daytrend

06/28/2011

Filed under: Market Stats — daytrend @ 1:03 pm

Market Stats at 2:02 pm ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
67.6% of stocks are above yesterday’s high.
88.3% are above yesterday’s midpoint.  (11.7% are below.)
4.0% are below yesterday’s low.
28.4% are inside yesterday’s range.
82.0% of stocks with today’s high > yesterday’s high.  (18.0% less than).
10.7% of stocks with today’s low < yesterday’s low.  (89.3% greater than).

EVIDENCE OF INTRADAY TREND
80.8% of stocks are above today’s open.  (18.2% are below).
79.4% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.2% of stocks are in the top 10% of today’s range.
54.1% are in the top 20%.
82.3% are in the top half .  17.7% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN
88.4% of stocks are above breakeven.  (11.6% are below b/e.)
3.8% are up 4.5% or more.  0.4% are down 4.5% or more.
9.3% are up 3.5% or more.  1.1% are down 3.5% or more.
34.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:8.7%…>=90:20.4%…>=80:48.9%…>=50:84.1%…<=20:5.1%…<=10:2.8%…<=5:1.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:60.3%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
67.6% above previous 1 highs, 4.0% below previous 1 lows
47.7% above previous 2 highs, 3.6% below previous 2 lows
45.6% above previous 3 highs, 2.8% below previous 3 lows
27.0% above previous 4 highs, 2.8% below previous 4 lows
25.7% above previous 5 highs, 2.6% below previous 5 lows
25.5% above previous 6 highs, 2.2% below previous 6 lows
25.0% above previous 7 highs, 2.1% below previous 7 lows
24.9% above previous 8 highs, 1.8% below previous 8 lows
23.4% above previous 9 highs, 1.7% below previous 9 lows
21.8% above previous 10 highs, 1.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  8.4% new highs, 2.8% new lows
21d:  8.3% new highs, 2.8% new lows
42d:  4.5% new highs, 2.5% new lows
63d:  4.2% new highs, 2.0% new lows
126d:  4.0% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  87.8% above, 12.2% below
3-day:  89.7% above, 10.3% below
4-day:  82.6% above, 17.4% below
5-day:  78.2% above, 21.8% below
8-day:  75.6% above, 24.4% below
10-day:  77.8% above, 22.2% below
20-day:  63.2% above, 36.8% below
50-day:  32.5% above, 67.5% below
200-day:  61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.69% Top=GPOR HOC FTO ROSE HAL WTI COG FTI ….. ETP KWK EPB KMP EPD PDS EEP PVA=Bottom (Energy)
MANU(40):  2.52% Top=WPRT GTLS ATI RBN NDSN JOYG TEX MTW ….. LECO PPO EMR AVY ITW MMM MHK SWK=Bottom (Manufacturing)
COSW(68):  2.41% Top=YOKU RENN ASIA SINA AZPN TIBX SOHU VIT ….. TTWO BCSI ACOM VRSN CSC ADBE IL SFSF=Bottom (Computer Software/Internet)
HEAL(55):  1.87% Top=MAKO AGP CVH AET CI HLS CNC MR ….. NXTM LH HOLX MASI COO EW BAX DGX=Bottom (Health)
META(39):  1.77% Top=CRS EXK GSM UXG EGO RTI SCCO AKS ….. RGLD CMC NUE NEM MCP AUY KGC AEM=Bottom (Metals & Mining)
RETA(72):  1.53% Top=SVU WFM BID AN PIR CHS MW JNY ….. AAP DG WMT COST NRGY BIG WAG WSM=Bottom (Retail & Specialty Retail)
ELEC(74):  1.47% Top=OVTI IRF NXPI FSLR IPGP CRUS IO CPHD ….. RFMD MOLX YGE NVDA GRMN ONNN KLIC SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43):  1.44% Top=AH URI SFLY DV AL FCN G APOL ….. SAI FIS URS RRD VPRT SBAC MELI DHX=Bottom (Diversified Services)
COHW(52):  1.43% Top=ARUN PANL FNSR NTGR CALX APKT PLT OCZ ….. DELL VZ RIMM CCI VIP WIN MOTR MMI=Bottom (Computer Hardware/Telecom)
CONS(62):  1.42% Top=NKE IMAX PAY UA LULU ICON SKX FOSL ….. BLL KMB JAH NWL GRM IP OI ABH=Bottom (Consumer)
CHEM(30):  1.33% Top=GGC SOA CYT NLC HUN IPI SIAL AGU ….. SMG EMN CHMT CF MOS FOE LYB KRA=Bottom (Chemicals/Fertilizers)
TRAN(23):  1.10% Top=TDW EXPD KSU TRN GLNG CP UNP CNI ….. KNX JBLU OSG LUV UAL LCC AMR DAL=Bottom (Transportation)
MATE(26):  1.00% Top=FAST MDR FLR PHM FWLT SHAW TOL RPM ….. VMC RSG LEN MDC MAS USG WM LPX=Bottom (Materials & Construction)
FINA(75):  0.54% Top=DFS FNGN IVZ AMG WDR PBCT AMTD ICE ….. PSEC JEF NYB GS JPM ARCC BK SF=Bottom (Banks/Financials)
INSU(41):  0.54% Top=CNO HIG PL PRU CHSI LNC MET VR ….. AXS TRH ENH RNR ORI ACGL AGO MBI=Bottom (Insurance)
LEIS(30):  0.37% Top=LVS WYNN MAR WYN HOT GET MPEL MGM ….. CCL PCLN JACK ASCA WEN LYV EAT SIX=Bottom (Leisure)
REAL(68):  0.33% Top=CBG BPO GGP HST HPT LHO DRE NHP ….. ELS CBL CPT STWD OFC SKT CMO NLY=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 2:02 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 1:37 pm ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
63.0% of stocks are above yesterday’s high.
86.3% are above yesterday’s midpoint.  (13.7% are below.)
4.1% are below yesterday’s low.
32.8% are inside yesterday’s range.
81.0% of stocks with today’s high > yesterday’s high.  (19.0% less than).
10.7% of stocks with today’s low < yesterday’s low.  (89.3% greater than).

EVIDENCE OF INTRADAY TREND
77.7% of stocks are above today’s open.  (20.4% are below).
76.3% of stocks are above today’s open and yesterday’s close.
12.6% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.4% of stocks are in the top 10% of today’s range.
40.1% are in the top 20%.
76.5% are in the top half .  23.5% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN
85.8% of stocks are above breakeven.  (14.2% are below b/e.)
2.7% are up 4.5% or more.  0.4% are down 4.5% or more.
6.7% are up 3.5% or more.  0.8% are down 3.5% or more.
39.8% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:8.3%…>=90:18.2%…>=80:45.6%…>=50:82.0%…<=20:5.9%…<=10:3.5%…<=5:1.9%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:58.4%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:47.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
63.0% above previous 1 highs, 4.1% below previous 1 lows
43.6% above previous 2 highs, 3.6% below previous 2 lows
41.5% above previous 3 highs, 2.7% below previous 3 lows
24.2% above previous 4 highs, 2.7% below previous 4 lows
22.9% above previous 5 highs, 2.5% below previous 5 lows
22.9% above previous 6 highs, 2.3% below previous 6 lows
22.6% above previous 7 highs, 2.2% below previous 7 lows
22.5% above previous 8 highs, 1.9% below previous 8 lows
21.1% above previous 9 highs, 1.8% below previous 9 lows
19.6% above previous 10 highs, 1.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  8.0% new highs, 2.8% new lows
21d:  7.9% new highs, 2.8% new lows
42d:  4.5% new highs, 2.5% new lows
63d:  4.1% new highs, 2.0% new lows
126d:  3.9% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  84.8% above, 15.2% below
3-day:  87.6% above, 12.4% below
4-day:  80.1% above, 19.9% below
5-day:  76.3% above, 23.7% below
8-day:  73.4% above, 26.6% below
10-day:  75.2% above, 24.8% below
20-day:  61.2% above, 38.8% below
50-day:  31.7% above, 68.3% below
200-day:  61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40):  2.35% Top=WPRT GTLS RBN ATI NDSN JOYG CMI MTW ….. DE PPO AVY EMR ITW MMM MHK SWK=Bottom (Manufacturing)
ENER(97):  2.26% Top=HOC FTO GPOR ROSE HAL WTI CRZO FTI ….. KWK CIE KMP PWE EPD PDS EEP PVA=Bottom (Energy)
COSW(68):  2.07% Top=YOKU ASIA RENN SINA SOHU AZPN TIBX ERTS ….. TTWO VRSN BCSI CSC ACOM ADBE IL SFSF=Bottom (Computer Software/Internet)
HEAL(55):  1.72% Top=MAKO AGP CVH MR VOLC AET CI CYH ….. DVA MASI LH HOLX COO EW BAX DGX=Bottom (Health)
META(39):  1.50% Top=CRS UXG EXK GSM RTI EGO SCCO AKS ….. RGLD CMC NUE NEM MCP AUY KGC AEM=Bottom (Metals & Mining)
RETA(72):  1.40% Top=SVU BID WFM AN PIR JNY CHS ANN ….. RSH AAP WMT COST WSM NRGY WAG BIG=Bottom (Retail & Specialty Retail)
DISV(43):  1.36% Top=AH SFLY DV URI AL FCN G ESI ….. FIS SAI URS RRD SBAC VPRT MELI DHX=Bottom (Diversified Services)
ELEC(74):  1.33% Top=OVTI NXPI IRF FSLR CRUS IO A IPGP ….. MCHP YGE STP MOLX GRMN NVDA ONNN KLIC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(62):  1.31% Top=NKE PAY UA IMAX LULU ICON BZ SKX ….. KMB GRM BLL PG NWL IP OI ABH=Bottom (Consumer)
CHEM(30):  1.26% Top=GGC CYT SOA HUN NLC SIAL ROC AGU ….. SMG DOW MOS EMN CF FOE LYB KRA=Bottom (Chemicals/Fertilizers)
COHW(52):  1.25% Top=PANL FNSR NTGR ARUN APKT TDC RVBD CALX ….. VZ DELL RIMM CCI VIP WIN MOTR MMI=Bottom (Computer Hardware/Telecom)
TRAN(23):  1.03% Top=EXPD TDW KSU TRN GLNG CP CNI UNP ….. KNX NSC OSG LUV UAL LCC AMR DAL=Bottom (Transportation)
MATE(26):  0.88% Top=FAST MDR SHAW FWLT FLR PHM TOL RPM ….. VAL RSG LPX LEN MDC MAS WM USG=Bottom (Materials & Construction)
INSU(41):  0.46% Top=CNO HIG PL PRU LNC CHSI MET VR ….. AXS ENH TRH ORI RNR ACGL AGO MBI=Bottom (Insurance)
FINA(75):  0.43% Top=DFS FNGN IVZ PBCT WDR AMG AMTD ICE ….. JEF PSEC GS JPM HCBK NYB BK SF=Bottom (Banks/Financials)
REAL(68):  0.24% Top=CBG HST HPT GGP NHP VTR LHO MAC ….. CPT CBL STWD KRC OFC SKT CMO NLY=Bottom (Real Estate)
LEIS(30):  0.20% Top=LVS WYNN MAR WYN GET HOT MGM MPEL ….. LTM JACK CMG KKD WEN LYV EAT SIX=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 1:37 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:47 am

Market Stats at 12:47 pm ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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

COMPARED TO YESTERDAY’S RANGE
64.0% of stocks are above yesterday’s high.
87.0% are above yesterday’s midpoint.  (13.0% are below.)
4.0% are below yesterday’s low.
32.0% are inside yesterday’s range.
80.1% of stocks with today’s high > yesterday’s high.  (19.9% less than).
10.4% of stocks with today’s low < yesterday’s low.  (89.6% greater than).

EVIDENCE OF INTRADAY TREND
80.1% of stocks are above today’s open.  (18.5% are below).
78.4% of stocks are above today’s open and yesterday’s close.
11.4% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
29.5% of stocks are in the top 10% of today’s range.
48.5% are in the top 20%.
79.1% are in the top half .  20.9% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN
87.1% of stocks are above breakeven.  (12.9% are below b/e.)
3.0% are up 4.5% or more.  0.4% are down 4.5% or more.
7.3% are up 3.5% or more.  0.9% are down 3.5% or more.
40.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:7.6%…>=90:18.2%…>=80:45.7%…>=50:82.3%…<=20:5.5%…<=10:3.0%…<=5:1.3%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:59.3%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
64.0% above previous 1 highs, 4.0% below previous 1 lows
43.3% above previous 2 highs, 3.6% below previous 2 lows
41.2% above previous 3 highs, 2.5% below previous 3 lows
24.4% above previous 4 highs, 2.5% below previous 4 lows
22.9% above previous 5 highs, 2.2% below previous 5 lows
22.8% above previous 6 highs, 2.0% below previous 6 lows
22.6% above previous 7 highs, 1.9% below previous 7 lows
22.5% above previous 8 highs, 1.6% below previous 8 lows
21.0% above previous 9 highs, 1.3% below previous 9 lows
19.5% above previous 10 highs, 1.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  7.5% new highs, 2.7% new lows
21d:  7.5% new highs, 2.7% new lows
42d:  4.3% new highs, 2.3% new lows
63d:  3.9% new highs, 1.9% new lows
126d:  3.7% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  85.9% above, 14.1% below
3-day:  88.5% above, 11.5% below
4-day:  80.5% above, 19.5% below
5-day:  76.7% above, 23.3% below
8-day:  75.4% above, 24.6% below
10-day:  76.8% above, 23.2% below
20-day:  62.0% above, 38.0% below
50-day:  31.7% above, 68.3% below
200-day:  61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.46% Top=HOC FTO GPOR WTI ROSE CRZO HAL BAS ….. PWE ETP KWK KMP EPD PDS EEP PVA=Bottom (Energy)
MANU(40):  2.30% Top=WPRT GTLS RBN ATI NDSN TEX MTW JOYG ….. DE AVY PPO ITW MMM EMR MHK SWK=Bottom (Manufacturing)
COSW(68):  2.04% Top=YOKU RENN ASIA SINA SOHU VIT AZPN RAX ….. VRSN TTWO ACOM CSC TRI ADBE SFSF IL=Bottom (Computer Software/Internet)
HEAL(55):  1.66% Top=MAKO AGP CVH AET CYH CVD MR VOLC ….. HOLX XRAY MASI COO LH EW BAX DGX=Bottom (Health)
META(39):  1.61% Top=CRS EXK UXG GSM SWC EGO CENX AKS ….. SSRI CMC NEM NUE AUY MCP KGC AEM=Bottom (Metals & Mining)
DISV(43):  1.53% Top=AH URI G SFLY AL DV FCN HTZ ….. URS SAI RRD RHI SBAC VPRT MELI DHX=Bottom (Diversified Services)
RETA(72):  1.43% Top=SVU AN CHS PIR EZPW BID JNY MW ….. WMT AAP COST SHW WSM BIG WAG NRGY=Bottom (Retail & Specialty Retail)
CONS(62):  1.27% Top=NKE IMAX PAY UA ICON LULU BZ WHR ….. BLL KMB GRM CCK IP NWL OI ABH=Bottom (Consumer)
CHEM(30):  1.26% Top=GGC CYT SOA HUN ROC SIAL CE IPI ….. FOE DOW CF EMN CHMT MOS KRA LYB=Bottom (Chemicals/Fertilizers)
COHW(52):  1.25% Top=FNSR PANL NTGR ARUN APKT RVBD TDC JDSU ….. CSCO VZ CCI S VIP WIN MOTR MMI=Bottom (Computer Hardware/Telecom)
ELEC(74):  1.24% Top=OVTI NXPI IRF FSLR CRUS IPGP IO CPHD ….. NVDA MCHP MOLX YGE KLIC GRMN STP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23):  1.06% Top=EXPD TDW TRN KSU GLNG CP CNW UNP ….. JBLU NSC OSG UAL LUV LCC AMR DAL=Bottom (Transportation)
MATE(26):  0.87% Top=FAST FWLT FLR SHAW PHM TOL RPM MDR ….. VMC DHI LEN RSG MAS WM MDC USG=Bottom (Materials & Construction)
INSU(41):  0.38% Top=CNO HIG PL PRU VR CHSI LNC MET ….. ACE ORI ENH TRH RNR ACGL AGO MBI=Bottom (Insurance)
FINA(75):  0.35% Top=DFS FNGN AMG WDR IVZ JNS PBCT ADS ….. STI ARCC NYB GS JPM HCBK BK SF=Bottom (Banks/Financials)
REAL(68):  0.35% Top=CBG GGP HST NHP VTR LHO BPO HPT ….. HR SKT CBL STWD OFC KRC CMO NLY=Bottom (Real Estate)
LEIS(29):  0.11% Top=LVS MGM WYN HOT GET MAR WYNN MPEL ….. LTM PCLN CMG JACK EXPE LYV EAT SIX=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 12:47 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:59 am

Market Stats at 11:59 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
58.0% of stocks are above yesterday’s high.
84.7% are above yesterday’s midpoint.  (15.3% are below.)
4.9% are below yesterday’s low.
37.1% are inside yesterday’s range.
77.9% of stocks with today’s high > yesterday’s high.  (22.1% less than).
10.2% of stocks with today’s low < yesterday’s low.  (89.8% greater than).

EVIDENCE OF INTRADAY TREND
73.5% of stocks are above today’s open.  (25.1% are below).
72.0% of stocks are above today’s open and yesterday’s close.
16.8% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
22.7% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
71.5% are in the top half .  28.5% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.6% 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.  0.3% are down 4.5% or more.
5.6% are up 3.5% or more.  0.9% are down 3.5% or more.
44.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:7.3%…>=90:17.3%…>=80:40.4%…>=50:78.5%…<=20:8.3%…<=10:4.1%…<=5:1.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.4%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.0% above previous 1 highs, 4.9% below previous 1 lows
37.7% above previous 2 highs, 3.8% below previous 2 lows
35.5% above previous 3 highs, 2.7% below previous 3 lows
21.3% above previous 4 highs, 2.6% below previous 4 lows
20.1% above previous 5 highs, 2.5% below previous 5 lows
20.1% above previous 6 highs, 2.2% below previous 6 lows
20.0% above previous 7 highs, 2.1% below previous 7 lows
20.0% above previous 8 highs, 1.8% below previous 8 lows
18.9% above previous 9 highs, 1.6% below previous 9 lows
17.4% above previous 10 highs, 1.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  7.2% new highs, 2.7% new lows
21d:  7.2% new highs, 2.7% new lows
42d:  4.1% new highs, 2.3% new lows
63d:  3.8% new highs, 1.9% new lows
126d:  3.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  80.4% above, 19.6% below
3-day:  85.5% above, 14.5% below
4-day:  77.4% above, 22.6% below
5-day:  72.2% above, 27.8% below
8-day:  70.8% above, 29.2% below
10-day:  73.6% above, 26.4% below
20-day:  58.8% above, 41.2% below
50-day:  30.6% above, 69.4% below
200-day:  61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.22% Top=HOC FTO GPOR ROSE HAL CRZO BAS FTI ….. EPB ETP EPD KWK KMP PDS EEP PVA=Bottom (Energy)
MANU(40):  1.95% Top=WPRT GTLS RBN ATI NDSN TEX CAT MTW ….. PNR DE MMM AVY ITW EMR MHK SWK=Bottom (Manufacturing)
COSW(68):  1.57% Top=YOKU ASIA RENN SINA AZPN TIBX VIT RAX ….. MDRX ACOM CSC VRSN TTWO ADBE SFSF IL=Bottom (Computer Software/Internet)
HEAL(55):  1.57% Top=MAKO AGP MR AET CVH CI WCG CVD ….. ALR COO MASI LH BAX LNCR EW DGX=Bottom (Health)
META(39):  1.35% Top=CRS UXG EXK GSM SWC CENX EGO SCCO ….. PAAS NEM SSRI NUE MCP AUY KGC AEM=Bottom (Metals & Mining)
RETA(72):  1.34% Top=EZPW AN TSCO FL CHS DKS MW ROST ….. SHW WMT COST AAP WAG NRGY BIG WSM=Bottom (Retail & Specialty Retail)
DISV(43):  1.32% Top=AH G SFLY URI DV ESI CAR JEC ….. VPRT SAI MYGN LPS RRD SBAC DHX MELI=Bottom (Diversified Services)
CONS(62):  1.15% Top=NKE IMAX PAY WHR ICON LULU BZ UA ….. KMB GRM IP BLL OI CCK NWL ABH=Bottom (Consumer)
COHW(52):  1.10% Top=FNSR NTGR ARUN TDC PANL JDSU RVBD APKT ….. VZ CSCO S CCI VIP WIN MMI MOTR=Bottom (Computer Hardware/Telecom)
CHEM(30):  1.09% Top=GGC CYT HUN ROC SOA AGU SIAL CE ….. CF EMN FOE MOS DOW CHMT KRA LYB=Bottom (Chemicals/Fertilizers)
TRAN(23):  0.85% Top=EXPD TDW GLNG TRN KSU CNW CP CNI ….. KNX JBLU OSG LUV UAL LCC AMR DAL=Bottom (Transportation)
ELEC(74):  0.82% Top=OVTI NXPI IRF FSLR IPGP IO FEIC CREE ….. MCHP SNDK ONNN YGE GRMN KLIC STP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26):  0.55% Top=FAST SHAW FLR FWLT MDR RPM TOL PHM ….. RSG MAS WM LEN MDC USG DHI KBH=Bottom (Materials & Construction)
INSU(41):  0.37% Top=CNO HIG PRU PL LNC MET VR AON ….. ENH ORI RNR ACE WSH ACGL AGO MBI=Bottom (Insurance)
FINA(75):  0.23% Top=FNGN DFS JNS WDR IVZ AMG TD NDAQ ….. BK ARCC NYB STI BBT JPM HCBK SF=Bottom (Banks/Financials)
REAL(68):  -0.02% Top=CBG GGP NHP VTR BPO YSI HPT UDR ….. SKT HR OFC STWD KRC CBL NLY CMO=Bottom (Real Estate)
LEIS(30):  -0.04% Top=LVS WYN WYNN MGM MPEL HOT MAR GET ….. ASCA WEN LYV EXPE CMG LTM EAT SIX=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 11:59 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:51 am

Market Stats at 10:50 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
56.9% of stocks are above yesterday’s high.
85.3% are above yesterday’s midpoint.  (14.7% are below.)
4.9% are below yesterday’s low.
38.2% are inside yesterday’s range.
77.0% of stocks with today’s high > yesterday’s high.  (23.0% less than).
8.8% of stocks with today’s low < yesterday’s low.  (91.2% greater than).

EVIDENCE OF INTRADAY TREND
73.2% of stocks are above today’s open.  (25.3% are below).
71.5% of stocks are above today’s open and yesterday’s close.
15.8% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.9% of stocks are in the top 10% of today’s range.
38.0% are in the top 20%.
71.7% are in the top half .  28.3% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN
82.7% of stocks are above breakeven.  (17.3% are below b/e.)
1.7% are up 4.5% or more.  0.2% are down 4.5% or more.
4.1% are up 3.5% or more.  0.7% are down 3.5% or more.
46.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:7.0%…>=90:15.3%…>=80:39.0%…>=50:80.1%…<=20:6.4%…<=10:3.9%…<=5:1.9%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.0%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:44.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
56.9% above previous 1 highs, 4.9% below previous 1 lows
34.9% above previous 2 highs, 3.7% below previous 2 lows
33.2% above previous 3 highs, 2.6% below previous 3 lows
19.9% above previous 4 highs, 2.6% below previous 4 lows
19.4% above previous 5 highs, 2.6% below previous 5 lows
19.4% above previous 6 highs, 2.5% below previous 6 lows
19.2% above previous 7 highs, 2.1% below previous 7 lows
19.2% above previous 8 highs, 1.7% below previous 8 lows
17.7% above previous 9 highs, 1.6% below previous 9 lows
16.0% above previous 10 highs, 1.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  6.6% new highs, 1.9% new lows
21d:  6.6% new highs, 1.9% new lows
42d:  3.6% new highs, 1.7% new lows
63d:  3.4% new highs, 1.3% new lows
126d:  3.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  81.7% above, 18.3% below
3-day:  85.9% above, 14.1% below
4-day:  79.2% above, 20.8% below
5-day:  72.5% above, 27.5% below
8-day:  72.5% above, 27.5% below
10-day:  74.9% above, 25.1% below
20-day:  58.1% above, 41.9% below
50-day:  30.2% above, 69.8% below
200-day:  61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.16% Top=ROSE GPOR HOC MHR FTO CRZO COG BAS ….. ETE KWK EPB EPD PDS KMP EEP PVA=Bottom (Energy)
MANU(40):  1.72% Top=WPRT GTLS ATI RBN TEX CAT JOYG NDSN ….. SWK MMM DE ETN AVY HI MHK ITW=Bottom (Manufacturing)
COSW(68):  1.70% Top=YOKU ASIA RENN VIT SINA SOHU AZPN CVLT ….. ACOM BBBB IRM VRSN ADBE TTWO SFSF IL=Bottom (Computer Software/Internet)
META(39):  1.63% Top=UXG GSM EXK CRS CENX SWC SVM ACI ….. NEM PAAS SSRI NUE AUY KGC MCP AEM=Bottom (Metals & Mining)
HEAL(55):  1.35% Top=AGP MAKO VOLC AET MR WCG CVH CVD ….. KND COO BAX MASI LNCR EW LH DGX=Bottom (Health)
RETA(72):  1.25% Top=EZPW FINL AN DKS HD KMX BID WFM ….. NRGY SHW URBN WMT COST SHLD WAG AEO=Bottom (Retail & Specialty Retail)
DISV(43):  1.14% Top=AH URI SFLY G DV KBR JEC CAR ….. VPRT SAI MYGN SBAC RRD DHX LPS MELI=Bottom (Diversified Services)
COHW(52):  1.12% Top=FNSR ARUN OCZ RVBD CIEN TDC JDSU FTNT ….. CTL VIP CSCO CCI S MOTR MMI WIN=Bottom (Computer Hardware/Telecom)
CONS(62):  1.10% Top=NKE IMAX ICON UA DECK LULU WHR GIL ….. KMB CCK OI CLX IP GRM NWL ABH=Bottom (Consumer)
ELEC(74):  1.10% Top=OVTI NXPI FSLR IRF IPGP IO CREE A ….. LRCX MOLX NVLS AMAT LDK STP PWER GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30):  1.06% Top=HUN GGC NLC SOA SIAL CE ROC AGU ….. MOS OLN EMN FOE LYB CHMT DOW KRA=Bottom (Chemicals/Fertilizers)
MATE(26):  0.80% Top=FAST SHAW FLR FWLT MDR OC PHM RPM ….. MAS WM KBH RYL LEN USG DHI MDC=Bottom (Materials & Construction)
TRAN(23):  0.63% Top=GLNG TRN TDW KSU EXPD CNW CP CNI ….. KNX JBLU OSG LUV UAL AMR LCC DAL=Bottom (Transportation)
INSU(41):  0.32% Top=CNO HIG MTG AON LNC AHL MET PRU ….. GNW CB AJG ACGL WSH AIG AGO MBI=Bottom (Insurance)
FINA(75):  0.17% Top=FNGN JNS AMG WDR DFS ICE IVZ AMTD ….. BBT MTB NYB JPM STI HCBK SUSQ SF=Bottom (Banks/Financials)
LEIS(30):  -0.13% Top=MGM LVS WYNN HOT GET WYN MPEL MAR ….. ASCA WEN CMG EAT EXPE LTM LYV SIX=Bottom (Leisure)
REAL(68):  -0.15% Top=CBG NHP VTR HPT GGP CYS BPO HTS ….. DLR HR OFC STWD CBL KRC NLY CMO=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 10:50 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:42 am

Market Stats at 10:42 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
57.8% of stocks are above yesterday’s high.
86.3% are above yesterday’s midpoint.  (13.7% are below.)
4.7% are below yesterday’s low.
37.5% are inside yesterday’s range.
76.4% of stocks with today’s high > yesterday’s high.  (23.6% less than).
8.8% of stocks with today’s low < yesterday’s low.  (91.2% greater than).

EVIDENCE OF INTRADAY TREND
74.3% of stocks are above today’s open.  (24.1% are below).
72.8% of stocks are above today’s open and yesterday’s close.
14.1% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.4% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
74.9% are in the top half .  25.1% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
84.2% of stocks are above breakeven.  (15.8% are below b/e.)
1.3% are up 4.5% or more.  0.1% are down 4.5% or more.
3.8% are up 3.5% or more.  0.4% are down 3.5% or more.
46.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:6.8%…>=90:16.2%…>=80:39.3%…>=50:80.3%…<=20:6.4%…<=10:3.8%…<=5:1.8%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.6%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
57.8% above previous 1 highs, 4.7% below previous 1 lows
34.5% above previous 2 highs, 3.1% below previous 2 lows
32.6% above previous 3 highs, 2.1% below previous 3 lows
19.8% above previous 4 highs, 2.1% below previous 4 lows
19.1% above previous 5 highs, 2.1% below previous 5 lows
19.1% above previous 6 highs, 1.9% below previous 6 lows
18.8% above previous 7 highs, 1.6% below previous 7 lows
18.8% above previous 8 highs, 1.5% below previous 8 lows
17.3% above previous 9 highs, 1.3% below previous 9 lows
15.6% above previous 10 highs, 1.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  6.5% new highs, 1.9% new lows
21d:  6.5% new highs, 1.9% new lows
42d:  3.6% new highs, 1.7% new lows
63d:  3.4% new highs, 1.3% new lows
126d:  3.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  82.6% above, 17.4% below
3-day:  87.0% above, 13.0% below
4-day:  79.6% above, 20.4% below
5-day:  73.3% above, 26.7% below
8-day:  72.1% above, 27.9% below
10-day:  75.3% above, 24.7% below
20-day:  58.9% above, 41.1% below
50-day:  29.8% above, 70.2% below
200-day:  61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  2.19% Top=ROSE GPOR FTO HOC CRZO COG BAS FTI ….. ETE ETP PDS EPB EPD KMP EEP PVA=Bottom (Energy)
MANU(40):  1.74% Top=WPRT ATI GTLS TEX RBN CAT JOYG RS ….. ETN MMM AVY EMR SWK MHK HI ITW=Bottom (Manufacturing)
META(39):  1.67% Top=UXG GSM EXK CRS SWC CNX ACI CENX ….. PAAS NEM SSRI NUE AUY KGC MCP AEM=Bottom (Metals & Mining)
COSW(68):  1.62% Top=YOKU ASIA VIT SINA SOHU CVLT RENN ARBA ….. MSFT BBBB VRSN IRM ADBE TTWO IL SFSF=Bottom (Computer Software/Internet)
RETA(72):  1.27% Top=FINL EZPW AN KMX DKS WFM TJX BID ….. NRGY KR COST WMT SHLD AEO SHW WAG=Bottom (Retail & Specialty Retail)
HEAL(55):  1.27% Top=AGP MAKO AET WCG CVD MR VOLC CVH ….. COO MASI KND BAX EW LNCR LH DGX=Bottom (Health)
DISV(43):  1.12% Top=AH URI KBR G DV SFLY CAR JEC ….. VPRT RRD SAI MYGN SBAC DHX LPS MELI=Bottom (Diversified Services)
ELEC(74):  1.11% Top=OVTI NXPI FSLR IRF IPGP IO CREE SWKS ….. LDK NVLS MOLX AMAT CODE STP PWER GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(52):  1.11% Top=ARUN FNSR JDSU RVBD TDC APKT NTGR OCZ ….. S CTL CSCO CCI VIP MMI WIN MOTR=Bottom (Computer Hardware/Telecom)
CHEM(30):  1.09% Top=HUN GGC NLC SIAL AGU ROC CE SOA ….. MOS OLN EMN FOE LYB CHMT DOW KRA=Bottom (Chemicals/Fertilizers)
CONS(62):  1.09% Top=NKE IMAX UA ICON LULU WHR DECK SKX ….. CCK CLX OI UFS GRM IP NWL ABH=Bottom (Consumer)
MATE(26):  0.72% Top=FAST SHAW FLR FWLT MDR OC RPM SRCL ….. LPX WM USG LEN RYL DHI MDC KBH=Bottom (Materials & Construction)
TRAN(23):  0.60% Top=GLNG TRN TDW KSU EXPD CP CNI CNW ….. KNX JBLU OSG LUV AMR UAL LCC DAL=Bottom (Transportation)
INSU(41):  0.38% Top=HIG CNO MTG MET LNC PRU AON AHL ….. CB ACE AIG AJG ACGL WSH AGO MBI=Bottom (Insurance)
FINA(75):  0.29% Top=FNGN JNS ICE AMG WDR TROW IVZ PBCT ….. NYB JEF EWBC HCBK JPM STI SUSQ SF=Bottom (Banks/Financials)
REAL(68):  -0.05% Top=CBG NHP VTR HPT GGP BPO AIV LHO ….. HR OFC BMR KRC CBL STWD NLY CMO=Bottom (Real Estate)
LEIS(30):  -0.12% Top=MGM LVS WYNN WYN HOT GET SBUX MPEL ….. JACK EAT WEN CMG LTM EXPE LYV SIX=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 10:42 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:07 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
53.0% of stocks are above yesterday’s high.
86.5% are above yesterday’s midpoint.  (13.5% are below.)
3.2% are below yesterday’s low.
43.8% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high.  (30.2% less than).
7.8% of stocks with today’s low < yesterday’s low.  (92.2% greater than).

EVIDENCE OF INTRADAY TREND
72.7% of stocks are above today’s open.  (25.4% are below).
70.7% of stocks are above today’s open and yesterday’s close.
14.7% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
22.2% of stocks are in the top 10% of today’s range.
42.2% are in the top 20%.
71.8% are in the top half .  28.2% of stocks are in the bottom half of today’s range.
10.6% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN
83.2% of stocks are above breakeven.  (16.8% are below b/e.)
0.7% are up 4.5% or more.  0.3% are down 4.5% or more.
1.8% are up 3.5% or more.  0.6% are down 3.5% or more.
56.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:6.3%…>=90:13.3%…>=80:33.7%…>=50:79.3%…<=20:5.9%…<=10:3.2%…<=5:1.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:53.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
53.0% above previous 1 highs, 3.2% below previous 1 lows
30.3% above previous 2 highs, 2.6% below previous 2 lows
28.6% above previous 3 highs, 1.9% below previous 3 lows
16.1% above previous 4 highs, 1.9% below previous 4 lows
15.4% above previous 5 highs, 1.9% below previous 5 lows
15.3% above previous 6 highs, 1.8% below previous 6 lows
15.2% above previous 7 highs, 1.8% below previous 7 lows
15.2% above previous 8 highs, 1.6% below previous 8 lows
14.2% above previous 9 highs, 1.5% below previous 9 lows
12.7% above previous 10 highs, 1.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  5.0% new highs, 1.7% new lows
21d:  5.0% new highs, 1.7% new lows
42d:  3.1% new highs, 1.5% new lows
63d:  2.9% new highs, 1.1% new lows
126d:  2.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  82.7% above, 17.3% below
3-day:  86.9% above, 13.1% below
4-day:  77.0% above, 23.0% below
5-day:  71.1% above, 28.9% below
8-day:  69.1% above, 30.9% below
10-day:  72.3% above, 27.7% below
20-day:  56.6% above, 43.4% below
50-day:  28.6% above, 71.4% below
200-day:  59.8% above, 40.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  1.83% Top=GPOR FTO HOC BEXP ROSE COG CRZO HAL ….. SD MUR EPB KMP PWE EPD PVA EEP=Bottom (Energy)
MANU(40):  1.51% Top=WPRT GTLS RBN ATI CAT JOYG NDSN TEX ….. SWK HI DE EMR ITW MMM LECO PPO=Bottom (Manufacturing)
COSW(68):  1.35% Top=YOKU ASIA SINA VIT RENN SOHU VMW TIBX ….. ADP MSFT SFSF ADBE IRM VELT BBBB IL=Bottom (Computer Software/Internet)
RETA(72):  1.02% Top=EZPW ANF TJX FL TSCO DKS KMX WFM ….. WMT COST WAG AMZN SHW AEO CVS SHLD=Bottom (Retail & Specialty Retail)
CONS(62):  0.93% Top=NKE ST UA LULU SKX ICON RL SEE ….. NWL MLHR GRM OI UFS CCK IP ABH=Bottom (Consumer)
META(39):  0.89% Top=UXG CNX CRS GSM WLT EXK SCCO CENX ….. NEM SSRI NUE GG AUY PAAS KGC AEM=Bottom (Metals & Mining)
HEAL(55):  0.88% Top=MAKO AGP CYH HLS CVD AET LPNT CVH ….. COO MASI BAX LH LNCR EW DGX IRWD=Bottom (Health)
DISV(43):  0.87% Top=AH ESI G DV TSS KBR SFLY MA ….. FIS SAI VPRT RRD MYGN DHX LPS MELI=Bottom (Diversified Services)
CHEM(30):  0.84% Top=HUN GGC GRA POT CE NLC IPI AGU ….. EMN MOS CYT FOE KRA LYB CHMT DOW=Bottom (Chemicals/Fertilizers)
COHW(52):  0.75% Top=FNSR PLCM APKT FTNT RVBD TKLC CIEN TDC ….. LEAP S CTL CSCO MOTR VIP MMI WIN=Bottom (Computer Hardware/Telecom)
ELEC(74):  0.71% Top=OVTI NXPI FSLR IRF IPGP IO CREE SWKS ….. SNDK CODE YGE ONNN NVLS STP AMAT GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26):  0.62% Top=FAST MDR FLR SHAW FWLT TOL RPM PHM ….. EXP WM DHI MAS MDC USG RYL LEN=Bottom (Materials & Construction)
TRAN(23):  0.59% Top=GLNG TRN TDW KSU EXPD UNP CP CNW ….. OSG KNX UPS LUV UAL LCC DAL AMR=Bottom (Transportation)
INSU(41):  0.27% Top=HIG MTG CNO AHL MET L AON FNF ….. CB TRV ACE VR WSH AJG AGO MBI=Bottom (Insurance)
FINA(75):  0.18% Top=JNS FNGN ICE AMG AMTD IVZ TROW DFS ….. STI JPM CFFN KEY NYB SUSQ PSEC EWBC=Bottom (Banks/Financials)
REAL(68):  0.17% Top=CBG NHP VTR GGP HPT UDR DDR HST ….. TWO SNH BMR CBL KRC STWD CMO NLY=Bottom (Real Estate)
LEIS(30):  -0.37% Top=MGM LVS HOT WYN WYNN MAR MPEL DRI ….. WEN EXPE LYV LTM EAT CMG ASCA SIX=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 10:07 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:47 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
51.7% of stocks are above yesterday’s high.
85.9% are above yesterday’s midpoint.  (14.1% are below.)
3.4% are below yesterday’s low.
44.9% are inside yesterday’s range.
64.1% of stocks with today’s high > yesterday’s high.  (35.9% less than).
5.7% of stocks with today’s low < yesterday’s low.  (94.3% greater than).

EVIDENCE OF INTRADAY TREND
75.6% of stocks are above today’s open.  (22.7% are below).
73.3% of stocks are above today’s open and yesterday’s close.
12.0% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
21.6% of stocks are in the top 10% of today’s range.
43.9% are in the top 20%.
78.8% are in the top half .  21.2% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
85.8% of stocks are above breakeven.  (14.2% are below b/e.)
0.6% are up 4.5% or more.  0.2% are down 4.5% or more.
0.8% are up 3.5% or more.  0.7% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:5.8%…>=90:13.0%…>=80:32.5%…>=50:79.3%…<=20:5.9%…<=10:3.1%…<=5:1.2%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:52.7%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
51.7% above previous 1 highs, 3.4% below previous 1 lows
27.5% above previous 2 highs, 2.6% below previous 2 lows
25.4% above previous 3 highs, 1.8% below previous 3 lows
14.3% above previous 4 highs, 1.8% below previous 4 lows
13.7% above previous 5 highs, 1.8% below previous 5 lows
13.6% above previous 6 highs, 1.6% below previous 6 lows
13.5% above previous 7 highs, 1.5% below previous 7 lows
13.5% above previous 8 highs, 0.8% below previous 8 lows
12.7% above previous 9 highs, 0.8% below previous 9 lows
11.8% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  4.2% new highs, 1.3% new lows
21d:  4.2% new highs, 1.3% new lows
42d:  3.0% new highs, 1.1% new lows
63d:  2.7% new highs, 0.9% new lows
126d:  2.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  84.8% above, 15.2% below
3-day:  87.8% above, 12.2% below
4-day:  76.9% above, 23.1% below
5-day:  69.7% above, 30.3% below
8-day:  68.3% above, 31.7% below
10-day:  71.7% above, 28.3% below
20-day:  55.0% above, 45.0% below
50-day:  28.5% above, 71.5% below
200-day:  59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  1.52% Top=GPOR RDC BAS HOC FTO BEXP ROSE COG ….. ETE MUR EPB KMP PWE EPD PVA EEP=Bottom (Energy)
MANU(40):  1.27% Top=WPRT CAT GTLS TEX ATI RBN CMI DRC ….. SWK MMM GTI DE LECO EMR PPO ITW=Bottom (Manufacturing)
COSW(68):  1.18% Top=YOKU ASIA SINA ACOM VIT FFIV SOHU QLIK ….. IRM ADP TRI DST MSFT ADBE IL NLSN=Bottom (Computer Software/Internet)
CONS(62):  1.01% Top=NKE UA LULU ICON DECK SKX CRI PVH ….. CL CLX KMB CCK GRM PG IP ABH=Bottom (Consumer)
ELEC(74):  0.96% Top=OVTI NXPI IRF SWKS IO FSLR CREE IPGP ….. MOLX CODE NVLS YGE AMAT STP KLIC GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(72):  0.95% Top=FL PIR TJX ANF TSCO WFM EZPW KMX ….. AEO COST SHW WAG CVS AMZN WMT SHLD=Bottom (Retail & Specialty Retail)
MATE(26):  0.85% Top=PHM KBH MDR TOL FAST FWLT SHAW DHI ….. USG MAS LEN MDC MDU WM OC RSG=Bottom (Materials & Construction)
CHEM(30):  0.76% Top=HUN GRA NLC CE IPI POT ROC GGC ….. APD SMG EMN LYB CHMT CYT DOW FOE=Bottom (Chemicals/Fertilizers)
DISV(43):  0.76% Top=MA KBR AH SFLY TSS V WU JEC ….. CTAS SAI FIS RRD ACM MYGN LPS MELI=Bottom (Diversified Services)
COHW(52):  0.75% Top=RVBD APKT PANL PLCM FNSR TDC ARUN OCZ ….. RIMM LEAP CTL S VIP STEC MMI WIN=Bottom (Computer Hardware/Telecom)
META(39):  0.73% Top=UXG GSM CNX PCX WLT ACI CRS ANR ….. SSRI NEM NUE GG PAAS AUY KGC AEM=Bottom (Metals & Mining)
HEAL(55):  0.73% Top=AGP CVD AET HCA CVH MAKO DVA MR ….. MASI KND SYK EW LNCR BAX IRWD DGX=Bottom (Health)
TRAN(23):  0.71% Top=GLNG TRN TDW JBLU OSG KSU EXPD JBHT ….. UPS CHRW NSC LCC CSX DAL LUV AMR=Bottom (Transportation)
INSU(41):  0.47% Top=CNO HIG MTG AIZ LNC RGA FNF AON ….. CB ACGL ORI AJG WSH ACE AGO MBI=Bottom (Insurance)
FINA(75):  0.34% Top=AMTD JNS ICE FNGN SCHW TROW AINV ACAS ….. CFFN MTB KEY WFC STI JPM BBT SUSQ=Bottom (Banks/Financials)
REAL(68):  -0.29% Top=CBG VTR NHP CXW GGP HPT CIT PCL ….. STWD SKT OFC SNH CBL KRC CMO NLY=Bottom (Real Estate)
LEIS(30):  -0.50% Top=MGM MPEL HOT LVS MAR WYN DRI DPZ ….. MCD WEN EXPE LYV PCLN ASCA HMIN SIX=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 9:47 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:35 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE
28.4% of stocks are above yesterday’s high.
81.7% are above yesterday’s midpoint.  (18.3% are below.)
3.2% are below yesterday’s low.
68.4% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high.  (57.1% less than).
4.4% of stocks with today’s low < yesterday’s low.  (95.6% greater than).

EVIDENCE OF INTRADAY TREND
50.4% of stocks are above today’s open.  (46.0% are below).
48.7% of stocks are above today’s open and yesterday’s close.
18.5% are below both.
87.4% of stocks opened above yesterday’s close.  (9.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.5% of stocks are in the top 10% of today’s range.
27.4% are in the top 20%.
56.5% are in the top half .  43.5% of stocks are in the bottom half of today’s range.
17.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
79.7% of stocks are above breakeven.  (20.3% are below b/e.)
0.4% are up 4.5% or more.  0.2% are down 4.5% or more.
0.6% are up 3.5% or more.  0.3% are down 3.5% or more.
83.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:4.1%…>=90:8.5%…>=80:20.9%…>=50:70.2%…<=20:6.5%…<=10:3.1%…<=5:1.2%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:45.7%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.4% above previous 1 highs, 3.2% below previous 1 lows
11.6% above previous 2 highs, 2.2% below previous 2 lows
10.5% above previous 3 highs, 1.6% below previous 3 lows
5.9% above previous 4 highs, 1.6% below previous 4 lows
5.5% above previous 5 highs, 1.6% below previous 5 lows
5.5% above previous 6 highs, 1.6% below previous 6 lows
5.4% above previous 7 highs, 1.5% below previous 7 lows
5.3% above previous 8 highs, 1.0% below previous 8 lows
4.9% above previous 9 highs, 0.9% below previous 9 lows
4.6% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  2.6% new highs, 1.0% new lows
21d:  2.6% new highs, 1.0% new lows
42d:  1.8% new highs, 0.9% new lows
63d:  1.6% new highs, 0.8% new lows
126d:  1.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  77.9% above, 22.1% below
3-day:  83.1% above, 16.9% below
4-day:  66.4% above, 33.6% below
5-day:  58.0% above, 42.0% below
8-day:  57.9% above, 42.1% below
10-day:  63.9% above, 36.1% below
20-day:  49.4% above, 50.6% below
50-day:  26.3% above, 73.7% below
200-day:  58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(97):  1.02% Top=BAS RDC HAL CPX COG CLR KEG HOC ….. ETE MUR EPB KMP PWE EPD PVA EEP=Bottom (Energy)
MANU(40):  0.58% Top=WPRT GTLS ATI TEX RS CAT DRC JOYG ….. PCP DE ETN LECO PH ITW PPO EMR=Bottom (Manufacturing)
META(39):  0.56% Top=UXG PCX CRS ACI ANR SCCO SVM WLT ….. CLF HSC NEM PAAS KGC AUY NUE AEM=Bottom (Metals & Mining)
COSW(68):  0.55% Top=YOKU SINA RENN SOHU SAPE ASIA ACOM RAX ….. CPWR EBIX RP ADP ORCL TIBX IL VELT=Bottom (Computer Software/Internet)
ELEC(74):  0.53% Top=OVTI IRF CREE SPRD NXPI ENTG IO SWKS ….. AMAT MCHP NVLS CODE AFFX MOLX STP GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(62):  0.52% Top=NKE UA LULU ST SKX BZ RKT DECK ….. KMB PG GRM MLHR SCSS GT IP ABH=Bottom (Consumer)
RETA(72):  0.51% Top=FL TJX EZPW SKS ANN WSM KMX DKS ….. COST GME URBN NRGY SPLS FINL KSS SHLD=Bottom (Retail & Specialty Retail)
MATE(26):  0.50% Top=PHM MDR DHI TOL KBH SHAW FAST VMC ….. EXP PWR SRCL OC WCN WM MDU RSG=Bottom (Materials & Construction)
CHEM(30):  0.43% Top=HUN AGU ROC MON GGC POT NLC IPI ….. SOA MOS PX ASH EMN FOE CYT DOW=Bottom (Chemicals/Fertilizers)
HEAL(55):  0.41% Top=AGP MAKO HCA MR CVD ALGN DVA AET ….. TMO XRAY CFN SIRO DGX MASI EW BAX=Bottom (Health)
COHW(52):  0.28% Top=OCZ RVBD APKT LXK AAPL PLCM PANL STEC ….. BRCD VZ VIP CTL CALX S WIN MMI=Bottom (Computer Hardware/Telecom)
DISV(43):  0.27% Top=MA V AH WU MAN TSS RHI URI ….. CAR SFLY LPS DHX HTZ MYGN ACM MELI=Bottom (Diversified Services)
TRAN(23):  0.26% Top=TRN TDW DAL GLNG JBHT UAL OSG LCC ….. KNX CNI CNW FDX CHRW CSX LUV NSC=Bottom (Transportation)
FINA(75):  0.19% Top=FNGN KKR SCHW MF TROW JNS PBCT FNFG ….. SUSQ COF BAC PSEC BBT CFFN CME EWBC=Bottom (Banks/Financials)
INSU(41):  0.17% Top=MTG CNO HIG AON RGA FNF BRO PRU ….. VR WSH AIG WRB ACE ACGL AJG MBI=Bottom (Insurance)
REAL(68):  -0.52% Top=CBG GGP CIT HTS CXW DFT TWO HST ….. SKT CBL LXP OFC KRC STWD CMO NLY=Bottom (Real Estate)
LEIS(30):  -1.11% Top=DRI HOT MAR LVS WYN DPZ MGM CCL ….. PCLN YUM MCD LTM SBUX ASCA HMIN SIX=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 9:35 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:14 am

PRE – Market Stats at 9:13 am ET
by daytrend on 20110628.  See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 347.

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

COMPARED TO YESTERDAY’S RANGE
26.2% of stocks are above yesterday’s high.
83.3% are above yesterday’s midpoint.  (16.7% are below.)
2.3% are below yesterday’s low.
71.5% are inside yesterday’s range.
26.2% of stocks with today’s high > yesterday’s high.  (73.8% less than).
2.3% of stocks with today’s low < yesterday’s low.  (97.7% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open.  (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
74.1% of stocks opened above yesterday’s close.  (25.9% opened below yesterday’s close).

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

GAIN
74.1% of stocks are above breakeven.  (25.9% are below b/e.)
1.2% are up 4.5% or more.  0.0% are down 4.5% or more.
1.4% are up 3.5% or more.  0.3% are down 3.5% or more.
76.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:5.2%…>=90:13.0%…>=80:26.8%…>=50:67.7%…<=20:8.1%…<=10:3.5%…<=5:1.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:37.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.2% above previous 1 highs, 2.3% below previous 1 lows
15.6% above previous 2 highs, 2.3% below previous 2 lows
13.8% above previous 3 highs, 1.7% below previous 3 lows
8.9% above previous 4 highs, 1.7% below previous 4 lows
8.9% above previous 5 highs, 1.7% below previous 5 lows
8.9% above previous 6 highs, 1.7% below previous 6 lows
8.6% above previous 7 highs, 1.7% below previous 7 lows
8.4% above previous 8 highs, 1.4% below previous 8 lows
7.5% above previous 9 highs, 1.4% below previous 9 lows
6.6% above previous 10 highs, 1.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  1.4% new highs, 0.9% new lows
21d:  1.4% new highs, 0.9% new lows
42d:  1.2% new highs, 0.9% new lows
63d:  0.9% new highs, 0.6% new lows
126d:  0.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  74.1% above, 25.9% below
3-day:  80.4% above, 19.6% below
4-day:  66.3% above, 33.7% below
5-day:  54.2% above, 45.8% below
8-day:  60.2% above, 39.8% below
10-day:  65.1% above, 34.9% below
20-day:  49.3% above, 50.7% below
50-day:  25.9% above, 74.1% below
200-day:  53.9% above, 46.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(15):  1.13% Top=WPRT HI X MTW MHK ATU MMM CAT ….. CAT JOYG GTLS SPW NDSN TYC EMR ITW=Bottom (Manufacturing)
COSW(29):  0.92% Top=YOKU RENN RAX SINA SOHU TIBX FFIV SAPE ….. QSFT VELT SNPS AKAM ADP NUAN VMW PWRD=Bottom (Computer Software/Internet)
MATE(10):  0.92% Top=PHM KBH FWLT DHI TOL LEN RYL SHAW ….. FWLT DHI TOL LEN RYL SHAW RSG PWR=Bottom (Materials & Construction)
LEIS(11):  0.66% Top=DRI MGM KKD MAR CCL MPEL EXPE WYNN ….. MAR CCL MPEL EXPE WYNN DPZ WYN PCLN=Bottom (Leisure)
META(23):  0.66% Top=UXG PCX SVM EXK GG AKS ANR AUY ….. ABX EGO RGLD NUE KGC SWC IAG AUQ=Bottom (Metals & Mining)
CHEM(9):  0.65% Top=CE AGU POT MOS HUN MON APD PX ….. AGU POT MOS HUN MON APD PX DOW=Bottom (Chemicals/Fertilizers)
CONS(22):  0.56% Top=NKE UA AVP SKX LULU BC CROX CLX ….. LII BMS OI GT GIL PAY DAR SCSS=Bottom (Consumer)
ELEC(39):  0.49% Top=OVTI SPRD IRF YGE CREE CRUS ADI NETL ….. TSL AMAT SOLR KLIC CODE PWER MOLX GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(44):  0.43% Top=MHR RDC HLX BEXP SLB VLO TSO ETE ….. ROSE PWE EPD PDS WNR CRZO PVA EEP=Bottom (Energy)
TRAN(11):  0.40% Top=CP JBLU LUV GLNG TRN TDW NSC JBHT ….. GLNG TRN TDW NSC JBHT CNI LCC UAL=Bottom (Transportation)
COHW(28):  0.36% Top=RVBD OCZ JNPR IDCC FTR WDC DELL RIMM ….. PLCM FTNT AMX IGT VIP STEC PANL MMI=Bottom (Computer Hardware/Telecom)
FINA(26):  0.34% Top=PNC ETFC NYB BAC WFC RF HCBK JPM ….. TD PBCT BEN NTRS LPLA BAM TROW PSEC=Bottom (Banks/Financials)
RETA(28):  0.34% Top=TJX SWY LOW KSS LINTA HD PIR EBAY ….. NRGY CPRT BJ BID SHLD DDS OMX EZPW=Bottom (Retail & Specialty Retail)
INSU(12):  0.30% Top=MTG AGO HIG BRO MBI AIG WSH PRU ….. MBI AIG WSH PRU MET GNW PGR UNM=Bottom (Insurance)
HEAL(12):  0.19% Top=AGP SYK MDT KCI VOLC AET ZMH ALGN ….. VOLC AET ZMH ALGN ALR UHS CI MR=Bottom (Health)
DISV(10):  0.09% Top=MELI ULTA AH VPRT MAN MCO SBAC ESI ….. AH VPRT MAN MCO SBAC ESI RHI AL=Bottom (Diversified Services)
REAL(18):  -0.27% Top=TWO UDR MFA AXP HTS DRE TCO CBG ….. OFC STWD LXP IVR BPO SNH NLY CMO=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.
PRE – Market Stats at 9:13 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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