daytrend

07/31/2012

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

Closing Stats
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.

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
11.9% of stocks are above yesterday’s high.
29.4% are above yesterday’s midpoint. (70.6% are below.)
37.6% are below yesterday’s low.
50.5% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
57.2% of stocks with today’s low < yesterday’s low. (42.8% greater than).

EVIDENCE OF INTRADAY TREND
34.2% of stocks are above today’s open. (64.9% are below).
25.9% of stocks are above today’s open and yesterday’s close.
62.2% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
1.0% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
29.5% are in the top half. 70.5% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
24.7% are in the bottom 10%.

GAIN
29.9% of stocks are above yesterday’s close. (70.1% are below.)
1.9% are up 4.5% or more. 3.4% are down 4.5% or more.
2.7% are up 3.5% or more. 4.9% are down 3.5% or more.
50.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.3%…>=90:12.2%…>=80:20.1%…>=50:47.5%…<=20:10.0%…<=10:2.4%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:64.9%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:64.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.9% above previous 1 highs, 37.6% below previous 1 lows
10.6% above previous 2 highs, 16.3% below previous 2 lows
9.7% above previous 3 highs, 7.3% below previous 3 lows
9.1% above previous 4 highs, 3.5% below previous 4 lows
8.2% above previous 5 highs, 3.2% below previous 5 lows
7.7% above previous 6 highs, 3.0% below previous 6 lows
6.9% above previous 7 highs, 3.0% below previous 7 lows
5.7% above previous 8 highs, 2.8% below previous 8 lows
5.6% above previous 9 highs, 2.8% below previous 9 lows
5.3% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.9% are above or equal to 7/30 close (1 days ago), 70.1% are below.
33.5% are above or equal to 7/27 close (2 days ago), 66.5% are below.
74.5% are above or equal to 7/26 close (3 days ago), 25.5% are below.
82.4% are above or equal to 7/25 close (4 days ago), 17.6% are below.
80.3% are above or equal to 7/24 close (5 days ago), 19.7% are below.
71.8% are above or equal to 7/23 close (6 days ago), 28.2% are below.
59.5% are above or equal to 7/20 close (7 days ago), 40.5% are below.
47.7% are above or equal to 7/19 close (8 days ago), 52.3% are below.
48.7% are above or equal to 7/18 close (9 days ago), 51.3% are below.
53.0% are above or equal to 7/17 close (10 days ago), 47.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.0% new highs, 3.7% new lows
21d: 11.9% new highs, 3.7% new lows
42d: 10.2% new highs, 1.8% new lows
63d: 5.4% new highs, 1.6% new lows
126d: 3.5% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.5% above, 71.5% below
3-day: 31.3% above, 68.7% below
4-day: 49.1% above, 50.9% below
5-day: 67.6% above, 32.4% below
8-day: 69.3% above, 30.7% below
10-day: 64.5% above, 35.5% below
20-day: 60.1% above, 39.9% below
50-day: 66.8% above, 33.2% below
200-day: 53.0% above, 47.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.07% Top=CRUS VSH FSLR IPGP TQNT SWKS FSL VECO ….. SNPS TEL CAVM LSI NXPI ATML QLGC PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): 0.15% Top=APKT ADTN AAPL LVLT NTGR WIN T MSI ….. HRS VIP OCZ RVBD PCS FIO EQIX CMVT=Bottom (Computer Hardware/Telecom)
REAL(64): -0.04% Top=EXR CIT PPS BPO LHO DCT NCT AVB ….. AIV DRE DLR UDR MTGE ARR DFT CBG=Bottom (Real Estate)
TRAN(23): -0.14% Top=DAL JBLU LCC SAVE SWFT LUV TRN CSX ….. FDX UAL KEX UPS KSU CP EXPD GWR=Bottom (Transportation)
META(29): -0.20% Top=X AKS CLF NUE PAAS STLD WOR TIE ….. NEM RGLD IAG ANR AUY KGC AUQ EGO=Bottom (Metals & Mining)
FINA(68): -0.30% Top=HCBK HBHC CSH PFG NYB ACAS MS OCN ….. PNC HBAN FITB RJF DFS WDR NDAQ KKR=Bottom (Banks/Financials)
MANU(43): -0.36% Top=CMI FLS RS TEX MTW ATU GDI PPO ….. KMT DCI AOS WWD TKR LII SWK MHK=Bottom (Manufacturing)
CHEM(24): -0.41% Top=EMN HUN SMG ROC CE OLN DD ALB ….. AGU APD GRA PPG POT MON PX ASH=Bottom (Chemicals/Fertilizers)
COSW(63): -0.76% Top=CVLT BSFT TRIP ACOM SYMC AOL CSC QSII ….. VRSN FTNT AWAY GRPN TTWO SINA FB YNDX=Bottom (Computer Software/Internet)
DISV(42): -0.79% Top=DV TYC CXW LPS WTW VPRT RRD URS ….. GPN HTZ KBR CAR ULTA FISV MELI ACTG=Bottom (Diversified Services)
INSU(34): -0.80% Top=ORI MET HIG L AIZ ACE AFL WSH ….. AIG AGO MMC ACGL CNO BRO AXS MBI=Bottom (Insurance)
LEIS(25): -0.84% Top=EXPE HOT DPZ MGM BKW MCD EAT LTM ….. CCL WYN PNRA MPEL YUM LVS PCLN SBUX=Bottom (Leisure)
RETA(66): -1.09% Top=TFM JCP KR SWY CTAS WAG DG BBY ….. SIG DDS BBBY LL EBAY TIF ANF LOW=Bottom (Retail & Specialty Retail)
CONS(56): -1.11% Top=GT OI SHOO PBI LEG JAH SEE CCK ….. CRI NKE EL TPX ECL FOSL LULU COH=Bottom (Consumer)
HEAL(45): -1.50% Top=MD MDT HOLX HLS ZMH BSX ESRX CYH ….. CNC CI AET WCG WLP UNH HUM MGLN=Bottom (Health)
ENER(87): -1.76% Top=VLO CIE EEP HFC WNR BAS PAA ETE ….. RES EXXI KEG NBR MMR GDP SPN CRK=Bottom (Energy)
MATE(27): -2.23% Top=RSG FWLT WCN OC WM MDU SHW FLR ….. KBH TOL MDC MLM MTH LPX MAS SPF=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:22 pm

Market Stats at 3:22 pm ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.

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
12.2% of stocks are above yesterday’s high.
30.8% are above yesterday’s midpoint. (69.2% are below.)
32.3% are below yesterday’s low.
55.4% are inside yesterday’s range.
35.6% of stocks with today’s high > yesterday’s high. (64.4% less than).
55.7% of stocks with today’s low < yesterday’s low. (44.3% greater than).

EVIDENCE OF INTRADAY TREND
38.0% of stocks are above today’s open. (60.5% are below).
28.3% of stocks are above today’s open and yesterday’s close.
56.6% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
36.2% are in the top half. 63.8% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN
34.3% of stocks are above yesterday’s close. (65.7% are below.)
1.9% are up 4.5% or more. 2.9% are down 4.5% or more.
2.5% are up 3.5% or more. 4.8% are down 3.5% or more.
56.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.8%…>=90:13.6%…>=80:22.0%…>=50:53.7%…<=20:9.0%…<=10:2.4%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:65.2%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.2% above previous 1 highs, 32.3% below previous 1 lows
11.1% above previous 2 highs, 13.3% below previous 2 lows
10.0% above previous 3 highs, 6.3% below previous 3 lows
9.6% above previous 4 highs, 3.3% below previous 4 lows
8.6% above previous 5 highs, 2.9% below previous 5 lows
8.3% above previous 6 highs, 2.7% below previous 6 lows
7.4% above previous 7 highs, 2.7% below previous 7 lows
5.9% above previous 8 highs, 2.5% below previous 8 lows
5.8% above previous 9 highs, 2.5% below previous 9 lows
5.4% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.3% are above or equal to 7/30 close (1 days ago), 65.7% are below.
35.9% are above or equal to 7/27 close (2 days ago), 64.1% are below.
75.8% are above or equal to 7/26 close (3 days ago), 24.2% are below.
83.8% are above or equal to 7/25 close (4 days ago), 16.2% are below.
81.1% are above or equal to 7/24 close (5 days ago), 18.9% are below.
72.7% are above or equal to 7/23 close (6 days ago), 27.3% are below.
61.4% are above or equal to 7/20 close (7 days ago), 38.6% are below.
48.2% are above or equal to 7/19 close (8 days ago), 51.8% are below.
50.1% are above or equal to 7/18 close (9 days ago), 49.9% are below.
54.8% are above or equal to 7/17 close (10 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 3.5% new lows
21d: 11.7% new highs, 3.5% new lows
42d: 10.1% new highs, 1.6% new lows
63d: 5.3% new highs, 1.5% new lows
126d: 3.4% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.2% above, 67.8% below
3-day: 32.7% above, 67.3% below
4-day: 53.2% above, 46.8% below
5-day: 69.9% above, 30.1% below
8-day: 72.2% above, 27.8% below
10-day: 67.0% above, 33.0% below
20-day: 61.2% above, 38.8% below
50-day: 67.4% above, 32.6% below
200-day: 53.5% above, 46.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.18% Top=CRUS VSH IPGP FSLR SWKS TQNT FSL JBL ….. APH CPHD CAVM TEL QLGC NXPI ATML PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): 0.19% Top=APKT ADTN AAPL NTGR LVLT MSI FNSR T ….. FIO HRS CCI VIP EQIX CMVT PCS OIBR=Bottom (Computer Hardware/Telecom)
META(29): 0.12% Top=X AKS CLF PAAS NUE WOR TIE STLD ….. WLT ANR KGC CNX RGLD AUY AUQ EGO=Bottom (Metals & Mining)
TRAN(23): 0.05% Top=DAL LCC JBLU SAVE SWFT LUV CSX JBHT ….. CHRW UAL UPS CP EXPD KEX KSU GWR=Bottom (Transportation)
REAL(64): -0.07% Top=EXR CIT PPS BPO CMO AVB ACC NCT ….. AIV PSA UDR GGP DRE DLR DFT CBG=Bottom (Real Estate)
MANU(43): -0.14% Top=CMI FLS RS ATU MTW TEX GDI PPO ….. ROK LII SWK WWD TKR DRC KMT MHK=Bottom (Manufacturing)
FINA(68): -0.22% Top=HCBK CSH HBHC PFG MS TROW NYB OCN ….. AMTD DFS SCHW HBAN RJF WDR NDAQ KKR=Bottom (Banks/Financials)
CHEM(24): -0.30% Top=EMN SMG CE ROC HUN RPM OLN DD ….. CYT APD AGU MON POT PPG PX ASH=Bottom (Chemicals/Fertilizers)
DISV(42): -0.53% Top=VPRT WTW TYC DV CXW LPS URS SAI ….. GPN CAR KBR HTZ ULTA FISV MELI ACTG=Bottom (Diversified Services)
COSW(63): -0.53% Top=CVLT BSFT TRIP WWWW SYMC ACOM AOL QSII ….. SFLY FTNT VRSN TTWO GRPN FB SINA YNDX=Bottom (Computer Software/Internet)
LEIS(25): -0.68% Top=EXPE DPZ HOT MGM BKW MCD PENN MAR ….. MPEL WYN CCL PNRA YUM LVS PCLN SBUX=Bottom (Leisure)
INSU(34): -0.71% Top=ORI MET AIZ ACE WSH HIG L AFL ….. WRB MMC BRO CNO ENH GNW AXS MBI=Bottom (Insurance)
RETA(66): -0.95% Top=TFM KR CTAS SWY JCP KSS DG AAP ….. LL ARO AEO EBAY BBBY TIF ANF LOW=Bottom (Retail & Specialty Retail)
CONS(56): -1.02% Top=GT OI SHOO LEG TWI JAH SEE SON ….. CRI DECK UA PAY ECL FOSL LULU COH=Bottom (Consumer)
HEAL(45): -1.29% Top=MD HLS HOLX MDT BSX ZMH ESRX RMD ….. AET CI WCG XRAY WLP UNH HUM MGLN=Bottom (Health)
ENER(87): -1.43% Top=VLO CIE EEP BAS HFC WNR PSX BBG ….. OIS RES KEG NBR MMR GDP SPN CRK=Bottom (Energy)
MATE(27): -2.13% Top=RSG FWLT WCN OC MDU WM LEN SHW ….. TOL KBH MLM MDC MTH LPX MAS SPF=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 3:22 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:13 am

Market Stats at 12:12 pm ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.

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
9.0% of stocks are above yesterday’s high.
27.5% are above yesterday’s midpoint. (72.5% are below.)
35.9% are below yesterday’s low.
55.2% are inside yesterday’s range.
34.0% of stocks with today’s high > yesterday’s high. (66.0% less than).
48.7% of stocks with today’s low < yesterday’s low. (51.3% greater than).

EVIDENCE OF INTRADAY TREND
33.1% of stocks are above today’s open. (65.7% are below).
21.7% of stocks are above today’s open and yesterday’s close.
63.4% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
3.2% are in the top 20%.
22.0% are in the top half. 78.0% of stocks are in the bottom half of today’s range.
52.3% are in the bottom 20%.
39.9% are in the bottom 10%.

GAIN
25.0% of stocks are above yesterday’s close. (75.0% are below.)
1.8% are up 4.5% or more. 2.0% are down 4.5% or more.
2.1% are up 3.5% or more. 4.2% are down 3.5% or more.
56.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:9.6%…>=80:17.3%…>=50:48.4%…<=20:9.5%…<=10:2.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:65.3%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:65.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.0% above previous 1 highs, 35.9% below previous 1 lows
7.8% above previous 2 highs, 13.6% below previous 2 lows
6.8% above previous 3 highs, 6.2% below previous 3 lows
6.7% above previous 4 highs, 2.8% below previous 4 lows
6.3% above previous 5 highs, 2.3% below previous 5 lows
5.9% above previous 6 highs, 2.3% below previous 6 lows
5.6% above previous 7 highs, 2.3% below previous 7 lows
4.8% above previous 8 highs, 2.3% below previous 8 lows
4.7% above previous 9 highs, 2.3% below previous 9 lows
4.5% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
25.0% are above or equal to 7/30 close (1 days ago), 75.0% are below.
31.6% are above or equal to 7/27 close (2 days ago), 68.4% are below.
75.8% are above or equal to 7/26 close (3 days ago), 24.2% are below.
84.3% are above or equal to 7/25 close (4 days ago), 15.7% are below.
80.7% are above or equal to 7/24 close (5 days ago), 19.3% are below.
72.0% are above or equal to 7/23 close (6 days ago), 28.0% are below.
59.5% are above or equal to 7/20 close (7 days ago), 40.5% are below.
47.3% are above or equal to 7/19 close (8 days ago), 52.7% are below.
48.5% are above or equal to 7/18 close (9 days ago), 51.5% are below.
53.2% are above or equal to 7/17 close (10 days ago), 46.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.5% new highs, 2.8% new lows
21d: 11.4% new highs, 2.8% new lows
42d: 9.8% new highs, 1.4% new lows
63d: 5.2% new highs, 1.3% new lows
126d: 3.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 24.1% above, 75.9% below
3-day: 27.7% above, 72.3% below
4-day: 48.4% above, 51.6% below
5-day: 67.2% above, 32.8% below
8-day: 71.5% above, 28.5% below
10-day: 64.8% above, 35.2% below
20-day: 60.5% above, 39.5% below
50-day: 66.8% above, 33.2% below
200-day: 53.5% above, 46.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.06% Top=CRUS IPGP VSH SWKS FSLR TQNT JBL OVTI ….. SNPS CAVM GLW ATML CPHD QLGC NXPI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): -0.18% Top=APKT NTGR LVLT AAPL ADTN ARUN WIN T ….. JNPR RVBD EQIX RIMM CMVT OIBR PCS OCZ=Bottom (Computer Hardware/Telecom)
MANU(43): -0.18% Top=CMI FLS RS ATI ATU TEX PPO DOV ….. SPW AVY SWK ROK DRC TKR MHK KMT=Bottom (Manufacturing)
TRAN(23): -0.32% Top=SAVE CSX CNI DAL JBLU NSC TRN LCC ….. CP FDX GWR UPS EXPD KSU KEX SWFT=Bottom (Transportation)
META(29): -0.33% Top=X CLF AKS PAAS NUE TIE STLD WOR ….. AEM ACI RGLD CNX WLT AUQ ANR EGO=Bottom (Metals & Mining)
REAL(64): -0.39% Top=EXR PPS CMO CIT HME BAM BPO AVB ….. GGP UDR DFT CBL DDR PSA CBG ARR=Bottom (Real Estate)
CHEM(24): -0.51% Top=EMN SMG CE HUN DD GRA MOS AGU ….. VAL FMC CF PPG MON APD ASH PX=Bottom (Chemicals/Fertilizers)
FINA(68): -0.51% Top=HCBK HBHC CSH FHN BNS PFG NYB JNS ….. AMTD LM DFS WDR NDAQ SCHW SLM KKR=Bottom (Banks/Financials)
COSW(63): -0.72% Top=BSFT CVLT TRIP SYMC AOL CDNS ACOM WWWW ….. GRPN LNKD EA VRSN TRI FB YNDX SINA=Bottom (Computer Software/Internet)
HEAL(45): -0.76% Top=MD HOLX MDT HLS BSX ZMH RMD BKD ….. HMA XRAY CNC HCA UNH WLP WCG HUM=Bottom (Health)
INSU(34): -0.87% Top=ORI MET WSH ACE AIZ L CLGX ENH ….. MMC CNO AXS CINF BRO GNW AIG MBI=Bottom (Insurance)
DISV(42): -0.89% Top=VPRT TYC DV WTW CXW LPS URS HMSY ….. FCN KBR GPN CAR FISV HTZ MELI ACTG=Bottom (Diversified Services)
RETA(66): -0.90% Top=TFM JCP KR AAP KSS SWY CTAS BID ….. ARO BBBY EXPR EBAY CSTR TIF ANF LOW=Bottom (Retail & Specialty Retail)
CONS(56): -0.96% Top=GT FNP OI SHOO TWI LEG PBI SEE ….. PVH PAY EL CRI FOSL ECL LULU COH=Bottom (Consumer)
LEIS(25): -1.00% Top=DPZ EXPE BKW HOT MCD LTM PENN MAR ….. PNRA GET WYNN YUM PCLN LVS SBUX MPEL=Bottom (Leisure)
ENER(87): -1.22% Top=CIE VLO EEP BAS BBG PSX ERF ETE ….. RES OIS KEG NBR GDP MMR CRK SPN=Bottom (Energy)
MATE(27): -2.09% Top=FWLT OC RSG WCN WM MDU SHW EXP ….. MDR KBH MTH MDC MLM MAS LPX SPF=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 12:12 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:22 am

Market Stats at 11:22 am ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.

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
17.3% of stocks are above yesterday’s high.
47.9% are above yesterday’s midpoint. (52.1% are below.)
15.9% are below yesterday’s low.
66.8% are inside yesterday’s range.
33.2% of stocks with today’s high > yesterday’s high. (66.8% less than).
43.7% of stocks with today’s low < yesterday’s low. (56.3% greater than).

EVIDENCE OF INTRADAY TREND
60.4% of stocks are above today’s open. (38.9% are below).
46.0% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.4% of stocks are in the top 10% of today’s range.
27.4% are in the top 20%.
61.6% are in the top half. 38.4% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
52.3% of stocks are above yesterday’s close. (47.7% are below.)
2.1% are up 4.5% or more. 1.4% are down 4.5% or more.
3.2% are up 3.5% or more. 2.4% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.4%…>=90:21.8%…>=80:33.8%…>=50:70.3%…<=20:5.4%…<=10:1.4%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:70.1%…<=20:1.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:69.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.3% above previous 1 highs, 15.9% below previous 1 lows
14.3% above previous 2 highs, 7.1% below previous 2 lows
13.3% above previous 3 highs, 3.3% below previous 3 lows
12.8% above previous 4 highs, 1.9% below previous 4 lows
12.0% above previous 5 highs, 1.9% below previous 5 lows
11.6% above previous 6 highs, 1.9% below previous 6 lows
10.1% above previous 7 highs, 1.9% below previous 7 lows
8.2% above previous 8 highs, 1.9% below previous 8 lows
8.0% above previous 9 highs, 1.9% below previous 9 lows
7.7% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.3% are above or equal to 7/30 close (1 days ago), 47.7% are below.
47.0% are above or equal to 7/27 close (2 days ago), 53.0% are below.
81.3% are above or equal to 7/26 close (3 days ago), 18.7% are below.
86.9% are above or equal to 7/25 close (4 days ago), 13.1% are below.
83.7% are above or equal to 7/24 close (5 days ago), 16.3% are below.
75.8% are above or equal to 7/23 close (6 days ago), 24.2% are below.
65.0% are above or equal to 7/20 close (7 days ago), 35.0% are below.
54.5% are above or equal to 7/19 close (8 days ago), 45.5% are below.
54.8% are above or equal to 7/18 close (9 days ago), 45.2% are below.
58.8% are above or equal to 7/17 close (10 days ago), 41.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 2.5% new lows
21d: 11.0% new highs, 2.5% new lows
42d: 9.6% new highs, 1.3% new lows
63d: 5.1% new highs, 1.1% new lows
126d: 3.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.7% above, 51.3% below
3-day: 48.6% above, 51.4% below
4-day: 68.1% above, 31.9% below
5-day: 79.7% above, 20.3% below
8-day: 78.5% above, 21.5% below
10-day: 72.2% above, 27.8% below
20-day: 65.0% above, 35.0% below
50-day: 69.3% above, 30.7% below
200-day: 55.9% above, 44.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 2.12% Top=CRUS IPGP VSH SWKS FSLR TQNT OVTI JBL ….. KLAC SNPS APH ATML QLGC CPHD NXPI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(29): 0.99% Top=X AKS PAAS CLF STLD NUE CLD TIE ….. AEM WLT NEM RGLD AUQ ANR CNX EGO=Bottom (Metals & Mining)
COHW(46): 0.68% Top=APKT LVLT ARUN NTGR ADTN AAPL FNSR PLCM ….. CCI HRS EQIX RIMM PCS CMVT OIBR OCZ=Bottom (Computer Hardware/Telecom)
MANU(43): 0.58% Top=CMI FLS RS ATI TEX ATU MTW GDI ….. AOS ROK PNR SPW SWK MHK KMT DRC=Bottom (Manufacturing)
TRAN(23): 0.36% Top=SAVE JBLU LCC TRN CNW CSX CNI DAL ….. KSU JBHT KEX ALK EXPD UPS GWR SWFT=Bottom (Transportation)
REAL(64): 0.14% Top=EXR PPS CIT BPO CMO HME BAM BDN ….. BMR DLR CYS MFA MTGE GGP PSA DFT=Bottom (Real Estate)
DISV(42): 0.11% Top=VPRT WTW TYC URS LPS DV HMSY URI ….. V ADS MA VRSK GPN MELI ACTG FISV=Bottom (Diversified Services)
FINA(68): 0.10% Top=HCBK JNS FHN PFG HBHC NYB MS STI ….. AXP KCG EFX SLM KKR NDAQ DFS SCHW=Bottom (Banks/Financials)
ENER(87): 0.05% Top=CIE VLO SFY MPC EEP BAS BBG ERF ….. OIS KEG RES CRK ESV NBR MMR SPN=Bottom (Energy)
COSW(63): 0.03% Top=CVLT BSFT SYMC TRIP AOL CTXS WWWW CSC ….. VRSN GRPN EA AWAY TRI YNDX FB SINA=Bottom (Computer Software/Internet)
CHEM(24): -0.20% Top=EMN HUN CE SMG ALB OLN CYT RPM ….. POT CF PPG APD MON ASH FMC PX=Bottom (Chemicals/Fertilizers)
HEAL(45): -0.22% Top=HOLX MD HLS MDT ALGN BSX BKD CYH ….. CI HCA CNC WCG XRAY WLP UNH HUM=Bottom (Health)
INSU(34): -0.33% Top=ORI MET AIZ AFG HIG L PRU LNC ….. AON CINF MMC MBI AXS ACGL BRO AIG=Bottom (Insurance)
LEIS(25): -0.33% Top=DPZ HOT LTM EXPE BKW MAR MCD PENN ….. WYNN DRI YUM MPEL PCLN GET SBUX LVS=Bottom (Leisure)
CONS(56): -0.43% Top=GT FNP OI SHOO FBHS LEG XRX WWW ….. RL PVH FOSL EL CRI LULU ECL COH=Bottom (Consumer)
RETA(66): -0.46% Top=TFM JCP BBY AAP FRAN SWY BID KR ….. EBAY TGT SIG BBBY WSM TIF ANF LOW=Bottom (Retail & Specialty Retail)
MATE(27): -1.18% Top=FWLT OC MDU RSG EXP WCN WM LEN ….. TOL AWI MTH MDC MLM MAS LPX SPF=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 11:22 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.

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
9.6% of stocks are above yesterday’s high.
36.9% are above yesterday’s midpoint. (63.1% are below.)
19.4% are below yesterday’s low.
71.0% are inside yesterday’s range.
26.5% of stocks with today’s high > yesterday’s high. (73.5% less than).
36.1% of stocks with today’s low < yesterday’s low. (63.9% greater than).

EVIDENCE OF INTRADAY TREND
45.7% of stocks are above today’s open. (52.3% are below).
28.8% of stocks are above today’s open and yesterday’s close.
48.9% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.0% of stocks are in the top 10% of today’s range.
6.2% are in the top 20%.
32.4% are in the top half. 67.6% of stocks are in the bottom half of today’s range.
30.8% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN
34.0% of stocks are above yesterday’s close. (66.0% are below.)
1.5% are up 4.5% or more. 1.4% are down 4.5% or more.
1.9% are up 3.5% or more. 1.6% are down 3.5% or more.
76.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.1%…>=90:13.5%…>=80:22.1%…>=50:63.5%…<=20:5.6%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:66.9%…<=20:1.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.6% above previous 1 highs, 19.4% below previous 1 lows
8.6% above previous 2 highs, 8.5% below previous 2 lows
8.1% above previous 3 highs, 2.4% below previous 3 lows
7.7% above previous 4 highs, 1.4% below previous 4 lows
7.1% above previous 5 highs, 1.4% below previous 5 lows
6.9% above previous 6 highs, 1.4% below previous 6 lows
6.1% above previous 7 highs, 1.4% below previous 7 lows
5.1% above previous 8 highs, 1.4% below previous 8 lows
4.9% above previous 9 highs, 1.4% below previous 9 lows
4.5% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.0% are above or equal to 7/30 close (1 days ago), 66.0% are below.
38.1% are above or equal to 7/27 close (2 days ago), 61.9% are below.
80.7% are above or equal to 7/26 close (3 days ago), 19.3% are below.
85.5% are above or equal to 7/25 close (4 days ago), 14.5% are below.
82.8% are above or equal to 7/24 close (5 days ago), 17.2% are below.
74.4% are above or equal to 7/23 close (6 days ago), 25.6% are below.
62.5% are above or equal to 7/20 close (7 days ago), 37.5% are below.
51.9% are above or equal to 7/19 close (8 days ago), 48.1% are below.
52.9% are above or equal to 7/18 close (9 days ago), 47.1% are below.
56.2% are above or equal to 7/17 close (10 days ago), 43.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.1% new highs, 2.3% new lows
21d: 9.0% new highs, 2.3% new lows
42d: 7.7% new highs, 1.0% new lows
63d: 4.3% new highs, 1.0% new lows
126d: 2.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.1% above, 67.9% below
3-day: 36.0% above, 64.0% below
4-day: 60.9% above, 39.1% below
5-day: 75.3% above, 24.7% below
8-day: 75.0% above, 25.0% below
10-day: 70.1% above, 29.9% below
20-day: 63.1% above, 36.9% below
50-day: 67.6% above, 32.4% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.25% Top=CRUS IPGP VSH FSLR SWKS JBL OVTI SPRD ….. KLAC TER LSI INVN ATML CPHD NXPI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): 0.10% Top=CMI FLS RS TEX MTW ATI IEX NDSN ….. AME ROK TKR AOS GTI SWK PNR MHK=Bottom (Manufacturing)
ENER(87): -0.00% Top=CIE VLO EEP LUFK BAS ATW CJES ERF ….. KEG EXXI APC ESV SWN CRK MMR SPN=Bottom (Energy)
TRAN(23): -0.02% Top=CNW SAVE CNI JBLU NSC CSX JBHT UNP ….. CHRW LUV UPS EXPD LCC KEX GWR SWFT=Bottom (Transportation)
REAL(64): -0.06% Top=EXR PPS PCL BAM HME CPT CLI HCP ….. CYS PDM CBG MTGE GGP DFT SLG NCT=Bottom (Real Estate)
COHW(46): -0.07% Top=APKT SNDK AAPL LVLT PLCM ARUN ADTN CIEN ….. FIO OIBR EQIX NIHD HRS RIMM PCS OCZ=Bottom (Computer Hardware/Telecom)
COSW(63): -0.19% Top=BSFT CVLT TRIP SYMC QSII AOL NUAN GOOG ….. VRSN YNDX FB FFIV GRPN TRI SINA EA=Bottom (Computer Software/Internet)
DISV(42): -0.26% Top=WTW TYC HTZ CXW CAR DV URI HMSY ….. ADS MELI GPN V MA TMH ACTG FISV=Bottom (Diversified Services)
HEAL(45): -0.31% Top=MD HOLX HLS NUVA BSX AET ZMH ALGN ….. LIFE HCA WLP CNC WCG UNH XRAY HUM=Bottom (Health)
FINA(68): -0.37% Top=HCBK OCN CSH FHN STT GHL PSEC NYB ….. SLM RF EV AXP NDAQ SCHW DFS KKR=Bottom (Banks/Financials)
INSU(34): -0.37% Top=AFG ORI AIZ L TMK MET PRU FNF ….. CINF MMC ACGL AIG AON GNW AXS BRO=Bottom (Insurance)
META(29): -0.38% Top=X PAAS NUE WOR STLD CLD ABX IAG ….. RGLD AUQ BTU EGO CNX WLT ACI ANR=Bottom (Metals & Mining)
LEIS(25): -0.40% Top=ARCO BKW PENN MPEL DPZ MCD DNKN EAT ….. WYN CCL YUM PNRA GET LVS PCLN SBUX=Bottom (Leisure)
CHEM(24): -0.44% Top=EMN OLN SMG HUN WPZ CE GRA ALB ….. AGU PPG POT PX MOS APD CF SIAL=Bottom (Chemicals/Fertilizers)
RETA(66): -0.70% Top=JCP TFM LTD KR CTAS BBY CVS WFM ….. AEO ARO KORS WSM LOW ANF SIG TIF=Bottom (Retail & Specialty Retail)
CONS(56): -0.85% Top=GT OI LEG NUS AVP NWL WWW MWV ….. CRI DBD RL FOSL LULU DECK ECL COH=Bottom (Consumer)
MATE(27): -1.43% Top=OC MDU WCN PWR LEN FLR USG WM ….. MTH MLM MDC AWI FWLT MAS LPX SPF=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 10:04 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:48 am ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 792.

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
10.1% of stocks are above yesterday’s high.
46.0% are above yesterday’s midpoint. (54.0% are below.)
13.4% are below yesterday’s low.
76.5% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
31.2% of stocks with today’s low < yesterday’s low. (68.8% greater than).

EVIDENCE OF INTRADAY TREND
58.0% of stocks are above today’s open. (38.6% are below).
42.0% of stocks are above today’s open and yesterday’s close.
34.1% are below both.
28.5% of stocks opened above yesterday’s close. (66.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
54.9% are in the top half. 45.1% of stocks are in the bottom half of today’s range.
20.2% are in the bottom 20%.
13.1% are in the bottom 10%.

GAIN
48.7% of stocks are above yesterday’s close. (51.3% are below.)
1.4% are up 4.5% or more. 1.4% are down 4.5% or more.
2.0% are up 3.5% or more. 1.8% are down 3.5% or more.
78.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.1%…>=90:16.7%…>=80:30.8%…>=50:71.1%…<=20:4.7%…<=10:1.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:69.8%…<=20:1.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.1% above previous 1 highs, 13.4% below previous 1 lows
8.7% above previous 2 highs, 5.7% below previous 2 lows
7.7% above previous 3 highs, 1.6% below previous 3 lows
7.7% above previous 4 highs, 1.1% below previous 4 lows
6.8% above previous 5 highs, 1.0% below previous 5 lows
6.6% above previous 6 highs, 1.0% below previous 6 lows
5.8% above previous 7 highs, 1.0% below previous 7 lows
4.8% above previous 8 highs, 1.0% below previous 8 lows
4.7% above previous 9 highs, 1.0% below previous 9 lows
4.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.7% are above or equal to 7/30 close (1 days ago), 51.3% are below.
45.3% are above or equal to 7/27 close (2 days ago), 54.7% are below.
81.3% are above or equal to 7/26 close (3 days ago), 18.7% are below.
86.5% are above or equal to 7/25 close (4 days ago), 13.5% are below.
83.5% are above or equal to 7/24 close (5 days ago), 16.5% are below.
75.4% are above or equal to 7/23 close (6 days ago), 24.6% are below.
65.4% are above or equal to 7/20 close (7 days ago), 34.6% are below.
53.5% are above or equal to 7/19 close (8 days ago), 46.5% are below.
54.9% are above or equal to 7/18 close (9 days ago), 45.1% are below.
58.2% are above or equal to 7/17 close (10 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.0% new highs, 1.9% new lows
21d: 7.8% new highs, 1.9% new lows
42d: 7.1% new highs, 0.8% new lows
63d: 3.7% new highs, 0.8% new lows
126d: 2.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.5% above, 53.5% below
3-day: 45.2% above, 54.8% below
4-day: 68.4% above, 31.6% below
5-day: 80.7% above, 19.3% below
8-day: 79.0% above, 21.0% below
10-day: 72.9% above, 27.1% below
20-day: 65.7% above, 34.3% below
50-day: 68.8% above, 31.2% below
200-day: 55.3% above, 44.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 1.70% Top=CRUS IPGP VSH FSLR SWKS OVTI FSL JBL ….. TER LSI CAVM CPHD INVN ATML NXPI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): 0.52% Top=CMI FLS RS MTW TEX NDSN GDI DE ….. XYL WWD AME GTI DRC SWK PNR MHK=Bottom (Manufacturing)
COSW(63): 0.50% Top=CVLT BSFT TRIP SYMC QSII NUAN AOL N ….. IRM FFIV TRI FB VRSN AWAY NLSN EA=Bottom (Computer Software/Internet)
COHW(46): 0.23% Top=APKT SNDK CIEN PLCM AAPL FNSR ARUN ADTN ….. CMVT EQIX RIMM NSR HPQ NIHD HRS OCZ=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.19% Top=CNW SAVE JBHT CNI NSC JBLU CSX UNP ….. FDX LCC GWR SWFT UPS KEX UAL DAL=Bottom (Transportation)
DISV(42): 0.10% Top=WTW TYC HTZ CAR URI DV BRC R ….. GPN FIS SAI TMH MA V ACTG FISV=Bottom (Diversified Services)
ENER(87): 0.08% Top=CIE VLO LUFK SD BAS EEP CJES PXD ….. CAM APC SWN EXXI ESV CRK SPN MMR=Bottom (Energy)
REAL(64): 0.07% Top=EXR PCL PPS BAM CLI ARR CBG HME ….. LRY VNO SLG CYS PDM NCT GGP MTGE=Bottom (Real Estate)
CHEM(24): -0.02% Top=EMN OLN CE CF HUN AGU ALB SMG ….. PPG MOS SIAL FMC MON ROC PX APD=Bottom (Chemicals/Fertilizers)
HEAL(45): -0.04% Top=HOLX MD ALGN HLS NUVA ZMH BSX HRC ….. LIFE CI UNH CNC WCG HCA WLP HUM=Bottom (Health)
LEIS(25): -0.07% Top=ARCO MGM MPEL DNKN BKW DPZ SIX HOT ….. EXPE MAR PNRA CCL YUM LVS SBUX PCLN=Bottom (Leisure)
INSU(34): -0.31% Top=AFG AIZ ORI TMK L PRU MET CNO ….. TRV AON ALL MMC AIG ACGL GNW BRO=Bottom (Insurance)
FINA(68): -0.34% Top=HCBK OCN CSH UBSI FHN PFG PSEC STT ….. MS PNC AMTD IVZ DFS SCHW LM NDAQ=Bottom (Banks/Financials)
META(29): -0.35% Top=X AKS CLF PAAS STLD ABX WOR NUE ….. AUQ MCP EGO BTU CNX WLT ACI ANR=Bottom (Metals & Mining)
CONS(56): -0.52% Top=GT OI BC SEE XRX WMS PBI TWI ….. WRC CRI RL FOSL LULU DECK ECL COH=Bottom (Consumer)
RETA(66): -0.76% Top=LTD FRAN PIR CTAS TFM WFM IACI ORLY ….. HD WSM AEO TGT ANF SIG LOW TIF=Bottom (Retail & Specialty Retail)
MATE(27): -0.78% Top=OC USG MDC PHM RYL LEN PWR FLR ….. SRCL SHW MDR AWI FWLT MAS LPX SPF=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 9:48 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 7:52 am

PRE – Market Stats at 8:51 am ET
by daytrend on 20120731. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 602.

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
5.8% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
4.3% are below yesterday’s low.
89.9% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
4.3% of stocks with today’s low < yesterday’s low. (95.7% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
45.5% of stocks opened above yesterday’s close. (54.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
45.5% of stocks are above yesterday’s close. (54.5% are below.)
1.0% are up 4.5% or more. 1.0% are down 4.5% or more.
1.7% are up 3.5% or more. 1.3% are down 3.5% or more.
89.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:16.1%…>=80:34.6%…>=50:76.7%…<=20:4.2%…<=10:1.5%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:72.4%…<=20:1.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:69.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.8% above previous 1 highs, 4.3% below previous 1 lows
5.0% above previous 2 highs, 2.5% below previous 2 lows
4.7% above previous 3 highs, 1.0% below previous 3 lows
4.3% above previous 4 highs, 0.3% below previous 4 lows
3.8% above previous 5 highs, 0.3% below previous 5 lows
3.8% above previous 6 highs, 0.3% below previous 6 lows
3.5% above previous 7 highs, 0.3% below previous 7 lows
2.8% above previous 8 highs, 0.3% below previous 8 lows
2.8% above previous 9 highs, 0.3% below previous 9 lows
2.8% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.5% are above or equal to 7/30 close (1 days ago), 54.5% are below.
45.5% are above or equal to 7/27 close (2 days ago), 54.5% are below.
84.2% are above or equal to 7/26 close (3 days ago), 15.8% are below.
89.4% are above or equal to 7/25 close (4 days ago), 10.6% are below.
84.1% are above or equal to 7/24 close (5 days ago), 15.9% are below.
76.1% are above or equal to 7/23 close (6 days ago), 23.9% are below.
66.9% are above or equal to 7/20 close (7 days ago), 33.1% are below.
55.5% are above or equal to 7/19 close (8 days ago), 44.5% are below.
56.5% are above or equal to 7/18 close (9 days ago), 43.5% are below.
62.5% are above or equal to 7/17 close (10 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.8% new highs, 0.3% new lows
21d: 1.8% new highs, 0.3% new lows
42d: 1.8% new highs, 0.3% new lows
63d: 1.3% new highs, 0.3% new lows
126d: 0.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.5% above, 54.5% below
3-day: 42.9% above, 57.1% below
4-day: 70.8% above, 29.2% below
5-day: 84.1% above, 15.9% below
8-day: 80.7% above, 19.3% below
10-day: 74.1% above, 25.9% below
20-day: 67.3% above, 32.7% below
50-day: 67.4% above, 32.6% below
200-day: 53.2% above, 46.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(42): 0.89% Top=CRUS IPGP FSL VSH FSLR LRCX A BRCM ….. MCHP LLTC INVN ATML QLGC MRVL ONNN TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(50): 0.42% Top=CVLT BSFT YNDX GRPN AWAY FB VMW CERN ….. BYI SINA IGT QSII AKAM ROVI EA TRI=Bottom (Computer Software/Internet)
META(26): 0.36% Top=X AKS CLF ABX EGO MCP PAAS WLT ….. RGLD FCX AUQ SCCO AA GG KGC ACI=Bottom (Metals & Mining)
FINA(49): 0.11% Top=BBT STI KKR MS WFC CSH BAC JPM ….. RJF USB CBSH SCHW JEF HBAN BEN PFG=Bottom (Banks/Financials)
DISV(34): 0.10% Top=FISV MELI HTZ URI ABM DV BRC MCO ….. ATHN MAN CACI URS SAI ULTA CAR KBR=Bottom (Diversified Services)
REAL(24): 0.05% Top=NCT ARR CBL BAM UDR TCO CIT DRE ….. HTS VNO IVR WRI MFA BPO GGP MTGE=Bottom (Real Estate)
MANU(33): 0.03% Top=CMI SPW AOS DE GTI MTW ITW WWD ….. GDI DCI GE DRC MHK LECO ATU TEX=Bottom (Manufacturing)
ENER(77): 0.00% Top=CIE VLO UPL RIG LUFK PSX TSO BBG ….. OII EXXI SFY WPX RES GDP MMR FST=Bottom (Energy)
INSU(30): -0.04% Top=VR CLGX ACGL L TRV CB WRB CINF ….. AXS PGR UNM AGO GNW AIG ENH CNO=Bottom (Insurance)
LEIS(21): -0.08% Top=PNRA MPEL MCD PENN MGM SBUX ARCO HOT ….. GET YUM PCLN EAT CCL BKW LVS EXPE=Bottom (Leisure)
CHEM(18): -0.18% Top=SMG RPM OLN PPG CF WPZ CYT ALB ….. DD GRA HUN AGU POT ROC MOS EMN=Bottom (Chemicals/Fertilizers)
RETA(51): -0.18% Top=GNC AMZN EBAY ANF CVS CHS DLTR SPLS ….. KR FL ARO GME BBY SKS TIF KORS=Bottom (Retail & Specialty Retail)
COHW(30): -0.19% Top=LXK AAPL FIO CSCO RIMM APKT BCE DELL ….. NTGR LVLT HPQ JDSU OIBR CIEN WDC OCZ=Bottom (Computer Hardware/Telecom)
TRAN(17): -0.20% Top=JBHT ALK EXPD TRN CNI CP LUV CSX ….. UNP SAVE LCC KSU UAL CNW FDX NSC=Bottom (Transportation)
CONS(47): -0.43% Top=DBD GT IP NUS CL MWV OI WMS ….. HBI NKE FOSL WRC LULU RL FNP COH=Bottom (Consumer)
MATE(22): -0.44% Top=PHM LEN DHI WCN SPF MAS EXP MLM ….. TOL SHW MDR WM KBH OC AWI LPX=Bottom (Materials & Construction)
HEAL(31): -0.45% Top=AET NUVA MD ZMH DGX HLS HNT CFN ….. CVD CVH ISRG UNH CNC CI HOLX HUM=Bottom (Health)

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.
PRE – Market Stats at 8:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/30/2012

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20120730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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
21.1% of stocks are above yesterday’s high.
68.5% are above yesterday’s midpoint. (31.5% are below.)
7.3% are below yesterday’s low.
71.6% are inside yesterday’s range.
58.4% of stocks with today’s high > yesterday’s high. (41.6% less than).
17.3% of stocks with today’s low < yesterday’s low. (82.7% greater than).

EVIDENCE OF INTRADAY TREND
46.6% of stocks are above today’s open. (52.3% are below).
40.6% of stocks are above today’s open and yesterday’s close.
47.9% are below both.
39.4% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.2% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
48.3% are in the top half. 51.7% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
46.3% of stocks are above yesterday’s close. (53.7% are below.)
1.0% are up 4.5% or more. 1.5% are down 4.5% or more.
1.6% are up 3.5% or more. 3.5% are down 3.5% or more.
56.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.5%…>=90:28.3%…>=80:43.5%…>=50:78.9%…<=20:3.7%…<=10:1.8%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:71.8%…<=20:1.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:69.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.1% above previous 1 highs, 7.3% below previous 1 lows
18.6% above previous 2 highs, 1.8% below previous 2 lows
18.1% above previous 3 highs, 0.8% below previous 3 lows
16.2% above previous 4 highs, 0.8% below previous 4 lows
15.8% above previous 5 highs, 0.8% below previous 5 lows
13.5% above previous 6 highs, 0.8% below previous 6 lows
11.0% above previous 7 highs, 0.8% below previous 7 lows
10.1% above previous 8 highs, 0.8% below previous 8 lows
9.7% above previous 9 highs, 0.8% below previous 9 lows
9.2% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.3% are above or equal to 7/27 close (1 days ago), 53.7% are below.
86.1% are above or equal to 7/26 close (2 days ago), 13.9% are below.
88.9% are above or equal to 7/25 close (3 days ago), 11.1% are below.
85.0% are above or equal to 7/24 close (4 days ago), 15.0% are below.
77.1% are above or equal to 7/23 close (5 days ago), 22.9% are below.
67.1% are above or equal to 7/20 close (6 days ago), 32.9% are below.
54.5% are above or equal to 7/19 close (7 days ago), 45.5% are below.
56.5% are above or equal to 7/18 close (8 days ago), 43.5% are below.
59.2% are above or equal to 7/17 close (9 days ago), 40.8% are below.
63.5% are above or equal to 7/16 close (10 days ago), 36.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.5% new lows
21d: 20.0% new highs, 1.5% new lows
42d: 16.3% new highs, 0.9% new lows
63d: 8.8% new highs, 0.9% new lows
126d: 5.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 44.8% above, 55.2% below
3-day: 74.6% above, 25.4% below
4-day: 86.0% above, 14.0% below
5-day: 85.8% above, 14.2% below
8-day: 77.1% above, 22.9% below
10-day: 71.9% above, 28.1% below
20-day: 65.9% above, 34.1% below
50-day: 68.3% above, 31.7% below
200-day: 55.1% above, 44.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.35% Top=ACI EGO PAAS AEM SXC CLD ABX AUQ ….. STLD CNX NUE AA AUY X WOR TIE=Bottom (Metals & Mining)
REAL(64): 0.53% Top=NCT CIT AIV SLG WRE WRI OHI DCT ….. EXR NLY DRH BAM CBG HPT CLI HST=Bottom (Real Estate)
ENER(85): 0.46% Top=FST BAS WPX BBG SFY SWN UPL SD ….. OIS EOG WLL DNR CRK PXD EXXI LUFK=Bottom (Energy)
INSU(33): 0.38% Top=ENH MBI AIZ AFG FNF MMC PRU AON ….. WRB CLGX BRO HIG LNC WSH AGO L=Bottom (Insurance)
LEIS(25): 0.08% Top=EXPE LVS GET DNKN WYN LTM MGM BKW ….. YUM HOT CAKE ARCO MAR PENN PNRA SBUX=Bottom (Leisure)
TRAN(25): -0.09% Top=SAVE LUV UNP DAL CNW UPS GLNG CSX ….. LCC JBLU NSC CP TRN KSU SWFT KEX=Bottom (Transportation)
RETA(68): -0.19% Top=GNC CAB DDS SPLS LTD BBY AEO PIR ….. EXPR BBBY ASNA NFLX JCP SHLD ANF CSTR=Bottom (Retail & Specialty Retail)
FINA(68): -0.26% Top=FNFG BEN KKR HBHC CSH KCG LAZ BLK ….. OCN FITB TCB SEIC TROW JPM BBT UBSI=Bottom (Banks/Financials)
CHEM(25): -0.33% Top=WPZ ASH PPG OLN HUN ALB APD MON ….. GRA AGU ROC CF EMN IPI POT SIAL=Bottom (Chemicals/Fertilizers)
DISV(42): -0.47% Top=SAI VPRT MAN V CXW CAR MA SBAC ….. URI LPS WTW ACTG FIS DV APOL MELI=Bottom (Diversified Services)
HEAL(45): -0.51% Top=WCG HLS AET DVA MD THOR COO BDX ….. HNT CVH EW LIFE HOLX CNC NUVA ALGN=Bottom (Health)
CONS(56): -0.69% Top=BC TWI HBI PBI LEG ECL OI FBHS ….. FOSL RKT LULU FNP DECK AVP TPX DBD=Bottom (Consumer)
COHW(46): -0.76% Top=OIBR PLCM AAPL CCI CSCO CIEN T WIN ….. RIMM RVBD EQIX SNDK FNSR NIHD ARUN OCZ=Bottom (Computer Hardware/Telecom)
ELEC(50): -0.85% Top=QLGC CRUS MCHP TEL ROP VECO OVTI A ….. TER ALTR MRVL NXPI IPGP SPRD ATML FSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): -0.86% Top=SPF RSG WM FWLT MDR PWR MDU SHW ….. EXP TOL USG RYL LEN DHI KBH PHM=Bottom (Materials & Construction)
MANU(42): -0.95% Top=AVY RS ROK ATU PPO DOV DRC LII ….. GTI CMI WWD TKR AGCO MTW SPW MHK=Bottom (Manufacturing)
COSW(62): -1.22% Top=YNDX DDD SFLY TRIP NLSN IT IGT LNKD ….. VMW CVLT RHT INFA BSFT CRM CTXS GRPN=Bottom (Computer Software/Internet)

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 @ 2:27 pm

Market Stats at 3:27 pm ET
by daytrend on 20120730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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
18.3% of stocks are above yesterday’s high.
67.3% are above yesterday’s midpoint. (32.7% are below.)
7.3% are below yesterday’s low.
74.3% are inside yesterday’s range.
57.9% of stocks with today’s high > yesterday’s high. (42.1% less than).
16.8% of stocks with today’s low < yesterday’s low. (83.2% greater than).

EVIDENCE OF INTRADAY TREND
42.7% of stocks are above today’s open. (56.4% are below).
36.8% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
39.4% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
12.0% are in the top 20%.
41.2% are in the top half. 58.8% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN
42.9% of stocks are above yesterday’s close. (57.1% are below.)
1.0% are up 4.5% or more. 1.9% are down 4.5% or more.
1.1% are up 3.5% or more. 3.8% are down 3.5% or more.
56.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.1%…>=90:26.0%…>=80:41.1%…>=50:77.6%…<=20:3.8%…<=10:1.9%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:71.4%…<=20:1.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.3% above previous 1 highs, 7.3% below previous 1 lows
16.3% above previous 2 highs, 1.5% below previous 2 lows
16.2% above previous 3 highs, 0.9% below previous 3 lows
14.5% above previous 4 highs, 0.9% below previous 4 lows
14.2% above previous 5 highs, 0.9% below previous 5 lows
11.9% above previous 6 highs, 0.9% below previous 6 lows
9.4% above previous 7 highs, 0.9% below previous 7 lows
8.3% above previous 8 highs, 0.9% below previous 8 lows
8.1% above previous 9 highs, 0.8% below previous 9 lows
7.6% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.9% are above or equal to 7/27 close (1 days ago), 57.1% are below.
85.5% are above or equal to 7/26 close (2 days ago), 14.5% are below.
88.6% are above or equal to 7/25 close (3 days ago), 11.4% are below.
84.8% are above or equal to 7/24 close (4 days ago), 15.2% are below.
77.1% are above or equal to 7/23 close (5 days ago), 22.9% are below.
66.9% are above or equal to 7/20 close (6 days ago), 33.1% are below.
53.4% are above or equal to 7/19 close (7 days ago), 46.6% are below.
55.1% are above or equal to 7/18 close (8 days ago), 44.9% are below.
59.2% are above or equal to 7/17 close (9 days ago), 40.8% are below.
63.1% are above or equal to 7/16 close (10 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.7% new highs, 1.5% new lows
21d: 19.6% new highs, 1.5% new lows
42d: 16.1% new highs, 0.9% new lows
63d: 8.5% new highs, 0.9% new lows
126d: 5.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.8% above, 58.2% below
3-day: 71.9% above, 28.1% below
4-day: 84.3% above, 15.7% below
5-day: 85.0% above, 15.0% below
8-day: 76.5% above, 23.5% below
10-day: 71.4% above, 28.6% below
20-day: 64.9% above, 35.1% below
50-day: 68.0% above, 32.0% below
200-day: 54.4% above, 45.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.22% Top=ACI SXC EGO PAAS AEM AKS CLD WLT ….. CNX STLD AA NUE AUY X WOR TIE=Bottom (Metals & Mining)
REAL(64): 0.56% Top=NCT CIT WRE SLG AIV OHI WRI DCT ….. PCL SHO DRH CLI NLY BAM HST CBG=Bottom (Real Estate)
INSU(33): 0.28% Top=ENH MBI AIZ FNF AFG MMC TRV PRU ….. WRB HIG WSH ORI LNC BRO AGO L=Bottom (Insurance)
ENER(85): 0.19% Top=FST BAS WPX BBG SFY SWN UPL QEP ….. FTI OIS WLL DNR PXD EXXI CRK LUFK=Bottom (Energy)
LEIS(25): -0.01% Top=LVS EXPE GET DNKN WYN LTM DPZ MGM ….. HOT YUM CAKE SBUX PENN MAR PNRA ARCO=Bottom (Leisure)
TRAN(25): -0.28% Top=SAVE LUV GLNG GWR UNP CSX CNW UPS ….. NSC TRN UAL CP KSU LCC SWFT KEX=Bottom (Transportation)
FINA(68): -0.28% Top=FNFG BEN CSH HBHC KKR KCG BPOP BLK ….. EV FITB SEIC TROW TCB BBT JPM UBSI=Bottom (Banks/Financials)
RETA(68): -0.30% Top=GNC DDS SPLS BBY CAB WAG LTD CHS ….. BBBY EXPR ASNA NFLX SHLD ANF JCP CSTR=Bottom (Retail & Specialty Retail)
CHEM(25): -0.53% Top=WPZ ASH PPG OLN CE APD MON DD ….. GRA ROC AGU IPI POT CF SIAL EMN=Bottom (Chemicals/Fertilizers)
DISV(42): -0.60% Top=VPRT SAI MAN V CXW MA SBAC HRB ….. LPS URI FIS ACTG WTW DV APOL MELI=Bottom (Diversified Services)
HEAL(45): -0.61% Top=WCG HLS DVA AET MD THOR CFN COO ….. BCR EW HOLX CVH ISRG CNC NUVA ALGN=Bottom (Health)
CONS(56): -0.73% Top=BC TWI HBI PBI ECL LEG OI FBHS ….. FOSL RKT LULU FNP AVP DECK TPX DBD=Bottom (Consumer)
COHW(46): -0.75% Top=PLCM OIBR AAPL CSCO CCI CIEN T WIN ….. RIMM RVBD EQIX SNDK FNSR ARUN NIHD OCZ=Bottom (Computer Hardware/Telecom)
MATE(26): -0.89% Top=SPF RSG WM FWLT MDR PWR MDU WCN ….. EXP OC LPX RYL DHI LEN PHM KBH=Bottom (Materials & Construction)
ELEC(50): -0.98% Top=QLGC CRUS ROP MCHP TEL VECO KLAC A ….. MRVL ALTR FSLR NXPI IPGP SPRD FSL ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -0.99% Top=AVY ROK PPO RS LII DOV XYL ATU ….. AME WWD TKR AGCO GTI MTW SPW MHK=Bottom (Manufacturing)
COSW(62): -1.31% Top=YNDX DDD SFLY TRIP NLSN IGT IT TTWO ….. FTNT RHT INFA BSFT CVLT CRM CTXS GRPN=Bottom (Computer Software/Internet)

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 3:27 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:57 pm

Market Stats at 2:56 pm ET
by daytrend on 20120730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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
20.7% of stocks are above yesterday’s high.
67.4% are above yesterday’s midpoint. (32.6% are below.)
7.1% are below yesterday’s low.
72.2% are inside yesterday’s range.
57.5% of stocks with today’s high > yesterday’s high. (42.5% less than).
16.2% of stocks with today’s low < yesterday’s low. (83.8% greater than).

EVIDENCE OF INTRADAY TREND
45.6% of stocks are above today’s open. (53.6% are below).
38.2% of stocks are above today’s open and yesterday’s close.
49.3% are below both.
39.4% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.2% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN
44.1% of stocks are above yesterday’s close. (55.9% are below.)
0.9% are up 4.5% or more. 1.4% are down 4.5% or more.
1.5% are up 3.5% or more. 3.3% are down 3.5% or more.
55.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.9%…>=90:26.7%…>=80:43.1%…>=50:78.1%…<=20:3.8%…<=10:1.8%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:72.6%…<=20:1.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.7% above previous 1 highs, 7.1% below previous 1 lows
17.8% above previous 2 highs, 1.4% below previous 2 lows
17.4% above previous 3 highs, 0.9% below previous 3 lows
15.5% above previous 4 highs, 0.9% below previous 4 lows
15.3% above previous 5 highs, 0.9% below previous 5 lows
12.8% above previous 6 highs, 0.9% below previous 6 lows
10.0% above previous 7 highs, 0.9% below previous 7 lows
9.0% above previous 8 highs, 0.9% below previous 8 lows
8.6% above previous 9 highs, 0.8% below previous 9 lows
8.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.1% are above or equal to 7/27 close (1 days ago), 55.9% are below.
85.3% are above or equal to 7/26 close (2 days ago), 14.7% are below.
88.9% are above or equal to 7/25 close (3 days ago), 11.1% are below.
85.3% are above or equal to 7/24 close (4 days ago), 14.7% are below.
77.0% are above or equal to 7/23 close (5 days ago), 23.0% are below.
67.1% are above or equal to 7/20 close (6 days ago), 32.9% are below.
54.4% are above or equal to 7/19 close (7 days ago), 45.6% are below.
55.9% are above or equal to 7/18 close (8 days ago), 44.1% are below.
59.4% are above or equal to 7/17 close (9 days ago), 40.6% are below.
63.6% are above or equal to 7/16 close (10 days ago), 36.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.5% new highs, 1.4% new lows
21d: 19.3% new highs, 1.4% new lows
42d: 15.8% new highs, 0.9% new lows
63d: 8.3% new highs, 0.9% new lows
126d: 5.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.5% above, 57.5% below
3-day: 73.1% above, 26.9% below
4-day: 85.5% above, 14.5% below
5-day: 85.5% above, 14.5% below
8-day: 77.1% above, 22.9% below
10-day: 72.6% above, 27.4% below
20-day: 66.2% above, 33.8% below
50-day: 68.0% above, 32.0% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.12% Top=ACI EGO PAAS AEM RGLD SXC WLT ABX ….. STLD NUE AA AUY ANR X TIE WOR=Bottom (Metals & Mining)
REAL(64): 0.72% Top=NCT CIT WRE OHI ARR AIV SLG CBL ….. BXP UDR BAM SHO NLY CLI HST CBG=Bottom (Real Estate)
INSU(33): 0.36% Top=MBI ENH AFG AIZ FNF MMC TRV AON ….. HIG WSH WRB ORI BRO LNC AGO L=Bottom (Insurance)
ENER(85): 0.34% Top=WPX BAS FST BBG SWN SFY QEP UPL ….. EOG WLL OIS DNR EXXI PXD CRK LUFK=Bottom (Energy)
LEIS(25): 0.09% Top=LVS GET EXPE DNKN WYN BKW LTM EAT ….. HOT CAKE YUM PENN SBUX MAR PNRA ARCO=Bottom (Leisure)
FINA(68): -0.20% Top=FNFG BEN CSH KCG HBHC BPOP IVZ JNS ….. EV FITB SEIC TROW BBT JPM TCB UBSI=Bottom (Banks/Financials)
RETA(68): -0.40% Top=GNC CAB DDS SPLS WAG BBY PIR AEO ….. SKS ASNA LL NFLX ANF SHLD JCP CSTR=Bottom (Retail & Specialty Retail)
CHEM(25): -0.42% Top=WPZ ASH OLN PPG CE APD MON ALB ….. ROC GRA CF IPI AGU SIAL POT EMN=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.42% Top=SAVE LUV GLNG TDW UNP GWR CSX FDX ….. TRN LCC JBLU UAL DAL KSU KEX SWFT=Bottom (Transportation)
HEAL(45): -0.57% Top=HLS WCG DVA MD AET THOR COO DGX ….. UHS CYH EW CVH ISRG CNC NUVA ALGN=Bottom (Health)
DISV(42): -0.63% Top=VPRT SAI MAN V CXW MA SBAC HRB ….. WTW FIS LPS ACTG URI DV APOL MELI=Bottom (Diversified Services)
COHW(46): -0.75% Top=AAPL OIBR CCI PLCM CSCO CIEN T LXK ….. RVBD PCS EQIX OCZ SNDK ARUN FNSR NIHD=Bottom (Computer Hardware/Telecom)
MATE(26): -0.78% Top=SPF RSG WM MDR PWR MDC FWLT SHW ….. OC TOL EXP DHI PHM RYL LEN KBH=Bottom (Materials & Construction)
CONS(56): -0.80% Top=TWI BC HBI ECL PBI OI LEG KMB ….. FOSL RKT FNP LULU AVP DECK TPX DBD=Bottom (Consumer)
ELEC(50): -0.93% Top=QLGC ROP CRUS TEL MCHP VECO A KLAC ….. ONNN INVN FSLR NXPI SPRD IPGP FSL ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -0.97% Top=AVY ROK LII DOV PPO RS FLS XYL ….. AGCO TKR CMI DCI GTI SPW MTW MHK=Bottom (Manufacturing)
COSW(62): -1.12% Top=YNDX DDD SFLY TRIP NLSN IGT IT TTWO ….. BSFT INFA SYMC FTNT CRM CVLT CTXS GRPN=Bottom (Computer Software/Internet)

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 2:56 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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