daytrend

10/31/2012

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

Closing Stats
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
28.1% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
16.8% are below yesterday’s low.
55.1% are inside yesterday’s range.
55.1% of stocks with today’s high > yesterday’s high. (44.9% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).

EVIDENCE OF INTRADAY TREND
50.7% of stocks are above today’s open. (47.9% are below).
45.9% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN
59.5% of stocks are above yesterday’s close. (40.5% are below.)
3.7% are up 4.5% or more. 1.8% are down 4.5% or more.
6.3% are up 3.5% or more. 3.2% are down 3.5% or more.
52.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.4%…>=90:9.6%…>=80:22.3%…>=50:54.4%…<=20:24.8%…<=10:16.1%…<=5:10.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:40.7%…<=20:3.7%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:41.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.1% above previous 1 highs, 16.8% below previous 1 lows
18.5% above previous 2 highs, 13.5% below previous 2 lows
16.1% above previous 3 highs, 12.0% below previous 3 lows
14.7% above previous 4 highs, 9.7% below previous 4 lows
11.9% above previous 5 highs, 9.6% below previous 5 lows
9.1% above previous 6 highs, 9.6% below previous 6 lows
7.6% above previous 7 highs, 9.5% below previous 7 lows
6.8% above previous 8 highs, 9.4% below previous 8 lows
6.2% above previous 9 highs, 8.8% below previous 9 lows
5.9% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.5% are above or equal to 10/26 close (1 days ago), 40.5% are below.
51.8% are above or equal to 10/25 close (2 days ago), 48.2% are below.
57.8% are above or equal to 10/24 close (3 days ago), 42.2% are below.
50.3% are above or equal to 10/23 close (4 days ago), 49.7% are below.
37.4% are above or equal to 10/22 close (5 days ago), 62.6% are below.
38.9% are above or equal to 10/19 close (6 days ago), 61.1% are below.
26.0% are above or equal to 10/18 close (7 days ago), 74.0% are below.
27.3% are above or equal to 10/17 close (8 days ago), 72.7% are below.
33.9% are above or equal to 10/16 close (9 days ago), 66.1% are below.
42.2% are above or equal to 10/15 close (10 days ago), 57.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 17.3% new lows
21d: 8.6% new highs, 17.2% new lows
42d: 5.7% new highs, 12.3% new lows
63d: 5.6% new highs, 6.8% new lows
126d: 4.4% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.0% above, 42.0% below
3-day: 54.7% above, 45.3% below
4-day: 56.4% above, 43.6% below
5-day: 53.6% above, 46.4% below
8-day: 40.6% above, 59.4% below
10-day: 36.9% above, 63.1% below
20-day: 40.1% above, 59.9% below
50-day: 41.5% above, 58.5% below
200-day: 54.5% above, 45.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.52% Top=CLH EXP PWR OC USG MTZ MAS FAST ….. SRCL FWLT BZH SPF DAR MDR KBH TOL=Bottom (Materials & Construction)
CONS(54): 1.39% Top=PVH NUS CTB LEG TPX TWI GT FBHS ….. OI HAR CRI XRX HAS CROX DECK GLT=Bottom (Consumer)
REAL(69): 1.17% Top=WPC NCT EXR CUBE MPW PPS CBL BRE ….. KIM GOV O KRC DFT LHO CBG HST=Bottom (Real Estate)
TRAN(23): 1.09% Top=SWFT ODFL CNW WERN JBHT LCC CHRW FDX ….. CP ALK DAL CNI CSX UNP KSU NSC=Bottom (Transportation)
MANU(37): 0.98% Top=ETN FLS GDI BWC XYL MTW PNR SWK ….. CMI AME RS ATI CRS GTI DRC AGCO=Bottom (Manufacturing)
RETA(66): 0.85% Top=NFLX CSTR CPRT LL TSCO AAP LOW ANN ….. CAB M ASNA AMZN EBAY ARO JCP SHLD=Bottom (Retail & Specialty Retail)
META(29): 0.71% Top=AUY EGO RGLD KGC AUQ GG ABX PAAS ….. BTU ANR JRCC ACI MCP WLT AKS X=Bottom (Metals & Mining)
FINA(73): 0.53% Top=FII LAZ GS BAC WDR KKR LM CMA ….. RF WFC PHH BPOP PBCT AMTD HCBK AMP=Bottom (Banks/Financials)
ELEC(44): 0.29% Top=CAVM CRUS DLB MRVL FSLR CREE VECO NXPI ….. SLAB MXIM LLTC MCHP INTC GRMN TXN QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): 0.22% Top=HMSY VRSK ACTG URI RGS ACM AAN APOL ….. HTZ GPN ADT RRD PAYX WTW LPS WU=Bottom (Diversified Services)
INSU(36): 0.02% Top=GNW CLGX MBI BRO MMC MET AIG WSH ….. TRV ACE PGR CB AHL CINF AXS NOW=Bottom (Insurance)
CHEM(25): -0.05% Top=ASH VAL CBT POL AGU PX PPG POT ….. MOS CE WPZ TROX FMC DD EMN ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): -0.19% Top=WYNN OEH CAKE SIX MPEL PENN LVS YUM ….. WYN MAR PCLN LTM RHP ARCO MGM H=Bottom (Leisure)
COSW(61): -0.21% Top=BSFT TTWO EA SWI GWRE CPWR SFLY LNKD ….. RHT MCRS SINA N SPLK FB VRSN BIDU=Bottom (Computer Software/Internet)
HEAL(43): -0.51% Top=CI BAX CYH ALGN DVA ISRG NUVA THC ….. HRC DGX ESRX MAKO LPNT UHS HCA WCG=Bottom (Health)
ENER(90): -0.53% Top=GPOR MMR APC CVE EOG PXD SWN SM ….. RDC IOC BHI HK CRK CPNO FST QEP=Bottom (Energy)
COHW(45): -0.79% Top=NIHD RIMM VIP AMT EMC BCE ARUN S ….. PANW HRS NTAP PCS CIEN SYNA JDSU RVBD=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:53 pm

Market Stats at 3:53 pm ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 790.

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
26.2% of stocks are above yesterday’s high.
56.5% are above yesterday’s midpoint. (43.5% are below.)
17.5% are below yesterday’s low.
56.3% are inside yesterday’s range.
54.3% of stocks with today’s high > yesterday’s high. (45.7% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND
48.1% of stocks are above today’s open. (50.3% are below).
42.8% of stocks are above today’s open and yesterday’s close.
38.2% are below both.
64.7% of stocks opened above yesterday’s close. (30.9% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.0% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
54.7% are in the top half. 45.3% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
56.5% of stocks are above yesterday’s close. (43.5% are below.)
3.3% are up 4.5% or more. 1.9% are down 4.5% or more.
5.8% are up 3.5% or more. 3.7% are down 3.5% or more.
53.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.8%…>=90:9.0%…>=80:21.6%…>=50:51.3%…<=20:24.8%…<=10:17.0%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:39.6%…<=20:3.4%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.2% above previous 1 highs, 17.5% below previous 1 lows
18.0% above previous 2 highs, 14.3% below previous 2 lows
15.3% above previous 3 highs, 12.4% below previous 3 lows
13.8% above previous 4 highs, 10.3% below previous 4 lows
11.4% above previous 5 highs, 10.0% below previous 5 lows
8.2% above previous 6 highs, 10.0% below previous 6 lows
6.8% above previous 7 highs, 9.9% below previous 7 lows
6.2% above previous 8 highs, 9.6% below previous 8 lows
5.9% above previous 9 highs, 9.2% below previous 9 lows
5.7% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.5% are above or equal to 10/26 close (1 days ago), 43.5% are below.
48.7% are above or equal to 10/25 close (2 days ago), 51.3% are below.
56.5% are above or equal to 10/24 close (3 days ago), 43.5% are below.
49.2% are above or equal to 10/23 close (4 days ago), 50.8% are below.
36.7% are above or equal to 10/22 close (5 days ago), 63.3% are below.
38.4% are above or equal to 10/19 close (6 days ago), 61.6% are below.
25.3% are above or equal to 10/18 close (7 days ago), 74.7% are below.
27.0% are above or equal to 10/17 close (8 days ago), 73.0% are below.
33.5% are above or equal to 10/16 close (9 days ago), 66.5% are below.
41.8% are above or equal to 10/15 close (10 days ago), 58.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.2% new highs, 17.1% new lows
21d: 8.2% new highs, 17.0% new lows
42d: 5.7% new highs, 12.0% new lows
63d: 5.6% new highs, 6.6% new lows
126d: 4.4% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.4% above, 44.6% below
3-day: 52.7% above, 47.3% below
4-day: 54.9% above, 45.1% below
5-day: 52.2% above, 47.8% below
8-day: 39.6% above, 60.4% below
10-day: 36.3% above, 63.7% below
20-day: 38.9% above, 61.1% below
50-day: 41.0% above, 59.0% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.47% Top=CLH EXP PWR OC USG FAST MTZ MAS ….. FWLT SRCL BZH DAR SPF MDR KBH TOL=Bottom (Materials & Construction)
CONS(54): 1.31% Top=PVH NUS CTB LEG TPX GT TWI WHR ….. PKG HAR CRI HAS XRX CROX DECK GLT=Bottom (Consumer)
REAL(69): 1.03% Top=NCT EXR CUBE MPW PPS EQR WRI HLSS ….. KRC DRH GOV LHO DFT O CBG HST=Bottom (Real Estate)
TRAN(23): 1.03% Top=SWFT CNW ODFL WERN JBHT LCC CHRW FDX ….. TRN CSX DAL CNI UNP ALK KSU NSC=Bottom (Transportation)
MANU(37): 0.91% Top=ETN FLS GDI PNR BWC XYL CFX MTW ….. CMI AME RS ATI CRS GTI DRC AGCO=Bottom (Manufacturing)
RETA(66): 0.81% Top=NFLX CSTR LL CPRT TSCO AAP LOW ANN ….. CAB ASNA M EBAY AMZN ARO JCP SHLD=Bottom (Retail & Specialty Retail)
META(28): 0.77% Top=AUY EGO KGC AUQ RGLD ABX GG PAAS ….. STLD BTU ANR ACI MCP WLT AKS X=Bottom (Metals & Mining)
FINA(73): 0.48% Top=FII KKR GS CSE BAC LAZ LM CMA ….. OCN EWBC RF BPOP PBCT AMTD HCBK AMP=Bottom (Banks/Financials)
DISV(42): 0.20% Top=HMSY VRSK ACTG URI RGS ACM MA AAN ….. GPN RRD HTZ ADT PAYX WTW LPS WU=Bottom (Diversified Services)
ELEC(44): 0.12% Top=CAVM DLB CRUS FSLR MRVL MOLX CREE VECO ….. SLAB MXIM LLTC MCHP INTC GRMN TXN QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): 0.06% Top=GNW CLGX MBI BRO MMC MET WSH AIG ….. ACE ORI PGR CB AHL CINF AXS NOW=Bottom (Insurance)
CHEM(25): -0.12% Top=ASH VAL POL PPG CBT AGU PX RPM ….. GRA CE EMN DD FMC TROX ROC WPZ=Bottom (Chemicals/Fertilizers)
COSW(61): -0.30% Top=BSFT TTWO EA GWRE SWI SFLY LNKD CPWR ….. MSCI MCRS SINA N SPLK FB VRSN BIDU=Bottom (Computer Software/Internet)
LEIS(26): -0.35% Top=WYNN CAKE OEH PENN MPEL LVS SIX EXPE ….. WYN PCLN MAR RHP LTM ARCO MGM H=Bottom (Leisure)
HEAL(43): -0.59% Top=BAX CI CYH ALGN ISRG DVA THC ZMH ….. HRC ESRX XRAY MAKO LPNT UHS HCA WCG=Bottom (Health)
ENER(90): -0.65% Top=GPOR APC MMR CVE PXD EOG SWN KOG ….. BHI IOC RDC HK CPNO CRK FST QEP=Bottom (Energy)
COHW(45): -0.91% Top=NIHD RIMM VIP AMT EMC BCE TDC ARUN ….. PANW HRS NTAP PCS CIEN SYNA JDSU RVBD=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 3:53 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:05 pm

Market Stats at 3:05 pm ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
22.9% of stocks are above yesterday’s high.
49.4% are above yesterday’s midpoint. (50.6% are below.)
21.4% are below yesterday’s low.
55.8% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
45.8% of stocks with today’s low < yesterday’s low. (54.2% greater than).

EVIDENCE OF INTRADAY TREND
41.8% of stocks are above today’s open. (56.9% are below).
36.4% of stocks are above today’s open and yesterday’s close.
44.9% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.0% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN
49.6% of stocks are above yesterday’s close. (50.4% are below.)
2.9% are up 4.5% or more. 2.0% are down 4.5% or more.
5.3% are up 3.5% or more. 3.4% are down 3.5% or more.
54.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.4%…>=90:8.1%…>=80:17.8%…>=50:45.0%…<=20:29.5%…<=10:19.1%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:36.5%…<=20:3.9%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.9% above previous 1 highs, 21.4% below previous 1 lows
16.1% above previous 2 highs, 16.7% below previous 2 lows
13.7% above previous 3 highs, 14.0% below previous 3 lows
12.3% above previous 4 highs, 11.4% below previous 4 lows
9.7% above previous 5 highs, 11.1% below previous 5 lows
7.1% above previous 6 highs, 11.1% below previous 6 lows
5.6% above previous 7 highs, 11.0% below previous 7 lows
4.9% above previous 8 highs, 10.7% below previous 8 lows
4.7% above previous 9 highs, 10.2% below previous 9 lows
4.7% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.6% are above or equal to 10/26 close (1 days ago), 50.4% are below.
44.6% are above or equal to 10/25 close (2 days ago), 55.4% are below.
52.3% are above or equal to 10/24 close (3 days ago), 47.7% are below.
45.8% are above or equal to 10/23 close (4 days ago), 54.2% are below.
33.6% are above or equal to 10/22 close (5 days ago), 66.4% are below.
35.0% are above or equal to 10/19 close (6 days ago), 65.0% are below.
23.1% are above or equal to 10/18 close (7 days ago), 76.9% are below.
25.4% are above or equal to 10/17 close (8 days ago), 74.6% are below.
31.4% are above or equal to 10/16 close (9 days ago), 68.6% are below.
40.6% are above or equal to 10/15 close (10 days ago), 59.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.3% new highs, 17.1% new lows
21d: 7.3% new highs, 16.9% new lows
42d: 5.3% new highs, 12.0% new lows
63d: 5.2% new highs, 6.6% new lows
126d: 4.0% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.3% above, 51.7% below
3-day: 45.9% above, 54.1% below
4-day: 47.7% above, 52.3% below
5-day: 47.4% above, 52.6% below
8-day: 36.2% above, 63.8% below
10-day: 33.2% above, 66.8% below
20-day: 36.8% above, 63.2% below
50-day: 40.2% above, 59.8% below
200-day: 53.7% above, 46.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.38% Top=CLH PWR EXP OC USG FAST MAS MTZ ….. SRCL BZH FWLT SPF DAR MDR KBH TOL=Bottom (Materials & Construction)
CONS(54): 1.00% Top=PVH NUS CTB LEG TPX FBHS GT SEE ….. RKT HAS CRI HAR CROX XRX DECK GLT=Bottom (Consumer)
TRAN(23): 0.76% Top=SWFT ODFL CNW JBHT WERN CHRW FDX LUV ….. CSX UNP TRN JBLU CNI ALK KSU NSC=Bottom (Transportation)
RETA(66): 0.71% Top=NFLX CSTR LL CPRT AAP TSCO LOW ANN ….. DKS CAB M ARO EBAY AMZN JCP SHLD=Bottom (Retail & Specialty Retail)
MANU(37): 0.70% Top=ETN FLS GDI BWC XYL SWK PNR TKR ….. CMI AME ATI RS CRS GTI DRC AGCO=Bottom (Manufacturing)
REAL(69): 0.60% Top=NCT CUBE MPW EXR PPS EQR MTGE CMO ….. KIM DFT LHO DRH MAC KRC CBG HST=Bottom (Real Estate)
META(29): 0.56% Top=AUY EGO KGC AUQ ABX RGLD PAAS GG ….. BTU JRCC ACI ANR WLT MCP AKS X=Bottom (Metals & Mining)
FINA(73): 0.21% Top=FII KKR LAZ LM GS CSE MS BAC ….. WBS RJF AMTD BPOP OCN HCBK PBCT AMP=Bottom (Banks/Financials)
ELEC(44): 0.09% Top=CAVM DLB MRVL CREE CRUS OVTI CYMI MOLX ….. MCHP LLTC SLAB ISIL INTC GRMN TXN QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): -0.04% Top=HMSY VRSK ACTG URI ACM RGS MA APOL ….. FISV ULTA GPN PAYX ADT WTW LPS WU=Bottom (Diversified Services)
CHEM(25): -0.24% Top=ASH VAL CBT AGU POL POT RPM PX ….. MON CE EMN DD FMC ROC TROX WPZ=Bottom (Chemicals/Fertilizers)
INSU(36): -0.25% Top=GNW MBI CLGX BRO MMC MET WSH AFL ….. PRU ACE CB TRV CINF AXS AHL NOW=Bottom (Insurance)
COSW(61): -0.44% Top=BSFT TTWO EA SWI CPWR DDD LNKD GWRE ….. CERN N SINA MCRS SPLK FB VRSN BIDU=Bottom (Computer Software/Internet)
LEIS(26): -0.54% Top=WYNN OEH MPEL SIX EXPE LVS CAKE CCL ….. PNRA LTM MAR PCLN ARCO RHP MGM H=Bottom (Leisure)
HEAL(43): -0.75% Top=BAX CYH CI ALGN DVA ISRG ZMH SYK ….. ESRX HRC CVD LPNT MAKO UHS HCA WCG=Bottom (Health)
COHW(45): -0.95% Top=NIHD RIMM AMT VIP EMC BCE S ARUN ….. HRS PCS APKT NTAP CIEN SYNA JDSU RVBD=Bottom (Computer Hardware/Telecom)
ENER(90): -1.06% Top=GPOR APC CVE MMR EOG PXD SWN MMP ….. CAM BAS IOC RDC CPNO HK FST QEP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:05 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:48 pm

Market Stats at 2:20 pm ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
22.8% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
19.1% are below yesterday’s low.
58.2% are inside yesterday’s range.
51.3% of stocks with today’s high > yesterday’s high. (48.7% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND
42.0% of stocks are above today’s open. (56.8% are below).
36.7% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.7% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
45.9% are in the top half. 54.1% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
50.3% of stocks are above yesterday’s close. (49.7% are below.)
3.0% are up 4.5% or more. 2.0% are down 4.5% or more.
5.3% are up 3.5% or more. 3.7% are down 3.5% or more.
55.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.3%…>=90:8.3%…>=80:18.0%…>=50:46.0%…<=20:28.4%…<=10:18.2%…<=5:12.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.2%…<=20:3.4%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:38.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.8% above previous 1 highs, 19.1% below previous 1 lows
15.8% above previous 2 highs, 14.8% below previous 2 lows
13.4% above previous 3 highs, 13.0% below previous 3 lows
12.4% above previous 4 highs, 10.7% below previous 4 lows
9.9% above previous 5 highs, 10.5% below previous 5 lows
7.0% above previous 6 highs, 10.5% below previous 6 lows
5.7% above previous 7 highs, 10.2% below previous 7 lows
5.4% above previous 8 highs, 10.2% below previous 8 lows
5.3% above previous 9 highs, 9.9% below previous 9 lows
5.2% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.3% are above or equal to 10/26 close (1 days ago), 49.7% are below.
44.8% are above or equal to 10/25 close (2 days ago), 55.2% are below.
52.2% are above or equal to 10/24 close (3 days ago), 47.8% are below.
46.4% are above or equal to 10/23 close (4 days ago), 53.6% are below.
34.1% are above or equal to 10/22 close (5 days ago), 65.9% are below.
36.0% are above or equal to 10/19 close (6 days ago), 64.0% are below.
23.4% are above or equal to 10/18 close (7 days ago), 76.6% are below.
25.0% are above or equal to 10/17 close (8 days ago), 75.0% are below.
31.9% are above or equal to 10/16 close (9 days ago), 68.1% are below.
40.5% are above or equal to 10/15 close (10 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.1% new highs, 16.8% new lows
21d: 7.1% new highs, 16.7% new lows
42d: 5.1% new highs, 11.8% new lows
63d: 4.9% new highs, 6.4% new lows
126d: 3.8% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.7% above, 51.3% below
3-day: 46.9% above, 53.1% below
4-day: 48.7% above, 51.3% below
5-day: 47.0% above, 53.0% below
8-day: 36.0% above, 64.0% below
10-day: 33.9% above, 66.1% below
20-day: 37.0% above, 63.0% below
50-day: 39.3% above, 60.7% below
200-day: 54.0% above, 46.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.39% Top=CLH PWR EXP OC USG FAST MAS MTZ ….. FWLT SRCL MDC SPF DAR KBH TOL MDR=Bottom (Materials & Construction)
CONS(54): 1.06% Top=PVH NUS CTB LEG TPX WHR SEE GT ….. BMS HAR JAH CROX CRI DECK XRX GLT=Bottom (Consumer)
META(29): 0.91% Top=AUY EGO AUQ RGLD PAAS KGC ABX GG ….. CLD STLD BTU ANR WLT AKS MCP X=Bottom (Metals & Mining)
TRAN(23): 0.86% Top=SWFT ODFL CNW WERN JBHT CHRW FDX GWR ….. UNP CSX DAL CNI JBLU ALK KSU NSC=Bottom (Transportation)
MANU(37): 0.72% Top=ETN FLS XYL GDI BWC TKR SWK ROK ….. ATI CMI AME CRS RS GTI DRC AGCO=Bottom (Manufacturing)
REAL(69): 0.47% Top=NCT MPW CUBE PPS MTGE EXR CMO NLY ….. DFT CBG LHO MAC KRC WPC HST DRH=Bottom (Real Estate)
RETA(66): 0.42% Top=CSTR CPRT LL TSCO AAP LOW ANN HD ….. ASNA ARO M CAB EBAY AMZN JCP SHLD=Bottom (Retail & Specialty Retail)
FINA(73): 0.19% Top=FII LM LAZ GS MS KKR CMA CSE ….. RJF AMTD EWBC OCN HCBK PBCT BPOP AMP=Bottom (Banks/Financials)
ELEC(44): 0.08% Top=CAVM DLB MRVL CRUS CREE CYMI MOLX OVTI ….. ISIL MCHP LLTC INTC SLAB GRMN TXN QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -0.06% Top=ASH VAL CBT PX POL PPG AGU POT ….. MON EMN CE DD FMC ROC TROX WPZ=Bottom (Chemicals/Fertilizers)
INSU(36): -0.15% Top=GNW MBI CLGX BRO MMC WSH AIG MET ….. PRU UNM ACE CINF TRV AXS AHL NOW=Bottom (Insurance)
DISV(42): -0.21% Top=VRSK HMSY ACTG URI ACM RGS MA AAN ….. FISV ULTA GPN PAYX ADT WTW LPS WU=Bottom (Diversified Services)
COSW(61): -0.44% Top=BSFT TTWO SWI CPWR EA DDD LNKD IGT ….. N SINA MCRS SPLK FB QLIK BIDU VRSN=Bottom (Computer Software/Internet)
LEIS(26): -0.47% Top=WYNN OEH MPEL CAKE EXPE SIX CCL LVS ….. PNRA LTM SBUX MAR ARCO RHP MGM H=Bottom (Leisure)
HEAL(43): -0.75% Top=BAX CYH ALGN ISRG CI DVA ZMH SYK ….. BSX ESRX HRC MAKO LPNT UHS HCA WCG=Bottom (Health)
ENER(90): -0.86% Top=GPOR APC CVE MMR EOG SWN PXD CHK ….. IOC BAS CPNO HK CAM RDC QEP FST=Bottom (Energy)
COHW(45): -0.93% Top=NIHD RIMM EMC AMT VIP BCE S IBM ….. PCS APKT NTAP PANW CIEN SYNA JDSU RVBD=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 2:20 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:30 am

Market Stats at 12:30 pm ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
19.1% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
23.8% are below yesterday’s low.
57.1% are inside yesterday’s range.
50.7% of stocks with today’s high > yesterday’s high. (49.3% less than).
41.8% of stocks with today’s low < yesterday’s low. (58.2% greater than).

EVIDENCE OF INTRADAY TREND
33.5% of stocks are above today’s open. (64.5% are below).
29.2% of stocks are above today’s open and yesterday’s close.
52.5% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.4% of stocks are in the top 10% of today’s range.
7.8% are in the top 20%.
30.3% are in the top half. 69.7% of stocks are in the bottom half of today’s range.
39.4% are in the bottom 20%.
25.0% are in the bottom 10%.

GAIN
42.1% of stocks are above yesterday’s close. (57.9% are below.)
2.3% are up 4.5% or more. 2.3% are down 4.5% or more.
4.0% are up 3.5% or more. 4.7% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:6.4%…>=80:15.9%…>=50:37.9%…<=20:34.1%…<=10:21.2%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:33.6%…<=20:4.8%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.1% above previous 1 highs, 23.8% below previous 1 lows
13.0% above previous 2 highs, 19.8% below previous 2 lows
11.1% above previous 3 highs, 16.7% below previous 3 lows
10.2% above previous 4 highs, 14.2% below previous 4 lows
7.7% above previous 5 highs, 13.9% below previous 5 lows
6.1% above previous 6 highs, 13.8% below previous 6 lows
5.1% above previous 7 highs, 13.4% below previous 7 lows
4.7% above previous 8 highs, 13.1% below previous 8 lows
4.7% above previous 9 highs, 12.6% below previous 9 lows
4.6% above previous 10 highs, 12.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.1% are above or equal to 10/26 close (1 days ago), 57.9% are below.
39.3% are above or equal to 10/25 close (2 days ago), 60.7% are below.
47.0% are above or equal to 10/24 close (3 days ago), 53.0% are below.
41.7% are above or equal to 10/23 close (4 days ago), 58.3% are below.
30.8% are above or equal to 10/22 close (5 days ago), 69.2% are below.
33.5% are above or equal to 10/19 close (6 days ago), 66.5% are below.
21.5% are above or equal to 10/18 close (7 days ago), 78.5% are below.
22.5% are above or equal to 10/17 close (8 days ago), 77.5% are below.
28.7% are above or equal to 10/16 close (9 days ago), 71.3% are below.
38.4% are above or equal to 10/15 close (10 days ago), 61.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 15.0% new lows
21d: 6.8% new highs, 14.9% new lows
42d: 4.8% new highs, 10.7% new lows
63d: 4.7% new highs, 5.9% new lows
126d: 3.7% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.7% below
3-day: 38.6% above, 61.4% below
4-day: 41.5% above, 58.5% below
5-day: 41.1% above, 58.9% below
8-day: 32.6% above, 67.4% below
10-day: 29.7% above, 70.3% below
20-day: 33.9% above, 66.1% below
50-day: 37.9% above, 62.1% below
200-day: 53.0% above, 47.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 1.97% Top=CLH EXP PWR OC USG MTZ FAST MAS ….. SPF BZH SRCL MDC DAR MDR KBH TOL=Bottom (Materials & Construction)
META(29): 0.98% Top=AUY EGO AUQ ABX GG KGC RGLD PAAS ….. TIE JRCC STLD WLT CLD AKS MCP X=Bottom (Metals & Mining)
CONS(54): 0.69% Top=PVH NUS LEG CTB TPX AVP SEE GT ….. COH IP FNP HAR XRX DECK CRI GLT=Bottom (Consumer)
MANU(37): 0.59% Top=FLS ETN GDI XYL TKR JOY SWK PNR ….. CMI CRS ATI AME RS GTI DRC AGCO=Bottom (Manufacturing)
TRAN(23): 0.59% Top=SWFT ODFL WERN CNW CHRW JBHT FDX GWR ….. UNP CP UAL LCC KSU ALK NSC JBLU=Bottom (Transportation)
REAL(69): 0.19% Top=MPW NCT CUBE PPS NLY OFC IVR EXR ….. GOV DFT MAC HST DRH KRC WPC CBG=Bottom (Real Estate)
ELEC(44): -0.04% Top=CAVM DLB CREE MRVL MOLX CYMI CY CRUS ….. AMAT ONNN INTC ISIL TXN SLAB QLGC GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.05% Top=CSTR CPRT LL TSCO NFLX LOW SBH AAP ….. ASNA ARO M EBAY AMZN CAB JCP SHLD=Bottom (Retail & Specialty Retail)
FINA(73): -0.25% Top=FII LAZ KKR LM GS MS CMA TCB ….. OCN EWBC AMP WBS PBCT BPOP HCBK RF=Bottom (Banks/Financials)
INSU(36): -0.31% Top=GNW MBI CLGX AFL MMC RGA BRO WSH ….. UNM PL ORI CINF AXS TRV AHL NOW=Bottom (Insurance)
COSW(61): -0.41% Top=BSFT TTWO EA YNDX SWI GWRE QSII IRM ….. PMTC MCRS CERN SPLK N FB BIDU VRSN=Bottom (Computer Software/Internet)
DISV(42): -0.47% Top=VRSK HMSY ACTG URI ACM RGS APOL JEC ….. GPN ATHN RRD PAYX ADT WTW LPS WU=Bottom (Diversified Services)
CHEM(25): -0.48% Top=ASH VAL CBT POL AGU POT PX PPG ….. MON DD CE EMN FMC WPZ ROC TROX=Bottom (Chemicals/Fertilizers)
LEIS(26): -0.74% Top=EXPE WYNN MPEL PENN OEH CCL CAKE LVS ….. HOT MAR LTM EAT ARCO SBUX MGM H=Bottom (Leisure)
ENER(90): -1.02% Top=GPOR CVE MMR APC SWN SM PXD EOG ….. IOC RDC HLX BAS CPNO CAM FST QEP=Bottom (Energy)
HEAL(43): -1.19% Top=BAX ALGN CYH DVA CI ISRG HMA ZMH ….. HOLX HNT BSX MAKO UHS LPNT HCA WCG=Bottom (Health)
COHW(45): -1.27% Top=NIHD RIMM VIP EMC AMT BCE IBM S ….. PCS HRS LEAP PLCM CIEN SYNA JDSU RVBD=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 12:30 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:55 am

Market Stats at 11:55 am ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
22.3% of stocks are above yesterday’s high.
48.9% are above yesterday’s midpoint. (51.1% are below.)
18.7% are below yesterday’s low.
59.0% are inside yesterday’s range.
50.4% of stocks with today’s high > yesterday’s high. (49.6% less than).
39.3% of stocks with today’s low < yesterday’s low. (60.7% greater than).

EVIDENCE OF INTRADAY TREND
40.2% of stocks are above today’s open. (58.8% are below).
34.6% of stocks are above today’s open and yesterday’s close.
45.0% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.3% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
39.8% are in the top half. 60.2% of stocks are in the bottom half of today’s range.
26.7% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN
49.3% of stocks are above yesterday’s close. (50.7% are below.)
2.0% are up 4.5% or more. 1.9% are down 4.5% or more.
4.9% are up 3.5% or more. 3.7% are down 3.5% or more.
55.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.5%…>=90:7.2%…>=80:18.0%…>=50:44.6%…<=20:30.0%…<=10:18.1%…<=5:11.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:36.2%…<=20:3.9%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.3% above previous 1 highs, 18.7% below previous 1 lows
15.3% above previous 2 highs, 14.8% below previous 2 lows
13.1% above previous 3 highs, 12.5% below previous 3 lows
12.1% above previous 4 highs, 10.6% below previous 4 lows
9.5% above previous 5 highs, 10.4% below previous 5 lows
7.1% above previous 6 highs, 10.4% below previous 6 lows
6.1% above previous 7 highs, 10.1% below previous 7 lows
5.8% above previous 8 highs, 10.0% below previous 8 lows
5.7% above previous 9 highs, 9.7% below previous 9 lows
5.4% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.3% are above or equal to 10/26 close (1 days ago), 50.7% are below.
44.2% are above or equal to 10/25 close (2 days ago), 55.8% are below.
50.6% are above or equal to 10/24 close (3 days ago), 49.4% are below.
45.8% are above or equal to 10/23 close (4 days ago), 54.2% are below.
33.1% are above or equal to 10/22 close (5 days ago), 66.9% are below.
34.9% are above or equal to 10/19 close (6 days ago), 65.1% are below.
22.8% are above or equal to 10/18 close (7 days ago), 77.2% are below.
24.4% are above or equal to 10/17 close (8 days ago), 75.6% are below.
31.1% are above or equal to 10/16 close (9 days ago), 68.9% are below.
40.5% are above or equal to 10/15 close (10 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 13.5% new lows
21d: 6.8% new highs, 13.4% new lows
42d: 4.8% new highs, 9.7% new lows
63d: 4.7% new highs, 5.4% new lows
126d: 3.7% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 47.8% above, 52.2% below
3-day: 46.1% above, 53.9% below
4-day: 48.3% above, 51.7% below
5-day: 46.9% above, 53.1% below
8-day: 35.4% above, 64.6% below
10-day: 35.0% above, 65.0% below
20-day: 35.9% above, 64.1% below
50-day: 39.1% above, 60.9% below
200-day: 53.6% above, 46.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.27% Top=CLH EXP OC PWR USG LPX MAS FAST ….. DHI PHM SRCL DAR MDC MDR KBH TOL=Bottom (Materials & Construction)
META(29): 0.99% Top=AUY EGO AUQ RGLD KGC GG ABX PAAS ….. CLF TIE STLD WLT CLD AKS MCP X=Bottom (Metals & Mining)
CONS(54): 0.86% Top=PVH NUS LEG CTB TPX AVP SEE WHR ….. COH ECL PBI HAR DECK XRX CRI GLT=Bottom (Consumer)
TRAN(23): 0.77% Top=SWFT ODFL CNW WERN CHRW JBHT GWR FDX ….. LCC CP UAL TRN ALK KSU NSC JBLU=Bottom (Transportation)
MANU(37): 0.74% Top=FLS ETN PNR XYL TKR JOY GDI SWK ….. CMI ATI AME CRS RS DRC GTI AGCO=Bottom (Manufacturing)
RETA(66): 0.31% Top=CPRT NFLX TSCO LL LOW HD AAP SBH ….. M ASNA EBAY ARO AMZN CAB JCP SHLD=Bottom (Retail & Specialty Retail)
REAL(69): 0.29% Top=MPW NCT CUBE PPS EXR NLY IVR CMO ….. HLSS HST DFT DRH MAC KRC WPC CBG=Bottom (Real Estate)
ELEC(44): 0.21% Top=CAVM DLB CREE MOLX MRVL CY CRUS CYMI ….. AMAT ISIL INVN INTC TXN GRMN SLAB QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): -0.01% Top=FII LM GS MS KKR LAZ CMA BAC ….. HCBK JEF PBCT EWBC OCN AMTD BPOP RF=Bottom (Banks/Financials)
INSU(36): -0.11% Top=GNW MBI AFL MMC CLGX BRO WSH RGA ….. ORI UNM TRV PRU CINF AXS AHL NOW=Bottom (Insurance)
COSW(61): -0.17% Top=TTWO BSFT SWI EA QSII YNDX CPWR LNKD ….. CERN SINA PMTC SPLK N FB BIDU VRSN=Bottom (Computer Software/Internet)
DISV(42): -0.25% Top=VRSK HMSY URI ACM ACTG RGS MA URS ….. RRD CAR ATHN PAYX ADT WTW LPS WU=Bottom (Diversified Services)
CHEM(25): -0.30% Top=ASH AGU VAL CF POL PX CBT GRA ….. HUN DD CE WPZ FMC EMN TROX ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): -0.49% Top=EXPE WYNN OEH CCL MPEL PENN CAKE LVS ….. PNRA LTM EAT ARCO SBUX MAR MGM H=Bottom (Leisure)
ENER(90): -0.69% Top=GPOR MMR APC CVE SM SWN EOG PXD ….. HK IOC HLX BAS CPNO QEP CAM FST=Bottom (Energy)
HEAL(43): -1.01% Top=BAX ISRG CYH ALGN CI DVA ZMH SYK ….. HOLX BKD NUVA HNT UHS LPNT HCA WCG=Bottom (Health)
COHW(45): -1.22% Top=NIHD RIMM EMC BCE VIP IBM AMT TWTC ….. HRS NTAP LVLT CIEN PLCM SYNA JDSU RVBD=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 11:55 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:46 am

Market Stats at 10:46 am ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
19.1% of stocks are above yesterday’s high.
46.9% are above yesterday’s midpoint. (53.1% are below.)
19.2% are below yesterday’s low.
61.7% are inside yesterday’s range.
47.9% of stocks with today’s high > yesterday’s high. (52.1% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND
38.3% of stocks are above today’s open. (60.1% are below).
32.7% of stocks are above today’s open and yesterday’s close.
45.9% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.7% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
33.2% are in the top half. 66.8% of stocks are in the bottom half of today’s range.
38.3% are in the bottom 20%.
26.7% are in the bottom 10%.

GAIN
47.8% of stocks are above yesterday’s close. (52.2% are below.)
2.0% are up 4.5% or more. 1.5% are down 4.5% or more.
2.8% are up 3.5% or more. 2.8% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.1%…>=90:7.1%…>=80:15.9%…>=50:41.6%…<=20:29.3%…<=10:18.1%…<=5:11.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:35.4%…<=20:4.3%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.1% above previous 1 highs, 19.2% below previous 1 lows
12.0% above previous 2 highs, 14.9% below previous 2 lows
10.5% above previous 3 highs, 12.6% below previous 3 lows
9.9% above previous 4 highs, 10.5% below previous 4 lows
7.8% above previous 5 highs, 10.5% below previous 5 lows
5.9% above previous 6 highs, 10.4% below previous 6 lows
5.3% above previous 7 highs, 10.0% below previous 7 lows
4.7% above previous 8 highs, 9.9% below previous 8 lows
4.7% above previous 9 highs, 9.5% below previous 9 lows
4.4% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
47.8% are above or equal to 10/26 close (1 days ago), 52.2% are below.
43.1% are above or equal to 10/25 close (2 days ago), 56.9% are below.
50.7% are above or equal to 10/24 close (3 days ago), 49.3% are below.
44.9% are above or equal to 10/23 close (4 days ago), 55.1% are below.
32.2% are above or equal to 10/22 close (5 days ago), 67.8% are below.
33.4% are above or equal to 10/19 close (6 days ago), 66.6% are below.
21.6% are above or equal to 10/18 close (7 days ago), 78.4% are below.
23.3% are above or equal to 10/17 close (8 days ago), 76.7% are below.
30.0% are above or equal to 10/16 close (9 days ago), 70.0% are below.
39.4% are above or equal to 10/15 close (10 days ago), 60.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.2% new highs, 10.7% new lows
21d: 6.2% new highs, 10.7% new lows
42d: 4.4% new highs, 7.3% new lows
63d: 4.3% new highs, 3.4% new lows
126d: 3.4% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.1% above, 53.9% below
3-day: 44.9% above, 55.1% below
4-day: 47.7% above, 52.3% below
5-day: 45.3% above, 54.7% below
8-day: 34.3% above, 65.7% below
10-day: 32.2% above, 67.8% below
20-day: 34.8% above, 65.2% below
50-day: 38.6% above, 61.4% below
200-day: 53.1% above, 46.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 1.75% Top=CLH EXP PWR OC USG LPX FAST MAS ….. SRCL LEN DAR MDR BZH PHM KBH TOL=Bottom (Materials & Construction)
META(29): 0.90% Top=AUY EGO GG ABX KGC CLF ANR RGLD ….. AA WLT TIE ACI AKS CLD MCP X=Bottom (Metals & Mining)
MANU(37): 0.82% Top=ETN FLS JOY TKR PNR TEX GDI XYL ….. DE ATI AME RS CRS GTI DRC AGCO=Bottom (Manufacturing)
CONS(54): 0.71% Top=PVH LEG NUS CTB SEE RL TPX BC ….. PBI IP ECL BMS XRX CRI DECK GLT=Bottom (Consumer)
TRAN(23): 0.59% Top=SWFT ODFL CNW WERN CHRW GWR FDX DAL ….. EXPD CNI CP NSC ALK JBLU KSU LCC=Bottom (Transportation)
REAL(69): 0.26% Top=MPW NCT PPS PMT CUBE NLY HCN OFC ….. O GOV HST KRC MAC DFT WPC CBG=Bottom (Real Estate)
ELEC(44): 0.04% Top=CAVM DLB CREE GRMN MRVL A APH JBL ….. AMAT ISIL KLAC TER INTC TXN SLAB QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): 0.00% Top=FII MS KKR GS LAZ LM BAC CMA ….. BPOP BOH RJF RF WBS EWBC PBCT AMTD=Bottom (Banks/Financials)
INSU(36): -0.00% Top=GNW BRO MBI AFL CLGX MMC AON LNC ….. ALL ACE AXS ORI AFG VR CINF AHL=Bottom (Insurance)
RETA(66): -0.02% Top=CPRT LL NFLX SBH BIG HD TSCO LOW ….. AEO ASNA CAB AMZN EBAY ARO JCP SHLD=Bottom (Retail & Specialty Retail)
CHEM(25): -0.15% Top=ASH CBT GRA VAL AGU POT PX CF ….. DD CE SIAL EMN FMC WPZ ROC TROX=Bottom (Chemicals/Fertilizers)
COSW(61): -0.27% Top=BSFT TTWO QSII SWI YNDX IRM EA MSFT ….. INFA CTRX FB N SINA SPLK VRSN BIDU=Bottom (Computer Software/Internet)
DISV(42): -0.43% Top=VRSK HMSY URI ACM HTZ APOL ACTG R ….. ULTA GPN PAYX ADT WTW ATHN LPS WU=Bottom (Diversified Services)
LEIS(26): -0.54% Top=EXPE CCL MPEL OEH WYNN WYN DNKN YUM ….. HOT SBUX EAT ARCO PCLN PNRA MGM H=Bottom (Leisure)
ENER(90): -0.74% Top=GPOR CVE APC CHK PXD MMR EOG SWN ….. HK IOC CPNO HLX KEG FST CAM QEP=Bottom (Energy)
HEAL(43): -0.98% Top=BAX ALGN CYH CI DVA RMD ZMH SYK ….. CNC HOLX HNT NUVA UHS LPNT HCA WCG=Bottom (Health)
COHW(45): -1.04% Top=NIHD EMC RIMM IBM AMT VIP BCE PANW ….. HRS AAPL CIEN SYNA LVLT PLCM JDSU RVBD=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 10:46 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:17 am ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
23.6% of stocks are above yesterday’s high.
55.6% are above yesterday’s midpoint. (44.4% are below.)
12.5% are below yesterday’s low.
63.8% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
29.6% of stocks with today’s low < yesterday’s low. (70.4% greater than).

EVIDENCE OF INTRADAY TREND
46.9% of stocks are above today’s open. (51.1% are below).
40.3% of stocks are above today’s open and yesterday’s close.
35.1% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.3% of stocks are in the top 10% of today’s range.
18.0% are in the top 20%.
46.3% are in the top half. 53.7% of stocks are in the bottom half of today’s range.
21.2% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN
58.3% of stocks are above yesterday’s close. (41.7% are below.)
2.0% are up 4.5% or more. 1.4% are down 4.5% or more.
3.2% are up 3.5% or more. 2.4% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.8%…>=90:8.8%…>=80:19.2%…>=50:48.9%…<=20:24.3%…<=10:14.3%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.5%…<=20:3.7%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.6% above previous 1 highs, 12.5% below previous 1 lows
15.3% above previous 2 highs, 10.0% below previous 2 lows
12.4% above previous 3 highs, 8.6% below previous 3 lows
11.9% above previous 4 highs, 7.3% below previous 4 lows
9.1% above previous 5 highs, 7.3% below previous 5 lows
6.8% above previous 6 highs, 7.2% below previous 6 lows
5.8% above previous 7 highs, 7.0% below previous 7 lows
5.2% above previous 8 highs, 6.6% below previous 8 lows
5.2% above previous 9 highs, 6.4% below previous 9 lows
5.2% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.3% are above or equal to 10/26 close (1 days ago), 41.7% are below.
46.8% are above or equal to 10/25 close (2 days ago), 53.2% are below.
55.2% are above or equal to 10/24 close (3 days ago), 44.8% are below.
46.9% are above or equal to 10/23 close (4 days ago), 53.1% are below.
35.3% are above or equal to 10/22 close (5 days ago), 64.7% are below.
37.7% are above or equal to 10/19 close (6 days ago), 62.3% are below.
23.6% are above or equal to 10/18 close (7 days ago), 76.4% are below.
25.9% are above or equal to 10/17 close (8 days ago), 74.1% are below.
31.7% are above or equal to 10/16 close (9 days ago), 68.3% are below.
41.6% are above or equal to 10/15 close (10 days ago), 58.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.7% new highs, 9.6% new lows
21d: 5.7% new highs, 9.6% new lows
42d: 3.9% new highs, 6.4% new lows
63d: 3.8% new highs, 3.4% new lows
126d: 2.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.3% above, 43.7% below
3-day: 51.7% above, 48.3% below
4-day: 53.2% above, 46.8% below
5-day: 50.8% above, 49.2% below
8-day: 37.9% above, 62.1% below
10-day: 35.5% above, 64.5% below
20-day: 36.9% above, 63.1% below
50-day: 40.1% above, 59.9% below
200-day: 54.4% above, 45.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.39% Top=CLH PWR OC EXP USG MAS LPX FAST ….. SRCL PHM BZH SPF DAR KBH MDR TOL=Bottom (Materials & Construction)
MANU(37): 1.23% Top=ETN GDI FLS BWC PNR JOY TKR SWK ….. GE ATI AME CRS RS GTI DRC AGCO=Bottom (Manufacturing)
META(29): 0.96% Top=AUY GG ABX EGO KGC RGLD SWC AUQ ….. AA AKS ACI TIE CLD JRCC MCP X=Bottom (Metals & Mining)
CONS(54): 0.94% Top=PVH LEG NUS CTB SEE BC RL ETH ….. PBI CHD ECL XRX TWI GLT CRI DECK=Bottom (Consumer)
TRAN(23): 0.56% Top=SWFT CNW CHRW WERN ODFL GWR FDX JBHT ….. CNI CP NSC UAL JBLU KSU ALK LCC=Bottom (Transportation)
ELEC(44): 0.31% Top=CAVM GRMN CREE JBL CYMI ROP APH GLW ….. ISIL LSI AMAT KLAC TER TXN SLAB QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): 0.25% Top=ASH CBT VAL AGU GRA CF POL PX ….. ALB CYT APD DD FMC WPZ ROC TROX=Bottom (Chemicals/Fertilizers)
REAL(69): 0.24% Top=MPW PPS BPO HTS EXR NLY HCN IVR ….. NNN GOV O HST MAC DFT WPC CBG=Bottom (Real Estate)
FINA(73): 0.21% Top=MS LAZ KKR FII GS BLK CMA BAC ….. SEIC BOH RF EWBC WBS WDR PBCT AMTD=Bottom (Banks/Financials)
RETA(66): 0.18% Top=LL CPRT TSCO BIG HD LOW JNY JWN ….. DKS ARO EBAY CAB AMZN NFLX JCP SHLD=Bottom (Retail & Specialty Retail)
COSW(61): 0.12% Top=TTWO BSFT YNDX SWI QSII EA LNKD SFLY ….. CTRX QLIK N SINA SPLK VRSN BIDU FB=Bottom (Computer Software/Internet)
INSU(36): 0.05% Top=GNW MBI CLGX MMC BRO AFL AON RGA ….. AFG ACE PL TRV AHL ALL ORI CINF=Bottom (Insurance)
DISV(42): -0.17% Top=VRSK HMSY URI DV ACM JEC APOL MA ….. MCO GPN WTW PAYX ADT ATHN LPS WU=Bottom (Diversified Services)
ENER(90): -0.36% Top=GPOR CVE CHK SWN PXD MUR APC DVN ….. HFC IOC HLX KEG CRK CPNO CAM QEP=Bottom (Energy)
LEIS(26): -0.62% Top=CCL WYN CAKE EXPE OEH DNKN LTM YUM ….. HOT PNRA SBUX ARCO PCLN SIX MGM H=Bottom (Leisure)
HEAL(43): -0.68% Top=BAX CYH ALGN DVA XRAY RMD CI SYK ….. HNT BSX CNC NUVA LPNT UHS HCA WCG=Bottom (Health)
COHW(45): -0.69% Top=NIHD EMC RIMM IBM VIP BCE WDC PANW ….. PCS AAPL CIEN SYNA PLCM LVLT JDSU RVBD=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 10:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:50 am

Market Stats at 9:50 am ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
28.1% of stocks are above yesterday’s high.
63.3% are above yesterday’s midpoint. (36.7% are below.)
10.1% are below yesterday’s low.
61.8% are inside yesterday’s range.
42.4% of stocks with today’s high > yesterday’s high. (57.6% less than).
25.7% of stocks with today’s low < yesterday’s low. (74.3% greater than).

EVIDENCE OF INTRADAY TREND
55.8% of stocks are above today’s open. (42.0% are below).
48.5% of stocks are above today’s open and yesterday’s close.
26.8% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.0% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
60.8% are in the top half. 39.2% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN
66.6% of stocks are above yesterday’s close. (33.4% are below.)
1.5% are up 4.5% or more. 1.1% are down 4.5% or more.
2.8% are up 3.5% or more. 2.1% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.0%…>=90:9.0%…>=80:22.9%…>=50:55.0%…<=20:18.1%…<=10:11.0%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:39.8%…<=20:3.8%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.1% above previous 1 highs, 10.1% below previous 1 lows
18.0% above previous 2 highs, 8.2% below previous 2 lows
14.7% above previous 3 highs, 7.1% below previous 3 lows
13.7% above previous 4 highs, 5.3% below previous 4 lows
9.9% above previous 5 highs, 5.3% below previous 5 lows
7.2% above previous 6 highs, 5.3% below previous 6 lows
6.4% above previous 7 highs, 5.1% below previous 7 lows
5.4% above previous 8 highs, 4.8% below previous 8 lows
5.4% above previous 9 highs, 4.7% below previous 9 lows
5.3% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.6% are above or equal to 10/26 close (1 days ago), 33.4% are below.
53.2% are above or equal to 10/25 close (2 days ago), 46.8% are below.
59.0% are above or equal to 10/24 close (3 days ago), 41.0% are below.
50.6% are above or equal to 10/23 close (4 days ago), 49.4% are below.
37.2% are above or equal to 10/22 close (5 days ago), 62.8% are below.
38.6% are above or equal to 10/19 close (6 days ago), 61.4% are below.
25.8% are above or equal to 10/18 close (7 days ago), 74.2% are below.
28.1% are above or equal to 10/17 close (8 days ago), 71.9% are below.
33.5% are above or equal to 10/16 close (9 days ago), 66.5% are below.
42.6% are above or equal to 10/15 close (10 days ago), 57.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.1% new highs, 7.8% new lows
21d: 5.1% new highs, 7.7% new lows
42d: 3.5% new highs, 5.3% new lows
63d: 3.4% new highs, 2.7% new lows
126d: 2.8% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 65.1% above, 34.9% below
3-day: 58.7% above, 41.3% below
4-day: 58.3% above, 41.7% below
5-day: 55.9% above, 44.1% below
8-day: 40.1% above, 59.9% below
10-day: 36.9% above, 63.1% below
20-day: 39.6% above, 60.4% below
50-day: 42.2% above, 57.8% below
200-day: 55.1% above, 44.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 3.11% Top=CLH PWR EXP OC USG FAST MAS LPX ….. SPF MDC WCN TOL KBH DAR SRCL MDR=Bottom (Materials & Construction)
MANU(37): 1.20% Top=ETN GDI FLS TKR SWK PNR JOY AVY ….. IEX GE ATI RS AME CRS DRC AGCO=Bottom (Manufacturing)
CONS(54): 1.12% Top=PVH LEG VFC RL UA BC FBHS HBI ….. GT ECL PAY CHD CRI GLT DECK SCSS=Bottom (Consumer)
META(29): 1.00% Top=AUY GG KGC EGO ABX RGLD STLD AUQ ….. AA X SCCO TIE CLD MCP JRCC ACI=Bottom (Metals & Mining)
TRAN(23): 0.98% Top=SWFT CHRW CNW WERN ODFL LUV JBHT FDX ….. ALK TRN NSC UAL CP KSU CNI LCC=Bottom (Transportation)
ELEC(44): 0.57% Top=CAVM GRMN CREE GLW CYMI SWKS APH MRVL ….. ONNN NXPI AMAT CPHD TER TXN SLAB QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(69): 0.56% Top=MPW BAM HCN BPO EXR CMO PPS SNH ….. ACC MAC KRC GOV HLSS DFT WPC CBG=Bottom (Real Estate)
CHEM(25): 0.51% Top=ASH CBT AGU VAL POL EMN PX CF ….. DD ALB APD CYT FMC ROC WPZ TROX=Bottom (Chemicals/Fertilizers)
RETA(66): 0.45% Top=HD LL LOW TSCO BIG CPRT JWN JNY ….. ARO EBAY DKS CAB FRAN NFLX JCP SHLD=Bottom (Retail & Specialty Retail)
FINA(73): 0.27% Top=KKR MS BX LAZ ACAS GS BLK HBAN ….. PB SEIC FRC FULT PBCT AMTD WBS EWBC=Bottom (Banks/Financials)
COSW(61): 0.12% Top=QSII TTWO BSFT YNDX MSFT SWI SFLY EA ….. BYI VRSN INFA QLIK SPLK FB SINA BIDU=Bottom (Computer Software/Internet)
DISV(42): 0.03% Top=VRSK URI HMSY DV MA JEC ACM R ….. ULTA PAYX SBAC GPN ADT ATHN LPS WU=Bottom (Diversified Services)
INSU(36): -0.00% Top=GNW MBI BRO MMC AON PRU NOW CLGX ….. HIG AHL ACE PL TRV ALL ORI CINF=Bottom (Insurance)
ENER(90): -0.08% Top=CVE GPOR APC SWN CIE PXD HP DVN ….. OII HFC BAS HK CPNO CAM CRK QEP=Bottom (Energy)
HEAL(43): -0.38% Top=BAX XRAY ALGN SYK DVA VOLC ZMH RMD ….. THC HMA BSX CNC LPNT UHS HCA WCG=Bottom (Health)
LEIS(26): -0.49% Top=CCL YUM WYN MCD DRI CAKE LTM DNKN ….. EAT LVS PCLN RHP ARCO HOT MGM H=Bottom (Leisure)
COHW(45): -0.52% Top=NIHD VIP EMC BCE RIMM IBM PANW LEAP ….. FIO CIEN AAPL JDSU SYNA PLCM LVLT RVBD=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 9:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:38 am ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 791.

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

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

COMPARED TO YESTERDAY’S RANGE
24.1% of stocks are above yesterday’s high.
59.5% are above yesterday’s midpoint. (40.5% are below.)
9.9% are below yesterday’s low.
66.0% are inside yesterday’s range.
35.4% of stocks with today’s high > yesterday’s high. (64.6% less than).
21.6% of stocks with today’s low < yesterday’s low. (78.4% greater than).

EVIDENCE OF INTRADAY TREND
51.5% of stocks are above today’s open. (45.5% are below).
43.9% of stocks are above today’s open and yesterday’s close.
27.7% are below both.
64.7% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.5% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN
65.1% of stocks are above yesterday’s close. (34.9% are below.)
1.9% are up 4.5% or more. 1.3% are down 4.5% or more.
3.0% are up 3.5% or more. 2.0% are down 3.5% or more.
67.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.4%…>=90:7.6%…>=80:19.3%…>=50:53.4%…<=20:20.9%…<=10:12.6%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.3%…<=20:3.3%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.8%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.1% above previous 1 highs, 9.9% below previous 1 lows
14.8% above previous 2 highs, 7.5% below previous 2 lows
12.3% above previous 3 highs, 6.4% below previous 3 lows
11.8% above previous 4 highs, 5.3% below previous 4 lows
8.1% above previous 5 highs, 5.2% below previous 5 lows
6.2% above previous 6 highs, 5.1% below previous 6 lows
5.1% above previous 7 highs, 4.9% below previous 7 lows
4.4% above previous 8 highs, 4.8% below previous 8 lows
4.2% above previous 9 highs, 4.6% below previous 9 lows
3.9% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.1% are above or equal to 10/26 close (1 days ago), 34.9% are below.
49.2% are above or equal to 10/25 close (2 days ago), 50.8% are below.
58.0% are above or equal to 10/24 close (3 days ago), 42.0% are below.
50.2% are above or equal to 10/23 close (4 days ago), 49.8% are below.
34.8% are above or equal to 10/22 close (5 days ago), 65.2% are below.
37.0% are above or equal to 10/19 close (6 days ago), 63.0% are below.
24.4% are above or equal to 10/18 close (7 days ago), 75.6% are below.
26.4% are above or equal to 10/17 close (8 days ago), 73.6% are below.
31.6% are above or equal to 10/16 close (9 days ago), 68.4% are below.
42.5% are above or equal to 10/15 close (10 days ago), 57.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 6.3% new lows
21d: 3.8% new highs, 6.2% new lows
42d: 2.7% new highs, 3.9% new lows
63d: 2.5% new highs, 1.8% new lows
126d: 2.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.7% above, 36.3% below
3-day: 55.0% above, 45.0% below
4-day: 56.8% above, 43.2% below
5-day: 54.1% above, 45.9% below
8-day: 38.6% above, 61.4% below
10-day: 34.8% above, 65.2% below
20-day: 37.8% above, 62.2% below
50-day: 41.0% above, 59.0% below
200-day: 54.1% above, 45.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 3.08% Top=CLH EXP PWR OC MTZ USG FLR FAST ….. RSG SPF FWLT MDC WCN DAR SRCL MDR=Bottom (Materials & Construction)
META(29): 1.15% Top=AUY GG SWC KGC ABX EGO STLD ANR ….. CNX TIE JRCC AKS SCCO CLD MCP ACI=Bottom (Metals & Mining)
CONS(54): 0.90% Top=PVH LEG VFC NUS RL HAS WHR TWI ….. BMS GLT HAR AVP DECK CRI SCSS PAY=Bottom (Consumer)
MANU(37): 0.86% Top=FLS PNR AVY SWK TKR JOY LII GTI ….. GE PCP DRC BWC RS CRS AME AGCO=Bottom (Manufacturing)
ELEC(44): 0.77% Top=CAVM GRMN GLW CREE CYMI LSI CRUS SWKS ….. ROP TRMB CPHD TXN SLAB MXIM INVN QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): 0.48% Top=ASH CE EMN AGU MON CF MOS POT ….. POL DD GRA ALB TROX CYT WPZ ROC=Bottom (Chemicals/Fertilizers)
TRAN(23): 0.40% Top=SWFT CNW CHRW ODFL WERN LUV GWR UPS ….. CNI CP NSC KSU DAL ALK UAL LCC=Bottom (Transportation)
REAL(69): 0.35% Top=MPW HCN BAM BPO PCL CMO CUBE IVR ….. O AKR KRC GOV HLSS WPC DFT CBG=Bottom (Real Estate)
RETA(66): 0.34% Top=LL HD LOW TSCO KSS CPRT BIG JNY ….. AZO GNC AEO ARO FRAN JCP SHLD NFLX=Bottom (Retail & Specialty Retail)
FINA(73): 0.27% Top=MS KKR BLK WDR GS CMA STT BK ….. AMTD PSEC SEIC FRC OCN WBS TCBI EWBC=Bottom (Banks/Financials)
COSW(61): 0.17% Top=YNDX BSFT TTWO SWI EA QSII MSFT DDD ….. CTSH SYMC SPLK TRIP N SINA FB BIDU=Bottom (Computer Software/Internet)
INSU(36): -0.07% Top=GNW BRO AON CLGX MBI PRU MMC AFL ….. ACE FNF PL WRB TRV HIG ORI CINF=Bottom (Insurance)
ENER(90): -0.07% Top=APC CVE FST CIE MUR PXD SWN GPOR ….. BAS EPB HK OII CAM CPNO CRK QEP=Bottom (Energy)
DISV(42): -0.07% Top=VRSK URI RGS JEC HMSY ACM HTZ ACTG ….. PAYX SBAC AAN GPN ADT ATHN LPS WU=Bottom (Diversified Services)
LEIS(26): -0.33% Top=CCL LTM DRI WYN MCD YUM DNKN SBUX ….. DPZ MAR PCLN EXPE HOT ARCO MGM H=Bottom (Leisure)
COHW(45): -0.50% Top=NIHD VIP RIMM BCE FIO WDC IBM EMC ….. BRCD CIEN JDSU AAPL LVLT SYNA PLCM RVBD=Bottom (Computer Hardware/Telecom)
HEAL(43): -0.50% Top=DVA BAX XRAY SYK ALGN CI MDT STJ ….. THC BSX HOLX CNC UHS LPNT WCG HCA=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.
Market Stats at 9:38 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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