daytrend

08/31/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 8/31/2011

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

This Excel file contains the tools:  DaytrendTools_20110831.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:  8/23, 8/11, 8/9, 7/19, 6/27, 6/20, 6/14

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 8/16, 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 20110831.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY'S RANGE
33.9% of stocks are above yesterday's high.
77.0% are above yesterday's midpoint.  (23.0% are below.)
5.4% are below yesterday's low.
60.7% are inside yesterday's range.
90.4% of stocks with today's high > yesterday's high.  (9.6% less than).
15.4% of stocks with today's low < yesterday's low.  (84.6% greater than).

EVIDENCE OF INTRADAY TREND
37.6% of stocks are above today's open.  (61.3% are below).
37.0% of stocks are above today's open and yesterday's close.
37.3% are below both.
96.1% of stocks opened above yesterday's close.  (3.4% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
1.3% of stocks are in the top 10% of today's range.
6.2% are in the top 20%.
28.2% are in the top half .  71.8% of stocks are in the bottom half of today's range.
13.4% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
62.3% of stocks are above breakeven.  (37.7% are below b/e.)
0.9% are up 4.5% or more.  0.7% are down 4.5% or more.
2.3% are up 3.5% or more.  1.6% are down 3.5% or more.
54.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:19.8%...>=90:42.1%...>=80:58.2%...>=50:89.0%...<=20:0.7%...<=10:0.0%...<=5:0.0%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:85.5%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:59.6%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.9% above previous 1 highs, 5.4% below previous 1 lows
32.5% above previous 2 highs, 2.9% below previous 2 lows
32.4% above previous 3 highs, 0.1% below previous 3 lows
30.9% above previous 4 highs, 0.1% below previous 4 lows
30.7% above previous 5 highs, 0.0% below previous 5 lows
30.4% above previous 6 highs, 0.0% below previous 6 lows
30.4% above previous 7 highs, 0.0% below previous 7 lows
30.4% above previous 8 highs, 0.0% below previous 8 lows
29.2% above previous 9 highs, 0.0% below previous 9 lows
20.0% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  22.0% new highs, 0.0% new lows
21d:  14.8% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  60.9% above, 39.1% below
3-day:  67.0% above, 33.0% below
4-day:  89.1% above, 10.9% below
5-day:  95.0% above, 5.0% below
8-day:  97.8% above, 2.2% below
10-day:  98.4% above, 1.6% below
20-day:  92.2% above, 7.8% below
50-day:  24.2% above, 75.8% below
200-day:  27.2% above, 72.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(69):  0.95% Top=SHO CBG DFT LHO SLG KIM AXP HST ..... DRH MFA CBL WRE ANH BDN CYS REG=Bottom (Real Estate)
FINA(77):  0.86% Top=HBHC ASBC WFC VLY BBT MS TD BNS ..... BK SF KFN JNS FII PHH BLK GHL=Bottom (Banks/Financials)
HEAL(53):  0.67% Top=NUVA MR HMA SYK BSX ZMH PPDI RMD ..... HS KND DVA WAT WCG VOLC CYH CVD=Bottom (Health)
COSW(82):  0.63% Top=VIT ASIA RHT TIBX CRM CNQR VMW CTXS ..... BYI BSFT BIDU CERN IGT INFA LNKD RENN=Bottom (Computer Software/Internet)
MANU(43):  0.56% Top=TKR ROK RBC PH CMI KMT SNA ATI ..... GGG BGG AGCO PLL PNR PCP PPO GTLS=Bottom (Manufacturing)
INSU(43):  0.52% Top=PGR WSH AFL MET PRU AIG CINF L ..... GNW VR FNF PL HIG CHSI AHL AGO=Bottom (Insurance)
ENER(97):  0.49% Top=MUR VLO MPC XEC BHI TSO PXD EXH ..... WTI IOC SD KOG CRK ROSE WNR ATPG=Bottom (Energy)
DISV(53):  0.22% Top=EDU SBAC RRD ULTA HTZ RCII SAI VPRT ..... WOOF FCN G ATHN KBR URI MELI BPI=Bottom (Diversified Services)
CONS(57):  0.19% Top=RKT XRX PVH NWL TUP CSL LEG HAS ..... WMS UA LULU BC SKX SCSS CROX FOSL=Bottom (Consumer)
COHW(47):  0.05% Top=AMX VIP EMC CCI ADTN CTL TWTC PAET ..... LEAP IDCC CIEN APKT JDSU PANL T JNPR=Bottom (Computer Hardware/Telecom)
RETA(74):  0.02% Top=FDO WFM SVU EXPR OMX GME DG KR ..... GES DDS BKE CSTR ARO DLTR DANG PIR=Bottom (Retail & Specialty Retail)
LEIS(27):  -0.04% Top=H WYN HOT TXRH CCL EXPE WYNN MAR ..... CAKE MGM LVS DPZ SIX EAT BYD MPEL=Bottom (Leisure)
CHEM(32):  -0.10% Top=ROC CHMT CE ASH IPI RPM CBT IFF ..... MON HUN FOE POT AGU MOS KRA CF=Bottom (Chemicals/Fertilizers)
MATE(31):  -0.19% Top=MTZ MDR SHAW MDU SHW BIN CVA OC ..... EME WCN FWLT WM MDC RYL KBH USG=Bottom (Materials & Construction)
META(41):  -0.20% Top=AA CLD CENX GSM TIE FCX RTI CLF ..... MCP EXK WLT SVM WOR SWC ANR AKS=Bottom (Metals & Mining)
TRAN(24):  -0.36% Top=TRN LCC LUV CNI UPS CSX NSC HTLD ..... CNW EXPD DAL CHRW CP WERN JBHT KNX=Bottom (Transportation)
ELEC(70):  -0.77% Top=ARMH CREE ROP JBL IO GLW APH BRCM ..... ONNN NXPI NVDA NETL ALTR KLIC LDK TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 1:54 pm

Market Stats at 2:54 pm ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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

COMPARED TO YESTERDAY’S RANGE
17.0% of stocks are above yesterday’s high.
59.1% are above yesterday’s midpoint.  (40.9% are below.)
10.8% are below yesterday’s low.
72.3% are inside yesterday’s range.
90.5% of stocks with today’s high > yesterday’s high.  (9.5% less than).
12.0% of stocks with today’s low < yesterday’s low.  (88.0% greater than).

EVIDENCE OF INTRADAY TREND
19.7% of stocks are above today’s open.  (79.2% are below).
19.3% of stocks are above today’s open and yesterday’s close.
59.1% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
0.4% are in the top 20%.
7.3% are in the top half .  92.7% of stocks are in the bottom half of today’s range.
75.4% are in the bottom 20%.
66.3% are in the bottom 10%.

GAIN
40.4% of stocks are above breakeven.  (59.6% are below b/e.)
0.3% are up 4.5% or more.  1.4% are down 4.5% or more.
1.2% are up 3.5% or more.  4.4% are down 3.5% or more.
55.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:10.1%…>=90:25.6%…>=80:39.2%…>=50:78.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:80.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.0% above previous 1 highs, 10.8% below previous 1 lows
16.1% above previous 2 highs, 4.8% below previous 2 lows
16.0% above previous 3 highs, 0.4% below previous 3 lows
15.2% above previous 4 highs, 0.4% below previous 4 lows
15.2% above previous 5 highs, 0.2% below previous 5 lows
15.1% above previous 6 highs, 0.1% below previous 6 lows
15.1% above previous 7 highs, 0.1% below previous 7 lows
15.0% above previous 8 highs, 0.0% below previous 8 lows
14.4% above previous 9 highs, 0.0% below previous 9 lows
9.5% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  21.9% new highs, 0.0% new lows
21d:  14.7% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  39.1% above, 60.9% below
3-day:  48.6% above, 51.4% below
4-day:  79.9% above, 20.1% below
5-day:  92.2% above, 7.8% below
8-day:  96.8% above, 3.2% below
10-day:  97.6% above, 2.4% below
20-day:  90.0% above, 10.0% below
50-day:  21.1% above, 78.9% below
200-day:  25.6% above, 74.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(69):  0.44% Top=SHO CBG DFT LHO SLG KIM AIV BPO ….. BDN HPT CYS WRE IVR TWO CBL REG=Bottom (Real Estate)
FINA(76):  0.30% Top=HBHC ASBC MS KKR VLY BBT WFC TD ….. NYB KFN FMER SF BK PHH BLK GHL=Bottom (Banks/Financials)
HEAL(53):  0.06% Top=NUVA MR HMA BSX AGP SYK PPDI ZMH ….. WAT MAKO HS COO WCG CYH CVD VOLC=Bottom (Health)
COSW(82):  -0.12% Top=CNQR RHT VMW YNDX TIBX CRM CTXS ANSS ….. BSFT BYI VCLK IGT BIDU ACOM INFA LNKD=Bottom (Computer Software/Internet)
ENER(97):  -0.28% Top=MUR XEC VLO MPC BHI PXD TSO HES ….. NOV BRY SD WNR WTI CRK ROSE ATPG=Bottom (Energy)
MANU(43):  -0.29% Top=ROK TKR RBC PH RS SNA KMT CMI ….. RBN PNR TEX AGCO PLL PCP PPO GTLS=Bottom (Manufacturing)
INSU(43):  -0.39% Top=PGR AFL L PRU MET CINF WSH AIG ….. VR MBI GNW HIG CHSI CNO AGO CLGX=Bottom (Insurance)
DISV(53):  -0.50% Top=SBAC EDU RRD SAI ULTA VRSK PAYX CTAS ….. SFLY WTW KBR AH BPI GA URI MELI=Bottom (Diversified Services)
RETA(74):  -0.57% Top=FDO WFM SVU AEO GME DG KR EXPR ….. BID DANG ANF ARO DDS DLTR CSTR PIR=Bottom (Retail & Specialty Retail)
CONS(57):  -0.57% Top=RKT XRX NWL CSL LEG AVP KMB TUP ….. WMS UA SKX LULU BC CROX SCSS FOSL=Bottom (Consumer)
COHW(47):  -0.63% Top=AMX VIP CCI EMC ADTN CTL NTGR TDC ….. CIEN LEAP APKT JNPR JDSU IDCC T PANL=Bottom (Computer Hardware/Telecom)
TRAN(24):  -0.79% Top=TRN LUV LCC CNI HTLD UPS DAL FDX ….. ODFL CP CNW CHRW WERN KNX GLNG JBHT=Bottom (Transportation)
CHEM(32):  -0.82% Top=ROC CHMT CE IPI RPM ASH DOW SMG ….. MON FOE HUN KRA AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
MATE(31):  -0.89% Top=MTZ MDU MDR BIN LEN SHW CVA SRCL ….. EME FWLT DHI MDC RYL DAR KBH USG=Bottom (Materials & Construction)
LEIS(27):  -1.12% Top=H HOT WYN CCL MAR CMG EXPE WYNN ….. CAKE DPZ SIX LVS MGM EAT BYD MPEL=Bottom (Leisure)
META(41):  -1.37% Top=CLD AA CENX GSM FCX TIE CLF SCCO ….. PCX MCP AKS WOR EXK ANR SVM SWC=Bottom (Metals & Mining)
ELEC(70):  -1.42% Top=ARMH ROP CREE APH GLW ISIL LLTC JBL ….. NVDA SLAB KLIC NXPI ALTR NETL LDK TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 1:22 pm

Market Stats at 2:22 pm ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE
34.5% of stocks are above yesterday’s high.
76.6% are above yesterday’s midpoint.  (23.4% are below.)
4.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
90.4% of stocks with today’s high > yesterday’s high.  (9.6% less than).
7.7% of stocks with today’s low < yesterday’s low.  (92.3% greater than).

EVIDENCE OF INTRADAY TREND
37.2% of stocks are above today’s open.  (62.0% are below).
36.6% of stocks are above today’s open and yesterday’s close.
37.3% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.9% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
21.1% are in the top half .  78.9% of stocks are in the bottom half of today’s range.
48.9% are in the bottom 20%.
20.9% are in the bottom 10%.

GAIN
62.3% of stocks are above breakeven.  (37.7% are below b/e.)
0.8% are up 4.5% or more.  0.5% are down 4.5% or more.
2.2% are up 3.5% or more.  1.8% are down 3.5% or more.
52.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:20.1%…>=90:40.8%…>=80:59.0%…>=50:89.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:85.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:59.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.5% above previous 1 highs, 4.7% below previous 1 lows
33.3% above previous 2 highs, 2.1% below previous 2 lows
33.3% above previous 3 highs, 0.1% below previous 3 lows
31.4% above previous 4 highs, 0.1% below previous 4 lows
31.1% above previous 5 highs, 0.1% below previous 5 lows
31.0% above previous 6 highs, 0.1% below previous 6 lows
31.0% above previous 7 highs, 0.0% below previous 7 lows
30.8% above previous 8 highs, 0.0% below previous 8 lows
29.5% above previous 9 highs, 0.0% below previous 9 lows
19.9% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  21.8% new highs, 0.0% new lows
21d:  14.7% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  61.3% above, 38.7% below
3-day:  67.7% above, 32.3% below
4-day:  89.3% above, 10.7% below
5-day:  95.5% above, 4.5% below
8-day:  97.9% above, 2.1% below
10-day:  98.8% above, 1.2% below
20-day:  92.9% above, 7.1% below
50-day:  24.2% above, 75.8% below
200-day:  26.8% above, 73.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
FINA(77):  0.94% Top=HBHC KKR ASBC MS BX WFC VLY BBT ….. NYB FMER BK KFN SF PHH BLK GHL=Bottom (Banks/Financials)
REAL(69):  0.82% Top=SHO DFT CBG LHO SLG KIM BPO MAC ….. BMR ANH REG DLR CYS TWO MFA IVR=Bottom (Real Estate)
HEAL(53):  0.74% Top=NUVA MR HMA BSX PPDI AGP SYK ZMH ….. HOLX MAKO COO WCG WAT CYH CVD VOLC=Bottom (Health)
MANU(43):  0.68% Top=TKR ROK PH RS RBC KMT CMI JOYG ….. AGCO RBN DRC TEX PLL PCP PPO GTLS=Bottom (Manufacturing)
ENER(97):  0.52% Top=MUR VLO BAS PXD XEC PDS TSO BHI ….. NOV BRY IOC KWK WTI ROSE CRK ATPG=Bottom (Energy)
COSW(82):  0.44% Top=CNQR RHT VMW TIBX CRM YNDX FFIV CTXS ….. CVLT CERN BSFT BCSI BIDU ACOM INFA LNKD=Bottom (Computer Software/Internet)
CONS(57):  0.37% Top=RKT XRX PVH NWL OI HBI LEG AVP ….. MAT BC SKX UA LULU CROX FOSL SCSS=Bottom (Consumer)
INSU(43):  0.29% Top=PGR MET AFL PRU CINF AIG L TRV ….. AFG FNF AHL HIG CNO VR CHSI CLGX=Bottom (Insurance)
DISV(53):  0.19% Top=SBAC EDU RRD ULTA SAI HTZ VRSK VPRT ….. MYGN WTW KBR AAN SFLY AH MELI GA=Bottom (Diversified Services)
RETA(74):  0.14% Top=FDO SVU WFM SWY EXPR KMX TGT CHS ….. ANF DDS BKE NFLX DANG DLTR CSTR PIR=Bottom (Retail & Specialty Retail)
TRAN(24):  0.12% Top=TRN LCC LUV HTLD CNI DAL FDX UPS ….. EXPD TDW GLNG WERN CP CHRW KNX JBHT=Bottom (Transportation)
COHW(47):  0.01% Top=AMX VIP EMC CCI NTGR TDC NIHD ADTN ….. FNSR LEAP PANL JDSU APKT IDCC T JNPR=Bottom (Computer Hardware/Telecom)
CHEM(32):  -0.05% Top=ROC CE CHMT ASH RPM IPI CBT DOW ….. EMN HUN MON KRA AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
MATE(31):  -0.07% Top=MTZ LEN MDU MDR LPX MAS VMC SHW ….. CLH EME MDC RYL FWLT DAR KBH USG=Bottom (Materials & Construction)
LEIS(27):  -0.19% Top=H HOT WYN CCL MAR YUM SBUX CMG ….. MGM SIX DPZ CAKE LVS EAT BYD MPEL=Bottom (Leisure)
META(41):  -0.51% Top=CLD AA CENX GSM TIE FCX SCCO RTI ….. MCP AKS KGC AUY WOR EXK ANR SWC=Bottom (Metals & Mining)
ELEC(70):  -0.66% Top=ARMH CREE ROP IO APH GLW LLTC ISIL ….. SLAB KLIC CPHD ALTR GTAT NETL LDK TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 2:22 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:38 pm

Market Stats at 1:37 pm ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE
52.3% of stocks are above yesterday’s high.
88.0% are above yesterday’s midpoint.  (12.0% are below.)
2.5% are below yesterday’s low.
45.2% are inside yesterday’s range.
90.4% of stocks with today’s high > yesterday’s high.  (9.6% less than).
5.5% of stocks with today’s low < yesterday’s low.  (94.5% greater than).

EVIDENCE OF INTRADAY TREND
59.1% of stocks are above today’s open.  (39.9% are below).
58.5% of stocks are above today’s open and yesterday’s close.
20.4% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.2% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
47.1% are in the top half .  52.9% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN
78.9% of stocks are above breakeven.  (21.1% are below b/e.)
1.1% are up 4.5% or more.  0.2% are down 4.5% or more.
3.5% are up 3.5% or more.  0.8% are down 3.5% or more.
42.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:29.6%…>=90:53.7%…>=80:74.0%…>=50:94.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:89.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:65.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.3% above previous 1 highs, 2.5% below previous 1 lows
50.0% above previous 2 highs, 1.2% below previous 2 lows
50.0% above previous 3 highs, 0.1% below previous 3 lows
48.3% above previous 4 highs, 0.1% below previous 4 lows
47.9% above previous 5 highs, 0.1% below previous 5 lows
47.8% above previous 6 highs, 0.1% below previous 6 lows
47.8% above previous 7 highs, 0.0% below previous 7 lows
47.6% above previous 8 highs, 0.0% below previous 8 lows
45.9% above previous 9 highs, 0.0% below previous 9 lows
33.2% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  21.8% new highs, 0.0% new lows
21d:  14.6% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  78.5% above, 21.5% below
3-day:  83.2% above, 16.8% below
4-day:  93.7% above, 6.3% below
5-day:  97.2% above, 2.8% below
8-day:  98.8% above, 1.2% below
10-day:  99.2% above, 0.8% below
20-day:  94.7% above, 5.3% below
50-day:  26.3% above, 73.7% below
200-day:  27.9% above, 72.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
FINA(77):  1.64% Top=ASBC MS HBHC BX VLY AMTD KKR WDR ….. CFFN KFN CBSH FMER PHH BK BLK GHL=Bottom (Banks/Financials)
HEAL(53):  1.43% Top=NUVA AGP HMA MR WLP THOR SYK HCA ….. MASI HS WCG COO WAT CYH VOLC CVD=Bottom (Health)
MANU(43):  1.39% Top=TKR PH RS ROK KMT MTW RBC CMI ….. RBN AME PCP TEX DRC PLL PPO GTLS=Bottom (Manufacturing)
REAL(69):  1.23% Top=SHO CBG DFT LHO HST KIM SLG OHI ….. CBL WRE CMO REG CYS IVR DLR MFA=Bottom (Real Estate)
COSW(82):  1.11% Top=CNQR VMW TIBX RHT CRM VIT AOL YNDX ….. IGT N BCSI ACOM YHOO BIDU INFA LNKD=Bottom (Computer Software/Internet)
CONS(57):  0.96% Top=RKT XRX OI GT PVH NWL LII CSL ….. LULU SKX MAT UA TPX CROX SCSS FOSL=Bottom (Consumer)
INSU(43):  0.96% Top=MET AFL AIG PGR PRU CINF LNC TMK ….. WRB HIG AFG AON CHSI AHL VR CLGX=Bottom (Insurance)
DISV(53):  0.95% Top=EDU SBAC RRD HTZ ULTA SAI RCII MAN ….. CACI WTW KBR GA AAN G MELI ATHN=Bottom (Diversified Services)
ENER(97):  0.94% Top=MUR VLO BAS TSO BHI MPC PXD KEG ….. UPL IOC ATPG BRY WTI KWK ROSE CRK=Bottom (Energy)
RETA(74):  0.93% Top=FDO SVU WFM PSS OMX BBY EXPR SWY ….. BKE NFLX DANG EZPW BID DLTR CSTR PIR=Bottom (Retail & Specialty Retail)
MATE(31):  0.82% Top=LEN MTZ LPX TOL MAS VMC MDU MDR ….. EME WCN WM CLH FWLT USG KBH DAR=Bottom (Materials & Construction)
TRAN(24):  0.81% Top=LCC TRN LUV DAL HTLD CNI UAL FDX ….. UNP WERN JBHT TDW GLNG CHRW CP KNX=Bottom (Transportation)
CHEM(32):  0.70% Top=ROC CHMT CE ASH RPM GGC CBT IPI ….. EMN HUN MON KRA AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
COHW(47):  0.53% Top=AMX VIP NTGR EMC CCI TDC ADTN NIHD ….. APKT PANL JDSU IDCC FNSR LEAP JNPR T=Bottom (Computer Hardware/Telecom)
LEIS(27):  0.53% Top=H HOT WYN HMIN CCL MAR SBUX EXPE ….. DPZ MCD PCLN BYD SIX EAT LVS MPEL=Bottom (Leisure)
META(41):  0.27% Top=CENX GSM AA CLD FCX SCCO TIE HSC ….. KGC STLD MCP AUY WOR EXK SWC ANR=Bottom (Metals & Mining)
ELEC(70):  0.03% Top=IO ARMH CREE ISIL ROP JBL A APH ….. FSL SLAB CY NETL GTAT ALTR LDK TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 11:30 am

Market Stats at 12:30 pm ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE
52.3% of stocks are above yesterday’s high.
90.0% are above yesterday’s midpoint.  (10.0% are below.)
1.6% are below yesterday’s low.
46.1% are inside yesterday’s range.
90.0% of stocks with today’s high > yesterday’s high.  (10.0% less than).
5.2% of stocks with today’s low < yesterday’s low.  (94.8% greater than).

EVIDENCE OF INTRADAY TREND
60.7% of stocks are above today’s open.  (37.7% are below).
59.9% of stocks are above today’s open and yesterday’s close.
17.8% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.3% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
47.8% are in the top half .  52.2% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
81.5% of stocks are above breakeven.  (18.5% are below b/e.)
0.8% are up 4.5% or more.  0.2% are down 4.5% or more.
3.8% are up 3.5% or more.  0.3% are down 3.5% or more.
43.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:30.4%…>=90:56.3%…>=80:74.5%…>=50:95.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:90.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.3% above previous 1 highs, 1.6% below previous 1 lows
50.4% above previous 2 highs, 1.0% below previous 2 lows
50.4% above previous 3 highs, 0.1% below previous 3 lows
48.6% above previous 4 highs, 0.1% below previous 4 lows
48.4% above previous 5 highs, 0.1% below previous 5 lows
48.3% above previous 6 highs, 0.1% below previous 6 lows
48.3% above previous 7 highs, 0.0% below previous 7 lows
47.9% above previous 8 highs, 0.0% below previous 8 lows
46.2% above previous 9 highs, 0.0% below previous 9 lows
32.4% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  21.6% new highs, 0.0% new lows
21d:  14.3% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  80.5% above, 19.5% below
3-day:  84.3% above, 15.7% below
4-day:  94.7% above, 5.3% below
5-day:  97.5% above, 2.5% below
8-day:  99.0% above, 1.0% below
10-day:  99.1% above, 0.9% below
20-day:  94.3% above, 5.7% below
50-day:  26.8% above, 73.2% below
200-day:  28.2% above, 71.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(43):  1.57% Top=RS TKR MTW PH KMT ROK JOYG RBC ….. PNR BGG DRC AME PCP AGCO PPO GTLS=Bottom (Manufacturing)
FINA(77):  1.52% Top=ASBC MS WDR WFC VLY BX KKR IVZ ….. SF PSEC CFFN CBSH BK FMER BLK GHL=Bottom (Banks/Financials)
HEAL(53):  1.41% Top=NUVA MAKO BKD HMA SYK PPDI AGP MR ….. WCG DVA HS WAT COO CYH VOLC CVD=Bottom (Health)
CONS(57):  1.08% Top=RKT GT PVH XRX OI BZ HBI LII ….. UA CL TPX MAT WMS CROX SCSS FOSL=Bottom (Consumer)
REAL(69):  1.08% Top=SHO LHO CBG DFT HST OHI BPO SLG ….. CYS BMR TWO WRE ANH IVR MFA DLR=Bottom (Real Estate)
COSW(82):  1.07% Top=CNQR VMW TIBX RHT AOL CRM VIT ARBA ….. CVLT YHOO BIDU N BCSI ACOM LNKD INFA=Bottom (Computer Software/Internet)
INSU(43):  1.07% Top=AFL AIG MET LNC PRU PGR AGO MBI ….. PRE AFG FNF WRB AON CHSI VR CLGX=Bottom (Insurance)
RETA(74):  1.03% Top=FDO SVU PSS WFM OMX SKS CHS JNY ….. EZPW KSS RSH PETM DANG CSTR DLTR PIR=Bottom (Retail & Specialty Retail)
ENER(97):  0.99% Top=BAS VLO TSO KEG PXD BHI MUR SPN ….. CRZO ROSE BRY WTI CRK KWK CVI IOC=Bottom (Energy)
TRAN(24):  0.93% Top=TRN LCC LUV DAL KSU CNI HTLD ODFL ….. TDW EXPD WERN UNP JBHT CP CHRW KNX=Bottom (Transportation)
MATE(31):  0.90% Top=LEN TOL MAS MTZ LPX VMC FLR MDU ….. RSG CLH WCN PWR FWLT WM KBH DAR=Bottom (Materials & Construction)
CHEM(32):  0.90% Top=ROC CHMT ASH CE GGC RPM CBT FOE ….. PX EMN KRA MON AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
DISV(53):  0.88% Top=SBAC EDU HTZ CAR ULTA CXW MAN DV ….. V GA KBR WTW G ATHN AAN MELI=Bottom (Diversified Services)
LEIS(27):  0.87% Top=H HOT HMIN WYN MAR CCL SBUX CMG ….. PENN EAT DPZ MCD BYD LVS SIX MPEL=Bottom (Leisure)
META(41):  0.81% Top=CENX GSM AA FCX CLD SVM SCCO TIE ….. KGC AUQ MCP EXK AUY ANR SWC WOR=Bottom (Metals & Mining)
COHW(47):  0.64% Top=NTGR AMX VIP EMC CCI NIHD TWTC AMT ….. AAPL PANL FNSR LEAP IDCC JDSU JNPR T=Bottom (Computer Hardware/Telecom)
ELEC(70):  0.09% Top=IO ARMH ROP CREE A JBL KLAC ITRI ….. FSL GTAT NXPI FSLR NETL LDK ALTR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:30 pm ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:31 am

Market Stats at 11:31 am ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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

COMPARED TO YESTERDAY’S RANGE
44.5% of stocks are above yesterday’s high.
87.3% are above yesterday’s midpoint.  (12.7% are below.)
2.4% are below yesterday’s low.
53.1% are inside yesterday’s range.
89.9% of stocks with today’s high > yesterday’s high.  (10.1% less than).
3.7% of stocks with today’s low < yesterday’s low.  (96.3% greater than).

EVIDENCE OF INTRADAY TREND
50.6% of stocks are above today’s open.  (47.2% are below).
50.1% of stocks are above today’s open and yesterday’s close.
21.3% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
3.0% are in the top 20%.
28.9% are in the top half .  71.1% of stocks are in the bottom half of today’s range.
32.0% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN
78.2% of stocks are above breakeven.  (21.8% are below b/e.)
0.8% are up 4.5% or more.  0.3% are down 4.5% or more.
2.9% are up 3.5% or more.  0.4% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:27.2%…>=90:52.1%…>=80:70.6%…>=50:94.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:88.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:64.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.5% above previous 1 highs, 2.4% below previous 1 lows
42.0% above previous 2 highs, 1.0% below previous 2 lows
42.0% above previous 3 highs, 0.1% below previous 3 lows
40.9% above previous 4 highs, 0.1% below previous 4 lows
40.8% above previous 5 highs, 0.1% below previous 5 lows
40.6% above previous 6 highs, 0.1% below previous 6 lows
40.6% above previous 7 highs, 0.1% below previous 7 lows
40.4% above previous 8 highs, 0.0% below previous 8 lows
39.2% above previous 9 highs, 0.0% below previous 9 lows
26.7% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  21.3% new highs, 0.0% new lows
21d:  14.3% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  77.4% above, 22.6% below
3-day:  81.5% above, 18.5% below
4-day:  94.2% above, 5.8% below
5-day:  97.3% above, 2.7% below
8-day:  99.0% above, 1.0% below
10-day:  99.5% above, 0.5% below
20-day:  93.9% above, 6.1% below
50-day:  26.1% above, 73.9% below
200-day:  27.9% above, 72.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(43):  1.52% Top=JOYG RS PH TKR KMT ROK CAT MTW ….. DRC PLL ENS PCP BGG AGCO PPO GTLS=Bottom (Manufacturing)
HEAL(53):  1.18% Top=NUVA MR SYK AGP BKD PPDI HMA ZMH ….. MASI DVA WAT COO HS CYH CVD VOLC=Bottom (Health)
CONS(57):  1.02% Top=RKT PVH GT OI BZ DECK CSL NWL ….. WMS SKX MAT CRI FOSL UA SCSS TPX=Bottom (Consumer)
COSW(82):  0.97% Top=CNQR TIBX AOL VMW ARBA RHT YNDX CRM ….. RENN YHOO CVLT BIDU BCSI ACOM N LNKD=Bottom (Computer Software/Internet)
RETA(74):  0.85% Top=FDO SVU WFM URBN OMX SWY SKS PSS ….. JCP AN WSM RSH DLTR EZPW DANG PIR=Bottom (Retail & Specialty Retail)
ENER(97):  0.83% Top=VLO BAS TSO MUR MPC PXD XEC HAL ….. CRK KWK BRY OAS ATPG CVI WTI KOG=Bottom (Energy)
FINA(76):  0.83% Top=KKR WDR MS ASBC BX WFC BNS IVZ ….. CBSH BK PSEC KFN FMER SF BLK GHL=Bottom (Banks/Financials)
REAL(69):  0.75% Top=LHO CBG HST SLG SHO OHI BPO BRE ….. HTS CMO PSA DLR CWH WRE IVR ANH=Bottom (Real Estate)
TRAN(24):  0.72% Top=TRN LUV LCC KSU CNI DAL ODFL FDX ….. LSTR CNW CP CHRW JBHT GLNG WERN KNX=Bottom (Transportation)
DISV(53):  0.72% Top=SBAC EDU CAR HTZ ULTA CXW MAN DV ….. FCN GA ATHN VPRT AAN LPS G MELI=Bottom (Diversified Services)
LEIS(27):  0.70% Top=H HOT HMIN CCL MAR WYN CMG EXPE ….. WYNN EAT BYD MCD LVS DPZ SIX MPEL=Bottom (Leisure)
CHEM(32):  0.69% Top=CHMT CE ALB RPM ROC DOW ASH CBT ….. VAL PX MON AGU KRA POT MOS CF=Bottom (Chemicals/Fertilizers)
INSU(43):  0.68% Top=AFL MET AGO AIG LNC PRU PGR L ….. BRO CHSI ACE AON FNF HIG VR CLGX=Bottom (Insurance)
MATE(31):  0.60% Top=MAS TOL MTZ LEN LPX FLR VMC MLM ….. RYL DAR WM PWR MDC FWLT USG KBH=Bottom (Materials & Construction)
META(41):  0.49% Top=CENX AA GSM FCX CLD X TIE HSC ….. IAG AUQ AUY KGC SWC EXK WOR MCP=Bottom (Metals & Mining)
COHW(47):  0.33% Top=NTGR CCI AMX EMC PLCM NIHD AMT VIP ….. LEAP RIMM PANL FNSR JDSU IDCC JNPR T=Bottom (Computer Hardware/Telecom)
ELEC(70):  -0.20% Top=IO ARMH ROP APH CREE ITRI A JBL ….. SLAB OVTI NVDA LDK GTAT KLIC ALTR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 11:31 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 10:56 am ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE
63.9% of stocks are above yesterday’s high.
94.9% are above yesterday’s midpoint.  (5.1% are below.)
1.2% are below yesterday’s low.
34.9% are inside yesterday’s range.
89.7% of stocks with today’s high > yesterday’s high.  (10.3% less than).
2.2% of stocks with today’s low < yesterday’s low.  (97.8% greater than).

EVIDENCE OF INTRADAY TREND
70.8% of stocks are above today’s open.  (27.3% are below).
70.3% of stocks are above today’s open and yesterday’s close.
10.0% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.8% of stocks are in the top 10% of today’s range.
17.8% are in the top 20%.
65.7% are in the top half .  34.3% of stocks are in the bottom half of today’s range.
12.5% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN
89.6% of stocks are above breakeven.  (10.4% are below b/e.)
2.0% are up 4.5% or more.  0.0% are down 4.5% or more.
5.5% are up 3.5% or more.  0.2% are down 3.5% or more.
35.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:37.2%…>=90:61.7%…>=80:81.3%…>=50:97.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:91.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
63.9% above previous 1 highs, 1.2% below previous 1 lows
61.6% above previous 2 highs, 0.2% below previous 2 lows
61.6% above previous 3 highs, 0.0% below previous 3 lows
59.3% above previous 4 highs, 0.0% below previous 4 lows
59.1% above previous 5 highs, 0.0% below previous 5 lows
58.9% above previous 6 highs, 0.0% below previous 6 lows
58.8% above previous 7 highs, 0.0% below previous 7 lows
58.4% above previous 8 highs, 0.0% below previous 8 lows
56.0% above previous 9 highs, 0.0% below previous 9 lows
39.6% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  21.2% new highs, 0.0% new lows
21d:  14.2% new highs, 0.0% new lows
42d:  2.4% new highs, 0.0% new lows
63d:  2.2% new highs, 0.0% new lows
126d:  1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  89.0% above, 11.0% below
3-day:  91.4% above, 8.6% below
4-day:  96.5% above, 3.5% below
5-day:  98.3% above, 1.7% below
8-day:  99.6% above, 0.4% below
10-day:  99.6% above, 0.4% below
20-day:  95.1% above, 4.9% below
50-day:  27.6% above, 72.4% below
200-day:  28.3% above, 71.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(43):  2.33% Top=RS MTW PH KMT ROK TKR JOYG SPW ….. SWK BGG AVY ITW PLL AGCO PPO GTLS=Bottom (Manufacturing)
HEAL(53):  1.73% Top=MR NUVA HMA MAKO SYK BKD AGP CNC ….. DVA WAT HS HCA COO CYH CVD VOLC=Bottom (Health)
COSW(82):  1.73% Top=CNQR TIBX AOL YNDX VMW ARBA CTXS VIT ….. BYI BCSI RENN YHOO IGT ACOM N LNKD=Bottom (Computer Software/Internet)
CONS(57):  1.65% Top=RKT PVH BZ GT OI CSL CTB DECK ….. CHD CL FOSL WMS UA CRI SCSS MAT=Bottom (Consumer)
TRAN(24):  1.56% Top=TRN ODFL LUV LCC FDX KSU UPS EXPD ….. DAL NSC UNP CHRW CP GLNG UAL KNX=Bottom (Transportation)
FINA(77):  1.46% Top=WDR KKR IVZ MS BX ASBC AMTD PFG ….. CBSH CFFN PHH BAM KFN FMER GHL BLK=Bottom (Banks/Financials)
ENER(97):  1.38% Top=BAS VLO TSO MUR BHI HAL MPC PXD ….. CAM SD BRY HFC KOG CRK ATPG KWK=Bottom (Energy)
RETA(74):  1.32% Top=FDO SVU WFM PSS MW CHS KMX URBN ….. ARO CSTR BJ RSH AN DLTR DANG PIR=Bottom (Retail & Specialty Retail)
CHEM(32):  1.31% Top=CE CHMT DOW GGC ASH ROC CBT ALB ….. DD PX MON KRA AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
META(41):  1.23% Top=CENX AA GSM FCX WLT X HSC CLD ….. AUQ AUY EXK MCP KGC IAG SWC WOR=Bottom (Metals & Mining)
DISV(53):  1.21% Top=EDU SBAC MAN CAR ULTA HTZ R CXW ….. GA AAN CACI EM VPRT ACTG FCN G=Bottom (Diversified Services)
INSU(43):  1.17% Top=LNC AFL MET AIG AGO PRU CHSI GNW ….. MMC TRH FNF PRE ACE HCC VR CLGX=Bottom (Insurance)
MATE(31):  1.17% Top=MAS FLR TOL LPX MTZ VMC LEN MLM ….. DAR USG PWR MDC RSG WCN WM KBH=Bottom (Materials & Construction)
LEIS(27):  1.16% Top=HOT H HMIN LTM MAR WYN CCL EXPE ….. PNRA DPZ GET WYNN MCD LVS SIX MPEL=Bottom (Leisure)
COHW(47):  0.93% Top=PLCM NTGR EMC LXK AMX CCI AMT ADTN ….. PANL VZ FNSR CIEN RIMM JNPR JDSU T=Bottom (Computer Hardware/Telecom)
REAL(69):  0.88% Top=HST SHO CBG LHO SLG OHI JLL AXP ….. IVR WRE HTS CPT WRI ANH DLR PSA=Bottom (Real Estate)
ELEC(70):  0.88% Top=IO CREE ARMH JBL APH A ROP ENTG ….. WFR KLIC NETL OVTI NVDA LDK ALTR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:56 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:31 am

Market Stats at 10:31 am ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE
72.9% of stocks are above yesterday’s high.
95.4% are above yesterday’s midpoint.  (4.6% are below.)
0.7% are below yesterday’s low.
26.4% are inside yesterday’s range.
88.2% of stocks with today’s high > yesterday’s high.  (11.8% less than).
1.8% of stocks with today’s low < yesterday’s low.  (98.2% greater than).

EVIDENCE OF INTRADAY TREND
79.0% of stocks are above today’s open.  (19.9% are below).
78.8% of stocks are above today’s open and yesterday’s close.
5.8% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.0% of stocks are in the top 10% of today’s range.
46.5% are in the top 20%.
83.0% are in the top half .  17.0% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
94.0% of stocks are above breakeven.  (6.0% are below b/e.)
2.7% are up 4.5% or more.  0.0% are down 4.5% or more.
7.1% are up 3.5% or more.  0.1% are down 3.5% or more.
27.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:41.8%…>=90:66.1%…>=80:85.2%…>=50:97.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:92.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:71.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
72.9% above previous 1 highs, 0.7% below previous 1 lows
69.9% above previous 2 highs, 0.1% below previous 2 lows
69.9% above previous 3 highs, 0.0% below previous 3 lows
67.4% above previous 4 highs, 0.0% below previous 4 lows
67.2% above previous 5 highs, 0.0% below previous 5 lows
67.0% above previous 6 highs, 0.0% below previous 6 lows
66.7% above previous 7 highs, 0.0% below previous 7 lows
66.3% above previous 8 highs, 0.0% below previous 8 lows
64.5% above previous 9 highs, 0.0% below previous 9 lows
45.8% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  20.8% new highs, 0.0% new lows
21d:  13.9% new highs, 0.0% new lows
42d:  2.2% new highs, 0.0% new lows
63d:  1.8% new highs, 0.0% new lows
126d:  1.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  93.3% above, 6.7% below
3-day:  94.2% above, 5.8% below
4-day:  97.6% above, 2.4% below
5-day:  98.4% above, 1.6% below
8-day:  99.5% above, 0.5% below
10-day:  99.6% above, 0.4% below
20-day:  95.4% above, 4.6% below
50-day:  29.7% above, 70.3% below
200-day:  29.6% above, 70.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(43):  2.76% Top=RS MTW PH JOYG TKR GTI CMI CAT ….. ITW SWK MLI PCP GTLS BGG AVY PLL=Bottom (Manufacturing)
ENER(97):  2.26% Top=BAS MUR TSO VLO PXD HAL APC SPN ….. XOM ETE BP BRY ATPG IOC KWK PDS=Bottom (Energy)
COSW(82):  1.98% Top=TIBX CNQR AOL CTXS YNDX ARBA VMW CRM ….. CVG JCOM PWRD YHOO BIDU LNKD ACOM N=Bottom (Computer Software/Internet)
HEAL(53):  1.98% Top=MR MAKO NUVA BKD HMA AGP CNC SYK ….. BCR WAT VAR HCA CYH CVD COO VOLC=Bottom (Health)
CONS(57):  1.91% Top=RKT GT PVH OI BZ DECK WRC LIZ ….. JAH CRI WMS PG KMB CHD CL MAT=Bottom (Consumer)
TRAN(24):  1.76% Top=TRN ODFL KSU LCC LUV TDW FDX CNI ….. LSTR JBHT GLNG CP CHRW DAL UAL KNX=Bottom (Transportation)
META(41):  1.62% Top=CENX AA GSM CLF FCX X SVM PCX ….. MCP GG AEM EGO IAG EXK KGC WOR=Bottom (Metals & Mining)
FINA(77):  1.60% Top=WDR IVZ AMTD HBAN RJF PFG BX KKR ….. KCG CBSH BAM FMER CFFN GHL KFN BLK=Bottom (Banks/Financials)
LEIS(27):  1.49% Top=HOT HMIN CCL LTM WYN H MAR EXPE ….. PCLN DPZ WYNN GET MCD LVS MPEL SIX=Bottom (Leisure)
RETA(74):  1.49% Top=MW PSS SVU OMX FDO WFM KMX DKS ….. AAP AN ARO CSTR BJ DLTR DANG PIR=Bottom (Retail & Specialty Retail)
CHEM(32):  1.47% Top=GGC CE ROC FOE ASH CBT ALB DOW ….. DD PX MON POT AGU MOS KRA CF=Bottom (Chemicals/Fertilizers)
MATE(31):  1.47% Top=MAS LEN LPX FLR MTZ TOL SHAW VMC ….. DAR CLH RSG MDC BIN KBH WCN WM=Bottom (Materials & Construction)
DISV(53):  1.33% Top=EDU ULTA CAR URI R CXW HTZ MAN ….. EM LPS CACI BPI FCN ACTG G GA=Bottom (Diversified Services)
ELEC(70):  1.23% Top=IO ARMH JBL A CREE DLB ROP BRCM ….. GTAT ONNN SLAB LDK XLNX SPRD ALTR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(69):  1.13% Top=CBG HST SLG LHO SHO JLL OHI DRE ….. WRE NLY HTS IVR PSA ANH CMO DLR=Bottom (Real Estate)
INSU(43):  1.12% Top=LNC AFL AIG MET PRU CNO GNW AGO ….. TRH ACE FNF PRE AXS HCC VR CLGX=Bottom (Insurance)
COHW(47):  1.11% Top=PLCM EMC NTGR LXK RVBD TDC APKT ADTN ….. AAPL RIMM VZ FTR CIEN JNPR JDSU T=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:31 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20110831.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE
62.5% of stocks are above yesterday’s high.
95.3% are above yesterday’s midpoint.  (4.7% are below.)
0.5% are below yesterday’s low.
37.0% are inside yesterday’s range.
84.6% of stocks with today’s high > yesterday’s high.  (15.4% less than).
1.3% of stocks with today’s low < yesterday’s low.  (98.7% greater than).

EVIDENCE OF INTRADAY TREND
71.5% of stocks are above today’s open.  (26.6% are below).
71.1% of stocks are above today’s open and yesterday’s close.
7.2% are below both.
96.1% of stocks opened above yesterday’s close.  (3.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.5% of stocks are in the top 10% of today’s range.
34.1% are in the top 20%.
72.9% are in the top half .  27.1% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
92.5% of stocks are above breakeven.  (7.5% are below b/e.)
1.4% are up 4.5% or more.  0.1% are down 4.5% or more.
3.5% are up 3.5% or more.  0.2% are down 3.5% or more.
37.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:35.3%…>=90:63.8%…>=80:82.3%…>=50:97.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
9-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:91.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
62.5% above previous 1 highs, 0.5% below previous 1 lows
60.4% above previous 2 highs, 0.2% below previous 2 lows
60.3% above previous 3 highs, 0.0% below previous 3 lows
58.4% above previous 4 highs, 0.0% below previous 4 lows
57.9% above previous 5 highs, 0.0% below previous 5 lows
57.8% above previous 6 highs, 0.0% below previous 6 lows
57.7% above previous 7 highs, 0.0% below previous 7 lows
57.4% above previous 8 highs, 0.0% below previous 8 lows
55.5% above previous 9 highs, 0.0% below previous 9 lows
38.3% above previous 10 highs, 0.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  18.8% new highs, 0.0% new lows
21d:  12.6% new highs, 0.0% new lows
42d:  2.0% new highs, 0.0% new lows
63d:  1.7% new highs, 0.0% new lows
126d:  1.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  91.5% above, 8.5% below
3-day:  91.6% above, 8.4% below
4-day:  97.0% above, 3.0% below
5-day:  98.5% above, 1.5% below
8-day:  99.6% above, 0.4% below
10-day:  99.7% above, 0.3% below
20-day:  95.1% above, 4.9% below
50-day:  28.6% above, 71.4% below
200-day:  28.6% above, 71.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(43):  2.42% Top=RS JOYG MTW CAT CMI PH TKR TEX ….. ITW GTLS PPO PLL SWK BGG AVY ENS=Bottom (Manufacturing)
TRAN(24):  1.78% Top=LCC ODFL KSU LUV DAL WERN CNI HTLD ….. GLNG EXPD NSC JBHT TDW CHRW LSTR KNX=Bottom (Transportation)
ENER(97):  1.67% Top=TSO MUR PXD APC BAS VLO HAL CLR ….. ETE UPL BP IOC BRY PDS KWK ATPG=Bottom (Energy)
HEAL(53):  1.67% Top=MAKO MR BKD WLP NUVA SYK CI CVH ….. UHS THOR KND CVD COO HCA CYH VOLC=Bottom (Health)
CHEM(32):  1.49% Top=FOE GGC CE DOW CBT ASH ALB SOA ….. POT MON SMG CF VAL MOS OLN KRA=Bottom (Chemicals/Fertilizers)
CONS(57):  1.48% Top=BZ GT WRC OI PVH RKT LIZ XRX ….. WMS ENR PG CRI CL CHD UA MAT=Bottom (Consumer)
COSW(82):  1.47% Top=TIBX CNQR AOL YNDX VMW YOKU SWI CRM ….. CVG YHOO JCOM IT BCSI LNKD N BIDU=Bottom (Computer Software/Internet)
MATE(31):  1.25% Top=LEN MAS VMC FLR TOL FAST MLM DHI ….. CLH DAR BIN PWR WM OC WCN KBH=Bottom (Materials & Construction)
RETA(74):  1.23% Top=OMX MW SVU FDO SPLS CHS ANF DANG ….. LINTA CSTR AAP BJ WSM ARO DLTR PIR=Bottom (Retail & Specialty Retail)
FINA(77):  1.22% Top=HBAN IVZ PFG BX AMTD TD CSE WDR ….. PHH CBSH CFFN SF GHL KFN FMER BLK=Bottom (Banks/Financials)
LEIS(27):  1.12% Top=MGM BYD HOT HMIN CCL WYN MAR CMG ….. YUM LVS TXRH PCLN DPZ MCD EAT SIX=Bottom (Leisure)
COHW(47):  1.12% Top=PLCM EMC AMX RVBD HRS NTGR ARUN VIP ….. WDC LEAP JDSU FTR CIEN AAPL IBM JNPR=Bottom (Computer Hardware/Telecom)
META(41):  1.05% Top=CENX AA GSM X FCX CLF JRCC CRS ….. AEM RGLD EGO MCP GG KGC EXK WOR=Bottom (Metals & Mining)
ELEC(70):  0.99% Top=IO CREE ARMH JBL ROP A APH ATML ….. GTAT LSI SMTC NETL XLNX SPRD ALTR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(43):  0.97% Top=AFL LNC MET AIG SLF CNO AGO MBI ….. ACE FNF AHL PRE AJG HCC VR CLGX=Bottom (Insurance)
DISV(53):  0.90% Top=EDU ULTA CAR AH SFLY HTZ MCO JEC ….. APOL AAN EM DV FCN ACTG LPS GA=Bottom (Diversified Services)
REAL(69):  0.66% Top=CBG HST SHO DRE LHO SLG JLL AXP ….. LRY CMO KRC WRE ANH ACC CLP DLR=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 10:04 am ET $SPY $IWM http://daytrend.wordpress.com/category/market-stats/

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