daytrend

10/31/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 10/31/2011

Filed under: Persistence Lists - Daily — daytrend @ 3:07 pm

This Excel file contains the tools and User’s Guide:  DaytrendTools_20111031.xls

Filed under: Market Stats — daytrend @ 3:01 pm
Closing Stats
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY'S RANGE
1.9% of stocks are above yesterday's high.
10.2% are above yesterday's midpoint.  (89.8% are below.)
68.1% are below yesterday's low.
29.9% are inside yesterday's range.
12.5% of stocks with today's high > yesterday's high.  (87.5% less than).
81.0% of stocks with today's low < yesterday's low.  (19.0% greater than).

EVIDENCE OF INTRADAY TREND
20.6% of stocks are above today's open.  (78.4% are below).
6.7% of stocks are above today's open and yesterday's close.
78.3% are below both.
3.0% of stocks opened above yesterday's close.  (96.7% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.5% of stocks are in the top 10% of today's range.
1.8% are in the top 20%.
12.8% are in the top half .  87.2% of stocks are in the bottom half of today's range.
67.1% are in the bottom 20%.
53.8% are in the bottom 10%.

GAIN
7.0% of stocks are above breakeven.  (93.0% are below b/e.)
0.2% are up 4.5% or more.  22.9% are down 4.5% or more.
0.5% are up 3.5% or more.  36.3% are down 3.5% or more.
15.0% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.8%...>=90:1.9%...>=80:3.3%...>=50:20.3%...<=20:11.1%...<=10:2.4%...<=5:0.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.5%...>=50:84.1%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:86.4%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.9% above previous 1 highs, 68.1% below previous 1 lows
1.4% above previous 2 highs, 43.4% below previous 2 lows
1.4% above previous 3 highs, 6.1% below previous 3 lows
1.3% above previous 4 highs, 5.5% below previous 4 lows
1.1% above previous 5 highs, 4.6% below previous 5 lows
1.1% above previous 6 highs, 3.5% below previous 6 lows
1.1% above previous 7 highs, 1.8% below previous 7 lows
1.0% above previous 8 highs, 1.7% below previous 8 lows
1.0% above previous 9 highs, 1.5% below previous 9 lows
0.9% above previous 10 highs, 1.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  6.6% new highs, 0.3% new lows
21d:  6.6% new highs, 0.3% new lows
42d:  4.6% new highs, 0.3% new lows
63d:  3.9% new highs, 0.2% new lows
126d:  1.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  6.9% above, 93.1% below
3-day:  8.1% above, 91.9% below
4-day:  24.7% above, 75.3% below
5-day:  44.0% above, 56.0% below
8-day:  67.5% above, 32.5% below
10-day:  76.0% above, 24.0% below
20-day:  88.1% above, 11.9% below
50-day:  84.9% above, 15.1% below
200-day:  33.4% above, 66.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(71):  -1.42% Top=PPS ELS BRE CUBE AVB UDR CPT ESS ..... OFC PCH MFA DDR LHO DRH CBG JLL=Bottom (Real Estate)
RETA(73):  -1.74% Top=PIR CAB DG DLTR BBBY FDO TIF EZPW ..... ASNA CHS ARO GES JNY OMX BID DANG=Bottom (Retail & Specialty Retail)
HEAL(50):  -1.84% Top=HUM HCA MASI BSX WLP CVH AGP BAX ..... DVA SYK HNT XRAY CVD HLS CI LIFE=Bottom (Health)
LEIS(27):  -1.95% Top=ARCO PNK PNRA SBUX WEN DPZ MCD YUM ..... WYN PCLN HOT EXPE WYNN MAR MGM MPEL=Bottom (Leisure)
CONS(55):  -2.10% Top=SKX CROX SCSS NUS CTB HAS CHD NKE ..... HAR IP XRX CRI TUP LII OI FOSL=Bottom (Consumer)
INSU(42):  -2.32% Top=MBI VR PTP AXS PRE RNR AJG WSH ..... MET PL HIG CNO PRU AIG GNW LNC=Bottom (Insurance)
TRAN(24):  -2.37% Top=DAL UAL ALK NSC CHRW GLNG WERN ODFL ..... FDX HUBG JBHT EXPD TDW CSX TRN CP=Bottom (Transportation)
DISV(45):  -2.48% Top=HMSY VRSK ULTA AAN PAYX VPRT HRB ATHN ..... URI RRR ACTG HTZ MELI MAN ESI RBA=Bottom (Diversified Services)
COSW(63):  -2.56% Top=SWI ADBE SXCI VCLK ACOM FTNT CDNS NLSN ..... AKAM ARBA INFA QLIK SYMC YHOO SINA SOHU=Bottom (Computer Software/Internet)
COHW(45):  -2.60% Top=ADTN NTGR BCE LVLT AAPL CSCO FTR RCI ..... PLCM PCS RVBD JDSU ARUN RIMM OCZ NIHD=Bottom (Computer Hardware/Telecom)
MATE(29):  -2.98% Top=SHAW MDR SRCL FAST MTZ RSG WCN SHW ..... DHI FWLT FLR LPX VMC PHM KBH USG=Bottom (Materials & Construction)
FINA(85):  -3.39% Top=SLM CBOE HCBK EFX CSE NYB OCN SBNY ..... LM GHL TROW BLK BAC MS JNS JEF=Bottom (Banks/Financials)
ELEC(62):  -3.57% Top=SPRD XLNX PMCS KLAC BRKR MRVL MCHP LSI ..... VSH IO GLW FSLR GTAT A WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43):  -3.86% Top=PCP PPO ITW IEX SNA GTLS PNR DRC ..... DOV GTI RBC ENS TEX MTW ATI RTI=Bottom (Manufacturing)
CHEM(29):  -4.41% Top=AGU DD VAL GRA SMG RPM ALB PPG ..... CYT POT CE MOS EMN SOA IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(94):  -4.47% Top=NXY PAA EPD EEP KMP MWE INT ETE ..... BBG FST KWK BAS WLL VLO ATPG PDS=Bottom (Energy)
META(38):  -5.68% Top=AEM RGLD SSRI NEM GG ABX IAG KGC ..... CNX SWC X JAG AKS ANR JRCC ACI=Bottom (Metals & Mining)

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 @ 2:46 pm
Market Stats at 3:46 pm ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY'S RANGE
2.4% of stocks are above yesterday's high.
13.4% are above yesterday's midpoint.  (86.6% are below.)
61.4% are below yesterday's low.
36.2% are inside yesterday's range.
12.2% of stocks with today's high > yesterday's high.  (87.8% less than).
79.4% of stocks with today's low < yesterday's low.  (20.6% greater than).

EVIDENCE OF INTRADAY TREND
27.1% of stocks are above today's open.  (72.3% are below).
8.5% of stocks are above today's open and yesterday's close.
72.0% are below both.
3.0% of stocks opened above yesterday's close.  (96.7% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
0.5% of stocks are in the top 10% of today's range.
3.1% are in the top 20%.
19.7% are in the top half .  80.3% of stocks are in the bottom half of today's range.
54.1% are in the bottom 20%.
38.6% are in the bottom 10%.

GAIN
9.1% of stocks are above breakeven.  (90.9% are below b/e.)
0.3% are up 4.5% or more.  17.5% are down 4.5% or more.
0.5% are up 3.5% or more.  31.8% are down 3.5% or more.
19.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:0.8%...>=90:2.3%...>=80:4.9%...>=50:25.3%...<=20:9.0%...<=10:1.9%...<=5:0.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:0.7%...>=50:85.4%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:87.3%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.4% above previous 1 highs, 61.4% below previous 1 lows
1.6% above previous 2 highs, 37.3% below previous 2 lows
1.6% above previous 3 highs, 4.6% below previous 3 lows
1.5% above previous 4 highs, 4.0% below previous 4 lows
1.4% above previous 5 highs, 3.7% below previous 5 lows
1.4% above previous 6 highs, 3.1% below previous 6 lows
1.4% above previous 7 highs, 1.6% below previous 7 lows
1.3% above previous 8 highs, 1.6% below previous 8 lows
1.3% above previous 9 highs, 1.3% below previous 9 lows
1.1% above previous 10 highs, 1.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  6.4% new highs, 0.3% new lows
21d:  6.4% new highs, 0.3% new lows
42d:  4.5% new highs, 0.3% new lows
63d:  3.9% new highs, 0.2% new lows
126d:  1.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  8.8% above, 91.2% below
3-day:  9.5% above, 90.5% below
4-day:  30.4% above, 69.6% below
5-day:  50.3% above, 49.7% below
8-day:  71.7% above, 28.3% below
10-day:  79.0% above, 21.0% below
20-day:  89.3% above, 10.7% below
50-day:  86.1% above, 13.9% below
200-day:  33.7% above, 66.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(71):  -1.04% Top=PPS ELS CUBE BRE UDR ESS CPT DLR ..... PCH LHO DRH SLG MFA DDR CBG JLL=Bottom (Real Estate)
RETA(73):  -1.52% Top=PIR CAB DG DLTR GNC BBBY FDO TIF ..... EBAY ARO CHS OMX GES JNY BID DANG=Bottom (Retail & Specialty Retail)
HEAL(50):  -1.65% Top=HUM HCA MASI BSX WLP CVH AGP WCG ..... DVA SYK CVD XRAY HLS HNT LIFE CI=Bottom (Health)
LEIS(27):  -1.66% Top=PNK ARCO PNRA DPZ SBUX MCD WEN YUM ..... WYN PCLN HOT WYNN EXPE MGM MAR MPEL=Bottom (Leisure)
CONS(55):  -1.79% Top=SKX CROX SCSS NUS HAS CHD NKE CTB ..... IP NWL XRX CRI TUP LII FOSL OI=Bottom (Consumer)
TRAN(24):  -2.06% Top=DAL ALK UAL GLNG ODFL WERN NSC CHRW ..... CNW HUBG EXPD LCC CSX CP TDW TRN=Bottom (Transportation)
DISV(45):  -2.09% Top=HMSY VRSK ULTA ATHN RCII LPS VPRT PAYX ..... ACTG JEC RRR HTZ MAN MELI ESI RBA=Bottom (Diversified Services)
INSU(42):  -2.10% Top=VR PTP AXS RNR WSH SLF AJG TRH ..... PL HIG MBI PRU CNO AIG GNW LNC=Bottom (Insurance)
COSW(63):  -2.24% Top=SWI VCLK ADBE ACOM FTNT SXCI CDNS ROVI ..... ARBA INFA AKAM QLIK SYMC YHOO SINA SOHU=Bottom (Computer Software/Internet)
COHW(45):  -2.32% Top=NTGR BCE ADTN RCI FTR LVLT AAPL WIN ..... CIEN HPQ RIMM JDSU ARUN OCZ RVBD NIHD=Bottom (Computer Hardware/Telecom)
MATE(29):  -2.70% Top=SHAW MDR SRCL MTZ FAST WCN SHW RSG ..... DHI FWLT LPX FLR VMC PHM KBH USG=Bottom (Materials & Construction)
FINA(85):  -2.94% Top=SLM CBOE BNS UMPQ OCN EFX CSE NYB ..... GS GHL TROW BLK BAC MS JEF JNS=Bottom (Banks/Financials)
ELEC(62):  -3.32% Top=SPRD XLNX PMCS BRKR KLAC MCHP LSI MRVL ..... VSH NXPI GLW GTAT FSLR A WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43):  -3.50% Top=PCP PPO ITW GTLS SNA IEX PNR DRC ..... DOV RBC GTI ENS TEX MTW ATI RTI=Bottom (Manufacturing)
ENER(94):  -4.08% Top=NXY PAA EPD INT EEP KMP MWE RES ..... BBG PDS OAS WLL BAS ATPG FST VLO=Bottom (Energy)
CHEM(29):  -4.10% Top=AGU VAL DD RPM SMG GRA ALB PPG ..... CYT POT MOS CHMT EMN SOA IPI HUN=Bottom (Chemicals/Fertilizers)
META(38):  -5.41% Top=AEM RGLD GG NEM KGC ABX IAG NUE ..... CNX JAG ANR AKS SWC JRCC X ACI=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces)  Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month.  All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:46 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:10 pm
Market Stats at 3:10 pm ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY'S RANGE
4.1% of stocks are above yesterday's high.
18.3% are above yesterday's midpoint.  (81.7% are below.)
49.8% are below yesterday's low.
46.1% are inside yesterday's range.
12.3% of stocks with today's high > yesterday's high.  (87.7% less than).
78.1% of stocks with today's low < yesterday's low.  (21.9% greater than).

EVIDENCE OF INTRADAY TREND
39.7% of stocks are above today's open.  (59.7% are below).
12.7% of stocks are above today's open and yesterday's close.
59.5% are below both.
3.0% of stocks opened above yesterday's close.  (96.7% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
2.1% of stocks are in the top 10% of today's range.
8.9% are in the top 20%.
39.5% are in the top half .  60.5% of stocks are in the bottom half of today's range.
29.2% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN
13.4% of stocks are above breakeven.  (86.6% are below b/e.)
0.3% are up 4.5% or more.  10.6% are down 4.5% or more.
0.7% are up 3.5% or more.  21.9% are down 3.5% or more.
26.9% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:1.8%...>=90:4.7%...>=80:8.3%...>=50:34.4%...<=20:6.7%...<=10:1.5%...<=5:0.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.1%...>=50:88.5%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:89.4%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.1% above previous 1 highs, 49.8% below previous 1 lows
2.1% above previous 2 highs, 26.3% below previous 2 lows
2.1% above previous 3 highs, 2.6% below previous 3 lows
1.9% above previous 4 highs, 2.4% below previous 4 lows
1.8% above previous 5 highs, 2.3% below previous 5 lows
1.8% above previous 6 highs, 1.8% below previous 6 lows
1.8% above previous 7 highs, 0.8% below previous 7 lows
1.8% above previous 8 highs, 0.7% below previous 8 lows
1.8% above previous 9 highs, 0.7% below previous 9 lows
1.7% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  6.4% new highs, 0.3% new lows
21d:  6.4% new highs, 0.3% new lows
42d:  4.5% new highs, 0.3% new lows
63d:  3.8% new highs, 0.2% new lows
126d:  1.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  12.9% above, 87.1% below
3-day:  13.8% above, 86.2% below
4-day:  41.3% above, 58.7% below
5-day:  61.9% above, 38.1% below
8-day:  77.6% above, 22.4% below
10-day:  82.9% above, 17.1% below
20-day:  90.8% above, 9.2% below
50-day:  86.9% above, 13.1% below
200-day:  35.7% above, 64.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(72):  -0.56% Top=PPS BRE CUBE ELS DCT CPT ESS UDR ..... IVR OFC DRH DDR PCH MFA CBG JLL=Bottom (Real Estate)
RETA(73):  -0.80% Top=PIR CAB DG GNC BBBY DLTR TIF FDO ..... ARO OMX GES EBAY CHS BID JNY DANG=Bottom (Retail & Specialty Retail)
HEAL(50):  -1.04% Top=HUM HCA AGP WLP MASI CVH BSX WCG ..... LNCR DVA HLS HNT SYK CI XRAY LIFE=Bottom (Health)
LEIS(27):  -1.14% Top=PNK ARCO DPZ SBUX WEN PNRA MCD YUM ..... LVS PCLN HOT MGM WYNN MAR EXPE MPEL=Bottom (Leisure)
CONS(55):  -1.20% Top=CROX SCSS SKX NUS HAS CTB CHD NKE ..... HBI IP XRX TUP LII OI CRI FOSL=Bottom (Consumer)
TRAN(24):  -1.42% Top=UAL ALK GLNG DAL ODFL WERN CHRW NSC ..... JBHT LCC CSX HUBG TRN TDW EXPD CP=Bottom (Transportation)
INSU(42):  -1.52% Top=PTP VR AXS RNR WSH AJG SLF RE ..... CNO AGO MET PRU MBI GNW AIG LNC=Bottom (Insurance)
DISV(45):  -1.63% Top=HMSY VRSK ULTA AAN ATHN LPS VPRT MCO ..... RRR JEC ACTG HTZ MAN MELI ESI RBA=Bottom (Diversified Services)
COSW(63):  -1.84% Top=VCLK SWI ADBE ACOM SXCI FTNT BSFT CDNS ..... INFA QLIK AKAM LNKD YHOO SYMC SINA SOHU=Bottom (Computer Software/Internet)
COHW(45):  -1.86% Top=NTGR RCI ADTN FTR BCE AAPL LVLT WIN ..... VIP ARUN JDSU RVBD RIMM PLCM OCZ NIHD=Bottom (Computer Hardware/Telecom)
MATE(29):  -1.95% Top=SHAW MDR MTZ FAST SRCL RSG WCN DAR ..... LPX CVA FWLT FLR VMC PHM KBH USG=Bottom (Materials & Construction)
FINA(85):  -2.21% Top=SLM CBOE CSE UMPQ BNS EFX SBNY CMA ..... GS TROW GHL BAC BLK JNS MS JEF=Bottom (Banks/Financials)
MANU(43):  -2.70% Top=PPO PCP GTLS ITW IEX KMT PNR PLL ..... GTI RBC DOV RS TEX RTI MTW ATI=Bottom (Manufacturing)
ELEC(62):  -2.86% Top=SPRD PMCS XLNX KLAC MCHP ITRI SNPS LSI ..... SNDK TER GLW FSLR A GTAT WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94):  -3.40% Top=NXY INT PAA EPD KMP EEP MWE SE ..... BAS HP WLL BBG FST ATPG PDS VLO=Bottom (Energy)
CHEM(29):  -3.40% Top=AGU VAL RPM DD SMG GRA PPG OLN ..... CE ASH EMN POT MOS SOA IPI HUN=Bottom (Chemicals/Fertilizers)
META(38):  -4.87% Top=AEM RGLD KGC GG ABX IAG NUE EXK ..... STLD JAG ANR X AKS ACI SWC JRCC=Bottom (Metals & Mining)

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 3:10 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:24 pm
Market Stats at 2:23 pm ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 877.

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

COMPARED TO YESTERDAY'S RANGE
5.9% of stocks are above yesterday's high.
25.5% are above yesterday's midpoint.  (74.5% are below.)
40.9% are below yesterday's low.
53.1% are inside yesterday's range.
12.1% of stocks with today's high > yesterday's high.  (87.9% less than).
77.8% of stocks with today's low < yesterday's low.  (22.2% greater than).

EVIDENCE OF INTRADAY TREND
48.1% of stocks are above today's open.  (51.0% are below).
18.5% of stocks are above today's open and yesterday's close.
50.5% are below both.
3.0% of stocks opened above yesterday's close.  (96.6% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
11.4% of stocks are in the top 10% of today's range.
24.3% are in the top 20%.
57.6% are in the top half .  42.4% of stocks are in the bottom half of today's range.
11.9% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
19.6% of stocks are above breakeven.  (80.4% are below b/e.)
0.5% are up 4.5% or more.  7.8% are down 4.5% or more.
0.9% are up 3.5% or more.  16.5% are down 3.5% or more.
35.3% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.1%...>=90:6.4%...>=80:11.9%...>=50:42.8%...<=20:5.6%...<=10:1.1%...<=5:0.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.5%...>=50:90.8%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:90.3%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.9% above previous 1 highs, 40.9% below previous 1 lows
3.4% above previous 2 highs, 19.7% below previous 2 lows
3.4% above previous 3 highs, 1.8% below previous 3 lows
3.4% above previous 4 highs, 1.8% below previous 4 lows
3.4% above previous 5 highs, 1.6% below previous 5 lows
3.3% above previous 6 highs, 1.1% below previous 6 lows
3.3% above previous 7 highs, 0.7% below previous 7 lows
3.2% above previous 8 highs, 0.6% below previous 8 lows
3.2% above previous 9 highs, 0.5% below previous 9 lows
3.1% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  6.4% new highs, 0.3% new lows
21d:  6.4% new highs, 0.3% new lows
42d:  4.4% new highs, 0.3% new lows
63d:  3.8% new highs, 0.2% new lows
126d:  1.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  18.8% above, 81.2% below
3-day:  18.6% above, 81.4% below
4-day:  49.9% above, 50.1% below
5-day:  70.7% above, 29.3% below
8-day:  81.1% above, 18.9% below
10-day:  85.1% above, 14.9% below
20-day:  91.7% above, 8.3% below
50-day:  87.9% above, 12.1% below
200-day:  37.3% above, 62.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(72):  -0.31% Top=PPS BRE CUBE CPT DCT ELS ESS NNN ..... CLI ARE IVR PCH DDR MFA CBG JLL=Bottom (Real Estate)
RETA(73):  -0.56% Top=PIR CAB DLTR BBBY FDO TIF SPLS DG ..... ARO OMX EBAY GES CHS BID JNY DANG=Bottom (Retail & Specialty Retail)
HEAL(50):  -0.80% Top=HUM HCA AGP WLP CVH MASI ISRG BSX ..... ZMH SYK DVA XRAY HLS HNT CI LIFE=Bottom (Health)
LEIS(27):  -0.83% Top=PNK SBUX WEN PNRA DPZ ARCO MCD YUM ..... LVS PCLN MGM HOT WYNN MAR EXPE MPEL=Bottom (Leisure)
CONS(55):  -0.84% Top=CROX SCSS SKX CTB NUS HAS NKE CHD ..... XRX IP OI LII TUP CRI NWL FOSL=Bottom (Consumer)
TRAN(24):  -1.00% Top=UAL GLNG ODFL ALK WERN NSC DAL CHRW ..... LCC CSX TK CP EXPD HUBG TRN TDW=Bottom (Transportation)
INSU(42):  -1.04% Top=PTP RNR AXS SLF VR WSH AJG TMK ..... AGO MET CNO PRU GNW MBI AIG LNC=Bottom (Insurance)
DISV(45):  -1.23% Top=HMSY VRSK ULTA MCO RCII PAYX RRD LPS ..... RRR JEC HTZ ACTG MAN MELI ESI RBA=Bottom (Diversified Services)
MATE(29):  -1.28% Top=SHAW MDR MTZ SRCL FAST MDC RSG MLM ..... LPX FLR CVA FWLT PHM VMC KBH USG=Bottom (Materials & Construction)
COSW(63):  -1.44% Top=BSFT ACOM SWI ADBE VCLK SXCI ROVI MDRX ..... QLIK RHT SYMC LNKD YHOO AKAM SINA SOHU=Bottom (Computer Software/Internet)
FINA(85):  -1.51% Top=SLM UMPQ CBOE FITB CMA EFX CSE SBNY ..... WDR TROW BAC GHL BLK MS JNS JEF=Bottom (Banks/Financials)
COHW(45):  -1.54% Top=NTGR RCI ADTN FTR AAPL BCE LVLT JNPR ..... HPQ ARUN CIEN RIMM VIP PLCM OCZ NIHD=Bottom (Computer Hardware/Telecom)
MANU(43):  -2.27% Top=PCP PPO GTLS ITW IEX PNR KMT PLL ..... GTI RBC TEX RS DOV MTW ATI RTI=Bottom (Manufacturing)
ELEC(62):  -2.57% Top=SPRD PMCS XLNX KLAC MRVL ITRI SNPS MCHP ..... CRUS FSL GTAT VSH A FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -2.97% Top=AGU RPM SMG GRA DD VAL CBT PPG ..... ASH CHMT EMN POT MOS SOA IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(95):  -3.08% Top=NXY INT PAA EPD RES EEP KMP MWE ..... HP PDS WLL KWK BBG ATPG FST VLO=Bottom (Energy)
META(38):  -4.29% Top=RGLD AEM KGC GG IAG ABX NEM SSRI ..... CNX X SWC ANR JAG ACI AKS JRCC=Bottom (Metals & Mining)

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 2:23 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:41 pm
Market Stats at 1:41 pm ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY'S RANGE
5.9% of stocks are above yesterday's high.
27.2% are above yesterday's midpoint.  (72.8% are below.)
38.4% are below yesterday's low.
55.7% are inside yesterday's range.
11.0% of stocks with today's high > yesterday's high.  (89.0% less than).
77.7% of stocks with today's low < yesterday's low.  (22.3% greater than).

EVIDENCE OF INTRADAY TREND
51.2% of stocks are above today's open.  (48.1% are below).
19.7% of stocks are above today's open and yesterday's close.
47.5% are below both.
3.0% of stocks opened above yesterday's close.  (96.7% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
21.1% of stocks are in the top 10% of today's range.
32.7% are in the top 20%.
62.6% are in the top half .  37.4% of stocks are in the bottom half of today's range.
6.7% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN
20.6% of stocks are above breakeven.  (79.4% are below b/e.)
0.5% are up 4.5% or more.  6.7% are down 4.5% or more.
0.9% are up 3.5% or more.  14.1% are down 3.5% or more.
37.1% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.5%...>=90:7.1%...>=80:12.2%...>=50:44.3%...<=20:4.9%...<=10:1.1%...<=5:0.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.6%...>=50:91.0%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:90.9%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.9% above previous 1 highs, 38.4% below previous 1 lows
3.4% above previous 2 highs, 17.5% below previous 2 lows
3.4% above previous 3 highs, 1.6% below previous 3 lows
3.4% above previous 4 highs, 1.6% below previous 4 lows
3.3% above previous 5 highs, 1.5% below previous 5 lows
3.3% above previous 6 highs, 1.1% below previous 6 lows
3.3% above previous 7 highs, 0.6% below previous 7 lows
3.3% above previous 8 highs, 0.6% below previous 8 lows
3.3% above previous 9 highs, 0.5% below previous 9 lows
3.2% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  5.8% new highs, 0.3% new lows
21d:  5.8% new highs, 0.3% new lows
42d:  4.0% new highs, 0.3% new lows
63d:  3.5% new highs, 0.2% new lows
126d:  1.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  20.2% above, 79.8% below
3-day:  19.8% above, 80.2% below
4-day:  51.1% above, 48.9% below
5-day:  72.3% above, 27.7% below
8-day:  83.2% above, 16.8% below
10-day:  86.5% above, 13.5% below
20-day:  92.0% above, 8.0% below
50-day:  87.9% above, 12.1% below
200-day:  37.4% above, 62.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(73):  -0.39% Top=PIR CAB FDO DLTR TIF DG BBBY GNC ..... ARO GES OMX CHS EBAY BID JNY DANG=Bottom (Retail & Specialty Retail)
REAL(71):  -0.45% Top=PPS BRE CUBE CPT NLY VNO NNN ELS ..... IVR ARE HST DDR PCH MFA CBG JLL=Bottom (Real Estate)
LEIS(27):  -0.56% Top=PNK SBUX ARCO DPZ WEN CAKE PNRA MCD ..... WYN WYNN MGM HOT PCLN MAR EXPE MPEL=Bottom (Leisure)
CONS(55):  -0.57% Top=CROX SKX SCSS CTB NUS TPX WWW HAS ..... SEE XRX OI IP TUP LII CRI FOSL=Bottom (Consumer)
HEAL(50):  -0.65% Top=HUM HCA AGP WLP BSX CNC WCG ISRG ..... XRAY VOLC HNT SYK CI DVA HLS LIFE=Bottom (Health)
INSU(42):  -0.96% Top=PTP RNR AXS TMK SLF WSH VR MMC ..... PRU L CNO HIG MBI AIG GNW LNC=Bottom (Insurance)
DISV(45):  -0.99% Top=HMSY ULTA RCII VRSK PAYX LPS MCO APOL ..... RRR JEC ACTG HTZ MAN ESI MELI RBA=Bottom (Diversified Services)
TRAN(24):  -1.13% Top=UAL GLNG ALK ODFL WERN NSC CHRW DAL ..... LUV TRN EXPD LCC CSX TDW HUBG CP=Bottom (Transportation)
MATE(29):  -1.18% Top=SHAW MTZ MDR SRCL RSG FAST WCN MLM ..... FLR LPX FWLT CVA PHM VMC USG KBH=Bottom (Materials & Construction)
COSW(63):  -1.30% Top=SWI ACOM ADBE VCLK BSFT ROVI CDNS SXCI ..... ERTS LNKD QLIK AKAM YHOO SYMC SINA SOHU=Bottom (Computer Software/Internet)
FINA(85):  -1.33% Top=TCBI FITB UMPQ CMA EFX SUSQ USB CSE ..... GS TROW GHL BAC BLK MS JNS JEF=Bottom (Banks/Financials)
COHW(45):  -1.37% Top=NTGR FTR RCI ADTN JNPR AAPL BCE LVLT ..... RVBD HPQ CIEN ARUN VIP PLCM OCZ NIHD=Bottom (Computer Hardware/Telecom)
MANU(43):  -2.11% Top=PCP PPO GTLS ITW IEX KMT MHK PNR ..... ENS TEX GTI DOV RS MTW ATI RTI=Bottom (Manufacturing)
ELEC(62):  -2.32% Top=XLNX PMCS SPRD BRKR ITRI LSI KLAC MRVL ..... TER FSL VSH GTAT A FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -2.82% Top=AGU SMG VAL RPM DD GRA PX OLN ..... ASH EMN CYT POT MOS SOA IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(94):  -3.08% Top=NXY INT PAA EPD REXX RES ETP EEP ..... PDS HP BBG OAS KWK WLL ATPG VLO=Bottom (Energy)
META(38):  -4.09% Top=RGLD AEM KGC GG ABX IAG NEM CLD ..... ACI STLD SWC X ANR CNX JRCC AKS=Bottom (Metals & Mining)

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 1:41 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am
Market Stats at 12:19 pm ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY'S RANGE
3.7% of stocks are above yesterday's high.
19.9% are above yesterday's midpoint.  (80.1% are below.)
48.9% are below yesterday's low.
47.5% are inside yesterday's range.
9.6% of stocks with today's high > yesterday's high.  (90.4% less than).
76.5% of stocks with today's low < yesterday's low.  (23.5% greater than).

EVIDENCE OF INTRADAY TREND
41.3% of stocks are above today's open.  (57.4% are below).
12.2% of stocks are above today's open and yesterday's close.
56.8% are below both.
3.0% of stocks opened above yesterday's close.  (96.6% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
4.1% of stocks are in the top 10% of today's range.
15.4% are in the top 20%.
44.6% are in the top half .  55.4% of stocks are in the bottom half of today's range.
30.5% are in the bottom 20%.
21.3% are in the bottom 10%.

GAIN
13.6% of stocks are above breakeven.  (86.4% are below b/e.)
0.2% are up 4.5% or more.  11.3% are down 4.5% or more.
0.5% are up 3.5% or more.  19.6% are down 3.5% or more.
30.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.5%...>=90:4.8%...>=80:8.2%...>=50:36.0%...<=20:7.2%...<=10:1.8%...<=5:0.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.3%...>=50:88.7%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:90.0%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.7% above previous 1 highs, 48.9% below previous 1 lows
2.5% above previous 2 highs, 24.0% below previous 2 lows
2.5% above previous 3 highs, 2.4% below previous 3 lows
2.5% above previous 4 highs, 2.4% below previous 4 lows
2.4% above previous 5 highs, 2.4% below previous 5 lows
2.4% above previous 6 highs, 2.2% below previous 6 lows
2.4% above previous 7 highs, 1.0% below previous 7 lows
2.4% above previous 8 highs, 0.9% below previous 8 lows
2.4% above previous 9 highs, 0.9% below previous 9 lows
2.3% above previous 10 highs, 0.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  5.4% new highs, 0.3% new lows
21d:  5.4% new highs, 0.3% new lows
42d:  3.8% new highs, 0.3% new lows
63d:  3.4% new highs, 0.2% new lows
126d:  1.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  12.9% above, 87.1% below
3-day:  14.0% above, 86.0% below
4-day:  42.7% above, 57.3% below
5-day:  64.8% above, 35.2% below
8-day:  78.2% above, 21.8% below
10-day:  83.3% above, 16.7% below
20-day:  91.0% above, 9.0% below
50-day:  86.8% above, 13.2% below
200-day:  36.0% above, 64.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(71):  -0.55% Top=PPS HCP VNO DLR BRE FRT VTR DRE ..... HPT AIV DRH DDR PCH MFA CBG JLL=Bottom (Real Estate)
RETA(73):  -0.95% Top=PIR CAB FDO DLTR GNC ROST ORLY DG ..... GES ARO ANF CHS EBAY BID JNY DANG=Bottom (Retail & Specialty Retail)
CONS(55):  -0.99% Top=CROX SKX CTB TPX SCSS VFC CHD WWW ..... IP TUP SEE CRI HAR OI LII FOSL=Bottom (Consumer)
HEAL(50):  -1.20% Top=HUM AGP HCA WLP MASI ISRG WCG CNC ..... XRAY SYK DVA CI STJ LIFE HNT HLS=Bottom (Health)
LEIS(27):  -1.24% Top=SBUX MCD PNK PNRA DPZ YUM SIX CAKE ..... HMIN LVS HOT WYNN EXPE PCLN MAR MPEL=Bottom (Leisure)
INSU(42):  -1.34% Top=MMC WSH PTP AJG RNR AXS VR WRB ..... HIG AGO CNO PRU MBI AIG GNW LNC=Bottom (Insurance)
DISV(45):  -1.51% Top=HMSY VPRT ULTA RCII VRSK AAN R PAYX ..... DV JEC RRR ACTG MAN MELI RBA ESI=Bottom (Diversified Services)
TRAN(24):  -1.58% Top=ODFL WERN ALK CHRW UAL NSC UPS GLNG ..... FDX CP TK TRN TDW EXPD HUBG LCC=Bottom (Transportation)
COHW(45):  -1.75% Top=RCI FTR NTGR BCE AAPL WIN JNPR ADTN ..... CIEN JDSU VIP HPQ PCS OCZ NIHD PLCM=Bottom (Computer Hardware/Telecom)
COSW(63):  -1.81% Top=VCLK SWI ACOM ADBE BSFT ADP CDNS CTXS ..... PMTC LNKD AKAM QLIK YHOO SYMC SINA SOHU=Bottom (Computer Software/Internet)
FINA(85):  -1.87% Top=TCBI CMA USB SUSQ EFX ARCC BOH CBOE ..... TCB BAC GHL WDR BLK JNS MS JEF=Bottom (Banks/Financials)
MATE(29):  -2.09% Top=SHAW MDR SRCL MTZ FAST RSG WCN WM ..... MDC TOL FWLT RYL VMC USG KBH PHM=Bottom (Materials & Construction)
MANU(43):  -2.51% Top=PCP GTLS PPO ITW IEX PNR PLL MHK ..... DOV GTI RS TEX ENS ATI RTI MTW=Bottom (Manufacturing)
ELEC(62):  -2.79% Top=SPRD XLNX PMCS LSI ITRI BRKR MRVL MCHP ..... VECO SNDK VSH A GTAT FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -3.13% Top=AGU SMG VAL RPM GRA PX DD SIAL ..... EMN CYT POT CE MOS SOA IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(95):  -3.68% Top=PAA NBR EPD NXY ETP RES INT MWE ..... KWK FST BBG WLL OAS ATPG WTI VLO=Bottom (Energy)
META(38):  -4.27% Top=AEM RGLD IAG NEM KGC GG ABX SSRI ..... CNX STLD JAG ACI SWC ANR AKS JRCC=Bottom (Metals & Mining)

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 12:19 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:11 am
Market Stats at 12:10 pm ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY'S RANGE
5.4% of stocks are above yesterday's high.
23.9% are above yesterday's midpoint.  (76.1% are below.)
43.5% are below yesterday's low.
51.1% are inside yesterday's range.
9.5% of stocks with today's high > yesterday's high.  (90.5% less than).
76.1% of stocks with today's low < yesterday's low.  (23.9% greater than).

EVIDENCE OF INTRADAY TREND
45.4% of stocks are above today's open.  (53.4% are below).
15.0% of stocks are above today's open and yesterday's close.
52.6% are below both.
3.0% of stocks opened above yesterday's close.  (96.6% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
14.6% of stocks are in the top 10% of today's range.
26.1% are in the top 20%.
51.5% are in the top half .  48.5% of stocks are in the bottom half of today's range.
24.8% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN
16.1% of stocks are above breakeven.  (83.9% are below b/e.)
0.2% are up 4.5% or more.  9.7% are down 4.5% or more.
0.5% are up 3.5% or more.  17.9% are down 3.5% or more.
34.7% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:3.3%...>=90:5.9%...>=80:9.7%...>=50:40.5%...<=20:6.5%...<=10:1.5%...<=5:0.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.3%...>=50:89.6%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.1%...>=50:90.1%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.4% above previous 1 highs, 43.5% below previous 1 lows
3.4% above previous 2 highs, 19.9% below previous 2 lows
3.4% above previous 3 highs, 2.2% below previous 3 lows
3.4% above previous 4 highs, 2.1% below previous 4 lows
3.3% above previous 5 highs, 1.9% below previous 5 lows
3.3% above previous 6 highs, 1.9% below previous 6 lows
3.2% above previous 7 highs, 0.7% below previous 7 lows
3.2% above previous 8 highs, 0.6% below previous 8 lows
3.2% above previous 9 highs, 0.6% below previous 9 lows
3.1% above previous 10 highs, 0.6% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  5.4% new highs, 0.3% new lows
21d:  5.4% new highs, 0.3% new lows
42d:  3.8% new highs, 0.3% new lows
63d:  3.4% new highs, 0.2% new lows
126d:  1.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  15.6% above, 84.4% below
3-day:  17.5% above, 82.5% below
4-day:  47.0% above, 53.0% below
5-day:  67.5% above, 32.5% below
8-day:  80.5% above, 19.5% below
10-day:  84.4% above, 15.6% below
20-day:  91.6% above, 8.4% below
50-day:  87.6% above, 12.4% below
200-day:  36.8% above, 63.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(71):  -0.34% Top=PPS DLR HCP VNO DRE BRE FRT VTR ..... AIV IVR PCH DRH DDR MFA CBG JLL=Bottom (Real Estate)
CONS(55):  -0.76% Top=CROX SKX CTB SCSS TPX WWW CHD VFC ..... BC SEE TUP CRI HAR OI LII FOSL=Bottom (Consumer)
RETA(73):  -0.77% Top=PIR CAB FDO DLTR GNC ROST TIF ORLY ..... ARO ANF OMX CHS EBAY BID JNY DANG=Bottom (Retail & Specialty Retail)
LEIS(27):  -1.00% Top=SBUX PNRA MCD DPZ PNK YUM WEN CAKE ..... ARCO HOT LVS EXPE WYNN PCLN MAR MPEL=Bottom (Leisure)
HEAL(50):  -1.05% Top=HUM AGP HCA WLP WCG ISRG CNC BSX ..... BKD HOLX XRAY STJ LIFE HNT CI HLS=Bottom (Health)
INSU(42):  -1.25% Top=MMC WSH PTP AJG RNR AXS WRB SLF ..... CNO HIG AGO PRU AIG MBI GNW LNC=Bottom (Insurance)
DISV(45):  -1.27% Top=HMSY VPRT ULTA RCII R VRSK AAN WTW ..... SFLY JEC RRR ACTG MAN MELI ESI RBA=Bottom (Diversified Services)
TRAN(24):  -1.32% Top=ODFL WERN ALK UAL NSC CHRW GLNG JBHT ..... FDX CP TRN TDW TK EXPD HUBG LCC=Bottom (Transportation)
COHW(45):  -1.57% Top=RCI NTGR FTR BCE AAPL JNPR ADTN APKT ..... TDS JDSU PCS VIP HPQ OCZ NIHD PLCM=Bottom (Computer Hardware/Telecom)
COSW(63):  -1.65% Top=VCLK BSFT SWI ADBE CDNS ADP CTXS ACOM ..... PMTC LNKD AKAM YHOO QLIK SYMC SINA SOHU=Bottom (Computer Software/Internet)
FINA(85):  -1.69% Top=TCBI SUSQ CMA USB NYB EFX BOH CBSH ..... LM WDR GHL BLK BAC JNS MS JEF=Bottom (Banks/Financials)
MATE(29):  -1.83% Top=SHAW MDR SRCL MTZ FAST RSG WCN SHW ..... FWLT DHI FLR MDC VMC USG KBH PHM=Bottom (Materials & Construction)
MANU(43):  -2.15% Top=PCP PPO IEX ITW PNR PLL AOS GTLS ..... DOV GTI RS TEX ENS ATI RTI MTW=Bottom (Manufacturing)
ELEC(62):  -2.61% Top=SPRD XLNX PMCS ITRI LSI BRKR SNPS MRVL ..... IO SNDK VECO A GTAT FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -2.88% Top=AGU SMG VAL GRA RPM DD PX SIAL ..... CYT EMN MOS SOA POT CE IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(95):  -3.51% Top=PAA NBR EPD NXY RES INT ETP MWE ..... WNR WLL BBG OAS FST ATPG WTI VLO=Bottom (Energy)
META(38):  -4.00% Top=AEM RGLD IAG NEM KGC ABX GG SSRI ..... X CNX STLD ACI SWC ANR AKS JRCC=Bottom (Metals & Mining)

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 12:10 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:23 am
Market Stats at 11:22 am ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY'S RANGE
4.1% of stocks are above yesterday's high.
20.3% are above yesterday's midpoint.  (79.7% are below.)
46.1% are below yesterday's low.
49.8% are inside yesterday's range.
8.2% of stocks with today's high > yesterday's high.  (91.8% less than).
75.7% of stocks with today's low < yesterday's low.  (24.3% greater than).

EVIDENCE OF INTRADAY TREND
43.7% of stocks are above today's open.  (55.8% are below).
12.2% of stocks are above today's open and yesterday's close.
55.3% are below both.
3.0% of stocks opened above yesterday's close.  (96.6% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
5.9% of stocks are in the top 10% of today's range.
18.9% are in the top 20%.
49.5% are in the top half .  50.5% of stocks are in the bottom half of today's range.
26.6% are in the bottom 20%.
16.8% are in the bottom 10%.

GAIN
13.2% of stocks are above breakeven.  (86.8% are below b/e.)
0.2% are up 4.5% or more.  9.4% are down 4.5% or more.
0.2% are up 3.5% or more.  17.5% are down 3.5% or more.
31.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.5%...>=90:4.9%...>=80:9.4%...>=50:37.4%...<=20:6.7%...<=10:1.6%...<=5:0.7%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.1%...>=50:89.2%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:89.7%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.1% above previous 1 highs, 46.1% below previous 1 lows
2.2% above previous 2 highs, 22.4% below previous 2 lows
2.2% above previous 3 highs, 2.5% below previous 3 lows
2.2% above previous 4 highs, 2.3% below previous 4 lows
2.2% above previous 5 highs, 2.2% below previous 5 lows
2.2% above previous 6 highs, 2.1% below previous 6 lows
2.2% above previous 7 highs, 0.8% below previous 7 lows
2.2% above previous 8 highs, 0.8% below previous 8 lows
2.2% above previous 9 highs, 0.7% below previous 9 lows
2.1% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  4.3% new highs, 0.3% new lows
21d:  4.3% new highs, 0.3% new lows
42d:  3.1% new highs, 0.3% new lows
63d:  3.0% new highs, 0.2% new lows
126d:  1.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  12.7% above, 87.3% below
3-day:  15.6% above, 84.4% below
4-day:  44.3% above, 55.7% below
5-day:  65.8% above, 34.2% below
8-day:  77.9% above, 22.1% below
10-day:  83.7% above, 16.3% below
20-day:  91.6% above, 8.4% below
50-day:  87.7% above, 12.3% below
200-day:  36.5% above, 63.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(71):  -0.55% Top=DLR PPS ELS HCP FRT CUBE NLY HCN ..... CBL PCH LHO DRH MFA DDR CBG JLL=Bottom (Real Estate)
LEIS(27):  -0.74% Top=SBUX DPZ YUM PNK WYN PNRA CAKE MCD ..... PCLN WYNN HOT MAR HMIN EXPE ARCO MPEL=Bottom (Leisure)
CONS(55):  -0.87% Top=SKX SCSS CROX CTB WWW TPX VFC CHD ..... HBI CRI SEE TUP HAR LII OI FOSL=Bottom (Consumer)
RETA(73):  -0.94% Top=PIR CAB GNC DLTR IACI ROST BIG FDO ..... M AEO EBAY OMX CHS BID JNY DANG=Bottom (Retail & Specialty Retail)
HEAL(50):  -1.27% Top=HUM AGP HCA WLP MASI BSX CNC WCG ..... MDT LIFE HLS HNT SYK HOLX CI BKD=Bottom (Health)
TRAN(24):  -1.29% Top=UAL ODFL GLNG CHRW WERN NSC ALK UPS ..... LUV FDX TK TRN EXPD TDW HUBG LCC=Bottom (Transportation)
DISV(45):  -1.42% Top=HMSY VPRT RCII VRSK ULTA R CXW APOL ..... URI JEC ACTG MAN RRR ESI MELI RBA=Bottom (Diversified Services)
INSU(42):  -1.53% Top=MMC WSH AJG TMK PTP VR RNR WRB ..... MET AGO PRU HIG AIG MBI GNW LNC=Bottom (Insurance)
COSW(63):  -1.55% Top=SWI BSFT VCLK ACOM YNDX SXCI ADP IRM ..... AKAM PMTC LNKD QLIK SYMC YHOO SINA SOHU=Bottom (Computer Software/Internet)
COHW(45):  -1.73% Top=RCI NTGR AAPL BCE ADTN WIN SYNA FTR ..... JDSU TDS LXK PCS HPQ NIHD PLCM OCZ=Bottom (Computer Hardware/Telecom)
MATE(29):  -1.86% Top=SHAW SRCL MTZ FAST MDR RSG WCN SHW ..... TOL CVA FLR VMC MDC USG KBH PHM=Bottom (Materials & Construction)
FINA(85):  -2.09% Top=EFX FCFS CBOE USB BNS TCBI SUSQ CSH ..... LM BAC TCB GHL BLK JNS JEF MS=Bottom (Banks/Financials)
MANU(43):  -2.18% Top=PCP PPO PLL PNR ITW GTLS AOS IEX ..... GTI TEX RS DOV ENS ATI MTW RTI=Bottom (Manufacturing)
ELEC(62):  -2.59% Top=XLNX LSI PMCS SPRD ITRI BRKR MXIM TRMB ..... NVDA GLW VECO GTAT A FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -2.79% Top=VAL AGU SMG GRA SIAL DD PX RPM ..... DOW IFF CE EMN POT CYT IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(95):  -3.56% Top=PAA EPD NBR RES ETP ETE KMP NXY ..... WLL BRY OAS DNR RRC CRK ATPG VLO=Bottom (Energy)
META(38):  -3.81% Top=AEM IAG RGLD KGC ABX GG NEM SSRI ..... CMC SWC ACI CENX STLD AKS ANR JRCC=Bottom (Metals & Mining)

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 11:22 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:14 am
Market Stats at 11:13 am ET
by daytrend on 20111031.  See the blog page "Market Stats Explained."
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY'S RANGE
4.3% of stocks are above yesterday's high.
24.0% are above yesterday's midpoint.  (76.0% are below.)
39.3% are below yesterday's low.
56.4% are inside yesterday's range.
8.2% of stocks with today's high > yesterday's high.  (91.8% less than).
74.8% of stocks with today's low < yesterday's low.  (25.2% greater than).

EVIDENCE OF INTRADAY TREND
50.0% of stocks are above today's open.  (49.5% are below).
15.6% of stocks are above today's open and yesterday's close.
49.0% are below both.
3.0% of stocks opened above yesterday's close.  (96.6% opened below yesterday's close).

COMPARED TO TODAY'S RANGE
20.9% of stocks are in the top 10% of today's range.
34.6% are in the top 20%.
61.1% are in the top half .  38.9% of stocks are in the bottom half of today's range.
15.9% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN
16.8% of stocks are above breakeven.  (83.2% are below b/e.)
0.2% are up 4.5% or more.  5.9% are down 4.5% or more.
0.5% are up 3.5% or more.  14.6% are down 3.5% or more.
37.4% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:2.9%...>=90:6.3%...>=80:12.9%...>=50:43.7%...<=20:5.7%...<=10:1.3%...<=5:0.6%...
9-day:  >=95:0.0%...>=90:0.0%...>=80:1.6%...>=50:90.2%...<=20:0.0%...<=10:0.0%...<=5:0.0%...
14-day:  >=95:0.0%...>=90:0.0%...>=80:0.0%...>=50:90.5%...<=20:0.0%...<=10:0.0%...<=5:0.0%...

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.3% above previous 1 highs, 39.3% below previous 1 lows
2.7% above previous 2 highs, 17.6% below previous 2 lows
2.7% above previous 3 highs, 2.1% below previous 3 lows
2.7% above previous 4 highs, 1.8% below previous 4 lows
2.6% above previous 5 highs, 1.7% below previous 5 lows
2.6% above previous 6 highs, 1.5% below previous 6 lows
2.6% above previous 7 highs, 0.8% below previous 7 lows
2.5% above previous 8 highs, 0.8% below previous 8 lows
2.5% above previous 9 highs, 0.7% below previous 9 lows
2.4% above previous 10 highs, 0.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY'S HIGH/LOW
20d:  4.3% new highs, 0.3% new lows
21d:  4.3% new highs, 0.3% new lows
42d:  3.1% new highs, 0.3% new lows
63d:  3.0% new highs, 0.2% new lows
126d:  1.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  16.2% above, 83.8% below
3-day:  19.5% above, 80.5% below
4-day:  50.1% above, 49.9% below
5-day:  70.2% above, 29.8% below
8-day:  80.9% above, 19.1% below
10-day:  84.9% above, 15.1% below
20-day:  92.1% above, 7.9% below
50-day:  88.0% above, 12.0% below
200-day:  37.2% above, 62.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(27):  -0.33% Top=PNK DPZ WYN SBUX PNRA YUM CMG CAKE ..... TXRH HOT MAR PCLN HMIN EXPE ARCO MPEL=Bottom (Leisure)
REAL(71):  -0.39% Top=DLR PPS FRT ELS CUBE HCP SKT NLY ..... KIM PCH LHO DDR DRH MFA CBG JLL=Bottom (Real Estate)
CONS(55):  -0.55% Top=CROX SCSS SKX WWW TPX UA VFC CTB ..... GT TUP SEE CRI HAR LII OI FOSL=Bottom (Consumer)
RETA(73):  -0.56% Top=PIR CAB GNC FDO BIG DLTR TIF IACI ..... ARO ANF OMX EBAY BID CHS JNY DANG=Bottom (Retail & Specialty Retail)
TRAN(24):  -1.02% Top=GLNG UAL ODFL CHRW NSC ALK WERN UPS ..... LUV TRN FDX TDW TK EXPD LCC HUBG=Bottom (Transportation)
DISV(45):  -1.04% Top=HMSY VPRT ULTA R RRD CXW RCII APOL ..... SAI DV ACTG RRR MAN ESI MELI RBA=Bottom (Diversified Services)
HEAL(50):  -1.15% Top=HUM AGP WLP HCA MASI BSX WCG CNC ..... XRAY MDT HNT LIFE SYK BKD HOLX CI=Bottom (Health)
COSW(63):  -1.30% Top=SWI BSFT VCLK SXCI YNDX ADP ACOM IRM ..... PMTC AKAM SYMC QLIK LNKD YHOO SINA SOHU=Bottom (Computer Software/Internet)
INSU(42):  -1.35% Top=MMC AJG WSH TMK PTP RNR WRB VR ..... MET AGO PRU HIG AIG MBI GNW LNC=Bottom (Insurance)
MATE(29):  -1.48% Top=SHAW MTZ FAST SRCL MDR RSG WCN DAR ..... LPX CVA FLR MDC VMC USG KBH PHM=Bottom (Materials & Construction)
COHW(45):  -1.49% Top=RCI WIN NTGR ADTN BCE AAPL JNPR WDC ..... JDSU LXK TDS NIHD HPQ PCS PLCM OCZ=Bottom (Computer Hardware/Telecom)
MANU(43):  -1.76% Top=PPO PCP GTLS KMT PLL PNR AOS ITW ..... TEX GTI RS DOV ENS MTW ATI RTI=Bottom (Manufacturing)
FINA(85):  -1.81% Top=FCFS EFX CBOE SUSQ USB AXP BNS ACAS ..... TCB JNS LM BLK BAC GHL JEF MS=Bottom (Banks/Financials)
ELEC(62):  -2.28% Top=LSI XLNX PMCS ITRI SPRD BRKR ROP TRMB ..... CRUS VECO GLW GTAT A FSLR WFR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29):  -2.47% Top=GRA VAL AGU SMG DD RPM SIAL PX ..... DOW EMN MOS IFF CYT POT IPI HUN=Bottom (Chemicals/Fertilizers)
ENER(95):  -3.23% Top=RES PAA NBR EPD ETP KMP NXY MWE ..... WLL FST WTI RRC DNR CRK ATPG VLO=Bottom (Energy)
META(38):  -3.53% Top=AEM IAG RGLD GG ABX KGC NEM SSRI ..... SWC CENX JAG STLD ACI ANR AKS JRCC=Bottom (Metals & Mining)

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 11:13 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/
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