daytrend

09/30/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 9/30/2011

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

This Excel file contains the tools:  DaytrendTools_20110930.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:  9/23, 9/12, 8/23, 8/11, 8/9

If you are using ProMomoDOWN or MomoDOWN, suggested start dates: 9/28, 9/19, 9/1, 8/16, 7/25, 7/8, 6/1

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 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
1.3% of stocks are above yesterday's high.
6.6% are above yesterday's midpoint.  (93.4% are below.)
62.3% are below yesterday's low.
36.4% are inside yesterday's range.
11.4% of stocks with today's high > yesterday's high.  (88.6% less than).
73.4% of stocks with today's low < yesterday's low.  (26.6% greater than).

EVIDENCE OF INTRADAY TREND
16.2% of stocks are above today's open.  (83.6% are below).
4.7% of stocks are above today's open and yesterday's close.
83.6% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.0% of stocks are in the top 10% of today's range.
0.4% are in the top 20%.
7.5% are in the top half .  92.5% of stocks are in the bottom half of today's range.
73.2% are in the bottom 20%.
60.7% are in the bottom 10%.

GAIN
4.8% of stocks are above breakeven.  (95.2% are below b/e.)
0.2% are up 4.5% or more.  23.5% are down 4.5% or more.
0.2% are up 3.5% or more.  41.5% are down 3.5% or more.
11.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.1%...>=90:0.2%...>=80:0.8%...>=50:5.2%...<=20:53.8%...<=10:29.0%...<=5:8.9%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:8.1%...<=20:2.2%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:7.6%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.3% above previous 1 highs, 62.3% below previous 1 lows
0.5% above previous 2 highs, 57.6% below previous 2 lows
0.1% above previous 3 highs, 57.0% below previous 3 lows
0.1% above previous 4 highs, 36.4% below previous 4 lows
0.1% above previous 5 highs, 29.0% below previous 5 lows
0.1% above previous 6 highs, 25.8% below previous 6 lows
0.0% above previous 7 highs, 25.7% below previous 7 lows
0.0% above previous 8 highs, 25.7% below previous 8 lows
0.0% above previous 9 highs, 25.7% below previous 9 lows
0.0% above previous 10 highs, 25.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 24.8% new lows
21d:  0.4% new highs, 24.8% new lows
42d:  0.1% new highs, 16.3% new lows
63d:  0.0% new highs, 16.2% new lows
126d:  0.0% new highs, 15.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  4.7% above, 95.3% below
3-day:  7.7% above, 92.3% below
4-day:  5.0% above, 95.0% below
5-day:  6.0% above, 94.0% below
8-day:  14.6% above, 85.4% below
10-day:  9.4% above, 90.6% below
20-day:  9.7% above, 90.3% below
50-day:  11.0% above, 89.0% below
200-day:  10.7% above, 89.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -1.92% Top=HCA EW VAR LNCR WLP BAX DVA COO ..... BSX HUM ESRX CYH MAKO ZMH ALR NUVA=Bottom (Health)
INSU(39):  -2.14% Top=AXS ACGL WRB RNR RE AON CB TRH ..... MBI CNO CLGX AIG GNW MET LNC HIG=Bottom (Insurance)
META(39):  -2.63% Top=KGC GG SVM EGO AUY ABX NEM IAG ..... CENX AA ACI ANR CLF BTU JRCC PCX=Bottom (Metals & Mining)
RETA(70):  -2.77% Top=WAG BIG ROST AZO SHLD NFLX DG KSS ..... JNY DKS WSM TIF FL CSTR TSCO BID=Bottom (Retail & Specialty Retail)
REAL(68):  -2.79% Top=TWO DLR NLY CYS NNN MFA BAM HTS ..... OHI KIM BPO GGP SLG CBL CBG JLL=Bottom (Real Estate)
COHW(43):  -2.90% Top=EQIX RCI AMT BCE APKT VZ T CCI ..... LEAP CIEN DELL HPQ JDSU JNPR IDCC NIHD=Bottom (Computer Hardware/Telecom)
DISV(44):  -3.03% Top=VRSK FISV GPN VPRT ADS FCN AH TSS ..... HTZ R MELI ATHN EDU ULTA JEC KBR=Bottom (Diversified Services)
COSW(71):  -3.04% Top=YOKU SLH FTNT ATVI RAX JKHY ERTS ROVI ..... MSCI N FFIV ADSK AKAM DRIV YNDX RENN=Bottom (Computer Software/Internet)
ELEC(58):  -3.38% Top=SPRD GRMN OVTI SNDK MXIM LRCX TER SNPS ..... APH FCS NXPI SWKS MOLX CRUS ITRI VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26):  -3.39% Top=WCN WM CVA RSG SRCL CLH EME SHW ..... VMC LEN MDC MAS MTZ FLR FWLT MDR=Bottom (Materials & Construction)
ENER(97):  -3.62% Top=IOC HFC EPB PAA ENB ATW EXH EPD ..... NBR SM CRK RES SFY CPX PDS ATPG=Bottom (Energy)
CONS(55):  -3.81% Top=CTB KMB NWL CHD PG ECL CL AVP ..... LULU HAR PVH LIZ RL CROX FOSL LII=Bottom (Consumer)
FINA(74):  -3.87% Top=DLLR CSE BOH KKR TD EFX FCFS AMTD ..... FHN RJF AINV AMG ZION TCB JNS MS=Bottom (Banks/Financials)
TRAN(24):  -3.99% Top=CHRW GLNG ODFL TDW KEX HTLD UPS CNI ..... CSX UAL DAL TRN CNW LUV AAWW LCC=Bottom (Transportation)
MANU(41):  -4.33% Top=TKR PNR PCP CAT MLI DOV KMT PPO ..... EMR FLS GTI AOS TEX GTLS RBC MTW=Bottom (Manufacturing)
CHEM(28):  -4.42% Top=RPM SMG ASH HUN PX PPG IFF CYT ..... AGU DOW SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
LEIS(26):  -4.48% Top=DPZ YUM MCD DRI SBUX EAT TXRH CMG ..... CCL PCLN MGM MTN LVS MPEL WYNN HMIN=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 2:49 pm
Market Stats at 3:49 pm ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
1.8% of stocks are above yesterday's high.
10.3% are above yesterday's midpoint.  (89.7% are below.)
47.2% are below yesterday's low.
51.1% are inside yesterday's range.
11.4% of stocks with today's high > yesterday's high.  (88.6% less than).
66.4% of stocks with today's low < yesterday's low.  (33.6% greater than).

EVIDENCE OF INTRADAY TREND
26.4% of stocks are above today's open.  (72.5% are below).
6.8% of stocks are above today's open and yesterday's close.
72.4% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.1% of stocks are in the top 10% of today's range.
1.1% are in the top 20%.
14.7% are in the top half .  85.3% of stocks are in the bottom half of today's range.
52.5% are in the bottom 20%.
30.3% are in the bottom 10%.

GAIN
7.6% of stocks are above breakeven.  (92.4% are below b/e.)
0.1% are up 4.5% or more.  17.3% are down 4.5% or more.
0.4% are up 3.5% or more.  29.2% are down 3.5% or more.
14.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.4%...>=80:1.4%...>=50:8.9%...<=20:49.2%...<=10:25.2%...<=5:7.4%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:10.6%...<=20:2.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:9.3%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.8% above previous 1 highs, 47.2% below previous 1 lows
0.8% above previous 2 highs, 44.2% below previous 2 lows
0.1% above previous 3 highs, 43.8% below previous 3 lows
0.1% above previous 4 highs, 26.3% below previous 4 lows
0.1% above previous 5 highs, 21.8% below previous 5 lows
0.1% above previous 6 highs, 19.1% below previous 6 lows
0.0% above previous 7 highs, 19.0% below previous 7 lows
0.0% above previous 8 highs, 19.0% below previous 8 lows
0.0% above previous 9 highs, 19.0% below previous 9 lows
0.0% above previous 10 highs, 19.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 23.2% new lows
21d:  0.4% new highs, 23.2% new lows
42d:  0.1% new highs, 15.4% new lows
63d:  0.0% new highs, 15.3% new lows
126d:  0.0% new highs, 14.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  7.0% above, 93.0% below
3-day:  13.3% above, 86.7% below
4-day:  8.2% above, 91.8% below
5-day:  9.0% above, 91.0% below
8-day:  18.5% above, 81.5% below
10-day:  12.8% above, 87.2% below
20-day:  11.6% above, 88.4% below
50-day:  12.4% above, 87.6% below
200-day:  10.9% above, 89.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -1.50% Top=HCA EW LNCR VAR BAX HS COO WLP ..... ESRX HUM CYH MAKO BSX ZMH ALR NUVA=Bottom (Health)
INSU(39):  -1.58% Top=AXS WRB RNR RE ACGL TRH CB WSH ..... CNO CLGX MBI AIG MET LNC GNW HIG=Bottom (Insurance)
REAL(68):  -1.95% Top=TWO NLY DLR CYS HTS MFA NNN STWD ..... KIM AXP CIT BPO CBL SLG CBG JLL=Bottom (Real Estate)
META(39):  -2.29% Top=KGC GG SVM EGO AUY ABX NEM IAG ..... CENX AA ACI ANR CLF BTU JRCC PCX=Bottom (Metals & Mining)
RETA(70):  -2.30% Top=WAG BIG ROST AZO KSS NFLX SHLD WMT ..... JNY TIF DKS WSM FL TSCO CSTR BID=Bottom (Retail & Specialty Retail)
COHW(43):  -2.46% Top=EQIX RCI AMT APKT BCE VZ T PANL ..... CIEN PCS DELL JDSU HPQ JNPR IDCC NIHD=Bottom (Computer Hardware/Telecom)
DISV(44):  -2.59% Top=VRSK VPRT GPN FISV FCN ADS TSS URI ..... SFLY R ATHN MELI ULTA EDU KBR JEC=Bottom (Diversified Services)
COSW(71):  -2.59% Top=YOKU FTNT SLH ATVI ERTS BR JKHY RAX ..... FFIV DRIV N AKAM ADSK SOHU YNDX RENN=Bottom (Computer Software/Internet)
MATE(26):  -2.88% Top=WCN WM RSG SRCL CVA CLH EME FAST ..... MDC VMC LEN MTZ FLR MAS FWLT MDR=Bottom (Materials & Construction)
ELEC(58):  -2.91% Top=SPRD GRMN SNDK OVTI LRCX MXIM TER KLAC ..... APH CREE NXPI MOLX SWKS CRUS ITRI VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(97):  -3.11% Top=IOC HFC EXH ATW EPB PAA ENB KMP ..... NBR SM CRK RES SFY CPX PDS ATPG=Bottom (Energy)
FINA(74):  -3.14% Top=BOH DLLR CSE FMER EFX FCFS AMTD TD ..... ZION IVZ FHN CBOE JNS LAZ TCB MS=Bottom (Banks/Financials)
CONS(55):  -3.35% Top=CTB KMB NWL PG ECL CHD CL AVP ..... PVH HAR LULU LIZ CROX RL FOSL LII=Bottom (Consumer)
TRAN(24):  -3.66% Top=CHRW GLNG ODFL TDW KEX UPS HTLD CNI ..... CSX DAL UAL TRN CNW AAWW LUV LCC=Bottom (Transportation)
CHEM(28):  -3.80% Top=RPM SMG ASH HUN PX PPG IFF SIAL ..... DOW AGU SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
MANU(41):  -3.88% Top=PNR PCP TKR CAT MLI KMT DOV PPO ..... CMI FLS AOS GTI GTLS TEX RBC MTW=Bottom (Manufacturing)
LEIS(26):  -3.93% Top=DPZ YUM MCD DRI SBUX TXRH EAT CMG ..... CCL PCLN MGM MTN LVS MPEL WYNN HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:49 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:29 pm
Market Stats at 3:29 pm ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
2.5% of stocks are above yesterday's high.
13.3% are above yesterday's midpoint.  (86.7% are below.)
41.1% are below yesterday's low.
56.5% are inside yesterday's range.
11.2% of stocks with today's high > yesterday's high.  (88.8% less than).
64.4% of stocks with today's low < yesterday's low.  (35.6% greater than).

EVIDENCE OF INTRADAY TREND
34.4% of stocks are above today's open.  (65.0% are below).
9.5% of stocks are above today's open and yesterday's close.
65.0% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
1.1% of stocks are in the top 10% of today's range.
2.5% are in the top 20%.
22.1% are in the top half .  77.9% of stocks are in the bottom half of today's range.
36.6% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN
10.1% of stocks are above breakeven.  (89.9% are below b/e.)
0.4% are up 4.5% or more.  14.1% are down 4.5% or more.
0.4% are up 3.5% or more.  26.1% are down 3.5% or more.
19.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.6%...>=80:1.9%...>=50:12.3%...<=20:44.5%...<=10:23.2%...<=5:6.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:12.3%...<=20:1.8%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:11.2%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.5% above previous 1 highs, 41.1% below previous 1 lows
1.4% above previous 2 highs, 38.3% below previous 2 lows
0.5% above previous 3 highs, 37.9% below previous 3 lows
0.5% above previous 4 highs, 23.2% below previous 4 lows
0.5% above previous 5 highs, 19.0% below previous 5 lows
0.5% above previous 6 highs, 17.0% below previous 6 lows
0.4% above previous 7 highs, 17.0% below previous 7 lows
0.4% above previous 8 highs, 17.0% below previous 8 lows
0.4% above previous 9 highs, 17.0% below previous 9 lows
0.2% above previous 10 highs, 17.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 22.2% new lows
21d:  0.4% new highs, 22.2% new lows
42d:  0.1% new highs, 14.6% new lows
63d:  0.0% new highs, 14.4% new lows
126d:  0.0% new highs, 13.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  9.5% above, 90.5% below
3-day:  17.8% above, 82.2% below
4-day:  10.6% above, 89.4% below
5-day:  11.5% above, 88.5% below
8-day:  23.5% above, 76.5% below
10-day:  15.4% above, 84.6% below
20-day:  14.0% above, 86.0% below
50-day:  14.0% above, 86.0% below
200-day:  11.4% above, 88.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.82% Top=HCA EW VAR LNCR WLP HS COO BAX ..... UHS PPDI ESRX CYH MAKO ZMH ALR NUVA=Bottom (Health)
INSU(39):  -1.11% Top=AXS RNR WRB RE ACGL TRH VR CB ..... CLGX CNO MBI AIG MET GNW HIG LNC=Bottom (Insurance)
REAL(68):  -1.78% Top=DLR NLY NNN HTS MFA TWO VTR BAM ..... AVB MAC OHI BPO CBL CBG SLG JLL=Bottom (Real Estate)
RETA(70):  -1.90% Top=WAG KSS AZO BIG ROST SHLD NFLX WMT ..... RSH DKS FL JNY WSM TIF TSCO BID=Bottom (Retail & Specialty Retail)
COSW(71):  -2.09% Top=FTNT LNKD YOKU SLH BR ERTS TIBX JKHY ..... ADSK DRIV FFIV AKAM SOHU N YNDX RENN=Bottom (Computer Software/Internet)
COHW(43):  -2.12% Top=EQIX RCI APKT AMT BCE VZ PANL T ..... VIP PCS DELL JDSU HPQ JNPR IDCC NIHD=Bottom (Computer Hardware/Telecom)
DISV(44):  -2.34% Top=VPRT VRSK AH FISV GPN TSS ADS URI ..... R ATHN ULTA ESI EDU JEC MELI KBR=Bottom (Diversified Services)
META(39):  -2.35% Top=GG KGC SVM ABX AUY EGO NEM RGLD ..... CLD ACI CLF CENX ANR BTU PCX JRCC=Bottom (Metals & Mining)
ELEC(58):  -2.51% Top=SPRD SNDK GRMN OVTI LRCX MXIM TER ISIL ..... CREE FCS TSL CRUS SWKS NXPI ITRI VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26):  -2.65% Top=WCN WM RSG CLH SRCL CVA EME DAR ..... MDC MTZ VMC MAS RYL FWLT FLR MDR=Bottom (Materials & Construction)
FINA(74):  -2.78% Top=BOH DLLR FMER CSE FCFS EFX SLM CFR ..... GS LAZ IVZ PHH CBOE JNS TCB MS=Bottom (Banks/Financials)
CONS(55):  -2.90% Top=CTB NWL KMB CHD ECL PG AVP CL ..... HAR PVH LULU CROX RL LIZ FOSL LII=Bottom (Consumer)
ENER(97):  -3.06% Top=IOC HFC EXH ATW ENB EPB WNR PAA ..... CRZO SM CRK CPX RES SFY PDS ATPG=Bottom (Energy)
TRAN(24):  -3.23% Top=CHRW ODFL KEX GLNG TDW UPS HTLD EXPD ..... KSU UAL DAL TRN CNW LUV AAWW LCC=Bottom (Transportation)
CHEM(28):  -3.41% Top=SMG RPM ASH HUN CYT PPG IFF PX ..... AGU POT ROC SOA IPI CE CF MOS=Bottom (Chemicals/Fertilizers)
MANU(41):  -3.55% Top=PNR MLI PCP KMT CAT TKR ROK DOV ..... SPW FLS GTI AOS TEX GTLS RBC MTW=Bottom (Manufacturing)
LEIS(26):  -3.63% Top=DPZ YUM MCD DRI SBUX EAT TXRH GET ..... CCL MGM PCLN MTN LVS MPEL WYNN HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:29 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:28 pm
Market Stats at 2:27 pm ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
2.3% of stocks are above yesterday's high.
12.8% are above yesterday's midpoint.  (87.2% are below.)
44.5% are below yesterday's low.
53.2% are inside yesterday's range.
11.2% of stocks with today's high > yesterday's high.  (88.8% less than).
62.6% of stocks with today's low < yesterday's low.  (37.4% greater than).

EVIDENCE OF INTRADAY TREND
31.0% of stocks are above today's open.  (68.7% are below).
6.9% of stocks are above today's open and yesterday's close.
68.5% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.6% of stocks are in the top 10% of today's range.
1.5% are in the top 20%.
17.6% are in the top half .  82.4% of stocks are in the bottom half of today's range.
53.9% are in the bottom 20%.
38.8% are in the bottom 10%.

GAIN
7.3% of stocks are above breakeven.  (92.7% are below b/e.)
0.1% are up 4.5% or more.  15.7% are down 4.5% or more.
0.1% are up 3.5% or more.  29.0% are down 3.5% or more.
19.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.5%...>=80:1.4%...>=50:10.9%...<=20:47.9%...<=10:24.8%...<=5:7.5%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:11.3%...<=20:2.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:10.0%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 44.5% below previous 1 lows
1.2% above previous 2 highs, 41.7% below previous 2 lows
0.4% above previous 3 highs, 41.2% below previous 3 lows
0.4% above previous 4 highs, 25.4% below previous 4 lows
0.4% above previous 5 highs, 20.4% below previous 5 lows
0.4% above previous 6 highs, 18.4% below previous 6 lows
0.2% above previous 7 highs, 18.4% below previous 7 lows
0.2% above previous 8 highs, 18.4% below previous 8 lows
0.2% above previous 9 highs, 18.4% below previous 9 lows
0.2% above previous 10 highs, 18.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 20.8% new lows
21d:  0.4% new highs, 20.8% new lows
42d:  0.1% new highs, 13.5% new lows
63d:  0.0% new highs, 13.4% new lows
126d:  0.0% new highs, 12.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  7.0% above, 93.0% below
3-day:  15.0% above, 85.0% below
4-day:  9.3% above, 90.7% below
5-day:  10.9% above, 89.1% below
8-day:  21.1% above, 78.9% below
10-day:  14.0% above, 86.0% below
20-day:  12.8% above, 87.2% below
50-day:  12.9% above, 87.1% below
200-day:  11.2% above, 88.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.88% Top=LNCR EW WLP HS VAR DVA COO BAX ..... HRC ZMH BSX WAT CYH ALR MAKO NUVA=Bottom (Health)
INSU(39):  -1.39% Top=AXS WRB RNR RE ACGL TRH VR CB ..... CNO RGA GNW AIG MET MBI HIG LNC=Bottom (Insurance)
REAL(68):  -1.63% Top=SHO DLR NNN HTS MFA NLY WRE VTR ..... AXP BPO CIT CBG OHI CBL SLG JLL=Bottom (Real Estate)
COHW(43):  -2.14% Top=EQIX APKT RCI AMT BCE PANL VZ RVBD ..... AMX HPQ JNPR IDCC PCS VIP JDSU NIHD=Bottom (Computer Hardware/Telecom)
RETA(70):  -2.17% Top=FDO WAG ROST KSS BIG WMT SHLD AZO ..... RSH MW DKS FL WSM TSCO TIF BID=Bottom (Retail & Specialty Retail)
COSW(71):  -2.28% Top=LNKD SLH FTNT BR YOKU ERTS TIBX ATVI ..... CNQR N FFIV BYI AKAM DRIV YNDX RENN=Bottom (Computer Software/Internet)
DISV(44):  -2.51% Top=AH VPRT VRSK FISV GPN TSS ADS FCN ..... LPS R MELI ESI ULTA ATHN JEC KBR=Bottom (Diversified Services)
ELEC(58):  -2.77% Top=SPRD SNDK OVTI GRMN LRCX MXIM SNPS ISIL ..... FCS NXPI TSL CRUS VSH SWKS VECO ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(39):  -2.86% Top=GG KGC NEM ABX EGO AUY SVM AEM ..... ANR CMC CLF AA BTU CENX PCX JRCC=Bottom (Metals & Mining)
CONS(55):  -2.97% Top=CTB CL KMB PG ECL CHD NWL AVP ..... HAR PVH RL LULU LIZ CROX FOSL LII=Bottom (Consumer)
FINA(74):  -3.02% Top=EFX FCFS BOH FMER DLLR USB ASBC TD ..... FHN JEF ACAS JNS TCB PHH CBOE MS=Bottom (Banks/Financials)
ENER(97):  -3.03% Top=HFC IOC ATW EXH ENB EPB PAA XOM ..... CRK OAS CPX SFY CRZO RES PDS ATPG=Bottom (Energy)
MATE(26):  -3.06% Top=WCN WM RSG CVA CLH SRCL EME SHAW ..... LEN MAS VMC MTZ RYL FWLT FLR MDR=Bottom (Materials & Construction)
TRAN(24):  -3.56% Top=CHRW TDW KEX GLNG ODFL HTLD CNI UPS ..... KSU DAL UAL TRN CNW LUV AAWW LCC=Bottom (Transportation)
CHEM(28):  -3.68% Top=SMG HUN RPM ASH PPG IFF VAL GRA ..... AGU DOW SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
MANU(41):  -3.85% Top=PNR KMT TYC MLI ROK CAT PCP TKR ..... FLS AOS GTI SPW TEX RBC GTLS MTW=Bottom (Manufacturing)
LEIS(26):  -4.04% Top=DPZ YUM MCD DRI SBUX GET EAT TXRH ..... PCLN CCL MGM MPEL WYNN MTN LVS HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:27 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:11 pm
Market Stats at 2:11 pm ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
2.8% of stocks are above yesterday's high.
16.7% are above yesterday's midpoint.  (83.3% are below.)
34.9% are below yesterday's low.
62.3% are inside yesterday's range.
11.2% of stocks with today's high > yesterday's high.  (88.8% less than).
60.2% of stocks with today's low < yesterday's low.  (39.8% greater than).

EVIDENCE OF INTRADAY TREND
39.7% of stocks are above today's open.  (59.2% are below).
9.7% of stocks are above today's open and yesterday's close.
59.0% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
1.3% of stocks are in the top 10% of today's range.
4.1% are in the top 20%.
30.3% are in the top half .  69.7% of stocks are in the bottom half of today's range.
35.6% are in the bottom 20%.
24.8% are in the bottom 10%.

GAIN
10.4% of stocks are above breakeven.  (89.6% are below b/e.)
0.1% are up 4.5% or more.  9.9% are down 4.5% or more.
0.2% are up 3.5% or more.  22.1% are down 3.5% or more.
23.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.7%...>=80:2.0%...>=50:13.4%...<=20:42.1%...<=10:21.7%...<=5:6.5%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:12.9%...<=20:1.8%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:11.5%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.8% above previous 1 highs, 34.9% below previous 1 lows
1.2% above previous 2 highs, 32.3% below previous 2 lows
0.5% above previous 3 highs, 31.9% below previous 3 lows
0.5% above previous 4 highs, 20.1% below previous 4 lows
0.5% above previous 5 highs, 16.0% below previous 5 lows
0.5% above previous 6 highs, 14.2% below previous 6 lows
0.4% above previous 7 highs, 14.2% below previous 7 lows
0.4% above previous 8 highs, 14.2% below previous 8 lows
0.4% above previous 9 highs, 14.2% below previous 9 lows
0.4% above previous 10 highs, 14.2% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 19.7% new lows
21d:  0.4% new highs, 19.7% new lows
42d:  0.1% new highs, 13.0% new lows
63d:  0.0% new highs, 12.9% new lows
126d:  0.0% new highs, 12.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  9.9% above, 90.1% below
3-day:  19.6% above, 80.4% below
4-day:  11.6% above, 88.4% below
5-day:  12.9% above, 87.1% below
8-day:  24.3% above, 75.7% below
10-day:  16.2% above, 83.8% below
20-day:  14.0% above, 86.0% below
50-day:  13.8% above, 86.2% below
200-day:  11.5% above, 88.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.46% Top=EW LNCR WLP HS DVA VAR COO UNH ..... MAKO PPDI CYH WAT BSX ZMH ALR NUVA=Bottom (Health)
INSU(39):  -1.18% Top=AXS WRB RNR RE ACGL TRH PRE VR ..... RGA AGO GNW MET MBI AIG HIG LNC=Bottom (Insurance)
REAL(68):  -1.48% Top=SHO NNN DLR HTS NLY HPT CLI MFA ..... O AXP CIT CBL OHI CBG SLG JLL=Bottom (Real Estate)
COHW(43):  -1.70% Top=EQIX PANL APKT RCI AMT BCE VZ EMC ..... IDCC JNPR VIP LEAP HPQ JDSU PCS NIHD=Bottom (Computer Hardware/Telecom)
COSW(71):  -1.79% Top=YOKU LNKD FTNT BR SLH ERTS AOL TIBX ..... ADSK CPWR FFIV BYI DRIV AKAM YNDX RENN=Bottom (Computer Software/Internet)
RETA(70):  -1.80% Top=ROST WAG FDO KSS WMT SHLD BIG AZO ..... MW RSH DKS FL TSCO WSM TIF BID=Bottom (Retail & Specialty Retail)
DISV(44):  -2.22% Top=AH VPRT VRSK FISV ADS EDU FCN TSS ..... ULTA LPS ATHN MELI R ESI JEC KBR=Bottom (Diversified Services)
META(39):  -2.26% Top=GG KGC EGO NEM ABX SVM AUY IAG ..... CLF BTU ANR CMC AA CENX PCX JRCC=Bottom (Metals & Mining)
ENER(97):  -2.31% Top=HFC IOC EXH ATW ENB XOM EPB QEP ..... CPX SFY NBR SD OAS RES PDS ATPG=Bottom (Energy)
ELEC(58):  -2.36% Top=SPRD SNDK OVTI GRMN LRCX MXIM TER ATML ..... VSH MOLX CRUS FCS TSL SWKS VECO ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(55):  -2.54% Top=CTB ECL KMB PG CL NWL CHD AVP ..... UA PVH LULU RL CROX LIZ FOSL LII=Bottom (Consumer)
MATE(26):  -2.69% Top=WM WCN RSG CLH SRCL CVA EME SHAW ..... LEN MLM MAS VMC RYL FWLT FLR MDR=Bottom (Materials & Construction)
FINA(74):  -2.84% Top=FMER EFX DLLR BOH FCFS USB TD SEIC ..... KEY JNS JEF FHN TCB PHH CBOE MS=Bottom (Banks/Financials)
CHEM(28):  -2.98% Top=HUN SMG RPM ASH GRA PPG CYT PX ..... AGU DOW SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
TRAN(24):  -3.15% Top=CHRW KEX TDW CNI ODFL GLNG HTLD UPS ..... JBHT DAL TRN UAL CNW LUV AAWW LCC=Bottom (Transportation)
MANU(41):  -3.31% Top=MLI PNR KMT CAT ROK PCP TKR PPO ..... GTI AOS TEX SPW FLS GTLS RBC MTW=Bottom (Manufacturing)
LEIS(26):  -3.67% Top=DPZ YUM MCD DRI SBUX GET EAT PNRA ..... EXPE CCL MGM MPEL WYNN LVS MTN HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:11 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:04 pm
Market Stats at 1:03 pm ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
2.9% of stocks are above yesterday's high.
17.8% are above yesterday's midpoint.  (82.2% are below.)
30.5% are below yesterday's low.
66.5% are inside yesterday's range.
10.4% of stocks with today's high > yesterday's high.  (89.6% less than).
58.9% of stocks with today's low < yesterday's low.  (41.1% greater than).

EVIDENCE OF INTRADAY TREND
44.4% of stocks are above today's open.  (54.1% are below).
11.4% of stocks are above today's open and yesterday's close.
54.0% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
1.2% of stocks are in the top 10% of today's range.
4.9% are in the top 20%.
36.6% are in the top half .  63.4% of stocks are in the bottom half of today's range.
28.5% are in the bottom 20%.
18.3% are in the bottom 10%.

GAIN
12.0% of stocks are above breakeven.  (88.0% are below b/e.)
0.2% are up 4.5% or more.  8.5% are down 4.5% or more.
0.4% are up 3.5% or more.  18.1% are down 3.5% or more.
26.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.6%...>=80:1.8%...>=50:15.1%...<=20:40.3%...<=10:20.0%...<=5:5.9%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:14.0%...<=20:1.6%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:12.6%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.9% above previous 1 highs, 30.5% below previous 1 lows
0.9% above previous 2 highs, 27.1% below previous 2 lows
0.5% above previous 3 highs, 26.8% below previous 3 lows
0.5% above previous 4 highs, 16.8% below previous 4 lows
0.5% above previous 5 highs, 13.3% below previous 5 lows
0.5% above previous 6 highs, 11.5% below previous 6 lows
0.4% above previous 7 highs, 11.5% below previous 7 lows
0.4% above previous 8 highs, 11.5% below previous 8 lows
0.4% above previous 9 highs, 11.5% below previous 9 lows
0.4% above previous 10 highs, 11.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.5% new highs, 18.9% new lows
21d:  0.4% new highs, 18.9% new lows
42d:  0.1% new highs, 12.4% new lows
63d:  0.0% new highs, 12.3% new lows
126d:  0.0% new highs, 11.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  11.5% above, 88.5% below
3-day:  21.9% above, 78.1% below
4-day:  13.1% above, 86.9% below
5-day:  14.3% above, 85.7% below
8-day:  25.4% above, 74.6% below
10-day:  17.6% above, 82.4% below
20-day:  15.6% above, 84.4% below
50-day:  14.4% above, 85.6% below
200-day:  11.7% above, 88.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.31% Top=LNCR DVA HS EW VAR HNT WLP UHS ..... ESRX PPDI CYH WAT ZMH NUVA BSX ALR=Bottom (Health)
INSU(39):  -1.21% Top=AXS WRB RNR RE ACGL ORI TRH VR ..... RGA MBI AGO GNW MET HIG AIG LNC=Bottom (Insurance)
REAL(68):  -1.31% Top=DLR MFA LHO NNN HPT HTS WRE NLY ..... HCN CBL OHI AXP CIT SLG CBG JLL=Bottom (Real Estate)
COSW(71):  -1.33% Top=YOKU BR LNKD FTNT ERTS SINA TIBX AOL ..... ADBE ADSK BYI MSCI DRIV AKAM YNDX RENN=Bottom (Computer Software/Internet)
RETA(70):  -1.53% Top=WAG AZO DG FDO BIG KSS WMT ROST ..... RSH FL MW DKS TIF TSCO WSM BID=Bottom (Retail & Specialty Retail)
META(39):  -1.54% Top=SVM KGC NEM GG AUY EGO ABX AEM ..... CLF CMC CRS BTU CENX ANR PCX JRCC=Bottom (Metals & Mining)
COHW(43):  -1.57% Top=EQIX PANL APKT RCI AMT CCI ARUN EMC ..... TDS IDCC JNPR JDSU LEAP VIP PCS NIHD=Bottom (Computer Hardware/Telecom)
DISV(44):  -1.95% Top=VPRT AH EDU VRSK GPN URI TSS WTW ..... MAN RHI ULTA ESI R HTZ JEC KBR=Bottom (Diversified Services)
ELEC(58):  -2.03% Top=SPRD SNDK GRMN OVTI TER ISIL CPHD LRCX ..... VSH CRUS NXPI CREE VECO SWKS TSL ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(55):  -2.11% Top=CTB PG CHD ECL KMB DECK AVP TPX ..... UA BC BZ CROX RL FOSL LIZ LII=Bottom (Consumer)
ENER(97):  -2.37% Top=HFC IOC XOM EPB WNR ENB QEP EXH ..... HAL RES BHI OAS CRZO PDS NBR SGY=Bottom (Energy)
MATE(26):  -2.65% Top=WM RSG WCN CLH SRCL EME CVA SHW ..... VMC LEN KBH MDC FLR FWLT RYL MDR=Bottom (Materials & Construction)
CHEM(28):  -2.73% Top=HUN SMG RPM ASH GRA CYT PPG PX ..... DOW AGU SOA ROC IPI CE MOS CF=Bottom (Chemicals/Fertilizers)
TRAN(24):  -2.79% Top=CHRW KEX ODFL CNI TDW GLNG UPS FDX ..... JBHT TRN DAL UAL LUV CNW AAWW LCC=Bottom (Transportation)
FINA(74):  -2.81% Top=DLLR FCFS EFX ASBC BLK FMER ARCC KKR ..... KEY JEF JNS TCB GHL FHN CBOE MS=Bottom (Banks/Financials)
MANU(41):  -3.05% Top=MLI KMT PNR PPO CAT TKR PCP ROK ..... ATI GTLS TEX AOS FLS SPW RBC MTW=Bottom (Manufacturing)
LEIS(26):  -3.10% Top=DPZ YUM MCD DRI EAT SBUX PNRA GET ..... MGM CCL EXPE LVS WYNN MTN MPEL HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:03 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:21 am
Market Stats at 10:21 am ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
3.2% of stocks are above yesterday's high.
26.9% are above yesterday's midpoint.  (73.1% are below.)
11.9% are below yesterday's low.
85.0% are inside yesterday's range.
6.3% of stocks with today's high > yesterday's high.  (93.7% less than).
54.8% of stocks with today's low < yesterday's low.  (45.2% greater than).

EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today's open.  (27.3% are below).
16.4% of stocks are above today's open and yesterday's close.
27.1% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
35.9% of stocks are in the top 10% of today's range.
53.6% are in the top 20%.
82.5% are in the top half .  17.5% of stocks are in the bottom half of today's range.
2.8% are in the bottom 20%.
0.4% are in the bottom 10%.

GAIN
17.6% of stocks are above breakeven.  (82.4% are below b/e.)
0.1% are up 4.5% or more.  2.7% are down 4.5% or more.
0.4% are up 3.5% or more.  5.8% are down 3.5% or more.
45.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.5%...>=90:0.6%...>=80:2.6%...>=50:23.1%...<=20:30.5%...<=10:13.7%...<=5:4.1%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:18.7%...<=20:1.2%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:16.5%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.2% above previous 1 highs, 11.9% below previous 1 lows
1.3% above previous 2 highs, 10.2% below previous 2 lows
0.5% above previous 3 highs, 10.1% below previous 3 lows
0.5% above previous 4 highs, 7.4% below previous 4 lows
0.5% above previous 5 highs, 6.6% below previous 5 lows
0.5% above previous 6 highs, 5.8% below previous 6 lows
0.2% above previous 7 highs, 5.8% below previous 7 lows
0.2% above previous 8 highs, 5.8% below previous 8 lows
0.2% above previous 9 highs, 5.8% below previous 9 lows
0.2% above previous 10 highs, 5.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.2% new highs, 17.8% new lows
21d:  0.1% new highs, 17.8% new lows
42d:  0.0% new highs, 11.4% new lows
63d:  0.0% new highs, 11.3% new lows
126d:  0.0% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  16.7% above, 83.3% below
3-day:  33.5% above, 66.5% below
4-day:  18.1% above, 81.9% below
5-day:  20.4% above, 79.6% below
8-day:  35.8% above, 64.2% below
10-day:  24.4% above, 75.6% below
20-day:  19.6% above, 80.4% below
50-day:  16.5% above, 83.5% below
200-day:  12.3% above, 87.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.47% Top=LNCR MAKO HLS THOR DVA HNT VAR BAX ..... AET HMA LH ALR HUM STJ BSX NUVA=Bottom (Health)
RETA(70):  -0.48% Top=AN AZO FDO KSS DLTR SHLD DSW ORLY ..... EBAY WSM TSCO BBY ANF TIF DKS BID=Bottom (Retail & Specialty Retail)
INSU(39):  -0.56% Top=AXS RNR RE ORI ACGL VR TRH WRB ..... HCC AFL GNW MBI MET AIG HIG LNC=Bottom (Insurance)
META(39):  -0.56% Top=SVM GG KGC NEM AUY ABX SSRI EGO ..... CRS X WLT BTU AKS CLF PCX JRCC=Bottom (Metals & Mining)
COHW(43):  -0.91% Top=PANL STEC WIN RIMM RCI AMT CTL EQIX ..... TDS JDSU HPQ JNPR VIP IDCC PCS NIHD=Bottom (Computer Hardware/Telecom)
ELEC(58):  -0.93% Top=SPRD SNDK TER FSLR GRMN ISIL AMAT NXPI ..... TRMB A AMD NVDA TSL SWKS VECO ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(71):  -1.00% Top=FTNT INTU BR SWI ERTS SAPE TIBX PMTC ..... SINA CRM MSCI YOKU BIDU SOHU RENN YNDX=Bottom (Computer Software/Internet)
DISV(44):  -1.17% Top=VPRT ADS APOL GPN LPS FISV WOOF VRSK ..... RHI R ULTA HTZ JEC SFLY KBR MELI=Bottom (Diversified Services)
REAL(68):  -1.18% Top=NLY TWO MFA BAM GGP EQY CLI HTS ..... HST SLG DFT CIT CBL OHI CBG JLL=Bottom (Real Estate)
CONS(55):  -1.20% Top=DECK SKX PG CHD GT ECL KMB HBI ..... LIZ UFS FOSL BZ HAR PAY RL LII=Bottom (Consumer)
CHEM(28):  -1.43% Top=HUN RPM SMG ASH PX VAL APD POT ..... AGU MON ROC DOW IPI CE CF MOS=Bottom (Chemicals/Fertilizers)
ENER(97):  -1.51% Top=IOC WNR HFC INT XOM CVX ENB UPL ..... NOV SGY EOG NBR OAS PDS KWK ATPG=Bottom (Energy)
MATE(26):  -1.60% Top=WM RSG WCN CLH SRCL SHW CVA FAST ..... TOL KBH FLR MDC MDR LEN VMC RYL=Bottom (Materials & Construction)
TRAN(24):  -1.68% Top=GLNG KEX HTLD CHRW TDW UPS ODFL FDX ..... KSU UAL TRN CSX LUV LCC AAWW CNW=Bottom (Transportation)
FINA(74):  -1.87% Top=SLM FCFS EFX KKR EWBC ASBC WFC ARCC ..... JEF IVZ GHL FHN JNS BEN CBOE MS=Bottom (Banks/Financials)
MANU(41):  -2.11% Top=MLI PPO PNR ITW DRC CAT PCP ROK ..... TEX SPW FLS CMI JOYG RBC AGCO MTW=Bottom (Manufacturing)
LEIS(26):  -2.30% Top=DPZ EAT MCD DRI YUM SBUX CMG LTM ..... CCL H PCLN MGM MPEL LVS WYNN HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:21 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:08 am
Market Stats at 10:08 am ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
2.0% of stocks are above yesterday's high.
20.2% are above yesterday's midpoint.  (79.8% are below.)
16.8% are below yesterday's low.
81.2% are inside yesterday's range.
5.4% of stocks with today's high > yesterday's high.  (94.6% less than).
54.3% of stocks with today's low < yesterday's low.  (45.7% greater than).

EVIDENCE OF INTRADAY TREND
58.9% of stocks are above today's open.  (39.4% are below).
8.7% of stocks are above today's open and yesterday's close.
39.4% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
18.5% of stocks are in the top 10% of today's range.
33.1% are in the top 20%.
72.3% are in the top half .  27.7% of stocks are in the bottom half of today's range.
4.3% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN
9.9% of stocks are above breakeven.  (90.1% are below b/e.)
0.0% are up 4.5% or more.  4.3% are down 4.5% or more.
0.1% are up 3.5% or more.  8.6% are down 3.5% or more.
33.5% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.2%...>=90:0.5%...>=80:1.5%...>=50:15.7%...<=20:37.2%...<=10:17.4%...<=5:5.0%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:16.1%...<=20:1.5%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:14.1%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.0% above previous 1 highs, 16.8% below previous 1 lows
0.7% above previous 2 highs, 15.0% below previous 2 lows
0.4% above previous 3 highs, 14.9% below previous 3 lows
0.4% above previous 4 highs, 9.7% below previous 4 lows
0.4% above previous 5 highs, 8.6% below previous 5 lows
0.4% above previous 6 highs, 7.6% below previous 6 lows
0.1% above previous 7 highs, 7.6% below previous 7 lows
0.1% above previous 8 highs, 7.6% below previous 8 lows
0.1% above previous 9 highs, 7.6% below previous 9 lows
0.1% above previous 10 highs, 7.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.0% new highs, 17.3% new lows
21d:  0.0% new highs, 17.3% new lows
42d:  0.0% new highs, 11.3% new lows
63d:  0.0% new highs, 11.2% new lows
126d:  0.0% new highs, 10.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  8.7% above, 91.3% below
3-day:  24.4% above, 75.6% below
4-day:  13.6% above, 86.4% below
5-day:  15.6% above, 84.4% below
8-day:  31.2% above, 68.8% below
10-day:  20.9% above, 79.1% below
20-day:  17.4% above, 82.6% below
50-day:  14.6% above, 85.4% below
200-day:  11.7% above, 88.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(49):  -0.77% Top=LNCR HNT DVA WLP THOR CVH MDT HS ..... AET BKD WAT ALR BSX STJ HMA NUVA=Bottom (Health)
INSU(39):  -0.82% Top=AXS RNR ACGL ORI VR TRH RE WRB ..... AFL AIG PRU GNW MET MBI HIG LNC=Bottom (Insurance)
REAL(68):  -1.14% Top=NLY TWO MFA EQY SHO CLI HTS CMO ..... SLG AXP CBL DFT OHI CIT CBG JLL=Bottom (Real Estate)
RETA(70):  -1.15% Top=AN FDO AZO SHLD WAG KMX WMT KSS ..... SKS LINTA DKS BBY WSM TSCO TIF BID=Bottom (Retail & Specialty Retail)
COHW(43):  -1.16% Top=PANL AMT RIMM WIN STEC T CTL VZ ..... PLCM IDCC FNSR HRS JDSU ARUN WDC NIHD=Bottom (Computer Hardware/Telecom)
META(39):  -1.23% Top=SVM GG NEM KGC ABX AUY AEM IAG ..... CLF WLT ANR BTU X MCP PCX JRCC=Bottom (Metals & Mining)
COSW(71):  -1.46% Top=SWI BR PMTC SAPE ERTS INTU ROVI MSFT ..... CRM YOKU SINA MSCI BIDU SOHU RENN YNDX=Bottom (Computer Software/Internet)
ELEC(58):  -1.57% Top=SPRD TER GRMN SNDK LSI AMAT SNPS TQNT ..... A AMD NVDA ALTR TSL SWKS VECO ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(55):  -1.60% Top=PG DECK CHD SKX KMB CL ECL AVP ..... HAR UFS BZ PAY LIZ FOSL RL LII=Bottom (Consumer)
DISV(44):  -1.60% Top=VPRT LPS ADS GPN APOL FCN SBAC TSS ..... MA EDU SFLY ULTA HTZ ATHN KBR MELI=Bottom (Diversified Services)
MATE(26):  -1.71% Top=WM RSG CLH WCN SHAW SHW SRCL CVA ..... KBH TOL DHI MDC LEN VMC RYL MDR=Bottom (Materials & Construction)
TRAN(24):  -2.09% Top=GLNG UPS HTLD TDW KEX CHRW FDX ODFL ..... KSU UAL LUV CSX TRN LCC CNW AAWW=Bottom (Transportation)
CHEM(28):  -2.11% Top=HUN RPM SMG PX ASH APD SIAL CBT ..... DOW ROC MON AGU IPI MOS CF CE=Bottom (Chemicals/Fertilizers)
ENER(97):  -2.11% Top=XOM WNR HFC CVX KMP EEP IOC EPB ..... EOG BAS NBR NOV PDS OAS KWK ATPG=Bottom (Energy)
FINA(74):  -2.17% Top=KKR EWBC FCFS FMER HBHC SLM EFX WFC ..... JEF IVZ WDR AMG JNS CBOE BEN MS=Bottom (Banks/Financials)
MANU(41):  -2.59% Top=MLI PPO DRC PNR ITW CAT GE PCP ..... JOYG TEX CMI AGCO FLS RBC GTI MTW=Bottom (Manufacturing)
LEIS(26):  -2.90% Top=DPZ MCD EAT YUM DRI SBUX LTM CAKE ..... H EXPE PCLN MPEL LVS MGM WYNN HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:08 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:56 am
Market Stats at 9:55 am ET
by daytrend on 20110930.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY'S RANGE
1.5% of stocks are above yesterday's high.
18.1% are above yesterday's midpoint.  (81.9% are below.)
21.0% are below yesterday's low.
77.5% are inside yesterday's range.
4.6% of stocks with today's high > yesterday's high.  (95.4% less than).
48.8% of stocks with today's low < yesterday's low.  (51.2% greater than).

EVIDENCE OF INTRADAY TREND
50.5% of stocks are above today's open.  (47.2% are below).
8.1% of stocks are above today's open and yesterday's close.
46.9% are below both.
0.6% of stocks opened above yesterday's close.  (99.1% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
11.3% of stocks are in the top 10% of today's range.
20.5% are in the top 20%.
58.5% are in the top half .  41.5% of stocks are in the bottom half of today's range.
10.3% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN
8.6% of stocks are above breakeven.  (91.4% are below b/e.)
0.0% are up 4.5% or more.  5.2% are down 4.5% or more.
0.0% are up 3.5% or more.  12.9% are down 3.5% or more.
30.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.4%...>=90:0.5%...>=80:1.8%...>=50:15.3%...<=20:40.7%...<=10:19.4%...<=5:5.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:15.5%...<=20:1.6%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:13.5%...<=20:0.2%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.5% above previous 1 highs, 21.0% below previous 1 lows
0.8% above previous 2 highs, 18.8% below previous 2 lows
0.2% above previous 3 highs, 18.5% below previous 3 lows
0.2% above previous 4 highs, 11.6% below previous 4 lows
0.2% above previous 5 highs, 10.4% below previous 5 lows
0.2% above previous 6 highs, 9.6% below previous 6 lows
0.0% above previous 7 highs, 9.6% below previous 7 lows
0.0% above previous 8 highs, 9.6% below previous 8 lows
0.0% above previous 9 highs, 9.6% below previous 9 lows
0.0% above previous 10 highs, 9.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  0.0% new highs, 16.0% new lows
21d:  0.0% new highs, 16.0% new lows
42d:  0.0% new highs, 10.8% new lows
63d:  0.0% new highs, 10.7% new lows
126d:  0.0% new highs, 9.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  8.3% above, 91.7% below
3-day:  22.8% above, 77.2% below
4-day:  13.5% above, 86.5% below
5-day:  15.6% above, 84.4% below
8-day:  30.3% above, 69.7% below
10-day:  20.7% above, 79.3% below
20-day:  16.7% above, 83.3% below
50-day:  14.3% above, 85.7% below
200-day:  11.7% above, 88.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(68):  -0.88% Top=EQY TWO CMO HTS NLY MFA PDM NNN ..... DFT SLG CBL OHI AXP CIT CBG JLL=Bottom (Real Estate)
HEAL(49):  -0.94% Top=WLP HNT VOLC MDT CFN DVA LNCR BAX ..... LH HMA WAT STJ BKD ALR BSX NUVA=Bottom (Health)
INSU(39):  -0.95% Top=VR TRH ORI AXS ACGL RNR WRB RE ..... AFL AIG PRU GNW MET MBI LNC HIG=Bottom (Insurance)
RETA(70):  -1.39% Top=SHLD AN FDO WMT SWY KMX AZO AAP ..... PIR LINTA TSCO DKS NFLX EBAY TIF BID=Bottom (Retail & Specialty Retail)
COHW(43):  -1.40% Top=RIMM PANL T WIN VZ STEC CTL CCI ..... FNSR HPQ RVBD JDSU ARUN WDC NIHD IDCC=Bottom (Computer Hardware/Telecom)
DISV(44):  -1.69% Top=VPRT APOL GPN LPS ADS FCN TSS CACI ..... R SFLY HTZ MA ULTA ATHN KBR MELI=Bottom (Diversified Services)
ELEC(58):  -1.73% Top=SPRD GRMN TER LRCX SNPS LLTC TXN CRUS ..... ALTR FSLR AMD VECO WFR TSL SWKS ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(71):  -1.79% Top=RNOW SAPE ERTS BR SWI IRM PMTC INTU ..... YOKU N CRM SINA BIDU SOHU RENN YNDX=Bottom (Computer Software/Internet)
CONS(55):  -1.84% Top=PG CHD KMB SKX CL BMS ECL PBI ..... OI LULU HAR LIZ COH PVH RL LII=Bottom (Consumer)
MATE(26):  -1.94% Top=WM RSG WCN CLH SHW SHAW SRCL CVA ..... MDC TOL DHI LEN FLR RYL VMC MDR=Bottom (Materials & Construction)
FINA(74):  -1.94% Top=KKR EWBC HBHC FMER BOH VLY CFR MTB ..... AMG JEF JNS WDR IVZ CBOE MS BEN=Bottom (Banks/Financials)
META(39):  -2.23% Top=NEM GG KGC ABX AUY AEM RGLD SVM ..... AKS ANR CLF WLT X PCX JRCC MCP=Bottom (Metals & Mining)
TRAN(24):  -2.33% Top=HTLD UPS KEX CHRW GLNG FDX TDW WERN ..... CNI DAL UAL KSU TRN AAWW LCC CNW=Bottom (Transportation)
CHEM(28):  -2.41% Top=HUN RPM PX SMG APD IFF ASH VAL ..... ALB ROC MON AGU IPI CE CF MOS=Bottom (Chemicals/Fertilizers)
ENER(97):  -2.74% Top=IOC XOM EPB CVX KMP PAA WNR EEP ..... NOV KWK HP BAS NBR RES PDS ATPG=Bottom (Energy)
MANU(41):  -2.85% Top=MLI AVY PPO PNR ITW ETN GE PCP ..... GTLS JOYG RBC CMI FLS GTI AGCO MTW=Bottom (Manufacturing)
LEIS(26):  -3.31% Top=MCD EAT YUM DRI LTM DPZ SBUX CMG ..... H PENN PCLN MPEL LVS MGM WYNN HMIN=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:55 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
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