daytrend

06/30/2011

REISSUED: Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 6/30/2011

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

This Excel file contains the tools:  DaytrendTools_20110630.xls REISSUED  I added the 6/14 start date to the Persistence UP List, which undoubtedly will catch more opportunity that started near that date.

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: 6/27, 6/20, 6/14, 5/25, 5/18, 5/6, 4/26

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 6/22, 6/1, 5/11, 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 @ 3:02 pm

Closing Stats
by daytrend on 20110630.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

COMPARED TO YESTERDAY’S RANGE
51.6% of stocks are above yesterday’s high.
81.7% are above yesterday’s midpoint.  (18.3% are below.)
5.1% are below yesterday’s low.
43.3% are inside yesterday’s range.
80.2% of stocks with today’s high > yesterday’s high.  (19.8% less than).
11.4% of stocks with today’s low < yesterday’s low.  (88.6% greater than).

EVIDENCE OF INTRADAY TREND
70.2% of stocks are above today’s open.  (28.1% are below).
69.4% of stocks are above today’s open and yesterday’s close.
19.3% are below both.
83.0% of stocks opened above yesterday’s close.  (11.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.8% of stocks are in the top 10% of today’s range.
25.8% are in the top 20%.
62.9% are in the top half .  37.1% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
79.9% of stocks are above breakeven.  (20.1% are below b/e.)
1.2% are up 4.5% or more.  0.2% are down 4.5% or more.
3.4% are up 3.5% or more.  0.6% are down 3.5% or more.
49.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:30.4%…>=90:54.8%…>=80:71.2%…>=50:89.4%…<=20:2.3%…<=10:0.7%…<=5:0.1%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:84.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:75.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
51.6% above previous 1 highs, 5.1% below previous 1 lows
50.3% above previous 2 highs, 2.4% below previous 2 lows
49.1% above previous 3 highs, 1.1% below previous 3 lows
46.7% above previous 4 highs, 0.6% below previous 4 lows
45.8% above previous 5 highs, 0.2% below previous 5 lows
40.0% above previous 6 highs, 0.2% below previous 6 lows
38.8% above previous 7 highs, 0.2% below previous 7 lows
38.4% above previous 8 highs, 0.2% below previous 8 lows
37.4% above previous 9 highs, 0.2% below previous 9 lows
37.0% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  31.1% new highs, 0.6% new lows
21d:  22.2% new highs, 0.6% new lows
42d:  9.4% new highs, 0.6% new lows
63d:  7.8% new highs, 0.6% new lows
126d:  7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  78.8% above, 21.2% below
3-day:  85.2% above, 14.8% below
4-day:  89.8% above, 10.2% below
5-day:  91.9% above, 8.1% below
8-day:  89.7% above, 10.3% below
10-day:  90.4% above, 9.6% below
20-day:  85.4% above, 14.6% below
50-day:  49.4% above, 50.6% below
200-day:  67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(76):  2.47% Top=SPRD YGE NXPI SLAB CY BRCM KLIC CRUS ….. VSH IPGP ROP ARMH NETL WAT IO FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41):  1.74% Top=JOYG TEX PH CAT MTW KMT FLS SWK ….. MHK X PPO GTLS RS DE WPRT ATI=Bottom (Manufacturing)
ENER(97):  1.33% Top=IOC PDS OIS TSO NXY HERO CVE NOV ….. UPL EEP NFX ROSE EXXI ATPG MMR SD=Bottom (Energy)
META(39):  1.26% Top=MCP GSM ACI FCX NUE CLF SVM CRS ….. AUQ GG UXG ANR EGO AUY STLD IAG=Bottom (Metals & Mining)
DISV(43):  1.09% Top=MELI URI R DHX SFLY RHI MCO JEC ….. SAI ESI MYGN WTW HRB AL V MA=Bottom (Diversified Services)
TRAN(23):  1.00% Top=TRN KSU CNW KNX CSX EXPD CP CNI ….. LCC LUV JBLU AMR DAL GLNG UAL OSG=Bottom (Transportation)
CONS(61):  0.93% Top=BC GIL COH OI IP BMS SEE CSTR ….. EL ST GRM HBI TPX HAS PAY DAR=Bottom (Consumer)
COSW(70):  0.87% Top=VELT SINA VMW RENN GLUU SOHU VIT PRGS ….. BBBB TTWO FFIV SAPE IL RP PMTC EBIX=Bottom (Computer Software/Internet)
CHEM(30):  0.86% Top=FOE MON GRA SOA SIAL GGC PPG CHMT ….. PX POT KRA AGU MOS IPI SMG CF=Bottom (Chemicals/Fertilizers)
LEIS(30):  0.77% Top=ASCA WYNN MGM HOT LYV PCLN LTM LVS ….. DPZ WEN EAT CAKE MCD SIX TXRH KKD=Bottom (Leisure)
COHW(53):  0.71% Top=NTAP S JDSU QCOM HPQ LXK JNPR CSCO ….. ADTN VIP TWTC LEAP PANL OCZ MOTR CALX=Bottom (Computer Hardware/Telecom)
HEAL(56):  0.63% Top=THOR COO CYH ALR MR NXTM EW LH ….. KND CNC CNU WCG HNT AET HUM IRWD=Bottom (Health)
RETA(72):  0.59% Top=EBAY JNY RSH GME SHLD CVS JWN LINTA ….. BBY NFLX KSS NRGY FL JCP FDO ANN=Bottom (Retail & Specialty Retail)
FINA(75):  0.49% Top=ACAS CSE MF AINV SEIC KKR TD TROW ….. LPLA HBHC COF SLM BAC MS FII TCB=Bottom (Banks/Financials)
INSU(40):  0.40% Top=CNO WSH HIG AGO AFL LNC MTG AON ….. AFG FNF TRV ENH ACE TRH AXS ACGL=Bottom (Insurance)
MATE(26):  0.37% Top=FWLT FLR LPX MDR DHI SHAW SRCL EXP ….. VMC TOL RYL MDC PWR MAS LEN KBH=Bottom (Materials & Construction)
REAL(68):  0.26% Top=HST CXW TWO SKT BRE AXP LHO RYN ….. AIV HCN OFC HPT FRT LRY VTR NHP=Bottom (Real Estate)

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 @ 2:52 pm

Market Stats at 3:52 pm ET
by daytrend on 20110630.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

COMPARED TO YESTERDAY’S RANGE
52.3% of stocks are above yesterday’s high.
83.0% are above yesterday’s midpoint.  (17.0% are below.)
4.7% are below yesterday’s low.
43.0% are inside yesterday’s range.
80.1% of stocks with today’s high > yesterday’s high.  (19.9% less than).
11.2% of stocks with today’s low < yesterday’s low.  (88.8% greater than).

EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today’s open.  (27.2% are below).
70.7% of stocks are above today’s open and yesterday’s close.
18.4% are below both.
83.0% of stocks opened above yesterday’s close.  (11.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.4% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
65.2% are in the top half .  34.8% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN
80.7% of stocks are above breakeven.  (19.3% are below b/e.)
1.3% are up 4.5% or more.  0.3% are down 4.5% or more.
3.6% are up 3.5% or more.  0.6% are down 3.5% or more.
48.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:31.9%…>=90:55.6%…>=80:72.4%…>=50:90.0%…<=20:2.1%…<=10:0.4%…<=5:0.2%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:85.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:75.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.3% above previous 1 highs, 4.7% below previous 1 lows
51.2% above previous 2 highs, 2.0% below previous 2 lows
50.0% above previous 3 highs, 0.8% below previous 3 lows
47.0% above previous 4 highs, 0.6% below previous 4 lows
46.6% above previous 5 highs, 0.2% below previous 5 lows
40.3% above previous 6 highs, 0.2% below previous 6 lows
39.0% above previous 7 highs, 0.2% below previous 7 lows
38.9% above previous 8 highs, 0.2% below previous 8 lows
38.1% above previous 9 highs, 0.2% below previous 9 lows
37.6% above previous 10 highs, 0.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  31.1% new highs, 0.6% new lows
21d:  22.1% new highs, 0.6% new lows
42d:  9.4% new highs, 0.6% new lows
63d:  7.8% new highs, 0.6% new lows
126d:  7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  79.6% above, 20.4% below
3-day:  85.9% above, 14.1% below
4-day:  90.2% above, 9.8% below
5-day:  93.0% above, 7.0% below
8-day:  90.1% above, 9.9% below
10-day:  90.2% above, 9.8% below
20-day:  86.0% above, 14.0% below
50-day:  49.7% above, 50.3% below
200-day:  67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(76):  2.53% Top=SPRD YGE NXPI SLAB CY BRCM KLIC RFMD ….. AYI ROP IPGP NETL WAT ARMH IO FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41):  1.79% Top=JOYG TEX PH MTW CAT FLS KMT ETN ….. MHK X PPO RS GTLS DE WPRT ATI=Bottom (Manufacturing)
ENER(97):  1.32% Top=PDS IOC OIS NXY TSO HERO NOV CVE ….. UPL ROSE EXXI NFX ATPG PVA MMR SD=Bottom (Energy)
META(39):  1.25% Top=MCP GSM ACI FCX NUE CLF CRS SCCO ….. AUQ UXG GG EGO ANR AUY STLD IAG=Bottom (Metals & Mining)
DISV(43):  1.10% Top=MELI URI R DHX SFLY RHI MCO JEC ….. SAI MYGN ESI WTW HRB AL V MA=Bottom (Diversified Services)
TRAN(23):  1.08% Top=TRN KSU CNW CP CSX KNX EXPD CNI ….. JBHT JBLU LUV AMR DAL GLNG UAL OSG=Bottom (Transportation)
CONS(61):  0.95% Top=BC GIL COH OI IP BMS SEE ECL ….. ST GRM NKE TPX HBI HAS PAY DAR=Bottom (Consumer)
CHEM(30):  0.85% Top=FOE MON SOA GGC GRA SIAL PPG CHMT ….. PX POT AGU KRA MOS IPI SMG CF=Bottom (Chemicals/Fertilizers)
COSW(70):  0.85% Top=VELT SINA VMW ASIA PRGS RENN SOHU NLSN ….. TTWO SAPE BBBB FFIV IL RP PMTC EBIX=Bottom (Computer Software/Internet)
LEIS(30):  0.80% Top=ASCA WYNN HOT MGM LYV LTM PCLN EXPE ….. WEN DPZ CAKE EAT MCD SIX TXRH KKD=Bottom (Leisure)
COHW(53):  0.77% Top=NTAP S JDSU HPQ LXK QCOM STEC JNPR ….. CIEN VIP TWTC LEAP PANL MOTR OCZ CALX=Bottom (Computer Hardware/Telecom)
HEAL(56):  0.68% Top=THOR ALR CYH MR COO NXTM EW PODD ….. WLP CNU CNC WCG HNT AET IRWD HUM=Bottom (Health)
RETA(72):  0.65% Top=EBAY RSH JNY GME SHLD JWN LINTA CVS ….. URBN KSS NFLX SVU NRGY FDO JCP ANN=Bottom (Retail & Specialty Retail)
FINA(75):  0.51% Top=ACAS CSE MF SEIC AINV KKR TD BAM ….. HBHC LPLA SLM COF MS BAC FII TCB=Bottom (Banks/Financials)
MATE(26):  0.49% Top=FLR FWLT DHI LPX SHAW MDR PHM OC ….. RSG VMC RYL MDC MAS PWR LEN KBH=Bottom (Materials & Construction)
INSU(40):  0.46% Top=CNO MTG HIG AFL AGO WSH AON LNC ….. AFG RNR TRV ACE ENH TRH AXS ACGL=Bottom (Insurance)
REAL(68):  0.34% Top=HST CXW TWO BRE SKT AXP LHO STWD ….. HPT FRT AIV OFC HCN LRY VTR NHP=Bottom (Real Estate)

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 3:52 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:39 pm

Market Stats at 3:39 pm ET
by daytrend on 20110630.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

COMPARED TO YESTERDAY’S RANGE
56.3% of stocks are above yesterday’s high.
84.9% are above yesterday’s midpoint.  (15.1% are below.)
3.8% are below yesterday’s low.
39.9% are inside yesterday’s range.
79.8% of stocks with today’s high > yesterday’s high.  (20.2% less than).
10.9% of stocks with today’s low < yesterday’s low.  (89.1% greater than).

EVIDENCE OF INTRADAY TREND
74.9% of stocks are above today’s open.  (23.6% are below).
74.0% of stocks are above today’s open and yesterday’s close.
15.1% are below both.
83.0% of stocks opened above yesterday’s close.  (11.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
21.2% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
70.3% are in the top half .  29.7% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
84.2% of stocks are above breakeven.  (15.8% are below b/e.)
1.4% are up 4.5% or more.  0.3% are down 4.5% or more.
3.7% are up 3.5% or more.  0.4% are down 3.5% or more.
45.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:34.8%…>=90:58.3%…>=80:74.8%…>=50:91.0%…<=20:2.1%…<=10:0.4%…<=5:0.2%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:86.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:76.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
56.3% above previous 1 highs, 3.8% below previous 1 lows
55.1% above previous 2 highs, 1.9% below previous 2 lows
54.0% above previous 3 highs, 0.8% below previous 3 lows
50.3% above previous 4 highs, 0.7% below previous 4 lows
49.6% above previous 5 highs, 0.4% below previous 5 lows
43.0% above previous 6 highs, 0.4% below previous 6 lows
41.6% above previous 7 highs, 0.4% below previous 7 lows
41.4% above previous 8 highs, 0.4% below previous 8 lows
40.7% above previous 9 highs, 0.4% below previous 9 lows
40.0% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  30.9% new highs, 0.6% new lows
21d:  22.1% new highs, 0.6% new lows
42d:  9.4% new highs, 0.6% new lows
63d:  7.8% new highs, 0.6% new lows
126d:  7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  82.6% above, 17.4% below
3-day:  88.1% above, 11.9% below
4-day:  91.6% above, 8.4% below
5-day:  93.4% above, 6.6% below
8-day:  90.4% above, 9.6% below
10-day:  91.1% above, 8.9% below
20-day:  87.2% above, 12.8% below
50-day:  51.4% above, 48.6% below
200-day:  68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(76):  2.65% Top=SPRD YGE NXPI SLAB KLIC BRCM CY CRUS ….. AFFX IPGP ROP NETL IO ARMH WAT FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41):  1.86% Top=JOYG TEX PH CAT MTW FLS KMT TKR ….. MHK PPO X DE RS WPRT GTLS ATI=Bottom (Manufacturing)
ENER(97):  1.36% Top=PDS IOC OIS NXY TSO CVE NOV CPX ….. UPL ETP EEP ATPG ROSE MMR SD PVA=Bottom (Energy)
META(39):  1.29% Top=MCP GSM ACI CLF FCX NUE CRS SCCO ….. AUQ UXG AUY EGO GG STLD ANR IAG=Bottom (Metals & Mining)
DISV(43):  1.21% Top=MELI URI R RHI MCO SFLY VPRT DHX ….. ESI SAI WTW SBAC HRB AL V MA=Bottom (Diversified Services)
TRAN(23):  1.20% Top=TRN KSU CNW EXPD CP KNX CSX CNI ….. JBHT JBLU LUV AMR DAL GLNG UAL OSG=Bottom (Transportation)
CONS(61):  1.01% Top=BC GIL COH OI IP BMS MWV CSTR ….. NKE ST HBI TPX GRM PAY HAS DAR=Bottom (Consumer)
COSW(70):  0.94% Top=VMW VELT RENN SINA PRGS NLSN CRM AKAM ….. TTWO FFIV SAPE BBBB IL RP PMTC EBIX=Bottom (Computer Software/Internet)
LEIS(30):  0.90% Top=ASCA WYNN MGM HOT LTM LYV PCLN EXPE ….. SIX YUM CAKE WEN MCD EAT TXRH KKD=Bottom (Leisure)
CHEM(30):  0.89% Top=FOE MON GGC SOA GRA SIAL PPG ROC ….. OLN PX AGU KRA MOS IPI SMG CF=Bottom (Chemicals/Fertilizers)
COHW(53):  0.82% Top=NTAP JDSU S QCOM HPQ LXK STEC CSCO ….. PCS VIP TWTC LEAP PANL OCZ MOTR CALX=Bottom (Computer Hardware/Telecom)
HEAL(56):  0.76% Top=THOR CYH COO MR ALR EW NXTM PODD ….. KND WCG CNU CNC IRWD HNT HUM AET=Bottom (Health)
RETA(72):  0.68% Top=EBAY RSH JNY GME BID LINTA DDS JWN ….. NFLX ANF DLTR NRGY FDO JCP URBN ANN=Bottom (Retail & Specialty Retail)
FINA(75):  0.58% Top=ACAS MF CSE KKR SEIC AINV PBCT TD ….. NTRS LPLA SLM COF BAC MS FII TCB=Bottom (Banks/Financials)
REAL(68):  0.55% Top=HST CXW TWO SKT BRE AXP LHO CBL ….. FRT HPT MFA HCN OFC LRY VTR NHP=Bottom (Real Estate)
INSU(40):  0.54% Top=CNO MTG HIG WSH AFL AGO AON UNM ….. FNF L TRV RNR ACE TRH AXS ACGL=Bottom (Insurance)
MATE(26):  0.47% Top=FWLT FLR LPX MDR OC SRCL SHAW USG ….. RSG TOL MDC RYL PWR MAS LEN KBH=Bottom (Materials & Construction)

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 3:39 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 3:20 pm ET
by daytrend on 20110630.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

COMPARED TO YESTERDAY’S RANGE
49.4% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint.  (17.7% are below.)
5.0% are below yesterday’s low.
45.6% are inside yesterday’s range.
79.2% of stocks with today’s high > yesterday’s high.  (20.8% less than).
10.8% of stocks with today’s low < yesterday’s low.  (89.2% greater than).

EVIDENCE OF INTRADAY TREND
70.7% of stocks are above today’s open.  (28.4% are below).
69.4% of stocks are above today’s open and yesterday’s close.
19.0% are below both.
83.0% of stocks opened above yesterday’s close.  (11.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.3% of stocks are in the top 10% of today’s range.
22.9% are in the top 20%.
60.3% are in the top half .  39.7% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN
79.8% of stocks are above breakeven.  (20.2% are below b/e.)
0.8% are up 4.5% or more.  0.4% are down 4.5% or more.
2.7% are up 3.5% or more.  0.6% are down 3.5% or more.
51.6% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:29.7%…>=90:55.8%…>=80:71.7%…>=50:89.9%…<=20:2.2%…<=10:0.6%…<=5:0.2%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:84.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:74.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
49.4% above previous 1 highs, 5.0% below previous 1 lows
48.1% above previous 2 highs, 2.2% below previous 2 lows
47.1% above previous 3 highs, 1.0% below previous 3 lows
44.2% above previous 4 highs, 0.7% below previous 4 lows
43.4% above previous 5 highs, 0.4% below previous 5 lows
36.9% above previous 6 highs, 0.4% below previous 6 lows
35.4% above previous 7 highs, 0.4% below previous 7 lows
35.2% above previous 8 highs, 0.4% below previous 8 lows
34.7% above previous 9 highs, 0.4% below previous 9 lows
34.1% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  30.6% new highs, 0.6% new lows
21d:  21.8% new highs, 0.6% new lows
42d:  9.4% new highs, 0.6% new lows
63d:  7.8% new highs, 0.6% new lows
126d:  7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  78.6% above, 21.4% below
3-day:  85.7% above, 14.3% below
4-day:  90.0% above, 10.0% below
5-day:  92.4% above, 7.6% below
8-day:  89.3% above, 10.7% below
10-day:  90.1% above, 9.9% below
20-day:  86.0% above, 14.0% below
50-day:  48.8% above, 51.2% below
200-day:  67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(76):  2.41% Top=SPRD YGE NXPI SLAB SOL RFMD BRCM GRMN ….. IPGP PWER ROP WAT NETL ARMH IO FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41):  1.64% Top=JOYG TEX PH MTW CAT FLS ETN TKR ….. AGCO PPO X DE WPRT RS GTLS ATI=Bottom (Manufacturing)
DISV(43):  1.11% Top=MELI URI R HTZ ULTA SFLY MCO RHI ….. LPS SAI SBAC HRB WTW AL V MA=Bottom (Diversified Services)
ENER(97):  1.07% Top=PDS IOC OIS TSO KEG NXY CPX HERO ….. ATPG UPL NFX EXXI ROSE MMR SD PVA=Bottom (Energy)
META(39):  1.04% Top=MCP GSM ACI NUE FCX CLF CRS RTI ….. UXG EXK STLD AUY EGO GG ANR IAG=Bottom (Metals & Mining)
TRAN(23):  1.03% Top=TRN KSU CNW KNX CP CNI EXPD CSX ….. JBHT NSC LUV AMR DAL GLNG UAL OSG=Bottom (Transportation)
CONS(61):  0.89% Top=BC COH GIL OI IP CSTR LEG SKX ….. EL GRM NKE ST HBI HAS PAY DAR=Bottom (Consumer)
LEIS(30):  0.78% Top=ASCA WYNN LTM MGM HOT LYV EXPE PCLN ….. YUM DPZ CAKE MCD WEN EAT TXRH KKD=Bottom (Leisure)
COSW(70):  0.74% Top=VELT VMW RENN SINA PRGS YOKU AKAM GLUU ….. FFIV TTWO SAPE BBBB RP IL PMTC EBIX=Bottom (Computer Software/Internet)
COHW(53):  0.66% Top=NTAP S JDSU LXK HPQ QCOM STEC JNPR ….. NTGR TWTC VIP LEAP PANL MOTR OCZ CALX=Bottom (Computer Hardware/Telecom)
HEAL(56):  0.58% Top=THOR COO MR CYH ALR EW NXTM LH ….. WLP CNC IRWD WCG HNT HUM AGP AET=Bottom (Health)
CHEM(30):  0.50% Top=FOE GGC MON GRA SOA SIAL PPG CYT ….. PX POT AGU KRA MOS SMG IPI CF=Bottom (Chemicals/Fertilizers)
RETA(72):  0.49% Top=EBAY JNY RSH DDS DG WAG GME JWN ….. KSS DLTR URBN NRGY FL JCP FDO ANN=Bottom (Retail & Specialty Retail)
REAL(68):  0.47% Top=HST SKT TWO CXW BRE STWD CBL LHO ….. MFA CBG PDM HCN OFC LRY VTR NHP=Bottom (Real Estate)
FINA(75):  0.43% Top=MF ACAS KKR AINV SEIC CSE PBCT BXS ….. ZION LPLA SLM FII COF BAC MS TCB=Bottom (Banks/Financials)
INSU(40):  0.40% Top=MTG HIG CNO WSH AON AGO LNC AFL ….. VR L RNR TRV ACE AXS ACGL TRH=Bottom (Insurance)
MATE(26):  0.32% Top=FLR OC MDR LPX FWLT USG SRCL DHI ….. MDC RSG TOL RYL MAS PWR LEN KBH=Bottom (Materials & Construction)

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 3:20 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

06/29/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 6/29/2011

Filed under: Persistence Lists - Daily — daytrend @ 3:06 pm

This Excel file contains the tools:  DaytrendTools_20110629.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: 6/20, 5/25, 5/18, 5/6, 4/26

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 6/22, 6/1, 5/11, 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 20110629.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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

COMPARED TO YESTERDAY’S RANGE
59.5% of stocks are above yesterday’s high.
87.4% are above yesterday’s midpoint.  (12.6% are below.)
3.8% are below yesterday’s low.
36.7% are inside yesterday’s range.
88.4% of stocks with today’s high > yesterday’s high.  (11.6% less than).
11.2% of stocks with today’s low < yesterday’s low.  (88.8% greater than).

EVIDENCE OF INTRADAY TREND
58.6% of stocks are above today’s open.  (39.5% are below).
57.7% of stocks are above today’s open and yesterday’s close.
23.2% are below both.
92.7% of stocks opened above yesterday’s close.  (5.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.0% of stocks are in the top 10% of today’s range.
26.7% are in the top 20%.
63.8% are in the top half .  36.2% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
75.8% of stocks are above breakeven.  (24.2% are below b/e.)
3.3% are up 4.5% or more.  0.7% are down 4.5% or more.
5.7% are up 3.5% or more.  1.1% are down 3.5% or more.
49.8% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:15.5%…>=90:37.1%…>=80:66.1%…>=50:89.1%…<=20:2.3%…<=10:0.9%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:78.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:64.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
59.5% above previous 1 highs, 3.8% below previous 1 lows
56.7% above previous 2 highs, 1.7% below previous 2 lows
49.9% above previous 3 highs, 1.7% below previous 3 lows
48.7% above previous 4 highs, 1.3% below previous 4 lows
34.6% above previous 5 highs, 1.3% below previous 5 lows
33.3% above previous 6 highs, 1.3% below previous 6 lows
33.2% above previous 7 highs, 1.2% below previous 7 lows
32.1% above previous 8 highs, 1.1% below previous 8 lows
31.7% above previous 9 highs, 1.0% below previous 9 lows
30.4% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  16.7% new highs, 0.9% new lows
21d:  14.8% new highs, 0.9% new lows
42d:  7.0% new highs, 0.9% new lows
63d:  5.8% new highs, 0.8% new lows
126d:  5.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  74.5% above, 25.5% below
3-day:  88.0% above, 12.0% below
4-day:  91.2% above, 8.8% below
5-day:  89.2% above, 10.8% below
8-day:  84.2% above, 15.8% below
10-day:  86.3% above, 13.7% below
20-day:  78.6% above, 21.4% below
50-day:  40.9% above, 59.1% below
200-day:  64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.13% Top=MMR SM CRZO MHR PXP EXXI SFY SGY ….. TSO INT KWK QEP COG EPB DVN PVA=Bottom (Energy)
INSU(40):  1.97% Top=MBI AGO MET MTG ALL HIG LNC CNO ….. FNF ENH CB ORI WRB TMK RGA ACGL=Bottom (Insurance)
META(39):  1.87% Top=AKS UXG SSRI IAG RTI PAAS CENX AUQ ….. RGLD BTU PCX AEM CNX WLT ACI GSM=Bottom (Metals & Mining)
FINA(75):  1.86% Top=TCB MS NDAQ ZION LAZ BK CSE RF ….. HBHC SLM BXS FNFG AINV BX SLRC FSC=Bottom (Banks/Financials)
CHEM(30):  1.56% Top=MON MOS POT IPI KRA LYB SOA OLN ….. DOW PPG ROC ASH CYT NLC GGC APD=Bottom (Chemicals/Fertilizers)
MANU(41):  1.32% Top=X ATI DRC MTW LECO AGCO GTI GDI ….. WPRT MHK DOV PLL MMM PH CAT GTLS=Bottom (Manufacturing)
DISV(43):  0.99% Top=V MA DHX WOOF LPS GPN IT WU ….. MAN AH HRB RHI SFLY MELI ULTA AL=Bottom (Diversified Services)
REAL(68):  0.98% Top=DRE AXP WRI TCO REG OFC HIW CIT ….. MFA CMO IVR NHP VTR LRY CXW LXP=Bottom (Real Estate)
COSW(69):  0.53% Top=RENN ERTS SFSF VRSN BSFT AKAM VELT FFIV ….. RHT VIT RAX CTXS GLUU EBIX ASIA YOKU=Bottom (Computer Software/Internet)
CONS(61):  0.52% Top=CSTR IMAX DAR LEG COH GT SCSS EL ….. UA FOSL CROX SKX MLHR LULU UFS ABH=Bottom (Consumer)
TRAN(23):  0.39% Top=GLNG OSG TDW CNI TRN NSC KNX CP ….. LUV FDX EXPD JBLU UAL DAL AMR LCC=Bottom (Transportation)
ELEC(75):  0.33% Top=SPRD IO FSLR TSL SOL TEL MOLX WFR ….. KEM ARMH ENTR SOLR LDK SWKS CREE TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(53):  0.31% Top=RVBD AMX DELL GLBC LXK RIMM CIEN CSCO ….. APKT NTGR ADTN MOTR NTAP OCZ LEAP JDSU=Bottom (Computer Hardware/Telecom)
RETA(72):  0.20% Top=EBAY BJ SVU SWY IACI SIG WSM RSH ….. SHLD URBN ROST GME DDS FINL CHS OMX=Bottom (Retail & Specialty Retail)
HEAL(56):  0.05% Top=AGP ALR RMD STJ COO HNT PODD NUVA ….. BCR DGX HUM CFN CYH MAKO MDT IRWD=Bottom (Health)
LEIS(30):  0.01% Top=MPEL PCLN WEN LTM ASCA LYV EXPE WYNN ….. PENN MAR CAKE CCL LVS DPZ HMIN GET=Bottom (Leisure)
MATE(26):  -1.18% Top=MDR PWR FAST VAL FLR FWLT SRCL RPM ….. EXP TOL DHI MDC RYL PHM SHAW KBH=Bottom (Materials & Construction)

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 @ 2:47 pm

Market Stats at 3:46 pm ET
by daytrend on 20110629.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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

COMPARED TO YESTERDAY’S RANGE
60.3% of stocks are above yesterday’s high.
88.1% are above yesterday’s midpoint.  (11.9% are below.)
3.8% are below yesterday’s low.
35.9% are inside yesterday’s range.
88.4% of stocks with today’s high > yesterday’s high.  (11.6% less than).
11.3% of stocks with today’s low < yesterday’s low.  (88.7% greater than).

EVIDENCE OF INTRADAY TREND
60.0% of stocks are above today’s open.  (38.5% are below).
59.3% of stocks are above today’s open and yesterday’s close.
22.4% are below both.
92.6% of stocks opened above yesterday’s close.  (5.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.9% of stocks are in the top 10% of today’s range.
27.3% are in the top 20%.
67.0% are in the top half .  33.0% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
76.9% of stocks are above breakeven.  (23.1% are below b/e.)
3.2% are up 4.5% or more.  0.7% are down 4.5% or more.
5.5% are up 3.5% or more.  1.2% are down 3.5% or more.
49.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:15.5%…>=90:38.8%…>=80:67.3%…>=50:88.9%…<=20:2.2%…<=10:0.9%…<=5:0.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:78.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
60.3% above previous 1 highs, 3.8% below previous 1 lows
58.1% above previous 2 highs, 1.4% below previous 2 lows
50.9% above previous 3 highs, 1.3% below previous 3 lows
49.5% above previous 4 highs, 1.2% below previous 4 lows
35.5% above previous 5 highs, 1.2% below previous 5 lows
33.8% above previous 6 highs, 1.2% below previous 6 lows
33.7% above previous 7 highs, 1.2% below previous 7 lows
32.6% above previous 8 highs, 1.1% below previous 8 lows
32.2% above previous 9 highs, 1.0% below previous 9 lows
30.8% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  16.7% new highs, 0.9% new lows
21d:  14.7% new highs, 0.9% new lows
42d:  7.0% new highs, 0.9% new lows
63d:  5.8% new highs, 0.8% new lows
126d:  5.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  76.3% above, 23.7% below
3-day:  88.9% above, 11.1% below
4-day:  91.9% above, 8.1% below
5-day:  89.9% above, 10.1% below
8-day:  85.2% above, 14.8% below
10-day:  87.0% above, 13.0% below
20-day:  78.7% above, 21.3% below
50-day:  40.5% above, 59.5% below
200-day:  64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.15% Top=MMR SM CRZO PXP MHR EXXI CPX SFY ….. NE ENB KWK INT QEP DVN EPB PVA=Bottom (Energy)
INSU(40):  1.95% Top=MBI AGO MTG MET ALL HIG GNW CNO ….. WRB L CB HCC TMK ORI RGA ACGL=Bottom (Insurance)
META(39):  1.90% Top=AKS UXG SSRI IAG RTI PAAS CENX AUQ ….. CRS AEM BTU PCX WLT CNX ACI GSM=Bottom (Metals & Mining)
FINA(75):  1.84% Top=TCB MS NDAQ LAZ BK ZION CSE BAC ….. FNB HBHC CFFN BXS SLRC BX FNFG FSC=Bottom (Banks/Financials)
CHEM(30):  1.55% Top=MON MOS POT IPI KRA SOA LYB OLN ….. SIAL PPG ROC CYT ASH NLC GGC APD=Bottom (Chemicals/Fertilizers)
MANU(41):  1.32% Top=X ATI DRC MTW LECO AGCO GDI GTI ….. DOV PH MMM MHK JOYG WPRT CAT GTLS=Bottom (Manufacturing)
DISV(43):  1.01% Top=V MA DHX WOOF GPN LPS WU IT ….. MAN RHI SFLY HRB AH MELI ULTA AL=Bottom (Diversified Services)
REAL(68):  0.94% Top=AXP DRE WRI OFC REG TCO HIW TWO ….. HR CMO IVR CXW NHP VTR LRY LXP=Bottom (Real Estate)
COSW(69):  0.61% Top=RENN ERTS SFSF VRSN BSFT FFIV AKAM VELT ….. SOHU RAX CTXS EBIX VIT GLUU ASIA YOKU=Bottom (Computer Software/Internet)
CONS(61):  0.57% Top=CSTR IMAX DAR SCSS LEG COH GT EL ….. HAS PVH SKX FOSL MLHR LULU UFS ABH=Bottom (Consumer)
TRAN(23):  0.48% Top=GLNG OSG TDW CNI CP TRN NSC UNP ….. LUV FDX EXPD JBLU UAL DAL AMR LCC=Bottom (Transportation)
ELEC(74):  0.38% Top=SPRD IO FSLR TSL WFR TEL MOLX TRMB ….. KEM VECO ENTR ARMH LDK SWKS CREE TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(53):  0.34% Top=RVBD AMX DELL LXK RIMM GLBC CIEN CSCO ….. APKT ADTN PANL NTGR OCZ NTAP LEAP JDSU=Bottom (Computer Hardware/Telecom)
RETA(72):  0.26% Top=EBAY BJ SVU SWY IACI SIG WSM RSH ….. URBN ROST SKS BIG GME SHLD DDS OMX=Bottom (Retail & Specialty Retail)
HEAL(56):  0.09% Top=AGP RMD STJ ALR COO HNT NUVA PODD ….. BCR CFN DGX HUM CYH MAKO MDT IRWD=Bottom (Health)
LEIS(30):  0.03% Top=MPEL PCLN WEN LTM EXPE LYV SBUX WYNN ….. CAKE HOT CCL LVS MAR DPZ HMIN GET=Bottom (Leisure)
MATE(26):  -1.24% Top=MDR PWR FAST VAL FLR MDU SRCL RPM ….. LEN TOL DHI MDC PHM RYL SHAW KBH=Bottom (Materials & Construction)

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 @ 2:21 pm

Market Stats at 3:20 pm ET
by daytrend on 20110629.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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

COMPARED TO YESTERDAY’S RANGE
56.0% of stocks are above yesterday’s high.
86.4% are above yesterday’s midpoint.  (13.6% are below.)
4.2% are below yesterday’s low.
39.8% are inside yesterday’s range.
88.2% of stocks with today’s high > yesterday’s high.  (11.8% less than).
11.3% of stocks with today’s low < yesterday’s low.  (88.7% greater than).

EVIDENCE OF INTRADAY TREND
56.0% of stocks are above today’s open.  (42.9% are below).
55.1% of stocks are above today’s open and yesterday’s close.
25.2% are below both.
92.6% of stocks opened above yesterday’s close.  (5.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.4% of stocks are in the top 10% of today’s range.
17.5% are in the top 20%.
55.3% are in the top half .  44.7% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
74.0% of stocks are above breakeven.  (26.0% are below b/e.)
2.6% are up 4.5% or more.  0.6% are down 4.5% or more.
4.5% are up 3.5% or more.  1.2% are down 3.5% or more.
55.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:14.7%…>=90:34.1%…>=80:62.9%…>=50:87.6%…<=20:2.3%…<=10:1.0%…<=5:0.4%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:76.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:63.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
56.0% above previous 1 highs, 4.2% below previous 1 lows
53.6% above previous 2 highs, 1.3% below previous 2 lows
47.5% above previous 3 highs, 1.2% below previous 3 lows
45.7% above previous 4 highs, 1.0% below previous 4 lows
31.7% above previous 5 highs, 0.9% below previous 5 lows
30.5% above previous 6 highs, 0.9% below previous 6 lows
30.4% above previous 7 highs, 0.9% below previous 7 lows
29.4% above previous 8 highs, 0.7% below previous 8 lows
29.1% above previous 9 highs, 0.7% below previous 9 lows
27.4% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  16.6% new highs, 0.8% new lows
21d:  14.4% new highs, 0.8% new lows
42d:  6.9% new highs, 0.8% new lows
63d:  5.7% new highs, 0.7% new lows
126d:  5.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  72.6% above, 27.4% below
3-day:  87.5% above, 12.5% below
4-day:  90.7% above, 9.3% below
5-day:  88.0% above, 12.0% below
8-day:  84.1% above, 15.9% below
10-day:  86.1% above, 13.9% below
20-day:  77.7% above, 22.3% below
50-day:  39.5% above, 60.5% below
200-day:  64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  1.83% Top=MMR SM CRZO PXP EXXI MHR SFY SGY ….. EPB DRQ NE QEP INT DVN KWK PVA=Bottom (Energy)
INSU(40):  1.76% Top=MBI AGO MET MTG ALL HIG LNC WSH ….. FNF CB L WRB RGA TMK ORI ACGL=Bottom (Insurance)
META(39):  1.75% Top=IAG AKS SSRI UXG PAAS RTI ABX AUY ….. AA JRCC BTU CNX PCX ACI WLT GSM=Bottom (Metals & Mining)
FINA(75):  1.53% Top=TCB LAZ ZION MS NDAQ BK SUSQ JNS ….. BXS AINV CFFN SLM SLRC FNB BX FSC=Bottom (Banks/Financials)
CHEM(30):  1.45% Top=MON MOS IPI POT LYB SOA KRA ALB ….. PPG DOW ROC CYT ASH NLC APD GGC=Bottom (Chemicals/Fertilizers)
MANU(41):  1.17% Top=X ATI DRC MTW GDI AGCO GTI PPO ….. PLL DOV EMR PH CMI WPRT CAT GTLS=Bottom (Manufacturing)
REAL(68):  0.75% Top=DRE WRI HIW REG OFC BMR TWO FRT ….. AIV HR NHP VTR LHO YSI LRY LXP=Bottom (Real Estate)
DISV(43):  0.73% Top=V MA DHX WOOF GPN IT LPS WU ….. CAR MAN HRB SFLY RHI MELI ULTA AL=Bottom (Diversified Services)
CONS(61):  0.47% Top=CSTR IMAX SCSS LEG COH DAR GT EL ….. UA HAS SKX FOSL UFS LULU MLHR ABH=Bottom (Consumer)
COSW(69):  0.33% Top=RENN ERTS VRSN BSFT VELT NUAN SFSF NLSN ….. BBBB RAX GLUU SOHU EBIX VIT ASIA YOKU=Bottom (Computer Software/Internet)
TRAN(23):  0.28% Top=GLNG TDW OSG CNI CP TRN NSC UNP ….. FDX LUV EXPD DAL JBLU UAL AMR LCC=Bottom (Transportation)
COHW(53):  0.27% Top=RVBD AMX DELL LXK RIMM CSCO HPQ CIEN ….. PANL ADTN APKT NTGR NTAP OCZ LEAP JDSU=Bottom (Computer Hardware/Telecom)
RETA(72):  0.20% Top=EBAY BJ SVU SWY IACI RSH SIG WSM ….. ROST FL URBN SHW OMX SHLD FINL DDS=Bottom (Retail & Specialty Retail)
ELEC(74):  0.20% Top=SPRD IO FSLR TSL TRMB TEL MOLX NVDA ….. ENTR AYI PWER SOLR LDK CREE SWKS TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56):  0.07% Top=AGP RMD ALR COO NUVA STJ HNT BKD ….. DGX HS HUM MAKO CFN CYH MDT IRWD=Bottom (Health)
LEIS(30):  -0.11% Top=MPEL PCLN WEN LTM EXPE LYV WYNN SBUX ….. EAT CCL MAR CAKE LVS DPZ HMIN GET=Bottom (Leisure)
MATE(26):  -1.30% Top=MDR PWR FAST VAL WM MDU SRCL FLR ….. EXP TOL MDC DHI PHM RYL SHAW KBH=Bottom (Materials & Construction)

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 3:20 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:30 pm ET
by daytrend on 20110629.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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

COMPARED TO YESTERDAY’S RANGE
50.8% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint.  (17.7% are below.)
5.4% are below yesterday’s low.
43.8% are inside yesterday’s range.
87.7% of stocks with today’s high > yesterday’s high.  (12.3% less than).
11.1% of stocks with today’s low < yesterday’s low.  (88.9% greater than).

EVIDENCE OF INTRADAY TREND
51.6% of stocks are above today’s open.  (47.6% are below).
50.8% of stocks are above today’s open and yesterday’s close.
30.4% are below both.
92.6% of stocks opened above yesterday’s close.  (5.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.6% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
46.8% are in the top half .  53.2% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN
68.8% of stocks are above breakeven.  (31.2% are below b/e.)
1.9% are up 4.5% or more.  0.7% are down 4.5% or more.
3.5% are up 3.5% or more.  1.3% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:12.5%…>=90:30.7%…>=80:58.1%…>=50:84.4%…<=20:3.0%…<=10:1.1%…<=5:0.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:73.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.8% above previous 1 highs, 5.4% below previous 1 lows
48.5% above previous 2 highs, 1.9% below previous 2 lows
42.0% above previous 3 highs, 1.8% below previous 3 lows
40.8% above previous 4 highs, 1.4% below previous 4 lows
27.4% above previous 5 highs, 1.3% below previous 5 lows
26.3% above previous 6 highs, 1.3% below previous 6 lows
26.1% above previous 7 highs, 1.1% below previous 7 lows
25.4% above previous 8 highs, 1.1% below previous 8 lows
25.3% above previous 9 highs, 0.9% below previous 9 lows
23.9% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  16.3% new highs, 0.8% new lows
21d:  13.8% new highs, 0.8% new lows
42d:  6.7% new highs, 0.8% new lows
63d:  5.5% new highs, 0.7% new lows
126d:  5.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  67.7% above, 32.3% below
3-day:  85.2% above, 14.8% below
4-day:  88.7% above, 11.3% below
5-day:  86.0% above, 14.0% below
8-day:  81.3% above, 18.7% below
10-day:  83.6% above, 16.4% below
20-day:  76.5% above, 23.5% below
50-day:  38.5% above, 61.5% below
200-day:  63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(39):  1.86% Top=UXG IAG SSRI AKS PAAS RTI AUY ABX ….. BTU JRCC HSC ACI PCX CNX WLT GSM=Bottom (Metals & Mining)
ENER(97):  1.86% Top=MMR SM CRZO MHR EXXI PXP SGY IOC ….. EPB QEP EOG INT DVN DRQ KWK PVA=Bottom (Energy)
INSU(40):  1.45% Top=MBI AGO MET MTG ALL CHSI LNC HIG ….. FNF AIG CB RGA TMK ORI WRB ACGL=Bottom (Insurance)
CHEM(30):  1.23% Top=MON MOS POT IPI LYB CF KRA SOA ….. DOW CYT PPG HUN ASH NLC APD GGC=Bottom (Chemicals/Fertilizers)
FINA(75):  1.13% Top=LAZ ZION MS NDAQ BK BAC KKR GS ….. SLRC PBCT FNGN SLM BX BXS FNB FSC=Bottom (Banks/Financials)
MANU(41):  1.04% Top=X ATI DRC MTW GDI AGCO GTI PPO ….. CMI PLL DOV DE MHK CAT WPRT GTLS=Bottom (Manufacturing)
REAL(68):  0.52% Top=DRE HIW TWO CYS WRI BMR REG TCO ….. YSI BPO VTR NHP HR SLG LRY LXP=Bottom (Real Estate)
CONS(61):  0.38% Top=IMAX CSTR COH SCSS LEG EL TPX PBI ….. HAR PVH FOSL CROX UFS LULU MLHR ABH=Bottom (Consumer)
COHW(53):  0.23% Top=RVBD AMX LXK DELL JNPR S RIMM CCI ….. OCZ NTAP MOTR IDCC APKT NTGR LEAP JDSU=Bottom (Computer Hardware/Telecom)
TRAN(23):  0.17% Top=GLNG TDW CNI CP OSG UNP NSC KNX ….. CNW FDX EXPD JBLU UAL DAL AMR LCC=Bottom (Transportation)
ELEC(74):  0.08% Top=SPRD IO FSLR TRMB TEL WFR NVDA TSL ….. SNDK PWER TTMI SOLR LDK CREE SWKS TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(69):  0.08% Top=RENN ERTS VRSN SFSF VELT BSFT NUAN TTWO ….. RAX GLUU BBBB VIT SOHU EBIX ASIA YOKU=Bottom (Computer Software/Internet)
RETA(72):  0.03% Top=BJ SVU SWY SIG WSM RSH IACI BID ….. URBN FINL BIG SHW ROST DDS FL OMX=Bottom (Retail & Specialty Retail)
DISV(43):  0.02% Top=DHX WOOF IT GPN R JEC LPS FIS ….. APOL URI CAR MELI RHI SFLY ULTA AL=Bottom (Diversified Services)
HEAL(56):  -0.07% Top=AGP RMD COO HMA ALR HLS PODD HNT ….. DGX HUM HS MAKO CFN CYH MDT IRWD=Bottom (Health)
LEIS(30):  -0.19% Top=MPEL PCLN LTM WEN SBUX CMG MGM LYV ….. PENN HOT EAT DPZ LVS CAKE HMIN GET=Bottom (Leisure)
MATE(26):  -1.50% Top=MDR PWR VAL MDU FLR FAST WM RPM ….. LEN TOL DHI PHM MDC RYL SHAW KBH=Bottom (Materials & Construction)

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 2:30 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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