMB PLD FRT SLG SKT ACC DCT MAC ….. HST NLY DDR PDM CXW AXP STWD CBG=Bottom (Real Estate)
META(37):  0.66% Top=UXG MCP SWC ANR IAG EXK SVM PCX ….. EGO BTU WLT NUE PAAS AKS SCCO CLD=Bottom (Metals & Mining)
MATE(26):  0.38% Top=OC MTZ TOL MDU VMC FLR PHM FWLT ….. RSG WM FAST DHI SHAW LEN MDC MDR=Bottom (Materials & Construction)
TRAN(25):  0.38% Top=GLNG TDW CP FDX CNI EXPD DAL TK ….. CNW KSU LCC JBLU LUV WERN AMR UAL=Bottom (Transportation)
COSW(67):  0.37% Top=CIS ASIA VIT SINA ATVI AOL BIDU ADBE ….. TIBX INFA ORCL SIFY RENN REDF VRSN PWRD=Bottom (Computer Software/Internet)
FINA(65):  0.36% Top=LM BEN GS SEIC EWBC BLK SF CME ….. ETFC TCB STI ZION LAZ PNC FITB NYB=Bottom (Banks/Financials)
DISV(42):  0.35% Top=URI RRR WTW ACM LPS MCO SAI ACTG ….. RHI DV SBAC HTZ CAR VRSK MELI ESI=Bottom (Diversified Services)
INSU(39):  0.31% Top=RGA AGO CNO TRH AON VR TMK CB ….. MBI ACGL RNR MMC ENH CLGX AFL AIG=Bottom (Insurance)
CONS(61):  0.19% Top=ABH BC WMS AVP EL TIN UFS IP ….. LULU CCK DECK NKE UA TPX SKX CROX=Bottom (Consumer)
HEAL(48):  0.15% Top=KND VOLC AGP HS HUM MASI CFN LNCR ….. ZMH RMD THOR WCG UHS CVD NUVA MAKO=Bottom (Health)
RETA(69):  0.14% Top=IACI BIG TSCO EXPR SPLS BID ASNA SHW ….. M URBN AAP TIF WSM TJX PSS CHS=Bottom (Retail & Specialty Retail)
LEIS(25):  0.05% Top=LYV DPZ MPEL PCLN GET EXPE BYD BYI ….. JACK LVS PENN DRI MAR CMG MGM KKD=Bottom (Leisure)
MANU(35):  0.03% Top=GTLS DRC NDSN TEX DOV X CAT AME ….. ATU AONE KMT BWC ETN MTW PH PPO=Bottom (Manufacturing)
COHW(51):  -0.07% Top=OCZ AAPL DELL PLT WDC PANL BCE HPQ ….. RVBD CCI PLCM RIMM PCS JNPR TWTC MMI=Bottom (Computer Hardware/Telecom)

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 10:58 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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