daytrend

11/30/2012

Filed under: Market Stats — daytrend @ 4:39 pm

Closing Stats
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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

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

COMPARED TO YESTERDAY’S RANGE
20.5% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
16.2% are below yesterday’s low.
63.3% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND
48.6% of stocks are above today’s open. (50.2% are below).
43.8% of stocks are above today’s open and yesterday’s close.
41.3% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.8% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
54.1% of stocks are above yesterday’s close. (45.9% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.4%…>=90:22.6%…>=80:38.9%…>=50:66.3%…<=20:10.2%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:73.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.5% above previous 1 highs, 16.2% below previous 1 lows
19.8% above previous 2 highs, 3.3% below previous 2 lows
16.9% above previous 3 highs, 3.1% below previous 3 lows
15.5% above previous 4 highs, 2.8% below previous 4 lows
15.0% above previous 5 highs, 2.8% below previous 5 lows
15.0% above previous 6 highs, 2.3% below previous 6 lows
14.3% above previous 7 highs, 2.1% below previous 7 lows
14.2% above previous 8 highs, 2.0% below previous 8 lows
14.1% above previous 9 highs, 1.5% below previous 9 lows
13.9% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.1% are above or equal to 11/29 close (1 days ago), 45.9% are below.
67.1% are above or equal to 11/28 close (2 days ago), 32.9% are below.
75.7% are above or equal to 11/27 close (3 days ago), 24.3% are below.
66.0% are above or equal to 11/26 close (4 days ago), 34.0% are below.
58.6% are above or equal to 11/23 close (5 days ago), 41.4% are below.
76.9% are above or equal to 11/21 close (6 days ago), 23.1% are below.
81.3% are above or equal to 11/20 close (7 days ago), 18.7% are below.
80.9% are above or equal to 11/19 close (8 days ago), 19.1% are below.
90.4% are above or equal to 11/16 close (9 days ago), 9.6% are below.
91.4% are above or equal to 11/15 close (10 days ago), 8.6% are below.
90.2% are above or equal to 11/14 close (11 days ago), 9.8% are below.
80.6% are above or equal to 11/13 close (12 days ago), 19.4% are below.
75.3% are above or equal to 11/12 close (13 days ago), 24.7% are below.
74.1% are above or equal to 11/9 close (14 days ago), 25.9% are below.
71.2% are above or equal to 11/8 close (15 days ago), 28.8% are below.
58.8% are above or equal to 11/7 close (16 days ago), 41.2% are below.
42.6% are above or equal to 11/6 close (17 days ago), 57.4% are below.
48.5% are above or equal to 11/5 close (18 days ago), 51.5% are below.
51.5% are above or equal to 11/2 close (19 days ago), 48.5% are below.
46.7% are above or equal to 11/1 close (20 days ago), 53.3% are below.
57.2% are above or equal to 10/31 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 1.6% new lows
21d: 13.9% new highs, 1.5% new lows
42d: 7.7% new highs, 1.3% new lows
63d: 6.2% new highs, 1.2% new lows
126d: 4.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.9% above, 48.1% below
3-day: 62.7% above, 37.3% below
4-day: 68.8% above, 31.2% below
5-day: 69.3% above, 30.7% below
8-day: 72.9% above, 27.1% below
10-day: 79.2% above, 20.8% below
20-day: 74.8% above, 25.2% below
50-day: 52.6% above, 47.4% below
200-day: 56.0% above, 44.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
DISV(41): 0.41% Top=ULTA BLOX HMSY ADT ACM RHI LPS KBR ….. HRB SCI HPY SAI DV APOL ACTG MYGN=Bottom (Diversified Services)
CHEM(22): 0.40% Top=ROC CE PPG CHMT PX HUN RPM APD ….. TROX VAL MOS FMC ALB DD POT MON=Bottom (Chemicals/Fertilizers)
REAL(65): 0.33% Top=O CBG GGP CBL SKT SLG KIM LRY ….. CPT NNN AIV EXR AVB DRH DCT BEE=Bottom (Real Estate)
INSU(35): 0.21% Top=VR BRO WSH PRE ACGL GNW MBI AIZ ….. TRV MET AXS ACE CLGX AIG ORI PGR=Bottom (Insurance)
HEAL(42): 0.20% Top=EW STJ MAKO LPNT AET HNT MR BAX ….. RMD ALGN BDX HUM ZMH DGX HMA BSX=Bottom (Health)
ENER(86): 0.18% Top=KEG SD PDCE OIS HERO NBR HP TSO ….. HES DVN SWN RRC FST CHK NOV MMR=Bottom (Energy)
RETA(69): -0.01% Top=ARO COST FRAN WMT PETM LOW ORLY HD ….. MW TIF ANN CHS PIR SKS SHLD JOSB=Bottom (Retail & Specialty Retail)
FINA(60): -0.07% Top=HCBK PNC NYCB PBCT PFG ARCC BLK WDR ….. FHN COF BK AMP KKR JNS EWBC SLM=Bottom (Banks/Financials)
CONS(49): -0.10% Top=LEG GIL GT TPX MAT FBHS HBI NUS ….. JAH CRI NKE RL CROX COH FNP UA=Bottom (Consumer)
META(27): -0.15% Top=WLT ANR ACI STLD MCP BTU NUE PVR ….. AEM X ABX SCCO GG KGC CNX RGLD=Bottom (Metals & Mining)
MANU(37): -0.20% Top=GTLS CRS TKR BWC DHR MTW AME ROK ….. FLS CFX PNR AGCO DE PH CMI SWK=Bottom (Manufacturing)
ELEC(43): -0.28% Top=CREE ATML ARMH XLNX SWKS DLB CY MCHP ….. FCS SMTC ONNN TXN NXPI IPGP VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): -0.31% Top=PCS JDSU T HPQ RIMM QCOM CTL LVLT ….. AMX WDC RVBD ADTN SNDK ARUN FIO APKT=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.35% Top=ALK LUV JBLU EXPD GLNG TRN UAL CNI ….. DAL UPS JBHT KSU LCC WERN FDX CNW=Bottom (Transportation)
MATE(29): -0.59% Top=PWR WCN OC RSG MTZ AWI LPX SHW ….. FWLT RYL PHM KBH EXP SPF MTH HOV=Bottom (Materials & Construction)
LEIS(24): -0.60% Top=MGM RHP MCD WYN H EXPE WYNN CCL ….. EAT KKD MAR DPZ CMG DRI CAKE YUM=Bottom (Leisure)
COSW(63): -0.65% Top=IACI CTRX FB MSCI ADBE CPWR INTU TRI ….. TIBX QLIK BIDU GWRE BSFT DDD MDRX VRSN=Bottom (Computer Software/Internet)

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

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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

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

COMPARED TO YESTERDAY’S RANGE
20.5% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
16.2% are below yesterday’s low.
63.3% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND
48.6% of stocks are above today’s open. (50.2% are below).
43.8% of stocks are above today’s open and yesterday’s close.
41.3% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.8% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
54.1% of stocks are above yesterday’s close. (45.9% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.4%…>=90:22.6%…>=80:38.9%…>=50:66.3%…<=20:10.2%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:73.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.5% above previous 1 highs, 16.2% below previous 1 lows
19.8% above previous 2 highs, 3.3% below previous 2 lows
16.9% above previous 3 highs, 3.1% below previous 3 lows
15.5% above previous 4 highs, 2.8% below previous 4 lows
15.0% above previous 5 highs, 2.8% below previous 5 lows
15.0% above previous 6 highs, 2.3% below previous 6 lows
14.3% above previous 7 highs, 2.1% below previous 7 lows
14.2% above previous 8 highs, 2.0% below previous 8 lows
14.1% above previous 9 highs, 1.5% below previous 9 lows
13.9% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.1% are above or equal to 11/29 close (1 days ago), 45.9% are below.
67.1% are above or equal to 11/28 close (2 days ago), 32.9% are below.
75.7% are above or equal to 11/27 close (3 days ago), 24.3% are below.
66.0% are above or equal to 11/26 close (4 days ago), 34.0% are below.
58.6% are above or equal to 11/23 close (5 days ago), 41.4% are below.
76.9% are above or equal to 11/21 close (6 days ago), 23.1% are below.
81.3% are above or equal to 11/20 close (7 days ago), 18.7% are below.
80.9% are above or equal to 11/19 close (8 days ago), 19.1% are below.
90.4% are above or equal to 11/16 close (9 days ago), 9.6% are below.
91.4% are above or equal to 11/15 close (10 days ago), 8.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 1.6% new lows
21d: 13.9% new highs, 1.5% new lows
42d: 7.7% new highs, 1.3% new lows
63d: 6.2% new highs, 1.2% new lows
126d: 4.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.9% above, 48.1% below
3-day: 62.7% above, 37.3% below
4-day: 68.8% above, 31.2% below
5-day: 69.3% above, 30.7% below
8-day: 72.9% above, 27.1% below
10-day: 79.2% above, 20.8% below
20-day: 74.8% above, 25.2% below
50-day: 52.6% above, 47.4% below
200-day: 56.0% above, 44.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
DISV(41): 0.41% Top=ULTA BLOX HMSY ADT ACM RHI LPS KBR ….. HRB SCI HPY SAI DV APOL ACTG MYGN=Bottom (Diversified Services)
CHEM(22): 0.40% Top=ROC CE PPG CHMT PX HUN RPM APD ….. TROX VAL MOS FMC ALB DD POT MON=Bottom (Chemicals/Fertilizers)
REAL(65): 0.33% Top=O CBG GGP CBL SKT SLG KIM LRY ….. CPT NNN AIV EXR AVB DRH DCT BEE=Bottom (Real Estate)
INSU(35): 0.21% Top=VR BRO WSH PRE ACGL GNW MBI AIZ ….. TRV MET AXS ACE CLGX AIG ORI PGR=Bottom (Insurance)
HEAL(42): 0.20% Top=EW STJ MAKO LPNT AET HNT MR BAX ….. RMD ALGN BDX HUM ZMH DGX HMA BSX=Bottom (Health)
ENER(86): 0.18% Top=KEG SD PDCE OIS HERO NBR HP TSO ….. HES DVN SWN RRC FST CHK NOV MMR=Bottom (Energy)
RETA(69): -0.01% Top=ARO COST FRAN WMT PETM LOW ORLY HD ….. MW TIF ANN CHS PIR SKS SHLD JOSB=Bottom (Retail & Specialty Retail)
FINA(60): -0.07% Top=HCBK PNC NYCB PBCT PFG ARCC BLK WDR ….. FHN COF BK AMP KKR JNS EWBC SLM=Bottom (Banks/Financials)
CONS(49): -0.10% Top=LEG GIL GT TPX MAT FBHS HBI NUS ….. JAH CRI NKE RL CROX COH FNP UA=Bottom (Consumer)
META(27): -0.15% Top=WLT ANR ACI STLD MCP BTU NUE PVR ….. AEM X ABX SCCO GG KGC CNX RGLD=Bottom (Metals & Mining)
MANU(37): -0.20% Top=GTLS CRS TKR BWC DHR MTW AME ROK ….. FLS CFX PNR AGCO DE PH CMI SWK=Bottom (Manufacturing)
ELEC(43): -0.28% Top=CREE ATML ARMH XLNX SWKS DLB CY MCHP ….. FCS SMTC ONNN TXN NXPI IPGP VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): -0.31% Top=PCS JDSU T HPQ RIMM QCOM CTL LVLT ….. AMX WDC RVBD ADTN SNDK ARUN FIO APKT=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.35% Top=ALK LUV JBLU EXPD GLNG TRN UAL CNI ….. DAL UPS JBHT KSU LCC WERN FDX CNW=Bottom (Transportation)
MATE(29): -0.59% Top=PWR WCN OC RSG MTZ AWI LPX SHW ….. FWLT RYL PHM KBH EXP SPF MTH HOV=Bottom (Materials & Construction)
LEIS(24): -0.60% Top=MGM RHP MCD WYN H EXPE WYNN CCL ….. EAT KKD MAR DPZ CMG DRI CAKE YUM=Bottom (Leisure)
COSW(63): -0.65% Top=IACI CTRX FB MSCI ADBE CPWR INTU TRI ….. TIBX QLIK BIDU GWRE BSFT DDD MDRX VRSN=Bottom (Computer Software/Internet)

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

Filed under: Market Stats — daytrend @ 3:27 pm

Market Stats at 3:26 pm ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 752.

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.
47.5% are above yesterday’s midpoint. (52.5% are below.)
20.7% are below yesterday’s low.
63.3% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
41.9% of stocks with today’s low < yesterday’s low. (58.1% greater than).

EVIDENCE OF INTRADAY TREND
37.0% of stocks are above today’s open. (61.0% are below).
32.0% of stocks are above today’s open and yesterday’s close.
53.3% are below both.
53.9% of stocks opened above yesterday’s close. (38.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.6% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
41.4% are in the top half. 58.6% of stocks are in the bottom half of today’s range.
22.3% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN
41.9% of stocks are above yesterday’s close. (58.1% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
0.7% are up 3.5% or more. 1.6% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.7%…>=90:18.2%…>=80:30.6%…>=50:59.4%…<=20:13.4%…<=10:4.9%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:70.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:64.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.0% above previous 1 highs, 20.7% below previous 1 lows
15.0% above previous 2 highs, 4.4% below previous 2 lows
12.9% above previous 3 highs, 3.7% below previous 3 lows
11.7% above previous 4 highs, 3.3% below previous 4 lows
11.3% above previous 5 highs, 2.9% below previous 5 lows
11.3% above previous 6 highs, 2.5% below previous 6 lows
11.0% above previous 7 highs, 2.3% below previous 7 lows
10.8% above previous 8 highs, 2.3% below previous 8 lows
10.6% above previous 9 highs, 1.5% below previous 9 lows
10.6% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.9% are above or equal to 11/29 close (1 days ago), 58.1% are below.
62.5% are above or equal to 11/28 close (2 days ago), 37.5% are below.
72.3% are above or equal to 11/27 close (3 days ago), 27.7% are below.
62.1% are above or equal to 11/26 close (4 days ago), 37.9% are below.
56.4% are above or equal to 11/23 close (5 days ago), 43.6% are below.
74.6% are above or equal to 11/21 close (6 days ago), 25.4% are below.
78.6% are above or equal to 11/20 close (7 days ago), 21.4% are below.
79.0% are above or equal to 11/19 close (8 days ago), 21.0% are below.
88.4% are above or equal to 11/16 close (9 days ago), 11.6% are below.
90.7% are above or equal to 11/15 close (10 days ago), 9.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.8% new highs, 1.6% new lows
21d: 13.2% new highs, 1.5% new lows
42d: 7.2% new highs, 1.3% new lows
63d: 5.7% new highs, 1.2% new lows
126d: 4.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.8% above, 60.2% below
3-day: 52.8% above, 47.2% below
4-day: 63.3% above, 36.7% below
5-day: 63.4% above, 36.6% below
8-day: 68.1% above, 31.9% below
10-day: 76.6% above, 23.4% below
20-day: 71.8% above, 28.2% below
50-day: 52.3% above, 47.7% below
200-day: 55.3% above, 44.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): 0.31% Top=O CBG GGP SKT DFT SLG KIM SNH ….. BEE CPT EQR AIV AVB DRH NNN EXR=Bottom (Real Estate)
CHEM(22): 0.28% Top=ROC CE PPG HUN PX CHMT RPM APD ….. MOS TROX VAL FMC POT ALB DD MON=Bottom (Chemicals/Fertilizers)
DISV(41): 0.15% Top=ULTA BLOX ADT HMSY ACM MCO LPS RHI ….. SCI HRB HPY DV SAI APOL ACTG MYGN=Bottom (Diversified Services)
HEAL(42): 0.05% Top=EW AET MAKO LPNT STJ MR WLP BAX ….. BDX HUM ALGN LIFE DGX ZMH BSX HMA=Bottom (Health)
INSU(35): 0.04% Top=BRO WSH AJG ACGL NOW PRE GNW AIZ ….. TRV L CLGX ALL ACE AXS AIG PGR=Bottom (Insurance)
ENER(86): -0.08% Top=KEG PDCE SD HERO OIS NBR TSO ESV ….. PWE HES SWN RRC FST CHK NOV MMR=Bottom (Energy)
RETA(69): -0.24% Top=ARO FRAN COST WMT DG ORLY LOW PETM ….. JCP TIF ANN SKS CHS PIR JOSB SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.28% Top=GIL LEG GT HBI MAT PBI AVP NUS ….. JAH DECK NKE RL CROX FNP UA COH=Bottom (Consumer)
FINA(60): -0.30% Top=PNC HCBK KBW NYCB PBCT PFG ARCC MTB ….. PSEC OCN FHN EWBC SLM COF BK JNS=Bottom (Banks/Financials)
ELEC(43): -0.43% Top=ATML CREE ARMH XLNX SWKS CY MCHP INTC ….. TXN FCS IPGP SMTC NXPI ONNN VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.48% Top=GTLS CRS GNRC DHR ATU AME KMT ROK ….. CFX DE PNR AGCO SPW PH CMI SWK=Bottom (Manufacturing)
COHW(39): -0.52% Top=PCS JDSU T PLCM HPQ QCOM CTL RIMM ….. EMC WDC ARUN RVBD ADTN SNDK FIO APKT=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.54% Top=ALK LUV EXPD JBLU UAL GLNG TRN CP ….. UPS CHRW WERN JBHT KSU LCC FDX CNW=Bottom (Transportation)
META(27): -0.70% Top=WLT ANR ACI STLD PVR BTU NUE EGO ….. AUQ X ABX AUY GG KGC CNX RGLD=Bottom (Metals & Mining)
LEIS(24): -0.87% Top=MGM RHP WYN MCD WYNN H DNKN MPEL ….. MAR EAT KKD DPZ DRI CMG CAKE YUM=Bottom (Leisure)
MATE(29): -0.89% Top=PWR WCN SHW LPX MTZ FAST OC SRCL ….. MAS RYL EXP PHM KBH SPF MTH HOV=Bottom (Materials & Construction)
COSW(63): -1.00% Top=IACI MSCI CTRX AZPN ADBE CPWR ORCL INTU ….. TIBX BIDU YNDX BSFT GWRE DDD MDRX VRSN=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:26 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 3:01 pm ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 752.

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.
42.0% are above yesterday’s midpoint. (58.0% are below.)
23.7% are below yesterday’s low.
62.0% are inside yesterday’s range.
41.9% of stocks with today’s high > yesterday’s high. (58.1% less than).
41.5% of stocks with today’s low < yesterday’s low. (58.5% greater than).

EVIDENCE OF INTRADAY TREND
33.4% of stocks are above today’s open. (64.9% are below).
28.7% of stocks are above today’s open and yesterday’s close.
58.6% are below both.
53.9% of stocks opened above yesterday’s close. (38.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
33.1% are in the top half. 66.9% of stocks are in the bottom half of today’s range.
35.8% are in the bottom 20%.
24.2% are in the bottom 10%.

GAIN
36.8% of stocks are above yesterday’s close. (63.2% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.7% are up 3.5% or more. 1.5% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.8%…>=90:15.7%…>=80:26.2%…>=50:53.7%…<=20:14.5%…<=10:5.2%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:68.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.4% above previous 1 highs, 23.7% below previous 1 lows
13.7% above previous 2 highs, 4.9% below previous 2 lows
12.1% above previous 3 highs, 4.5% below previous 3 lows
10.8% above previous 4 highs, 3.5% below previous 4 lows
10.2% above previous 5 highs, 3.3% below previous 5 lows
10.1% above previous 6 highs, 3.1% below previous 6 lows
10.0% above previous 7 highs, 2.8% below previous 7 lows
9.7% above previous 8 highs, 2.4% below previous 8 lows
9.6% above previous 9 highs, 1.3% below previous 9 lows
9.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.8% are above or equal to 11/29 close (1 days ago), 63.2% are below.
58.9% are above or equal to 11/28 close (2 days ago), 41.1% are below.
69.4% are above or equal to 11/27 close (3 days ago), 30.6% are below.
60.4% are above or equal to 11/26 close (4 days ago), 39.6% are below.
54.1% are above or equal to 11/23 close (5 days ago), 45.9% are below.
72.9% are above or equal to 11/21 close (6 days ago), 27.1% are below.
76.7% are above or equal to 11/20 close (7 days ago), 23.3% are below.
78.1% are above or equal to 11/19 close (8 days ago), 21.9% are below.
88.0% are above or equal to 11/16 close (9 days ago), 12.0% are below.
90.3% are above or equal to 11/15 close (10 days ago), 9.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 1.6% new lows
21d: 13.0% new highs, 1.5% new lows
42d: 7.0% new highs, 1.3% new lows
63d: 5.6% new highs, 1.2% new lows
126d: 4.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.4% above, 65.6% below
3-day: 46.8% above, 53.2% below
4-day: 58.5% above, 41.5% below
5-day: 59.0% above, 41.0% below
8-day: 65.2% above, 34.8% below
10-day: 74.9% above, 25.1% below
20-day: 70.5% above, 29.5% below
50-day: 51.7% above, 48.3% below
200-day: 54.4% above, 45.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): 0.26% Top=GGP CBG DFT O CMO SKT SNH SLG ….. EQR AVB LHO EXR AIV DCT DRH NNN=Bottom (Real Estate)
DISV(41): 0.12% Top=ULTA BLOX ADT HMSY ACM MCO FISV KBR ….. SCI WU HPY HRB SAI DV APOL ACTG=Bottom (Diversified Services)
CHEM(22): 0.10% Top=ROC CE PPG PX AGU HUN CHMT WPZ ….. EMN VAL FMC ALB TROX DD POT MON=Bottom (Chemicals/Fertilizers)
HEAL(42): -0.10% Top=EW AET LPNT STJ MR MAKO WLP LH ….. ALGN WCG CVD DGX BDX ZMH BSX HMA=Bottom (Health)
INSU(35): -0.15% Top=NOW BRO WSH ACGL PRE AJG GNW AGO ….. FNF CB ACE ALL ORI AXS AIG PGR=Bottom (Insurance)
ENER(86): -0.23% Top=KEG PDCE SD OIS HERO NBR ESV TSO ….. UPL HES RRC SWN NOV CHK FST MMR=Bottom (Energy)
RETA(69): -0.35% Top=ARO COST FRAN WMT ORLY PETM LOW EBAY ….. CHS ANN JCP TIF SKS JOSB SHLD PIR=Bottom (Retail & Specialty Retail)
CONS(49): -0.39% Top=GIL LEG GT MAT NUS HBI PBI TPX ….. SCSS NKE DECK RL CROX FNP UA COH=Bottom (Consumer)
FINA(60): -0.47% Top=PNC HCBK KBW BX PFG ARCC CMA NYCB ….. KKR FHN OCN EWBC COF SLM BK JNS=Bottom (Banks/Financials)
ELEC(43): -0.47% Top=ATML CREE ARMH CY SWKS XLNX CAVM MCHP ….. FCS SMTC TXN IPGP ONNN NXPI VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.54% Top=GTLS GNRC DHR CRS ATU PCP ROK TKR ….. RS DE PNR AGCO SPW PH CMI SWK=Bottom (Manufacturing)
COHW(39): -0.64% Top=PCS JDSU PLCM RIMM T HPQ QCOM CTL ….. AMX ARUN EFII RVBD FIO SNDK ADTN APKT=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.72% Top=ALK UAL LUV TRN CNI GLNG CP EXPD ….. CSX WERN DAL JBHT KSU LCC FDX CNW=Bottom (Transportation)
META(27): -0.89% Top=WLT ANR PVR STLD ACI NUE BTU MCP ….. AEM PAAS ABX AUY KGC GG CNX RGLD=Bottom (Metals & Mining)
COSW(63): -0.99% Top=IACI CTRX AZPN MSCI SPLK ADBE CPWR INTU ….. TIBX BIDU YNDX BSFT DDD GWRE MDRX VRSN=Bottom (Computer Software/Internet)
LEIS(24): -1.03% Top=MGM MCD WYN RHP H WYNN DNKN MPEL ….. PENN DPZ PCLN MAR DRI CAKE CMG YUM=Bottom (Leisure)
MATE(29): -1.10% Top=PWR FAST SHW WCN MTZ OC AWI WM ….. USG RYL EXP SPF KBH PHM MTH HOV=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:01 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:56 pm

Market Stats at 1:56 pm ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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
16.9% of stocks are above yesterday’s high.
48.7% are above yesterday’s midpoint. (51.3% are below.)
18.2% are below yesterday’s low.
64.9% are inside yesterday’s range.
40.9% of stocks with today’s high > yesterday’s high. (59.1% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND
41.0% of stocks are above today’s open. (57.0% are below).
35.5% of stocks are above today’s open and yesterday’s close.
50.2% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.8% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
44.1% of stocks are above yesterday’s close. (55.9% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 1.3% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.1%…>=90:18.6%…>=80:32.9%…>=50:60.8%…<=20:11.2%…<=10:4.2%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:71.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:65.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.9% above previous 1 highs, 18.2% below previous 1 lows
16.1% above previous 2 highs, 4.4% below previous 2 lows
14.1% above previous 3 highs, 3.7% below previous 3 lows
12.5% above previous 4 highs, 3.1% below previous 4 lows
11.8% above previous 5 highs, 2.9% below previous 5 lows
11.7% above previous 6 highs, 2.7% below previous 6 lows
11.3% above previous 7 highs, 2.5% below previous 7 lows
10.9% above previous 8 highs, 2.4% below previous 8 lows
10.9% above previous 9 highs, 1.3% below previous 9 lows
10.9% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.1% are above or equal to 11/29 close (1 days ago), 55.9% are below.
64.8% are above or equal to 11/28 close (2 days ago), 35.2% are below.
72.8% are above or equal to 11/27 close (3 days ago), 27.2% are below.
63.3% are above or equal to 11/26 close (4 days ago), 36.7% are below.
57.9% are above or equal to 11/23 close (5 days ago), 42.1% are below.
76.0% are above or equal to 11/21 close (6 days ago), 24.0% are below.
79.5% are above or equal to 11/20 close (7 days ago), 20.5% are below.
79.7% are above or equal to 11/19 close (8 days ago), 20.3% are below.
89.0% are above or equal to 11/16 close (9 days ago), 11.0% are below.
90.7% are above or equal to 11/15 close (10 days ago), 9.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.0% new highs, 1.3% new lows
21d: 12.2% new highs, 1.2% new lows
42d: 6.5% new highs, 0.9% new lows
63d: 5.3% new highs, 0.9% new lows
126d: 4.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.6% above, 58.4% below
3-day: 56.0% above, 44.0% below
4-day: 65.5% above, 34.5% below
5-day: 64.9% above, 35.1% below
8-day: 69.7% above, 30.3% below
10-day: 77.6% above, 22.4% below
20-day: 73.0% above, 27.0% below
50-day: 52.2% above, 47.8% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): 0.35% Top=CBG GGP DFT LRY SKT WRI SNH CMO ….. BRE BEE EQR PMT DCT NNN LHO DRH=Bottom (Real Estate)
CHEM(22): 0.33% Top=CE ROC PPG AGU APD HUN PX CHMT ….. VAL EMN ALB FMC DD POT TROX MON=Bottom (Chemicals/Fertilizers)
DISV(41): 0.23% Top=ULTA BLOX ADT HMSY ACM MCO KBR V ….. SCI HPY DV WTW URI SAI APOL ACTG=Bottom (Diversified Services)
ENER(86): 0.10% Top=PDCE SD KEG NBR OIS HERO TSO HP ….. SWN DVN UPL RRC HES NOV CHK FST=Bottom (Energy)
HEAL(42): -0.07% Top=EW AET STJ WLP MR LH BAX LPNT ….. UHS WAT BDX BSX WCG CYH ZMH HMA=Bottom (Health)
INSU(35): -0.11% Top=NOW BRO WSH AJG ACGL PRE AGO LNC ….. ALL TRV FNF ACE AIG AXS ORI PGR=Bottom (Insurance)
RETA(69): -0.11% Top=FDO ARO COST ORLY WMT EBAY LOW HD ….. CHS ANN SKS SHLD JOSB TIF JCP PIR=Bottom (Retail & Specialty Retail)
ELEC(43): -0.12% Top=CREE ATML CY ARMH XLNX SWKS MCHP SNPS ….. A TER TXN IPGP ONNN NXPI VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): -0.20% Top=WLT ANR ACI PVR BTU STLD CLF NUE ….. AUQ AEM MCP PAAS GG ABX KGC RGLD=Bottom (Metals & Mining)
FINA(60): -0.23% Top=PNC HCBK BX KBW DFS CMA NYCB MTB ….. KKR WFC COF FNFG OCN BK SLM JNS=Bottom (Banks/Financials)
MANU(37): -0.27% Top=GTLS TKR DHR CRS KMT ATI ROK PCP ….. TEX AGCO DE PNR SPW CMI SWK PH=Bottom (Manufacturing)
CONS(49): -0.32% Top=GIL GT HBI LEG NUS MAT AVP PBI ….. LULU NKE RL FNP DECK CROX UA COH=Bottom (Consumer)
COHW(40): -0.41% Top=PCS PLCM RIMM JDSU T QCOM CTL VZ ….. NIHD AMX RVBD SNDK ADTN ARUN FIO APKT=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.45% Top=ALK LUV JBLU EXPD UAL TRN GLNG CNI ….. WERN CSX DAL KSU JBHT LCC FDX CNW=Bottom (Transportation)
COSW(63): -0.86% Top=TRIP IACI SPLK ADBE NUAN AZPN CTRX MSCI ….. BIDU QLIK BSFT DDD YNDX GWRE MDRX VRSN=Bottom (Computer Software/Internet)
MATE(29): -0.88% Top=PWR SHW WCN FAST LPX MTZ RSG WM ….. USG KBH PHM EXP RYL HOV SPF MTH=Bottom (Materials & Construction)
LEIS(24): -0.95% Top=MGM H MCD WYNN WYN MPEL ARCO DNKN ….. LVS DPZ PENN EAT DRI CMG CAKE YUM=Bottom (Leisure)

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 1:56 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 12:56 pm ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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
13.0% of stocks are above yesterday’s high.
44.5% are above yesterday’s midpoint. (55.5% are below.)
18.7% are below yesterday’s low.
68.3% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND
35.2% of stocks are above today’s open. (62.9% are below).
30.1% of stocks are above today’s open and yesterday’s close.
56.4% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.7% of stocks are in the top 10% of today’s range.
10.4% are in the top 20%.
33.9% are in the top half. 66.1% of stocks are in the bottom half of today’s range.
30.0% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN
38.8% of stocks are above yesterday’s close. (61.2% are below.)
0.3% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 0.9% are down 3.5% or more.
71.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.9%…>=90:16.5%…>=80:28.7%…>=50:57.1%…<=20:12.4%…<=10:4.5%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:69.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.0% above previous 1 highs, 18.7% below previous 1 lows
12.5% above previous 2 highs, 4.6% below previous 2 lows
10.9% above previous 3 highs, 4.1% below previous 3 lows
9.7% above previous 4 highs, 3.3% below previous 4 lows
9.2% above previous 5 highs, 3.1% below previous 5 lows
9.0% above previous 6 highs, 2.5% below previous 6 lows
8.8% above previous 7 highs, 2.3% below previous 7 lows
8.4% above previous 8 highs, 1.9% below previous 8 lows
8.4% above previous 9 highs, 1.1% below previous 9 lows
8.4% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.8% are above or equal to 11/29 close (1 days ago), 61.2% are below.
60.0% are above or equal to 11/28 close (2 days ago), 40.0% are below.
72.1% are above or equal to 11/27 close (3 days ago), 27.9% are below.
61.0% are above or equal to 11/26 close (4 days ago), 39.0% are below.
56.3% are above or equal to 11/23 close (5 days ago), 43.7% are below.
74.9% are above or equal to 11/21 close (6 days ago), 25.1% are below.
78.5% are above or equal to 11/20 close (7 days ago), 21.5% are below.
78.1% are above or equal to 11/19 close (8 days ago), 21.9% are below.
88.0% are above or equal to 11/16 close (9 days ago), 12.0% are below.
90.0% are above or equal to 11/15 close (10 days ago), 10.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.6% new highs, 1.3% new lows
21d: 11.8% new highs, 1.2% new lows
42d: 6.4% new highs, 0.9% new lows
63d: 5.2% new highs, 0.9% new lows
126d: 3.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.3% above, 63.7% below
3-day: 51.5% above, 48.5% below
4-day: 61.6% above, 38.4% below
5-day: 62.0% above, 38.0% below
8-day: 67.6% above, 32.4% below
10-day: 76.1% above, 23.9% below
20-day: 71.8% above, 28.2% below
50-day: 51.8% above, 48.2% below
200-day: 54.1% above, 45.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(22): 0.20% Top=CE ROC APD CHMT HUN PX PPG ALB ….. WPZ ASH GRA FMC DD POT MON TROX=Bottom (Chemicals/Fertilizers)
REAL(65): 0.19% Top=DFT CBG GGP LRY WRI CMO RLGY SKT ….. BRE MPW BEE NNN EQR PMT DRH LHO=Bottom (Real Estate)
DISV(41): 0.18% Top=ULTA BLOX HMSY ADT SBAC ACM RHI V ….. SAI SCI WTW URI HPY DV ACTG APOL=Bottom (Diversified Services)
ENER(86): 0.11% Top=PDCE SD KEG HERO NBR SM SPN HP ….. OXY UPL DVN RRC HES NOV CHK FST=Bottom (Energy)
ELEC(43): -0.15% Top=ATML CREE XLNX ARMH CAVM CY SWKS MCHP ….. FCS MRVL TXN IPGP NXPI ONNN VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(35): -0.16% Top=BRO WSH NOW GNW ACGL AJG LNC AFL ….. UNM TRV ACE PGR AXS AIG FNF ORI=Bottom (Insurance)
META(27): -0.19% Top=WLT ANR ACI STLD BTU PVR CLF AA ….. IAG ABX GG AEM KGC PAAS MCP RGLD=Bottom (Metals & Mining)
HEAL(42): -0.25% Top=EW STJ AET BAX MR WLP LH ESRX ….. MAKO DVA BSX UHS BKD CYH ZMH HMA=Bottom (Health)
FINA(60): -0.31% Top=PNC HCBK KBW CMA MS NYCB ARCC PBCT ….. WFC GS COF OCN KKR SLM BK JNS=Bottom (Banks/Financials)
MANU(37): -0.42% Top=GTLS KMT ATI DHR CRS TKR XYL ATU ….. FLS DE AVY SPW TEX CMI SWK PH=Bottom (Manufacturing)
COHW(40): -0.44% Top=PCS RIMM PLCM QCOM T EFII JDSU CTL ….. DELL AMX EMC SNDK ARUN CIEN FIO APKT=Bottom (Computer Hardware/Telecom)
CONS(49): -0.45% Top=GIL GT HBI MAT NUS AVP LEG RKT ….. NKE FNP DECK SCSS RL CROX UA COH=Bottom (Consumer)
RETA(69): -0.47% Top=COST FDO ORLY FRAN ARO WMT EBAY PETM ….. ASNA CHS ANN SHLD JCP TIF JOSB PIR=Bottom (Retail & Specialty Retail)
TRAN(21): -0.62% Top=LUV ALK UAL EXPD TRN CHRW JBLU CNI ….. WERN UPS DAL LCC JBHT KSU FDX CNW=Bottom (Transportation)
COSW(63): -0.85% Top=TRIP IACI ADBE SPLK CTRX MSCI SWI AZPN ….. CTXS BIDU QLIK BSFT DDD GWRE YNDX VRSN=Bottom (Computer Software/Internet)
MATE(29): -0.95% Top=PWR WCN SHW MTZ RSG FAST AWI WM ….. USG RYL PHM HOV KBH SPF MTH EXP=Bottom (Materials & Construction)
LEIS(24): -0.98% Top=MGM H MCD WYN MPEL WYNN ARCO KKD ….. PENN EAT DPZ MAR CMG DRI CAKE YUM=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 12:20 pm

Market Stats at 12:20 pm ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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.
44.0% are above yesterday’s midpoint. (56.0% are below.)
18.1% are below yesterday’s low.
70.0% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
35.1% of stocks with today’s low < yesterday’s low. (64.9% greater than).

EVIDENCE OF INTRADAY TREND
34.4% of stocks are above today’s open. (63.9% are below).
29.0% of stocks are above today’s open and yesterday’s close.
57.6% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.1% of stocks are in the top 10% of today’s range.
8.6% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
31.2% are in the bottom 20%.
16.3% are in the bottom 10%.

GAIN
37.3% of stocks are above yesterday’s close. (62.7% are below.)
0.3% are up 4.5% or more. 0.7% are down 4.5% or more.
0.5% are up 3.5% or more. 1.1% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:15.4%…>=80:27.6%…>=50:56.8%…<=20:12.5%…<=10:4.4%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:68.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.0% above previous 1 highs, 18.1% below previous 1 lows
11.4% above previous 2 highs, 4.5% below previous 2 lows
10.0% above previous 3 highs, 3.9% below previous 3 lows
8.6% above previous 4 highs, 3.3% below previous 4 lows
8.2% above previous 5 highs, 2.9% below previous 5 lows
8.1% above previous 6 highs, 2.5% below previous 6 lows
8.0% above previous 7 highs, 2.4% below previous 7 lows
7.4% above previous 8 highs, 2.0% below previous 8 lows
7.4% above previous 9 highs, 1.3% below previous 9 lows
7.4% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.3% are above or equal to 11/29 close (1 days ago), 62.7% are below.
61.9% are above or equal to 11/28 close (2 days ago), 38.1% are below.
72.0% are above or equal to 11/27 close (3 days ago), 28.0% are below.
61.2% are above or equal to 11/26 close (4 days ago), 38.8% are below.
55.4% are above or equal to 11/23 close (5 days ago), 44.6% are below.
74.2% are above or equal to 11/21 close (6 days ago), 25.8% are below.
78.5% are above or equal to 11/20 close (7 days ago), 21.5% are below.
77.4% are above or equal to 11/19 close (8 days ago), 22.6% are below.
88.6% are above or equal to 11/16 close (9 days ago), 11.4% are below.
90.3% are above or equal to 11/15 close (10 days ago), 9.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.5% new highs, 1.3% new lows
21d: 11.8% new highs, 1.2% new lows
42d: 6.1% new highs, 0.9% new lows
63d: 4.9% new highs, 0.9% new lows
126d: 3.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.2% above, 64.8% below
3-day: 52.2% above, 47.8% below
4-day: 61.6% above, 38.4% below
5-day: 61.5% above, 38.5% below
8-day: 68.4% above, 31.6% below
10-day: 76.2% above, 23.8% below
20-day: 71.4% above, 28.6% below
50-day: 51.9% above, 48.1% below
200-day: 54.2% above, 45.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(65): 0.29% Top=DFT GGP CBG WRI LRY RLGY CMO SKT ….. MPW UDR BRE NNN BEE PMT EQR DRH=Bottom (Real Estate)
DISV(41): 0.14% Top=ULTA BLOX ADT HMSY SBAC ACM KBR VRSK ….. FLT SAI URI SCI HPY DV ACTG APOL=Bottom (Diversified Services)
CHEM(22): 0.11% Top=ROC CE APD RPM AGU HUN PX PPG ….. CHMT EMN FMC DD GRA POT MON TROX=Bottom (Chemicals/Fertilizers)
ENER(86): -0.03% Top=PDCE HERO KEG SD NBR SM HP SPN ….. NS DVN RRC HES UPL NOV CHK FST=Bottom (Energy)
META(27): -0.05% Top=WLT ANR ACI STLD BTU CLF X NUE ….. IAG AEM PAAS ABX KGC CNX RGLD MCP=Bottom (Metals & Mining)
INSU(35): -0.07% Top=GNW WSH NOW ACGL AGO BRO PRE AJG ….. MET CLGX ACE AXS PGR AIG FNF ORI=Bottom (Insurance)
FINA(60): -0.28% Top=PNC HCBK KBW PBCT FII NYCB BX AMTD ….. WFC RJF USB KKR BK OCN SLM JNS=Bottom (Banks/Financials)
ELEC(43): -0.29% Top=ATML CREE CAVM ARMH XLNX SWKS INTC FSLR ….. TXN MRVL CPHD IPGP ONNN NXPI VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(42): -0.30% Top=EW MR STJ BAX WLP AET LH CNC ….. DVA CYH HNT BSX UHS BKD ZMH HMA=Bottom (Health)
MANU(37): -0.40% Top=GTLS CRS ATI TKR KMT ROK XYL DHR ….. FLS DRC TEX SPW CFX CMI SWK PH=Bottom (Manufacturing)
COHW(40): -0.44% Top=PCS PLCM RIMM T EFII QCOM LVLT JDSU ….. RVBD FNSR EMC SNDK CIEN ARUN APKT FIO=Bottom (Computer Hardware/Telecom)
RETA(69): -0.49% Top=COST FDO WMT ORLY CTAS FRAN EBAY DG ….. ASNA SKS JCP SHLD ANN TIF PIR JOSB=Bottom (Retail & Specialty Retail)
CONS(49): -0.53% Top=GIL GT HBI MAT AVP NUS PBI LEG ….. SCSS CRI NKE RL FNP CROX UA COH=Bottom (Consumer)
TRAN(21): -0.65% Top=LUV JBLU CHRW EXPD ALK TRN CNI GLNG ….. CP UPS CNW DAL JBHT LCC FDX KSU=Bottom (Transportation)
COSW(63): -0.89% Top=TRIP IACI ADBE MSCI CTRX INTU CPWR AZPN ….. BIDU QLIK CTXS BSFT DDD GWRE YNDX VRSN=Bottom (Computer Software/Internet)
MATE(29): -0.90% Top=PWR WCN MTZ RSG SHW FAST AWI SRCL ….. DHI RYL SPF HOV MTH KBH EXP PHM=Bottom (Materials & Construction)
LEIS(24): -0.97% Top=MGM H WYN MCD MPEL WYNN ARCO HOT ….. MAR PENN DPZ EAT CMG CAKE DRI YUM=Bottom (Leisure)

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 12:20 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:00 am

Market Stats at 11:00 am ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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
15.8% of stocks are above yesterday’s high.
52.6% are above yesterday’s midpoint. (47.4% are below.)
11.8% are below yesterday’s low.
72.4% are inside yesterday’s range.
37.3% of stocks with today’s high > yesterday’s high. (62.7% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND
46.2% of stocks are above today’s open. (51.3% are below).
40.6% of stocks are above today’s open and yesterday’s close.
43.4% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.6% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
17.7% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
0.5% are up 3.5% or more. 0.8% are down 3.5% or more.
79.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.8%…>=90:20.8%…>=80:34.5%…>=50:65.6%…<=20:10.2%…<=10:3.1%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:72.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.8% above previous 1 highs, 11.8% below previous 1 lows
15.1% above previous 2 highs, 2.8% below previous 2 lows
13.4% above previous 3 highs, 2.4% below previous 3 lows
12.4% above previous 4 highs, 2.0% below previous 4 lows
11.7% above previous 5 highs, 1.9% below previous 5 lows
11.7% above previous 6 highs, 1.6% below previous 6 lows
11.3% above previous 7 highs, 1.6% below previous 7 lows
10.9% above previous 8 highs, 1.5% below previous 8 lows
10.9% above previous 9 highs, 0.9% below previous 9 lows
10.8% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.2% are above or equal to 11/29 close (1 days ago), 49.8% are below.
67.5% are above or equal to 11/28 close (2 days ago), 32.5% are below.
76.5% are above or equal to 11/27 close (3 days ago), 23.5% are below.
65.7% are above or equal to 11/26 close (4 days ago), 34.3% are below.
59.0% are above or equal to 11/23 close (5 days ago), 41.0% are below.
77.3% are above or equal to 11/21 close (6 days ago), 22.7% are below.
80.3% are above or equal to 11/20 close (7 days ago), 19.7% are below.
80.7% are above or equal to 11/19 close (8 days ago), 19.3% are below.
89.4% are above or equal to 11/16 close (9 days ago), 10.6% are below.
91.8% are above or equal to 11/15 close (10 days ago), 8.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.4% new highs, 0.9% new lows
21d: 10.8% new highs, 0.8% new lows
42d: 6.0% new highs, 0.7% new lows
63d: 4.8% new highs, 0.5% new lows
126d: 3.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.9% above, 51.1% below
3-day: 60.8% above, 39.2% below
4-day: 69.3% above, 30.7% below
5-day: 68.7% above, 31.3% below
8-day: 72.6% above, 27.4% below
10-day: 79.0% above, 21.0% below
20-day: 73.0% above, 27.0% below
50-day: 52.5% above, 47.5% below
200-day: 55.8% above, 44.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
DISV(41): 0.50% Top=ULTA BLOX ACM SBAC HTZ HMSY ADT WU ….. SCI SAI WTW DV MAN HPY ACTG URI=Bottom (Diversified Services)
META(27): 0.37% Top=WLT ANR ACI STLD BTU X CLF CLD ….. AEM PVR SCCO CNX IAG MCP KGC RGLD=Bottom (Metals & Mining)
ENER(86): 0.30% Top=HERO PDCE NBR SM WNR NFX TSO CIE ….. DVN OXY CHK RRC FTI NS HK NOV=Bottom (Energy)
REAL(65): 0.28% Top=DFT GGP CBG SKT LRY BAM CMO WRI ….. AVB BEE LHO EXR BRE NNN EQR DRH=Bottom (Real Estate)
INSU(35): 0.17% Top=GNW NOW BRO AFL PRU WSH AJG LNC ….. CB AXS L CLGX ACE ORI FNF PGR=Bottom (Insurance)
CHEM(22): 0.04% Top=CE PPG ROC ALB APD RPM VAL MOS ….. HUN AGU DD CHMT GRA POT TROX MON=Bottom (Chemicals/Fertilizers)
FINA(60): -0.01% Top=NYCB BX PNC MS CME HCBK AMTD KBW ….. COF BK SLM OCN USB FNFG KKR JNS=Bottom (Banks/Financials)
MANU(37): -0.07% Top=GTLS BWC XYL TKR ATI KMT GNRC ROK ….. FLS TEX CFX CMI SWK JOY SPW PH=Bottom (Manufacturing)
ELEC(43): -0.13% Top=ATML CREE GRMN SWKS ARMH INTC MCHP CY ….. ROP TXN CPHD IPGP ONNN NXPI VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(49): -0.15% Top=HBI GT GIL AVP NUS CTB TPX MAT ….. VFC CRI LULU NKE RL CROX COH UA=Bottom (Consumer)
RETA(69): -0.24% Top=FRAN FDO WMT DG EBAY ORLY COST EXPR ….. JCP DSW MW NFLX TIF ANN PIR JOSB=Bottom (Retail & Specialty Retail)
COHW(40): -0.31% Top=PCS PLCM NIHD T JDSU CSCO MSI RIMM ….. TDC WIN BRCD EMC SNDK APKT FIO ARUN=Bottom (Computer Hardware/Telecom)
HEAL(42): -0.39% Top=STJ EW AET LH MR LPNT HCA WLP ….. CYH DGX ZMH UHS THC BKD BSX HMA=Bottom (Health)
TRAN(21): -0.40% Top=CHRW EXPD JBLU TRN LUV CNI ALK CSX ….. DAL LCC UPS UNP UAL FDX JBHT KSU=Bottom (Transportation)
MATE(29): -0.41% Top=PWR OC WCN MTZ AWI MAS RSG SRCL ….. DHI MTH TOL RYL KBH HOV EXP PHM=Bottom (Materials & Construction)
COSW(63): -0.60% Top=IACI MSCI CTRX ADBE CPWR AZPN INTU SFLY ….. CDNS SINA BIDU SPLK BSFT GWRE YNDX VRSN=Bottom (Computer Software/Internet)
LEIS(24): -0.71% Top=MGM ARCO H CCL MCD WYN EXPE HOT ….. PCLN MAR SBUX CMG DPZ DRI CAKE YUM=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:00 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:38 am

Market Stats at 10:38 am ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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
15.3% of stocks are above yesterday’s high.
52.1% are above yesterday’s midpoint. (47.9% are below.)
10.8% are below yesterday’s low.
74.0% are inside yesterday’s range.
36.3% of stocks with today’s high > yesterday’s high. (63.7% less than).
24.3% of stocks with today’s low < yesterday’s low. (75.7% greater than).

EVIDENCE OF INTRADAY TREND
45.2% of stocks are above today’s open. (52.1% are below).
38.9% of stocks are above today’s open and yesterday’s close.
43.6% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.0% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
46.9% are in the top half. 53.1% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.7% are up 3.5% or more. 0.7% are down 3.5% or more.
80.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.3%…>=90:20.1%…>=80:34.5%…>=50:66.7%…<=20:9.2%…<=10:2.9%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:72.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:64.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.3% above previous 1 highs, 10.8% below previous 1 lows
15.0% above previous 2 highs, 2.8% below previous 2 lows
13.4% above previous 3 highs, 2.3% below previous 3 lows
12.1% above previous 4 highs, 1.7% below previous 4 lows
11.4% above previous 5 highs, 1.7% below previous 5 lows
11.4% above previous 6 highs, 1.5% below previous 6 lows
10.8% above previous 7 highs, 1.5% below previous 7 lows
10.5% above previous 8 highs, 1.3% below previous 8 lows
10.5% above previous 9 highs, 1.1% below previous 9 lows
10.5% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.2% are above or equal to 11/29 close (1 days ago), 49.8% are below.
66.4% are above or equal to 11/28 close (2 days ago), 33.6% are below.
76.1% are above or equal to 11/27 close (3 days ago), 23.9% are below.
65.3% are above or equal to 11/26 close (4 days ago), 34.7% are below.
57.4% are above or equal to 11/23 close (5 days ago), 42.6% are below.
77.2% are above or equal to 11/21 close (6 days ago), 22.8% are below.
79.9% are above or equal to 11/20 close (7 days ago), 20.1% are below.
80.7% are above or equal to 11/19 close (8 days ago), 19.3% are below.
89.5% are above or equal to 11/16 close (9 days ago), 10.5% are below.
91.8% are above or equal to 11/15 close (10 days ago), 8.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.6% new highs, 0.9% new lows
21d: 10.1% new highs, 0.8% new lows
42d: 5.4% new highs, 0.7% new lows
63d: 4.5% new highs, 0.5% new lows
126d: 3.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.1% above, 51.9% below
3-day: 60.3% above, 39.7% below
4-day: 71.0% above, 29.0% below
5-day: 69.2% above, 30.8% below
8-day: 72.0% above, 28.0% below
10-day: 78.9% above, 21.1% below
20-day: 72.8% above, 27.2% below
50-day: 52.3% above, 47.7% below
200-day: 56.0% above, 44.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 0.48% Top=ANR WLT ACI BTU STLD CLF X CLD ….. SWC AEM CNX IAG SCCO RGLD KGC MCP=Bottom (Metals & Mining)
DISV(41): 0.40% Top=ULTA BLOX ACM SBAC WU HTZ KBR ADT ….. SAI MA DV HPY WTW MAN URI ACTG=Bottom (Diversified Services)
REAL(65): 0.31% Top=GGP DFT CBG LRY SKT WRI NCT SNH ….. AVB MPW UDR DRH LHO EQR BEE NNN=Bottom (Real Estate)
ENER(86): 0.30% Top=HERO NBR PDCE SD HP NFX SM SPN ….. FTI OAS PAA NS UPL KOG NOV HK=Bottom (Energy)
CHEM(22): 0.09% Top=CE ALB APD FMC ROC MOS PPG RPM ….. CF ASH AGU CHMT GRA POT TROX MON=Bottom (Chemicals/Fertilizers)
INSU(35): 0.06% Top=PRU MBI GNW WSH AFL BRO LNC UNM ….. RGA L AXS ACE ORI CLGX PGR FNF=Bottom (Insurance)
FINA(60): -0.05% Top=BX NYCB PNC MS CME PBCT STI CMA ….. COF PHH BK USB FNFG KKR JNS OCN=Bottom (Banks/Financials)
CONS(49): -0.08% Top=HBI GT TPX NUS AVP MAT CTB GIL ….. VFC LULU FNP RL NKE UA COH CROX=Bottom (Consumer)
ELEC(43): -0.15% Top=ATML CREE SWKS GRMN ARMH INTC XLNX CY ….. FCS TXN MRVL NXPI ONNN IPGP VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.17% Top=GTLS ATI BWC TKR GNRC XYL KMT ETN ….. CMI CFX SPW AGCO SWK JOY PH TEX=Bottom (Manufacturing)
RETA(69): -0.23% Top=WMT DG FRAN EBAY COST EXPR FDO SKS ….. DSW SHLD MW NFLX TIF ANN PIR JOSB=Bottom (Retail & Specialty Retail)
HEAL(42): -0.33% Top=STJ EW MR AET LH TMO HCA UNH ….. DGX CYH UHS CVD THC BKD CNC HMA=Bottom (Health)
TRAN(21): -0.34% Top=JBLU TRN CHRW LUV CNI EXPD CSX GLNG ….. UNP DAL LCC KSU UPS UAL FDX JBHT=Bottom (Transportation)
MATE(29): -0.35% Top=PWR OC WCN RSG MTZ SRCL AWI WM ….. FWLT MDC LPX RYL KBH EXP HOV PHM=Bottom (Materials & Construction)
COHW(40): -0.36% Top=PCS PLCM T NIHD CIEN MSI CCI LVLT ….. FNSR EMC SNDK BRCD RVBD APKT FIO ARUN=Bottom (Computer Hardware/Telecom)
COSW(63): -0.66% Top=MSCI IACI IGT AZPN ADBE SFLY INTU FTNT ….. BIDU CDNS YNDX SINA BSFT SPLK GWRE VRSN=Bottom (Computer Software/Internet)
LEIS(24): -0.77% Top=MGM EXPE H WYNN WYN MPEL HOT CCL ….. MAR SBUX CMG DPZ EAT CAKE DRI YUM=Bottom (Leisure)

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 10:38 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:10 am ET
by daytrend on 20121130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 753.

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
13.9% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
11.2% are below yesterday’s low.
74.9% are inside yesterday’s range.
34.3% of stocks with today’s high > yesterday’s high. (65.7% less than).
21.9% of stocks with today’s low < yesterday’s low. (78.1% greater than).

EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open. (51.9% are below).
38.0% of stocks are above today’s open and yesterday’s close.
42.9% are below both.
53.9% of stocks opened above yesterday’s close. (38.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.2% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
46.7% are in the top half. 53.3% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.4% are up 3.5% or more. 0.9% are down 3.5% or more.
80.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.2%…>=90:19.3%…>=80:34.1%…>=50:67.2%…<=20:8.9%…<=10:2.9%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:71.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:64.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.9% above previous 1 highs, 11.2% below previous 1 lows
13.9% above previous 2 highs, 2.9% below previous 2 lows
12.0% above previous 3 highs, 2.7% below previous 3 lows
10.5% above previous 4 highs, 2.1% below previous 4 lows
10.1% above previous 5 highs, 2.1% below previous 5 lows
10.1% above previous 6 highs, 1.6% below previous 6 lows
9.6% above previous 7 highs, 1.6% below previous 7 lows
9.3% above previous 8 highs, 1.3% below previous 8 lows
9.3% above previous 9 highs, 0.9% below previous 9 lows
9.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.3% are above or equal to 11/29 close (1 days ago), 49.7% are below.
66.9% are above or equal to 11/28 close (2 days ago), 33.1% are below.
77.0% are above or equal to 11/27 close (3 days ago), 23.0% are below.
65.6% are above or equal to 11/26 close (4 days ago), 34.4% are below.
58.4% are above or equal to 11/23 close (5 days ago), 41.6% are below.
75.8% are above or equal to 11/21 close (6 days ago), 24.2% are below.
78.9% are above or equal to 11/20 close (7 days ago), 21.1% are below.
80.6% are above or equal to 11/19 close (8 days ago), 19.4% are below.
89.5% are above or equal to 11/16 close (9 days ago), 10.5% are below.
91.4% are above or equal to 11/15 close (10 days ago), 8.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.0% new highs, 0.9% new lows
21d: 9.6% new highs, 0.8% new lows
42d: 5.3% new highs, 0.7% new lows
63d: 4.4% new highs, 0.5% new lows
126d: 3.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 47.7% above, 52.3% below
3-day: 61.9% above, 38.1% below
4-day: 70.0% above, 30.0% below
5-day: 68.4% above, 31.6% below
8-day: 71.7% above, 28.3% below
10-day: 78.9% above, 21.1% below
20-day: 72.8% above, 27.2% below
50-day: 52.7% above, 47.3% below
200-day: 56.2% above, 43.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 0.69% Top=WLT ANR ACI BTU CLD X STLD CLF ….. SWC GG SCCO RGLD AEM PVR KGC MCP=Bottom (Metals & Mining)
ENER(86): 0.39% Top=HERO NBR PDCE MMR SPN NFX HP IOC ….. KMI ETP PAA KOG NS MWE HK NOV=Bottom (Energy)
REAL(65): 0.26% Top=DFT GGP LRY CBG BAM SKT CMO SPG ….. MPW DEI DRH EQR AVB UDR NNN BEE=Bottom (Real Estate)
DISV(41): 0.21% Top=ULTA BLOX WU ACM HMSY HTZ ATHN ADT ….. SCI DV MELI MAN WTW CAR URI ACTG=Bottom (Diversified Services)
CHEM(22): 0.04% Top=CE FMC APD ALB ROC RPM MOS VAL ….. GRA CF CHMT POT WPZ AGU MON TROX=Bottom (Chemicals/Fertilizers)
FINA(60): -0.00% Top=PNC BX NYCB MS STI PBCT FITB CMA ….. COF USB BEN FNFG BK KKR PHH JNS=Bottom (Banks/Financials)
MANU(37): -0.04% Top=ATI GTLS BWC XYL GNRC KMT TKR ROK ….. GDI PNR JOY MHK SPW CMI PH SWK=Bottom (Manufacturing)
INSU(35): -0.06% Top=GNW LNC AFL PRU HIG AIG UNM MET ….. CB WRB AXS ACE PGR FNF CLGX ORI=Bottom (Insurance)
CONS(49): -0.14% Top=HBI GT GIL MAT RKT HAS TPX CTB ….. WHR RL NKE LULU LF CROX UA COH=Bottom (Consumer)
ELEC(43): -0.14% Top=ATML FSLR CREE GRMN XLNX ARMH SWKS LLTC ….. NXPI ONNN FCS CRUS IPGP CAVM VECO OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(42): -0.19% Top=STJ EW MR HCA LH LIFE UNH XRAY ….. DGX HNT THC THOR ZMH BKD CYH HMA=Bottom (Health)
RETA(69): -0.22% Top=WMT DG ORLY WFM GME EXPR EBAY BBY ….. MW JCP KR TIF ANN NFLX PIR JOSB=Bottom (Retail & Specialty Retail)
COHW(40): -0.24% Top=PCS PLCM CIEN LVLT T CCI NIHD MSI ….. RVBD EMC AMX SNDK APKT ARUN FIO FNSR=Bottom (Computer Hardware/Telecom)
TRAN(21): -0.33% Top=TRN CNI CSX CHRW CP EXPD JBLU GLNG ….. NSC LCC KSU DAL UAL FDX UPS JBHT=Bottom (Transportation)
LEIS(24): -0.64% Top=MGM CCL EXPE H MPEL KKD WYNN MCD ….. LVS PENN DPZ DRI MAR EAT CAKE YUM=Bottom (Leisure)
COSW(63): -0.75% Top=IGT MSCI IACI SFLY TRI AOL ADP INTU ….. FIRE TTWO CDNS YNDX BSFT GWRE SPLK VRSN=Bottom (Computer Software/Internet)
MATE(29): -1.04% Top=PWR WCN SRCL RSG MLM MDR SHW WM ….. DHI MTH SPF MDC RYL HOV KBH PHM=Bottom (Materials & Construction)

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

Older Posts »

The Silver is the New Black Theme. Create a free website or blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 54 other followers