daytrend

09/28/2012

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

Closing Stats
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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
14.4% of stocks are above yesterday’s high.
49.2% are above yesterday’s midpoint. (50.8% are below.)
17.2% are below yesterday’s low.
68.3% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND
51.8% of stocks are above today’s open. (46.9% are below).
29.4% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
6.7% of stocks opened above yesterday’s close. (91.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN
32.7% of stocks are above yesterday’s close. (67.3% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 1.5% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.6%…>=90:3.9%…>=80:12.7%…>=50:40.2%…<=20:16.7%…<=10:8.4%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.9%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:48.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.4% above previous 1 highs, 17.2% below previous 1 lows
11.8% above previous 2 highs, 7.2% below previous 2 lows
6.2% above previous 3 highs, 7.2% below previous 3 lows
4.9% above previous 4 highs, 6.5% below previous 4 lows
3.5% above previous 5 highs, 6.4% below previous 5 lows
3.4% above previous 6 highs, 5.9% below previous 6 lows
3.3% above previous 7 highs, 5.9% below previous 7 lows
2.8% above previous 8 highs, 5.7% below previous 8 lows
2.4% above previous 9 highs, 5.5% below previous 9 lows
2.1% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.7% are above or equal to 9/27 close (1 days ago), 67.3% are below.
72.1% are above or equal to 9/26 close (2 days ago), 27.9% are below.
52.0% are above or equal to 9/25 close (3 days ago), 48.0% are below.
24.1% are above or equal to 9/24 close (4 days ago), 75.9% are below.
20.7% are above or equal to 9/21 close (5 days ago), 79.3% are below.
24.1% are above or equal to 9/20 close (6 days ago), 75.9% are below.
21.6% are above or equal to 9/19 close (7 days ago), 78.4% are below.
25.0% are above or equal to 9/18 close (8 days ago), 75.0% are below.
23.6% are above or equal to 9/17 close (9 days ago), 76.4% are below.
21.2% are above or equal to 9/14 close (10 days ago), 78.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.5% new highs, 9.2% new lows
21d: 3.3% new highs, 9.0% new lows
42d: 2.9% new highs, 3.1% new lows
63d: 2.5% new highs, 1.6% new lows
126d: 2.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.3% above, 69.7% below
3-day: 55.2% above, 44.8% below
4-day: 54.6% above, 45.4% below
5-day: 41.0% above, 59.0% below
8-day: 26.6% above, 73.4% below
10-day: 25.1% above, 74.9% below
20-day: 37.7% above, 62.3% below
50-day: 63.9% above, 36.1% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.17% Top=MDRX FB CERN YNDX JIVE ET BIDU AOL ….. TTWO TNGO VCLK FTNT DDD SPLK QLIK NOW=Bottom (Computer Software/Internet)
MANU(40): -0.10% Top=PNR CFX AGCO PPO ATU SPW ROK AVY ….. TKR AME KMT RS MTW ATI CRS JOY=Bottom (Manufacturing)
HEAL(39): -0.18% Top=EW BSX DVA HNT CYH LH CNC ZMH ….. CFN WAT THC TMO UNH ALGN ESRX MAKO=Bottom (Health)
RETA(70): -0.23% Top=GNC TFM GPS FDO BBBY HD ASNA CAB ….. FL EBAY SHLD GES OMX NFLX BBY ARO=Bottom (Retail & Specialty Retail)
REAL(68): -0.23% Top=DLR MTGE TWO NCT VTR ARR PMT ACC ….. UDR CLI OFC DRH BPO CBL BAM PDM=Bottom (Real Estate)
INSU(32): -0.23% Top=AFG HIG TMK GNW AIZ MMC WSH AFL ….. CLGX PRU CNO UNM MBI PL PGR AGO=Bottom (Insurance)
CONS(51): -0.29% Top=COH LF NUS HAS LEG SCSS DECK RKT ….. AVP HAR WWW FBHS FOSL GT PAY TPX=Bottom (Consumer)
CHEM(24): -0.37% Top=FUL EMN CYT CF ALB AGU APD IPI ….. CE GRA HUN SIAL DD ASH VAL TROX=Bottom (Chemicals/Fertilizers)
ENER(92): -0.41% Top=SM CRK CLR OAS EPB VLO KMP WLL ….. HOS PWE BBG SPN KEG DNR LUFK HLX=Bottom (Energy)
LEIS(23): -0.44% Top=PENN GET MPEL CAKE PNRA ARCO WYNN EAT ….. H LVS WYN MAR MGM MCD PCLN YUM=Bottom (Leisure)
FINA(71): -0.44% Top=JNS HCBK FRC CSE MTB AXP NYB LAZ ….. HBHC BX FMER BAC BNS CRBC FII ACAS=Bottom (Banks/Financials)
DISV(40): -0.63% Top=SBAC MELI MYGN ACM FISV TYC PAYX V ….. CAR HTZ FIS WTW MAN URI RBA GPN=Bottom (Diversified Services)
META(30): -0.88% Top=RGLD KGC EGO MCP AEM SCCO TRQ NUE ….. EXK CLF PAAS WOR WLT SSRI SWC ANR=Bottom (Metals & Mining)
TRAN(26): -0.99% Top=LCC UAL TOO CNW UNP GLNG UPS DAL ….. ODFL KSU GWR SAVE CSX JBHT TRN SWFT=Bottom (Transportation)
MATE(26): -1.16% Top=CLH WCN FWLT RSG FAST WM SHW PWR ….. OC TOL EXP SPF RYL MLM USG LPX=Bottom (Materials & Construction)
COHW(43): -1.25% Top=RIMM CSCO VIP EQIX ARUN IBM LVLT CBB ….. PLCM BRCD LXK JDSU JNPR PANW FNSR ADTN=Bottom (Computer Hardware/Telecom)
ELEC(48): -1.59% Top=GTAT SPRD NVDA LRCX ROP ONNN A KLAC ….. CY CRUS IDTI INVN TQNT DLB FSLR QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 2:44 pm

Market Stats at 3:43 pm ET
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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
12.8% of stocks are above yesterday’s high.
48.6% are above yesterday’s midpoint. (51.4% are below.)
16.2% are below yesterday’s low.
71.0% are inside yesterday’s range.
32.5% of stocks with today’s high > yesterday’s high. (67.5% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND
49.6% of stocks are above today’s open. (48.7% are below).
27.3% of stocks are above today’s open and yesterday’s close.
47.6% are below both.
6.7% of stocks opened above yesterday’s close. (91.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.4% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
57.7% are in the top half. 42.3% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
29.8% of stocks are above yesterday’s close. (70.2% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 1.6% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.5%…>=90:3.6%…>=80:10.7%…>=50:38.6%…<=20:17.3%…<=10:8.0%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:36.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:48.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.8% above previous 1 highs, 16.2% below previous 1 lows
10.6% above previous 2 highs, 7.0% below previous 2 lows
4.6% above previous 3 highs, 6.9% below previous 3 lows
3.8% above previous 4 highs, 5.9% below previous 4 lows
2.8% above previous 5 highs, 5.8% below previous 5 lows
2.8% above previous 6 highs, 5.2% below previous 6 lows
2.5% above previous 7 highs, 5.2% below previous 7 lows
2.4% above previous 8 highs, 5.0% below previous 8 lows
2.1% above previous 9 highs, 5.0% below previous 9 lows
2.1% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.8% are above or equal to 9/27 close (1 days ago), 70.2% are below.
71.0% are above or equal to 9/26 close (2 days ago), 29.0% are below.
51.9% are above or equal to 9/25 close (3 days ago), 48.1% are below.
23.7% are above or equal to 9/24 close (4 days ago), 76.3% are below.
20.1% are above or equal to 9/21 close (5 days ago), 79.9% are below.
23.9% are above or equal to 9/20 close (6 days ago), 76.1% are below.
21.2% are above or equal to 9/19 close (7 days ago), 78.8% are below.
25.3% are above or equal to 9/18 close (8 days ago), 74.7% are below.
23.0% are above or equal to 9/17 close (9 days ago), 77.0% are below.
20.6% are above or equal to 9/14 close (10 days ago), 79.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.4% new highs, 8.9% new lows
21d: 3.1% new highs, 8.8% new lows
42d: 2.8% new highs, 3.1% new lows
63d: 2.4% new highs, 1.6% new lows
126d: 2.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.3% above, 71.7% below
3-day: 55.0% above, 45.0% below
4-day: 51.9% above, 48.1% below
5-day: 38.6% above, 61.4% below
8-day: 25.8% above, 74.2% below
10-day: 24.5% above, 75.5% below
20-day: 36.3% above, 63.7% below
50-day: 63.6% above, 36.4% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.16% Top=MDRX FB CERN YNDX JIVE ET BIDU CTSH ….. TRI VCLK FFIV SPLK DDD QLIK FTNT NOW=Bottom (Computer Software/Internet)
MANU(40): -0.14% Top=PNR CFX AGCO PPO ATU ROK SPW CLC ….. CMI KMT XYL ATI MTW CRS RS JOY=Bottom (Manufacturing)
REAL(68): -0.18% Top=DLR MTGE TWO DFT NNN VTR PMT SNH ….. KRC CBL OFC BPO DRH CBG PDM BAM=Bottom (Real Estate)
CONS(51): -0.24% Top=LF COH NUS PKG SCSS HAS LEG RKT ….. HAR WWW AVP FBHS FOSL GT TPX PAY=Bottom (Consumer)
HEAL(39): -0.26% Top=EW HNT CYH HCA DVA LH CNC ZMH ….. WAT CFN BKD TMO UNH ALGN MAKO ESRX=Bottom (Health)
RETA(70): -0.27% Top=GNC TFM GPS BBBY FDO HD CAB SIG ….. EXPR FL EBAY GES SHLD BBY NFLX ARO=Bottom (Retail & Specialty Retail)
INSU(32): -0.32% Top=AFG HIG WRB LNC AIZ MMC AFL CB ….. PRU CLGX VR UNM PL PGR MBI AGO=Bottom (Insurance)
LEIS(23): -0.45% Top=GET CAKE PENN MPEL PNRA WYNN EAT CCL ….. EXPE LVS WYN MAR MGM MCD PCLN YUM=Bottom (Leisure)
ENER(92): -0.46% Top=CRK SM CLR OAS HK EPB ROSE VLO ….. BBG PDS KEG SPN LUFK PWE HLX DNR=Bottom (Energy)
CHEM(24): -0.50% Top=FUL EMN CF CYT AGU ALB IPI MOS ….. SIAL GRA CE ASH DD HUN VAL TROX=Bottom (Chemicals/Fertilizers)
FINA(71): -0.55% Top=CSE HCBK MTB FRC PHH AXP JNS USB ….. CIT CRBC JEF BX BAC BNS FII ACAS=Bottom (Banks/Financials)
DISV(40): -0.61% Top=SBAC MELI MYGN FISV ACM HMSY PAYX ADS ….. CAR HTZ FIS MAN WTW URI RBA GPN=Bottom (Diversified Services)
META(30): -0.84% Top=RGLD MCP KGC EGO AEM SCCO TIE AUY ….. EXK ACI SSRI BTU CLF WLT SWC ANR=Bottom (Metals & Mining)
TRAN(26): -1.03% Top=LCC CNW UAL TOO UNP UPS NSC SAVE ….. JBHT CP CNI GWR KSU CSX TRN SWFT=Bottom (Transportation)
MATE(26): -1.17% Top=CLH FWLT RSG WCN FAST WM PWR MDR ….. OC TOL RYL SPF EXP MLM USG LPX=Bottom (Materials & Construction)
COHW(43): -1.23% Top=RIMM CSCO EQIX IBM ARUN LVLT AMT CBB ….. NIHD LXK CIEN JNPR JDSU PANW FNSR ADTN=Bottom (Computer Hardware/Telecom)
ELEC(48): -1.54% Top=GTAT SPRD NVDA LRCX GRMN SNPS A ROP ….. LSI IDTI TQNT DLB CRUS QLGC INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

Filed under: Market Stats — daytrend @ 2:03 pm

Market Stats at 3:03 pm ET
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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
14.9% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
14.8% are below yesterday’s low.
70.2% are inside yesterday’s range.
31.5% of stocks with today’s high > yesterday’s high. (68.5% less than).
47.6% of stocks with today’s low < yesterday’s low. (52.4% greater than).

EVIDENCE OF INTRADAY TREND
53.8% of stocks are above today’s open. (44.8% are below).
29.9% of stocks are above today’s open and yesterday’s close.
43.8% are below both.
6.7% of stocks opened above yesterday’s close. (91.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.8% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
66.1% are in the top half. 33.9% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
32.3% of stocks are above yesterday’s close. (67.7% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 1.4% are down 3.5% or more.
68.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:3.8%…>=80:12.4%…>=50:43.1%…<=20:16.0%…<=10:7.7%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:39.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.9% above previous 1 highs, 14.8% below previous 1 lows
12.8% above previous 2 highs, 6.7% below previous 2 lows
5.4% above previous 3 highs, 6.7% below previous 3 lows
4.0% above previous 4 highs, 5.9% below previous 4 lows
3.3% above previous 5 highs, 5.7% below previous 5 lows
3.3% above previous 6 highs, 5.0% below previous 6 lows
3.0% above previous 7 highs, 5.0% below previous 7 lows
2.8% above previous 8 highs, 5.0% below previous 8 lows
2.4% above previous 9 highs, 4.9% below previous 9 lows
2.4% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.3% are above or equal to 9/27 close (1 days ago), 67.7% are below.
73.5% are above or equal to 9/26 close (2 days ago), 26.5% are below.
55.8% are above or equal to 9/25 close (3 days ago), 44.2% are below.
26.0% are above or equal to 9/24 close (4 days ago), 74.0% are below.
21.0% are above or equal to 9/21 close (5 days ago), 79.0% are below.
24.7% are above or equal to 9/20 close (6 days ago), 75.3% are below.
22.2% are above or equal to 9/19 close (7 days ago), 77.8% are below.
25.4% are above or equal to 9/18 close (8 days ago), 74.6% are below.
23.1% are above or equal to 9/17 close (9 days ago), 76.9% are below.
20.6% are above or equal to 9/14 close (10 days ago), 79.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.3% new highs, 8.5% new lows
21d: 3.0% new highs, 8.4% new lows
42d: 2.6% new highs, 2.9% new lows
63d: 2.3% new highs, 1.5% new lows
126d: 1.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.8% above, 69.2% below
3-day: 58.9% above, 41.1% below
4-day: 56.9% above, 43.1% below
5-day: 44.0% above, 56.0% below
8-day: 28.1% above, 71.9% below
10-day: 26.6% above, 73.4% below
20-day: 38.2% above, 61.8% below
50-day: 64.2% above, 35.8% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.32% Top=MDRX FB CERN ET JIVE YNDX CTSH AOL ….. DDD FFIV TTWO TNGO FTNT QLIK SPLK NOW=Bottom (Computer Software/Internet)
REAL(68): -0.09% Top=MTGE DLR NNN O IVR TWO DFT SNH ….. KRC UDR HME PDM DRH BPO CBG BAM=Bottom (Real Estate)
HEAL(39): -0.09% Top=EW CYH HNT DVA HCA RMD LH ZMH ….. MDT HRC CFN BKD UNH ALGN ESRX MAKO=Bottom (Health)
INSU(32): -0.12% Top=AFG HIG AIZ LNC WRB CNO CB ACE ….. FNF CLGX VR UNM PL PGR MBI AGO=Bottom (Insurance)
MANU(40): -0.15% Top=PPO CFX ROK AGCO PNR ATU DE ITW ….. TEX KMT TKR ATI MTW CRS RS JOY=Bottom (Manufacturing)
CONS(51): -0.17% Top=LF COH NUS HAS PKG DECK RKT JAH ….. SEE OI AVP HAR FOSL TPX GT PAY=Bottom (Consumer)
RETA(70): -0.21% Top=GNC TFM GPS BBBY CAB SIG FDO LL ….. EBAY GES FL SKS SHLD NFLX BBY ARO=Bottom (Retail & Specialty Retail)
ENER(92): -0.35% Top=CRK SM SFY OAS CLR PDCE FST ROSE ….. BHI KEG HLX PDS LUFK DNR SPN PWE=Bottom (Energy)
DISV(40): -0.43% Top=SBAC MELI MYGN FISV SAI HMSY ADS V ….. JEC FIS MAN WTW HTZ URI RBA GPN=Bottom (Diversified Services)
LEIS(23): -0.43% Top=GET CAKE PNRA WYNN MPEL PENN EAT ARCO ….. EXPE LVS WYN MGM MAR PCLN MCD YUM=Bottom (Leisure)
CHEM(24): -0.44% Top=EMN CYT CF FUL AGU ALB IPI MOS ….. SIAL FMC DD VAL ASH HUN GRA TROX=Bottom (Chemicals/Fertilizers)
FINA(71): -0.53% Top=HCBK MTB PHH AXP DFS USB CSE NYB ….. ICE CIT BAC BX JEF FII BNS ACAS=Bottom (Banks/Financials)
TRAN(26): -0.96% Top=LCC TOO UAL CNW UNP UPS GLNG TDW ….. CP ODFL KSU CNI CSX GWR TRN SWFT=Bottom (Transportation)
COHW(43): -0.99% Top=RIMM CSCO EQIX VIP LVLT IBM ARUN SNDK ….. WDC CIEN JDSU JNPR APKT PANW FNSR ADTN=Bottom (Computer Hardware/Telecom)
META(30): -1.00% Top=RGLD MCP KGC AEM EGO SCCO TIE NUE ….. ACI PAAS SSRI AUQ WLT CLF SWC ANR=Bottom (Metals & Mining)
MATE(26): -1.13% Top=FWLT CLH FAST RSG WM WCN MDR PWR ….. RYL TOL OC SPF EXP MLM LPX USG=Bottom (Materials & Construction)
ELEC(48): -1.22% Top=GTAT SPRD NVDA PMCS LRCX A SNPS KLAC ….. ATML CRUS DLB LSI TQNT QLGC INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 3:03 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:41 pm

Market Stats at 2:40 pm ET
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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
14.6% of stocks are above yesterday’s high.
52.5% are above yesterday’s midpoint. (47.5% are below.)
14.6% are below yesterday’s low.
70.9% are inside yesterday’s range.
30.9% of stocks with today’s high > yesterday’s high. (69.1% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND
52.3% of stocks are above today’s open. (46.7% are below).
30.2% of stocks are above today’s open and yesterday’s close.
45.6% are below both.
6.7% of stocks opened above yesterday’s close. (91.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.3% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN
32.2% of stocks are above yesterday’s close. (67.8% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.9% are up 3.5% or more. 1.3% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.6%…>=90:3.8%…>=80:12.1%…>=50:42.3%…<=20:16.3%…<=10:8.2%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:39.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:48.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.6% above previous 1 highs, 14.6% below previous 1 lows
12.2% above previous 2 highs, 6.3% below previous 2 lows
5.4% above previous 3 highs, 6.2% below previous 3 lows
4.1% above previous 4 highs, 5.2% below previous 4 lows
2.8% above previous 5 highs, 4.8% below previous 5 lows
2.8% above previous 6 highs, 4.4% below previous 6 lows
2.4% above previous 7 highs, 4.4% below previous 7 lows
2.3% above previous 8 highs, 4.4% below previous 8 lows
2.0% above previous 9 highs, 4.4% below previous 9 lows
2.0% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.2% are above or equal to 9/27 close (1 days ago), 67.8% are below.
73.4% are above or equal to 9/26 close (2 days ago), 26.6% are below.
54.8% are above or equal to 9/25 close (3 days ago), 45.2% are below.
26.1% are above or equal to 9/24 close (4 days ago), 73.9% are below.
21.0% are above or equal to 9/21 close (5 days ago), 79.0% are below.
24.4% are above or equal to 9/20 close (6 days ago), 75.6% are below.
22.7% are above or equal to 9/19 close (7 days ago), 77.3% are below.
25.3% are above or equal to 9/18 close (8 days ago), 74.7% are below.
23.2% are above or equal to 9/17 close (9 days ago), 76.8% are below.
20.4% are above or equal to 9/14 close (10 days ago), 79.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.0% new highs, 8.5% new lows
21d: 2.8% new highs, 8.4% new lows
42d: 2.4% new highs, 2.9% new lows
63d: 2.0% new highs, 1.5% new lows
126d: 1.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 31.2% above, 68.8% below
3-day: 57.8% above, 42.2% below
4-day: 56.2% above, 43.8% below
5-day: 43.3% above, 56.7% below
8-day: 28.1% above, 71.9% below
10-day: 26.5% above, 73.5% below
20-day: 38.1% above, 61.9% below
50-day: 64.1% above, 35.9% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.17% Top=MDRX FB CERN YNDX ET JIVE AOL CTSH ….. SINA FFIV SWI TNGO QLIK FTNT SPLK NOW=Bottom (Computer Software/Internet)
HEAL(39): -0.07% Top=EW HCA CYH HNT DVA HMA ZMH VAR ….. HRC WAT MDT BKD UNH ALGN ESRX MAKO=Bottom (Health)
INSU(32): -0.08% Top=HIG AFG LNC AIZ WRB CNO GNW AFL ….. VR CLGX PL UNM MBI FNF PGR AGO=Bottom (Insurance)
REAL(68): -0.09% Top=MTGE DLR NNN IVR O TWO DFT OHI ….. SLG BXP CBG UDR HME DRH BPO BAM=Bottom (Real Estate)
MANU(40): -0.11% Top=PNR PPO AGCO CFX ROK ATU DE CLC ….. TEX KMT XYL MTW ATI CRS RS JOY=Bottom (Manufacturing)
CONS(51): -0.23% Top=LF COH NUS DECK HAS RKT PKG JAH ….. OI HAR PBI FNP FOSL TPX GT PAY=Bottom (Consumer)
RETA(70): -0.31% Top=GNC FDO GPS BBBY SIG TFM LL HD ….. EBAY GES SHLD FL FIVE NFLX ARO BBY=Bottom (Retail & Specialty Retail)
ENER(92): -0.33% Top=CRK SM OAS SFY CLR ROSE CIE WLL ….. LUFK PDS HLX KEG MMR DNR PWE SPN=Bottom (Energy)
LEIS(23): -0.39% Top=GET CAKE MPEL PNRA WYNN PENN EAT CCL ….. EXPE LVS MGM WYN MAR PCLN MCD YUM=Bottom (Leisure)
CHEM(24): -0.42% Top=EMN CYT CF AGU IPI ROC ALB MOS ….. SIAL ASH DD VAL HUN GRA FMC TROX=Bottom (Chemicals/Fertilizers)
DISV(40): -0.44% Top=MELI SBAC MYGN FISV HMSY V SAI ADS ….. TMH FIS MAN HTZ URI WTW RBA GPN=Bottom (Diversified Services)
FINA(71): -0.48% Top=MTB HCBK DFS PHH AXP USB CSE FITB ….. ICE FMER BAC CRBC JEF BNS FII ACAS=Bottom (Banks/Financials)
META(30): -0.79% Top=RGLD KGC MCP AEM EGO SCCO NUE AUY ….. PAAS FCX SWC AUQ ACI WLT ANR CLF=Bottom (Metals & Mining)
TRAN(26): -0.93% Top=LCC CNW TOO UAL UNP UPS WERN ALK ….. CP KSU EXPD ODFL CSX GWR TRN SWFT=Bottom (Transportation)
MATE(26): -1.04% Top=FWLT CLH FAST RSG WM PWR WCN MDR ….. KBH SPF TOL OC MLM EXP LPX USG=Bottom (Materials & Construction)
COHW(43): -1.08% Top=RIMM CSCO EQIX VIP LVLT IBM ARUN SNDK ….. NIHD JDSU APKT JNPR CIEN PANW FNSR ADTN=Bottom (Computer Hardware/Telecom)
ELEC(48): -1.30% Top=GTAT SPRD NVDA PMCS LRCX NXPI A SNPS ….. DLB LSI ATML TQNT CRUS QLGC INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

Filed under: Market Stats — daytrend @ 1:18 pm

Market Stats at 2:18 pm ET
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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
16.0% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
13.7% are below yesterday’s low.
70.4% are inside yesterday’s range.
30.9% of stocks with today’s high > yesterday’s high. (69.1% less than).
47.0% of stocks with today’s low < yesterday’s low. (53.0% greater than).

EVIDENCE OF INTRADAY TREND
55.3% of stocks are above today’s open. (43.2% are below).
31.7% of stocks are above today’s open and yesterday’s close.
42.3% are below both.
6.7% of stocks opened above yesterday’s close. (91.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.7% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
70.4% are in the top half. 29.6% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN
34.0% of stocks are above yesterday’s close. (66.0% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 1.1% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.5%…>=90:3.5%…>=80:12.6%…>=50:43.6%…<=20:15.8%…<=10:7.4%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:40.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:50.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.0% above previous 1 highs, 13.7% below previous 1 lows
12.9% above previous 2 highs, 6.2% below previous 2 lows
5.2% above previous 3 highs, 6.2% below previous 3 lows
4.3% above previous 4 highs, 5.3% below previous 4 lows
3.1% above previous 5 highs, 5.0% below previous 5 lows
3.1% above previous 6 highs, 4.5% below previous 6 lows
2.6% above previous 7 highs, 4.5% below previous 7 lows
2.5% above previous 8 highs, 4.5% below previous 8 lows
2.1% above previous 9 highs, 4.4% below previous 9 lows
2.1% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.0% are above or equal to 9/27 close (1 days ago), 66.0% are below.
75.5% are above or equal to 9/26 close (2 days ago), 24.5% are below.
57.4% are above or equal to 9/25 close (3 days ago), 42.6% are below.
26.8% are above or equal to 9/24 close (4 days ago), 73.2% are below.
21.5% are above or equal to 9/21 close (5 days ago), 78.5% are below.
25.0% are above or equal to 9/20 close (6 days ago), 75.0% are below.
23.2% are above or equal to 9/19 close (7 days ago), 76.8% are below.
26.3% are above or equal to 9/18 close (8 days ago), 73.7% are below.
23.9% are above or equal to 9/17 close (9 days ago), 76.1% are below.
20.9% are above or equal to 9/14 close (10 days ago), 79.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.0% new highs, 8.3% new lows
21d: 2.8% new highs, 8.2% new lows
42d: 2.4% new highs, 2.9% new lows
63d: 2.0% new highs, 1.5% new lows
126d: 1.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.5% above, 67.5% below
3-day: 61.2% above, 38.8% below
4-day: 60.2% above, 39.8% below
5-day: 44.3% above, 55.7% below
8-day: 28.3% above, 71.7% below
10-day: 26.3% above, 73.7% below
20-day: 39.1% above, 60.9% below
50-day: 64.6% above, 35.4% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.24% Top=MDRX FB CERN YNDX ET JIVE ROVI CTSH ….. FFIV SWI TTWO TNGO FTNT QLIK SPLK NOW=Bottom (Computer Software/Internet)
INSU(32): 0.06% Top=HIG AFG CNO AIZ LNC WRB AFL MMC ….. CLGX AON FNF PL UNM PGR MBI AGO=Bottom (Insurance)
REAL(68): 0.04% Top=MTGE NNN DLR OHI O IVR DFT SNH ….. SLG KRC UDR CBG DRH HME BPO BAM=Bottom (Real Estate)
MANU(40): -0.10% Top=PNR PPO ROK ATU AGCO DE ITW CFX ….. AME KMT MTW XYL CRS ATI RS JOY=Bottom (Manufacturing)
CONS(51): -0.16% Top=LF COH NUS HAS DECK RKT PKG JAH ….. FBHS PBI CROX FOSL FNP TPX GT PAY=Bottom (Consumer)
HEAL(39): -0.18% Top=EW HCA CYH VAR DVA ZMH HMA HNT ….. WAT HRC MDT BKD ALGN UNH ESRX MAKO=Bottom (Health)
ENER(92): -0.26% Top=CRK SM OAS SFY CLR HK PXP ROSE ….. HLX BBG KEG DNR PDS PWE MMR SPN=Bottom (Energy)
RETA(70): -0.29% Top=GNC FDO GPS BBBY SIG TFM HD CAB ….. EBAY FL FIVE ARO GES EXPR NFLX BBY=Bottom (Retail & Specialty Retail)
FINA(71): -0.35% Top=HCBK MTB DFS AXP USB FITB PHH TCB ….. CIT FMER ARCC CRBC JEF FII BNS ACAS=Bottom (Banks/Financials)
LEIS(23): -0.38% Top=GET CAKE PENN WYNN MPEL PNRA CCL EAT ….. MAR DNKN WYN LVS MGM PCLN YUM MCD=Bottom (Leisure)
CHEM(24): -0.41% Top=EMN CYT CF AGU IPI MOS ALB ROC ….. FUL HUN SIAL DD GRA VAL FMC TROX=Bottom (Chemicals/Fertilizers)
DISV(40): -0.44% Top=MELI SBAC MYGN FISV SAI ADS V TYC ….. HTZ MAN FIS TMH WTW URI RBA GPN=Bottom (Diversified Services)
MATE(26): -0.83% Top=FWLT FAST PWR RSG WM WCN CLH MDR ….. MAS KBH TOL SPF OC EXP MLM USG=Bottom (Materials & Construction)
TRAN(26): -0.92% Top=LCC CNW UAL TOO UNP GLNG UPS TDW ….. FDX CNI ODFL KSU CSX GWR SWFT TRN=Bottom (Transportation)
COHW(43): -0.95% Top=RIMM CSCO EQIX LVLT ARUN VIP SNDK IBM ….. APKT LXK JDSU JNPR PANW CIEN FNSR ADTN=Bottom (Computer Hardware/Telecom)
META(30): -0.96% Top=RGLD KGC AEM SCCO NUE MCP EGO WOR ….. SSRI BTU SWC PAAS ACI CLF WLT ANR=Bottom (Metals & Mining)
ELEC(48): -1.21% Top=GTAT SPRD NVDA PMCS LRCX NXPI A KLAC ….. ATML DLB CY CRUS TQNT QLGC INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 2:18 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:24 pm

Market Stats at 1:23 pm ET
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 797.

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
12.8% of stocks are above yesterday’s high.
50.6% are above yesterday’s midpoint. (49.4% are below.)
13.7% are below yesterday’s low.
73.5% are inside yesterday’s range.
23.1% of stocks with today’s high > yesterday’s high. (76.9% less than).
46.8% of stocks with today’s low < yesterday’s low. (53.2% greater than).

EVIDENCE OF INTRADAY TREND
51.9% of stocks are above today’s open. (46.0% are below).
26.0% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
6.8% of stocks opened above yesterday’s close. (91.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.8% of stocks are in the top 10% of today’s range.
32.6% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
8.3% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
28.6% of stocks are above yesterday’s close. (71.4% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
0.8% are up 3.5% or more. 0.9% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:3.0%…>=80:10.0%…>=50:40.5%…<=20:16.9%…<=10:8.3%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.8% above previous 1 highs, 13.7% below previous 1 lows
10.9% above previous 2 highs, 5.3% below previous 2 lows
4.6% above previous 3 highs, 5.0% below previous 3 lows
3.8% above previous 4 highs, 4.5% below previous 4 lows
2.9% above previous 5 highs, 4.4% below previous 5 lows
2.8% above previous 6 highs, 3.9% below previous 6 lows
2.4% above previous 7 highs, 3.9% below previous 7 lows
2.1% above previous 8 highs, 3.8% below previous 8 lows
1.8% above previous 9 highs, 3.8% below previous 9 lows
1.8% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.6% are above or equal to 9/27 close (1 days ago), 71.4% are below.
73.1% are above or equal to 9/26 close (2 days ago), 26.9% are below.
54.2% are above or equal to 9/25 close (3 days ago), 45.8% are below.
24.3% are above or equal to 9/24 close (4 days ago), 75.7% are below.
20.7% are above or equal to 9/21 close (5 days ago), 79.3% are below.
23.3% are above or equal to 9/20 close (6 days ago), 76.7% are below.
22.6% are above or equal to 9/19 close (7 days ago), 77.4% are below.
25.2% are above or equal to 9/18 close (8 days ago), 74.8% are below.
23.2% are above or equal to 9/17 close (9 days ago), 76.8% are below.
19.4% are above or equal to 9/14 close (10 days ago), 80.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 8.2% new lows
21d: 2.4% new highs, 8.0% new lows
42d: 2.1% new highs, 2.8% new lows
63d: 1.9% new highs, 1.4% new lows
126d: 1.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.7% above, 73.3% below
3-day: 57.5% above, 42.5% below
4-day: 55.6% above, 44.4% below
5-day: 41.0% above, 59.0% below
8-day: 26.5% above, 73.5% below
10-day: 25.1% above, 74.9% below
20-day: 37.5% above, 62.5% below
50-day: 65.0% above, 35.0% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.18% Top=MDRX FB CERN JIVE YNDX ET CTSH AOL ….. VCLK SINA TNGO FTNT QLIK NOW TTWO SPLK=Bottom (Computer Software/Internet)
REAL(68): 0.07% Top=DLR MTGE NNN DFT MFA PMT OHI TWO ….. MAC SLG UDR CBG DRH HME BPO BAM=Bottom (Real Estate)
INSU(32): -0.16% Top=HIG AFG LNC AIZ MMC WRB TMK AFL ….. AON VR FNF PGR UNM PL MBI AGO=Bottom (Insurance)
MANU(40): -0.20% Top=PNR CFX ATU ROK DE PPO ITW GDI ….. DRC CMI TEX MTW ATI CRS RS JOY=Bottom (Manufacturing)
CONS(51): -0.26% Top=LF COH NUS HAS PKG DECK RKT JAH ….. AVP TPX FNP TWI GT OI FOSL PAY=Bottom (Consumer)
RETA(70): -0.29% Top=GNC GPS FDO LL BBBY BIG TFM FINL ….. FL EBAY ARO GME EXPR GES NFLX BBY=Bottom (Retail & Specialty Retail)
HEAL(39): -0.37% Top=EW CYH HCA VAR HMA DVA ZMH LH ….. WCG HOLX MDT BKD UNH ALGN ESRX MAKO=Bottom (Health)
FINA(71): -0.41% Top=MTB HCBK DFS USB AXP CSE FITB BBT ….. BAC GS CIT ARCC JEF FII BNS ACAS=Bottom (Banks/Financials)
DISV(40): -0.47% Top=SBAC MELI MYGN FISV SAI DV HMSY ADS ….. HTZ MAN JEC URI TMH WTW RBA GPN=Bottom (Diversified Services)
LEIS(23): -0.50% Top=GET WYNN CAKE PENN CCL MPEL PNRA EXPE ….. SBUX MAR LVS WYN MGM PCLN YUM MCD=Bottom (Leisure)
ENER(92): -0.51% Top=SM CRK CLR OAS SFY HK CIE ROSE ….. MMR DNR HLX BBG PWE BAS SPN PDS=Bottom (Energy)
CHEM(24): -0.57% Top=CF EMN CYT ROC MON MOS ALB AGU ….. VAL GRA DD CE FUL HUN FMC TROX=Bottom (Chemicals/Fertilizers)
COHW(44): -0.82% Top=RIMM FTR CSCO LVLT ARUN EQIX IBM SNDK ….. JDSU PANW LXK APKT JNPR CIEN FNSR ADTN=Bottom (Computer Hardware/Telecom)
MATE(26): -0.89% Top=FWLT FAST PWR WCN RSG LPX WM CLH ….. DAR DHI TOL SPF OC EXP MLM USG=Bottom (Materials & Construction)
TRAN(26): -0.96% Top=LCC CNW TOO UAL UNP UPS GLNG LUV ….. FDX GWR JBHT DAL KSU SWFT ODFL TRN=Bottom (Transportation)
META(30): -1.14% Top=RGLD KGC AEM EGO AUY NUE ABX IAG ….. FCX TRQ BTU SSRI WLT CLF ACI ANR=Bottom (Metals & Mining)
ELEC(48): -1.22% Top=GTAT SPRD NVDA PMCS LRCX JBL SNPS ROP ….. CY IDTI DLB LSI TQNT QLGC FSLR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:23 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:05 pm

Market Stats at 1:04 pm ET
by daytrend on 20120928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 797.

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
12.0% of stocks are above yesterday’s high.
49.2% are above yesterday’s midpoint. (50.8% are below.)
13.2% are below yesterday’s low.
74.8% are inside yesterday’s range.
22.7% of stocks with today’s high > yesterday’s high. (77.3% less than).
46.3% of stocks with today’s low < yesterday’s low. (53.7% greater than).

EVIDENCE OF INTRADAY TREND
51.8% of stocks are above today’s open. (46.4% are below).
26.3% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
6.8% of stocks opened above yesterday’s close. (91.1% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
16.9% of stocks are in the top 10% of today’s range.
30.2% are in the top 20%.
67.8% are in the top half. 32.2% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN
28.0% of stocks are above yesterday’s close. (72.0% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 0.5% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:3.0%…>=80:9.5%…>=50:39.9%…<=20:17.1%…<=10:8.3%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:38.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.0% above previous 1 highs, 13.2% below previous 1 lows
10.2% above previous 2 highs, 5.8% below previous 2 lows
4.3% above previous 3 highs, 5.6% below previous 3 lows
3.6% above previous 4 highs, 5.1% below previous 4 lows
2.9% above previous 5 highs, 5.0% below previous 5 lows
2.8% above previous 6 highs, 4.4% below previous 6 lows
2.4% above previous 7 highs, 4.4% below previous 7 lows
2.1% above previous 8 highs, 4.4% below previous 8 lows
1.8% above previous 9 highs, 4.4% below previous 9 lows
1.8% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.0% are above or equal to 9/27 close (1 days ago), 72.0% are below.
73.3% are above or equal to 9/26 close (2 days ago), 26.7% are below.
54.2% are above or equal to 9/25 close (3 days ago), 45.8% are below.
23.0% are above or equal to 9/24 close (4 days ago), 77.0% are below.
20.2% are above or equal to 9/21 close (5 days ago), 79.8% are below.
23.6% are above or equal to 9/20 close (6 days ago), 76.4% are below.
22.2% are above or equal to 9/19 close (7 days ago), 77.8% are below.
25.2% are above or equal to 9/18 close (8 days ago), 74.8% are below.
22.7% are above or equal to 9/17 close (9 days ago), 77.3% are below.
19.9% are above or equal to 9/14 close (10 days ago), 80.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 8.2% new lows
21d: 2.4% new highs, 8.0% new lows
42d: 2.1% new highs, 2.8% new lows
63d: 1.9% new highs, 1.4% new lows
126d: 1.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.9% above, 73.1% below
3-day: 57.1% above, 42.9% below
4-day: 53.7% above, 46.3% below
5-day: 40.7% above, 59.3% below
8-day: 25.6% above, 74.4% below
10-day: 25.0% above, 75.0% below
20-day: 37.8% above, 62.2% below
50-day: 64.5% above, 35.5% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(73): 0.18% Top=MDRX FB CERN JIVE ET YNDX CTSH BIDU ….. NOW SINA VCLK QLIK FTNT TNGO TTWO SPLK=Bottom (Computer Software/Internet)
REAL(68): -0.04% Top=MTGE NNN DLR TWO DFT MFA PMT OHI ….. DRH UDR KRC SLG MAC HME BPO BAM=Bottom (Real Estate)
MANU(40): -0.20% Top=PNR CFX ATU DE ROK AGCO ITW SPW ….. KMT CMI TEX ATI CRS MTW RS JOY=Bottom (Manufacturing)
INSU(32): -0.22% Top=HIG AFG LNC AIZ MET AFL MMC TMK ….. FNF AON UNM PGR GNW PL MBI AGO=Bottom (Insurance)
RETA(70): -0.31% Top=GNC GPS BIG BBBY LL FDO LINTA TFM ….. FL GME ARO EXPR TSCO GES NFLX BBY=Bottom (Retail & Specialty Retail)
CONS(51): -0.36% Top=COH LF NUS HAS PKG RKT JAH DECK ….. PBI AVP TPX FNP FOSL OI GT PAY=Bottom (Consumer)
FINA(71): -0.37% Top=HCBK MTB CSE DFS AXP USB BBT FITB ….. HBHC BAC CIT ARCC JEF ACAS FII BNS=Bottom (Banks/Financials)
HEAL(39): -0.42% Top=EW HCA CYH VAR ZMH DVA HMA LH ….. XRAY CFN MDT ALGN UNH BKD MAKO ESRX=Bottom (Health)
DISV(40): -0.45% Top=SBAC MELI MYGN FISV HMSY ADS SAI LPS ….. HTZ MAN TMH JEC URI RBA WTW GPN=Bottom (Diversified Services)
LEIS(23): -0.49% Top=GET CAKE PENN WYNN MPEL EXPE HOT PNRA ….. SBUX MAR MGM LVS WYN PCLN YUM MCD=Bottom (Leisure)
CHEM(24): -0.57% Top=CF EMN CYT MON AGU MOS ROC APD ….. SIAL VAL DD GRA FUL HUN FMC TROX=Bottom (Chemicals/Fertilizers)
ENER(92): -0.57% Top=SM CRK OAS HK CLR SFY CIE KMP ….. HAL MMR KEG BBG BAS PWE PDS SPN=Bottom (Energy)
COHW(44): -0.66% Top=RIMM FTR CSCO ARUN LVLT EQIX SNDK IBM ….. NIHD JNPR WDC APKT JDSU CIEN FNSR ADTN=Bottom (Computer Hardware/Telecom)
MATE(26): -0.92% Top=FWLT RSG PWR FAST WCN LPX WM CLH ….. DAR DHI TOL EXP SPF MLM OC USG=Bottom (Materials & Construction)
TRAN(26): -0.99% Top=CNW LCC TOO UAL UNP UPS GLNG CHRW ….. FDX SWFT KSU GWR JBHT ODFL DAL TRN=Bottom (Transportation)
ELEC(48): -1.12% Top=GTAT SPRD NVDA PMCS LRCX SWKS ROP JBL ….. IDTI CY DLB QLGC LSI FSLR INVN TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): -1.16% Top=RGLD KGC AEM EGO IAG AUY MCP NUE ….. SSRI FCX TRQ BTU WLT CLF ACI ANR=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:04 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

09/27/2012

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

Closing Stats
by daytrend on 20120927. 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.

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

COMPARED TO YESTERDAY’S RANGE
46.5% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint. (17.7% are below.)
3.8% are below yesterday’s low.
49.7% are inside yesterday’s range.
67.0% of stocks with today’s high > yesterday’s high. (33.0% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND
76.9% of stocks are above today’s open. (21.6% are below).
76.5% of stocks are above today’s open and yesterday’s close.
11.6% are below both.
91.9% of stocks opened above yesterday’s close. (6.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
35.5% are in the top 20%.
79.8% are in the top half. 20.2% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
88.0% of stocks are above yesterday’s close. (12.0% are below.)
3.3% are up 4.5% or more. 0.3% are down 4.5% or more.
6.4% are up 3.5% or more. 0.4% are down 3.5% or more.
42.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:4.0%…>=80:12.8%…>=50:61.9%…<=20:11.5%…<=10:7.8%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:45.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:53.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.5% above previous 1 highs, 3.8% below previous 1 lows
10.5% above previous 2 highs, 3.5% below previous 2 lows
9.1% above previous 3 highs, 3.4% below previous 3 lows
5.9% above previous 4 highs, 3.4% below previous 4 lows
5.3% above previous 5 highs, 2.9% below previous 5 lows
4.8% above previous 6 highs, 2.9% below previous 6 lows
4.3% above previous 7 highs, 2.7% below previous 7 lows
3.7% above previous 8 highs, 2.5% below previous 8 lows
2.9% above previous 9 highs, 2.5% below previous 9 lows
2.8% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.0% are above or equal to 9/26 close (1 days ago), 12.0% are below.
65.8% are above or equal to 9/25 close (2 days ago), 34.2% are below.
27.1% are above or equal to 9/24 close (3 days ago), 72.9% are below.
22.3% are above or equal to 9/21 close (4 days ago), 77.7% are below.
26.6% are above or equal to 9/20 close (5 days ago), 73.4% are below.
24.4% are above or equal to 9/19 close (6 days ago), 75.6% are below.
28.3% are above or equal to 9/18 close (7 days ago), 71.7% are below.
25.6% are above or equal to 9/17 close (8 days ago), 74.4% are below.
21.0% are above or equal to 9/14 close (9 days ago), 79.0% are below.
28.2% are above or equal to 9/13 close (10 days ago), 71.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.7% new highs, 6.9% new lows
21d: 3.7% new highs, 6.3% new lows
42d: 3.0% new highs, 2.4% new lows
63d: 2.7% new highs, 0.8% new lows
126d: 2.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.0% above, 13.0% below
3-day: 78.8% above, 21.2% below
4-day: 57.8% above, 42.2% below
5-day: 44.1% above, 55.9% below
8-day: 31.3% above, 68.7% below
10-day: 27.0% above, 73.0% below
20-day: 46.5% above, 53.5% below
50-day: 67.3% above, 32.7% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.26% Top=SSRI AUQ RGLD SWC EXK AEM PAAS KGC ….. AA SCCO NUE STLD ACI X MCP WOR=Bottom (Metals & Mining)
MATE(26): 2.07% Top=EXP USG KBH LPX FWLT RYL MLM PHM ….. FAST WM DAR DHI WCN PWR RSG TOL=Bottom (Materials & Construction)
ELEC(47): 1.96% Top=FSLR NXPI CRUS SPRD CAVM CY MXIM INVN ….. NVDA MCHP ROP APH JBL ALTR GTAT CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(92): 1.94% Top=GPOR SM SWN IOC PDCE FST KOG EXH ….. VNR PXP BPL SFY CRK FTI EPB RIG=Bottom (Energy)
COHW(44): 1.86% Top=ARUN CIEN PCS JDSU FIO TDC RVBD LXK ….. APKT BCE T NIHD CTL WIN TWTC PLCM=Bottom (Computer Hardware/Telecom)
COSW(72): 1.63% Top=NOW SPLK GWRE BSFT BYI RHT JIVE DDD ….. IRM IT MSFT YNDX FTNT FB ROVI ATVI=Bottom (Computer Software/Internet)
MANU(40): 1.46% Top=MTW TEX PNR CFX ATI AOS AGCO GE ….. DHR CLC CMI FLS ROK TKR LII ATU=Bottom (Manufacturing)
HEAL(39): 1.36% Top=BKD HCA CFN EW ALGN MAKO UHS HMA ….. COO BAX CI VAR BDX SYK BCR HOLX=Bottom (Health)
LEIS(22): 1.33% Top=DPZ MGM GET MPEL SBUX EAT HOT YUM ….. LVS PNRA CAKE PENN DRI MCD CCL DNKN=Bottom (Leisure)
CONS(51): 1.30% Top=TPX LF GT TWI SCSS FOSL UA NUS ….. PG BC CHD NWL ENR RKT CTB WMS=Bottom (Consumer)
CHEM(23): 1.16% Top=ASH WPZ MON CF EMN GRA HUN ALB ….. DD PX PPG AGU FMC CE TROX APD=Bottom (Chemicals/Fertilizers)
DISV(40): 1.13% Top=HMSY TMH WTW TYC KBR CXW MELI HRB ….. JEC MAN ULTA PAYX FIS SAI RBA RRD=Bottom (Diversified Services)
FINA(69): 1.07% Top=DFS ACAS COF MS JNS NDAQ IVZ TCB ….. SCHW FNFG BX CIT PNNT FRC HBHC AMTD=Bottom (Banks/Financials)
INSU(32): 1.06% Top=HIG AGO AFL PRU VR CLGX FNF LNC ….. BRO CINF ORI ACE GNW MMC AIZ AJG=Bottom (Insurance)
RETA(71): 0.75% Top=FRAN EBAY TFM SHLD AMZN TSCO CAB SPLS ….. DDS M COST BIG KSS ANF GME DG=Bottom (Retail & Specialty Retail)
TRAN(26): 0.53% Top=EXPD KSU TDW GLNG FDX ODFL CNW TRN ….. UPS TOO LUV UNP ALK NSC LCC UAL=Bottom (Transportation)
REAL(68): 0.41% Top=LHO BPO DFT DCT SLG SHO OFC BAM ….. STWD EDR NNN VTR OHI LRY NCT NLY=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:13 pm

Market Stats at 1:13 pm ET
by daytrend on 20120927. 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.

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

COMPARED TO YESTERDAY’S RANGE
42.0% of stocks are above yesterday’s high.
80.3% are above yesterday’s midpoint. (19.7% are below.)
2.5% are below yesterday’s low.
55.4% are inside yesterday’s range.
58.3% of stocks with today’s high > yesterday’s high. (41.7% less than).
17.8% of stocks with today’s low < yesterday’s low. (82.2% greater than).

EVIDENCE OF INTRADAY TREND
74.6% of stocks are above today’s open. (23.7% are below).
73.6% of stocks are above today’s open and yesterday’s close.
9.8% are below both.
91.9% of stocks opened above yesterday’s close. (6.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
25.0% of stocks are in the top 10% of today’s range.
49.6% are in the top 20%.
84.6% are in the top half. 15.4% of stocks are in the bottom half of today’s range.
3.7% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
89.0% of stocks are above yesterday’s close. (11.0% are below.)
1.9% are up 4.5% or more. 0.1% are down 4.5% or more.
4.3% are up 3.5% or more. 0.4% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:3.3%…>=80:10.6%…>=50:60.5%…<=20:11.2%…<=10:7.2%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.0% above previous 1 highs, 2.5% below previous 1 lows
6.8% above previous 2 highs, 2.4% below previous 2 lows
6.1% above previous 3 highs, 2.3% below previous 3 lows
3.9% above previous 4 highs, 2.3% below previous 4 lows
3.5% above previous 5 highs, 1.9% below previous 5 lows
2.8% above previous 6 highs, 1.9% below previous 6 lows
2.5% above previous 7 highs, 1.6% below previous 7 lows
2.1% above previous 8 highs, 1.6% below previous 8 lows
1.8% above previous 9 highs, 1.6% below previous 9 lows
1.8% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
89.0% are above or equal to 9/26 close (1 days ago), 11.0% are below.
64.1% are above or equal to 9/25 close (2 days ago), 35.9% are below.
25.1% are above or equal to 9/24 close (3 days ago), 74.9% are below.
22.5% are above or equal to 9/21 close (4 days ago), 77.5% are below.
24.5% are above or equal to 9/20 close (5 days ago), 75.5% are below.
22.5% are above or equal to 9/19 close (6 days ago), 77.5% are below.
26.6% are above or equal to 9/18 close (7 days ago), 73.4% are below.
23.4% are above or equal to 9/17 close (8 days ago), 76.6% are below.
19.1% are above or equal to 9/14 close (9 days ago), 80.9% are below.
26.4% are above or equal to 9/13 close (10 days ago), 73.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 6.1% new lows
21d: 2.1% new highs, 5.6% new lows
42d: 1.5% new highs, 2.1% new lows
63d: 1.3% new highs, 0.8% new lows
126d: 0.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 88.3% above, 11.7% below
3-day: 78.3% above, 21.7% below
4-day: 53.8% above, 46.2% below
5-day: 39.3% above, 60.7% below
8-day: 26.4% above, 73.6% below
10-day: 24.5% above, 75.5% below
20-day: 45.3% above, 54.7% below
50-day: 66.8% above, 33.2% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(92): 1.76% Top=GPOR FST SM PDCE RRC IOC HOS KOG ….. LUFK VNR BPL CRK ETP FTI RIG EPB=Bottom (Energy)
MATE(26): 1.76% Top=EXP KBH USG PHM LPX MLM FWLT MDR ….. DAR WM PWR DHI WCN RSG FAST TOL=Bottom (Materials & Construction)
COSW(72): 1.59% Top=SPLK JIVE DDD SINA SFLY VMW IHS FTNT ….. TRI IRM DNB GOOG CERN MSFT ATVI ROVI=Bottom (Computer Software/Internet)
ELEC(47): 1.56% Top=NXPI CAVM FSLR BRCM SWKS INVN SPRD GLW ….. VECO ROP NVDA JBL APH ALTR GTAT CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 1.51% Top=ARUN CIEN FIO JDSU RVBD TDC LXK PCS ….. CBB HPQ NIHD CTL PLCM RIMM WIN TWTC=Bottom (Computer Hardware/Telecom)
LEIS(22): 1.37% Top=GET MGM MPEL WYNN HOT LVS DPZ YUM ….. PCLN PNRA CAKE DRI MCD CCL PENN DNKN=Bottom (Leisure)
META(30): 1.33% Top=SWC AUQ SSRI KGC PAAS EXK EGO AEM ….. NUE AA SCCO STLD ACI X WOR MCP=Bottom (Metals & Mining)
CONS(51): 1.26% Top=TPX LF NUS TWI FOSL GT SCSS WWW ….. CCK BC OI DECK COH SEE RKT CTB=Bottom (Consumer)
MANU(40): 1.14% Top=TEX MTW PNR PPO ATI CFX AOS PH ….. PCP FLS GE GTLS ROK TKR LII ATU=Bottom (Manufacturing)
HEAL(39): 1.14% Top=BKD HCA CFN EW UHS CNC CYH ESRX ….. BCR BDX LIFE CI VAR HNT HOLX SYK=Bottom (Health)
FINA(69): 1.10% Top=DFS NDAQ COF MS BAC ZION ACAS JNS ….. PHH SEIC CME SCHW FNFG PNNT AMTD FRC=Bottom (Banks/Financials)
DISV(40): 1.00% Top=HMSY KBR TMH WTW APOL TYC MELI RHI ….. FIS R TW AAN ULTA RBA SAI RRD=Bottom (Diversified Services)
CHEM(23): 0.91% Top=ASH WPZ MON GRA CF CYT ALB EMN ….. VAL DD PX FMC AGU CE TROX APD=Bottom (Chemicals/Fertilizers)
INSU(32): 0.88% Top=HIG PRU AFL CNO LNC VR AGO CLGX ….. ORI AXS CINF ACE AJG AIZ MMC GNW=Bottom (Insurance)
REAL(68): 0.69% Top=BPO SLG DFT GGP SHO BMR EQR SPG ….. STWD LRY OHI IVR PMT MTGE NCT NLY=Bottom (Real Estate)
RETA(71): 0.61% Top=FRAN SPLS AMZN WAG TSCO MW AEO EBAY ….. ANF AZO M KSS TGT CPRT BIG DG=Bottom (Retail & Specialty Retail)
TRAN(26): 0.36% Top=EXPD GLNG FDX KSU CP TDW CNI TRN ….. SAVE CHRW NSC ALK LUV SWFT LCC UAL=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:13 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:03 am

Market Stats at 12:02 pm ET
by daytrend on 20120927. 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.

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

COMPARED TO YESTERDAY’S RANGE
34.6% of stocks are above yesterday’s high.
76.5% are above yesterday’s midpoint. (23.5% are below.)
4.0% are below yesterday’s low.
61.4% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
17.7% of stocks with today’s low < yesterday’s low. (82.3% greater than).

EVIDENCE OF INTRADAY TREND
65.9% of stocks are above today’s open. (32.3% are below).
65.0% of stocks are above today’s open and yesterday’s close.
13.9% are below both.
91.9% of stocks opened above yesterday’s close. (6.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
33.8% of stocks are in the top 10% of today’s range.
49.1% are in the top 20%.
79.3% are in the top half. 20.7% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN
85.2% of stocks are above yesterday’s close. (14.8% are below.)
1.3% are up 4.5% or more. 0.1% are down 4.5% or more.
3.9% are up 3.5% or more. 0.1% are down 3.5% or more.
55.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.9%…>=80:8.3%…>=50:50.4%…<=20:15.0%…<=10:9.5%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:40.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:49.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.6% above previous 1 highs, 4.0% below previous 1 lows
5.3% above previous 2 highs, 3.8% below previous 2 lows
4.4% above previous 3 highs, 3.5% below previous 3 lows
2.9% above previous 4 highs, 3.4% below previous 4 lows
2.0% above previous 5 highs, 2.9% below previous 5 lows
1.6% above previous 6 highs, 2.8% below previous 6 lows
1.4% above previous 7 highs, 2.5% below previous 7 lows
1.1% above previous 8 highs, 2.5% below previous 8 lows
1.0% above previous 9 highs, 2.4% below previous 9 lows
1.0% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
85.2% are above or equal to 9/26 close (1 days ago), 14.8% are below.
56.2% are above or equal to 9/25 close (2 days ago), 43.8% are below.
22.5% are above or equal to 9/24 close (3 days ago), 77.5% are below.
18.9% are above or equal to 9/21 close (4 days ago), 81.1% are below.
22.5% are above or equal to 9/20 close (5 days ago), 77.5% are below.
20.2% are above or equal to 9/19 close (6 days ago), 79.8% are below.
24.2% are above or equal to 9/18 close (7 days ago), 75.8% are below.
21.0% are above or equal to 9/17 close (8 days ago), 79.0% are below.
18.3% are above or equal to 9/14 close (9 days ago), 81.7% are below.
25.4% are above or equal to 9/13 close (10 days ago), 74.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 6.2% new lows
21d: 1.5% new highs, 5.7% new lows
42d: 1.1% new highs, 2.1% new lows
63d: 1.0% new highs, 0.8% new lows
126d: 0.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.6% above, 15.4% below
3-day: 73.1% above, 26.9% below
4-day: 45.2% above, 54.8% below
5-day: 31.1% above, 68.9% below
8-day: 22.5% above, 77.5% below
10-day: 21.3% above, 78.7% below
20-day: 41.9% above, 58.1% below
50-day: 64.3% above, 35.7% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.63% Top=SWC SSRI PAAS EXK AUQ KGC EGO ANR ….. SCCO NUE AA ACI STLD X MCP WOR=Bottom (Metals & Mining)
MATE(26): 1.61% Top=EXP USG MDR LPX KBH FWLT PHM RYL ….. WM SHW DHI PWR FAST RSG TOL WCN=Bottom (Materials & Construction)
ENER(92): 1.60% Top=SM FST GPOR WPX RRC UPL PDCE SWN ….. CRK ETP VNR RIG LUFK MMR EPB FTI=Bottom (Energy)
COHW(44): 1.30% Top=ARUN CIEN RVBD LXK PCS FIO TDC FNSR ….. VZ DELL APKT WIN PLCM NIHD TWTC CTL=Bottom (Computer Hardware/Telecom)
ELEC(47): 1.28% Top=NXPI FSLR CAVM GLW ATML MXIM SPRD LSI ….. VECO NVDA TXN APH GTAT JBL ALTR CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(72): 1.24% Top=SPLK JIVE SINA DDD MCRS TTWO INXN VMW ….. CA CTRX IRM IACI DNB MSFT CERN ROVI=Bottom (Computer Software/Internet)
MANU(40): 1.05% Top=TEX ATI PNR CFX MTW PPO JOY AOS ….. DCI FLS GE GTLS TKR ROK LII ATU=Bottom (Manufacturing)
LEIS(22): 0.97% Top=GET MGM MPEL DPZ EXPE LVS ARCO YUM ….. EAT CAKE MAR DRI MCD PENN CCL DNKN=Bottom (Leisure)
CONS(51): 0.92% Top=TPX LF GT NUS WWW SCSS TWI WHR ….. CROX CCK CHD SEE PAY RKT COH CTB=Bottom (Consumer)
FINA(69): 0.91% Top=DFS NDAQ MS BAC JNS ACAS COF TCB ….. LM CME CIT FNFG SCHW PNNT AMTD FRC=Bottom (Banks/Financials)
HEAL(39): 0.86% Top=BKD HCA UHS CFN CNC THC CYH ESRX ….. BAX HRC AET DVA BCR VAR SYK HOLX=Bottom (Health)
CHEM(23): 0.85% Top=ASH WPZ MON CF CYT MOS IPI GRA ….. DD ALB PX FMC SIAL ROC CE APD=Bottom (Chemicals/Fertilizers)
DISV(40): 0.79% Top=HMSY KBR TMH APOL RHI WTW DV TYC ….. FISV AAN PAYX FIS ULTA RBA SAI RRD=Bottom (Diversified Services)
INSU(32): 0.76% Top=HIG PRU LNC CNO VR AFL CLGX AON ….. ORI CB GNW ACE AJG MMC CINF AIZ=Bottom (Insurance)
REAL(68): 0.50% Top=BPO GGP DFT EQR SLG AVB SHO SPG ….. PCL OHI IVR LRY PMT MTGE NCT NLY=Bottom (Real Estate)
RETA(71): 0.42% Top=SPLS FRAN TSCO AMZN WAG AEO EBAY SHLD ….. M ANN KSS SBH TGT BIG CPRT DG=Bottom (Retail & Specialty Retail)
TRAN(26): 0.33% Top=GLNG EXPD KSU FDX TDW CNI SAVE TRN ….. ODFL CHRW UNP TOO SWFT LCC LUV UAL=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:02 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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