daytrend

12/30/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 12/30/2011

Filed under: Persistence Lists - Daily — daytrend @ 4:04 pm

This file contains the tools and User Guide:  DaytrendTools_20111230.xls

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
17.7% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
15.8% are below yesterday’s low.
66.5% are inside yesterday’s range.
63.5% of stocks with today’s high > yesterday’s high. (36.5% less than).
23.9% of stocks with today’s low < yesterday’s low. (76.1% greater than).

EVIDENCE OF INTRADAY TREND
35.3% of stocks are above today’s open. (63.6% are below).
27.6% of stocks are above today’s open and yesterday’s close.
59.9% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
7.7% are in the top 20%.
27.2% are in the top half . 72.8% of stocks are in the bottom half of today’s range.
48.4% are in the bottom 20%.
35.4% are in the bottom 10%.

GAIN
32.7% of stocks are above yesterday’s close. (67.3% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
68.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.3%…>=80:7.8%…>=50:42.1%…<=20:9.0%…<=10:4.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.6%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.7% above previous 1 highs, 15.8% below previous 1 lows
8.7% above previous 2 highs, 10.9% below previous 2 lows
5.6% above previous 3 highs, 9.0% below previous 3 lows
4.9% above previous 4 highs, 7.1% below previous 4 lows
4.6% above previous 5 highs, 4.9% below previous 5 lows
4.4% above previous 6 highs, 2.7% below previous 6 lows
4.3% above previous 7 highs, 2.0% below previous 7 lows
4.2% above previous 8 highs, 1.5% below previous 8 lows
4.2% above previous 9 highs, 1.4% below previous 9 lows
3.9% above previous 10 highs, 1.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 1.3% new lows
21d: 8.6% new highs, 1.3% new lows
42d: 6.2% new highs, 0.8% new lows
63d: 5.3% new highs, 0.5% new lows
126d: 2.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 31.1% above, 68.9% below
3-day: 57.9% above, 42.1% below
4-day: 41.7% above, 58.3% below
5-day: 36.9% above, 63.1% below
8-day: 53.5% above, 46.5% below
10-day: 72.6% above, 27.4% below
20-day: 61.9% above, 38.1% below
50-day: 54.6% above, 45.4% below
200-day: 36.8% above, 63.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.60% Top=JRCC SSRI SWC ANR PAAS X PCX ACI ….. AA CLD ABX NUE CLF TIE STLD NEM=Bottom (Metals & Mining)
CHEM(29): 0.14% Top=HUN GRA ROC IPI CF SOA SMG MOS ….. FMC MON IFF PPG RPM EMN OLN ASH=Bottom (Chemicals/Fertilizers)
ENER(94): -0.03% Top=ATPG NXY WFT FST HAL CVE KMI MMR ….. HOS RES KWK CHK UPL RDC CRK SFY=Bottom (Energy)
COHW(42): -0.04% Top=PCS FTR BCE LVLT RIMM APKT ARUN HPQ ….. AMT DELL WIN CSCO RVBD IBM BRCD TDC=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.14% Top=CP CNI UNP CSX TDW DAL UAL KSU ….. UPS CNW TRN FDX JBHT ALK JBLU LCC=Bottom (Transportation)
HEAL(43): -0.16% Top=HCA THC HMA CYH UHS HLS ESRX VAR ….. UNH EW WCG ALGN CNC AGP AET MAKO=Bottom (Health)
ELEC(50): -0.25% Top=FSLR CREE GTAT SPRD CPHD ARMH AMD TER ….. INTC JBL RFMD CRUS GRMN MOLX IPGP ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(62): -0.25% Top=BIDU TTWO TRI YNDX CTSH MDRX SFLY ROVI ….. VMW N CVLT CPWR ARBA CNQR SWI SINA=Bottom (Computer Software/Internet)
DISV(38): -0.30% Top=LPS ACM KBR RHI URS ULTA HRB VRSK ….. WU CXW MCO MA V WTW RCII ATHN=Bottom (Diversified Services)
MATE(26): -0.32% Top=CVA MDR MTZ EXP MLM SHAW FLR PHM ….. RYL LEN TOL USG FWLT FAST LPX MAS=Bottom (Materials & Construction)
INSU(37): -0.38% Top=SLF GNW PL AFL BRO AON LNC WSH ….. TRV CINF HIG ENH ORI FNF MMC RE=Bottom (Insurance)
MANU(36): -0.38% Top=TEX MTW AGCO AME GTI RS SPW CAT ….. SWK PCP DRC MHK CLC PPO ATU AOS=Bottom (Manufacturing)
REAL(64): -0.49% Top=IVR GGP ARR CBG BAM HST DFT HTS ….. SNH WRI SKT BMR PCL BDN HPT KIM=Bottom (Real Estate)
LEIS(22): -0.49% Top=MPEL MGM WYNN LVS WEN PENN MAR DRI ….. DNKN YUM SBUX HOT EXPE DPZ PCLN LTM=Bottom (Leisure)
CONS(49): -0.52% Top=OI GIL WMS SEE PKG HAR ECL RKT ….. SCSS CROX NWL TUP TPX DECK LEG FOSL=Bottom (Consumer)
FINA(74): -0.58% Top=PHH OZM TD BAC LAZ SEIC BNS FII ….. HBHC UMPQ AMP CSE HBAN ACAS HEK UBSI=Bottom (Banks/Financials)
RETA(69): -0.82% Top=BBY BID SVU RSH URBN ANF SIG IACI ….. TIF MW ANN HSNI ROST ARO AM SHLD=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 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
24.8% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
10.1% are below yesterday’s low.
65.1% are inside yesterday’s range.
63.1% of stocks with today’s high > yesterday’s high. (36.9% less than).
20.7% of stocks with today’s low < yesterday’s low. (79.3% greater than).

EVIDENCE OF INTRADAY TREND
45.6% of stocks are above today’s open. (51.6% are below).
37.0% of stocks are above today’s open and yesterday’s close.
47.8% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.1% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
38.3% are in the top half . 61.7% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN
43.1% of stocks are above yesterday’s close. (56.9% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.8% are up 3.5% or more. 0.1% are down 3.5% or more.
73.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.9%…>=80:10.7%…>=50:53.7%…<=20:7.2%…<=10:2.5%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:67.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.8% above previous 1 highs, 10.1% below previous 1 lows
11.9% above previous 2 highs, 7.0% below previous 2 lows
7.1% above previous 3 highs, 5.9% below previous 3 lows
6.6% above previous 4 highs, 4.3% below previous 4 lows
5.9% above previous 5 highs, 3.7% below previous 5 lows
5.7% above previous 6 highs, 2.0% below previous 6 lows
5.6% above previous 7 highs, 1.6% below previous 7 lows
5.4% above previous 8 highs, 1.1% below previous 8 lows
5.4% above previous 9 highs, 1.0% below previous 9 lows
5.2% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 1.1% new lows
21d: 8.5% new highs, 1.1% new lows
42d: 6.1% new highs, 0.6% new lows
63d: 5.2% new highs, 0.4% new lows
126d: 2.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.0% above, 59.0% below
3-day: 70.0% above, 30.0% below
4-day: 50.6% above, 49.4% below
5-day: 44.2% above, 55.8% below
8-day: 61.6% above, 38.4% below
10-day: 76.9% above, 23.1% below
20-day: 63.8% above, 36.2% below
50-day: 55.2% above, 44.8% below
200-day: 37.8% above, 62.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.85% Top=JRCC SSRI SWC ANR PAAS PCX X ACI ….. CLD CLF ABX AA NUE TIE STLD NEM=Bottom (Metals & Mining)
CHEM(29): 0.35% Top=HUN GRA ROC IPI CF MOS SOA SMG ….. CE MON PPG EMN IFF RPM OLN ASH=Bottom (Chemicals/Fertilizers)
COHW(42): 0.19% Top=PCS FTR RIMM APKT BCE LVLT HPQ ADTN ….. CIEN CSCO DELL WIN RVBD IBM TDC BRCD=Bottom (Computer Hardware/Telecom)
ENER(94): 0.18% Top=ATPG NXY WFT FST HAL KMI CVE MMR ….. KWK HOS RES CHK UPL RDC CRK SFY=Bottom (Energy)
TRAN(21): 0.04% Top=CP CNI UNP TDW CSX UAL NSC KSU ….. CNW JBLU LUV TRN ALK FDX JBHT LCC=Bottom (Transportation)
HEAL(43): 0.04% Top=HCA THC HMA CYH UHS HLS ESRX VAR ….. UNH XRAY WCG AGP ALGN CNC AET MAKO=Bottom (Health)
ELEC(50): -0.01% Top=FSLR GTAT CREE SPRD CPHD ARMH TER AMD ….. TEL INTC JBL CRUS MOLX GRMN ITRI IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(62): -0.04% Top=TTWO CTSH TRI BIDU ROVI MDRX BYI SFLY ….. LNKD TLEO VMW N SWI CNQR ARBA SINA=Bottom (Computer Software/Internet)
DISV(38): -0.09% Top=LPS ACM KBR HRB RHI URS DV HMSY ….. WU CXW MCO MA V RCII WTW ATHN=Bottom (Diversified Services)
INSU(37): -0.10% Top=SLF GNW BRO PL AFL MBI LNC AIG ….. ENH CB CINF TRV FNF ORI MMC RE=Bottom (Insurance)
MANU(36): -0.13% Top=TEX MTW AME AGCO GTI RS SPW CAT ….. CMI SWK DRC PCP CLC PPO AOS ATU=Bottom (Manufacturing)
REAL(64): -0.13% Top=IVR GGP ARR CBG HST DFT VNO STWD ….. BMR DEI BDN SKT WRI PCL HPT KIM=Bottom (Real Estate)
MATE(26): -0.15% Top=CVA MDR MTZ EXP MLM KBH PWR FLR ….. OC TOL LEN USG FWLT LPX FAST MAS=Bottom (Materials & Construction)
LEIS(22): -0.29% Top=MPEL MGM WYNN LVS PENN MAR DRI WYN ….. SBUX YUM EXPE DNKN HOT DPZ LTM PCLN=Bottom (Leisure)
FINA(74): -0.30% Top=PHH OZM BAC TD SEIC BNS LAZ EV ….. VLY WDR AMP HBAN CSE ACAS HEK UBSI=Bottom (Banks/Financials)
CONS(49): -0.31% Top=OI SEE WMS GIL PKG RKT ECL BMS ….. VFC EL NWL TUP TPX DECK FOSL LEG=Bottom (Consumer)
RETA(69): -0.61% Top=SVU BID BBY RSH URBN NFLX ANF SIG ….. MW ANN TSCO ROST ARO HSNI AM SHLD=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 @ 2:22 pm

Market Stats at 2:22 pm ET
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
20.9% of stocks are above yesterday’s high.
62.3% are above yesterday’s midpoint. (37.7% are below.)
10.5% are below yesterday’s low.
68.6% are inside yesterday’s range.
62.2% of stocks with today’s high > yesterday’s high. (37.8% less than).
18.0% of stocks with today’s low < yesterday’s low. (82.0% greater than).

EVIDENCE OF INTRADAY TREND
42.5% of stocks are above today’s open. (56.0% are below).
34.4% of stocks are above today’s open and yesterday’s close.
50.8% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.0% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
33.4% are in the top half . 66.6% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
27.3% are in the bottom 10%.

GAIN
41.6% of stocks are above yesterday’s close. (58.4% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
1.0% are up 3.5% or more. 0.0% are down 3.5% or more.
75.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:2.9%…>=80:9.5%…>=50:52.6%…<=20:7.7%…<=10:3.3%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:67.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.9% above previous 1 highs, 10.5% below previous 1 lows
10.0% above previous 2 highs, 6.3% below previous 2 lows
6.3% above previous 3 highs, 5.9% below previous 3 lows
5.7% above previous 4 highs, 4.3% below previous 4 lows
5.2% above previous 5 highs, 3.2% below previous 5 lows
5.2% above previous 6 highs, 1.5% below previous 6 lows
5.1% above previous 7 highs, 1.4% below previous 7 lows
4.8% above previous 8 highs, 1.0% below previous 8 lows
4.8% above previous 9 highs, 0.9% below previous 9 lows
4.6% above previous 10 highs, 0.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.2% new highs, 1.0% new lows
21d: 8.1% new highs, 1.0% new lows
42d: 5.7% new highs, 0.5% new lows
63d: 4.9% new highs, 0.4% new lows
126d: 2.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.2% above, 60.8% below
3-day: 67.3% above, 32.7% below
4-day: 49.8% above, 50.2% below
5-day: 43.0% above, 57.0% below
8-day: 59.5% above, 40.5% below
10-day: 75.9% above, 24.1% below
20-day: 62.8% above, 37.2% below
50-day: 55.1% above, 44.9% below
200-day: 37.7% above, 62.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.16% Top=JRCC SWC ANR SSRI PCX ACI PAAS AUQ ….. NUE IAG CLF EGO JAG AUY AA NEM=Bottom (Metals & Mining)
CHEM(29): 0.27% Top=HUN GRA SMG CF IPI FTK AGU ROC ….. DD FMC EMN OLN PPG MON IFF ASH=Bottom (Chemicals/Fertilizers)
ENER(94): 0.18% Top=NXY ATPG HAL MMR WFT HLX KMI FST ….. HOS SFY KWK NBL CHK UPL RDC CRK=Bottom (Energy)
REAL(64): 0.05% Top=GGP ARR IVR DCT PPS LRY HCN REG ….. BPO OHI CIT NLY SNH PCL HPT KIM=Bottom (Real Estate)
HEAL(43): 0.04% Top=HCA THC HMA CYH UHS HLS VAR ESRX ….. COO EW UNH CNC ALGN AGP AET MAKO=Bottom (Health)
COHW(42): -0.05% Top=PCS FTR BCE ADTN APKT AMX HPQ RIMM ….. RVBD CSCO CIEN WIN DELL FIO TDC BRCD=Bottom (Computer Hardware/Telecom)
COSW(62): -0.17% Top=SOHU TTWO CDNS BIDU MDRX TRI BMC CTSH ….. N BSFT ARBA CTXS SWI SINA CNQR CPWR=Bottom (Computer Software/Internet)
MANU(36): -0.19% Top=TEX MTW AGCO AME RS CAT SPW TKR ….. BWC GE TYC AOS PCP DRC ATU SWK=Bottom (Manufacturing)
CONS(49): -0.19% Top=OI UA SEE CRI HAR GT WMS ECL ….. CL DECK EL NWL TUP TPX FOSL LEG=Bottom (Consumer)
ELEC(50): -0.20% Top=CREE FSLR GTAT AMD ARMH TER SWKS ONNN ….. IPGP GRMN MOLX NXPI JBL VECO DLB ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(21): -0.24% Top=CP CNI TDW UNP KSU NSC CSX CHRW ….. GLNG UAL TRN DAL FDX ALK JBLU LCC=Bottom (Transportation)
INSU(37): -0.27% Top=SLF GNW AFL PL AON ACGL BRO PGR ….. AJG HIG MET RE MMC ORI AGO MBI=Bottom (Insurance)
DISV(38): -0.28% Top=LPS KBR ACM RHI HMSY ULTA HRB VPRT ….. HTZ WU RCII MA V MCO ATHN WTW=Bottom (Diversified Services)
MATE(26): -0.34% Top=CVA MDR MTZ MLM SHAW PHM KBH EXP ….. TOL LEN FWLT DHI FAST LPX CX MAS=Bottom (Materials & Construction)
LEIS(22): -0.36% Top=MPEL WYNN MGM CAKE LVS PENN LTM WEN ….. SBUX EAT YUM DRI PCLN ARCO CCL EXPE=Bottom (Leisure)
FINA(74): -0.54% Top=PHH OZM TD BNS SEIC BAC FRC ARCC ….. ASBC TCB AMP FITB HBAN UBSI ACAS HEK=Bottom (Banks/Financials)
RETA(69): -0.54% Top=SVU BID BBY CSTR RSH SIG PIR ANF ….. PETM MW ANN ARO ROST AM HSNI SHLD=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 2:22 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:51 pm

Market Stats at 1:50 pm ET
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
33.1% of stocks are above yesterday’s high.
77.1% are above yesterday’s midpoint. (22.9% are below.)
5.4% are below yesterday’s low.
61.4% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
15.7% of stocks with today’s low < yesterday’s low. (84.3% greater than).

EVIDENCE OF INTRADAY TREND
59.9% of stocks are above today’s open. (37.9% are below).
51.2% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.5% of stocks are in the top 10% of today’s range.
27.7% are in the top 20%.
59.4% are in the top half . 40.6% of stocks are in the bottom half of today’s range.
14.8% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN
58.5% of stocks are above yesterday’s close. (41.5% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
1.3% are up 3.5% or more. 0.0% are down 3.5% or more.
77.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:3.2%…>=80:14.8%…>=50:68.5%…<=20:5.9%…<=10:2.9%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:70.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.1% above previous 1 highs, 5.4% below previous 1 lows
16.8% above previous 2 highs, 4.2% below previous 2 lows
10.9% above previous 3 highs, 3.5% below previous 3 lows
9.5% above previous 4 highs, 2.5% below previous 4 lows
8.6% above previous 5 highs, 2.0% below previous 5 lows
8.6% above previous 6 highs, 0.8% below previous 6 lows
8.2% above previous 7 highs, 0.8% below previous 7 lows
8.0% above previous 8 highs, 0.8% below previous 8 lows
8.0% above previous 9 highs, 0.5% below previous 9 lows
7.7% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 1.0% new lows
21d: 8.0% new highs, 1.0% new lows
42d: 5.6% new highs, 0.5% new lows
63d: 4.8% new highs, 0.4% new lows
126d: 2.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.6% above, 43.4% below
3-day: 80.3% above, 19.7% below
4-day: 64.1% above, 35.9% below
5-day: 55.0% above, 45.0% below
8-day: 67.9% above, 32.1% below
10-day: 80.5% above, 19.5% below
20-day: 66.0% above, 34.0% below
50-day: 57.1% above, 42.9% below
200-day: 38.6% above, 61.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.59% Top=JRCC ANR SWC ACI SSRI MCP PCX BTU ….. RGLD NUE IAG JAG EGO AUY AA NEM=Bottom (Metals & Mining)
ENER(94): 0.62% Top=NXY ATPG HAL MMR EXXI WFT HLX KEG ….. CHK CVX KWK NBL CRK UPL SFY RDC=Bottom (Energy)
CHEM(29): 0.57% Top=HUN GRA FTK CF SMG IPI MOS AGU ….. MON FMC OLN EMN ASH CBT PPG IFF=Bottom (Chemicals/Fertilizers)
REAL(64): 0.38% Top=RLJ GGP DCT LRY DRE NNN PPS DDR ….. EXR CLI BPO CIT NLY PCL HPT KIM=Bottom (Real Estate)
COHW(42): 0.32% Top=PCS FTR APKT BCE ADTN HPQ ARUN AMX ….. CSCO IBM RVBD WIN DELL TDC FIO BRCD=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.31% Top=HCA CYH HMA THC UHS HLS ESRX VAR ….. WLP UNH CNC EW ALGN AGP AET MAKO=Bottom (Health)
MATE(26): 0.22% Top=MTZ MDR CVA MLM EXP PHM SHAW KBH ….. SHW LEN FWLT WM DHI FAST CX MAS=Bottom (Materials & Construction)
ELEC(50): 0.18% Top=FSLR CREE AMD SWKS GTAT ARMH TER ONNN ….. MOLX GRMN INTC IPGP SPRD DLB VECO ITRI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(21): 0.12% Top=CP CNI TDW KSU UNP NSC CSX LUV ….. UAL UPS EXPD GLNG ALK FDX JBLU LCC=Bottom (Transportation)
COSW(62): 0.12% Top=SOHU TTWO BIDU TRI CTSH BMC QSII MDRX ….. VMW CTXS SWI N ARBA SINA CNQR CPWR=Bottom (Computer Software/Internet)
MANU(36): 0.08% Top=TEX MTW AGCO AME RS SPW TKR ROK ….. GE DRC TYC CMI AOS ATU SWK BWC=Bottom (Manufacturing)
CONS(49): 0.08% Top=UA OI GT WRC WHR BC SEE ECL ….. CHD CL NWL EL TUP TPX FOSL LEG=Bottom (Consumer)
INSU(37): 0.03% Top=SLF GNW AFL PL AIG HCC LNC AON ….. AXS CINF AJG AGO ORI MMC RE MBI=Bottom (Insurance)
DISV(38): -0.02% Top=KBR LPS RHI ACM HRB CAR MAN HMSY ….. R RCII WU ATHN MA MCO V WTW=Bottom (Diversified Services)
LEIS(22): -0.09% Top=WYNN MPEL MGM CAKE LTM PENN LVS WYN ….. DRI EAT SBUX YUM ARCO PCLN CCL EXPE=Bottom (Leisure)
FINA(74): -0.20% Top=OZM PHH TD BNS SEIC EV BAC FRC ….. TCB FITB CBOE AMP HBAN UBSI ACAS HEK=Bottom (Banks/Financials)
RETA(69): -0.21% Top=SVU BID BBY SIG PIR ANF CSTR FL ….. FINL EXPR ANN AM ARO HSNI ROST SHLD=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 1:50 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 10:06 am ET
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
32.4% of stocks are above yesterday’s high.
82.8% are above yesterday’s midpoint. (17.2% are below.)
2.9% are below yesterday’s low.
64.7% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
10.5% of stocks with today’s low < yesterday’s low. (89.5% greater than).

EVIDENCE OF INTRADAY TREND
66.4% of stocks are above today’s open. (31.0% are below).
53.9% of stocks are above today’s open and yesterday’s close.
24.5% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.0% of stocks are in the top 10% of today’s range.
50.7% are in the top 20%.
78.3% are in the top half . 21.7% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
63.5% of stocks are above yesterday’s close. (36.5% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.0% are down 3.5% or more.
85.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:2.9%…>=80:11.9%…>=50:74.5%…<=20:3.8%…<=10:1.1%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.4% above previous 1 highs, 2.9% below previous 1 lows
14.0% above previous 2 highs, 2.0% below previous 2 lows
8.6% above previous 3 highs, 1.6% below previous 3 lows
7.7% above previous 4 highs, 1.0% below previous 4 lows
7.1% above previous 5 highs, 0.8% below previous 5 lows
6.7% above previous 6 highs, 0.4% below previous 6 lows
6.4% above previous 7 highs, 0.3% below previous 7 lows
6.4% above previous 8 highs, 0.3% below previous 8 lows
6.4% above previous 9 highs, 0.3% below previous 9 lows
6.4% above previous 10 highs, 0.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.1% new highs, 0.8% new lows
21d: 5.1% new highs, 0.8% new lows
42d: 3.3% new highs, 0.4% new lows
63d: 2.9% new highs, 0.4% new lows
126d: 1.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.1% above, 39.9% below
3-day: 85.7% above, 14.3% below
4-day: 70.2% above, 29.8% below
5-day: 61.1% above, 38.9% below
8-day: 70.2% above, 29.8% below
10-day: 80.9% above, 19.1% below
20-day: 66.5% above, 33.5% below
50-day: 57.6% above, 42.4% below
200-day: 38.8% above, 61.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.77% Top=SSRI JRCC MCP PAAS EXK AUQ ANR PCX ….. HSC TIE NUE WLT NEM JAG AA CLD=Bottom (Metals & Mining)
ENER(94): 0.61% Top=MMR SD ATPG NXY BRY OIS WFT KEG ….. EPD BAS NBL OAS ETE UPL MWE SFY=Bottom (Energy)
CHEM(29): 0.59% Top=CF FTK HUN POT MOS CE IPI ALB ….. APD MON CYT PX IFF CBT DD ASH=Bottom (Chemicals/Fertilizers)
REAL(64): 0.44% Top=NNN REG DRE IVR BMR DDR O EQY ….. FRT ARR EXR CYS TWO KIM NLY CIT=Bottom (Real Estate)
TRAN(21): 0.38% Top=CP CNI TDW DAL UNP NSC CSX KSU ….. JBLU FDX TRN EXPD ALK JBHT LCC GLNG=Bottom (Transportation)
HEAL(43): 0.31% Top=HCA CYH THC HMA UHS CVD BDX ZMH ….. MDT WLP TMO XRAY WCG AET LIFE MAKO=Bottom (Health)
ELEC(50): 0.31% Top=GTAT CREE FSLR TER AMAT CY IPGP SPRD ….. CPHD APH MOLX GRMN ALTR GLW ITRI NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.27% Top=FTR RIMM CIEN PCS NTAP LVLT EMC RVBD ….. VZ VIP WIN TDS AMT TDC FNSR BRCD=Bottom (Computer Hardware/Telecom)
MANU(36): 0.15% Top=TEX AGCO GTI SPW ATI CAT RS DE ….. AVY TYC SWK JOY PH AOS KMT ATU=Bottom (Manufacturing)
LEIS(22): 0.10% Top=MGM MPEL WYNN WYN HOT MAR CCL PENN ….. EAT DPZ YUM EXPE MCD PCLN LTM WEN=Bottom (Leisure)
MATE(26): 0.09% Top=CX MTZ MDR SHAW FWLT PWR FLR MLM ….. RSG LPX FAST LEN RYL USG KBH MAS=Bottom (Materials & Construction)
COSW(62): 0.05% Top=CDNS SFLY TRI YNDX ROVI ADBE CTSH MDRX ….. ARBA ACOM AOL SWI LNKD SINA QLIK CPWR=Bottom (Computer Software/Internet)
CONS(49): 0.04% Top=OI GT WHR DBD GIL CROX MWV ECL ….. UA KMB JAH TPX LEG XRX VFC FOSL=Bottom (Consumer)
INSU(37): 0.01% Top=SLF AON AFG PL LNC VR AIZ AFL ….. ORI ACGL ENH RE TRV PGR AXS MBI=Bottom (Insurance)
DISV(38): -0.03% Top=HRB ACM URI KBR FIS RRD TSS CXW ….. RCII V ATHN MCO MELI SBAC HMSY CAR=Bottom (Diversified Services)
RETA(69): -0.15% Top=BID LINTA BBY SVU FDO URBN AEO NFLX ….. WAG MW ANN GPS EXPR TJX ROST SHLD=Bottom (Retail & Specialty Retail)
FINA(74): -0.27% Top=TD BNS ARCC NYB TROW PBCT AINV NDAQ ….. BX FHN WDR FMER FITB JNS UBSI CBOE=Bottom (Banks/Financials)

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 10:06 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:44 am

Market Stats at 9:43 am ET
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
13.1% of stocks are above yesterday’s high.
75.2% are above yesterday’s midpoint. (24.8% are below.)
3.7% are below yesterday’s low.
83.2% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
8.7% of stocks with today’s low < yesterday’s low. (91.3% greater than).

EVIDENCE OF INTRADAY TREND
47.7% of stocks are above today’s open. (48.5% are below).
32.6% of stocks are above today’s open and yesterday’s close.
41.3% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
25.2% are in the top 20%.
55.1% are in the top half . 44.9% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN
43.4% of stocks are above yesterday’s close. (56.6% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.0% are up 3.5% or more. 0.0% are down 3.5% or more.
92.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.3%…>=90:1.9%…>=80:5.4%…>=50:61.3%…<=20:5.4%…<=10:1.5%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:67.3%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.1% above previous 1 highs, 3.7% below previous 1 lows
4.4% above previous 2 highs, 2.1% below previous 2 lows
2.3% above previous 3 highs, 1.9% below previous 3 lows
1.8% above previous 4 highs, 1.4% below previous 4 lows
1.5% above previous 5 highs, 1.1% below previous 5 lows
1.5% above previous 6 highs, 0.1% below previous 6 lows
1.5% above previous 7 highs, 0.1% below previous 7 lows
1.5% above previous 8 highs, 0.1% below previous 8 lows
1.5% above previous 9 highs, 0.1% below previous 9 lows
1.5% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.9% new highs, 0.6% new lows
21d: 2.9% new highs, 0.6% new lows
42d: 2.0% new highs, 0.4% new lows
63d: 1.9% new highs, 0.4% new lows
126d: 1.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.6% above, 59.4% below
3-day: 78.4% above, 21.6% below
4-day: 56.9% above, 43.1% below
5-day: 47.0% above, 53.0% below
8-day: 63.2% above, 36.8% below
10-day: 78.3% above, 21.7% below
20-day: 63.0% above, 37.0% below
50-day: 56.1% above, 43.9% below
200-day: 37.9% above, 62.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 0.99% Top=SSRI EXK PAAS EGO AUQ AEM KGC GG ….. NUE JAG TIE CENX X AA WLT CLD=Bottom (Metals & Mining)
CHEM(29): 0.15% Top=FTK MOS HUN CF POT AGU CE IPI ….. EMN ASH SIAL CYT IFF SOA DD CBT=Bottom (Chemicals/Fertilizers)
REAL(64): 0.08% Top=EQY DRE NNN SKT O HCN HTS HIW ….. PDM VNO NLY TWO EXR HST KIM CIT=Bottom (Real Estate)
HEAL(43): 0.08% Top=HCA THC HNT SYK CVD AGP BDX CVH ….. LNCR CFN WLP XRAY UNH AET MAKO LIFE=Bottom (Health)
COHW(42): 0.07% Top=RIMM FTR CIEN PCS TWTC BCE AMX EQIX ….. CCI FNSR ARUN TDS FIO TDC AMT BRCD=Bottom (Computer Hardware/Telecom)
ELEC(50): 0.04% Top=SPRD CREE FSLR OVTI AMAT ARMH IPGP SNDK ….. ALTR CPHD MOLX VSH GLW TEL ITRI NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): -0.03% Top=NXY SD KMI HAL IOC EXXI PXP FST ….. WTI SFY MWE RDC CIE ROSE OAS CJES=Bottom (Energy)
TRAN(21): -0.06% Top=CP CNI UNP KSU CSX TDW NSC LUV ….. CNW JBHT CHRW FDX EXPD ALK UAL LCC=Bottom (Transportation)
LEIS(22): -0.15% Top=MPEL MGM HOT WYN ARCO WYNN PENN DRI ….. LTM DPZ CAKE MCD DNKN PCLN WEN EXPE=Bottom (Leisure)
COSW(62): -0.16% Top=BSFT YNDX DRIV CDNS FTNT RAX NLSN TRI ….. CTXS QLIK CPWR N SINA AOL SWI LNKD=Bottom (Computer Software/Internet)
CONS(49): -0.17% Top=WHR OI DBD GIL COH PBI UA DECK ….. BC XRX CL SCSS TPX FOSL VFC LEG=Bottom (Consumer)
MANU(36): -0.19% Top=TEX GTI ENS CAT DE PLL AME ATI ….. DRC SWK ITW PPO PH ATU JOY AVY=Bottom (Manufacturing)
DISV(38): -0.22% Top=HRB ACM KBR WTW VPRT RRD URI FIS ….. ADS PAYX MA V MCO HMSY ATHN MELI=Bottom (Diversified Services)
INSU(37): -0.24% Top=SLF AON AFG RE WSH PL PRI AJG ….. GNW CB MBI CINF MET TRV PGR AIG=Bottom (Insurance)
RETA(69): -0.25% Top=BID CSTR LINTA URBN FDO NFLX AMZN ANF ….. ORLY ANN MW ROST GPS TJX KMX SHLD=Bottom (Retail & Specialty Retail)
MATE(26): -0.29% Top=CX SHAW PWR MTZ FWLT FLR MLM MDU ….. LEN RSG OC RYL LPX MAS KBH USG=Bottom (Materials & Construction)
FINA(74): -0.50% Top=TD BNS FII OZM EV ARCC BEN DFS ….. VLY FHN AMP JEF SUSQ UMPQ FMER BX=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:43 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 9:38 am ET
by daytrend on 20111230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

COMPARED TO YESTERDAY’S RANGE
14.3% of stocks are above yesterday’s high.
78.3% are above yesterday’s midpoint. (21.7% are below.)
1.9% are below yesterday’s low.
83.8% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
6.8% of stocks with today’s low < yesterday’s low. (93.2% greater than).

EVIDENCE OF INTRADAY TREND
53.5% of stocks are above today’s open. (41.8% are below).
34.9% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
32.9% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
22.0% of stocks are in the top 10% of today’s range.
35.9% are in the top 20%.
64.7% are in the top half . 35.3% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN
48.9% of stocks are above yesterday’s close. (51.1% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.0% are up 3.5% or more. 0.0% are down 3.5% or more.
95.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.1%…>=90:1.5%…>=80:5.8%…>=50:66.5%…<=20:4.7%…<=10:1.8%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:67.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.3% above previous 1 highs, 1.9% below previous 1 lows
4.4% above previous 2 highs, 1.3% below previous 2 lows
2.9% above previous 3 highs, 0.9% below previous 3 lows
2.1% above previous 4 highs, 0.6% below previous 4 lows
1.9% above previous 5 highs, 0.6% below previous 5 lows
1.8% above previous 6 highs, 0.1% below previous 6 lows
1.8% above previous 7 highs, 0.1% below previous 7 lows
1.8% above previous 8 highs, 0.1% below previous 8 lows
1.8% above previous 9 highs, 0.1% below previous 9 lows
1.8% above previous 10 highs, 0.1% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.4% new highs, 0.5% new lows
21d: 2.4% new highs, 0.5% new lows
42d: 1.5% new highs, 0.4% new lows
63d: 1.4% new highs, 0.4% new lows
126d: 0.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.4% above, 54.6% below
3-day: 83.9% above, 16.1% below
4-day: 59.7% above, 40.3% below
5-day: 51.7% above, 48.3% below
8-day: 65.0% above, 35.0% below
10-day: 79.1% above, 20.9% below
20-day: 63.7% above, 36.3% below
50-day: 56.4% above, 43.6% below
200-day: 38.6% above, 61.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(35): 1.04% Top=EXK SSRI PAAS EGO AUQ JRCC ANR KGC ….. STLD NUE HSC AKS AA WLT CLD X=Bottom (Metals & Mining)
CHEM(29): 0.15% Top=HUN FTK IPI CE MOS CF DOW AGU ….. ALB EMN ROC CYT ASH MON DD CBT=Bottom (Chemicals/Fertilizers)
COHW(42): 0.13% Top=RIMM CIEN FTR EQIX AMX LVLT EMC BCE ….. PCS FIO VZ TDC AMT FNSR TDS BRCD=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.11% Top=HCA HNT BDX ZMH HMA THC SYK CVD ….. MDT UHS UNH AET LNCR WLP BSX LIFE=Bottom (Health)
REAL(64): 0.11% Top=BMR IVR EQY HCN DDR LRY CMO HIW ….. CYS VNO NLY BPO TWO KIM EXR CIT=Bottom (Real Estate)
ELEC(50): 0.07% Top=SPRD FSLR AMAT TER ARMH KLAC IPGP SWKS ….. TEL VSH MOLX TRMB GLW ITRI AMD NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 0.02% Top=PXP BRY MMR NXY HES SD KMI FST ….. WTI MPC MWE CIE ESV OAS RDC KOG=Bottom (Energy)
TRAN(21): 0.02% Top=CP CSX UNP CNI CNW NSC GLNG TRN ….. LUV EXPD JBHT DAL JBLU ALK UAL LCC=Bottom (Transportation)
MANU(36): -0.04% Top=GTI ENS TEX DOV CAT PLL SPW DE ….. PH TKR AOS CLC JOY ATU AVY DRC=Bottom (Manufacturing)
INSU(37): -0.05% Top=SLF GNW UNM TMK AON AXS WSH PL ….. AIZ FNF ENH MET TRV PGR PRU AIG=Bottom (Insurance)
COSW(62): -0.08% Top=FTNT NLSN YNDX DRIV CA ADBE CDNS ROVI ….. MSCI AOL BYI SFLY CPWR LNKD N SINA=Bottom (Computer Software/Internet)
MATE(26): -0.12% Top=PWR FWLT CX EXP MTZ MDU MLM FLR ….. CVA FAST TOL LEN RYL LPX MAS KBH=Bottom (Materials & Construction)
LEIS(22): -0.12% Top=MPEL ARCO MGM WYNN HOT PCLN WYN MAR ….. LTM LVS DNKN DPZ CAKE MCD EXPE WEN=Bottom (Leisure)
DISV(38): -0.15% Top=HRB ACM KBR WTW FIS RRD APOL VPRT ….. RHI ADS HMSY GPN V RCII ATHN LRN=Bottom (Diversified Services)
CONS(49): -0.21% Top=GIL OI DBD GT PBI HAS WHR BLL ….. DECK HAR TPX SCSS LEG HBI VFC FOSL=Bottom (Consumer)
RETA(69): -0.21% Top=CSTR BID LINTA FDO AMZN URBN BBY NFLX ….. RSH MW ANN ORLY AAP TJX KMX SHLD=Bottom (Retail & Specialty Retail)
FINA(74): -0.29% Top=TD FII BEN AXP SLM BNS NYB ARCC ….. UMPQ SUSQ STI WDR BX ACAS JEF PHH=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:38 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

12/29/2011

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 12/29/2011

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

This file contains the tools and User Guide:  DaytrendTools_20111229.xls

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20111229. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

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

COMPARED TO YESTERDAY’S RANGE
19.1% of stocks are above yesterday’s high.
65.0% are above yesterday’s midpoint. (35.0% are below.)
3.5% are below yesterday’s low.
77.4% are inside yesterday’s range.
33.8% of stocks with today’s high > yesterday’s high. (66.3% less than).
29.9% of stocks with today’s low < yesterday’s low. (70.1% greater than).

EVIDENCE OF INTRADAY TREND
87.5% of stocks are above today’s open. (12.1% are below).
85.9% of stocks are above today’s open and yesterday’s close.
7.5% are below both.
76.5% of stocks opened above yesterday’s close. (17.9% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
22.0% of stocks are in the top 10% of today’s range.
48.3% are in the top 20%.
84.8% are in the top half . 15.3% of stocks are in the bottom half of today’s range.
1.9% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
91.3% of stocks are above yesterday’s close. (8.8% are below.)
1.4% are up 4.5% or more. 0.3% are down 4.5% or more.
3.3% are up 3.5% or more. 0.3% are down 3.5% or more.
41.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.5%…>=90:3.3%…>=80:9.4%…>=50:71.0%…<=20:5.9%…<=10:2.1%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:68.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.1% above previous 1 highs, 3.5% below previous 1 lows
10.0% above previous 2 highs, 2.5% below previous 2 lows
8.8% above previous 3 highs, 2.3% below previous 3 lows
7.4% above previous 4 highs, 1.8% below previous 4 lows
7.2% above previous 5 highs, 0.9% below previous 5 lows
6.5% above previous 6 highs, 0.8% below previous 6 lows
6.4% above previous 7 highs, 0.8% below previous 7 lows
6.3% above previous 8 highs, 0.8% below previous 8 lows
6.3% above previous 9 highs, 0.6% below previous 9 lows
6.0% above previous 10 highs, 0.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.9% new highs, 3.0% new lows
21d: 6.9% new highs, 2.8% new lows
42d: 4.9% new highs, 2.3% new lows
63d: 4.6% new highs, 1.4% new lows
126d: 3.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.8% above, 9.3% below
3-day: 62.1% above, 37.9% below
4-day: 50.6% above, 49.4% below
5-day: 52.4% above, 47.6% below
8-day: 75.8% above, 24.3% below
10-day: 80.4% above, 19.6% below
20-day: 62.7% above, 37.3% below
50-day: 56.4% above, 43.6% below
200-day: 38.5% above, 61.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(27): 2.88% Top=MAS OC USG KBH PHM RYL LEN DHI ….. WM WCN FWLT PWR MDR MTZ SHW RSG=Bottom (Materials & Construction)
MANU(37): 1.77% Top=MTW TEX KMT ENS ATU SWK AOS FLS ….. ITW PH DE DRC TYC MHK PPO BWC=Bottom (Manufacturing)
FINA(74): 1.74% Top=JNS FII SUSQ AMTD BAC FNFG STI UBSI ….. SCHW HCBK AINV ACAS OZM BNS FRC CBOE=Bottom (Banks/Financials)
CHEM(29): 1.35% Top=HUN ALB CBT EMN SOA DOW FTK RPM ….. DD POT OLN ROC IPI AGU APD MOS=Bottom (Chemicals/Fertilizers)
META(35): 1.28% Top=EXK JAG AUQ PAAS IAG SSRI AUY GG ….. NUE SCCO BTU SWC PCX ACI CNX MCP=Bottom (Metals & Mining)
HEAL(42): 1.24% Top=BSX HMA MDT LNCR COO HOLX THOR CNC ….. MAKO DGX SYK WLP ZMH CI CVH CVD=Bottom (Health)
ELEC(51): 1.20% Top=A LSI FSLR ITRI MOLX TEL RFMD VSH ….. ATML CPHD ROP LLTC SNPS MRVL BRCM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): 1.18% Top=OI LII TPX SCSS NWL BC CCK PAY ….. CROX LULU RL VFC GIL FOSL UA DECK=Bottom (Consumer)
TRAN(21): 1.17% Top=LUV TRN GLNG JBLU KSU FDX EXPD NSC ….. CSX UNP CHRW CNI LCC CP DAL UAL=Bottom (Transportation)
ENER(95): 1.13% Top=SGY CRZO KOG MMR WFT CVI GPOR CIE ….. RIG VLO BAS CLR ESV NXY ATPG CJES=Bottom (Energy)
INSU(38): 1.06% Top=GNW PL LNC BRO AFL TMK HIG MET ….. WSH CB MBI AON PRI AXS ENH AGO=Bottom (Insurance)
DISV(38): 1.02% Top=HTZ HRB V RHI MAN RCII JEC MCO ….. FCN CAR VRSK LPS MELI CXW WTW VPRT=Bottom (Diversified Services)
REAL(65): 0.94% Top=CBG SLG LHO HST WRI DCT DRE CBL ….. DLR KIM HTS FRT NLY CYS STWD CMO=Bottom (Real Estate)
COHW(42): 0.93% Top=FTR NIHD PCS TWTC CIEN AMX FNSR HPQ ….. CSCO LVLT HRS JNPR PLCM MSI APKT FIO=Bottom (Computer Hardware/Telecom)
COSW(64): 0.86% Top=LNKD ROVI TLEO CDNS CRM NCR BYI MDRX ….. VRSN UIS CSC YNDX ARBA BIDU SFLY BSFT=Bottom (Computer Software/Internet)
LEIS(23): 0.83% Top=DNKN WYN MGM SBUX CAKE MCD CCL DRI ….. WEN LTM MAR CMG PCLN MPEL ARCO EXPE=Bottom (Leisure)
RETA(69): 0.73% Top=PIR WSM KMX LOW BKE ASNA AN PSS ….. LTD DG SVU GPS TSCO KSS M SHLD=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/

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