daytrend

11/30/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 11/30/2011

Filed under: Persistence Lists - Daily — daytrend @ 4:06 pm

This file contains the tools and User Guide:  DaytrendTools_20111130.xls

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
92.2% of stocks are above yesterday’s high.
98.1% are above yesterday’s midpoint. (1.9% are below.)
0.5% are below yesterday’s low.
7.3% are inside yesterday’s range.
98.1% of stocks with today’s high > yesterday’s high. (1.9% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).

EVIDENCE OF INTRADAY TREND
81.3% of stocks are above today’s open. (18.1% are below).
81.2% of stocks are above today’s open and yesterday’s close.
1.7% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
53.9% of stocks are in the top 10% of today’s range.
66.4% are in the top 20%.
85.1% are in the top half . 14.9% of stocks are in the bottom half of today’s range.
2.4% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
98.2% of stocks are above yesterday’s close. (1.8% are below.)
59.4% are up 4.5% or more. 0.1% are down 4.5% or more.
74.8% are up 3.5% or more. 0.4% are down 3.5% or more.
3.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:30.0%…>=90:68.3%…>=80:89.3%…>=50:98.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:84.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:76.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
92.2% above previous 1 highs, 0.5% below previous 1 lows
88.7% above previous 2 highs, 0.5% below previous 2 lows
88.5% above previous 3 highs, 0.1% below previous 3 lows
87.9% above previous 4 highs, 0.1% below previous 4 lows
82.3% above previous 5 highs, 0.1% below previous 5 lows
79.8% above previous 6 highs, 0.1% below previous 6 lows
61.8% above previous 7 highs, 0.1% below previous 7 lows
43.8% above previous 8 highs, 0.1% below previous 8 lows
27.0% above previous 9 highs, 0.1% below previous 9 lows
22.0% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.4% new highs, 1.0% new lows
21d: 13.9% new highs, 1.0% new lows
42d: 9.8% new highs, 0.5% new lows
63d: 9.0% new highs, 0.5% new lows
126d: 4.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.1% above, 1.9% below
3-day: 97.3% above, 2.7% below
4-day: 98.2% above, 1.8% below
5-day: 98.3% above, 1.7% below
8-day: 96.3% above, 3.7% below
10-day: 92.7% above, 7.3% below
20-day: 66.4% above, 33.6% below
50-day: 74.9% above, 25.1% below
200-day: 35.2% above, 64.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 8.74% Top=PCX X ANR BTU AKS CENX ACI CNX ….. ABX RGLD NEM SVM SSRI SCCO JAG PVR=Bottom (Metals & Mining)
MANU(37): 6.79% Top=MTW TEX RS JOYG WWD ATI CRS GTI ….. ITW DE TYC DOV SWK AVY PCP PPO=Bottom (Manufacturing)
FINA(69): 6.45% Top=MS WDR EWBC SBNY HCBK JPM STT BX ….. BNS FNFG NYB CME ICE SF CBOE OCN=Bottom (Banks/Financials)
ELEC(54): 6.13% Top=TSL SWKS TER RFMD NXPI VSH CAVM FSLR ….. ROP GRMN ATML PMCS TEL IPGP GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 5.88% Top=ASH HUN CBT CE ALB SOA ROC DOW ….. MON FTK IPI AGU VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
MATE(26): 5.85% Top=LPX MDR USG DAR LEN PHM KBH OC ….. MDU FAST SHW MTZ WM RSG WCN SHAW=Bottom (Materials & Construction)
ENER(94): 5.26% Top=FST KEG SFY LUFK HLX HAL CVE OIS ….. MWE EEP EPB PAA ETP EPD CJES KMI=Bottom (Energy)
REAL(58): 5.12% Top=CBG JLL LHO SLG OHI DDR CIT HST ….. ARE HCN PDM HTS O NLY DLR NNN=Bottom (Real Estate)
INSU(35): 5.02% Top=AIG LNC MET HIG PRU ORI GNW PL ….. TMK AON RE SLF ACGL WSH PRE VR=Bottom (Insurance)
TRAN(18): 4.78% Top=TRN CNW EXPD LUV FDX GLNG CSX TDW ….. DAL UNP CNI CP NSC JBHT KSU UAL=Bottom (Transportation)
COSW(63): 4.67% Top=LNKD FFIV ADSK SFSF CTXS QLIK SWI CRM ….. IGT IRM TTWO YNDX IT TIBX BYI BSFT=Bottom (Computer Software/Internet)
LEIS(21): 4.62% Top=MPEL WYNN MGM LVS HOT EAT PCLN PENN ….. CCL SBUX DRI CMG MCD YUM EXPE DNKN=Bottom (Leisure)
COHW(43): 4.60% Top=LEAP JNPR ADTN PCS FNSR JDSU ARUN TDC ….. NSR BCE AAPL WIN AMT AMX APKT FIO=Bottom (Computer Hardware/Telecom)
HEAL(46): 4.60% Top=STJ CYH ALGN MASI XRAY BKD WAT HOLX ….. WCG BDX LH DVA TMO CVD MAKO HCA=Bottom (Health)
DISV(40): 4.29% Top=ACTG MCO MAN URI HTZ LPS RHI R ….. APOL VPRT CACI FCN ULTA CXW WTW SFLY=Bottom (Diversified Services)
CONS(49): 4.05% Top=BC GT LII OI HAR XRX IP EL ….. MAT CRI CL NWL NKE PVH CHD RL=Bottom (Consumer)
RETA(69): 2.92% Top=BID SKS FINL RSH JCP PSS BKE ARO ….. TGT HD GNC TIF ROST LOW BBY NFLX=Bottom (Retail & Specialty Retail)

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 @ 3:50 pm

Market Stats at 3:50 pm ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
91.7% of stocks are above yesterday’s high.
98.1% are above yesterday’s midpoint. (1.9% are below.)
0.5% are below yesterday’s low.
7.8% are inside yesterday’s range.
97.8% of stocks with today’s high > yesterday’s high. (2.2% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).

EVIDENCE OF INTRADAY TREND
78.2% of stocks are above today’s open. (20.9% are below).
78.0% of stocks are above today’s open and yesterday’s close.
1.7% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
47.6% of stocks are in the top 10% of today’s range.
58.3% are in the top 20%.
80.9% are in the top half . 19.1% of stocks are in the bottom half of today’s range.
4.1% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN
98.1% of stocks are above yesterday’s close. (1.9% are below.)
53.8% are up 4.5% or more. 0.3% are down 4.5% or more.
70.5% are up 3.5% or more. 0.4% are down 3.5% or more.
4.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:27.7%…>=90:66.5%…>=80:88.4%…>=50:98.0%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:82.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:74.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
91.7% above previous 1 highs, 0.5% below previous 1 lows
87.7% above previous 2 highs, 0.5% below previous 2 lows
87.4% above previous 3 highs, 0.3% below previous 3 lows
87.2% above previous 4 highs, 0.3% below previous 4 lows
81.0% above previous 5 highs, 0.3% below previous 5 lows
78.0% above previous 6 highs, 0.3% below previous 6 lows
59.2% above previous 7 highs, 0.3% below previous 7 lows
40.8% above previous 8 highs, 0.3% below previous 8 lows
24.8% above previous 9 highs, 0.3% below previous 9 lows
20.1% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.5% new highs, 1.0% new lows
21d: 13.1% new highs, 1.0% new lows
42d: 9.5% new highs, 0.5% new lows
63d: 8.8% new highs, 0.5% new lows
126d: 4.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.8% above, 2.2% below
3-day: 97.2% above, 2.8% below
4-day: 98.3% above, 1.7% below
5-day: 98.3% above, 1.7% below
8-day: 95.8% above, 4.2% below
10-day: 92.2% above, 7.8% below
20-day: 64.1% above, 35.9% below
50-day: 73.0% above, 27.0% below
200-day: 34.0% above, 66.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 8.44% Top=PCX X ANR BTU AKS CENX ACI CNX ….. SVM ABX NEM RGLD SSRI SCCO JAG PVR=Bottom (Metals & Mining)
MANU(37): 6.48% Top=MTW TEX RS ATI JOYG WWD CRS CMI ….. PLL TYC DE DOV SWK PCP AVY PPO=Bottom (Manufacturing)
FINA(69): 6.05% Top=MS WDR EWBC SBNY JPM JNS HCBK AMG ….. BNS FNFG NYB CME ICE SF CBOE OCN=Bottom (Banks/Financials)
ELEC(54): 5.73% Top=TSL SWKS TER RFMD NXPI VSH CAVM FCS ….. GRMN ROP ATML PMCS TEL IPGP GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 5.54% Top=ASH HUN CBT CE ALB SOA ROC DOW ….. SMG MON IPI VAL AGU IFF POT CF=Bottom (Chemicals/Fertilizers)
MATE(26): 5.54% Top=LPX MDR USG DAR KBH PHM LEN OC ….. MDU FAST MTZ SHW WM RSG WCN SHAW=Bottom (Materials & Construction)
ENER(94): 5.06% Top=FST KEG SFY LUFK HAL HLX CVE PDS ….. KMI MWE EPB EEP PAA ETP EPD CJES=Bottom (Energy)
REAL(58): 4.74% Top=CBG JLL SLG LHO OHI HST AIV CBL ….. ARE HCN HTS PDM O NLY DLR NNN=Bottom (Real Estate)
INSU(35): 4.62% Top=AIG LNC MET HIG PRU ORI GNW PL ….. AON TMK RE SLF WSH ACGL PRE VR=Bottom (Insurance)
TRAN(18): 4.61% Top=TRN CNW LUV EXPD FDX GLNG CSX UPS ….. CHRW UNP NSC CNI CP JBHT KSU UAL=Bottom (Transportation)
LEIS(21): 4.42% Top=MPEL WYNN MGM LVS HOT EAT PENN PCLN ….. CCL SBUX DRI CMG YUM MCD EXPE DNKN=Bottom (Leisure)
COSW(63): 4.41% Top=LNKD FFIV ADSK SFSF CTXS QLIK SWI CRM ….. ATVI IRM BSFT TTWO IT TIBX BYI YNDX=Bottom (Computer Software/Internet)
COHW(43): 4.41% Top=LEAP JNPR PCS ADTN ARUN JDSU FNSR TDC ….. BCE EQIX AMT WIN AAPL AMX APKT FIO=Bottom (Computer Hardware/Telecom)
HEAL(46): 4.34% Top=CYH STJ ALGN MASI XRAY WAT BKD UNH ….. WCG TMO BDX LH DVA MAKO CVD HCA=Bottom (Health)
DISV(40): 4.06% Top=MCO URI ACTG MAN HTZ R LPS RHI ….. APOL FCN CACI VPRT ULTA CXW WTW SFLY=Bottom (Diversified Services)
CONS(49): 3.90% Top=GT BC HAR LII OI XRX EL IP ….. CCK CL CRI NWL PVH CHD NKE RL=Bottom (Consumer)
RETA(69): 2.72% Top=BID SKS FINL RSH JCP ARO PSS BKE ….. CSTR HD ROST TIF GNC LOW BBY NFLX=Bottom (Retail & Specialty Retail)

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 3:50 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:20 pm

Market Stats at 3:19 pm ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
89.6% of stocks are above yesterday’s high.
96.8% are above yesterday’s midpoint. (3.2% are below.)
0.8% are below yesterday’s low.
9.7% are inside yesterday’s range.
97.8% of stocks with today’s high > yesterday’s high. (2.2% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).

EVIDENCE OF INTRADAY TREND
69.5% of stocks are above today’s open. (29.8% are below).
69.3% of stocks are above today’s open and yesterday’s close.
2.7% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
27.7% of stocks are in the top 10% of today’s range.
40.2% are in the top 20%.
65.3% are in the top half . 34.7% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN
97.2% of stocks are above yesterday’s close. (2.8% are below.)
43.3% are up 4.5% or more. 0.4% are down 4.5% or more.
62.3% are up 3.5% or more. 0.4% are down 3.5% or more.
6.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:21.8%…>=90:62.5%…>=80:86.4%…>=50:97.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:78.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:69.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
89.6% above previous 1 highs, 0.8% below previous 1 lows
85.1% above previous 2 highs, 0.6% below previous 2 lows
85.0% above previous 3 highs, 0.1% below previous 3 lows
84.6% above previous 4 highs, 0.1% below previous 4 lows
78.6% above previous 5 highs, 0.1% below previous 5 lows
74.6% above previous 6 highs, 0.1% below previous 6 lows
52.0% above previous 7 highs, 0.1% below previous 7 lows
34.1% above previous 8 highs, 0.1% below previous 8 lows
19.6% above previous 9 highs, 0.1% below previous 9 lows
16.0% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 1.0% new lows
21d: 12.5% new highs, 1.0% new lows
42d: 9.2% new highs, 0.5% new lows
63d: 8.5% new highs, 0.5% new lows
126d: 4.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.1% above, 2.9% below
3-day: 96.4% above, 3.6% below
4-day: 97.7% above, 2.3% below
5-day: 98.0% above, 2.0% below
8-day: 94.1% above, 5.9% below
10-day: 89.9% above, 10.1% below
20-day: 58.8% above, 41.2% below
50-day: 70.2% above, 29.8% below
200-day: 32.7% above, 67.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 7.44% Top=PCX ANR X BTU CENX AKS ACI STLD ….. ABX JAG SCCO SVM NEM RGLD SSRI PVR=Bottom (Metals & Mining)
MANU(37): 5.73% Top=MTW TEX RS ATI JOYG WWD CRS CMI ….. DE TYC GTLS SWK PCP AVY DOV PPO=Bottom (Manufacturing)
FINA(69): 5.47% Top=WDR MS JPM EWBC HBAN SBNY JNS EV ….. CME TD BNS FNFG ICE CBOE SF OCN=Bottom (Banks/Financials)
MATE(26): 5.05% Top=MDR LPX USG DAR KBH LEN OC PHM ….. FAST FWLT SHW MTZ WM RSG SHAW WCN=Bottom (Materials & Construction)
CHEM(29): 5.03% Top=ASH CE CBT ALB HUN ROC DOW SOA ….. MON SMG IPI AGU VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
ELEC(54): 4.96% Top=TSL SWKS TER NXPI RFMD VSH FSLR FCS ….. GRMN CREE TEL ATML PMCS GLW IPGP OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(58): 4.44% Top=CBG JLL SLG AIV LHO OHI HST CBL ….. DEI HCN PDM HTS O NLY DLR NNN=Bottom (Real Estate)
TRAN(18): 4.28% Top=TRN CNW LUV EXPD FDX DAL GLNG CSX ….. TDW UNP NSC CNI CP KSU UAL JBHT=Bottom (Transportation)
ENER(94): 4.28% Top=FST KEG SFY HAL LUFK CVE HLX PDS ….. SUN EEP EPB KMI CVI ETP MPC CJES=Bottom (Energy)
INSU(35): 4.14% Top=AIG LNC MET PRU HIG GNW PL ORI ….. HCC RE TMK SLF WSH ACGL PRE VR=Bottom (Insurance)
COHW(43): 3.98% Top=LEAP PCS JNPR ARUN ADTN PLCM JDSU TDC ….. NSR EQIX AMT BCE AAPL AMX APKT FIO=Bottom (Computer Hardware/Telecom)
LEIS(21): 3.92% Top=MPEL WYNN MGM LVS HOT EAT PENN PCLN ….. CCL SBUX CMG DRI YUM MCD EXPE DNKN=Bottom (Leisure)
COSW(63): 3.91% Top=LNKD FFIV ADSK CTXS SWI SFSF PMTC QLIK ….. VCLK ATVI BSFT IT BYI TTWO TIBX YNDX=Bottom (Computer Software/Internet)
HEAL(46): 3.84% Top=CYH ALGN STJ MASI WAT XRAY UNH BKD ….. BDX TMO DVA LH CVD WCG MAKO HCA=Bottom (Health)
DISV(40): 3.57% Top=MAN URI MCO ACTG R RHI ATHN HTZ ….. APOL FCN CACI VPRT ULTA CXW WTW SFLY=Bottom (Diversified Services)
CONS(49): 3.15% Top=GT OI BC LII XRX HAR EL IP ….. CL SCSS CHD CRI NWL NKE PVH RL=Bottom (Consumer)
RETA(69): 2.06% Top=BID SKS JCP FINL SWY RSH PSS WFM ….. TGT HD GNC ROST TIF LOW BBY NFLX=Bottom (Retail & Specialty Retail)

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

Filed under: Market Stats — daytrend @ 3:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
88.0% of stocks are above yesterday’s high.
96.7% are above yesterday’s midpoint. (3.3% are below.)
1.0% are below yesterday’s low.
10.9% are inside yesterday’s range.
97.7% of stocks with today’s high > yesterday’s high. (2.3% less than).
2.0% of stocks with today’s low < yesterday’s low. (98.0% greater than).

EVIDENCE OF INTRADAY TREND
66.4% of stocks are above today’s open. (32.1% are below).
66.0% of stocks are above today’s open and yesterday’s close.
3.3% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
24.2% of stocks are in the top 10% of today’s range.
34.5% are in the top 20%.
60.3% are in the top half . 39.7% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN
96.3% of stocks are above yesterday’s close. (3.7% are below.)
39.2% are up 4.5% or more. 0.3% are down 4.5% or more.
60.4% are up 3.5% or more. 0.4% are down 3.5% or more.
7.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:19.2%…>=90:60.6%…>=80:84.9%…>=50:97.2%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
88.0% above previous 1 highs, 1.0% below previous 1 lows
84.0% above previous 2 highs, 0.9% below previous 2 lows
83.8% above previous 3 highs, 0.1% below previous 3 lows
83.3% above previous 4 highs, 0.1% below previous 4 lows
77.1% above previous 5 highs, 0.1% below previous 5 lows
72.4% above previous 6 highs, 0.1% below previous 6 lows
50.3% above previous 7 highs, 0.1% below previous 7 lows
33.0% above previous 8 highs, 0.1% below previous 8 lows
18.4% above previous 9 highs, 0.1% below previous 9 lows
14.8% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 0.9% new lows
21d: 12.3% new highs, 0.9% new lows
42d: 8.9% new highs, 0.5% new lows
63d: 8.3% new highs, 0.5% new lows
126d: 4.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 96.3% above, 3.7% below
3-day: 96.2% above, 3.8% below
4-day: 97.7% above, 2.3% below
5-day: 97.7% above, 2.3% below
8-day: 94.1% above, 5.9% below
10-day: 89.7% above, 10.3% below
20-day: 57.1% above, 42.9% below
50-day: 68.7% above, 31.3% below
200-day: 32.3% above, 67.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 7.07% Top=PCX ANR X BTU CENX AKS STLD ACI ….. ABX SCCO SVM JAG RGLD NEM SSRI PVR=Bottom (Metals & Mining)
MANU(37): 5.55% Top=MTW TEX RS JOYG ATI WWD CRS GTI ….. PLL TYC PCP SWK GTLS AVY DOV PPO=Bottom (Manufacturing)
FINA(69): 5.22% Top=WDR MS JPM EWBC SBNY BX EV STT ….. NYB ARCC KEY ICE CBOE FNFG SF OCN=Bottom (Banks/Financials)
MATE(26): 4.96% Top=MDR LPX USG DAR KBH LEN PHM OC ….. MDU FAST SHW MTZ WM RSG SHAW WCN=Bottom (Materials & Construction)
CHEM(29): 4.89% Top=ASH CE CBT ALB HUN ROC SOA DOW ….. FTK MON IPI VAL AGU IFF POT CF=Bottom (Chemicals/Fertilizers)
ELEC(54): 4.82% Top=TSL SWKS NXPI TER RFMD VSH FCS FSLR ….. CREE ROP TEL PMCS ATML IPGP GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(58): 4.36% Top=CBG JLL SLG AIV LHO OHI HST CIT ….. ARE HCN PDM HTS O NLY DLR NNN=Bottom (Real Estate)
INSU(35): 4.13% Top=AIG LNC MET PRU HIG GNW PL ORI ….. RE HCC TMK PRE WSH ACGL SLF VR=Bottom (Insurance)
ENER(94): 4.02% Top=FST KEG SFY LUFK HAL HLX CVE PDS ….. EPB KMI SUN PAA CVI ETP CJES MPC=Bottom (Energy)
TRAN(18): 4.01% Top=TRN CNW LUV EXPD GLNG FDX CHRW CSX ….. TDW UNP CNI NSC CP KSU UAL JBHT=Bottom (Transportation)
COSW(63): 3.82% Top=LNKD FFIV ADSK SWI CTXS PMTC QLIK RHT ….. BSFT VCLK ATVI TIBX IT BYI TTWO YNDX=Bottom (Computer Software/Internet)
COHW(43): 3.76% Top=LEAP PCS JNPR ARUN TDC PLCM ADTN JDSU ….. WIN NSR BCE AAPL AMT AMX APKT FIO=Bottom (Computer Hardware/Telecom)
HEAL(46): 3.69% Top=CYH ALGN STJ MASI WAT UNH HMA XRAY ….. BDX LH DVA TMO WCG CVD MAKO HCA=Bottom (Health)
LEIS(21): 3.69% Top=MPEL WYNN MGM LVS HOT PENN PCLN EAT ….. CCL CMG DRI SBUX MCD YUM EXPE DNKN=Bottom (Leisure)
DISV(40): 3.47% Top=URI MAN MCO ACTG ATHN R RHI GPN ….. TSS VPRT FCN CACI ULTA CXW WTW SFLY=Bottom (Diversified Services)
CONS(49): 2.97% Top=GT OI LII BC HAR XRX EL WMS ….. CL SCSS CRI CHD NKE NWL PVH RL=Bottom (Consumer)
RETA(69): 1.84% Top=BID SKS FINL JCP SWY WFM RSH ARO ….. TGT HD ANN ROST TIF LOW BBY NFLX=Bottom (Retail & Specialty Retail)

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 3:00 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:11 pm

Market Stats at 2:10 pm ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
87.4% of stocks are above yesterday’s high.
96.2% are above yesterday’s midpoint. (3.8% are below.)
1.1% are below yesterday’s low.
11.5% are inside yesterday’s range.
97.7% of stocks with today’s high > yesterday’s high. (2.3% less than).
1.9% of stocks with today’s low < yesterday’s low. (98.1% greater than).

EVIDENCE OF INTRADAY TREND
59.0% of stocks are above today’s open. (40.1% are below).
58.8% of stocks are above today’s open and yesterday’s close.
3.1% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.1% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
54.1% are in the top half . 45.9% of stocks are in the bottom half of today’s range.
23.0% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN
96.7% of stocks are above yesterday’s close. (3.3% are below.)
35.0% are up 4.5% or more. 0.4% are down 4.5% or more.
53.9% are up 3.5% or more. 0.5% are down 3.5% or more.
6.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.0%…>=90:57.4%…>=80:84.0%…>=50:96.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:73.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:64.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.4% above previous 1 highs, 1.1% below previous 1 lows
82.4% above previous 2 highs, 1.1% below previous 2 lows
82.3% above previous 3 highs, 0.4% below previous 3 lows
81.6% above previous 4 highs, 0.4% below previous 4 lows
73.9% above previous 5 highs, 0.4% below previous 5 lows
69.1% above previous 6 highs, 0.4% below previous 6 lows
46.2% above previous 7 highs, 0.4% below previous 7 lows
30.4% above previous 8 highs, 0.4% below previous 8 lows
16.5% above previous 9 highs, 0.4% below previous 9 lows
13.9% above previous 10 highs, 0.4% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 0.9% new lows
21d: 12.1% new highs, 0.9% new lows
42d: 8.9% new highs, 0.5% new lows
63d: 8.3% new highs, 0.5% new lows
126d: 4.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 96.3% above, 3.7% below
3-day: 95.8% above, 4.2% below
4-day: 97.5% above, 2.5% below
5-day: 98.0% above, 2.0% below
8-day: 93.9% above, 6.1% below
10-day: 88.5% above, 11.5% below
20-day: 54.7% above, 45.3% below
50-day: 67.4% above, 32.6% below
200-day: 31.4% above, 68.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.71% Top=PCX ANR X BTU CENX ACI AKS CNX ….. IAG ABX SVM JAG RGLD NEM SSRI PVR=Bottom (Metals & Mining)
MANU(37): 5.51% Top=MTW TEX JOYG RS ATI CRS CMI GTI ….. DE GTLS TYC PCP SWK AVY DOV PPO=Bottom (Manufacturing)
CHEM(29): 4.82% Top=ASH CE HUN CBT ALB ROC SOA DOW ….. MON AGU IPI SMG VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
MATE(26): 4.74% Top=LPX MDR KBH USG DAR LEN RYL OC ….. MDU FWLT SHW MTZ WM RSG SHAW WCN=Bottom (Materials & Construction)
ELEC(54): 4.63% Top=TSL SWKS NXPI TER FCS RFMD FSLR CAVM ….. ROP CREE TEL PMCS ATML GLW IPGP OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(69): 4.30% Top=WDR MS JPM EV BX SBNY EWBC LM ….. KEY ARCC FNFG NYB ICE CBOE SF OCN=Bottom (Banks/Financials)
ENER(94): 4.00% Top=FST SFY KEG LUFK HLX HAL CVE OIS ….. EPB PAA EEP SUN EPD ETP MPC CJES=Bottom (Energy)
LEIS(21): 3.79% Top=MPEL WYNN MGM LVS ARCO PCLN HOT EAT ….. CCL CMG SBUX YUM DRI MCD DNKN EXPE=Bottom (Leisure)
TRAN(18): 3.73% Top=TRN CNW EXPD FDX GLNG CSX UPS LUV ….. UNP NSC CNI CP KSU JBHT DAL UAL=Bottom (Transportation)
COSW(63): 3.62% Top=LNKD FFIV ADSK SWI RHT PMTC QLIK CTXS ….. VCLK IRM ATVI BYI TTWO TIBX BSFT YNDX=Bottom (Computer Software/Internet)
COHW(43): 3.61% Top=LEAP PCS JNPR TDC PLCM ARUN ADTN RVBD ….. WIN EQIX NSR BCE AAPL FIO AMT APKT=Bottom (Computer Hardware/Telecom)
REAL(58): 3.60% Top=JLL CBG AIV LHO SLG HST OHI CBL ….. SNH HTS HCN PDM O NLY DLR NNN=Bottom (Real Estate)
INSU(35): 3.47% Top=AIG LNC MET HIG PRU ORI PL AFL ….. HCC TMK AON SLF WSH ACGL PRE VR=Bottom (Insurance)
HEAL(46): 3.35% Top=STJ CYH ALGN ESRX WAT XRAY UNH MASI ….. TMO BDX DVA LH CVD MAKO WCG HCA=Bottom (Health)
DISV(40): 3.23% Top=URI MAN MCO R RHI ACTG ATHN HTZ ….. TSS VPRT FCN ULTA CACI CXW WTW SFLY=Bottom (Diversified Services)
CONS(49): 3.04% Top=GT OI LII XRX BC WMS HAR IP ….. CCK CL CRI CHD NWL NKE PVH RL=Bottom (Consumer)
RETA(69): 1.89% Top=BID SKS FINL JCP WFM SWY RSH ARO ….. MW ROST HD TIF ANN LOW BBY NFLX=Bottom (Retail & Specialty Retail)

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 2:10 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:39 pm

Market Stats at 12:39 pm ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
90.3% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.9% are below yesterday’s low.
8.8% are inside yesterday’s range.
97.7% of stocks with today’s high > yesterday’s high. (2.3% less than).
1.7% of stocks with today’s low < yesterday’s low. (98.3% greater than).

EVIDENCE OF INTRADAY TREND
64.8% of stocks are above today’s open. (33.8% are below).
64.6% of stocks are above today’s open and yesterday’s close.
2.8% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
63.4% are in the top half . 36.6% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
97.1% of stocks are above yesterday’s close. (2.9% are below.)
39.1% are up 4.5% or more. 0.3% are down 4.5% or more.
59.8% are up 3.5% or more. 0.3% are down 3.5% or more.
5.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:20.7%…>=90:60.8%…>=80:85.0%…>=50:98.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:74.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
90.3% above previous 1 highs, 0.9% below previous 1 lows
84.1% above previous 2 highs, 0.9% below previous 2 lows
84.0% above previous 3 highs, 0.1% below previous 3 lows
83.0% above previous 4 highs, 0.1% below previous 4 lows
76.0% above previous 5 highs, 0.1% below previous 5 lows
71.4% above previous 6 highs, 0.1% below previous 6 lows
49.7% above previous 7 highs, 0.1% below previous 7 lows
33.7% above previous 8 highs, 0.1% below previous 8 lows
18.3% above previous 9 highs, 0.1% below previous 9 lows
14.8% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.4% new highs, 0.6% new lows
21d: 11.7% new highs, 0.6% new lows
42d: 8.8% new highs, 0.3% new lows
63d: 8.3% new highs, 0.3% new lows
126d: 4.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.1% above, 2.9% below
3-day: 96.7% above, 3.3% below
4-day: 98.0% above, 2.0% below
5-day: 98.1% above, 1.9% below
8-day: 94.9% above, 5.1% below
10-day: 89.3% above, 10.7% below
20-day: 57.3% above, 42.7% below
50-day: 69.3% above, 30.7% below
200-day: 32.2% above, 67.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.67% Top=PCX ANR X ACI BTU STLD CENX AKS ….. IAG ABX SVM NEM RGLD SSRI JAG PVR=Bottom (Metals & Mining)
MANU(37): 6.12% Top=MTW TEX RS JOYG ATI CRS CMI TKR ….. GTLS PLL TYC DOV PCP SWK AVY PPO=Bottom (Manufacturing)
CHEM(29): 5.19% Top=ASH CE CBT ALB HUN ROC DOW SOA ….. IPI AGU PX MON VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
ELEC(54): 5.01% Top=TSL SWKS RFMD NXPI CAVM FCS FSLR VECO ….. BRCM PMCS IPGP GRMN ATML TEL GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 4.78% Top=LPX MDR KBH USG DAR LEN OC RYL ….. MDU MTZ RSG SHW FWLT WM WCN SHAW=Bottom (Materials & Construction)
FINA(69): 4.32% Top=WDR MS JPM IVZ EV EWBC JEF PHH ….. SLM ICE DFS NYB FNFG SF CBOE OCN=Bottom (Banks/Financials)
ENER(94): 4.28% Top=FST SFY KEG CVE HP LUFK HAL HLX ….. PAA EPB SWN MPC EEP EPD ETP CJES=Bottom (Energy)
LEIS(21): 4.17% Top=MPEL WYNN MGM LVS ARCO HOT PCLN CCL ….. SBUX DPZ YUM CMG DRI MCD DNKN EXPE=Bottom (Leisure)
COSW(63): 4.15% Top=FFIV SWI ADSK CTXS RHT CNQR SFSF PMTC ….. MDRX BYI SOHU GOOG VCLK IRM DNB YNDX=Bottom (Computer Software/Internet)
TRAN(18): 4.10% Top=TRN CNW EXPD FDX CSX GLNG CHRW UPS ….. UNP CP CNI TDW KSU JBHT DAL UAL=Bottom (Transportation)
COHW(43): 4.07% Top=LEAP PCS ARUN PLCM TDC JNPR ADTN JDSU ….. FTR VZ NSR BCE CTL WIN AAPL APKT=Bottom (Computer Hardware/Telecom)
CONS(49): 3.74% Top=GT OI UFS LII XRX HAR BC EL ….. CRI KMB PVH CL NWL CHD RL NKE=Bottom (Consumer)
DISV(40): 3.63% Top=MAN URI RHI MCO R ACTG HTZ CAR ….. TSS FCN CACI VPRT ULTA WTW CXW SFLY=Bottom (Diversified Services)
HEAL(46): 3.54% Top=ALGN WAT STJ CYH HOLX ESRX MASI VAR ….. TMO MAKO DVA BDX LH CVD WCG HCA=Bottom (Health)
INSU(35): 3.37% Top=AIG LNC HIG MET PRU GNW AFL UNM ….. TMK WSH WRB RE AON PRE VR ACGL=Bottom (Insurance)
REAL(58): 3.29% Top=JLL CBG AIV SLG LHO HST OHI CBL ….. HCN SNH HTS PDM O NLY DLR NNN=Bottom (Real Estate)
RETA(69): 2.31% Top=BID SKS FINL WHR ARO RSH JCP BKE ….. TGT CHS DG BBY ANN TIF LOW NFLX=Bottom (Retail & Specialty Retail)

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 12:39 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:42 am

Market Stats at 11:42 am ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
92.4% of stocks are above yesterday’s high.
98.2% are above yesterday’s midpoint. (1.8% are below.)
0.6% are below yesterday’s low.
7.0% are inside yesterday’s range.
97.7% of stocks with today’s high > yesterday’s high. (2.3% less than).
1.5% of stocks with today’s low < yesterday’s low. (98.5% greater than).

EVIDENCE OF INTRADAY TREND
69.2% of stocks are above today’s open. (29.6% are below).
69.2% of stocks are above today’s open and yesterday’s close.
1.3% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.6% of stocks are in the top 10% of today’s range.
39.8% are in the top 20%.
72.9% are in the top half . 27.1% of stocks are in the bottom half of today’s range.
7.0% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
98.7% of stocks are above yesterday’s close. (1.3% are below.)
42.9% are up 4.5% or more. 0.3% are down 4.5% or more.
61.7% are up 3.5% or more. 0.3% are down 3.5% or more.
4.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:23.0%…>=90:61.3%…>=80:85.8%…>=50:98.0%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:76.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
92.4% above previous 1 highs, 0.6% below previous 1 lows
86.5% above previous 2 highs, 0.6% below previous 2 lows
86.4% above previous 3 highs, 0.3% below previous 3 lows
85.2% above previous 4 highs, 0.3% below previous 4 lows
78.5% above previous 5 highs, 0.3% below previous 5 lows
73.0% above previous 6 highs, 0.3% below previous 6 lows
51.5% above previous 7 highs, 0.3% below previous 7 lows
35.9% above previous 8 highs, 0.3% below previous 8 lows
19.8% above previous 9 highs, 0.3% below previous 9 lows
15.9% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.2% new highs, 0.6% new lows
21d: 11.5% new highs, 0.6% new lows
42d: 8.7% new highs, 0.3% new lows
63d: 8.3% new highs, 0.3% new lows
126d: 4.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.6% above, 1.4% below
3-day: 97.6% above, 2.4% below
4-day: 97.8% above, 2.2% below
5-day: 98.0% above, 2.0% below
8-day: 95.9% above, 4.1% below
10-day: 90.1% above, 9.9% below
20-day: 57.5% above, 42.5% below
50-day: 68.2% above, 31.8% below
200-day: 32.4% above, 67.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.71% Top=PCX ANR X ACI BTU AKS STLD CENX ….. KGC JAG ABX RGLD IAG NEM SSRI PVR=Bottom (Metals & Mining)
MANU(37): 6.31% Top=MTW TEX RS ATI JOYG TKR CRS WWD ….. PLL DE TYC DOV SWK PCP AVY PPO=Bottom (Manufacturing)
CHEM(29): 5.48% Top=ASH CE CBT ALB HUN ROC DOW CYT ….. AGU IPI PX MON VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
MATE(26): 5.15% Top=LPX KBH MDR USG LEN OC RYL DAR ….. RSG MDU MTZ WM SHW WCN FWLT SHAW=Bottom (Materials & Construction)
ELEC(54): 4.81% Top=TSL SWKS CAVM FCS RFMD NXPI FSLR MOLX ….. SPRD GRMN SNPS IPGP BRCM TEL GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 4.72% Top=FST KEG SFY CVE CAM NBR NXY REXX ….. EPB MWE PAA ETE EPD CJES ETP EEP=Bottom (Energy)
FINA(69): 4.35% Top=WDR MS LM JPM EV PHH EWBC PFG ….. DFS KEY SLM FNFG NYB CMA CBOE OCN=Bottom (Banks/Financials)
COHW(43): 4.24% Top=LEAP PCS ARUN PLCM JNPR TDC FIO ADTN ….. T BCE NSR VZ CTL AAPL WIN APKT=Bottom (Computer Hardware/Telecom)
TRAN(18): 4.13% Top=TRN CNW EXPD FDX GLNG TDW CSX LUV ….. NSC CNI CHRW KSU UNP JBHT DAL UAL=Bottom (Transportation)
CONS(49): 4.11% Top=GT BC OI EL UFS LII HAR IP ….. RL CRI NWL KMB CCK NKE CL CHD=Bottom (Consumer)
COSW(63): 4.10% Top=FFIV SWI ADSK SFSF CTXS RHT PMTC CNQR ….. BYI MDRX MSFT SOHU DNB IRM ATVI YNDX=Bottom (Computer Software/Internet)
LEIS(21): 4.05% Top=MPEL WYNN MGM LVS HOT CCL ARCO PCLN ….. SBUX DPZ YUM CMG DRI MCD EXPE DNKN=Bottom (Leisure)
HEAL(46): 3.76% Top=WAT ALGN STJ HOLX CYH UNH VAR ESRX ….. DVA RMD LH CVD BDX MAKO WCG HCA=Bottom (Health)
DISV(40): 3.70% Top=MAN RHI URI ACTG R MCO ATHN SAI ….. TSS DV ULTA FCN CACI WTW CXW SFLY=Bottom (Diversified Services)
INSU(35): 3.40% Top=AIG LNC PRU GNW HIG MET AFL UNM ….. WSH RE WRB AON PRE ACGL VR ORI=Bottom (Insurance)
REAL(58): 3.20% Top=JLL CBG SLG AIV HST LHO OFC OHI ….. ACC MFA PDM HTS DLR O NLY NNN=Bottom (Real Estate)
RETA(69): 2.83% Top=BID SKS FINL WSM SHLD RSH WHR BKE ….. SVU CHS TGT TIF ANN ROST DG NFLX=Bottom (Retail & Specialty Retail)

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 11:42 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 11:20 am ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
92.2% of stocks are above yesterday’s high.
98.1% are above yesterday’s midpoint. (1.9% are below.)
0.5% are below yesterday’s low.
7.3% are inside yesterday’s range.
97.6% of stocks with today’s high > yesterday’s high. (2.4% less than).
1.4% of stocks with today’s low < yesterday’s low. (98.6% greater than).

EVIDENCE OF INTRADAY TREND
68.2% of stocks are above today’s open. (30.5% are below).
68.1% of stocks are above today’s open and yesterday’s close.
1.4% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.2% of stocks are in the top 10% of today’s range.
35.0% are in the top 20%.
71.9% are in the top half . 28.1% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
98.5% of stocks are above yesterday’s close. (1.5% are below.)
40.6% are up 4.5% or more. 0.3% are down 4.5% or more.
60.6% are up 3.5% or more. 0.3% are down 3.5% or more.
4.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:22.1%…>=90:60.4%…>=80:85.8%…>=50:98.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:75.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
92.2% above previous 1 highs, 0.5% below previous 1 lows
86.3% above previous 2 highs, 0.5% below previous 2 lows
86.1% above previous 3 highs, 0.1% below previous 3 lows
84.9% above previous 4 highs, 0.1% below previous 4 lows
78.1% above previous 5 highs, 0.1% below previous 5 lows
72.8% above previous 6 highs, 0.1% below previous 6 lows
49.7% above previous 7 highs, 0.1% below previous 7 lows
34.5% above previous 8 highs, 0.1% below previous 8 lows
19.0% above previous 9 highs, 0.1% below previous 9 lows
15.3% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.1% new highs, 0.5% new lows
21d: 11.3% new highs, 0.5% new lows
42d: 8.4% new highs, 0.3% new lows
63d: 8.0% new highs, 0.3% new lows
126d: 4.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.3% above, 1.7% below
3-day: 97.8% above, 2.2% below
4-day: 98.1% above, 1.9% below
5-day: 98.0% above, 2.0% below
8-day: 95.5% above, 4.5% below
10-day: 90.1% above, 9.9% below
20-day: 57.5% above, 42.5% below
50-day: 67.9% above, 32.1% below
200-day: 32.2% above, 67.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.41% Top=PCX ANR X ACI BTU AKS STLD CENX ….. PAAS JAG ABX IAG SSRI NEM RGLD PVR=Bottom (Metals & Mining)
MANU(37): 6.24% Top=MTW TEX RS ATI JOYG TKR CRS WWD ….. GTLS PLL TYC DE PCP SWK AVY PPO=Bottom (Manufacturing)
CHEM(29): 5.31% Top=CE ASH CBT HUN ALB ROC CYT DOW ….. IPI SMG PX MON VAL IFF POT CF=Bottom (Chemicals/Fertilizers)
MATE(26): 4.89% Top=LPX MDR KBH USG LEN OC DHI DAR ….. MTZ MDU RSG WM SHW WCN FWLT SHAW=Bottom (Materials & Construction)
ELEC(54): 4.77% Top=SWKS TSL CAVM FCS NXPI RFMD MOLX CY ….. PMCS GRMN SNPS IPGP BRCM TEL GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 4.56% Top=KEG FST SFY CVE REXX CAM NXY NBR ….. KMP EPB EPD MWE PAA ETE EEP ETP=Bottom (Energy)
COHW(43): 4.21% Top=LEAP ARUN PCS JNPR PLCM ADTN TDC CSCO ….. T BCE VZ CTL NSR AAPL WIN APKT=Bottom (Computer Hardware/Telecom)
FINA(69): 4.18% Top=MS WDR JPM IVZ PHH SBNY PFG JEF ….. DFS ICE SLM FNFG NYB KEY CBOE OCN=Bottom (Banks/Financials)
COSW(63): 4.09% Top=FFIV ADSK SFSF RHT CTXS SWI CNQR PMTC ….. GOOG MDRX IRM ATVI DNB ROVI YNDX SOHU=Bottom (Computer Software/Internet)
CONS(49): 4.06% Top=GT OI UFS BC LII HAR EL WRC ….. AVP CRI CCK NWL KMB CHD CL NKE=Bottom (Consumer)
TRAN(18): 3.91% Top=TRN CNW GLNG EXPD FDX CSX TDW CP ….. KSU LUV UPS CHRW UNP JBHT DAL UAL=Bottom (Transportation)
LEIS(21): 3.87% Top=MPEL WYNN MGM LVS HOT CCL EAT ARCO ….. SBUX DPZ YUM CMG DRI MCD EXPE DNKN=Bottom (Leisure)
HEAL(46): 3.67% Top=WAT ALGN STJ HOLX CYH MASI ESRX VAR ….. CVD RMD LH BDX MAKO DVA WCG HCA=Bottom (Health)
DISV(40): 3.60% Top=MAN URI RHI ACTG R MCO SAI ATHN ….. ULTA DV TSS FCN CACI WTW CXW SFLY=Bottom (Diversified Services)
INSU(35): 3.33% Top=AIG LNC GNW PRU MET HIG AFL UNM ….. HCC RE WRB FNF PRE VR ORI ACGL=Bottom (Insurance)
REAL(58): 3.32% Top=JLL CBG AIV SLG HST LHO OFC OHI ….. CPT PDM HTS DLR MFA O NLY NNN=Bottom (Real Estate)
RETA(69): 2.72% Top=BID SKS FINL SHLD RSH WSM WHR JCP ….. MW TGT CHS ANN ROST DG TIF NFLX=Bottom (Retail & Specialty Retail)

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 11:20 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 10:44 am ET
by daytrend on 20111130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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

COMPARED TO YESTERDAY’S RANGE
92.9% of stocks are above yesterday’s high.
98.2% are above yesterday’s midpoint. (1.8% are below.)
0.6% are below yesterday’s low.
6.5% are inside yesterday’s range.
97.6% of stocks with today’s high > yesterday’s high. (2.4% less than).
1.4% of stocks with today’s low < yesterday’s low. (98.6% greater than).

EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today’s open. (27.7% are below).
71.2% of stocks are above today’s open and yesterday’s close.
1.5% are below both.
99.0% of stocks opened above yesterday’s close. (1.0% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.3% of stocks are in the top 10% of today’s range.
51.3% are in the top 20%.
76.5% are in the top half . 23.5% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN
98.2% of stocks are above yesterday’s close. (1.8% are below.)
42.5% are up 4.5% or more. 0.3% are down 4.5% or more.
62.1% are up 3.5% or more. 0.3% are down 3.5% or more.
4.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:23.0%…>=90:61.1%…>=80:86.1%…>=50:98.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:76.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
92.9% above previous 1 highs, 0.6% below previous 1 lows
85.8% above previous 2 highs, 0.6% below previous 2 lows
85.6% above previous 3 highs, 0.3% below previous 3 lows
84.7% above previous 4 highs, 0.3% below previous 4 lows
77.7% above previous 5 highs, 0.3% below previous 5 lows
72.5% above previous 6 highs, 0.3% below previous 6 lows
50.4% above previous 7 highs, 0.3% below previous 7 lows
34.4% above previous 8 highs, 0.3% below previous 8 lows
20.0% above previous 9 highs, 0.3% below previous 9 lows
15.6% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.6% new highs, 0.5% new lows
21d: 10.9% new highs, 0.5% new lows
42d: 8.1% new highs, 0.3% new lows
63d: 7.8% new highs, 0.3% new lows
126d: 3.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.0% above, 2.0% below
3-day: 97.7% above, 2.3% below
4-day: 98.2% above, 1.8% below
5-day: 98.2% above, 1.8% below
8-day: 95.4% above, 4.6% below
10-day: 90.2% above, 9.8% below
20-day: 56.7% above, 43.3% below
50-day: 68.8% above, 31.2% below
200-day: 32.4% above, 67.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 6.73% Top=PCX X ANR BTU CENX STLD ACI AKS ….. PAAS ABX IAG JAG NEM RGLD SSRI PVR=Bottom (Metals & Mining)
MANU(37): 6.06% Top=MTW RS ATI TEX CRS JOYG TKR WWD ….. GTLS PLL DE TYC PCP SWK AVY PPO=Bottom (Manufacturing)
CHEM(29): 5.58% Top=ASH CE ALB CBT HUN CYT ROC DOW ….. PX IPI MON POT SMG VAL IFF CF=Bottom (Chemicals/Fertilizers)
ENER(94): 5.05% Top=KEG FST SFY CVE NXY CAM HAL NBR ….. KMP ETE EPB EPD EEP MWE PAA ETP=Bottom (Energy)
MATE(26): 4.99% Top=LPX MDR USG KBH DAR LEN RYL DHI ….. SRCL MDU RSG SHW WM FWLT WCN SHAW=Bottom (Materials & Construction)
ELEC(54): 4.71% Top=SWKS RFMD FCS TSL CAVM CY A MOLX ….. GRMN SNPS GTAT BRCM IPGP TEL GLW OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 4.27% Top=LEAP ARUN TDC PLCM ADTN PCS JNPR CSCO ….. T BCE VZ AAPL CTL NSR WIN APKT=Bottom (Computer Hardware/Telecom)
FINA(69): 4.21% Top=MS JPM JEF PFG IVZ LM SBNY EWBC ….. FNFG DFS ICE NYB SLM BX CBOE OCN=Bottom (Banks/Financials)
COSW(63): 4.11% Top=FFIV RHT ADSK SFSF CNQR CTXS PMTC CPWR ….. GOOG ROVI TTWO IRM DNB VCLK ATVI YNDX=Bottom (Computer Software/Internet)
CONS(49): 4.01% Top=GT TPX OI UFS EL HAR BC FOSL ….. CROX ENR NWL CL KMB NUS CHD NKE=Bottom (Consumer)
HEAL(46): 3.80% Top=WAT STJ ALGN ESRX HOLX VAR MDT MASI ….. LH COO THOR BDX AGP DVA WCG HCA=Bottom (Health)
TRAN(18): 3.73% Top=TRN CNW EXPD GLNG TDW FDX CSX CHRW ….. CNI UPS UNP KSU LUV JBHT DAL UAL=Bottom (Transportation)
LEIS(21): 3.70% Top=MPEL WYNN MGM LVS CCL EAT HOT WYN ….. PENN DPZ YUM DRI MCD EXPE CMG DNKN=Bottom (Leisure)
DISV(40): 3.63% Top=MAN URI RHI ACTG R CAR ATHN GPN ….. TSS DV WU CXW FCN CACI WTW SFLY=Bottom (Diversified Services)
INSU(35): 3.49% Top=AIG LNC MET GNW HIG PRU AFL UNM ….. FNF WRB WSH RE PRE ORI VR ACGL=Bottom (Insurance)
REAL(58): 3.27% Top=JLL AIV SLG CBG LHO HST OHI KIM ….. IVR DLR HTS MFA O PDM NLY NNN=Bottom (Real Estate)
RETA(69): 2.65% Top=BID FINL PSS SKS JNY ARO WFM WHR ….. FDO CHS TGT MW DG TIF ROST NFLX=Bottom (Retail & Specialty Retail)

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 10:44 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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