daytrend

08/31/2012

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

Closing Stats
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
36.3% of stocks are above yesterday’s high.
70.3% are above yesterday’s midpoint. (29.7% are below.)
7.7% are below yesterday’s low.
55.9% are inside yesterday’s range.
75.7% of stocks with today’s high > yesterday’s high. (24.3% less than).
34.1% of stocks with today’s low < yesterday’s low. (65.9% greater than).

EVIDENCE OF INTRADAY TREND
44.6% of stocks are above today’s open. (53.9% are below).
44.6% of stocks are above today’s open and yesterday’s close.
21.7% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.4% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN
78.3% of stocks are above yesterday’s close. (21.7% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
2.1% are up 3.5% or more. 0.1% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.0%…>=90:8.8%…>=80:18.5%…>=50:62.4%…<=20:13.3%…<=10:7.6%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:63.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.3% above previous 1 highs, 7.7% below previous 1 lows
16.4% above previous 2 highs, 5.7% below previous 2 lows
12.7% above previous 3 highs, 3.9% below previous 3 lows
9.5% above previous 4 highs, 3.6% below previous 4 lows
9.3% above previous 5 highs, 3.0% below previous 5 lows
8.1% above previous 6 highs, 2.5% below previous 6 lows
6.8% above previous 7 highs, 2.5% below previous 7 lows
5.9% above previous 8 highs, 2.3% below previous 8 lows
5.4% above previous 9 highs, 2.2% below previous 9 lows
4.8% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.3% are above or equal to 8/30 close (1 days ago), 21.7% are below.
41.3% are above or equal to 8/29 close (2 days ago), 58.7% are below.
51.8% are above or equal to 8/28 close (3 days ago), 48.2% are below.
55.7% are above or equal to 8/27 close (4 days ago), 44.3% are below.
50.6% are above or equal to 8/24 close (5 days ago), 49.4% are below.
60.9% are above or equal to 8/23 close (6 days ago), 39.1% are below.
46.7% are above or equal to 8/22 close (7 days ago), 53.3% are below.
44.5% are above or equal to 8/21 close (8 days ago), 55.5% are below.
43.0% are above or equal to 8/20 close (9 days ago), 57.0% are below.
40.1% are above or equal to 8/17 close (10 days ago), 59.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.2% new highs, 4.7% new lows
21d: 10.2% new highs, 2.9% new lows
42d: 6.9% new highs, 1.4% new lows
63d: 6.1% new highs, 0.8% new lows
126d: 2.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.1% above, 22.9% below
3-day: 59.4% above, 40.6% below
4-day: 57.5% above, 42.5% below
5-day: 57.2% above, 42.8% below
8-day: 55.2% above, 44.8% below
10-day: 51.5% above, 48.5% below
20-day: 57.0% above, 43.0% below
50-day: 74.7% above, 25.3% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 2.51% Top=SSRI PAAS AEM AUY SWC KGC RGLD AKS ….. WLT CLF WOR NUE ANR BTU ACI CNX=Bottom (Metals & Mining)
MATE(24): 1.32% Top=RYL MAS OC FWLT PHM MTH SPF PWR ….. MTZ SHW FLR MDR WM RSG FAST WCN=Bottom (Materials & Construction)
ENER(85): 1.29% Top=NOV NFX SM CAM DNR LUFK KOG RIG ….. IOC HAL HFC KEG BAS SE PSX GDP=Bottom (Energy)
CHEM(23): 1.20% Top=ROC AGU HUN MOS POT CYT CF GRA ….. SIAL PX ALB CE IFF DD WPZ MON=Bottom (Chemicals/Fertilizers)
ELEC(44): 1.06% Top=SWKS GLW LSI ALTR INTC LRCX NXPI OVTI ….. TXN NVDA MRVL ATML CY IPGP QLGC SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(32): 0.87% Top=PPO JOY KMT MTW PNR CMI TKR FLS ….. GE SWK MHK EMR PCP AGCO TTC NDSN=Bottom (Manufacturing)
DISV(38): 0.75% Top=SAI ACTG URI CACI LPS DV KBR APOL ….. HRB FIS SBAC HTZ RHI MYGN HMSY RRD=Bottom (Diversified Services)
COSW(69): 0.67% Top=YNDX DDD ROVI CDNS N EA TTWO ADSK ….. IRM CERN BIDU ADBE SINA TRIP BSFT FB=Bottom (Computer Software/Internet)
TRAN(18): 0.61% Top=CNW LCC TRN DAL EXPD UAL CHRW KSU ….. UNP JBHT UPS ALK LUV NSC GLNG LSTR=Bottom (Transportation)
INSU(30): 0.56% Top=WSH AIZ AIG GNW AXS UNM MMC L ….. ALL AGO MBI PGR CNO LNC FNF ORI=Bottom (Insurance)
CONS(53): 0.48% Top=GT CROX WHR COH NWL DECK GIL FNP ….. MAT TPX SEE WMS NKE SCSS FOSL OI=Bottom (Consumer)
FINA(56): 0.42% Top=AXP AMTD SLM CSE EV WDR BK BAC ….. FHN FNFG PSEC LM HCBK CMA RF BX=Bottom (Banks/Financials)
LEIS(21): 0.27% Top=LVS PENN GET WYN MCD HOT DNKN YUM ….. ARCO SBUX EXPE DPZ CAKE DRI CCL EAT=Bottom (Leisure)
REAL(53): 0.23% Top=CYS HST SLG ACC SPG STWD NLY DRE ….. CIT CPT O KRC EQR DLR BAM OHI=Bottom (Real Estate)
RETA(66): 0.22% Top=KORS DG EBAY WAG JOSB LTD SIG SPLS ….. URBN GPS KSS FRAN FDO GES NFLX ARO=Bottom (Retail & Specialty Retail)
COHW(45): 0.21% Top=NIHD VIP CIEN AMX OCZ NTAP JDSU CSCO ….. WDC BCE DELL PLCM APKT FNSR ADTN JNPR=Bottom (Computer Hardware/Telecom)
HEAL(39): 0.11% Top=HUM ESRX WAT SIRO TMO LH DGX MR ….. WMGI HOLX CFN UNH WLP AET MAKO THC=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:11 pm

Market Stats at 2:52 pm ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
40.2% of stocks are above yesterday’s high.
73.6% are above yesterday’s midpoint. (26.4% are below.)
6.8% are below yesterday’s low.
53.0% are inside yesterday’s range.
75.0% of stocks with today’s high > yesterday’s high. (25.0% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND
45.3% of stocks are above today’s open. (51.9% are below).
45.3% of stocks are above today’s open and yesterday’s close.
17.3% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
22.2% 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.
6.2% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN
82.7% of stocks are above yesterday’s close. (17.3% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
2.6% are up 3.5% or more. 0.1% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:9.4%…>=80:20.0%…>=50:66.3%…<=20:11.7%…<=10:5.5%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:64.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.2% above previous 1 highs, 6.8% below previous 1 lows
18.0% above previous 2 highs, 4.4% below previous 2 lows
14.1% above previous 3 highs, 3.2% below previous 3 lows
10.4% above previous 4 highs, 3.0% below previous 4 lows
9.8% above previous 5 highs, 2.6% below previous 5 lows
8.4% above previous 6 highs, 2.5% below previous 6 lows
7.0% above previous 7 highs, 2.5% below previous 7 lows
6.2% above previous 8 highs, 2.3% below previous 8 lows
5.7% above previous 9 highs, 2.2% below previous 9 lows
5.1% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.7% are above or equal to 8/30 close (1 days ago), 17.3% are below.
45.0% are above or equal to 8/29 close (2 days ago), 55.0% are below.
53.6% are above or equal to 8/28 close (3 days ago), 46.4% are below.
57.2% are above or equal to 8/27 close (4 days ago), 42.8% are below.
52.6% are above or equal to 8/24 close (5 days ago), 47.4% are below.
61.2% are above or equal to 8/23 close (6 days ago), 38.8% are below.
47.8% are above or equal to 8/22 close (7 days ago), 52.2% are below.
45.9% are above or equal to 8/21 close (8 days ago), 54.1% are below.
43.8% are above or equal to 8/20 close (9 days ago), 56.2% are below.
40.3% are above or equal to 8/17 close (10 days ago), 59.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.8% new highs, 4.6% new lows
21d: 9.8% new highs, 2.8% new lows
42d: 6.8% new highs, 1.2% new lows
63d: 5.9% new highs, 0.7% new lows
126d: 2.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.2% above, 18.8% below
3-day: 63.0% above, 37.0% below
4-day: 60.1% above, 39.9% below
5-day: 59.4% above, 40.6% below
8-day: 57.0% above, 43.0% below
10-day: 51.9% above, 48.1% below
20-day: 58.4% above, 41.6% below
50-day: 75.1% above, 24.9% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 2.45% Top=SSRI PAAS SWC KGC AEM AUY EGO RGLD ….. WOR X WLT NUE ANR ACI BTU CNX=Bottom (Metals & Mining)
MATE(24): 1.50% Top=MAS RYL OC PHM MTH SPF KBH FWLT ….. SHW FLR LPX MTZ RSG FAST WM WCN=Bottom (Materials & Construction)
ENER(85): 1.37% Top=NOV NFX COG KOG LUFK CAM SM RIG ….. HAL ETP BAS KEG HFC SE GDP PSX=Bottom (Energy)
CHEM(23): 1.25% Top=AGU MOS ROC HUN POT CF GRA CYT ….. VAL PX ALB IFF CE DD WPZ MON=Bottom (Chemicals/Fertilizers)
ELEC(44): 1.05% Top=OVTI GLW SWKS LSI INTC NXPI ALTR VSH ….. DLB CY MRVL ATML IPGP NVDA QLGC SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(32): 0.88% Top=JOY KMT PPO CMI MTW FLS TKR PNR ….. GE SWK AGCO EMR PCP XYL NDSN TTC=Bottom (Manufacturing)
DISV(38): 0.77% Top=ACTG SAI URI LPS CACI DV WU APOL ….. PAYX FIS HTZ SBAC RHI MYGN RRD HMSY=Bottom (Diversified Services)
COSW(69): 0.75% Top=ROVI EA DDD YNDX CDNS TTWO N ADSK ….. CERN BIDU TRIP ADBE IRM SINA BSFT FB=Bottom (Computer Software/Internet)
TRAN(18): 0.70% Top=CNW LCC TRN DAL EXPD CHRW UAL KSU ….. CSX JBHT UNP ALK UPS NSC GLNG LSTR=Bottom (Transportation)
INSU(30): 0.62% Top=AIZ WSH GNW AIG UNM AXS L TMK ….. ACE MBI LNC PGR ALL CNO FNF ORI=Bottom (Insurance)
CONS(53): 0.58% Top=GT CROX WHR DECK COH NWL BLL ENR ….. MAT SEE CTB TPX WMS NKE SCSS OI=Bottom (Consumer)
FINA(56): 0.55% Top=AXP CSE SLM EV GS AMTD BK JNS ….. FII PSEC BBT FHN LM CMA FNFG BX=Bottom (Banks/Financials)
RETA(66): 0.36% Top=KORS EBAY DG WAG SIG SPLS LOW LTD ….. URBN GPS KSS ASNA NFLX FRAN ARO GES=Bottom (Retail & Specialty Retail)
LEIS(21): 0.31% Top=LVS PENN MCD GET HOT WYN MGM ARCO ….. PCLN EXPE SBUX DRI DPZ CAKE CCL EAT=Bottom (Leisure)
HEAL(39): 0.27% Top=HUM ESRX WAT DGX WCG MR BAX TMO ….. ZMH BSX UNH AET CFN WLP MAKO THC=Bottom (Health)
REAL(53): 0.26% Top=CUBE GGP HST CYS CBG ACC DRE BXP ….. CPT BAM EQR KRC AIV O DLR OHI=Bottom (Real Estate)
COHW(45): 0.20% Top=VIP JDSU NIHD NTAP CSCO AMX ARUN BRCD ….. TDC DELL WDC PLCM APKT ADTN JNPR FNSR=Bottom (Computer Hardware/Telecom)

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 2:52 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:11 pm ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
24.4% of stocks are above yesterday’s high.
63.3% are above yesterday’s midpoint. (36.7% are below.)
9.8% are below yesterday’s low.
65.7% are inside yesterday’s range.
74.0% of stocks with today’s high > yesterday’s high. (26.0% less than).
31.4% of stocks with today’s low < yesterday’s low. (68.6% greater than).

EVIDENCE OF INTRADAY TREND
30.2% of stocks are above today’s open. (68.1% are below).
30.2% of stocks are above today’s open and yesterday’s close.
29.1% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
34.8% are in the top half. 65.2% of stocks are in the bottom half of today’s range.
20.7% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN
70.9% of stocks are above yesterday’s close. (29.1% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.6% are up 3.5% or more. 0.1% are down 3.5% or more.
75.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:6.4%…>=80:13.0%…>=50:50.8%…<=20:17.0%…<=10:8.8%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:57.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:65.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.4% above previous 1 highs, 9.8% below previous 1 lows
10.1% above previous 2 highs, 8.0% below previous 2 lows
7.7% above previous 3 highs, 6.5% below previous 3 lows
5.4% above previous 4 highs, 5.9% below previous 4 lows
5.0% above previous 5 highs, 5.2% below previous 5 lows
4.1% above previous 6 highs, 4.3% below previous 6 lows
3.3% above previous 7 highs, 4.0% below previous 7 lows
2.6% above previous 8 highs, 3.9% below previous 8 lows
2.3% above previous 9 highs, 3.7% below previous 9 lows
2.2% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.9% are above or equal to 8/30 close (1 days ago), 29.1% are below.
30.8% are above or equal to 8/29 close (2 days ago), 69.2% are below.
44.5% are above or equal to 8/28 close (3 days ago), 55.5% are below.
48.9% are above or equal to 8/27 close (4 days ago), 51.1% are below.
44.1% are above or equal to 8/24 close (5 days ago), 55.9% are below.
55.4% are above or equal to 8/23 close (6 days ago), 44.6% are below.
42.3% are above or equal to 8/22 close (7 days ago), 57.7% are below.
41.3% are above or equal to 8/21 close (8 days ago), 58.7% are below.
39.9% are above or equal to 8/20 close (9 days ago), 60.1% are below.
36.5% are above or equal to 8/17 close (10 days ago), 63.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 4.0% new lows
21d: 8.7% new highs, 2.3% new lows
42d: 6.2% new highs, 1.0% new lows
63d: 5.4% new highs, 0.7% new lows
126d: 2.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.8% above, 31.2% below
3-day: 46.3% above, 53.7% below
4-day: 45.0% above, 55.0% below
5-day: 46.5% above, 53.5% below
8-day: 47.2% above, 52.8% below
10-day: 43.8% above, 56.2% below
20-day: 52.8% above, 47.2% below
50-day: 73.3% above, 26.7% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.46% Top=SSRI MCP PAAS FCX EGO AKS NEM GG ….. STLD WOR ANR TIE WLT ACI BTU CNX=Bottom (Metals & Mining)
MATE(24): 0.97% Top=OC MDR FWLT MAS RYL MTH PWR KBH ….. TOL RSG LPX WM FAST FLR WCN MTZ=Bottom (Materials & Construction)
ENER(85): 0.88% Top=NOV SWN PWE COG WPX CVE APC CHK ….. ETP EPD HFC IOC KEG SE GDP PSX=Bottom (Energy)
CHEM(23): 0.82% Top=AGU ROC MOS GRA CF POT ASH CE ….. IFF PX ALB SMG DD EMN WPZ MON=Bottom (Chemicals/Fertilizers)
MANU(32): 0.71% Top=JOY KMT PNR PPO TEX SPW TKR ITW ….. AGCO SWK AME MHK TTC PCP XYL NDSN=Bottom (Manufacturing)
ELEC(44): 0.70% Top=GLW SWKS OVTI INTC FSLR NXPI VSH LRCX ….. ATML MRVL JBL NVDA CAVM QLGC IPGP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(38): 0.66% Top=SAI DV ACTG CACI LPS APOL HTZ MAN ….. PAYX FLT FIS RHI RRD CXW SBAC HMSY=Bottom (Diversified Services)
TRAN(18): 0.61% Top=DAL LCC CNW UAL CHRW EXPD LUV ALK ….. FDX CSX UNP TRN NSC KSU JBHT LSTR=Bottom (Transportation)
INSU(30): 0.30% Top=AIZ UNM AXS AIG VR TMK GNW WSH ….. ALL BRO PGR AGO CNO MBI FNF ORI=Bottom (Insurance)
COSW(69): 0.23% Top=DDD YNDX TTWO CDNS ADSK TNGO MSFT CRM ….. IRM SOHU ADBE QLIK BSFT SINA SFLY FB=Bottom (Computer Software/Internet)
CONS(53): 0.21% Top=GT WHR NWL BLL GIL XRX PBI HAR ….. NKE FBHS SCSS OI MAT COH TPX NUS=Bottom (Consumer)
FINA(56): 0.20% Top=SLM EV AXP GS STT IVZ JPM TCB ….. CSE OCN KEY PSEC LM CMA FNFG BX=Bottom (Banks/Financials)
LEIS(21): 0.20% Top=MGM DNKN WYNN MPEL LVS MCD PENN ARCO ….. SBUX PCLN DRI DPZ EXPE CCL EAT CAKE=Bottom (Leisure)
RETA(66): 0.12% Top=WAG EBAY DG KORS TFM SKS MW LOW ….. LL URBN GME ASNA ARO TSCO GES NFLX=Bottom (Retail & Specialty Retail)
HEAL(39): 0.11% Top=SIRO HUM HMA ESRX HCA WAT CI XRAY ….. ZMH UNH AET MAKO HOLX WLP CFN THC=Bottom (Health)
REAL(53): -0.01% Top=GGP HST BXP STWD PCL ARR CUBE PSA ….. AVB AIV KRC KIM EQR UDR O SKT=Bottom (Real Estate)
COHW(45): -0.08% Top=NIHD CIEN VIP CSCO IBM JDSU AMX HPQ ….. WDC WIN APKT RVBD ADTN RIMM JNPR FNSR=Bottom (Computer Hardware/Telecom)

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 12:11 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 11:31 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
46.8% of stocks are above yesterday’s high.
80.7% are above yesterday’s midpoint. (19.3% are below.)
2.6% are below yesterday’s low.
50.6% are inside yesterday’s range.
73.3% of stocks with today’s high > yesterday’s high. (26.7% less than).
30.9% of stocks with today’s low < yesterday’s low. (69.1% greater than).

EVIDENCE OF INTRADAY TREND
55.4% of stocks are above today’s open. (42.1% are below).
55.4% of stocks are above today’s open and yesterday’s close.
11.2% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.6% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
78.6% are in the top half. 21.4% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN
88.8% of stocks are above yesterday’s close. (11.2% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.8% are up 3.5% or more. 0.1% are down 3.5% or more.
59.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:9.5%…>=80:22.5%…>=50:73.9%…<=20:6.6%…<=10:3.2%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:66.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:71.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.8% above previous 1 highs, 2.6% below previous 1 lows
19.5% above previous 2 highs, 2.2% below previous 2 lows
14.4% above previous 3 highs, 1.8% below previous 3 lows
10.6% above previous 4 highs, 1.5% below previous 4 lows
9.9% above previous 5 highs, 1.2% below previous 5 lows
8.6% above previous 6 highs, 0.8% below previous 6 lows
7.5% above previous 7 highs, 0.8% below previous 7 lows
5.9% above previous 8 highs, 0.8% below previous 8 lows
5.1% above previous 9 highs, 0.7% below previous 9 lows
4.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.8% are above or equal to 8/30 close (1 days ago), 11.2% are below.
50.0% are above or equal to 8/29 close (2 days ago), 50.0% are below.
57.6% are above or equal to 8/28 close (3 days ago), 42.4% are below.
60.4% are above or equal to 8/27 close (4 days ago), 39.6% are below.
54.3% are above or equal to 8/24 close (5 days ago), 45.7% are below.
62.7% are above or equal to 8/23 close (6 days ago), 37.3% are below.
48.9% are above or equal to 8/22 close (7 days ago), 51.1% are below.
48.2% are above or equal to 8/21 close (8 days ago), 51.8% are below.
45.4% are above or equal to 8/20 close (9 days ago), 54.6% are below.
42.3% are above or equal to 8/17 close (10 days ago), 57.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 4.0% new lows
21d: 8.7% new highs, 2.3% new lows
42d: 6.2% new highs, 1.0% new lows
63d: 5.4% new highs, 0.7% new lows
126d: 2.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.8% above, 12.2% below
3-day: 67.8% above, 32.2% below
4-day: 65.3% above, 34.7% below
5-day: 65.6% above, 34.4% below
8-day: 60.6% above, 39.4% below
10-day: 55.7% above, 44.3% below
20-day: 60.8% above, 39.2% below
50-day: 76.5% above, 23.5% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 2.20% Top=MCP SSRI PAAS SWC NEM EGO FCX AUY ….. BTU WLT WOR ANR NUE ACI CNX TIE=Bottom (Metals & Mining)
MATE(24): 1.83% Top=OC MDR FWLT RYL MTH MAS KBH MDC ….. SHW MTZ LPX RSG FLR FAST WM WCN=Bottom (Materials & Construction)
ENER(85): 1.52% Top=PWE WPX NOV NFX SWN GPOR COG FST ….. MWE EEP KMP ETE ETP EPD KEG SE=Bottom (Energy)
ELEC(44): 1.49% Top=OVTI FSLR GLW SWKS GTAT INTC LRCX NXPI ….. SNPS TRMB CPHD NVDA CAVM QLGC IPGP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(32): 1.21% Top=JOY PNR KMT TKR SPW GDI MTW PPO ….. EMR GE SWK TTC AME PCP XYL NDSN=Bottom (Manufacturing)
CHEM(23): 1.16% Top=ROC AGU MOS POT CF HUN GRA ASH ….. IFF DD APD ALB PX VAL WPZ MON=Bottom (Chemicals/Fertilizers)
DISV(38): 1.09% Top=SAI ACTG CACI URI APOL DV KBR LPS ….. MA ULTA FIS MYGN HMSY RHI CXW SBAC=Bottom (Diversified Services)
TRAN(18): 0.96% Top=LCC DAL CNW UAL ALK EXPD CHRW LUV ….. GLNG TRN UPS KSU UNP NSC JBHT LSTR=Bottom (Transportation)
LEIS(21): 0.78% Top=MGM MPEL WYNN LVS DNKN PENN MCD WYN ….. SBUX PCLN DPZ EAT DRI CCL CAKE EXPE=Bottom (Leisure)
COSW(69): 0.75% Top=DDD YNDX TTWO ADSK CDNS TNGO CRM BR ….. MCRS SOHU IRM ADBE SINA SFLY BSFT FB=Bottom (Computer Software/Internet)
INSU(30): 0.70% Top=AXS GNW UNM AIZ HIG LNC L PRU ….. CB PL PGR BRO MBI FNF CNO ORI=Bottom (Insurance)
CONS(53): 0.68% Top=GT WHR HAR CROX NWL BLL XRX DECK ….. MAT CHD CTB KMB NKE TPX SCSS NUS=Bottom (Consumer)
COHW(45): 0.67% Top=NIHD JDSU CIEN CSCO VIP HPQ AMX PCS ….. AMT WIN ADTN JNPR WDC APKT FNSR RIMM=Bottom (Computer Hardware/Telecom)
HEAL(39): 0.62% Top=HUM WAT SIRO XRAY ALGN HNT ESRX TMO ….. HOLX WMGI AET UNH MAKO WLP CFN THC=Bottom (Health)
FINA(56): 0.61% Top=MS SLM EV STT TCB GS IVZ SCHW ….. PSEC KEY EWBC OCN FNFG LM CSE BX=Bottom (Banks/Financials)
RETA(66): 0.58% Top=KORS EBAY DG TFM WAG LOW BBY BID ….. URBN AEO FDO TSCO NFLX LL GME GES=Bottom (Retail & Specialty Retail)
REAL(53): 0.19% Top=CBG IVR STWD GGP ARR SHO HST HIW ….. KIM AIV EQR DLR O KRC SKT UDR=Bottom (Real Estate)

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 11:31 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:01 am

Market Stats at 11:00 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
47.5% of stocks are above yesterday’s high.
80.2% are above yesterday’s midpoint. (19.8% are below.)
3.0% are below yesterday’s low.
49.4% are inside yesterday’s range.
70.9% of stocks with today’s high > yesterday’s high. (29.1% less than).
30.9% of stocks with today’s low < yesterday’s low. (69.1% greater than).

EVIDENCE OF INTRADAY TREND
53.9% of stocks are above today’s open. (43.0% are below).
53.9% of stocks are above today’s open and yesterday’s close.
12.4% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.4% of stocks are in the top 10% of today’s range.
41.0% are in the top 20%.
79.4% are in the top half. 20.6% of stocks are in the bottom half of today’s range.
2.1% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN
87.4% of stocks are above yesterday’s close. (12.6% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:10.1%…>=80:21.5%…>=50:71.3%…<=20:6.4%…<=10:3.0%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:66.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
47.5% above previous 1 highs, 3.0% below previous 1 lows
21.5% above previous 2 highs, 2.3% below previous 2 lows
16.4% above previous 3 highs, 2.1% below previous 3 lows
12.3% above previous 4 highs, 1.9% below previous 4 lows
11.7% above previous 5 highs, 1.8% below previous 5 lows
10.2% above previous 6 highs, 1.4% below previous 6 lows
8.7% above previous 7 highs, 1.4% below previous 7 lows
6.5% above previous 8 highs, 1.2% below previous 8 lows
5.9% above previous 9 highs, 1.0% below previous 9 lows
5.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.4% are above or equal to 8/30 close (1 days ago), 12.6% are below.
47.4% are above or equal to 8/29 close (2 days ago), 52.6% are below.
56.5% are above or equal to 8/28 close (3 days ago), 43.5% are below.
59.8% are above or equal to 8/27 close (4 days ago), 40.2% are below.
54.0% are above or equal to 8/24 close (5 days ago), 46.0% are below.
62.4% are above or equal to 8/23 close (6 days ago), 37.6% are below.
49.0% are above or equal to 8/22 close (7 days ago), 51.0% are below.
46.8% are above or equal to 8/21 close (8 days ago), 53.2% are below.
44.8% are above or equal to 8/20 close (9 days ago), 55.2% are below.
42.4% are above or equal to 8/17 close (10 days ago), 57.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 4.0% new lows
21d: 8.4% new highs, 2.3% new lows
42d: 5.9% new highs, 1.0% new lows
63d: 5.2% new highs, 0.7% new lows
126d: 2.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.3% above, 13.7% below
3-day: 66.7% above, 33.3% below
4-day: 64.5% above, 35.5% below
5-day: 64.6% above, 35.4% below
8-day: 59.8% above, 40.2% below
10-day: 53.9% above, 46.1% below
20-day: 59.9% above, 40.1% below
50-day: 76.7% above, 23.3% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 2.03% Top=MCP SSRI SWC EGO GG NEM AKS FCX ….. ANR SCCO WLT NUE CNX WOR TIE ACI=Bottom (Metals & Mining)
MATE(24): 1.77% Top=MDR OC RYL FWLT KBH PHM MAS MTH ….. SHW MTZ RSG FLR FAST WM WCN LPX=Bottom (Materials & Construction)
ELEC(44): 1.40% Top=FSLR OVTI GLW SWKS NXPI INTC LRCX GTAT ….. TRMB NVDA JBL MRVL CAVM QLGC IPGP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(85): 1.35% Top=GPOR SWN WPX NOV APC CHK PWE NBR ….. MWE KMP EPD EEP ETP GDP HFC SE=Bottom (Energy)
MANU(32): 1.15% Top=PNR JOY KMT TKR FLS MTW GDI PPO ….. DCI DOV PCP SWK AME TTC XYL NDSN=Bottom (Manufacturing)
DISV(38): 1.06% Top=SAI URI ACTG APOL CACI DV KBR MCO ….. ULTA PAYX MYGN CXW MA RHI HMSY SBAC=Bottom (Diversified Services)
CHEM(23): 0.99% Top=AGU ROC CF HUN POT MOS ASH GRA ….. EMN SMG IFF ALB PX WPZ MON VAL=Bottom (Chemicals/Fertilizers)
TRAN(18): 0.96% Top=LCC DAL CNW UAL EXPD GLNG LUV CSX ….. ALK TRN UPS UNP KSU NSC JBHT LSTR=Bottom (Transportation)
FINA(56): 0.78% Top=MS SLM GS BPOP JEF JNS STT EV ….. HCBK EWBC PSEC FII LM OCN CSE BX=Bottom (Banks/Financials)
CONS(53): 0.77% Top=GT WHR DECK CROX NWL XRX PAY SKX ….. KMB CTB MAT NKE CHD SCSS TPX NUS=Bottom (Consumer)
COSW(69): 0.74% Top=DDD TNGO YNDX ADSK TTWO CDNS BR CRM ….. CVLT CNQR SINA QLIK IRM SFLY BSFT FB=Bottom (Computer Software/Internet)
COHW(45): 0.74% Top=NIHD CIEN JDSU NTAP OCZ VIP PCS HPQ ….. MSI FNSR WIN AMT WDC ADTN RIMM APKT=Bottom (Computer Hardware/Telecom)
INSU(30): 0.72% Top=GNW AIZ UNM HIG AXS PRU MET L ….. PGR ALL MBI WSH BRO CNO FNF ORI=Bottom (Insurance)
LEIS(21): 0.70% Top=MPEL MGM WYNN DNKN HOT LVS MCD WYN ….. CCL EAT DRI PCLN ARCO DPZ EXPE CAKE=Bottom (Leisure)
HEAL(39): 0.64% Top=HUM WAT ALGN BSX ESRX TMO XRAY CI ….. HOLX AET WMGI CFN WLP UNH THC MAKO=Bottom (Health)
RETA(66): 0.50% Top=TFM KORS EBAY BBY WAG LOW DG LINTA ….. DDS LL KSS GME TSCO ASNA URBN NFLX=Bottom (Retail & Specialty Retail)
REAL(53): 0.18% Top=CBG HST HIW PCL DEI CUBE EXR WRI ….. SKT REG CPT DLR NNN AIV UDR O=Bottom (Real Estate)

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 11:00 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:47 am

Market Stats at 10:46 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
32.6% of stocks are above yesterday’s high.
72.2% are above yesterday’s midpoint. (27.8% are below.)
4.0% are below yesterday’s low.
63.4% are inside yesterday’s range.
69.2% of stocks with today’s high > yesterday’s high. (30.8% less than).
30.9% of stocks with today’s low < yesterday’s low. (69.1% greater than).

EVIDENCE OF INTRADAY TREND
38.8% of stocks are above today’s open. (58.7% are below).
38.7% of stocks are above today’s open and yesterday’s close.
17.3% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.7% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
63.7% are in the top half. 36.3% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
82.7% of stocks are above yesterday’s close. (17.3% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
1.1% are up 3.5% or more. 0.1% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.0%…>=90:8.0%…>=80:17.5%…>=50:59.7%…<=20:9.5%…<=10:4.4%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:62.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.6% above previous 1 highs, 4.0% below previous 1 lows
13.5% above previous 2 highs, 3.2% below previous 2 lows
10.5% above previous 3 highs, 2.9% below previous 3 lows
7.5% above previous 4 highs, 2.6% below previous 4 lows
6.9% above previous 5 highs, 2.3% below previous 5 lows
6.1% above previous 6 highs, 1.9% below previous 6 lows
5.1% above previous 7 highs, 1.8% below previous 7 lows
4.0% above previous 8 highs, 1.7% below previous 8 lows
3.6% above previous 9 highs, 1.4% below previous 9 lows
3.5% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.7% are above or equal to 8/30 close (1 days ago), 17.3% are below.
37.8% are above or equal to 8/29 close (2 days ago), 62.2% are below.
49.2% are above or equal to 8/28 close (3 days ago), 50.8% are below.
53.6% are above or equal to 8/27 close (4 days ago), 46.4% are below.
48.2% are above or equal to 8/24 close (5 days ago), 51.8% are below.
58.1% are above or equal to 8/23 close (6 days ago), 41.9% are below.
45.7% are above or equal to 8/22 close (7 days ago), 54.3% are below.
43.6% are above or equal to 8/21 close (8 days ago), 56.4% are below.
41.7% are above or equal to 8/20 close (9 days ago), 58.3% are below.
39.1% are above or equal to 8/17 close (10 days ago), 60.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.7% new highs, 4.0% new lows
21d: 7.7% new highs, 2.3% new lows
42d: 5.4% new highs, 1.0% new lows
63d: 4.8% new highs, 0.7% new lows
126d: 2.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.4% above, 18.6% below
3-day: 55.5% above, 44.5% below
4-day: 52.8% above, 47.2% below
5-day: 53.2% above, 46.8% below
8-day: 50.4% above, 49.6% below
10-day: 48.1% above, 51.9% below
20-day: 57.0% above, 43.0% below
50-day: 75.7% above, 24.3% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.77% Top=MCP SSRI EGO FCX AKS NEM SWC PAAS ….. BTU SCCO WLT NUE CNX WOR ACI TIE=Bottom (Metals & Mining)
MATE(24): 1.59% Top=MDR FWLT KBH OC RYL MTH MAS USG ….. SHW FLR MTZ RSG FAST WM WCN LPX=Bottom (Materials & Construction)
ELEC(44): 1.15% Top=FSLR GLW OVTI SWKS NXPI INTC LRCX LSI ….. CPHD JBL NVDA CAVM MRVL QLGC IPGP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(85): 0.98% Top=GPOR SWN APC CHK NOV KOG WPX PWE ….. KMP KEG EPD EEP GDP ETP HFC SE=Bottom (Energy)
DISV(38): 0.86% Top=SAI URI ACTG KBR APOL CACI DV MAN ….. MYGN GPN PAYX MA RHI FLT SBAC HMSY=Bottom (Diversified Services)
CHEM(23): 0.84% Top=AGU ROC CF ASH HUN CE POT MOS ….. IFF DD ALB CYT PX WPZ MON VAL=Bottom (Chemicals/Fertilizers)
MANU(32): 0.79% Top=PNR JOY KMT ATI FLS PPO GDI TKR ….. TEX PCP DCI TTC XYL SWK AME NDSN=Bottom (Manufacturing)
INSU(30): 0.64% Top=GNW AXS UNM AIZ HIG MET L LNC ….. CINF ALL WSH CNO MBI BRO FNF ORI=Bottom (Insurance)
TRAN(18): 0.58% Top=LCC DAL CNW CHRW CSX EXPD GLNG FDX ….. LUV NSC UNP ALK KSU TRN JBHT LSTR=Bottom (Transportation)
CONS(53): 0.53% Top=GT WHR DECK NWL BLL CROX GIL LEG ….. KMB RL CTB MAT NKE CHD SCSS NUS=Bottom (Consumer)
COSW(69): 0.52% Top=YNDX ROVI ADSK DDD CDNS TTWO UIS BR ….. SINA CNQR CVLT QLIK IRM BSFT SFLY FB=Bottom (Computer Software/Internet)
FINA(56): 0.50% Top=MS SLM JNS STT TCB BPOP GS EV ….. RJF RF CMA PSEC OCN CSE LM BX=Bottom (Banks/Financials)
COHW(45): 0.44% Top=NIHD CIEN VIP JDSU NTAP OCZ HPQ CSCO ….. FNSR PLCM RIMM JNPR AMT WDC ADTN APKT=Bottom (Computer Hardware/Telecom)
HEAL(39): 0.43% Top=HUM XRAY BSX WAT TMO CI ESRX MR ….. HMA AET WLP HOLX CFN UNH THC MAKO=Bottom (Health)
LEIS(21): 0.38% Top=MPEL MGM WYNN DNKN MCD LVS WYN HOT ….. DPZ DRI CCL ARCO EAT SBUX CAKE EXPE=Bottom (Leisure)
RETA(66): 0.27% Top=KORS EBAY WAG TFM BBY DG LOW SKS ….. KSS TSCO GPS BIG GME ASNA URBN NFLX=Bottom (Retail & Specialty Retail)
REAL(53): 0.01% Top=CBG LHO CUBE LRY PCL IVR STWD DEI ….. CBL KRC DLR DRE CPT AIV O UDR=Bottom (Real Estate)

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 10:46 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:12 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
8.7% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
18.8% are below yesterday’s low.
72.5% are inside yesterday’s range.
64.6% of stocks with today’s high > yesterday’s high. (35.4% less than).
30.1% of stocks with today’s low < yesterday’s low. (69.9% greater than).

EVIDENCE OF INTRADAY TREND
8.3% of stocks are above today’s open. (90.9% are below).
8.1% of stocks are above today’s open and yesterday’s close.
53.6% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
0.1% are in the top 20%.
3.7% are in the top half. 96.3% of stocks are in the bottom half of today’s range.
66.4% are in the bottom 20%.
27.2% are in the bottom 10%.

GAIN
46.3% of stocks are above yesterday’s close. (53.7% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.1% are down 3.5% or more.
88.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:3.3%…>=80:6.6%…>=50:27.9%…<=20:35.2%…<=10:17.8%…<=5:8.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:49.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:59.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.7% above previous 1 highs, 18.8% below previous 1 lows
3.6% above previous 2 highs, 16.2% below previous 2 lows
3.0% above previous 3 highs, 11.5% below previous 3 lows
1.9% above previous 4 highs, 10.4% below previous 4 lows
1.9% above previous 5 highs, 7.9% below previous 5 lows
1.8% above previous 6 highs, 7.0% below previous 6 lows
1.4% above previous 7 highs, 6.4% below previous 7 lows
0.7% above previous 8 highs, 6.4% below previous 8 lows
0.6% above previous 9 highs, 5.9% below previous 9 lows
0.6% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.3% are above or equal to 8/30 close (1 days ago), 53.7% are below.
18.4% are above or equal to 8/29 close (2 days ago), 81.6% are below.
32.0% are above or equal to 8/28 close (3 days ago), 68.0% are below.
36.5% are above or equal to 8/27 close (4 days ago), 63.5% are below.
34.1% are above or equal to 8/24 close (5 days ago), 65.9% are below.
45.7% are above or equal to 8/23 close (6 days ago), 54.3% are below.
34.3% are above or equal to 8/22 close (7 days ago), 65.7% are below.
34.5% are above or equal to 8/21 close (8 days ago), 65.5% are below.
34.7% are above or equal to 8/20 close (9 days ago), 65.3% are below.
31.5% are above or equal to 8/17 close (10 days ago), 68.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.6% new highs, 4.0% new lows
21d: 6.6% new highs, 2.3% new lows
42d: 4.4% new highs, 1.0% new lows
63d: 4.0% new highs, 0.7% new lows
126d: 1.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.1% above, 56.9% below
3-day: 22.1% above, 77.9% below
4-day: 25.4% above, 74.6% below
5-day: 27.3% above, 72.7% below
8-day: 31.9% above, 68.1% below
10-day: 34.1% above, 65.9% below
20-day: 47.1% above, 52.9% below
50-day: 69.8% above, 30.2% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(24): 0.59% Top=FWLT OC KBH MDR PWR RYL MTH SPF ….. FLR WM WCN DHI FAST EXP MTZ LPX=Bottom (Materials & Construction)
INSU(30): 0.28% Top=AXS AIZ PGR GNW UNM TMK VR PRU ….. CNO CINF MBI BRO FNF AIG CLGX ORI=Bottom (Insurance)
TRAN(18): 0.25% Top=LCC DAL CNW CHRW LUV CSX EXPD FDX ….. UNP ALK UPS KSU GLNG JBHT TRN LSTR=Bottom (Transportation)
META(28): 0.25% Top=AKS MCP NEM EGO PAAS TIE FCX X ….. WLT WOR SSRI IAG SCCO BTU CNX ACI=Bottom (Metals & Mining)
ELEC(44): 0.21% Top=OVTI FSLR GLW INTC NXPI GTAT GRMN AMAT ….. VECO NVDA MRVL QLGC IPGP ATML CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(23): 0.09% Top=ROC AGU ASH IFF PX APD PPG EMN ….. HUN FMC DD CF CE ALB MON VAL=Bottom (Chemicals/Fertilizers)
ENER(85): 0.06% Top=APC PDS KOG NOV CHK HES SWN GPOR ….. SE IOC XEC KEG CIE FST CRK HFC=Bottom (Energy)
DISV(38): 0.05% Top=SAI CACI APOL KBR JEC ACM VRSK DV ….. ADS PAYX MELI RHI GPN HTZ SBAC HMSY=Bottom (Diversified Services)
FINA(56): 0.03% Top=SLM GS STT STI JEF NYB MS EV ….. RJF OCN WDR SCHW RF NDAQ BX PSEC=Bottom (Banks/Financials)
MANU(32): -0.07% Top=PNR FLS ITW KMT PLL DHR JOY DOV ….. PPO ATI DCI AME AGCO TTC MTW TEX=Bottom (Manufacturing)
CONS(53): -0.10% Top=NWL GT BLL WHR GIL PG ENR CCK ….. HBI FNP NKE PAY NUS SCSS CRI RL=Bottom (Consumer)
HEAL(39): -0.20% Top=HUM MR HCA ALGN LH XRAY VAR DGX ….. WLP EW CFN CYH THC CNC HOLX MAKO=Bottom (Health)
RETA(66): -0.25% Top=DG BBY PIR SKS WAG EBAY KORS SWY ….. URBN CSTR GPS ARO GES ASNA TSCO NFLX=Bottom (Retail & Specialty Retail)
LEIS(21): -0.28% Top=MPEL MCD DNKN WYNN MGM MAR YUM ARCO ….. SBUX PENN PCLN DPZ CCL CAKE EAT EXPE=Bottom (Leisure)
REAL(53): -0.35% Top=IVR CYS PCL STWD DEI HCN NLY PSA ….. EQR NNN UDR CBL O DLR CPT AIV=Bottom (Real Estate)
COHW(45): -0.40% Top=CIEN HPQ VIP NIHD CSCO AMX PCS IBM ….. WIN PLCM JNPR FNSR WDC ADTN APKT RVBD=Bottom (Computer Hardware/Telecom)
COSW(69): -0.43% Top=ADSK CDNS YNDX BR DDD ATVI ROVI MSFT ….. ADBE BIDU SINA QLIK BSFT SFLY EA FB=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 10:12 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:59 am

Market Stats at 9:58 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
28.0% of stocks are above yesterday’s high.
68.6% are above yesterday’s midpoint. (31.4% are below.)
3.3% are below yesterday’s low.
68.6% are inside yesterday’s range.
64.5% of stocks with today’s high > yesterday’s high. (35.5% less than).
8.6% of stocks with today’s low < yesterday’s low. (91.4% greater than).

EVIDENCE OF INTRADAY TREND
31.8% of stocks are above today’s open. (65.5% are below).
31.8% of stocks are above today’s open and yesterday’s close.
18.5% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
9.1% are in the top 20%.
29.7% are in the top half. 70.3% of stocks are in the bottom half of today’s range.
33.0% are in the bottom 20%.
16.4% are in the bottom 10%.

GAIN
81.5% of stocks are above yesterday’s close. (18.5% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.1% are down 3.5% or more.
81.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.6%…>=90:7.2%…>=80:15.3%…>=50:58.0%…<=20:12.4%…<=10:5.7%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:60.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:67.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.0% above previous 1 highs, 3.3% below previous 1 lows
10.6% above previous 2 highs, 3.3% below previous 2 lows
8.0% above previous 3 highs, 2.6% below previous 3 lows
5.2% above previous 4 highs, 2.3% below previous 4 lows
5.2% above previous 5 highs, 2.2% below previous 5 lows
4.8% above previous 6 highs, 1.5% below previous 6 lows
3.7% above previous 7 highs, 1.4% below previous 7 lows
2.8% above previous 8 highs, 1.4% below previous 8 lows
2.5% above previous 9 highs, 1.4% below previous 9 lows
2.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
81.5% are above or equal to 8/30 close (1 days ago), 18.5% are below.
35.5% are above or equal to 8/29 close (2 days ago), 64.5% are below.
47.5% are above or equal to 8/28 close (3 days ago), 52.5% are below.
51.7% are above or equal to 8/27 close (4 days ago), 48.3% are below.
46.5% are above or equal to 8/24 close (5 days ago), 53.5% are below.
55.9% are above or equal to 8/23 close (6 days ago), 44.1% are below.
43.6% are above or equal to 8/22 close (7 days ago), 56.4% are below.
43.4% are above or equal to 8/21 close (8 days ago), 56.6% are below.
42.5% are above or equal to 8/20 close (9 days ago), 57.5% are below.
38.3% are above or equal to 8/17 close (10 days ago), 61.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.6% new highs, 1.4% new lows
21d: 6.6% new highs, 1.2% new lows
42d: 4.4% new highs, 0.4% new lows
63d: 4.0% new highs, 0.3% new lows
126d: 1.9% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.2% above, 19.8% below
3-day: 51.5% above, 48.5% below
4-day: 50.7% above, 49.3% below
5-day: 51.7% above, 48.3% below
8-day: 49.6% above, 50.4% below
10-day: 47.9% above, 52.1% below
20-day: 55.8% above, 44.2% below
50-day: 75.6% above, 24.4% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(24): 1.20% Top=FWLT MDR OC PWR KBH USG MAS RYL ….. TOL FLR EXP FAST WM DHI LPX WCN=Bottom (Materials & Construction)
ELEC(44): 0.93% Top=FSLR OVTI GLW GTAT NXPI INTC SWKS LRCX ….. NVDA JBL IPGP MRVL QLGC VECO CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): 0.86% Top=AXS GNW AIZ HIG UNM PRU L AGO ….. AON BRO CINF CLGX CNO ORI AIG FNF=Bottom (Insurance)
CHEM(23): 0.74% Top=AGU ROC CF HUN SMG EMN APD PPG ….. CE SIAL POT MON CYT ALB WPZ VAL=Bottom (Chemicals/Fertilizers)
TRAN(18): 0.73% Top=LCC CNW DAL CHRW CSX EXPD LUV NSC ….. KSU FDX UAL UPS JBHT TRN GLNG LSTR=Bottom (Transportation)
ENER(85): 0.67% Top=NOV APC PDS HES CAM PWE CHK PXD ….. XEC HK KEG HAL CIE FST SE HFC=Bottom (Energy)
META(28): 0.66% Top=AKS CLF TIE X FCX PAAS SWC GG ….. CNX IAG SSRI WLT WOR BTU MCP ACI=Bottom (Metals & Mining)
MANU(32): 0.63% Top=PNR SPW KMT FLS ITW AME ROK EMR ….. XYL GDI DCI MTW ATI TTC AGCO TEX=Bottom (Manufacturing)
DISV(38): 0.60% Top=SAI CACI APOL JEC KBR DV ACM URI ….. GPN FLT MELI RHI MA SBAC PAYX HMSY=Bottom (Diversified Services)
FINA(56): 0.54% Top=SLM IVZ STI GS STT NYB SEIC PFG ….. ACAS SCHW KEY NDAQ BX OCN FII LM=Bottom (Banks/Financials)
CONS(53): 0.47% Top=NWL GT ENR CROX XRX WHR BLL DECK ….. MAT RKT HBI NKE RL CRI PVH TPX=Bottom (Consumer)
HEAL(39): 0.44% Top=BSX HUM XRAY TMO VAR SIRO WAT LIFE ….. WLP CFN EW HMA HOLX THC MAKO CNC=Bottom (Health)
RETA(66): 0.24% Top=DG BBY EBAY SWY KORS SKS KMX CVS ….. CSTR ANF GME ASNA ARO TSCO GES NFLX=Bottom (Retail & Specialty Retail)
LEIS(21): 0.23% Top=MGM WYNN DNKN LVS WYN MCD MPEL HOT ….. MAR ARCO PENN CCL PCLN EAT CAKE EXPE=Bottom (Leisure)
REAL(53): 0.10% Top=CBG IVR OHI CYS PCL SHO HCN ARR ….. REG UDR CBL CPT DLR O AIV PMT=Bottom (Real Estate)
COHW(45): 0.09% Top=JDSU HPQ CIEN PCS NTAP IBM CMVT CSCO ….. WDC RIMM LEAP JNPR FNSR RVBD PLCM APKT=Bottom (Computer Hardware/Telecom)
COSW(69): 0.08% Top=CDNS BR ADSK TTWO ATVI CTRX UIS CTSH ….. BIDU TNGO CNQR SFLY SINA BSFT EA FB=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 9:58 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:42 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 724.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
32.0% of stocks are above yesterday’s high.
77.2% are above yesterday’s midpoint. (22.8% are below.)
1.7% are below yesterday’s low.
66.3% are inside yesterday’s range.
64.1% of stocks with today’s high > yesterday’s high. (35.9% less than).
2.8% of stocks with today’s low < yesterday’s low. (97.2% greater than).

EVIDENCE OF INTRADAY TREND
37.8% of stocks are above today’s open. (57.9% are below).
37.6% of stocks are above today’s open and yesterday’s close.
10.8% are below both.
98.1% of stocks opened above yesterday’s close. (1.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.5% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
31.6% are in the top half. 68.4% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
28.6% are in the bottom 10%.

GAIN
89.0% of stocks are above yesterday’s close. (11.0% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.0% are up 3.5% or more. 0.0% are down 3.5% or more.
80.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.8%…>=90:9.4%…>=80:17.4%…>=50:64.0%…<=20:6.5%…<=10:3.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:63.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:69.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.0% above previous 1 highs, 1.7% below previous 1 lows
11.9% above previous 2 highs, 1.2% below previous 2 lows
9.8% above previous 3 highs, 1.0% below previous 3 lows
6.4% above previous 4 highs, 1.0% below previous 4 lows
6.4% above previous 5 highs, 0.8% below previous 5 lows
6.2% above previous 6 highs, 0.7% below previous 6 lows
4.7% above previous 7 highs, 0.7% below previous 7 lows
3.2% above previous 8 highs, 0.7% below previous 8 lows
2.8% above previous 9 highs, 0.7% below previous 9 lows
2.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
89.0% are above or equal to 8/30 close (1 days ago), 11.0% are below.
39.5% are above or equal to 8/29 close (2 days ago), 60.5% are below.
51.1% are above or equal to 8/28 close (3 days ago), 48.9% are below.
54.4% are above or equal to 8/27 close (4 days ago), 45.6% are below.
49.0% are above or equal to 8/24 close (5 days ago), 51.0% are below.
57.9% are above or equal to 8/23 close (6 days ago), 42.1% are below.
45.7% are above or equal to 8/22 close (7 days ago), 54.3% are below.
46.0% are above or equal to 8/21 close (8 days ago), 54.0% are below.
43.1% are above or equal to 8/20 close (9 days ago), 56.9% are below.
40.5% are above or equal to 8/17 close (10 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.6% new highs, 0.8% new lows
21d: 6.6% new highs, 0.8% new lows
42d: 4.4% new highs, 0.3% new lows
63d: 4.0% new highs, 0.1% new lows
126d: 1.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.6% above, 12.4% below
3-day: 59.1% above, 40.9% below
4-day: 55.0% above, 45.0% below
5-day: 54.7% above, 45.3% below
8-day: 52.9% above, 47.1% below
10-day: 49.3% above, 50.7% below
20-day: 57.5% above, 42.5% below
50-day: 75.8% above, 24.2% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 1.09% Top=OVTI FSLR GLW INTC ALTR LRCX LLTC SWKS ….. MXIM JBL TRMB MRVL IPGP VECO QLGC SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): 0.98% Top=GNW LNC AXS TMK UNM PRU HIG TRV ….. CB MMC ALL CLGX CINF ORI AIG FNF=Bottom (Insurance)
META(28): 0.89% Top=AKS MCP CLF TIE EGO GG NEM PAAS ….. RGLD SCCO WLT STLD BTU WOR ACI ANR=Bottom (Metals & Mining)
TRAN(18): 0.85% Top=LCC CNW DAL EXPD CHRW CSX ALK GLNG ….. UAL JBHT LUV FDX KSU UPS TRN LSTR=Bottom (Transportation)
DISV(38): 0.73% Top=SAI CACI ACM JEC APOL KBR RRD URI ….. HRB PAYX ACTG SBAC CXW GPN WTW HMSY=Bottom (Diversified Services)
ENER(85): 0.71% Top=APC SWN SGY ERF CAM CHK HES NFX ….. EEP OII KEG CIE HAL HFC SE IOC=Bottom (Energy)
MANU(32): 0.69% Top=PNR ROK SPW DCI KMT ITW AME EMR ….. DOV AVY NDSN PPO ATI MTW TTC TEX=Bottom (Manufacturing)
FINA(56): 0.65% Top=SLM COF NYB JNS STI BPOP STT PFG ….. NDAQ RJF PSEC SCHW HCBK OCN RF KEY=Bottom (Banks/Financials)
CHEM(23): 0.60% Top=AGU CF HUN EMN PPG SMG ROC IFF ….. GRA POT WPZ VAL FMC ALB ASH PX=Bottom (Chemicals/Fertilizers)
HEAL(39): 0.58% Top=VAR BSX MDT WAT ESRX TMO XRAY LIFE ….. UNH WCG CFN EW WMGI CNC MAKO THC=Bottom (Health)
MATE(24): 0.57% Top=FWLT MDR OC PWR RSG SHW FAST MTZ ….. MDC PHM EXP LPX MTH LEN SPF DHI=Bottom (Materials & Construction)
CONS(53): 0.49% Top=UA ENR DECK NWL GIL CHD GT AVP ….. MAT BC RKT WMS CTB SCSS TPX FBHS=Bottom (Consumer)
LEIS(21): 0.47% Top=MGM MPEL WYNN LVS YUM DPZ DRI PCLN ….. MAR SBUX CCL HOT GET CAKE EAT ARCO=Bottom (Leisure)
RETA(66): 0.44% Top=DG SWY BBY WAG SPLS EBAY SKS KMX ….. JCP ASNA GPS EXPR GME CSTR NFLX GES=Bottom (Retail & Specialty Retail)
COSW(69): 0.43% Top=TTWO DDD CTXS N ADSK CDNS MDRX BR ….. IRM BSFT FFIV SFLY BIDU SINA EA FB=Bottom (Computer Software/Internet)
COHW(45): 0.29% Top=NIHD CMVT PCS HPQ NTAP IBM CTL NTGR ….. JDSU LEAP CIEN ARUN RVBD FNSR PLCM APKT=Bottom (Computer Hardware/Telecom)
REAL(53): 0.26% Top=BAM CYS CBG IVR SHO BPO LRY VNO ….. SKT HTS DDR PMT CPT AIV DLR O=Bottom (Real Estate)

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 9:42 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 7:48 am

PRE – Market Stats at 8:47 am ET
by daytrend on 20120831. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 498.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
20.3% of stocks are above yesterday’s high.
66.3% are above yesterday’s midpoint. (33.7% are below.)
2.0% are below yesterday’s low.
77.7% are inside yesterday’s range.
20.3% of stocks with today’s high > yesterday’s high. (79.7% less than).
2.0% of stocks with today’s low < yesterday’s low. (98.0% 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.
76.5% of stocks opened above yesterday’s close. (23.5% 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
76.5% of stocks are above yesterday’s close. (23.5% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.6% are up 3.5% or more. 0.0% are down 3.5% or more.
78.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.4%…>=90:7.8%…>=80:14.9%…>=50:48.4%…<=20:17.1%…<=10:5.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:54.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:64.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.3% above previous 1 highs, 2.0% below previous 1 lows
8.4% above previous 2 highs, 1.8% below previous 2 lows
6.6% above previous 3 highs, 1.2% below previous 3 lows
5.8% above previous 4 highs, 1.2% below previous 4 lows
5.4% above previous 5 highs, 1.0% below previous 5 lows
5.2% above previous 6 highs, 1.0% below previous 6 lows
4.6% above previous 7 highs, 1.0% below previous 7 lows
3.8% above previous 8 highs, 1.0% below previous 8 lows
3.4% above previous 9 highs, 1.0% below previous 9 lows
3.2% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.5% are above or equal to 8/30 close (1 days ago), 23.5% are below.
30.9% are above or equal to 8/29 close (2 days ago), 69.1% are below.
41.2% are above or equal to 8/28 close (3 days ago), 58.8% are below.
44.4% are above or equal to 8/27 close (4 days ago), 55.6% are below.
40.4% are above or equal to 8/24 close (5 days ago), 59.6% are below.
52.8% are above or equal to 8/23 close (6 days ago), 47.2% are below.
39.6% are above or equal to 8/22 close (7 days ago), 60.4% are below.
40.2% are above or equal to 8/21 close (8 days ago), 59.8% are below.
37.6% are above or equal to 8/20 close (9 days ago), 62.4% are below.
37.8% are above or equal to 8/17 close (10 days ago), 62.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.4% new highs, 0.4% new lows
21d: 2.4% new highs, 0.2% new lows
42d: 1.6% new highs, 0.2% new lows
63d: 1.6% new highs, 0.2% new lows
126d: 0.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.5% above, 23.5% below
3-day: 43.8% above, 56.2% below
4-day: 40.6% above, 59.4% below
5-day: 42.8% above, 57.2% below
8-day: 42.2% above, 57.8% below
10-day: 42.4% above, 57.6% below
20-day: 49.6% above, 50.4% below
50-day: 72.5% above, 27.5% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.22% Top=MCP CLF STLD ANR X BTU SSRI EGO ….. ABX RGLD TIE SWC CNX AUY SCCO AEM=Bottom (Metals & Mining)
ELEC(25): 1.10% Top=OVTI GLW FSLR SWKS IPGP NVDA CY TQNT ….. DLB A TEL ADI NXPI CREE TRMB JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(21): 0.68% Top=SAI JEC V PAYX CAR HTZ TYC ADS ….. GPN FIS WTW KBR MCO MAN HMSY RRD=Bottom (Diversified Services)
MATE(18): 0.56% Top=RYL KBH USG LEN PHM LPX MAS OC ….. TOL MDR PWR WM RSG DHI SPF FWLT=Bottom (Materials & Construction)
LEIS(17): 0.53% Top=MGM PCLN LVS WYNN YUM WYN MPEL SBUX ….. DNKN DRI MAR HOT DPZ CAKE CCL ARCO=Bottom (Leisure)
ENER(66): 0.52% Top=EOG KOG DVN SLB APA TSO CHK MPC ….. SD EPD OII APC HP RDC ESV SM=Bottom (Energy)
RETA(47): 0.52% Top=SPLS TGT KORS JCP NFLX BBY CVS AMZN ….. MW KR DLTR SWY GME BIG GES AEO=Bottom (Retail & Specialty Retail)
COHW(34): 0.47% Top=FIO LXK APKT NIHD SNDK RIMM ARUN CIEN ….. FNSR PCS AMX ADTN JDSU WDC VIP WIN=Bottom (Computer Hardware/Telecom)
COSW(37): 0.44% Top=FFIV DDD BIDU SINA SOHU VMW BR ATVI ….. MCRS YNDX CTXS IRM VCLK TIBX IGT FB=Bottom (Computer Software/Internet)
MANU(21): 0.40% Top=MTW JOY PH DE TEX CMI GE SWK ….. PCP DOV NDSN MHK AME ETN AGCO ATI=Bottom (Manufacturing)
TRAN(14): 0.37% Top=KSU CSX LCC UNP UPS DAL FDX LSTR ….. FDX LSTR CNW JBHT NSC ALK GLNG LUV=Bottom (Transportation)
FINA(45): 0.37% Top=CSE BAC STI MS JPM RF BEN WFC ….. DFS JEF BX BBT NDAQ FHN JNS EV=Bottom (Banks/Financials)
CHEM(17): 0.33% Top=POT CF MOS DD AGU HUN EMN FMC ….. APD WPZ GRA IFF MON PPG ALB ASH=Bottom (Chemicals/Fertilizers)
REAL(34): 0.27% Top=DLR CYS HTS SLG CBL ARR HCN CIT ….. MFA BAM HST CPT PSA DEI DRE GGP=Bottom (Real Estate)
CONS(30): 0.26% Top=AVP RKT COH PVH MAT GT LULU SEE ….. ENR NWL MWV TPX NKE BMS PG XRX=Bottom (Consumer)
INSU(25): 0.25% Top=GNW HIG AIG MBI PRU AXS ORI AON ….. PGR UNM LNC L AIZ BRO CNO CLGX=Bottom (Insurance)
HEAL(21): 0.08% Top=SIRO BSX UNH HOLX WLP THC LH SYK ….. UHS MDT HUM STJ HNT CI MR MAKO=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 8:47 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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