daytrend

07/29/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 7/29/2011

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

This Excel file contains the tools:  DaytrendTools_20110729.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: 7/17, 6/27, 6/20, 6/14, 5/25

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 7/25, 7/8, 6/1, 5/11, 5/2

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 20110729.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY'S RANGE
6.0% of stocks are above yesterday's high.
20.5% are above yesterday's midpoint.  (79.5% are below.)
39.7% are below yesterday's low.
54.3% are inside yesterday's range.
13.8% of stocks with today's high > yesterday's high.  (86.2% less than).
88.2% of stocks with today's low < yesterday's low.  (11.8% greater than).

EVIDENCE OF INTRADAY TREND
76.0% of stocks are above today's open.  (23.5% are below).
34.5% of stocks are above today's open and yesterday's close.
22.8% are below both.
3.6% of stocks opened above yesterday's close.  (96.2% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
6.5% of stocks are in the top 10% of today's range.
21.5% are in the top 20%.
68.3% are in the top half .  31.7% of stocks are in the bottom half of today's range.
9.0% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN
36.5% of stocks are above breakeven.  (63.5% are below b/e.)
2.0% are up 4.5% or more.  2.3% are down 4.5% or more.
3.1% are up 3.5% or more.  3.5% are down 3.5% or more.
60.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.1%...>=90:1.1%...>=80:3.8%...>=50:17.4%...<=20:55.3%...<=10:43.0%...<=5:28.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.1%...>=50:21.5%...<=20:5.6%...<=10:0.1%...<=5:0.1%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:26.2%...<=20:0.5%...<=10:0.1%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.0% above previous 1 highs, 39.7% below previous 1 lows
2.9% above previous 2 highs, 36.0% below previous 2 lows
1.9% above previous 3 highs, 34.9% below previous 3 lows
1.4% above previous 4 highs, 33.6% below previous 4 lows
1.3% above previous 5 highs, 33.1% below previous 5 lows
1.2% above previous 6 highs, 31.6% below previous 6 lows
1.2% above previous 7 highs, 30.3% below previous 7 lows
1.2% above previous 8 highs, 27.6% below previous 8 lows
1.2% above previous 9 highs, 25.3% below previous 9 lows
1.2% above previous 10 highs, 25.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  1.4% new highs, 49.1% new lows
21d:  1.4% new highs, 47.3% new lows
42d:  1.2% new highs, 30.0% new lows
63d:  1.0% new highs, 28.2% new lows
126d:  0.6% new highs, 19.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  35.2% above, 64.8% below
3-day:  30.4% above, 69.6% below
4-day:  16.1% above, 83.9% below
5-day:  13.7% above, 86.3% below
8-day:  12.1% above, 87.9% below
10-day:  16.3% above, 83.7% below
20-day:  21.0% above, 79.0% below
50-day:  35.5% above, 64.5% below
200-day:  48.1% above, 51.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(22):  0.36% Top=UAL LCC DAL LUV TDW ALK GLNG KSU ..... CSX UNP CNI OSG KNX NSC FDX TRN=Bottom (Transportation)
LEIS(26):  0.02% Top=EXPE PCLN DPZ EAT DRI SIX SBUX YUM ..... WYN GET PENN HMIN WYNN MGM CCL BYD=Bottom (Leisure)
MANU(39):  -0.03% Top=MTW AGCO PCP SWK PPO MHK FLS TEX ..... TYC PNR EMR DE GTI ATI ROK PLL=Bottom (Manufacturing)
ENER(92):  -0.05% Top=GPOR HFC WLL CVI CHK IOC MPC MHR ..... OII XOM COG RES NR HES HP SWN=Bottom (Energy)
MATE(23):  -0.05% Top=OC LPX VMC CVA RSG USG PHM FLR ..... MDR SHAW TOL FAST WCN KBH SRCL WM=Bottom (Materials & Construction)
CONS(56):  -0.19% Top=NWL DECK SCSS LII LIZ GT SLGN CROX ..... SKX PAY LEG LULU IP UFS WMS GIL=Bottom (Consumer)
INSU(37):  -0.19% Top=GNW MET CHSI WSH MMC PRU ALL AFL ..... CB WRB TMK CINF CNO VR AON ORI=Bottom (Insurance)
REAL(60):  -0.21% Top=CBG AIV HIW AVB HPT DCT UDR DRH ..... ANH TWO STWD HST CYS CMO NLY HTS=Bottom (Real Estate)
RETA(68):  -0.27% Top=GNC EZPW TGT MW LINTA BBBY LTD AEO ..... WHR EBAY PAG SVU IACI ARO OMX CSTR=Bottom (Retail & Specialty Retail)
FINA(69):  -0.29% Top=CSE BLK JNS JEF HBHC KCG AF TROW ..... KKR TD BEN ACAS FNGN LAZ BX GHL=Bottom (Banks/Financials)
ELEC(69):  -0.44% Top=STP PWER LDK SPRD YGE ARMH RFMD MXIM ..... VECO OVTI KLIC NXPI LRCX KLAC ENTR QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(64):  -0.75% Top=CDNS CERN QLIK ARBA CNQR RNOW FTNT MDRX ..... AOL YHOO BMC ROVI TIBX YNDX ACOM DRIV=Bottom (Computer Software/Internet)
CHEM(26):  -0.79% Top=PX CE MOS SOA GRA POL ROC OLN ..... DOW ASH MON IPI DD CF POT EMN=Bottom (Chemicals/Fertilizers)
HEAL(49):  -0.79% Top=LPNT CYH HRC ISRG KND ALR VAR BCR ..... BSX HS HCA NUVA CNC CVH WCG AGP=Bottom (Health)
META(41):  -1.00% Top=GSM CRS CMC CLD STLD X CLF CNX ..... GG UXG SCCO PAAS EGO NEM SWC IAG=Bottom (Metals & Mining)
DISV(46):  -1.13% Top=EDU WTW KBR ESI RCII MCO RHI BPI ..... ATHN FISV WOOF RRD FIS TSS SFLY VPRT=Bottom (Diversified Services)
COHW(46):  -2.07% Top=LEAP APKT IDCC ARUN PANL NIHD FTR TDC ..... WDC HPQ PLCM MSI FNSR OCZ NTGR STEC=Bottom (Computer Hardware/Telecom)

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

Filed under: Market Stats — daytrend @ 2:20 pm
Market Stats at 3:19 pm ET
by daytrend on 20110729.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY'S RANGE
6.4% of stocks are above yesterday's high.
26.2% are above yesterday's midpoint.  (73.8% are below.)
30.4% are below yesterday's low.
63.3% are inside yesterday's range.
13.4% of stocks with today's high > yesterday's high.  (86.6% less than).
88.2% of stocks with today's low < yesterday's low.  (11.8% greater than).

EVIDENCE OF INTRADAY TREND
82.1% of stocks are above today's open.  (17.4% are below).
44.5% of stocks are above today's open and yesterday's close.
16.6% are below both.
3.6% of stocks opened above yesterday's close.  (96.2% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
12.8% of stocks are in the top 10% of today's range.
34.8% are in the top 20%.
82.1% are in the top half .  17.9% of stocks are in the bottom half of today's range.
4.6% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN
46.7% of stocks are above breakeven.  (53.3% are below b/e.)
2.2% are up 4.5% or more.  1.8% are down 4.5% or more.
3.1% are up 3.5% or more.  3.1% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.1%...>=90:0.8%...>=80:4.0%...>=50:22.0%...<=20:48.7%...<=10:34.2%...<=5:21.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.2%...>=50:23.6%...<=20:3.6%...<=10:0.1%...<=5:0.1%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:27.7%...<=20:0.5%...<=10:0.1%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.4% above previous 1 highs, 30.4% below previous 1 lows
3.4% above previous 2 highs, 27.0% below previous 2 lows
2.2% above previous 3 highs, 25.8% below previous 3 lows
1.3% above previous 4 highs, 24.8% below previous 4 lows
1.1% above previous 5 highs, 24.7% below previous 5 lows
1.0% above previous 6 highs, 22.8% below previous 6 lows
1.0% above previous 7 highs, 21.6% below previous 7 lows
1.0% above previous 8 highs, 19.8% below previous 8 lows
1.0% above previous 9 highs, 18.2% below previous 9 lows
1.0% above previous 10 highs, 18.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  1.3% new highs, 49.0% new lows
21d:  1.3% new highs, 47.2% new lows
42d:  1.1% new highs, 29.9% new lows
63d:  1.0% new highs, 28.1% new lows
126d:  0.6% new highs, 18.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  45.4% above, 54.6% below
3-day:  37.6% above, 62.4% below
4-day:  19.8% above, 80.2% below
5-day:  16.2% above, 83.8% below
8-day:  13.9% above, 86.1% below
10-day:  19.2% above, 80.8% below
20-day:  22.8% above, 77.2% below
50-day:  36.1% above, 63.9% below
200-day:  48.9% above, 51.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(22):  0.67% Top=UAL LCC DAL LUV TDW ALK GLNG KSU ..... OSG KNX CHRW EXPD CNI FDX NSC TRN=Bottom (Transportation)
MANU(39):  0.42% Top=MTW AGCO PCP FLS PPO MHK SWK TEX ..... CAT PNR DE EMR ATI GTI ROK PLL=Bottom (Manufacturing)
LEIS(26):  0.38% Top=EXPE PCLN DPZ SIX DRI YUM EAT CMG ..... LTM GET WYNN MAR MGM HMIN CCL BYD=Bottom (Leisure)
MATE(23):  0.20% Top=OC RSG PHM VMC CVA FLR USG LPX ..... WCN KBH TOL FAST SHAW MAS SRCL WM=Bottom (Materials & Construction)
ENER(92):  0.12% Top=GPOR WLL HFC CVI MHR MPC CHK GDP ..... XOM OII HES COG RES NR HP SWN=Bottom (Energy)
CONS(56):  0.04% Top=NWL SCSS DECK LII GT SLGN LIZ BLL ..... CRI SKX AVP LULU WMS IP UFS GIL=Bottom (Consumer)
FINA(69):  0.02% Top=CSE JNS BLK JEF WDR AF KCG NDAQ ..... ACAS TD KKR BEN LAZ GHL BX FNGN=Bottom (Banks/Financials)
INSU(37):  0.01% Top=GNW MET CHSI WSH PRU MMC ALL AFL ..... TRH CB WRB AGO CNO VR AON ORI=Bottom (Insurance)
ELEC(69):  0.01% Top=PWER STP LDK SPRD YGE MXIM ARMH RFMD ..... VECO OVTI LRCX ENTR KLIC NXPI KLAC QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(68):  -0.09% Top=EZPW GNC TGT LINTA MW BBBY LTD SKS ..... EXPR WHR SVU PAG ARO IACI OMX CSTR=Bottom (Retail & Specialty Retail)
REAL(60):  -0.26% Top=CBG AIV AVB HIW HPT DDR VTR BRE ..... GOV STWD HST TWO CYS CMO NLY HTS=Bottom (Real Estate)
HEAL(49):  -0.40% Top=LPNT CYH HRC KND ISRG VAR ALR WAT ..... EW HS NUVA HCA CNC CVH WCG AGP=Bottom (Health)
COSW(64):  -0.50% Top=CDNS CERN QLIK ARBA CNQR RNOW AKAM FTNT ..... ROVI SINA AOL TIBX VIT YNDX ACOM DRIV=Bottom (Computer Software/Internet)
CHEM(26):  -0.57% Top=PX CE SOA MOS APD GRA POL VAL ..... MON AGU DD IPI ASH POT CF EMN=Bottom (Chemicals/Fertilizers)
DISV(46):  -0.83% Top=EDU KBR WTW ESI MCO RCII TAL AAN ..... ATHN ACTG FISV WOOF FIS TSS SFLY VPRT=Bottom (Diversified Services)
META(41):  -0.91% Top=GSM CMC CRS STLD CLD X BTU AKS ..... KGC SCCO PAAS UXG SWC EGO NEM IAG=Bottom (Metals & Mining)
COHW(46):  -1.73% Top=LEAP PANL IDCC NIHD FTR TDC APKT ARUN ..... MMI HPQ PLCM MSI FNSR OCZ NTGR STEC=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:19 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:54 pm
Market Stats at 2:54 pm ET
by daytrend on 20110729.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY'S RANGE
7.3% of stocks are above yesterday's high.
29.5% are above yesterday's midpoint.  (70.5% are below.)
25.8% are below yesterday's low.
66.9% are inside yesterday's range.
13.2% of stocks with today's high > yesterday's high.  (86.8% less than).
88.2% of stocks with today's low < yesterday's low.  (11.8% greater than).

EVIDENCE OF INTRADAY TREND
84.0% of stocks are above today's open.  (15.4% are below).
49.7% of stocks are above today's open and yesterday's close.
14.5% are below both.
3.6% of stocks opened above yesterday's close.  (96.2% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
23.5% of stocks are in the top 10% of today's range.
44.9% are in the top 20%.
85.6% are in the top half .  14.4% of stocks are in the bottom half of today's range.
3.1% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN
52.5% of stocks are above breakeven.  (47.5% are below b/e.)
2.3% are up 4.5% or more.  1.8% are down 4.5% or more.
3.2% are up 3.5% or more.  2.9% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.2%...>=90:1.1%...>=80:5.0%...>=50:24.4%...<=20:44.5%...<=10:31.3%...<=5:19.9%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.2%...>=50:25.0%...<=20:4.0%...<=10:0.1%...<=5:0.1%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:29.3%...<=20:0.5%...<=10:0.1%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.3% above previous 1 highs, 25.8% below previous 1 lows
3.6% above previous 2 highs, 22.8% below previous 2 lows
2.2% above previous 3 highs, 22.0% below previous 3 lows
1.4% above previous 4 highs, 21.4% below previous 4 lows
1.2% above previous 5 highs, 21.2% below previous 5 lows
1.1% above previous 6 highs, 19.6% below previous 6 lows
1.1% above previous 7 highs, 18.7% below previous 7 lows
1.1% above previous 8 highs, 17.0% below previous 8 lows
1.1% above previous 9 highs, 15.7% below previous 9 lows
1.1% above previous 10 highs, 15.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  1.3% new highs, 49.0% new lows
21d:  1.3% new highs, 47.2% new lows
42d:  1.1% new highs, 29.9% new lows
63d:  1.0% new highs, 28.1% new lows
126d:  0.6% new highs, 18.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  50.5% above, 49.5% below
3-day:  43.1% above, 56.9% below
4-day:  22.1% above, 77.9% below
5-day:  17.4% above, 82.6% below
8-day:  14.9% above, 85.1% below
10-day:  20.0% above, 80.0% below
20-day:  23.8% above, 76.2% below
50-day:  37.0% above, 63.0% below
200-day:  49.5% above, 50.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(22):  0.70% Top=UAL DAL LCC LUV TDW ALK KSU JBHT ..... OSG CHRW EXPD KNX CNI FDX NSC TRN=Bottom (Transportation)
LEIS(26):  0.57% Top=EXPE PCLN DPZ CMG YUM SIX SBUX DRI ..... WYN MGM MAR LTM GET HMIN CCL BYD=Bottom (Leisure)
MANU(39):  0.48% Top=MTW AGCO FLS PCP PPO MHK TEX SWK ..... DE CMI PNR EMR ATI GTI ROK PLL=Bottom (Manufacturing)
ENER(92):  0.31% Top=GPOR WLL HFC CHK CVI MHR MPC GDP ..... OII XOM COG HES RES HP NR SWN=Bottom (Energy)
CONS(56):  0.23% Top=NWL DECK SCSS LII LIZ GT CROX JAH ..... SKX LULU UA AVP WMS IP UFS GIL=Bottom (Consumer)
INSU(37):  0.21% Top=GNW MET CHSI MMC PRU ALL WSH AFL ..... TRH CB VR AGO WRB CNO AON ORI=Bottom (Insurance)
MATE(23):  0.20% Top=OC USG RSG PHM FLR VMC CVA LPX ..... TOL KBH FAST WCN SHAW MAS SRCL WM=Bottom (Materials & Construction)
FINA(69):  0.17% Top=CSE JNS BLK JEF NDAQ WDR AMP AMG ..... TD KKR PSEC BEN LAZ GHL BX FNGN=Bottom (Banks/Financials)
RETA(68):  0.15% Top=EZPW GNC TGT LINTA MW BBBY LTD PIR ..... EBAY SVU ARO WHR PAG IACI OMX CSTR=Bottom (Retail & Specialty Retail)
ELEC(69):  0.12% Top=PWER STP LDK SPRD YGE ARMH MXIM RFMD ..... OVTI VECO ENTR KLIC LRCX KLAC NXPI QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(60):  -0.25% Top=CBG AIV AVB HPT HIW TCO BRE VTR ..... ANH GOV STWD TWO CYS CMO NLY HTS=Bottom (Real Estate)
COSW(64):  -0.34% Top=CDNS CERN QLIK ARBA CNQR FTNT AKAM RNOW ..... ROVI SINA YHOO TIBX VIT YNDX ACOM DRIV=Bottom (Computer Software/Internet)
HEAL(49):  -0.38% Top=LPNT CYH HRC KND ISRG VAR MR ALR ..... WLP HS NUVA HCA CNC CVH WCG AGP=Bottom (Health)
CHEM(26):  -0.38% Top=PX CE SOA MOS APD VAL OLN PPG ..... AGU DD ALB IPI ASH POT CF EMN=Bottom (Chemicals/Fertilizers)
DISV(46):  -0.64% Top=EDU KBR WTW ESI RCII MCO TAL AAN ..... ATHN TSS MYGN WOOF FISV FIS SFLY VPRT=Bottom (Diversified Services)
META(41):  -0.74% Top=GSM CMC CRS X CLD CNX STLD BTU ..... AUY PAAS SWC UXG SCCO EGO NEM IAG=Bottom (Metals & Mining)
COHW(46):  -1.56% Top=LEAP PANL NIHD FTR IDCC ARUN TDC APKT ..... HPQ MMI MSI PLCM FNSR OCZ NTGR STEC=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:54 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:39 pm
Market Stats at 2:38 pm ET
by daytrend on 20110729.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY'S RANGE
6.7% of stocks are above yesterday's high.
26.9% are above yesterday's midpoint.  (73.1% are below.)
28.3% are below yesterday's low.
64.9% are inside yesterday's range.
13.2% of stocks with today's high > yesterday's high.  (86.8% less than).
88.2% of stocks with today's low < yesterday's low.  (11.8% greater than).

EVIDENCE OF INTRADAY TREND
83.4% of stocks are above today's open.  (16.3% are below).
46.3% of stocks are above today's open and yesterday's close.
15.6% are below both.
3.6% of stocks opened above yesterday's close.  (96.2% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
16.3% of stocks are in the top 10% of today's range.
41.2% are in the top 20%.
85.1% are in the top half .  14.9% of stocks are in the bottom half of today's range.
3.5% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN
49.6% of stocks are above breakeven.  (50.4% are below b/e.)
2.0% are up 4.5% or more.  1.8% are down 4.5% or more.
3.4% are up 3.5% or more.  3.1% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.2%...>=90:1.1%...>=80:4.6%...>=50:23.0%...<=20:47.1%...<=10:32.9%...<=5:21.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.1%...>=50:23.8%...<=20:4.0%...<=10:0.1%...<=5:0.1%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:28.5%...<=20:0.5%...<=10:0.1%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.7% above previous 1 highs, 28.3% below previous 1 lows
3.5% above previous 2 highs, 24.8% below previous 2 lows
1.7% above previous 3 highs, 23.9% below previous 3 lows
1.3% above previous 4 highs, 23.0% below previous 4 lows
1.1% above previous 5 highs, 22.9% below previous 5 lows
1.0% above previous 6 highs, 21.2% below previous 6 lows
1.0% above previous 7 highs, 20.4% below previous 7 lows
1.0% above previous 8 highs, 18.8% below previous 8 lows
1.0% above previous 9 highs, 17.3% below previous 9 lows
1.0% above previous 10 highs, 17.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  1.3% new highs, 49.0% new lows
21d:  1.3% new highs, 47.2% new lows
42d:  1.1% new highs, 29.9% new lows
63d:  1.0% new highs, 28.1% new lows
126d:  0.6% new highs, 18.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  47.1% above, 52.9% below
3-day:  41.2% above, 58.8% below
4-day:  20.9% above, 79.1% below
5-day:  16.0% above, 84.0% below
8-day:  13.9% above, 86.1% below
10-day:  19.3% above, 80.7% below
20-day:  23.0% above, 77.0% below
50-day:  36.5% above, 63.5% below
200-day:  49.3% above, 50.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(22):  0.53% Top=UAL DAL LCC LUV TDW ALK JBHT KSU ..... KNX OSG EXPD FDX CHRW CNI TRN NSC=Bottom (Transportation)
MANU(39):  0.45% Top=MTW AGCO PCP FLS TEX MHK SWK PPO ..... CMI DE PNR EMR ATI GTI ROK PLL=Bottom (Manufacturing)
LEIS(26):  0.44% Top=EXPE PCLN DPZ DRI SIX SBUX CMG YUM ..... LTM PENN MGM GET HMIN MAR CCL BYD=Bottom (Leisure)
ENER(92):  0.23% Top=GPOR WLL HFC CHK MHR CVI KEG CRZO ..... OII XOM COG HES RES HP NR SWN=Bottom (Energy)
CONS(56):  0.19% Top=NWL DECK SCSS LII LIZ JAH GT CROX ..... SKX LULU LEG AVP WMS IP UFS GIL=Bottom (Consumer)
INSU(37):  0.19% Top=GNW MET CHSI PRU MMC ALL WSH LNC ..... TRH AGO VR CB WRB CNO AON ORI=Bottom (Insurance)
MATE(23):  0.15% Top=OC USG RSG PHM FLR VMC CVA LPX ..... DAR FAST MDR SHAW WCN MAS SRCL WM=Bottom (Materials & Construction)
ELEC(69):  0.11% Top=PWER STP LDK SPRD MXIM YGE ARMH CREE ..... OVTI VECO KLIC KLAC ENTR LRCX QLGC NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(69):  0.10% Top=CSE JNS BLK JEF WDR AMG NDAQ KCG ..... KKR PSEC ACAS BEN LAZ GHL BX FNGN=Bottom (Banks/Financials)
RETA(68):  0.07% Top=GNC EZPW TGT LINTA MW BBBY AEO LTD ..... EBAY WHR ARO EXPR PAG IACI OMX CSTR=Bottom (Retail & Specialty Retail)
REAL(60):  -0.37% Top=CBG AIV AVB HPT TCO HIW DDR DEI ..... STWD IVR GOV CYS TWO CMO NLY HTS=Bottom (Real Estate)
COSW(64):  -0.43% Top=CDNS CERN QLIK ARBA CNQR FTNT RNOW AKAM ..... BMC AOL YHOO VIT TIBX YNDX ACOM DRIV=Bottom (Computer Software/Internet)
HEAL(49):  -0.44% Top=CYH LPNT HRC ISRG KND VAR MR BCR ..... WLP NUVA HS HCA CNC CVH WCG AGP=Bottom (Health)
CHEM(26):  -0.52% Top=PX CE SOA MOS GRA OLN APD PPG ..... MON ALB AGU ASH IPI POT CF EMN=Bottom (Chemicals/Fertilizers)
DISV(46):  -0.73% Top=EDU KBR WTW ESI RCII MCO TAL AAN ..... FISV ACTG TSS ATHN MYGN FIS SFLY VPRT=Bottom (Diversified Services)
META(41):  -0.76% Top=GSM CRS CMC X STLD CLD CNX BTU ..... PAAS AUY SWC SCCO EGO UXG NEM IAG=Bottom (Metals & Mining)
COHW(46):  -1.64% Top=LEAP FTR PANL NIHD ARUN TDC IDCC APKT ..... ADTN HPQ MSI PLCM FNSR OCZ NTGR STEC=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:38 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:07 pm
Market Stats at 2:07 pm ET
by daytrend on 20110729.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY'S RANGE
8.2% of stocks are above yesterday's high.
34.0% are above yesterday's midpoint.  (66.0% are below.)
23.2% are below yesterday's low.
68.7% are inside yesterday's range.
12.8% of stocks with today's high > yesterday's high.  (87.2% less than).
88.2% of stocks with today's low < yesterday's low.  (11.8% greater than).

EVIDENCE OF INTRADAY TREND
85.6% of stocks are above today's open.  (13.9% are below).
53.7% of stocks are above today's open and yesterday's close.
13.3% are below both.
3.6% of stocks opened above yesterday's close.  (96.2% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
39.6% of stocks are in the top 10% of today's range.
57.9% are in the top 20%.
90.0% are in the top half .  10.0% of stocks are in the bottom half of today's range.
2.2% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN
55.9% of stocks are above breakeven.  (44.1% are below b/e.)
2.2% are up 4.5% or more.  1.6% are down 4.5% or more.
3.5% are up 3.5% or more.  2.5% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:1.4%...>=80:5.4%...>=50:26.5%...<=20:40.8%...<=10:27.7%...<=5:18.4%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.2%...>=50:25.5%...<=20:3.7%...<=10:0.1%...<=5:0.1%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:29.9%...<=20:0.5%...<=10:0.1%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.2% above previous 1 highs, 23.2% below previous 1 lows
3.8% above previous 2 highs, 21.1% below previous 2 lows
2.0% above previous 3 highs, 20.3% below previous 3 lows
1.6% above previous 4 highs, 19.9% below previous 4 lows
1.2% above previous 5 highs, 19.7% below previous 5 lows
1.1% above previous 6 highs, 18.1% below previous 6 lows
1.1% above previous 7 highs, 17.5% below previous 7 lows
1.1% above previous 8 highs, 16.2% below previous 8 lows
1.1% above previous 9 highs, 14.5% below previous 9 lows
1.1% above previous 10 highs, 14.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  1.3% new highs, 49.0% new lows
21d:  1.3% new highs, 47.2% new lows
42d:  1.1% new highs, 29.9% new lows
63d:  1.0% new highs, 28.1% new lows
126d:  0.6% new highs, 18.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  54.3% above, 45.7% below
3-day:  47.1% above, 52.9% below
4-day:  24.0% above, 76.0% below
5-day:  18.2% above, 81.8% below
8-day:  15.6% above, 84.4% below
10-day:  21.5% above, 78.5% below
20-day:  24.4% above, 75.6% below
50-day:  37.3% above, 62.7% below
200-day:  49.5% above, 50.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26):  0.75% Top=EXPE PCLN DPZ SBUX SIX DRI YUM CMG ..... HOT MGM WYNN GET CCL MAR HMIN BYD=Bottom (Leisure)
MANU(39):  0.64% Top=MTW AGCO FLS TEX MHK SWK PCP PPO ..... TYC MMM DE PNR ATI GTI ROK PLL=Bottom (Manufacturing)
TRAN(22):  0.57% Top=UAL DAL LCC TDW LUV GLNG ALK JBHT ..... CSX KNX CHRW TRN OSG CNI FDX NSC=Bottom (Transportation)
ENER(92):  0.55% Top=WLL GPOR HFC CHK MHR GDP KEG CRZO ..... OII XOM COG HES RES HP SWN NR=Bottom (Energy)
ELEC(69):  0.42% Top=PWER STP LDK SPRD CREE ARMH MXIM YGE ..... DLB KLIC VECO LRCX NXPI KLAC ENTR QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56):  0.40% Top=NWL DECK SCSS LII LIZ CROX JAH GT ..... LULU CRI LEG AVP WMS UFS IP GIL=Bottom (Consumer)
MATE(23):  0.35% Top=OC LPX USG PHM RSG CVA FLR DHI ..... FAST KBH WCN MDR SHAW MAS SRCL WM=Bottom (Materials & Construction)
RETA(68):  0.26% Top=EZPW TGT GNC LINTA MW AEO BBBY ANN ..... SIG PAG IACI ARO WHR EXPR OMX CSTR=Bottom (Retail & Specialty Retail)
INSU(37):  0.18% Top=GNW MET CHSI PRU MMC ALL WSH HIG ..... TRH AGO VR WRB CB CNO ORI AON=Bottom (Insurance)
FINA(69):  0.16% Top=CSE JNS BLK AMG WDR JEF NDAQ LM ..... ACAS TD KKR BEN BX LAZ FNGN GHL=Bottom (Banks/Financials)
COSW(64):  -0.08% Top=CERN CDNS ARBA CNQR QLIK FTNT RNOW AKAM ..... SINA UIS TIBX AOL VIT YNDX ACOM DRIV=Bottom (Computer Software/Internet)
HEAL(49):  -0.10% Top=CYH LPNT HRC ISRG KND HNT VAR MAKO ..... BSX WLP HS HCA CNC CVH WCG AGP=Bottom (Health)
REAL(60):  -0.23% Top=CBG AIV AVB CBL HPT TCO HIW WRI ..... GOV STWD HST TWO CYS NLY CMO HTS=Bottom (Real Estate)
CHEM(26):  -0.26% Top=PX SOA CE GRA SIAL OLN MOS APD ..... MON IPI ASH DD AGU POT CF EMN=Bottom (Chemicals/Fertilizers)
META(41):  -0.38% Top=CRS GSM CMC CENX X STLD CLF BTU ..... PAAS SWC AUY UXG SCCO EGO NEM IAG=Bottom (Metals & Mining)
DISV(46):  -0.47% Top=EDU WTW KBR RCII TAL MCO ESI AAN ..... R V FISV WOOF FIS TSS SFLY VPRT=Bottom (Diversified Services)
COHW(46):  -1.47% Top=LEAP ARUN NIHD CIEN FTR JDSU IDCC APKT ..... VIP HPQ MSI FNSR PLCM OCZ NTGR STEC=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:07 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

07/28/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 7/28/2011

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

This Excel file contains the tools:  DaytrendTools_20110728.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: 7/17, 6/27, 6/20, 6/14, 5/25

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 7/25, 7/8, 6/1, 5/11, 5/2

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 20110728.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 829.

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

COMPARED TO YESTERDAY’S RANGE
4.9% of stocks are above yesterday’s high.
15.4% are above yesterday’s midpoint.  (84.6% are below.)
47.4% are below yesterday’s low.
47.6% are inside yesterday’s range.
20.4% of stocks with today’s high > yesterday’s high.  (79.6% less than).
72.3% of stocks with today’s low < yesterday’s low.  (27.7% greater than).

EVIDENCE OF INTRADAY TREND
33.1% of stocks are above today’s open.  (65.3% are below).
28.2% of stocks are above today’s open and yesterday’s close.
58.0% are below both.
48.9% of stocks opened above yesterday’s close.  (45.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
19.5% are in the top half .  80.5% of stocks are in the bottom half of today’s range.
51.5% are in the bottom 20%.
28.2% are in the bottom 10%.

GAIN
37.4% of stocks are above breakeven.  (62.6% are below b/e.)
2.2% are up 4.5% or more.  2.9% are down 4.5% or more.
2.9% are up 3.5% or more.  4.7% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.2%…>=90:1.2%…>=80:3.1%…>=50:14.1%…<=20:64.1%…<=10:48.5%…<=5:31.7%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:23.2%…<=20:5.1%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.9% above previous 1 highs, 47.4% below previous 1 lows
2.7% above previous 2 highs, 45.5% below previous 2 lows
2.4% above previous 3 highs, 43.8% below previous 3 lows
2.1% above previous 4 highs, 42.9% below previous 4 lows
1.9% above previous 5 highs, 40.3% below previous 5 lows
1.8% above previous 6 highs, 37.3% below previous 6 lows
1.7% above previous 7 highs, 33.7% below previous 7 lows
1.7% above previous 8 highs, 29.1% below previous 8 lows
1.7% above previous 9 highs, 28.1% below previous 9 lows
1.7% above previous 10 highs, 27.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  3.6% new highs, 34.1% new lows
21d:  3.6% new highs, 31.2% new lows
42d:  2.8% new highs, 19.4% new lows
63d:  1.4% new highs, 18.0% new lows
126d:  1.1% new highs, 12.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  36.2% above, 63.8% below
3-day:  13.3% above, 86.7% below
4-day:  11.3% above, 88.7% below
5-day:  9.8% above, 90.2% below
8-day:  13.4% above, 86.6% below
10-day:  17.9% above, 82.1% below
20-day:  24.0% above, 76.0% below
50-day:  36.2% above, 63.8% below
200-day:  50.3% above, 49.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
FINA(68):  0.03% Top=EFX AMP NDAQ CSE BEN HBHC KCG AF ….. JNS NYB KKR BX FNFG BXS PBCT LM=Bottom (Banks/Financials)
CONS(56):  -0.08% Top=CROX LIZ BC CRI UA IP NKE RL ….. SCSS HAR CTB AVP JAH UFS GT OI=Bottom (Consumer)
INSU(38):  -0.10% Top=AFL AIZ TMK HIG ORI MBI FNF UNM ….. ACGL BRO AON RNR TRV GNW ACE WRB=Bottom (Insurance)
HEAL(48):  -0.14% Top=BSX HLS HMA MAKO AGP EW WAT CVH ….. MR BCR KND HOLX ALR BKD PPDI VAR=Bottom (Health)
ENER(94):  -0.14% Top=CAM COG SPN NBL NR FTI OII LUFK ….. DO XOM VLO ROSE HDY CRZO MUR WLL=Bottom (Energy)
REAL(60):  -0.21% Top=BDN HIW GGP SPG DRH HPT DCT MAC ….. AVB CWH MFA EQR O IVR OHI CBG=Bottom (Real Estate)
CHEM(27):  -0.24% Top=IPI CF DOW MON CE ASH PX IFF ….. ALB VAL APD SIAL EMN SOA GRA CHMT=Bottom (Chemicals/Fertilizers)
COHW(45):  -0.35% Top=EQIX MSI CCI AMT CSCO RCI NTAP STEC ….. OCZ IDCC JNPR FNSR MMI JDSU PANL LEAP=Bottom (Computer Hardware/Telecom)
TRAN(22):  -0.46% Top=CP GLNG UNP EXPD KSU OSG NSC DAL ….. FDX LUV UPS CHRW ALK TRN LCC UAL=Bottom (Transportation)
DISV(48):  -0.47% Top=TAL ATHN FIS ACTG SBAC AH MA MELI ….. EDU URI ESI BPI APOL HTZ DV KBR=Bottom (Diversified Services)
RETA(66):  -0.51% Top=GPS WFM JWN CSTR URBN ROST CVS EZPW ….. PAG AAP PSS BBY LOW ORLY AN RSH=Bottom (Retail & Specialty Retail)
COSW(63):  -0.68% Top=SYMC TRI RENN CTXS GLUU NCR MSFT VCLK ….. QLIK EBIX ACOM ROVI IRM CNQR BMC AKAM=Bottom (Computer Software/Internet)
ELEC(67):  -0.69% Top=LSI CREE CY VECO RFMD CAVM KLIC ISIL ….. OVTI STP VSH PMCS PWER ENTR BRKR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(41):  -0.91% Top=MCP CRS RGLD CNX IAG NEM EGO AUY ….. AKS JRCC PCX SWC GG CLF AEM HSC=Bottom (Metals & Mining)
LEIS(26):  -0.93% Top=SBUX PCLN WEN YUM WYN CMG BYD MCD ….. MAR DPZ WYNN SIX EXPE GET HMIN CCL=Bottom (Leisure)
MATE(22):  -1.14% Top=DHI FAST LEN FWLT SHAW TOL LPX SHW ….. FLR PWR VMC USG RSG PHM MAS WM=Bottom (Materials & Construction)
MANU(38):  -1.94% Top=PCP TYC RS DE DRC AVY IEX MMM ….. TKR MLI KMT ROK FLS AGCO MTW GTI=Bottom (Manufacturing)

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

Filed under: Market Stats — daytrend @ 2:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20110728.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 829.

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

COMPARED TO YESTERDAY’S RANGE
6.3% of stocks are above yesterday’s high.
20.0% are above yesterday’s midpoint.  (80.0% are below.)
35.8% are below yesterday’s low.
57.9% are inside yesterday’s range.
20.3% of stocks with today’s high > yesterday’s high.  (79.7% less than).
65.4% of stocks with today’s low < yesterday’s low.  (34.6% greater than).

EVIDENCE OF INTRADAY TREND
44.8% of stocks are above today’s open.  (53.3% are below).
39.4% of stocks are above today’s open and yesterday’s close.
46.7% are below both.
48.9% of stocks opened above yesterday’s close.  (45.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.7% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
29.7% are in the top half .  70.3% of stocks are in the bottom half of today’s range.
37.3% are in the bottom 20%.
27.5% are in the bottom 10%.

GAIN
47.2% of stocks are above breakeven.  (52.8% are below b/e.)
2.4% are up 4.5% or more.  2.4% are down 4.5% or more.
3.4% are up 3.5% or more.  3.9% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%…>=90:1.6%…>=80:3.7%…>=50:16.5%…<=20:55.0%…<=10:40.3%…<=5:26.4%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:26.4%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.3% above previous 1 highs, 35.8% below previous 1 lows
2.9% above previous 2 highs, 34.5% below previous 2 lows
2.5% above previous 3 highs, 33.3% below previous 3 lows
2.2% above previous 4 highs, 32.8% below previous 4 lows
1.9% above previous 5 highs, 31.2% below previous 5 lows
1.8% above previous 6 highs, 28.7% below previous 6 lows
1.8% above previous 7 highs, 26.1% below previous 7 lows
1.8% above previous 8 highs, 22.7% below previous 8 lows
1.8% above previous 9 highs, 22.0% below previous 9 lows
1.8% above previous 10 highs, 21.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  3.6% new highs, 30.0% new lows
21d:  3.6% new highs, 27.6% new lows
42d:  2.8% new highs, 17.1% new lows
63d:  1.4% new highs, 16.2% new lows
126d:  1.1% new highs, 10.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  46.0% above, 54.0% below
3-day:  16.3% above, 83.7% below
4-day:  13.8% above, 86.2% below
5-day:  12.1% above, 87.9% below
8-day:  15.9% above, 84.1% below
10-day:  20.1% above, 79.9% below
20-day:  25.9% above, 74.1% below
50-day:  37.4% above, 62.6% below
200-day:  51.1% above, 48.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CONS(56):  0.39% Top=CROX LIZ BC CRI UA IP NKE RL ….. HAR NWL CTB AVP GT JAH UFS OI=Bottom (Consumer)
FINA(68):  0.37% Top=AMP EFX BEN CSE NDAQ FNGN HBHC HBAN ….. SIVB FNFG NYB BX KKR BXS PBCT LM=Bottom (Banks/Financials)
ENER(94):  0.25% Top=CAM COG SPN NR NBL OII FTI LUFK ….. DO WTI DVN HDY CRZO XOM MUR WLL=Bottom (Energy)
INSU(38):  0.20% Top=AFL AIZ TMK HIG ORI MET UNM CNO ….. GNW BRO ACGL AON RNR TRV WRB ACE=Bottom (Insurance)
CHEM(27):  0.17% Top=IPI CF DOW ASH CE MON HUN IFF ….. VAL ALB EMN APD SIAL SOA GRA CHMT=Bottom (Chemicals/Fertilizers)
HEAL(48):  0.14% Top=BSX HLS HMA MAKO EW WAT CVH NUVA ….. HOLX BCR ESRX ALR KND BKD PPDI VAR=Bottom (Health)
RETA(66):  -0.02% Top=GPS WFM JWN CSTR URBN ROST CVS JNY ….. PSS PAG BBY AAP LOW ORLY AN RSH=Bottom (Retail & Specialty Retail)
COHW(45):  -0.06% Top=EQIX MSI CCI CSCO AMT RCI STEC NTAP ….. JNPR FNSR MMI OCZ JDSU IDCC PANL LEAP=Bottom (Computer Hardware/Telecom)
DISV(48):  -0.15% Top=TAL ATHN SBAC FIS MA ACTG AH ULTA ….. CAR URI ESI BPI HTZ KBR APOL DV=Bottom (Diversified Services)
REAL(60):  -0.16% Top=BDN SPG HPT DRH HIW GGP DCT DEI ….. MFA CWH AVB EQR O IVR OHI CBG=Bottom (Real Estate)
TRAN(22):  -0.23% Top=CP GLNG UNP KSU NSC EXPD CNW TDW ….. FDX LUV CHRW UPS ALK TRN LCC UAL=Bottom (Transportation)
COSW(63):  -0.36% Top=SYMC TRI CTXS RENN NCR MSFT VCLK SOHU ….. VRSN EBIX ROVI YNDX IRM CNQR BMC AKAM=Bottom (Computer Software/Internet)
LEIS(26):  -0.41% Top=SBUX WEN PCLN YUM WYN CMG HOT LVS ….. DPZ MAR GET WYNN HMIN SIX EXPE CCL=Bottom (Leisure)
ELEC(67):  -0.45% Top=LSI CREE CY RFMD VECO QLGC FSLR CAVM ….. VSH OVTI STP NETL ENTR PWER BRKR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(41):  -0.48% Top=MCP CRS CNX RGLD EGO STLD NEM AUY ….. AKS JRCC PCX SWC GG CLF HSC AEM=Bottom (Metals & Mining)
MATE(22):  -0.91% Top=FAST DHI LEN FWLT SHAW TOL LPX WCN ….. FLR VMC PWR USG MAS RSG PHM WM=Bottom (Materials & Construction)
MANU(38):  -1.47% Top=PCP DRC IEX TYC RS AVY SWK DE ….. TKR KMT MLI ROK FLS MTW AGCO GTI=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:23 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:05 pm

Market Stats at 3:04 pm ET
by daytrend on 20110728.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 829.

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

COMPARED TO YESTERDAY’S RANGE
6.9% of stocks are above yesterday’s high.
22.8% are above yesterday’s midpoint.  (77.2% are below.)
32.1% are below yesterday’s low.
61.0% are inside yesterday’s range.
20.3% of stocks with today’s high > yesterday’s high.  (79.7% less than).
64.7% of stocks with today’s low < yesterday’s low.  (35.3% greater than).

EVIDENCE OF INTRADAY TREND
48.4% of stocks are above today’s open.  (49.8% are below).
42.0% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
48.9% of stocks opened above yesterday’s close.  (45.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.9% of stocks are in the top 10% of today’s range.
6.2% are in the top 20%.
33.9% are in the top half .  66.1% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN
51.5% of stocks are above breakeven.  (48.5% are below b/e.)
2.7% are up 4.5% or more.  2.2% are down 4.5% or more.
3.4% are up 3.5% or more.  3.4% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.2%…>=90:1.7%…>=80:3.7%…>=50:17.7%…<=20:51.5%…<=10:38.2%…<=5:24.6%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:27.4%…<=20:3.3%…<=10:0.1%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:32.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.9% above previous 1 highs, 32.1% below previous 1 lows
3.4% above previous 2 highs, 30.8% below previous 2 lows
3.0% above previous 3 highs, 29.8% below previous 3 lows
2.4% above previous 4 highs, 29.3% below previous 4 lows
2.2% above previous 5 highs, 27.5% below previous 5 lows
1.9% above previous 6 highs, 25.2% below previous 6 lows
1.9% above previous 7 highs, 23.0% below previous 7 lows
1.9% above previous 8 highs, 19.5% below previous 8 lows
1.9% above previous 9 highs, 18.9% below previous 9 lows
1.9% above previous 10 highs, 18.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  3.6% new highs, 29.4% new lows
21d:  3.6% new highs, 27.1% new lows
42d:  2.8% new highs, 16.8% new lows
63d:  1.4% new highs, 15.8% new lows
126d:  1.1% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  50.1% above, 49.9% below
3-day:  18.6% above, 81.4% below
4-day:  14.8% above, 85.2% below
5-day:  12.5% above, 87.5% below
8-day:  16.6% above, 83.4% below
10-day:  20.6% above, 79.4% below
20-day:  26.2% above, 73.8% below
50-day:  38.1% above, 61.9% below
200-day:  51.4% above, 48.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
FINA(68):  0.56% Top=AMP EFX BEN CSE NDAQ HBAN FNGN HBHC ….. WFC NYB KKR FNFG BX BXS PBCT LM=Bottom (Banks/Financials)
CONS(56):  0.54% Top=CROX LIZ BC CRI UA IP TUP NKE ….. BLL HAR AVP CTB GT JAH UFS OI=Bottom (Consumer)
HEAL(48):  0.45% Top=BSX HLS HMA EW AGP NUVA AET MAKO ….. HOLX ESRX BCR KND ALR BKD PPDI VAR=Bottom (Health)
CHEM(27):  0.39% Top=IPI CF DOW CE ASH HUN MON POT ….. VAL POL ALB APD SIAL SOA GRA CHMT=Bottom (Chemicals/Fertilizers)
ENER(94):  0.31% Top=CAM COG SPN NR NBL FTI OII LUFK ….. VLO CRZO DO HDY WTI XOM MUR WLL=Bottom (Energy)
INSU(38):  0.31% Top=AFL TMK AIZ HIG ORI UNM MET MBI ….. TRH MMC BRO ACGL RNR TRV WRB ACE=Bottom (Insurance)
COHW(45):  0.14% Top=EQIX MSI CCI CSCO AMT RCI NTAP STEC ….. OCZ FNSR JNPR IDCC MMI JDSU PANL LEAP=Bottom (Computer Hardware/Telecom)
RETA(66):  0.12% Top=GPS WFM JWN JNY CSTR URBN ROST OMX ….. BBY PSS PAG LOW AAP ORLY AN RSH=Bottom (Retail & Specialty Retail)
DISV(48):  -0.01% Top=TAL ATHN SBAC VPRT FIS MA ACTG AH ….. EDU BPI URI HTZ ESI KBR APOL DV=Bottom (Diversified Services)
TRAN(22):  -0.06% Top=CP GLNG UNP KSU NSC CNW CSX TDW ….. LUV FDX CHRW UPS ALK TRN LCC UAL=Bottom (Transportation)
REAL(60):  -0.14% Top=BDN SPG DRH HIW HPT GGP DCT AXP ….. CWH MFA AVB EQR O IVR OHI CBG=Bottom (Real Estate)
META(41):  -0.27% Top=MCP CRS CNX RGLD EGO STLD RTI AUY ….. AKS JRCC PCX SWC GG CLF HSC AEM=Bottom (Metals & Mining)
ELEC(67):  -0.31% Top=LSI CREE CY VECO TSL FSLR RFMD QLGC ….. NETL FSL PMCS OVTI ENTR PWER BRKR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26):  -0.31% Top=SBUX WEN PCLN YUM WYN BYD CMG MGM ….. DPZ MAR HMIN GET WYNN SIX CCL EXPE=Bottom (Leisure)
COSW(63):  -0.37% Top=SYMC TRI CTXS NCR RENN VIT SOHU VCLK ….. EBIX VRSN ROVI YNDX IRM CNQR BMC AKAM=Bottom (Computer Software/Internet)
MATE(22):  -0.70% Top=FAST DHI LEN FWLT SHAW LPX TOL MDR ….. FLR VMC USG PWR MAS RSG PHM WM=Bottom (Materials & Construction)
MANU(38):  -1.28% Top=PCP DRC TYC RS IEX AVY DE SWK ….. EMR KMT MLI ROK FLS AGCO MTW GTI=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:04 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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