daytrend

01/31/2012

Persistence Lists, Momo, ProMomo, and Related Tools for Trader Prep 1/31/2012

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

This file contains the tools and User Guide:  DaytrendTools_20120131.xls

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

Closing Stats
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

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

COMPARED TO YESTERDAY’S RANGE
26.8% of stocks are above yesterday’s high.
62.6% are above yesterday’s midpoint. (37.4% are below.)
14.9% are below yesterday’s low.
58.3% are inside yesterday’s range.
77.0% of stocks with today’s high > yesterday’s high. (23.0% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND
25.8% of stocks are above today’s open. (73.2% are below).
25.3% of stocks are above today’s open and yesterday’s close.
49.7% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.5% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
40.4% are in the top half . 59.6% of stocks are in the bottom half of today’s range.
22.2% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN
49.7% of stocks are above yesterday’s close. (50.3% are below.)
1.0% are up 4.5% or more. 2.4% are down 4.5% or more.
1.8% are up 3.5% or more. 4.0% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.3%…>=90:7.4%…>=80:15.1%…>=50:46.3%…<=20:24.9%…<=10:12.3%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:4.6%…>=50:70.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.8% above previous 1 highs, 14.9% below previous 1 lows
14.0% above previous 2 highs, 12.3% below previous 2 lows
8.1% above previous 3 highs, 11.4% below previous 3 lows
7.9% above previous 4 highs, 9.4% below previous 4 lows
7.6% above previous 5 highs, 7.8% below previous 5 lows
7.4% above previous 6 highs, 6.8% below previous 6 lows
7.3% above previous 7 highs, 6.0% below previous 7 lows
6.9% above previous 8 highs, 5.5% below previous 8 lows
6.9% above previous 9 highs, 4.3% below previous 9 lows
6.8% above previous 10 highs, 4.3% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.3% new highs, 3.9% new lows
21d: 14.3% new highs, 3.3% new lows
42d: 12.4% new highs, 1.1% new lows
63d: 9.8% new highs, 0.4% new lows
126d: 6.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.6% above, 51.4% below
3-day: 40.2% above, 59.8% below
4-day: 42.7% above, 57.3% below
5-day: 38.9% above, 61.1% below
8-day: 50.2% above, 49.8% below
10-day: 53.7% above, 46.3% below
20-day: 70.3% above, 29.7% below
50-day: 83.1% above, 16.9% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(63): 0.71% Top=CBG JLL EXR OFC DLR BDN BXP MFA ….. MAC KRC DCT OHI REG NNN WRI PCL=Bottom (Real Estate)
INSU(32): 0.43% Top=MBI ACGL TMK AGO PL AON ACE GNW ….. AJG PRU BRO AIG AFL ALL WRB MET=Bottom (Insurance)
CONS(51): 0.29% Top=PAY MAT WRC UA COH SEE BC WWW ….. AVP OI LII HAR GT TPX LEG SCSS=Bottom (Consumer)
COSW(59): 0.26% Top=TRIP GRPN UIS EA IGT NCR RAX BMC ….. ORCL INFA BIDU BSFT OTEX SOHU LNKD SFLY=Bottom (Computer Software/Internet)
CHEM(27): 0.07% Top=FTK HUN ALB ROC GRA DOW FUL RPM ….. ASH SIAL MOS IFF CYT POT CE IPI=Bottom (Chemicals/Fertilizers)
HEAL(50): 0.05% Top=HOLX EW CNC WCG MOH CVH HNT UNH ….. CYH AGP BKD CFN HCA MAKO THOR ALGN=Bottom (Health)
LEIS(21): -0.03% Top=MPEL ARCO PCLN EXPE MTN MCD CCL HOT ….. WYN YUM MAR MGM DRI SBUX CAKE EAT=Bottom (Leisure)
COHW(44): -0.09% Top=HRS SYNA FNSR DELL VIP AMT MSI NTAP ….. ARUN ADTN LVLT PLCM RIMM APKT LEAP FIO=Bottom (Computer Hardware/Telecom)
FINA(78): -0.12% Top=AINV MS LAZ SIVB COF AXP GS RJF ….. BEN BKU HCBK NDAQ JEF HEK TCB WDR=Bottom (Banks/Financials)
TRAN(25): -0.15% Top=LUV SAVE CHRW SWFT JBHT UAL EXPD CNI ….. UPS FDX KSU NAT KEX LCC NSC DAL=Bottom (Transportation)
ELEC(54): -0.37% Top=CPHD IPGP GLW GRMN AMAT ARMH NXPI JBL ….. A SLAB ATML FCS SPRD OVTI FSLR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): -0.41% Top=SPN OAS HP PDS HES MPC PXD ATW ….. SWN EEP MMR GDP UPL CRZO FST CRK=Bottom (Energy)
DISV(35): -0.41% Top=SAI DV ESI WTW MA ADS V CXW ….. HTZ ATHN HRB ULTA APOL MAN AAN RCII=Bottom (Diversified Services)
META(34): -0.75% Top=X EXK EGO IAG AUQ NEM FCX CLF ….. SWC AKS TIE CLD BTU ANR JRCC PCX=Bottom (Metals & Mining)
RETA(69): -0.92% Top=KORS SKS GES LTD DSW AMZN DKS COST ….. PIR KMX SPLS NFLX SHLD BBY DANG RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.39% Top=CX EXP SHW RSG FAST MLM FLR WM ….. TOL MDR MDC PHM LEN KBH LPX MTH=Bottom (Materials & Construction)
MANU(36): -1.58% Top=TYC FLS MTW PLL DOV TKR TNB AOS ….. MHK KMT RS JOY TEX GDI AVY PPO=Bottom (Manufacturing)

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 @ 3:29 pm

Market Stats at 3:29 pm ET
by daytrend on 20120131. 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
28.4% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
13.9% are below yesterday’s low.
57.8% are inside yesterday’s range.
76.5% of stocks with today’s high > yesterday’s high. (23.5% less than).
33.0% of stocks with today’s low < yesterday’s low. (67.0% greater than).

EVIDENCE OF INTRADAY TREND
26.9% of stocks are above today’s open. (72.0% are below).
26.1% of stocks are above today’s open and yesterday’s close.
46.4% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
43.1% are in the top half . 56.9% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.9% are up 4.5% or more. 2.0% are down 4.5% or more.
1.9% are up 3.5% or more. 3.4% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.4%…>=90:8.1%…>=80:17.3%…>=50:47.8%…<=20:23.5%…<=10:12.4%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:4.6%…>=50:69.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.4% above previous 1 highs, 13.9% below previous 1 lows
14.5% above previous 2 highs, 11.4% below previous 2 lows
8.5% above previous 3 highs, 10.9% below previous 3 lows
8.1% above previous 4 highs, 8.8% below previous 4 lows
7.9% above previous 5 highs, 7.4% below previous 5 lows
7.4% above previous 6 highs, 6.8% below previous 6 lows
7.2% above previous 7 highs, 5.6% below previous 7 lows
6.9% above previous 8 highs, 5.1% below previous 8 lows
6.9% above previous 9 highs, 4.1% below previous 9 lows
6.9% above previous 10 highs, 3.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 3.6% new lows
21d: 13.9% new highs, 3.1% new lows
42d: 12.0% new highs, 1.1% new lows
63d: 9.5% new highs, 0.4% new lows
126d: 6.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.4% above, 48.6% below
3-day: 43.1% above, 56.9% below
4-day: 46.0% above, 54.0% below
5-day: 41.1% above, 58.9% below
8-day: 51.5% above, 48.5% below
10-day: 53.9% above, 46.1% below
20-day: 70.6% above, 29.4% below
50-day: 83.4% above, 16.6% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(63): 0.67% Top=CBG JLL EXR OFC MFA DLR TWO AIV ….. DCT KRC MAC KIM REG NNN WRI PCL=Bottom (Real Estate)
INSU(32): 0.43% Top=PL AGO TMK ORI MBI ACE VR ACGL ….. SLF L AJG MMC BRO AIG ALL MET=Bottom (Insurance)
COSW(59): 0.32% Top=EA TRIP GRPN IGT UIS RAX NCR FTNT ….. TRI ORCL BSFT BIDU SFLY SOHU LNKD OTEX=Bottom (Computer Software/Internet)
CONS(51): 0.29% Top=PAY MAT WRC UA SEE BC COH WWW ….. MWV OI AVP HAR GT LEG TPX SCSS=Bottom (Consumer)
HEAL(50): 0.21% Top=HOLX EW CNC WCG MOH CVH UNH HNT ….. CFN NUVA BKD MAKO THC HCA THOR ALGN=Bottom (Health)
CHEM(27): 0.10% Top=FTK ROC ALB GRA HUN DOW RPM FUL ….. MON SIAL CE MOS POT IFF CYT IPI=Bottom (Chemicals/Fertilizers)
FINA(78): 0.01% Top=LAZ AINV COF SIVB MS AXP GS RJF ….. BXS HCBK JEF BEN NDAQ HEK TCB WDR=Bottom (Banks/Financials)
COHW(44): -0.03% Top=HRS SYNA FNSR DELL VIP MSI AMT RVBD ….. NIHD ARUN PLCM LVLT RIMM APKT LEAP FIO=Bottom (Computer Hardware/Telecom)
LEIS(21): -0.05% Top=MPEL ARCO PCLN EXPE MTN MCD CCL DPZ ….. WYN YUM MAR MGM DRI SBUX CAKE EAT=Bottom (Leisure)
TRAN(25): -0.16% Top=SAVE LUV CHRW SWFT JBHT EXPD UAL CNW ….. KNX FDX NSC UPS KEX NAT LCC DAL=Bottom (Transportation)
ELEC(54): -0.16% Top=CPHD IPGP NXPI GRMN AMAT GLW ARMH CAVM ….. LSCC SLAB FCS ATML FSLR OVTI SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -0.20% Top=OAS SPN HP HES EPD PXD OIS PDS ….. SWN GDP EEP CRZO UPL KWK FST CRK=Bottom (Energy)
META(34): -0.35% Top=X EXK EGO SXC AUQ IAG NEM CLF ….. AKS AA TIE CLD BTU ANR JRCC PCX=Bottom (Metals & Mining)
DISV(35): -0.40% Top=ESI MA ADS DV WTW MCO V HMSY ….. HTZ ULTA HRB MAN APOL VPRT AAN RCII=Bottom (Diversified Services)
RETA(69): -0.98% Top=KORS LTD SKS GES DSW TIF DKS TJX ….. M KMX SPLS NFLX SHLD BBY DANG RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.23% Top=CX EXP RSG SHW MLM FLR FAST RYL ….. TOL MDR MDC PHM LEN KBH LPX MTH=Bottom (Materials & Construction)
MANU(36): -1.47% Top=TYC FLS MTW TKR PLL DOV AOS ATU ….. DE AGCO MHK JOY GDI TEX AVY PPO=Bottom (Manufacturing)

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

Filed under: Market Stats — daytrend @ 3:19 pm

Market Stats at 3:18 pm ET
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.

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

COMPARED TO YESTERDAY’S RANGE
29.5% of stocks are above yesterday’s high.
66.3% are above yesterday’s midpoint. (33.7% are below.)
13.7% are below yesterday’s low.
56.8% are inside yesterday’s range.
76.5% of stocks with today’s high > yesterday’s high. (23.5% less than).
33.0% of stocks with today’s low < yesterday’s low. (67.0% greater than).

EVIDENCE OF INTRADAY TREND
27.6% of stocks are above today’s open. (71.2% are below).
26.8% of stocks are above today’s open and yesterday’s close.
44.3% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.6% of stocks are in the top 10% of today’s range.
16.7% are in the top 20%.
44.9% are in the top half . 55.1% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN
54.9% of stocks are above yesterday’s close. (45.1% are below.)
0.7% are up 4.5% or more. 2.0% are down 4.5% or more.
1.7% are up 3.5% or more. 3.4% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:8.2%…>=80:18.1%…>=50:48.4%…<=20:23.5%…<=10:11.4%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.0%…>=50:70.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:77.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.5% above previous 1 highs, 13.7% below previous 1 lows
14.9% above previous 2 highs, 11.4% below previous 2 lows
8.7% above previous 3 highs, 10.9% below previous 3 lows
8.4% above previous 4 highs, 8.7% below previous 4 lows
8.1% above previous 5 highs, 7.1% below previous 5 lows
7.7% above previous 6 highs, 6.4% below previous 6 lows
7.6% above previous 7 highs, 5.5% below previous 7 lows
7.4% above previous 8 highs, 4.9% below previous 8 lows
7.4% above previous 9 highs, 4.1% below previous 9 lows
7.4% above previous 10 highs, 3.7% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 3.5% new lows
21d: 13.7% new highs, 3.1% new lows
42d: 11.9% new highs, 1.1% new lows
63d: 9.4% new highs, 0.4% new lows
126d: 6.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.9% above, 47.1% below
3-day: 44.3% above, 55.7% below
4-day: 46.7% above, 53.3% below
5-day: 42.6% above, 57.4% below
8-day: 51.8% above, 48.2% below
10-day: 54.1% above, 45.9% below
20-day: 70.9% above, 29.1% below
50-day: 83.3% above, 16.7% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(63): 0.70% Top=CBG JLL EXR OFC DLR AIV TWO MFA ….. OHI SKT KIM REG MAC NNN WRI PCL=Bottom (Real Estate)
INSU(32): 0.51% Top=AGO PL TMK ORI GNW AXS VR ACGL ….. SLF L MMC AJG AIG BRO ALL MET=Bottom (Insurance)
COSW(59): 0.30% Top=EA TRIP GRPN UIS RAX IGT NCR FTNT ….. TRI BSFT ORCL BIDU SFLY SOHU LNKD OTEX=Bottom (Computer Software/Internet)
CONS(51): 0.30% Top=PAY MAT WRC UA SEE BC WWW COH ….. LII OI HAR AVP GT LEG TPX SCSS=Bottom (Consumer)
HEAL(50): 0.28% Top=HOLX EW CNC WCG MOH UNH CVH TMO ….. CYH AGP BKD MAKO THC HCA THOR ALGN=Bottom (Health)
CHEM(27): 0.08% Top=FTK ROC ALB GRA DOW RPM OLN FUL ….. ASH SIAL CE MOS POT IFF CYT IPI=Bottom (Chemicals/Fertilizers)
FINA(78): 0.08% Top=LAZ AINV SIVB COF MS AXP GS RJF ….. BKU EV BEN NDAQ JEF HEK TCB WDR=Bottom (Banks/Financials)
COHW(44): 0.00% Top=HRS SYNA FNSR VIP DELL MSI RVBD AMT ….. ARUN OCZ PLCM LVLT LEAP RIMM APKT FIO=Bottom (Computer Hardware/Telecom)
LEIS(21): -0.06% Top=MPEL ARCO PCLN EXPE MTN MCD CMG DPZ ….. LVS MAR YUM DRI MGM CAKE SBUX EAT=Bottom (Leisure)
TRAN(25): -0.07% Top=SAVE LUV SWFT CHRW EXPD JBHT UAL CNI ….. FDX KNX KEX UPS NSC NAT LCC DAL=Bottom (Transportation)
ELEC(55): -0.11% Top=CPHD NXPI IPGP GRMN GLW AMAT CAVM ARMH ….. LSCC SLAB FCS FSLR ATML SPRD OVTI TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -0.15% Top=OAS SPN HP HES PXD EPD PDS OIS ….. NXY SWN EEP CRZO UPL KWK FST CRK=Bottom (Energy)
META(34): -0.20% Top=X EXK EGO AUQ RGLD SXC CLF NEM ….. KGC WLT TIE CLD BTU ANR JRCC PCX=Bottom (Metals & Mining)
DISV(35): -0.36% Top=ESI MA ADS DV WTW MCO V FISV ….. HRB ULTA HTZ MAN APOL VPRT AAN RCII=Bottom (Diversified Services)
RETA(69): -0.92% Top=KORS LTD SKS GES DSW TIF TJX DKS ….. PIR KMX SPLS NFLX SHLD BBY DANG RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.22% Top=CX EXP SHW RSG FWLT MLM FAST RYL ….. MTZ MAS MDC PHM LEN KBH LPX MTH=Bottom (Materials & Construction)
MANU(36): -1.39% Top=TYC FLS MTW PLL TKR AOS DOV ROK ….. AGCO DE MHK JOY GDI TEX AVY PPO=Bottom (Manufacturing)

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 3:18 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:01 pm

Market Stats at 2:01 pm ET
by daytrend on 20120131. 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
19.4% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.8% are below.)
18.0% are below yesterday’s low.
62.6% are inside yesterday’s range.
75.6% of stocks with today’s high > yesterday’s high. (24.4% less than).
33.1% of stocks with today’s low < yesterday’s low. (66.9% greater than).

EVIDENCE OF INTRADAY TREND
18.8% of stocks are above today’s open. (79.6% are below).
18.4% of stocks are above today’s open and yesterday’s close.
56.9% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
26.6% are in the top half . 73.4% of stocks are in the bottom half of today’s range.
28.4% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN
42.5% of stocks are above yesterday’s close. (57.5% are below.)
0.8% are up 4.5% or more. 2.0% are down 4.5% or more.
1.3% are up 3.5% or more. 3.6% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:6.4%…>=80:12.6%…>=50:38.0%…<=20:29.9%…<=10:14.8%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:3.9%…>=50:68.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:74.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.4% above previous 1 highs, 18.0% below previous 1 lows
10.0% above previous 2 highs, 15.3% below previous 2 lows
6.0% above previous 3 highs, 14.2% below previous 3 lows
5.4% above previous 4 highs, 11.1% below previous 4 lows
5.1% above previous 5 highs, 9.8% below previous 5 lows
5.1% above previous 6 highs, 9.0% below previous 6 lows
5.0% above previous 7 highs, 7.6% below previous 7 lows
4.8% above previous 8 highs, 6.9% below previous 8 lows
4.6% above previous 9 highs, 5.8% below previous 9 lows
4.6% above previous 10 highs, 5.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.0% new highs, 3.5% new lows
21d: 13.0% new highs, 3.3% new lows
42d: 11.3% new highs, 1.3% new lows
63d: 8.9% new highs, 0.5% new lows
126d: 6.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.5% above, 59.5% below
3-day: 31.5% above, 68.5% below
4-day: 36.3% above, 63.7% below
5-day: 32.9% above, 67.1% below
8-day: 45.4% above, 54.6% below
10-day: 49.6% above, 50.4% below
20-day: 68.4% above, 31.6% below
50-day: 82.0% above, 18.0% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(32): 0.31% Top=MBI ACGL ORI TMK VR AGO AXS PL ….. SLF MET AIG BRO L AJG CINF ALL=Bottom (Insurance)
REAL(63): 0.28% Top=OFC TWO EXR MFA VNO CIT PDM HTS ….. MAC KIM SKT KRC OHI WRI CBG PCL=Bottom (Real Estate)
CONS(51): 0.01% Top=PAY MAT WRC UA SEE HAS WWW NKE ….. HAR LII MWV GT AVP TPX LEG SCSS=Bottom (Consumer)
HEAL(50): -0.01% Top=EW HOLX CNC MOH UNH WCG TMO CVH ….. AGP CYH CFN BKD HCA MAKO THOR ALGN=Bottom (Health)
COSW(59): -0.05% Top=EA RAX TRIP NCR GRPN IGT TLEO ARBA ….. BSFT TRI ROVI BIDU LNKD SFLY OTEX SOHU=Bottom (Computer Software/Internet)
FINA(78): -0.22% Top=LAZ AINV SIVB COF MS AXP EWBC GS ….. BEN EV LM HEK JEF NDAQ TCB WDR=Bottom (Banks/Financials)
LEIS(21): -0.25% Top=MPEL PCLN MTN ARCO EXPE WYNN MCD CMG ….. YUM LVS MAR MGM SBUX DRI CAKE EAT=Bottom (Leisure)
COHW(44): -0.34% Top=HRS SYNA FNSR ELX VIP RVBD AMT DELL ….. NIHD WDC TDS LEAP RIMM APKT LVLT FIO=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.42% Top=FTK GRA ALB WPZ ROC RPM DOW VAL ….. APD MOS SIAL IFF CYT POT CE IPI=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.44% Top=SAVE LUV CHRW EXPD UAL JBHT SWFT CP ….. UPS FDX NAT KNX NSC LCC KEX DAL=Bottom (Transportation)
ELEC(54): -0.51% Top=CPHD IPGP ARMH AMAT NXPI GRMN BRCM LLTC ….. LSCC SLAB OVTI ATML FCS FSLR SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -0.52% Top=OAS SPN HP EPD ATW OIS PXD HAL ….. NFX EEP SWN CRZO FST UPL KWK CRK=Bottom (Energy)
META(34): -0.57% Top=X EXK EGO SXC RGLD PAAS NEM MCP ….. AA TIE WLT BTU CLD ANR JRCC PCX=Bottom (Metals & Mining)
DISV(35): -0.74% Top=ESI MA ADS VRSK DV CXW FISV V ….. MAN HTZ CAR LPS APOL VPRT AAN RCII=Bottom (Diversified Services)
RETA(69): -1.17% Top=KORS LTD SKS GES CTAS DKS CSTR DSW ….. KMX M SPLS NFLX SHLD DANG BBY RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.56% Top=CX EXP FWLT RSG SHW MLM MDR FAST ….. SHAW PHM MDC MAS LEN LPX KBH MTH=Bottom (Materials & Construction)
MANU(36): -1.63% Top=TYC FLS DOV TNB AME PLL SPW DRC ….. ETN DE MHK JOY AGCO TEX AVY PPO=Bottom (Manufacturing)

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 2:01 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:51 pm

Market Stats at 12:51 pm ET
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.

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

COMPARED TO YESTERDAY’S RANGE
19.0% of stocks are above yesterday’s high.
55.6% are above yesterday’s midpoint. (44.4% are below.)
17.4% are below yesterday’s low.
63.7% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
32.3% of stocks with today’s low < yesterday’s low. (67.7% greater than).

EVIDENCE OF INTRADAY TREND
17.1% of stocks are above today’s open. (81.4% are below).
16.4% of stocks are above today’s open and yesterday’s close.
58.8% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.7% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
22.7% are in the top half . 77.3% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN
40.6% of stocks are above yesterday’s close. (59.4% are below.)
0.5% are up 4.5% or more. 2.0% are down 4.5% or more.
0.9% are up 3.5% or more. 3.6% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:6.1%…>=80:11.4%…>=50:36.5%…<=20:29.7%…<=10:14.4%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.1%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:74.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.0% above previous 1 highs, 17.4% below previous 1 lows
9.7% above previous 2 highs, 14.5% below previous 2 lows
5.9% above previous 3 highs, 13.7% below previous 3 lows
5.0% above previous 4 highs, 10.2% below previous 4 lows
4.7% above previous 5 highs, 8.9% below previous 5 lows
4.5% above previous 6 highs, 8.0% below previous 6 lows
4.2% above previous 7 highs, 7.1% below previous 7 lows
3.9% above previous 8 highs, 6.1% below previous 8 lows
3.9% above previous 9 highs, 4.9% below previous 9 lows
3.9% above previous 10 highs, 4.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.2% new highs, 3.0% new lows
21d: 12.2% new highs, 2.7% new lows
42d: 10.4% new highs, 0.9% new lows
63d: 8.4% new highs, 0.2% new lows
126d: 6.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.0% above, 61.0% below
3-day: 31.7% above, 68.3% below
4-day: 35.3% above, 64.7% below
5-day: 33.6% above, 66.4% below
8-day: 46.4% above, 53.6% below
10-day: 49.9% above, 50.1% below
20-day: 69.7% above, 30.3% below
50-day: 82.4% above, 17.6% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(32): 0.33% Top=MBI VR PL AGO GNW AXS TMK WRB ….. PRU L SLF CINF AIZ ALL AIG MET=Bottom (Insurance)
REAL(63): 0.03% Top=CIT OFC TWO MFA HTS CYS BXP HST ….. SKT MAC CBL WRI OHI CBG KRC PCL=Bottom (Real Estate)
HEAL(50): 0.00% Top=EW HOLX CNC UNH WCG MOH CVH TMO ….. BKD CFN MAKO NUVA THC AGP THOR ALGN=Bottom (Health)
CONS(51): -0.00% Top=PAY MAT UA WRC HAS SEE BC WWW ….. MWV LII XRX GT TPX AVP LEG SCSS=Bottom (Consumer)
FINA(78): -0.12% Top=LAZ GS MS EWBC COF AXP AINV HBHC ….. LM BKU EV HEK BEN TCB NDAQ WDR=Bottom (Banks/Financials)
COSW(59): -0.18% Top=EA IGT TRIP NCR BMC RAX CA QSII ….. TRI BSFT ROVI LNKD BIDU SFLY OTEX SOHU=Bottom (Computer Software/Internet)
ENER(96): -0.20% Top=SPN OAS HP OIS HAL RIG PDS ATW ….. GDP SWN EEP CRZO FST UPL KWK CRK=Bottom (Energy)
TRAN(25): -0.36% Top=LUV CHRW SAVE CP UAL JBHT CSX EXPD ….. FDX KNX UPS SWFT NAT KEX LCC DAL=Bottom (Transportation)
LEIS(21): -0.38% Top=MPEL PCLN MTN ARCO EXPE WYNN DPZ MCD ….. DNKN YUM LVS SBUX MAR CAKE DRI EAT=Bottom (Leisure)
COHW(44): -0.40% Top=HRS FNSR SYNA ELX VIP DELL AMT CSCO ….. PCS PLCM ARUN TDS NIHD APKT LVLT FIO=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.42% Top=NXPI ARMH AMAT IPGP GRMN CPHD BRCM PMCS ….. RFMD SLAB ATML FSLR OVTI FCS SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.50% Top=FTK GRA ROC WPZ ALB MON OLN DOW ….. CYT IFF SIAL MOS HUN POT CE IPI=Bottom (Chemicals/Fertilizers)
DISV(35): -0.78% Top=VRSK MA DV ADS FISV ESI CXW KBR ….. CAR MAN SAI APOL LPS VPRT AAN RCII=Bottom (Diversified Services)
META(34): -0.79% Top=X EXK EGO MCP AUQ SXC PAAS AKS ….. ACI CNX BTU WLT ANR CLD JRCC PCX=Bottom (Metals & Mining)
MANU(36): -1.21% Top=TYC FLS DRC DOV SPW TNB ROK PLL ….. MTW DE MHK AGCO ATI TEX AVY PPO=Bottom (Manufacturing)
RETA(69): -1.31% Top=KORS LTD SKS LOW AEO TIF GES CSTR ….. KMX M SPLS SHLD DANG BBY NFLX RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.32% Top=EXP CX MDR FWLT USG RSG MLM FAST ….. SHAW PHM MDC MAS LEN KBH LPX MTH=Bottom (Materials & Construction)

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 12:51 pm ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:59 am

Market Stats at 11:58 am ET
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

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

COMPARED TO YESTERDAY’S RANGE
16.1% of stocks are above yesterday’s high.
51.4% are above yesterday’s midpoint. (48.6% are below.)
19.1% are below yesterday’s low.
64.7% are inside yesterday’s range.
74.3% of stocks with today’s high > yesterday’s high. (25.7% less than).
31.5% of stocks with today’s low < yesterday’s low. (68.5% greater than).

EVIDENCE OF INTRADAY TREND
14.9% of stocks are above today’s open. (83.7% are below).
14.4% of stocks are above today’s open and yesterday’s close.
63.2% are below both.
94.0% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.6% of stocks are in the top 10% of today’s range.
4.6% are in the top 20%.
17.6% are in the top half . 82.4% of stocks are in the bottom half of today’s range.
42.7% are in the bottom 20%.
19.3% are in the bottom 10%.

GAIN
36.2% of stocks are above yesterday’s close. (63.8% are below.)
0.5% are up 4.5% or more. 2.6% are down 4.5% or more.
0.5% are up 3.5% or more. 3.8% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.9%…>=90:5.6%…>=80:10.0%…>=50:32.3%…<=20:32.8%…<=10:15.8%…<=5:7.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.6%…>=50:68.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:74.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.1% above previous 1 highs, 19.1% below previous 1 lows
8.5% above previous 2 highs, 16.1% below previous 2 lows
5.1% above previous 3 highs, 15.3% below previous 3 lows
4.5% above previous 4 highs, 11.1% below previous 4 lows
4.3% above previous 5 highs, 9.4% below previous 5 lows
4.0% above previous 6 highs, 8.5% below previous 6 lows
3.6% above previous 7 highs, 7.1% below previous 7 lows
3.1% above previous 8 highs, 6.4% below previous 8 lows
3.1% above previous 9 highs, 5.1% below previous 9 lows
3.1% above previous 10 highs, 4.9% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 2.9% new lows
21d: 11.9% new highs, 2.6% new lows
42d: 10.1% new highs, 0.8% new lows
63d: 8.4% new highs, 0.1% new lows
126d: 6.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 27.7% above, 72.3% below
4-day: 31.0% above, 69.0% below
5-day: 28.0% above, 72.0% below
8-day: 42.9% above, 57.1% below
10-day: 47.9% above, 52.1% below
20-day: 68.6% above, 31.4% below
50-day: 82.2% above, 17.8% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(63): 0.20% Top=CIT TWO MFA CYS VNO OFC DRE EXR ….. IVR CBG WRI MAC NNN OHI KRC PCL=Bottom (Real Estate)
INSU(32): 0.18% Top=MBI VR PGR ORI AXS CB TMK AON ….. CINF AFL L AIG PRU AIZ SLF MET=Bottom (Insurance)
HEAL(50): 0.15% Top=EW HOLX MOH UNH CNC WCG CVH HNT ….. HRC AGP CFN MAKO HCA BKD THOR ALGN=Bottom (Health)
CONS(51): 0.02% Top=PAY MAT WRC UA BC HAS CL SEE ….. OI LII XRX AVP GT TPX SCSS LEG=Bottom (Consumer)
FINA(78): -0.26% Top=AINV COF GS EWBC MS TCBI LAZ AXP ….. TROW BLK EV HEK NDAQ TCB BEN WDR=Bottom (Banks/Financials)
COSW(59): -0.37% Top=EA IGT TRIP BMC NCR ARBA QSII RAX ….. INTU ROVI OTEX BSFT LNKD BIDU SFLY SOHU=Bottom (Computer Software/Internet)
LEIS(21): -0.39% Top=MPEL PCLN MTN ARCO DPZ DNKN WYNN HOT ….. WYN YUM LVS SBUX MAR DRI CAKE EAT=Bottom (Leisure)
COHW(44): -0.54% Top=HRS SYNA FNSR VIP DELL ELX AMT CCI ….. FIO NIHD LVLT ARUN LEAP TDS APKT RIMM=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.68% Top=LUV SAVE UAL CP CNI CHRW CSX JBHT ….. UPS KNX LCC CNW FDX DAL SWFT KEX=Bottom (Transportation)
DISV(35): -0.75% Top=DV VRSK MA RRD CXW ESI ADS V ….. ULTA MAN SAI APOL LPS VPRT AAN RCII=Bottom (Diversified Services)
CHEM(27): -0.76% Top=FTK ROC WPZ GRA ALB OLN DOW VAL ….. IFF DD CF SIAL MOS POT CE IPI=Bottom (Chemicals/Fertilizers)
ENER(95): -0.77% Top=HP SPN OAS ESV EPD RIG PXD PDS ….. SWN COG MMR GDP FST CRZO UPL CRK=Bottom (Energy)
ELEC(54): -0.81% Top=ARMH NXPI CPHD GRMN AMAT IPGP PMCS GLW ….. CRUS SLAB FCS OVTI ATML FSLR SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): -1.21% Top=LOW AEO LTD DKS SKS GES DSW GPS ….. DDS M SPLS NFLX SHLD BBY DANG RSH=Bottom (Retail & Specialty Retail)
MANU(36): -1.34% Top=TYC FLS SPW TNB DOV DRC ROK AOS ….. RS DE JOY AGCO ATI TEX AVY PPO=Bottom (Manufacturing)
MATE(26): -1.43% Top=CX FAST FWLT USG RSG EXP MLM MDR ….. MAS PHM DHI MDC LPX KBH LEN MTH=Bottom (Materials & Construction)
META(34): -1.54% Top=EXK MCP X SXC EGO NEM AUQ PAAS ….. ACI CNX WLT BTU CLD JRCC ANR PCX=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 11:58 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 11:23 am ET
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 799.

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

COMPARED TO YESTERDAY’S RANGE
14.1% of stocks are above yesterday’s high.
48.9% are above yesterday’s midpoint. (51.1% are below.)
19.4% are below yesterday’s low.
66.5% are inside yesterday’s range.
74.3% of stocks with today’s high > yesterday’s high. (25.7% less than).
29.0% of stocks with today’s low < yesterday’s low. (71.0% greater than).

EVIDENCE OF INTRADAY TREND
13.1% of stocks are above today’s open. (85.9% are below).
12.6% of stocks are above today’s open and yesterday’s close.
64.3% are below both.
94.0% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.0% of stocks are in the top 10% of today’s range.
2.8% are in the top 20%.
11.9% are in the top half . 88.1% of stocks are in the bottom half of today’s range.
54.2% are in the bottom 20%.
23.3% are in the bottom 10%.

GAIN
35.0% of stocks are above yesterday’s close. (65.0% are below.)
0.5% are up 4.5% or more. 2.1% are down 4.5% or more.
0.5% are up 3.5% or more. 3.3% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.6%…>=90:5.1%…>=80:9.0%…>=50:30.8%…<=20:32.8%…<=10:16.5%…<=5:8.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.8%…>=50:67.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:74.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.1% above previous 1 highs, 19.4% below previous 1 lows
7.6% above previous 2 highs, 15.6% below previous 2 lows
5.0% above previous 3 highs, 14.5% below previous 3 lows
4.4% above previous 4 highs, 10.6% below previous 4 lows
4.3% above previous 5 highs, 8.9% below previous 5 lows
4.0% above previous 6 highs, 8.4% below previous 6 lows
3.6% above previous 7 highs, 7.3% below previous 7 lows
3.4% above previous 8 highs, 6.1% below previous 8 lows
3.4% above previous 9 highs, 4.8% below previous 9 lows
3.4% above previous 10 highs, 4.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 2.5% new lows
21d: 11.9% new highs, 2.3% new lows
42d: 10.1% new highs, 0.6% new lows
63d: 8.4% new highs, 0.1% new lows
126d: 6.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.7% above, 67.3% below
3-day: 24.3% above, 75.7% below
4-day: 29.5% above, 70.5% below
5-day: 28.0% above, 72.0% below
8-day: 41.7% above, 58.3% below
10-day: 46.9% above, 53.1% below
20-day: 68.5% above, 31.5% below
50-day: 81.7% above, 18.3% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(50): 0.24% Top=EW HOLX CNC UNH MOH WCG CVH HUM ….. BKD RMD ESRX MAKO THC HRC THOR ALGN=Bottom (Health)
INSU(32): 0.20% Top=MBI VR CB WRB AON ORI TMK AXS ….. AFL CINF AIG L PRU AIZ SLF MET=Bottom (Insurance)
REAL(63): 0.12% Top=CIT TWO OFC MFA CYS DRE VNO BXP ….. CBG NNN CBL WRI MAC OHI KRC PCL=Bottom (Real Estate)
CONS(51): 0.05% Top=PAY MAT UA WRC SEE CL HAS FBHS ….. MWV LII OI XRX GT LEG TPX SCSS=Bottom (Consumer)
LEIS(21): -0.41% Top=MPEL PCLN ARCO MTN WYNN MCD EXPE HOT ….. DNKN YUM MGM LVS SBUX MAR CAKE EAT=Bottom (Leisure)
FINA(78): -0.44% Top=AINV COF AXP LAZ TCBI KKR GS HBAN ….. NDAQ LM EV TROW HCBK BEN TCB WDR=Bottom (Banks/Financials)
COSW(59): -0.45% Top=EA IGT RAX GRPN TRIP NCR BMC ARBA ….. CSC ROVI BSFT OTEX BIDU SFLY LNKD SOHU=Bottom (Computer Software/Internet)
COHW(44): -0.71% Top=HRS VIP SYNA DELL AAPL FNSR QCOM MSI ….. PCS APKT LEAP ARUN TDS RIMM FIO LXK=Bottom (Computer Hardware/Telecom)
DISV(35): -0.71% Top=DV VRSK CXW MA ADS ESI RRD V ….. CAR URI SAI ATHN LPS VPRT AAN RCII=Bottom (Diversified Services)
CHEM(27): -0.72% Top=FTK ROC OLN GRA WPZ ALB DOW APD ….. CF CYT IFF POT SIAL MOS CE IPI=Bottom (Chemicals/Fertilizers)
ELEC(54): -0.79% Top=ARMH PMCS NXPI AMAT GRMN IPGP CPHD SNPS ….. NVDA SLAB SPRD FCS OVTI ATML FSLR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): -0.87% Top=OAS SPN EPD OIS PDS RIG ESV ATW ….. NFX EEP UPL MMR CRZO FST GDP CRK=Bottom (Energy)
TRAN(25): -1.06% Top=SAVE CP LUV CNI CSX CHRW TDW JBHT ….. UPS JBLU FDX KEX CNW SWFT LCC DAL=Bottom (Transportation)
META(34): -1.19% Top=EXK AUQ MCP EGO PAAS X SXC NEM ….. AKS CNX WLT BTU ANR JRCC PCX CLD=Bottom (Metals & Mining)
RETA(69): -1.23% Top=LOW DKS AEO PBY TIF CTAS DSW DG ….. DDS M SPLS NFLX SHLD BBY DANG RSH=Bottom (Retail & Specialty Retail)
MANU(36): -1.33% Top=TYC FLS TNB DRC AOS ROK DOV GE ….. GDI MHK RS JOY ATI TEX AVY PPO=Bottom (Manufacturing)
MATE(26): -1.54% Top=FAST FWLT CX USG RSG MLM MDR SHW ….. DHI MTZ PHM KBH MDC LEN LPX MTH=Bottom (Materials & Construction)

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 11:23 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 10:49 am ET
by daytrend on 20120131. 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
15.6% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
16.6% are below yesterday’s low.
67.8% are inside yesterday’s range.
74.4% of stocks with today’s high > yesterday’s high. (25.6% less than).
23.1% of stocks with today’s low < yesterday’s low. (76.9% greater than).

EVIDENCE OF INTRADAY TREND
14.2% of stocks are above today’s open. (84.9% are below).
13.6% of stocks are above today’s open and yesterday’s close.
62.0% are below both.
94.0% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.0% of stocks are in the top 10% of today’s range.
2.4% are in the top 20%.
12.8% are in the top half . 87.3% of stocks are in the bottom half of today’s range.
58.4% are in the bottom 20%.
33.9% are in the bottom 10%.

GAIN
37.5% of stocks are above yesterday’s close. (62.5% are below.)
0.5% are up 4.5% or more. 1.6% are down 4.5% or more.
0.8% are up 3.5% or more. 3.1% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.9%…>=90:5.3%…>=80:9.8%…>=50:33.6%…<=20:29.5%…<=10:14.6%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.0%…>=50:68.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:75.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.6% above previous 1 highs, 16.6% below previous 1 lows
7.5% above previous 2 highs, 13.6% below previous 2 lows
4.6% above previous 3 highs, 12.4% below previous 3 lows
4.1% above previous 4 highs, 9.3% below previous 4 lows
3.9% above previous 5 highs, 7.6% below previous 5 lows
3.9% above previous 6 highs, 7.1% below previous 6 lows
3.4% above previous 7 highs, 6.1% below previous 7 lows
3.1% above previous 8 highs, 5.1% below previous 8 lows
3.1% above previous 9 highs, 4.3% below previous 9 lows
3.1% above previous 10 highs, 4.0% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 1.9% new lows
21d: 11.9% new highs, 1.8% new lows
42d: 10.1% new highs, 0.4% new lows
63d: 8.4% new highs, 0.1% new lows
126d: 6.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.9% above, 64.1% below
3-day: 28.7% above, 71.3% below
4-day: 31.5% above, 68.5% below
5-day: 31.3% above, 68.8% below
8-day: 43.8% above, 56.3% below
10-day: 49.8% above, 50.2% below
20-day: 69.8% above, 30.3% below
50-day: 82.4% above, 17.6% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(50): 0.39% Top=EW HOLX CNC WCG UNH CI HUM MOH ….. RMD LNCR CFN BKD HRC THC THOR ALGN=Bottom (Health)
REAL(63): 0.26% Top=CIT SLG CPT BXP VNO MFA TWO BPO ….. CBL WRI IVR CBG MAC OHI KRC PCL=Bottom (Real Estate)
INSU(32): 0.21% Top=MBI VR AON ORI CB FNF PGR WSH ….. UNM PRU CINF MET L SLF AIG AIZ=Bottom (Insurance)
CONS(51): 0.09% Top=PAY MAT WRC UA BC HAS CL SEE ….. XRX OI HAR LII GT TPX SCSS LEG=Bottom (Consumer)
LEIS(21): -0.19% Top=MPEL PCLN ARCO EXPE MTN MCD WYNN DPZ ….. WYN MGM DNKN LVS SBUX MAR CAKE EAT=Bottom (Leisure)
COSW(59): -0.33% Top=TRIP EA NUAN ATVI RAX BMC NCR IGT ….. INFA YNDX CSC OTEX SFLY BSFT SOHU BIDU=Bottom (Computer Software/Internet)
FINA(78): -0.35% Top=AINV KKR HBAN HBHC AXP SIVB CFR USB ….. SCHW ASBC EV TROW NDAQ BEN TCB WDR=Bottom (Banks/Financials)
CHEM(27): -0.35% Top=GRA FTK ROC OLN DOW WPZ HUN FUL ….. CYT AGU IFF SIAL POT MOS CE IPI=Bottom (Chemicals/Fertilizers)
COHW(44): -0.45% Top=HRS SYNA VIP AAPL QCOM FNSR DELL CIEN ….. FIO LXK PLCM TDS LEAP RIMM PCS APKT=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.55% Top=ARMH AMAT PMCS CPHD NXPI IPGP GLW GRMN ….. RFMD SLAB ATML SPRD FCS OVTI FSLR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(35): -0.61% Top=DV VRSK MA V WTW CXW ADS RRD ….. URI ATHN CAR SAI LPS VPRT AAN RCII=Bottom (Diversified Services)
ENER(95): -0.65% Top=HP SPN ATW MPC EPD PDS ESV NE ….. SD EEP MMR FST UPL GDP CRZO CRK=Bottom (Energy)
META(34): -0.98% Top=EXK PAAS MCP AUQ X NEM SXC AUY ….. TIE CNX WLT BTU ANR PCX JRCC CLD=Bottom (Metals & Mining)
TRAN(25): -1.06% Top=CP SAVE CHRW CSX CNI TDW NSC KSU ….. EXPD FDX UAL KEX JBLU SWFT DAL LCC=Bottom (Transportation)
MANU(36): -1.15% Top=TYC FLS DRC TNB DOV ROK AOS GE ….. PH TEX MHK AGCO ITW ATI PPO AVY=Bottom (Manufacturing)
RETA(69): -1.16% Top=LOW AEO DKS TGT CTAS LTD PBY TIF ….. DDS M SPLS SHLD NFLX BBY DANG RSH=Bottom (Retail & Specialty Retail)
MATE(26): -1.41% Top=FAST CX SHW RSG EXP FWLT MLM WM ….. DHI KBH LPX MTZ MAS MDC LEN MTH=Bottom (Materials & Construction)

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 10:49 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 10:25 am ET
by daytrend on 20120131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.

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

COMPARED TO YESTERDAY’S RANGE
27.3% of stocks are above yesterday’s high.
69.7% are above yesterday’s midpoint. (30.3% are below.)
9.7% are below yesterday’s low.
62.9% are inside yesterday’s range.
73.7% of stocks with today’s high > yesterday’s high. (26.3% less than).
17.7% of stocks with today’s low < yesterday’s low. (82.3% greater than).

EVIDENCE OF INTRADAY TREND
24.8% of stocks are above today’s open. (73.7% are below).
23.8% of stocks are above today’s open and yesterday’s close.
40.3% are below both.
93.9% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.0% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
29.6% are in the top half . 70.4% of stocks are in the bottom half of today’s range.
25.3% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN
58.7% of stocks are above yesterday’s close. (41.3% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
0.9% are up 3.5% or more. 2.0% are down 3.5% or more.
75.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:7.6%…>=80:15.6%…>=50:48.2%…<=20:18.4%…<=10:8.6%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.2%…>=50:73.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:78.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.3% above previous 1 highs, 9.7% below previous 1 lows
12.7% above previous 2 highs, 7.7% below previous 2 lows
6.6% above previous 3 highs, 6.6% below previous 3 lows
6.1% above previous 4 highs, 5.1% below previous 4 lows
5.9% above previous 5 highs, 4.7% below previous 5 lows
5.6% above previous 6 highs, 4.2% below previous 6 lows
5.5% above previous 7 highs, 3.4% below previous 7 lows
5.0% above previous 8 highs, 3.0% below previous 8 lows
4.9% above previous 9 highs, 2.6% below previous 9 lows
4.9% above previous 10 highs, 2.5% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.4% new highs, 1.2% new lows
21d: 11.4% new highs, 1.1% new lows
42d: 9.6% new highs, 0.4% new lows
63d: 7.9% new highs, 0.1% new lows
126d: 5.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.6% above, 43.4% below
3-day: 43.6% above, 56.4% below
4-day: 45.2% above, 54.8% below
5-day: 42.7% above, 57.3% below
8-day: 51.7% above, 48.3% below
10-day: 55.1% above, 44.9% below
20-day: 72.9% above, 27.1% below
50-day: 83.1% above, 16.9% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(50): 0.72% Top=EW HOLX CNC UNH WCG CVH HNT CI ….. LIFE MR THC HMA HRC CFN THOR ALGN=Bottom (Health)
CONS(51): 0.71% Top=PAY MAT UA WRC BC HAS WWW CL ….. XRX MWV HAR OI GT SCSS TPX LEG=Bottom (Consumer)
REAL(63): 0.55% Top=SLG CIT VNO CPT REG BXP DDR PSA ….. NNN DCT IVR OHI MAC CBG KRC PCL=Bottom (Real Estate)
INSU(32): 0.53% Top=MBI GNW LNC ORI VR AON AFL HIG ….. ACE ACGL SLF MET AIG AIZ L CINF=Bottom (Insurance)
ELEC(55): 0.21% Top=ARMH NXPI GRMN PMCS CREE GLW AMAT VECO ….. SLAB FCS OVTI RFMD SPRD ATML FSLR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(21): 0.16% Top=MPEL PCLN EXPE WYNN ARCO MTN MCD DPZ ….. LVS DRI CCL EAT SBUX DNKN MAR CAKE=Bottom (Leisure)
CHEM(27): 0.15% Top=GRA OLN FTK ROC HUN DOW FUL CF ….. PPG SIAL IFF MOS POT CYT CE IPI=Bottom (Chemicals/Fertilizers)
COSW(59): 0.14% Top=TRIP EA NUAN NCR SINA ATVI AKAM ARBA ….. CSC INFA OTEX BSFT ROVI SFLY BIDU SOHU=Bottom (Computer Software/Internet)
COHW(44): 0.08% Top=HRS CIEN VIP ELX FNSR AAPL CCOI TDC ….. NIHD PLCM OCZ PCS LEAP TDS APKT LXK=Bottom (Computer Hardware/Telecom)
FINA(78): -0.04% Top=HBAN KKR USB BBT TCBI HBHC BX CFR ….. NTRS DFS PBCT TROW NDAQ TCB BEN WDR=Bottom (Banks/Financials)
META(34): -0.08% Top=EXK X PAAS AUQ MCP SSRI AUY IAG ….. ACI STLD ANR CNX PCX BTU JRCC CLD=Bottom (Metals & Mining)
DISV(35): -0.13% Top=DV WTW CXW ESI VRSK MA V ADS ….. MAN CAR ULTA SAI LPS VPRT AAN RCII=Bottom (Diversified Services)
MATE(26): -0.32% Top=USG CX RYL FAST SHW FWLT EXP LPX ….. PWR TOL SHAW DHI MDC MTZ LEN MTH=Bottom (Materials & Construction)
ENER(96): -0.36% Top=HP SPN PDS MPC ATW ESV NE EXXI ….. MMR FST KWK EEP CRZO UPL GDP CRK=Bottom (Energy)
MANU(36): -0.43% Top=TYC FLS WWD ROK DRC CMI DOV TNB ….. GDI ITW ETN PH PNR ATI PPO AVY=Bottom (Manufacturing)
RETA(69): -0.70% Top=LOW DKS LTD TIF AEO TGT JCP HD ….. URBN GME KMX NFLX SPLS BBY DANG RSH=Bottom (Retail & Specialty Retail)
TRAN(25): -0.77% Top=CP CHRW SAVE TRN CSX CNI TDW UNP ….. SWFT EXPD UAL KNX JBLU KEX DAL LCC=Bottom (Transportation)

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 10:25 am ET $SPY $IWM $ES_F http://daytrend.wordpress.com/category/market-stats/

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