daytrend

05/31/2012

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

Closing Stats
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
9.7% of stocks are above yesterday’s high.
28.4% are above yesterday’s midpoint. (71.6% are below.)
37.1% are below yesterday’s low.
53.2% are inside yesterday’s range.
23.9% of stocks with today’s high > yesterday’s high. (76.1% less than).
88.8% of stocks with today’s low < yesterday’s low. (11.2% greater than).

EVIDENCE OF INTRADAY TREND
39.0% of stocks are above today’s open. (59.5% are below).
34.3% of stocks are above today’s open and yesterday’s close.
56.0% are below both.
44.6% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.0% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
67.1% are in the top half. 32.9% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
39.3% of stocks are above yesterday’s close. (60.7% are below.)
1.1% are up 4.5% or more. 2.5% are down 4.5% or more.
2.0% are up 3.5% or more. 4.3% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.5%…>=90:2.4%…>=80:4.6%…>=50:22.5%…<=20:33.4%…<=10:11.7%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:20.5%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.7% above previous 1 highs, 37.1% below previous 1 lows
3.7% above previous 2 highs, 36.6% below previous 2 lows
3.6% above previous 3 highs, 30.9% below previous 3 lows
3.1% above previous 4 highs, 25.5% below previous 4 lows
3.1% above previous 5 highs, 17.6% below previous 5 lows
3.0% above previous 6 highs, 17.5% below previous 6 lows
3.0% above previous 7 highs, 12.9% below previous 7 lows
3.0% above previous 8 highs, 11.9% below previous 8 lows
2.4% above previous 9 highs, 11.7% below previous 9 lows
1.9% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.3% are above or equal to 5/30 close (1 days ago), 60.7% are below.
8.1% are above or equal to 5/29 close (2 days ago), 91.9% are below.
27.8% are above or equal to 5/25 close (3 days ago), 72.2% are below.
31.9% are above or equal to 5/24 close (4 days ago), 68.1% are below.
34.7% are above or equal to 5/23 close (5 days ago), 65.3% are below.
43.2% are above or equal to 5/22 close (6 days ago), 56.8% are below.
44.8% are above or equal to 5/21 close (7 days ago), 55.2% are below.
72.7% are above or equal to 5/18 close (8 days ago), 27.3% are below.
61.7% are above or equal to 5/17 close (9 days ago), 38.3% are below.
33.7% are above or equal to 5/16 close (10 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 27.7% new lows
21d: 2.2% new highs, 27.7% new lows
42d: 1.7% new highs, 24.6% new lows
63d: 1.6% new highs, 21.9% new lows
126d: 1.2% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.1% above, 61.9% below
3-day: 15.0% above, 85.0% below
4-day: 19.3% above, 80.7% below
5-day: 20.9% above, 79.1% below
8-day: 29.6% above, 70.4% below
10-day: 41.5% above, 58.5% below
20-day: 20.6% above, 79.4% below
50-day: 18.3% above, 81.7% below
200-day: 46.8% above, 53.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 1.26% Top=JBLU LCC UAL KSU DAL GLNG ALK LUV ….. FDX CSX TDW TRN CHRW TK KEX BRS=Bottom (Transportation)
REAL(61): 0.69% Top=SHO OHI CLP LHO DRE ACC VTR SLG ….. DEI NNN ARR UDR CYS GGP SKT MFA=Bottom (Real Estate)
FINA(67): 0.51% Top=STI TCB LPLA MS BAC SUSQ HBAN JNS ….. SLM LM STT FRC CME BPOP KKR BX=Bottom (Banks/Financials)
INSU(37): 0.43% Top=SLF PL MBI CINF PRE ACGL CB TMK ….. WSH PRU GNW LNC HIG MET CLGX AGO=Bottom (Insurance)
COHW(41): 0.38% Top=CIEN UBNT FIO NTGR JDSU BCE FNSR T ….. LVLT AMX DELL ARUN VIP WDC APKT TDC=Bottom (Computer Hardware/Telecom)
LEIS(24): 0.14% Top=GET EAT MAR EXPE DPZ TXRH DNKN CCL ….. H MCD HOT MGM WYNN PCLN LVS MPEL=Bottom (Leisure)
MATE(28): -0.00% Top=MAS PWR LEN SHW PHM SPF MTH RSG ….. WCN USG LPX DAR MDC EXP FWLT FLR=Bottom (Materials & Construction)
CONS(56): -0.52% Top=AVP PBI LII GT WWW PKG BMS OI ….. ICON WHR TPX PVH SKX EL GIL TWI=Bottom (Consumer)
DISV(41): -0.52% Top=AH CAR MAN HTZ RRD FISV HMSY R ….. JEC CACI V TAL MYGN VPRT MELI URI=Bottom (Diversified Services)
COSW(66): -0.54% Top=ZNGA BSFT IGT BYI VCLK ORCL SXCI AOL ….. CERN TIBX ROVI YNDX DDD EA FFIV GRPN=Bottom (Computer Software/Internet)
ELEC(55): -0.57% Top=OVTI TSL SWKS CAVM CY GLW ITRI CRUS ….. ATML TER IPGP CREE FCS SNDK INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.66% Top=PPG MON POT ASH AGU PX ALB APD ….. FTK GRA CE WLK FMC SIAL EMN HUN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.88% Top=LNCR MDT HCA UHS SYK MD STJ BSX ….. HMA CYH THOR DGX CNC VAR LH MOH=Bottom (Health)
RETA(74): -1.03% Top=FRAN TFM TJX TSCO AMZN FDO ROST CSTR ….. ANN LTD PIR SHLD JWN NFLX KSS BKE=Bottom (Retail & Specialty Retail)
ENER(96): -1.06% Top=ERF CIE CJES BRY SGY EGN IOC PWE ….. VLO HLX ESV HES NE CRZO HOS TSO=Bottom (Energy)
MANU(36): -1.89% Top=BWC AME ITW GE ATU MHK PNR PCP ….. GDI FLS ROK PH TKR GTLS JOY TEX=Bottom (Manufacturing)
META(29): -2.44% Top=HSC ABX AA STLD NUE AUY SCCO FCX ….. ANR AKS EGO AUQ X CLF SWC ACI=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:43 pm

Market Stats at 3:43 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
16.6% of stocks are above yesterday’s high.
45.8% are above yesterday’s midpoint. (54.2% are below.)
25.0% are below yesterday’s low.
58.4% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
88.7% of stocks with today’s low < yesterday’s low. (11.3% greater than).

EVIDENCE OF INTRADAY TREND
55.4% of stocks are above today’s open. (42.9% are below).
50.1% of stocks are above today’s open and yesterday’s close.
38.8% are below both.
44.6% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
37.9% of stocks are in the top 10% of today’s range.
57.8% are in the top 20%.
83.4% are in the top half. 16.6% of stocks are in the bottom half of today’s range.
0.6% are in the bottom 20%.
0.4% are in the bottom 10%.

GAIN
56.0% of stocks are above yesterday’s close. (44.0% are below.)
1.5% are up 4.5% or more. 1.7% are down 4.5% or more.
2.5% are up 3.5% or more. 3.1% are down 3.5% or more.
53.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:3.1%…>=80:6.6%…>=50:36.8%…<=20:24.1%…<=10:9.2%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:24.7%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.6% above previous 1 highs, 25.0% below previous 1 lows
6.3% above previous 2 highs, 24.6% below previous 2 lows
6.3% above previous 3 highs, 21.2% below previous 3 lows
5.8% above previous 4 highs, 17.9% below previous 4 lows
5.6% above previous 5 highs, 12.8% below previous 5 lows
5.2% above previous 6 highs, 12.8% below previous 6 lows
5.2% above previous 7 highs, 10.1% below previous 7 lows
5.2% above previous 8 highs, 8.9% below previous 8 lows
4.7% above previous 9 highs, 8.7% below previous 9 lows
3.6% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.0% are above or equal to 5/30 close (1 days ago), 44.0% are below.
12.5% are above or equal to 5/29 close (2 days ago), 87.5% are below.
39.3% are above or equal to 5/25 close (3 days ago), 60.7% are below.
40.6% are above or equal to 5/24 close (4 days ago), 59.4% are below.
44.5% are above or equal to 5/23 close (5 days ago), 55.5% are below.
51.3% are above or equal to 5/22 close (6 days ago), 48.7% are below.
51.1% are above or equal to 5/21 close (7 days ago), 48.9% are below.
76.6% are above or equal to 5/18 close (8 days ago), 23.4% are below.
68.0% are above or equal to 5/17 close (9 days ago), 32.0% are below.
38.3% are above or equal to 5/16 close (10 days ago), 61.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 27.7% new lows
21d: 2.2% new highs, 27.7% new lows
42d: 1.7% new highs, 24.6% new lows
63d: 1.6% new highs, 21.9% new lows
126d: 1.2% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 54.8% above, 45.2% below
3-day: 26.0% above, 74.0% below
4-day: 28.9% above, 71.1% below
5-day: 31.6% above, 68.4% below
8-day: 41.0% above, 59.0% below
10-day: 51.9% above, 48.1% below
20-day: 24.2% above, 75.8% below
50-day: 20.6% above, 79.4% below
200-day: 48.6% above, 51.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 1.72% Top=JBLU LCC UAL KSU DAL GLNG LUV ALK ….. UPS CSX TDW TRN CHRW TK BRS KEX=Bottom (Transportation)
REAL(61): 1.24% Top=OHI SHO VTR CLP CBG DRE ACC LHO ….. ARR GGP NNN DEI UDR MFA IVR CYS=Bottom (Real Estate)
FINA(67): 1.07% Top=STI TCB MS LPLA HBAN SUSQ ZION CMA ….. AMG DFS STT FRC CME BPOP BX KKR=Bottom (Banks/Financials)
INSU(37): 0.97% Top=SLF PL MBI PRE CINF CB TMK AFL ….. RGA BRO AJG LNC HIG MET AGO CLGX=Bottom (Insurance)
COHW(41): 0.89% Top=CIEN UBNT FIO PCS NTGR JDSU FNSR BCE ….. LVLT DELL VIP ARUN AMX WDC APKT TDC=Bottom (Computer Hardware/Telecom)
MATE(28): 0.74% Top=MAS LEN PHM PWR SHW SPF MTH KBH ….. USG FAST MDC WCN DAR EXP FWLT FLR=Bottom (Materials & Construction)
LEIS(24): 0.58% Top=GET EAT EXPE MAR PENN CCL TXRH DPZ ….. MCD MGM ARCO HOT WYNN PCLN MPEL LVS=Bottom (Leisure)
DISV(41): -0.01% Top=AH CAR MAN HTZ RRD FISV R FCN ….. CACI LPS V TAL MYGN VPRT MELI URI=Bottom (Diversified Services)
CONS(56): -0.09% Top=AVP PBI GT LII RKT OI PKG HAS ….. TPX WRC ICON EL SKX GIL PVH TWI=Bottom (Consumer)
CHEM(26): -0.09% Top=MON PPG ASH POT AGU PX APD ALB ….. FTK FMC GRA WPZ WLK SIAL EMN HUN=Bottom (Chemicals/Fertilizers)
ELEC(55): -0.14% Top=OVTI TSL SWKS CAVM GLW CY ITRI ADI ….. CREE SPRD ATML IPGP SNDK NXPI INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): -0.21% Top=LNCR MDT UHS ALGN MD SYK STJ CVH ….. ABMD HMA BAX CNC THOR LH VAR MOH=Bottom (Health)
COSW(66): -0.22% Top=BSFT ZNGA IGT BYI ORCL VCLK DNB NCR ….. ROVI TIBX SFLY EA YNDX FFIV GRPN DDD=Bottom (Computer Software/Internet)
RETA(74): -0.48% Top=FRAN TFM TJX AMZN TSCO ROST FDO COST ….. LTD ASNA PIR NFLX SHLD JWN KSS BKE=Bottom (Retail & Specialty Retail)
ENER(96): -0.53% Top=CIE ERF BRY IOC DNR EGN CRK SGY ….. ATW HES ESV HLX CRZO NE TSO HOS=Bottom (Energy)
MANU(36): -1.36% Top=BWC ITW AME GE MHK PCP PNR AVY ….. ROK PH FLS GDI TKR JOY GTLS TEX=Bottom (Manufacturing)
META(29): -1.93% Top=HSC ABX STLD NUE AA SCCO FCX AUY ….. PAAS AKS EGO AUQ X CLF ACI SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:43 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 3:10 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
9.1% of stocks are above yesterday’s high.
26.5% are above yesterday’s midpoint. (73.5% are below.)
40.6% are below yesterday’s low.
50.3% are inside yesterday’s range.
15.9% of stocks with today’s high > yesterday’s high. (84.1% less than).
88.7% of stocks with today’s low < yesterday’s low. (11.3% greater than).

EVIDENCE OF INTRADAY TREND
33.8% of stocks are above today’s open. (65.1% are below).
30.3% of stocks are above today’s open and yesterday’s close.
61.2% are below both.
44.6% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.3% of stocks are in the top 10% of today’s range.
30.6% are in the top 20%.
65.0% are in the top half. 35.0% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN
34.9% of stocks are above yesterday’s close. (65.1% are below.)
1.0% are up 4.5% or more. 2.5% are down 4.5% or more.
1.9% are up 3.5% or more. 5.3% are down 3.5% or more.
53.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:2.6%…>=80:4.2%…>=50:21.7%…<=20:36.3%…<=10:11.9%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:19.3%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:18.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.1% above previous 1 highs, 40.6% below previous 1 lows
3.7% above previous 2 highs, 39.9% below previous 2 lows
3.7% above previous 3 highs, 34.0% below previous 3 lows
3.2% above previous 4 highs, 28.1% below previous 4 lows
3.2% above previous 5 highs, 18.8% below previous 5 lows
3.1% above previous 6 highs, 18.6% below previous 6 lows
3.1% above previous 7 highs, 13.8% below previous 7 lows
3.1% above previous 8 highs, 12.4% below previous 8 lows
2.7% above previous 9 highs, 12.2% below previous 9 lows
2.5% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.9% are above or equal to 5/30 close (1 days ago), 65.1% are below.
7.2% are above or equal to 5/29 close (2 days ago), 92.8% are below.
27.7% are above or equal to 5/25 close (3 days ago), 72.3% are below.
29.3% are above or equal to 5/24 close (4 days ago), 70.7% are below.
33.3% are above or equal to 5/23 close (5 days ago), 66.7% are below.
42.0% are above or equal to 5/22 close (6 days ago), 58.0% are below.
43.6% are above or equal to 5/21 close (7 days ago), 56.4% are below.
72.0% are above or equal to 5/18 close (8 days ago), 28.0% are below.
61.4% are above or equal to 5/17 close (9 days ago), 38.6% are below.
31.2% are above or equal to 5/16 close (10 days ago), 68.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 27.7% new lows
21d: 1.9% new highs, 27.7% new lows
42d: 1.6% new highs, 24.6% new lows
63d: 1.5% new highs, 21.9% new lows
126d: 1.2% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 33.9% above, 66.1% below
3-day: 13.2% above, 86.8% below
4-day: 17.6% above, 82.4% below
5-day: 20.4% above, 79.6% below
8-day: 29.8% above, 70.2% below
10-day: 40.4% above, 59.6% below
20-day: 19.6% above, 80.4% below
50-day: 18.4% above, 81.6% below
200-day: 46.7% above, 53.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 1.13% Top=JBLU UAL LCC KSU DAL GLNG ALK LUV ….. FDX CSX TDW CHRW TRN TK KEX BRS=Bottom (Transportation)
REAL(61): 0.71% Top=CLP OHI VTR SHO DRE SLG ACC HCN ….. DFT ARR DEI CYS IVR BPO NNN NCT=Bottom (Real Estate)
INSU(37): 0.42% Top=SLF PRE PL CINF CB TRV RE ACGL ….. PRU RGA HIG LNC GNW MET AGO CLGX=Bottom (Insurance)
COHW(41): 0.37% Top=CIEN UBNT FIO NTGR BCE T JDSU PCS ….. LVLT DELL PLCM AMX ARUN WDC APKT TDC=Bottom (Computer Hardware/Telecom)
FINA(67): 0.35% Top=STI TCB HBAN LPLA SUSQ MS GS CMA ….. LM STT AMG CME FRC BPOP KKR BX=Bottom (Banks/Financials)
LEIS(24): 0.01% Top=GET EXPE EAT MAR DPZ CCL DNKN DRI ….. MCD HOT WYNN MGM ARCO PCLN LVS MPEL=Bottom (Leisure)
MATE(28): -0.49% Top=PWR MAS SHW LEN PHM MDU RSG OC ….. DAR WCN LPX USG FWLT MDC EXP FLR=Bottom (Materials & Construction)
ELEC(55): -0.66% Top=OVTI TSL SWKS CAVM CY ADI ITRI GLW ….. IPGP FCS ATML NXPI SNDK INVN SPRD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(41): -0.70% Top=AH MAN HTZ CAR FISV RRD R FCN ….. JEC V LPS MYGN TAL VPRT MELI URI=Bottom (Diversified Services)
COSW(66): -0.77% Top=BSFT ZNGA BYI IGT ORCL VCLK NCR AOL ….. TIBX ROVI YNDX SFLY GRPN EA DDD FFIV=Bottom (Computer Software/Internet)
CONS(56): -0.84% Top=AVP PBI LII PKG KMB HAS PG BMS ….. WRC TPX EL FNP GIL SKX PVH TWI=Bottom (Consumer)
CHEM(26): -0.85% Top=PPG MON PX APD AGU POT DD ASH ….. IPI SIAL ROC WPZ WLK EMN FTK HUN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.90% Top=LNCR MDT BDX SYK MD HCA LIFE STJ ….. BAX THOR CYH VAR HMA LH CNC MOH=Bottom (Health)
RETA(74): -0.91% Top=TFM FRAN TJX AMZN WMT TSCO DG FDO ….. ANN ASNA JWN KSS PIR SHLD NFLX BKE=Bottom (Retail & Specialty Retail)
ENER(96): -1.37% Top=ERF CIE IOC EGN BRY SM CVX DNR ….. ESV BAS KOG HES CRZO NE HOS TSO=Bottom (Energy)
MANU(36): -1.94% Top=ITW BWC AME GE MHK PCP PNR SWK ….. PH ROK FLS MTW TKR GTLS JOY TEX=Bottom (Manufacturing)
META(29): -2.75% Top=STLD ABX NUE HSC SCCO AA AUY FCX ….. AKS EGO AUQ ANR X CLF SWC ACI=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:10 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:40 pm

Market Stats at 2:40 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
6.8% of stocks are above yesterday’s high.
23.0% are above yesterday’s midpoint. (77.0% are below.)
43.7% are below yesterday’s low.
49.4% are inside yesterday’s range.
14.5% of stocks with today’s high > yesterday’s high. (85.5% less than).
88.6% of stocks with today’s low < yesterday’s low. (11.4% greater than).

EVIDENCE OF INTRADAY TREND
32.2% of stocks are above today’s open. (67.6% are below).
28.8% of stocks are above today’s open and yesterday’s close.
63.7% are below both.
44.6% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
13.4% of stocks are in the top 10% of today’s range.
24.6% are in the top 20%.
61.7% are in the top half. 38.3% of stocks are in the bottom half of today’s range.
6.6% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN
33.3% of stocks are above yesterday’s close. (66.7% are below.)
0.9% are up 4.5% or more. 2.9% are down 4.5% or more.
1.2% are up 3.5% or more. 5.6% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.5%…>=90:2.5%…>=80:4.0%…>=50:18.6%…<=20:37.5%…<=10:12.7%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:18.5%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.8% above previous 1 highs, 43.7% below previous 1 lows
2.7% above previous 2 highs, 42.9% below previous 2 lows
2.7% above previous 3 highs, 37.0% below previous 3 lows
2.5% above previous 4 highs, 30.3% below previous 4 lows
2.5% above previous 5 highs, 20.5% below previous 5 lows
2.4% above previous 6 highs, 20.1% below previous 6 lows
2.4% above previous 7 highs, 14.4% below previous 7 lows
2.4% above previous 8 highs, 13.2% below previous 8 lows
2.1% above previous 9 highs, 12.8% below previous 9 lows
1.7% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
33.3% are above or equal to 5/30 close (1 days ago), 66.7% are below.
6.5% are above or equal to 5/29 close (2 days ago), 93.5% are below.
26.2% are above or equal to 5/25 close (3 days ago), 73.8% are below.
26.8% are above or equal to 5/24 close (4 days ago), 73.2% are below.
31.8% are above or equal to 5/23 close (5 days ago), 68.2% are below.
40.2% are above or equal to 5/22 close (6 days ago), 59.8% are below.
41.5% are above or equal to 5/21 close (7 days ago), 58.5% are below.
71.3% are above or equal to 5/18 close (8 days ago), 28.7% are below.
60.2% are above or equal to 5/17 close (9 days ago), 39.8% are below.
30.2% are above or equal to 5/16 close (10 days ago), 69.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 27.7% new lows
21d: 1.9% new highs, 27.7% new lows
42d: 1.6% new highs, 24.6% new lows
63d: 1.4% new highs, 21.9% new lows
126d: 1.2% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.2% above, 67.8% below
3-day: 11.8% above, 88.2% below
4-day: 15.4% above, 84.6% below
5-day: 17.6% above, 82.4% below
8-day: 26.5% above, 73.5% below
10-day: 36.6% above, 63.4% below
20-day: 18.8% above, 81.2% below
50-day: 18.4% above, 81.6% below
200-day: 46.3% above, 53.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 1.05% Top=JBLU UAL DAL KSU LCC LUV GLNG ALK ….. FDX CSX TDW CHRW TRN TK KEX BRS=Bottom (Transportation)
REAL(61): 0.56% Top=CLP SHO OHI VTR LHO SLG ACC DRE ….. UDR CYS CIT IVR NCT DEI BPO NNN=Bottom (Real Estate)
INSU(37): 0.29% Top=SLF PL PRE CINF CB TMK MBI TRV ….. PRU RGA HIG LNC MET AGO GNW CLGX=Bottom (Insurance)
COHW(41): 0.22% Top=UBNT CIEN FIO NTGR BCE T VZ NTAP ….. PLCM VIP DELL AMX ARUN WDC APKT TDC=Bottom (Computer Hardware/Telecom)
FINA(67): 0.17% Top=STI TCB LPLA SUSQ CMA GS HCBK EWBC ….. CME STT AMG LM FRC BPOP KKR BX=Bottom (Banks/Financials)
LEIS(24): -0.06% Top=GET EXPE EAT MAR DPZ CCL DNKN YUM ….. WYN HOT WYNN ARCO MGM PCLN MPEL LVS=Bottom (Leisure)
MATE(28): -0.68% Top=MAS SHW PWR LEN MDU PHM SRCL RSG ….. LPX SPF KBH USG MDC FWLT EXP FLR=Bottom (Materials & Construction)
DISV(41): -0.83% Top=AH HTZ MAN CAR FISV RHI R VRSK ….. ULTA JEC LPS MYGN TAL VPRT MELI URI=Bottom (Diversified Services)
CHEM(26): -0.93% Top=PPG MON APD VAL PX ASH DD AGU ….. IPI FMC WPZ ROC WLK EMN HUN FTK=Bottom (Chemicals/Fertilizers)
ELEC(55): -0.94% Top=OVTI SWKS TSL CAVM GLW ITRI ADI CY ….. CREE SNDK NXPI ATML FCS INVN SPRD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(66): -0.97% Top=BSFT ZNGA BYI IGT ORCL VCLK DNB NCR ….. RAX EA YNDX SFLY LNKD DDD GRPN FFIV=Bottom (Computer Software/Internet)
RETA(74): -0.99% Top=TFM TJX FRAN AMZN WMT DG TSCO FDO ….. EXPR ANN KSS JWN SHLD NFLX PIR BKE=Bottom (Retail & Specialty Retail)
HEAL(44): -1.03% Top=LNCR MDT SYK BDX CVD MD LIFE ABMD ….. THOR VAR BKD HMA LH CYH CNC MOH=Bottom (Health)
CONS(56): -1.04% Top=AVP PBI LII HAS PKG TUP KMB WWW ….. WRC FNP EL TPX GIL TWI SKX PVH=Bottom (Consumer)
ENER(96): -1.26% Top=ERF CIE BRY IOC EGN SM CVX KEG ….. CRZO ATW ESV BAS HES NE HOS TSO=Bottom (Energy)
MANU(36): -2.02% Top=BWC ITW AME MHK GE PCP PNR EMR ….. PH FLS ROK MTW TKR GTLS JOY TEX=Bottom (Manufacturing)
META(29): -2.80% Top=ABX STLD SCCO AA NUE HSC CLD AUY ….. AKS AUQ EGO ANR CLF X ACI SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:40 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:21 pm

Market Stats at 2:20 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 804.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
4.6% of stocks are above yesterday’s high.
17.0% are above yesterday’s midpoint. (83.0% are below.)
48.9% are below yesterday’s low.
46.5% are inside yesterday’s range.
14.3% of stocks with today’s high > yesterday’s high. (85.7% less than).
88.6% of stocks with today’s low < yesterday’s low. (11.4% greater than).

EVIDENCE OF INTRADAY TREND
25.7% of stocks are above today’s open. (72.8% are below).
22.6% of stocks are above today’s open and yesterday’s close.
70.0% are below both.
44.5% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.0% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
50.4% are in the top half. 49.6% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
27.1% of stocks are above yesterday’s close. (72.9% are below.)
0.7% are up 4.5% or more. 3.4% are down 4.5% or more.
0.9% are up 3.5% or more. 7.0% are down 3.5% or more.
49.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:1.6%…>=80:3.2%…>=50:13.8%…<=20:42.4%…<=10:14.6%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:15.8%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.6% above previous 1 highs, 48.9% below previous 1 lows
2.0% above previous 2 highs, 48.0% below previous 2 lows
2.0% above previous 3 highs, 41.9% below previous 3 lows
1.9% above previous 4 highs, 35.0% below previous 4 lows
1.9% above previous 5 highs, 22.6% below previous 5 lows
1.7% above previous 6 highs, 22.3% below previous 6 lows
1.7% above previous 7 highs, 15.5% below previous 7 lows
1.7% above previous 8 highs, 14.1% below previous 8 lows
1.5% above previous 9 highs, 13.6% below previous 9 lows
1.4% above previous 10 highs, 13.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
27.1% are above or equal to 5/30 close (1 days ago), 72.9% are below.
4.9% are above or equal to 5/29 close (2 days ago), 95.1% are below.
21.9% are above or equal to 5/25 close (3 days ago), 78.1% are below.
24.0% are above or equal to 5/24 close (4 days ago), 76.0% are below.
29.4% are above or equal to 5/23 close (5 days ago), 70.6% are below.
36.3% are above or equal to 5/22 close (6 days ago), 63.7% are below.
38.9% are above or equal to 5/21 close (7 days ago), 61.1% are below.
68.8% are above or equal to 5/18 close (8 days ago), 31.2% are below.
55.8% are above or equal to 5/17 close (9 days ago), 44.2% are below.
27.2% are above or equal to 5/16 close (10 days ago), 72.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 27.6% new lows
21d: 1.9% new highs, 27.6% new lows
42d: 1.6% new highs, 24.5% new lows
63d: 1.4% new highs, 21.8% new lows
126d: 1.2% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 25.9% above, 74.1% below
3-day: 8.6% above, 91.4% below
4-day: 11.8% above, 88.2% below
5-day: 14.3% above, 85.7% below
8-day: 22.3% above, 77.7% below
10-day: 32.8% above, 67.2% below
20-day: 16.7% above, 83.3% below
50-day: 17.3% above, 82.7% below
200-day: 45.9% above, 54.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 0.67% Top=JBLU DAL UAL KSU LCC LUV ALK GLNG ….. FDX CSX TDW CHRW TK TRN KEX BRS=Bottom (Transportation)
REAL(61): 0.35% Top=CLP SHO OHI VTR ACC SLG DRE PPS ….. CYS DFT DEI CIT IVR NNN NCT BPO=Bottom (Real Estate)
INSU(37): 0.16% Top=SLF PL PRE CB CINF MBI TRV TMK ….. RGA PRU LNC HIG MET AGO GNW CLGX=Bottom (Insurance)
COHW(41): 0.02% Top=UBNT CIEN FIO NTGR T BCE VZ CCI ….. ARUN VIP DELL AMX PLCM WDC APKT TDC=Bottom (Computer Hardware/Telecom)
FINA(67): -0.07% Top=STI TCB LPLA GS SUSQ WFC TD CMA ….. FRC CME STT AMG LM KKR BPOP BX=Bottom (Banks/Financials)
LEIS(24): -0.38% Top=GET EXPE EAT CCL DPZ MAR YUM JACK ….. WYN HOT WYNN MPEL ARCO MGM PCLN LVS=Bottom (Leisure)
CHEM(26): -1.08% Top=MON PPG APD PX VAL ASH POT DD ….. SIAL CYT WLK ROC FMC EMN HUN FTK=Bottom (Chemicals/Fertilizers)
DISV(41): -1.11% Top=AH MAN HTZ FISV RRD CAR VRSK RHI ….. V ULTA LPS VPRT TAL MYGN MELI URI=Bottom (Diversified Services)
MATE(27): -1.15% Top=SHW MAS PWR MDU LEN SRCL RSG WM ….. RYL KBH LPX MDC FWLT USG EXP FLR=Bottom (Materials & Construction)
HEAL(44): -1.23% Top=LNCR MDT HOLX SYK BDX MD ABMD CVD ….. THOR VAR BKD LH HMA CYH CNC MOH=Bottom (Health)
COSW(66): -1.25% Top=BSFT ZNGA BYI IGT ORCL VCLK DNB NCR ….. YNDX RAX ROVI SFLY DDD LNKD FFIV GRPN=Bottom (Computer Software/Internet)
ELEC(55): -1.25% Top=OVTI TSL SWKS CAVM GLW ITRI ADI CRUS ….. CREE NXPI TER FCS IPGP SPRD INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(74): -1.29% Top=TFM TJX AMZN FRAN WMT ROST FDO TSCO ….. ASNA ANN JWN KSS SHLD NFLX PIR BKE=Bottom (Retail & Specialty Retail)
CONS(56): -1.30% Top=AVP PBI LII KMB HAS PKG PG TUP ….. ICON EL GIL FNP TPX TWI SKX PVH=Bottom (Consumer)
ENER(96): -1.49% Top=ERF CIE EGN BRY IOC CVX SM DNR ….. KOG CRZO ESV NE BAS HES HOS TSO=Bottom (Energy)
MANU(36): -2.25% Top=BWC ITW AME GE MHK PCP EMR PNR ….. CRS FLS ROK MTW GTLS TKR JOY TEX=Bottom (Manufacturing)
META(29): -3.18% Top=STLD ABX SCCO AA HSC NUE AUY FCX ….. PAAS AUQ ANR EGO CLF X ACI SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:20 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 1:33 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
6.0% of stocks are above yesterday’s high.
24.1% are above yesterday’s midpoint. (75.9% are below.)
41.0% are below yesterday’s low.
53.0% are inside yesterday’s range.
13.4% of stocks with today’s high > yesterday’s high. (86.6% less than).
88.2% of stocks with today’s low < yesterday’s low. (11.8% greater than).

EVIDENCE OF INTRADAY TREND
33.3% of stocks are above today’s open. (65.2% are below).
29.1% of stocks are above today’s open and yesterday’s close.
61.6% are below both.
44.6% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
68.7% are in the top half. 31.3% 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
34.4% of stocks are above yesterday’s close. (65.6% are below.)
1.0% are up 4.5% or more. 2.2% are down 4.5% or more.
1.1% are up 3.5% or more. 5.3% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:1.9%…>=80:4.2%…>=50:18.6%…<=20:36.4%…<=10:12.0%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:18.0%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.0% above previous 1 highs, 41.0% below previous 1 lows
3.1% above previous 2 highs, 40.4% below previous 2 lows
3.0% above previous 3 highs, 34.5% below previous 3 lows
2.7% above previous 4 highs, 28.4% below previous 4 lows
2.7% above previous 5 highs, 18.4% below previous 5 lows
2.6% above previous 6 highs, 18.1% below previous 6 lows
2.6% above previous 7 highs, 13.3% below previous 7 lows
2.6% above previous 8 highs, 11.9% below previous 8 lows
2.2% above previous 9 highs, 11.3% below previous 9 lows
1.9% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.4% are above or equal to 5/30 close (1 days ago), 65.6% are below.
6.2% are above or equal to 5/29 close (2 days ago), 93.8% are below.
26.5% are above or equal to 5/25 close (3 days ago), 73.5% are below.
28.7% are above or equal to 5/24 close (4 days ago), 71.3% are below.
33.3% are above or equal to 5/23 close (5 days ago), 66.7% are below.
40.4% are above or equal to 5/22 close (6 days ago), 59.6% are below.
42.0% are above or equal to 5/21 close (7 days ago), 58.0% are below.
71.7% are above or equal to 5/18 close (8 days ago), 28.3% are below.
60.2% are above or equal to 5/17 close (9 days ago), 39.8% are below.
30.8% are above or equal to 5/16 close (10 days ago), 69.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 27.5% new lows
21d: 1.9% new highs, 27.5% new lows
42d: 1.5% new highs, 24.3% new lows
63d: 1.4% new highs, 21.6% new lows
126d: 1.2% new highs, 10.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.8% above, 67.2% below
3-day: 10.2% above, 89.8% below
4-day: 15.3% above, 84.7% below
5-day: 17.6% above, 82.4% below
8-day: 26.5% above, 73.5% below
10-day: 37.9% above, 62.1% below
20-day: 19.0% above, 81.0% below
50-day: 17.9% above, 82.1% below
200-day: 46.7% above, 53.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 0.83% Top=JBLU GLNG KSU UAL DAL LUV ALK CNI ….. EXPD FDX TDW TRN TK CHRW KEX BRS=Bottom (Transportation)
REAL(61): 0.43% Top=SHO CLP OHI VTR ACC SLG HCN BAM ….. AIV UDR IVR CIT DEI NCT BPO NNN=Bottom (Real Estate)
FINA(67): 0.25% Top=STI SUSQ LPLA TCB GS HCBK MS CMA ….. DFS WDR FRC STT AMG KKR BPOP BX=Bottom (Banks/Financials)
INSU(37): 0.21% Top=SLF PL PRE TMK CB CINF UNM AIG ….. RGA FNF LNC HIG MET AGO GNW CLGX=Bottom (Insurance)
COHW(41): 0.20% Top=UBNT CIEN FIO NTGR T BCE NIHD SYNA ….. ARUN DELL PLCM VIP AMX WDC APKT TDC=Bottom (Computer Hardware/Telecom)
LEIS(24): -0.28% Top=GET EXPE EAT CCL JACK DPZ TXRH YUM ….. WYN HOT WYNN PCLN ARCO MGM MPEL LVS=Bottom (Leisure)
MATE(28): -0.77% Top=SHW PWR MAS LEN SRCL MDU RSG OC ….. KBH LPX SPF MDC MDR EXP FLR FWLT=Bottom (Materials & Construction)
CHEM(26): -0.79% Top=PPG MON GRA PX APD POT VAL IFF ….. WPZ WLK FMC SIAL ROC EMN FTK HUN=Bottom (Chemicals/Fertilizers)
RETA(74): -0.80% Top=TFM FRAN TJX TSCO AMZN ROST WMT FDO ….. ANN LTD JWN NFLX SHLD KSS PIR BKE=Bottom (Retail & Specialty Retail)
CONS(56): -0.81% Top=AVP PBI LII HAS KMB PKG JAH WWW ….. PAY TPX EL FNP GIL SKX TWI PVH=Bottom (Consumer)
DISV(41): -0.90% Top=AH HTZ MAN FISV RRD CAR VRSK RHI ….. MA ULTA VPRT LPS MYGN TAL MELI URI=Bottom (Diversified Services)
HEAL(44): -0.90% Top=LNCR MDT BDX SYK HOLX LIFE MD ZMH ….. BKD CYH HMA THOR LH VAR CNC MOH=Bottom (Health)
COSW(66): -0.91% Top=BSFT ZNGA BYI IGT ORCL VCLK DNB SYMC ….. ROVI RAX YNDX SFLY GRPN LNKD DDD FFIV=Bottom (Computer Software/Internet)
ELEC(55): -0.97% Top=OVTI CAVM SWKS ITRI GLW CRUS ADI VECO ….. INVN ATML TER CREE FCS IPGP SPRD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -1.08% Top=ERF CIE EGN BRY SGY CVX SM DNR ….. ATW BAS ESV CRZO HES NE HOS TSO=Bottom (Energy)
MANU(36): -1.87% Top=ITW AME BWC GE MHK EMR PCP PNR ….. CRS FLS MTW ROK GTLS TKR JOY TEX=Bottom (Manufacturing)
META(29): -3.01% Top=AA HSC STLD ABX NUE SCCO FCX CLD ….. ANR AUQ PAAS EGO X CLF ACI SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:33 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:56 am

Market Stats at 12:56 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
4.2% of stocks are above yesterday’s high.
20.2% are above yesterday’s midpoint. (79.8% are below.)
46.5% are below yesterday’s low.
49.3% are inside yesterday’s range.
11.5% of stocks with today’s high > yesterday’s high. (88.5% less than).
88.2% of stocks with today’s low < yesterday’s low. (11.8% greater than).

EVIDENCE OF INTRADAY TREND
27.9% of stocks are above today’s open. (70.6% are below).
24.4% of stocks are above today’s open and yesterday’s close.
67.4% are below both.
44.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.1% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
56.0% are in the top half. 44.0% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
29.1% of stocks are above yesterday’s close. (70.9% are below.)
0.6% are up 4.5% or more. 2.9% are down 4.5% or more.
0.7% are up 3.5% or more. 5.4% are down 3.5% or more.
51.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.6%…>=80:3.2%…>=50:14.4%…<=20:40.8%…<=10:13.6%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:16.3%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.2% above previous 1 highs, 46.5% below previous 1 lows
2.2% above previous 2 highs, 45.6% below previous 2 lows
2.2% above previous 3 highs, 39.7% below previous 3 lows
2.1% above previous 4 highs, 32.0% below previous 4 lows
2.1% above previous 5 highs, 21.3% below previous 5 lows
2.1% above previous 6 highs, 21.0% below previous 6 lows
2.1% above previous 7 highs, 15.4% below previous 7 lows
2.1% above previous 8 highs, 13.9% below previous 8 lows
1.7% above previous 9 highs, 13.6% below previous 9 lows
1.5% above previous 10 highs, 13.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.1% are above or equal to 5/30 close (1 days ago), 70.9% are below.
5.4% are above or equal to 5/29 close (2 days ago), 94.6% are below.
22.3% are above or equal to 5/25 close (3 days ago), 77.7% are below.
25.0% are above or equal to 5/24 close (4 days ago), 75.0% are below.
29.6% are above or equal to 5/23 close (5 days ago), 70.4% are below.
38.5% are above or equal to 5/22 close (6 days ago), 61.5% are below.
39.0% are above or equal to 5/21 close (7 days ago), 61.0% are below.
69.6% are above or equal to 5/18 close (8 days ago), 30.4% are below.
57.9% are above or equal to 5/17 close (9 days ago), 42.1% are below.
28.8% are above or equal to 5/16 close (10 days ago), 71.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 27.5% new lows
21d: 1.4% new highs, 27.5% new lows
42d: 1.2% new highs, 24.4% new lows
63d: 1.1% new highs, 21.7% new lows
126d: 1.0% new highs, 11.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.1% above, 71.9% below
3-day: 8.3% above, 91.7% below
4-day: 12.1% above, 87.9% below
5-day: 14.7% above, 85.3% below
8-day: 23.2% above, 76.8% below
10-day: 33.6% above, 66.4% below
20-day: 17.9% above, 82.1% below
50-day: 16.8% above, 83.2% below
200-day: 45.7% above, 54.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(61): 0.42% Top=SHO VTR SLG CLP OHI HCN ACC BAM ….. CBG UDR BPO IVR DEI NNN CIT NCT=Bottom (Real Estate)
FINA(67): 0.15% Top=STI LPLA HCBK GS CMA WFC TCB PBCT ….. ICE DFS STT FRC AMG KKR BPOP BX=Bottom (Banks/Financials)
TRAN(23): 0.13% Top=KSU UAL GLNG DAL ALK LUV UNP CNI ….. EXPD TDW CSX TK CHRW TRN KEX BRS=Bottom (Transportation)
INSU(37): 0.09% Top=SLF PRE CB PL ALL TRV CINF TMK ….. RGA PRU LNC MET HIG AGO GNW CLGX=Bottom (Insurance)
COHW(41): -0.07% Top=UBNT CIEN FIO NTGR T BCE CSCO SYNA ….. LVLT ARUN AMX PLCM WDC NIHD APKT TDC=Bottom (Computer Hardware/Telecom)
LEIS(24): -0.32% Top=GET EXPE EAT CCL YUM JACK TXRH DRI ….. WYN WYNN HOT PCLN MPEL ARCO MGM LVS=Bottom (Leisure)
RETA(74): -1.01% Top=TFM TJX FRAN FDO WMT TSCO AMZN DG ….. LTD ANN SHLD JWN NFLX PIR KSS BKE=Bottom (Retail & Specialty Retail)
DISV(41): -1.03% Top=AH MAN FISV RRD VRSK HTZ CAR FCN ….. VPRT LPS MA DV TAL MYGN MELI URI=Bottom (Diversified Services)
MATE(27): -1.05% Top=SHW PWR MAS LEN SRCL RSG SHAW MDU ….. RYL LPX MDR MTH EXP MDC FLR FWLT=Bottom (Materials & Construction)
CHEM(26): -1.05% Top=MON PPG VAL PX DD AGU APD POT ….. ALB FMC ROC SIAL WLK EMN FTK HUN=Bottom (Chemicals/Fertilizers)
CONS(56): -1.09% Top=AVP PBI HAS KMB WWW PKG LII JAH ….. NUS FBHS EL FNP SKX GIL TWI PVH=Bottom (Consumer)
COSW(66): -1.12% Top=BSFT ZNGA BYI ORCL IGT VCLK DNB SYMC ….. CRM ROVI SFLY RAX GRPN FFIV LNKD DDD=Bottom (Computer Software/Internet)
HEAL(44): -1.17% Top=LNCR MDT BDX HOLX SYK LIFE MD CVH ….. THOR VAR LH BKD ALGN CYH CNC MOH=Bottom (Health)
ELEC(55): -1.29% Top=OVTI CAVM SWKS ITRI GLW ADI CRUS PMCS ….. INVN ATML FCS TER CREE IPGP SPRD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -1.42% Top=ERF CIE BRY EGN CVX CRK DNR SM ….. KOG ATW ESV BAS NE CRZO HOS TSO=Bottom (Energy)
MANU(36): -2.08% Top=ITW GE AME BWC MHK PCP AVY EMR ….. KMT FLS MTW ROK GTLS TKR JOY TEX=Bottom (Manufacturing)
META(29): -2.69% Top=ABX AA STLD HSC NUE AUY GG SCCO ….. AKS MCP PAAS ANR X ACI CLF SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:56 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 12:44 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
4.0% of stocks are above yesterday’s high.
18.1% are above yesterday’s midpoint. (81.9% are below.)
49.3% are below yesterday’s low.
46.7% are inside yesterday’s range.
11.3% of stocks with today’s high > yesterday’s high. (88.7% less than).
88.2% of stocks with today’s low < yesterday’s low. (11.8% greater than).

EVIDENCE OF INTRADAY TREND
25.2% of stocks are above today’s open. (73.1% are below).
22.4% of stocks are above today’s open and yesterday’s close.
69.7% are below both.
44.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
50.4% are in the top half. 49.6% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN
27.1% of stocks are above yesterday’s close. (72.9% are below.)
0.6% are up 4.5% or more. 3.5% are down 4.5% or more.
0.7% are up 3.5% or more. 6.2% are down 3.5% or more.
50.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.5%…>=80:3.0%…>=50:13.7%…<=20:43.2%…<=10:14.2%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:15.3%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:15.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.0% above previous 1 highs, 49.3% below previous 1 lows
2.0% above previous 2 highs, 48.6% below previous 2 lows
2.0% above previous 3 highs, 42.6% below previous 3 lows
1.7% above previous 4 highs, 35.2% below previous 4 lows
1.7% above previous 5 highs, 23.5% below previous 5 lows
1.7% above previous 6 highs, 23.0% below previous 6 lows
1.7% above previous 7 highs, 16.3% below previous 7 lows
1.7% above previous 8 highs, 14.8% below previous 8 lows
1.5% above previous 9 highs, 14.4% below previous 9 lows
1.4% above previous 10 highs, 14.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
27.1% are above or equal to 5/30 close (1 days ago), 72.9% are below.
5.0% are above or equal to 5/29 close (2 days ago), 95.0% are below.
20.4% are above or equal to 5/25 close (3 days ago), 79.6% are below.
23.5% are above or equal to 5/24 close (4 days ago), 76.5% are below.
28.6% are above or equal to 5/23 close (5 days ago), 71.4% are below.
37.1% are above or equal to 5/22 close (6 days ago), 62.9% are below.
38.2% are above or equal to 5/21 close (7 days ago), 61.8% are below.
68.2% are above or equal to 5/18 close (8 days ago), 31.8% are below.
55.8% are above or equal to 5/17 close (9 days ago), 44.2% are below.
27.4% are above or equal to 5/16 close (10 days ago), 72.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 27.5% new lows
21d: 1.4% new highs, 27.5% new lows
42d: 1.2% new highs, 24.4% new lows
63d: 1.1% new highs, 21.7% new lows
126d: 1.0% new highs, 11.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 25.9% above, 74.1% below
3-day: 7.6% above, 92.4% below
4-day: 10.7% above, 89.3% below
5-day: 12.8% above, 87.2% below
8-day: 22.5% above, 77.5% below
10-day: 32.9% above, 67.1% below
20-day: 17.1% above, 82.9% below
50-day: 16.6% above, 83.4% below
200-day: 45.6% above, 54.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(61): 0.27% Top=VTR CLP SHO OHI BAM ACC SLG HCN ….. BPO DFT NNN CBG IVR DEI CIT NCT=Bottom (Real Estate)
FINA(67): 0.18% Top=STI LPLA GS HCBK CMA WFC TCB EWBC ….. ICE LM DFS STT AMG BPOP KKR BX=Bottom (Banks/Financials)
INSU(37): 0.09% Top=SLF PRE PL CB ALL TRV CINF ACE ….. RGA PRU LNC MET HIG AGO GNW CLGX=Bottom (Insurance)
TRAN(23): 0.00% Top=GLNG KSU UAL DAL ALK CNI LUV UNP ….. EXPD CSX TDW TK CHRW TRN KEX BRS=Bottom (Transportation)
COHW(41): -0.18% Top=UBNT CIEN FIO NTGR T BCE SYNA VZ ….. LVLT ARUN PLCM AMX WDC NIHD TDC APKT=Bottom (Computer Hardware/Telecom)
LEIS(24): -0.48% Top=GET EXPE EAT CCL YUM DNKN JACK DRI ….. WYN WYNN PCLN HOT ARCO MPEL MGM LVS=Bottom (Leisure)
RETA(74): -1.03% Top=TFM TJX WMT TSCO FDO AMZN ROST DG ….. WSM ANN JWN SHLD NFLX KSS PIR BKE=Bottom (Retail & Specialty Retail)
CONS(56): -1.13% Top=AVP PBI KMB JAH HAS PKG BMS WWW ….. TPX FBHS EL SKX FNP GIL PVH TWI=Bottom (Consumer)
DISV(41): -1.15% Top=AH MAN FISV RRD VRSK HTZ PAYX RHI ….. LPS MA DV VPRT TAL MYGN MELI URI=Bottom (Diversified Services)
HEAL(44): -1.18% Top=LNCR MDT HOLX BDX SYK MD LIFE CVH ….. THOR LH VAR HMA BKD CNC CYH MOH=Bottom (Health)
COSW(66): -1.22% Top=BSFT ZNGA ORCL BYI IGT VCLK DNB SYMC ….. VRSN ROVI RAX SFLY FFIV GRPN LNKD DDD=Bottom (Computer Software/Internet)
CHEM(26): -1.22% Top=MON PPG VAL PX AGU DD IFF APD ….. ALB FMC ROC SIAL WLK EMN HUN FTK=Bottom (Chemicals/Fertilizers)
ELEC(55): -1.41% Top=OVTI ITRI GLW SWKS ADI CAVM MOLX VECO ….. ATML FCS TER IPGP CREE SPRD INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): -1.46% Top=SHW PWR SHAW MAS SRCL RSG MDU WCN ….. DHI LPX EXP RYL MTH FLR FWLT MDC=Bottom (Materials & Construction)
ENER(96): -1.72% Top=ERF CIE EGN CVX BRY DNR CVE SGY ….. HES ATW ESV BAS NE CRZO HOS TSO=Bottom (Energy)
MANU(36): -2.25% Top=ITW AME GE BWC PCP AVY XYL EMR ….. PH FLS MTW ROK GTLS TKR TEX JOY=Bottom (Manufacturing)
META(29): -2.62% Top=ABX AA HSC STLD AUY GG NUE NEM ….. AKS MCP PAAS ANR X CLF ACI SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:44 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:19 pm ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
3.1% of stocks are above yesterday’s high.
13.0% are above yesterday’s midpoint. (87.0% are below.)
56.9% are below yesterday’s low.
40.0% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
88.2% of stocks with today’s low < yesterday’s low. (11.8% greater than).

EVIDENCE OF INTRADAY TREND
20.0% of stocks are above today’s open. (79.0% are below).
17.6% of stocks are above today’s open and yesterday’s close.
76.2% are below both.
44.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
16.6% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN
21.2% of stocks are above yesterday’s close. (78.8% are below.)
0.5% are up 4.5% or more. 4.2% are down 4.5% or more.
0.5% are up 3.5% or more. 9.0% are down 3.5% or more.
46.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.7%…>=90:1.4%…>=80:2.7%…>=50:9.8%…<=20:49.8%…<=10:16.9%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:14.2%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:13.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.1% above previous 1 highs, 56.9% below previous 1 lows
1.4% above previous 2 highs, 56.0% below previous 2 lows
1.4% above previous 3 highs, 48.8% below previous 3 lows
1.4% above previous 4 highs, 40.8% below previous 4 lows
1.4% above previous 5 highs, 25.9% below previous 5 lows
1.4% above previous 6 highs, 25.4% below previous 6 lows
1.4% above previous 7 highs, 19.4% below previous 7 lows
1.4% above previous 8 highs, 17.6% below previous 8 lows
1.1% above previous 9 highs, 17.1% below previous 9 lows
1.0% above previous 10 highs, 17.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.2% are above or equal to 5/30 close (1 days ago), 78.8% are below.
4.1% are above or equal to 5/29 close (2 days ago), 95.9% are below.
17.2% are above or equal to 5/25 close (3 days ago), 82.8% are below.
20.2% are above or equal to 5/24 close (4 days ago), 79.8% are below.
26.0% are above or equal to 5/23 close (5 days ago), 74.0% are below.
34.2% are above or equal to 5/22 close (6 days ago), 65.8% are below.
36.5% are above or equal to 5/21 close (7 days ago), 63.5% are below.
65.9% are above or equal to 5/18 close (8 days ago), 34.1% are below.
53.3% are above or equal to 5/17 close (9 days ago), 46.7% are below.
24.5% are above or equal to 5/16 close (10 days ago), 75.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 27.5% new lows
21d: 1.2% new highs, 27.5% new lows
42d: 1.1% new highs, 24.4% new lows
63d: 1.0% new highs, 21.7% new lows
126d: 0.9% new highs, 11.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.2% above, 79.8% below
3-day: 5.5% above, 94.5% below
4-day: 8.2% above, 91.8% below
5-day: 10.2% above, 89.8% below
8-day: 19.6% above, 80.4% below
10-day: 29.1% above, 70.9% below
20-day: 16.3% above, 83.7% below
50-day: 16.2% above, 83.8% below
200-day: 45.1% above, 54.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(61): 0.10% Top=VTR SHO CLP ACC OHI HCN LHO BAM ….. VNO IVR BPO DEI CIT DFT CBG NCT=Bottom (Real Estate)
INSU(37): -0.07% Top=SLF PRE CB PL TRV MMC ACE ALL ….. RGA PRU LNC MET AGO HIG CLGX GNW=Bottom (Insurance)
FINA(67): -0.11% Top=STI LPLA SUSQ TCB CMA JNS GS HBAN ….. SCHW DFS LM FRC AMG BPOP KKR BX=Bottom (Banks/Financials)
TRAN(23): -0.20% Top=KSU GLNG DAL UAL LUV UNP CNI ALK ….. CSX EXPD TDW TRN CHRW TK KEX BRS=Bottom (Transportation)
COHW(41): -0.42% Top=UBNT CIEN FIO NTGR T BCE TWTC VZ ….. JDSU PLCM LVLT AMX WDC TDC APKT NIHD=Bottom (Computer Hardware/Telecom)
LEIS(24): -0.83% Top=GET EXPE EAT CCL YUM DRI DNKN JACK ….. PCLN WYN WYNN HOT ARCO MPEL MGM LVS=Bottom (Leisure)
RETA(74): -1.16% Top=TFM TJX WMT TSCO FDO DG AMZN ROST ….. WSM ANN JWN KSS PIR SHLD NFLX BKE=Bottom (Retail & Specialty Retail)
DISV(41): -1.28% Top=AH MAN RRD FISV CAR PAYX VRSK HTZ ….. MA ULTA VPRT TAL DV MYGN MELI URI=Bottom (Diversified Services)
HEAL(44): -1.34% Top=MDT LNCR SYK BDX ZMH BCR XRAY MD ….. THOR LH BKD VAR HMA CNC CYH MOH=Bottom (Health)
CONS(56): -1.35% Top=AVP PBI WWW KMB HAS BMS JAH PKG ….. EL SKX FBHS PAY GIL PVH FNP TWI=Bottom (Consumer)
COSW(66): -1.52% Top=BSFT ZNGA BYI ORCL DNB IGT VCLK SYMC ….. ROVI CRM RAX FFIV SFLY GRPN DDD LNKD=Bottom (Computer Software/Internet)
CHEM(26): -1.54% Top=MON PPG PX IFF VAL DD APD SMG ….. IPI FMC SIAL WLK ROC EMN HUN FTK=Bottom (Chemicals/Fertilizers)
ELEC(55): -1.61% Top=OVTI GLW ITRI ADI MOLX SWKS ROP CAVM ….. TER INVN ATML CREE SPRD FCS IPGP FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): -1.61% Top=SHW PWR SHAW MAS SRCL RSG MDU WCN ….. LPX RYL EXP MDR MTH FLR MDC FWLT=Bottom (Materials & Construction)
ENER(96): -2.25% Top=ERF CVX EGN CIE KMI INT SUN BPL ….. ATW ESV KEG TSO KOG NE CRZO HOS=Bottom (Energy)
MANU(36): -2.38% Top=ITW GE AME BWC PCP MHK AVY XYL ….. PH FLS MTW ROK GTLS TKR TEX JOY=Bottom (Manufacturing)
META(29): -3.08% Top=ABX AA HSC STLD NUE GG AUY NEM ….. BTU MCP PAAS ANR X CLF ACI SWC=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:19 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:21 am

Market Stats at 11:21 am ET
by daytrend on 20120531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
1.1% of stocks are above yesterday’s high.
5.9% are above yesterday’s midpoint. (94.1% are below.)
77.6% are below yesterday’s low.
21.3% are inside yesterday’s range.
8.1% of stocks with today’s high > yesterday’s high. (91.9% less than).
87.9% of stocks with today’s low < yesterday’s low. (12.1% greater than).

EVIDENCE OF INTRADAY TREND
4.1% of stocks are above today’s open. (95.1% are below).
3.7% of stocks are above today’s open and yesterday’s close.
92.7% are below both.
44.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
1.6% are in the top 20%.
8.8% are in the top half. 91.2% of stocks are in the bottom half of today’s range.
65.6% are in the bottom 20%.
38.9% are in the bottom 10%.

GAIN
6.6% of stocks are above yesterday’s close. (93.4% are below.)
0.4% are up 4.5% or more. 5.6% are down 4.5% or more.
0.6% are up 3.5% or more. 14.6% are down 3.5% or more.
30.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:0.6%…>=80:1.2%…>=50:4.5%…<=20:65.6%…<=10:20.4%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:11.2%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:11.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.1% above previous 1 highs, 77.6% below previous 1 lows
0.9% above previous 2 highs, 75.8% below previous 2 lows
0.9% above previous 3 highs, 67.9% below previous 3 lows
0.9% above previous 4 highs, 57.8% below previous 4 lows
0.9% above previous 5 highs, 38.0% below previous 5 lows
0.9% above previous 6 highs, 36.9% below previous 6 lows
0.9% above previous 7 highs, 26.8% below previous 7 lows
0.9% above previous 8 highs, 23.8% below previous 8 lows
0.6% above previous 9 highs, 23.4% below previous 9 lows
0.5% above previous 10 highs, 23.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
6.6% are above or equal to 5/30 close (1 days ago), 93.4% are below.
3.1% are above or equal to 5/29 close (2 days ago), 96.9% are below.
10.8% are above or equal to 5/25 close (3 days ago), 89.2% are below.
13.8% are above or equal to 5/24 close (4 days ago), 86.2% are below.
18.7% are above or equal to 5/23 close (5 days ago), 81.3% are below.
26.2% are above or equal to 5/22 close (6 days ago), 73.8% are below.
29.5% are above or equal to 5/21 close (7 days ago), 70.5% are below.
57.4% are above or equal to 5/18 close (8 days ago), 42.6% are below.
45.5% are above or equal to 5/17 close (9 days ago), 54.5% are below.
20.2% are above or equal to 5/16 close (10 days ago), 79.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.1% new highs, 27.1% new lows
21d: 1.1% new highs, 27.1% new lows
42d: 1.0% new highs, 24.2% new lows
63d: 0.9% new highs, 21.7% new lows
126d: 0.7% new highs, 11.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 6.4% above, 93.6% below
3-day: 3.1% above, 96.9% below
4-day: 4.5% above, 95.5% below
5-day: 6.7% above, 93.3% below
8-day: 12.1% above, 87.9% below
10-day: 20.5% above, 79.5% below
20-day: 12.5% above, 87.5% below
50-day: 14.3% above, 85.7% below
200-day: 43.1% above, 56.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(61): -0.53% Top=MFA SHO VTR ARR GRT OHI ACC CLP ….. BDN VNO DFT HST DEI BPO NCT CBG=Bottom (Real Estate)
INSU(37): -0.62% Top=SLF PRE MMC TRV PL CB ACGL RNR ….. RGA HIG AGO LNC MET PRU CLGX GNW=Bottom (Insurance)
FINA(67): -0.85% Top=STI PBCT JPM LPLA GS EWBC SUSQ CMA ….. BAC DFS STT LM SCHW AMG BX KKR=Bottom (Banks/Financials)
COHW(41): -1.04% Top=UBNT CIEN T NTGR BCE CTL CCI VZ ….. PCS AMX WDC TDC LVLT PLCM APKT NIHD=Bottom (Computer Hardware/Telecom)
TRAN(23): -1.20% Top=KSU UAL DAL ALK LCC LUV CNI UNP ….. CNW CSX TDW KEX CHRW TK TRN BRS=Bottom (Transportation)
LEIS(24): -1.40% Top=GET EXPE DRI CCL JACK EAT DNKN YUM ….. PCLN ARCO WYN WYNN HOT MGM LVS MPEL=Bottom (Leisure)
RETA(74): -1.70% Top=TFM TJX WMT DG TSCO COST TGT ROST ….. JCP WSM JWN SHLD KSS NFLX PIR BKE=Bottom (Retail & Specialty Retail)
HEAL(44): -1.80% Top=MDT LNCR BDX BCR HOLX ZMH EW CVH ….. CNC HCA VAR WCG BKD HMA CYH MOH=Bottom (Health)
DISV(41): -1.81% Top=AH PAYX FISV CAR RCII MAN SAI SBAC ….. KBR TAL WTW DV MYGN VPRT MELI URI=Bottom (Diversified Services)
CHEM(26): -1.96% Top=MON PPG GRA IFF WPZ APD PX DD ….. MOS FMC SIAL WLK ROC EMN HUN FTK=Bottom (Chemicals/Fertilizers)
CONS(56): -1.99% Top=AVP KMB PBI HAS TUP PG PKG JAH ….. TPX SCSS GIL WHR PVH FNP FBHS TWI=Bottom (Consumer)
COSW(66): -2.03% Top=BSFT ZNGA BYI ORCL VCLK DNB IGT INTU ….. SOHU SWI SFLY ROVI LNKD DDD GRPN FFIV=Bottom (Computer Software/Internet)
ELEC(55): -2.11% Top=OVTI ADI ITRI GLW CAVM MOLX ROP SWKS ….. TQNT TER FCS INVN IPGP CREE SPRD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): -2.49% Top=PWR SRCL SHW SHAW RSG WM MDU WCN ….. FWLT MTH RYL PHM FLR KBH MDC USG=Bottom (Materials & Construction)
META(29): -2.81% Top=ABX GG NEM KGC AUY RGLD AEM IAG ….. MCP CLD BTU ANR X ACI CLF SWC=Bottom (Metals & Mining)
MANU(36): -2.95% Top=ITW AME GE PCP AVY EMR XYL BWC ….. PH ROK FLS MTW GTLS TKR TEX JOY=Bottom (Manufacturing)
ENER(96): -3.01% Top=SUN INT BPL SEMG ETE EEP CJES CVX ….. OAS ESV BAS KEG CLR HOS KOG CRZO=Bottom (Energy)

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 11:21 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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