daytrend

12/31/2012

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

Closing Stats
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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
74.3% of stocks are above yesterday’s high.
95.1% are above yesterday’s midpoint. (4.9% are below.)
0.4% are below yesterday’s low.
25.3% are inside yesterday’s range.
82.3% of stocks with today’s high > yesterday’s high. (17.7% less than).
61.8% of stocks with today’s low < yesterday’s low. (38.2% greater than).

EVIDENCE OF INTRADAY TREND
99.1% of stocks are above today’s open. (0.7% are below).
98.3% of stocks are above today’s open and yesterday’s close.
0.7% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
60.8% of stocks are in the top 10% of today’s range.
83.9% are in the top 20%.
98.5% are in the top half. 1.5% of stocks are in the bottom half of today’s range.
0.4% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
98.6% of stocks are above yesterday’s close. (1.4% are below.)
4.0% are up 4.5% or more. 0.0% are down 4.5% or more.
11.8% are up 3.5% or more. 0.0% are down 3.5% or more.
21.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:7.1%…>=80:29.3%…>=50:91.7%…<=20:2.1%…<=10:0.5%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:70.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
74.3% above previous 1 highs, 0.4% below previous 1 lows
52.3% above previous 2 highs, 0.2% below previous 2 lows
29.8% above previous 3 highs, 0.2% below previous 3 lows
23.8% above previous 4 highs, 0.2% below previous 4 lows
18.3% above previous 5 highs, 0.1% below previous 5 lows
13.1% above previous 6 highs, 0.1% below previous 6 lows
9.2% above previous 7 highs, 0.0% below previous 7 lows
8.1% above previous 8 highs, 0.0% below previous 8 lows
8.0% above previous 9 highs, 0.0% below previous 9 lows
8.0% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
98.6% are above or equal to 12/28 close (1 days ago), 1.4% are below.
83.3% are above or equal to 12/27 close (2 days ago), 16.7% are below.
74.8% are above or equal to 12/26 close (3 days ago), 25.2% are below.
54.2% are above or equal to 12/24 close (4 days ago), 45.8% are below.
47.3% are above or equal to 12/21 close (5 days ago), 52.7% are below.
28.6% are above or equal to 12/20 close (6 days ago), 71.4% are below.
41.8% are above or equal to 12/19 close (7 days ago), 58.2% are below.
37.4% are above or equal to 12/18 close (8 days ago), 62.6% are below.
59.4% are above or equal to 12/17 close (9 days ago), 40.6% are below.
72.2% are above or equal to 12/14 close (10 days ago), 27.8% are below.
68.6% are above or equal to 12/13 close (11 days ago), 31.4% are below.
61.9% are above or equal to 12/12 close (12 days ago), 38.1% are below.
59.2% are above or equal to 12/11 close (13 days ago), 40.8% are below.
64.4% are above or equal to 12/10 close (14 days ago), 35.6% are below.
66.3% are above or equal to 12/7 close (15 days ago), 33.7% are below.
69.2% are above or equal to 12/6 close (16 days ago), 30.8% are below.
70.1% are above or equal to 12/5 close (17 days ago), 29.9% are below.
70.7% are above or equal to 12/4 close (18 days ago), 29.3% are below.
70.6% are above or equal to 12/3 close (19 days ago), 29.4% are below.
66.3% are above or equal to 11/30 close (20 days ago), 33.7% are below.
66.6% are above or equal to 11/29 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 10.7% new lows
21d: 8.0% new highs, 10.2% new lows
42d: 6.4% new highs, 2.9% new lows
63d: 4.7% new highs, 2.4% new lows
126d: 3.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 98.4% above, 1.6% below
3-day: 95.1% above, 4.9% below
4-day: 89.9% above, 10.1% below
5-day: 81.8% above, 18.2% below
8-day: 60.5% above, 39.5% below
10-day: 57.0% above, 43.0% below
20-day: 67.7% above, 32.3% below
50-day: 67.7% above, 32.3% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 3.35% Top=CLF WLT AUQ ANR BTU TRQ STLD ACI ….. CLD HSC AA NUE SCCO PVR CNX SXC=Bottom (Metals & Mining)
MATE(28): 2.72% Top=CLH FWLT HOV LPX MDC MAS USG SPF ….. OC MTZ RYN SRCL RSG PCL FAST WM=Bottom (Materials & Construction)
ENER(87): 2.62% Top=GDP FST PSX FTI OAS PDS EXXI CAM ….. DO OKS RIG WPX CRK UPL CHK EEP=Bottom (Energy)
CONS(51): 2.53% Top=SCSS DECK BC NUS SCS FOSL LF GT ….. RKT PG BLL ENR SON CCK CL CHD=Bottom (Consumer)
MANU(41): 2.39% Top=TEX DDD ATI GTI JOY WOR GNRC PNR ….. AME KMT DCI ITW MHK HON PLL GDI=Bottom (Manufacturing)
RETA(67): 2.33% Top=BBY ANN ANF SHLD BID M DDS FRAN ….. TGT TSCO CVS TFM DKS WMT SIG SBH=Bottom (Retail & Specialty Retail)
ELEC(44): 2.33% Top=CRUS ATML VECO NXPI IDTI JBL OVTI FSLR ….. TXN NVDA LRCX MRVL GLW DLB ALTR SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 2.01% Top=MPEL EXPE LVS RHP YUM WYNN DNKN CMG ….. BYI BYD DRI PENN CAKE MCD SIX ARCO=Bottom (Leisure)
CHEM(27): 1.84% Top=ROC WPZ EMN CE MOS POL POT DOW ….. CHMT PX APD RPM GRA SIAL DD TROX=Bottom (Chemicals/Fertilizers)
COHW(43): 1.76% Top=APKT AAPL FIO HPQ FNSR MSI JDSU LVLT ….. IBM RVBD VZ RIMM TWTC BCE PLCM WIN=Bottom (Computer Hardware/Telecom)
TRAN(19): 1.74% Top=LCC DAL JBLU JBHT TRN KSU CHRW UNP ….. EXPD FDX UPS NSC ALK CP LUV ODFL=Bottom (Transportation)
DISV(44): 1.64% Top=URI WTW HTZ KBR ADT AAN TYC CAR ….. RRD TSS PAYX FISV MYGN ADS TMH ACM=Bottom (Diversified Services)
COSW(66): 1.63% Top=EA BSFT IGT SINA SYMC CVLT AWAY NOW ….. DNB FDS FTNT INTU BMC TTWO PMTC YNDX=Bottom (Computer Software/Internet)
HEAL(43): 1.50% Top=CNC BKD HMA THC CYH BSX ALGN ISRG ….. UNH VOLC SYK MDT HOLX HCA ABMD MR=Bottom (Health)
INSU(40): 1.40% Top=RDN GNW CNO LNC AGO AIG MET CLGX ….. MBI BRO AJG WRB WSH AON FNF PRA=Bottom (Insurance)
FINA(73): 1.26% Top=KKR RF OCN MS FSC BX BAC STI ….. BNS NTRS NDAQ CBOE CBSH LAZ ICE SF=Bottom (Banks/Financials)
REAL(74): 1.07% Top=CBG NCT NRF MPW GOV HST LHO HPT ….. MTGE SKT O CYS NLY IVR ARR NNN=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 3:38 pm

Market Stats at 3:38 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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
61.0% of stocks are above yesterday’s high.
90.2% are above yesterday’s midpoint. (9.8% are below.)
0.9% are below yesterday’s low.
38.1% are inside yesterday’s range.
76.7% of stocks with today’s high > yesterday’s high. (23.3% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
97.1% of stocks are above today’s open. (2.6% are below).
95.6% of stocks are above today’s open and yesterday’s close.
2.0% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
34.6% of stocks are in the top 10% of today’s range.
72.5% are in the top 20%.
97.4% are in the top half. 2.6% of stocks are in the bottom half of today’s range.
0.6% are in the bottom 20%.
0.4% are in the bottom 10%.

GAIN
97.0% of stocks are above yesterday’s close. (3.0% are below.)
3.2% are up 4.5% or more. 0.0% are down 4.5% or more.
9.1% are up 3.5% or more. 0.0% are down 3.5% or more.
31.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:5.5%…>=80:22.5%…>=50:84.8%…<=20:3.6%…<=10:2.5%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:65.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
61.0% above previous 1 highs, 0.9% below previous 1 lows
40.0% above previous 2 highs, 0.4% below previous 2 lows
21.7% above previous 3 highs, 0.4% below previous 3 lows
17.6% above previous 4 highs, 0.4% below previous 4 lows
13.7% above previous 5 highs, 0.2% below previous 5 lows
10.5% above previous 6 highs, 0.2% below previous 6 lows
7.3% above previous 7 highs, 0.1% below previous 7 lows
6.2% above previous 8 highs, 0.1% below previous 8 lows
6.0% above previous 9 highs, 0.1% below previous 9 lows
5.9% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
97.0% are above or equal to 12/28 close (1 days ago), 3.0% are below.
73.3% are above or equal to 12/27 close (2 days ago), 26.7% are below.
65.3% are above or equal to 12/26 close (3 days ago), 34.7% are below.
46.2% are above or equal to 12/24 close (4 days ago), 53.8% are below.
39.6% are above or equal to 12/21 close (5 days ago), 60.4% are below.
24.8% are above or equal to 12/20 close (6 days ago), 75.2% are below.
37.1% are above or equal to 12/19 close (7 days ago), 62.9% are below.
34.4% are above or equal to 12/18 close (8 days ago), 65.6% are below.
56.9% are above or equal to 12/17 close (9 days ago), 43.1% are below.
69.4% are above or equal to 12/14 close (10 days ago), 30.6% are below.
66.0% are above or equal to 12/13 close (11 days ago), 34.0% are below.
58.3% are above or equal to 12/12 close (12 days ago), 41.7% are below.
57.3% are above or equal to 12/11 close (13 days ago), 42.7% are below.
62.1% are above or equal to 12/10 close (14 days ago), 37.9% are below.
63.5% are above or equal to 12/7 close (15 days ago), 36.5% are below.
66.0% are above or equal to 12/6 close (16 days ago), 34.0% are below.
67.5% are above or equal to 12/5 close (17 days ago), 32.5% are below.
69.2% are above or equal to 12/4 close (18 days ago), 30.8% are below.
68.1% are above or equal to 12/3 close (19 days ago), 31.9% are below.
64.8% are above or equal to 11/30 close (20 days ago), 35.2% are below.
64.3% are above or equal to 11/29 close (21 days ago), 35.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 10.7% new lows
21d: 6.7% new highs, 10.2% new lows
42d: 5.6% new highs, 2.9% new lows
63d: 4.4% new highs, 2.4% new lows
126d: 3.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 96.3% above, 3.7% below
3-day: 89.7% above, 10.3% below
4-day: 81.7% above, 18.3% below
5-day: 72.0% above, 28.0% below
8-day: 50.2% above, 49.8% below
10-day: 49.6% above, 50.4% below
20-day: 63.1% above, 36.9% below
50-day: 65.0% above, 35.0% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 3.36% Top=CLF WLT AUQ ANR TRQ BTU ACI IAG ….. HSC AA CLD NUE SCCO SXC PVR CNX=Bottom (Metals & Mining)
MATE(28): 2.34% Top=CLH HOV FWLT LPX USG MDC MAS SPF ….. RYN OC MTZ SRCL FAST RSG PCL WM=Bottom (Materials & Construction)
CONS(51): 2.22% Top=DECK SCSS BC LF SCS NUS PAY TPX ….. RKT NKE SON PG BLL CCK CL CHD=Bottom (Consumer)
MANU(41): 2.15% Top=TEX DDD ATI GTI WOR JOY TKR MTW ….. DCI PH AVY ITW GDI HON MHK PLL=Bottom (Manufacturing)
ENER(87): 2.14% Top=GDP FST PDS EXXI FTI PSX OAS KEG ….. ETP MMP WPX UPL CRZO CRK CHK EEP=Bottom (Energy)
ELEC(44): 2.11% Top=CRUS ATML VECO NXPI JBL OVTI FSLR IDTI ….. LLTC DLB MCHP LRCX ADI ALTR GLW SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): 2.10% Top=SHLD ANF BBY ANN BID DDS M JCP ….. DKS FL CVS WMT SIG TGT SBH TFM=Bottom (Retail & Specialty Retail)
LEIS(26): 1.71% Top=EXPE LVS DNKN MPEL RHP YUM WYNN PNK ….. PCLN H BYI DRI CAKE MCD SIX ARCO=Bottom (Leisure)
COHW(43): 1.68% Top=APKT AAPL FIO HPQ FNSR JDSU MSI NIHD ….. IBM NSR BCE BRCD VZ PLCM TWTC WIN=Bottom (Computer Hardware/Telecom)
CHEM(27): 1.64% Top=ROC EMN MOS CE POT VAL AGU CHMT ….. RPM OLN APD PX GRA SIAL DD TROX=Bottom (Chemicals/Fertilizers)
TRAN(19): 1.59% Top=LCC DAL JBLU JBHT TRN KSU UNP CHRW ….. WERN CP EXPD NSC UPS ALK LUV ODFL=Bottom (Transportation)
COSW(66): 1.46% Top=BSFT EA SINA CVLT IGT SYMC FB NOW ….. MSFT IHS FDS DNB INTU BMC PMTC YNDX=Bottom (Computer Software/Internet)
DISV(44): 1.38% Top=URI CAR ADT HTZ KBR WTW TYC HMSY ….. MYGN DLX PAYX TSS ADS FISV TMH ACM=Bottom (Diversified Services)
HEAL(43): 1.26% Top=BKD HMA CNC THC CYH ALGN BSX UHS ….. DGX UNH CFN SYK MDT DVA ABMD MR=Bottom (Health)
INSU(40): 1.03% Top=RDN GNW CNO LNC AIG CLGX AGO MET ….. FNF MMC AJG WSH BRO WRB AON PRA=Bottom (Insurance)
FINA(73): 0.90% Top=KKR RF MS OCN BAC STT STI PSEC ….. CBSH CBOE LAZ ASBC NTRS FMER ICE SF=Bottom (Banks/Financials)
REAL(74): 0.81% Top=CBG CBL NCT KRC LHO MPW CUBE GOV ….. MFA MTGE DLR RLGY NNN SKT IVR ARR=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:38 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 2:25 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
46.7% of stocks are above yesterday’s high.
80.8% are above yesterday’s midpoint. (19.2% are below.)
3.4% are below yesterday’s low.
49.9% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
94.4% of stocks are above today’s open. (5.1% are below).
91.3% of stocks are above today’s open and yesterday’s close.
4.2% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.6% of stocks are in the top 10% of today’s range.
63.0% are in the top 20%.
94.6% are in the top half. 5.4% of stocks are in the bottom half of today’s range.
0.9% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN
93.0% of stocks are above yesterday’s close. (7.0% are below.)
2.0% are up 4.5% or more. 0.0% are down 4.5% or more.
5.9% are up 3.5% or more. 0.0% are down 3.5% or more.
45.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:4.4%…>=80:17.1%…>=50:73.2%…<=20:9.2%…<=10:5.4%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:58.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.7% above previous 1 highs, 3.4% below previous 1 lows
27.0% above previous 2 highs, 2.5% below previous 2 lows
15.1% above previous 3 highs, 2.2% below previous 3 lows
12.2% above previous 4 highs, 2.2% below previous 4 lows
10.2% above previous 5 highs, 2.0% below previous 5 lows
7.5% above previous 6 highs, 2.0% below previous 6 lows
5.2% above previous 7 highs, 2.0% below previous 7 lows
4.5% above previous 8 highs, 1.9% below previous 8 lows
4.1% above previous 9 highs, 1.7% below previous 9 lows
4.1% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.0% are above or equal to 12/28 close (1 days ago), 7.0% are below.
60.6% are above or equal to 12/27 close (2 days ago), 39.4% are below.
54.8% are above or equal to 12/26 close (3 days ago), 45.2% are below.
36.0% are above or equal to 12/24 close (4 days ago), 64.0% are below.
32.5% are above or equal to 12/21 close (5 days ago), 67.5% are below.
20.9% are above or equal to 12/20 close (6 days ago), 79.1% are below.
32.3% are above or equal to 12/19 close (7 days ago), 67.7% are below.
30.0% are above or equal to 12/18 close (8 days ago), 70.0% are below.
51.3% are above or equal to 12/17 close (9 days ago), 48.7% are below.
64.5% are above or equal to 12/14 close (10 days ago), 35.5% are below.
62.0% are above or equal to 12/13 close (11 days ago), 38.0% are below.
53.7% are above or equal to 12/12 close (12 days ago), 46.3% are below.
53.1% are above or equal to 12/11 close (13 days ago), 46.9% are below.
57.9% are above or equal to 12/10 close (14 days ago), 42.1% are below.
60.1% are above or equal to 12/7 close (15 days ago), 39.9% are below.
62.9% are above or equal to 12/6 close (16 days ago), 37.1% are below.
65.5% are above or equal to 12/5 close (17 days ago), 34.5% are below.
65.6% are above or equal to 12/4 close (18 days ago), 34.4% are below.
65.9% are above or equal to 12/3 close (19 days ago), 34.1% are below.
61.9% are above or equal to 11/30 close (20 days ago), 38.1% are below.
61.5% are above or equal to 11/29 close (21 days ago), 38.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.2% new highs, 10.7% new lows
21d: 4.1% new highs, 10.2% new lows
42d: 3.2% new highs, 2.9% new lows
63d: 2.7% new highs, 2.4% new lows
126d: 2.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.9% above, 8.1% below
3-day: 78.7% above, 21.3% below
4-day: 69.6% above, 30.4% below
5-day: 58.8% above, 41.2% below
8-day: 38.7% above, 61.3% below
10-day: 38.7% above, 61.3% below
20-day: 57.9% above, 42.1% below
50-day: 62.4% above, 37.6% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.83% Top=CLF WLT AUQ ANR TRQ IAG BTU AEM ….. HSC ABX SXC AA SCCO PVR NUE CNX=Bottom (Metals & Mining)
MATE(28): 1.98% Top=CLH LPX FWLT MAS SPF USG HOV MDC ….. RYN MTH SRCL PCL FAST MDR RSG WM=Bottom (Materials & Construction)
CONS(51): 1.85% Top=DECK SCSS BC LF SCS NUS PAY TPX ….. KMB BLL NKE RKT CCK PG CL CHD=Bottom (Consumer)
MANU(41): 1.76% Top=TEX ATI DDD JOY GNRC GTI WOR CRS ….. ITW AOS PH DHR EMR MHK GDI HON=Bottom (Manufacturing)
ELEC(44): 1.61% Top=CRUS VECO ATML NXPI JBL IDTI CPHD CY ….. LRCX LLTC SMTC KLAC GLW ALTR SNPS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): 1.61% Top=BBY M DDS ANN BID SHLD KORS ANF ….. AAP FDO DKS TGT WMT SIG CVS FL=Bottom (Retail & Specialty Retail)
ENER(87): 1.55% Top=GDP PDS EXXI PSX HFC OAS FST KEG ….. RIG EPB EEP BBG CHK CRK CRZO UPL=Bottom (Energy)
CHEM(27): 1.46% Top=EMN VAL AGU CE POT ROC MOS POL ….. RPM MON APD PX CHMT SIAL DD TROX=Bottom (Chemicals/Fertilizers)
TRAN(19): 1.37% Top=LCC DAL JBLU JBHT UAL CHRW TRN KSU ….. CP UNP EXPD NSC CSX ODFL LUV UPS=Bottom (Transportation)
LEIS(26): 1.24% Top=EXPE MPEL DNKN LVS RHP BYD YUM PNK ….. H EAT BYI DRI SIX MCD CAKE ARCO=Bottom (Leisure)
COHW(43): 1.19% Top=APKT AAPL HPQ FIO FNSR MSI WDC QCOM ….. IBM S BRCD VZ NSR TWTC PANW WIN=Bottom (Computer Hardware/Telecom)
COSW(66): 1.09% Top=BSFT SINA EA IACI CVLT FIRE FB SYMC ….. MSFT FTNT IRM INTU CDNS BMC YNDX DNB=Bottom (Computer Software/Internet)
DISV(44): 0.95% Top=URI CAR KBR ADT WTW HTZ APOL HMSY ….. DLX PAYX DV ADS FISV VNTV TMH ACM=Bottom (Diversified Services)
HEAL(43): 0.91% Top=BKD CNC THC HMA CYH ALGN ISRG UHS ….. LH DGX EW MDT SYK DVA ABMD MR=Bottom (Health)
INSU(40): 0.75% Top=RDN GNW AIG LNC CNO CLGX MBI VR ….. AIZ AJG FNF WSH MMC WRB AON PRA=Bottom (Insurance)
FINA(73): 0.67% Top=KKR FII RF OCN BPOP ARCC MS BAC ….. CBSH FMER ASBC SF ACAS NDAQ ICE NTRS=Bottom (Banks/Financials)
REAL(74): 0.66% Top=CBL CBG GOV NCT CLNY MPW LHO KRC ….. DLR PDM LRY NLY SKT HLSS ARR RLGY=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:55 pm

Market Stats at 1:55 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
34.6% of stocks are above yesterday’s high.
69.2% are above yesterday’s midpoint. (30.8% are below.)
6.2% are below yesterday’s low.
59.2% are inside yesterday’s range.
61.8% of stocks with today’s high > yesterday’s high. (38.2% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
90.4% of stocks are above today’s open. (9.1% are below).
84.4% of stocks are above today’s open and yesterday’s close.
7.8% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.1% of stocks are in the top 10% of today’s range.
22.2% are in the top 20%.
86.2% are in the top half. 13.8% of stocks are in the bottom half of today’s range.
1.6% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN
87.3% of stocks are above yesterday’s close. (12.7% are below.)
1.5% are up 4.5% or more. 0.0% are down 4.5% or more.
3.0% are up 3.5% or more. 0.0% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:3.5%…>=80:13.9%…>=50:59.9%…<=20:15.4%…<=10:9.6%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:51.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.6% above previous 1 highs, 6.2% below previous 1 lows
17.9% above previous 2 highs, 4.7% below previous 2 lows
10.3% above previous 3 highs, 4.2% below previous 3 lows
8.3% above previous 4 highs, 4.2% below previous 4 lows
7.5% above previous 5 highs, 4.0% below previous 5 lows
4.4% above previous 6 highs, 4.0% below previous 6 lows
3.2% above previous 7 highs, 4.0% below previous 7 lows
2.9% above previous 8 highs, 3.6% below previous 8 lows
2.7% above previous 9 highs, 3.5% below previous 9 lows
2.7% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.3% are above or equal to 12/28 close (1 days ago), 12.7% are below.
47.9% are above or equal to 12/27 close (2 days ago), 52.1% are below.
45.7% are above or equal to 12/26 close (3 days ago), 54.3% are below.
30.1% are above or equal to 12/24 close (4 days ago), 69.9% are below.
27.0% are above or equal to 12/21 close (5 days ago), 73.0% are below.
17.3% are above or equal to 12/20 close (6 days ago), 82.7% are below.
27.3% are above or equal to 12/19 close (7 days ago), 72.7% are below.
27.0% are above or equal to 12/18 close (8 days ago), 73.0% are below.
46.9% are above or equal to 12/17 close (9 days ago), 53.1% are below.
59.8% are above or equal to 12/14 close (10 days ago), 40.2% are below.
59.4% are above or equal to 12/13 close (11 days ago), 40.6% are below.
50.8% are above or equal to 12/12 close (12 days ago), 49.2% are below.
50.4% are above or equal to 12/11 close (13 days ago), 49.6% are below.
55.3% are above or equal to 12/10 close (14 days ago), 44.7% are below.
57.4% are above or equal to 12/7 close (15 days ago), 42.6% are below.
60.0% are above or equal to 12/6 close (16 days ago), 40.0% are below.
61.9% are above or equal to 12/5 close (17 days ago), 38.1% are below.
62.9% are above or equal to 12/4 close (18 days ago), 37.1% are below.
63.6% are above or equal to 12/3 close (19 days ago), 36.4% are below.
59.4% are above or equal to 11/30 close (20 days ago), 40.6% are below.
59.5% are above or equal to 11/29 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.1% new highs, 10.7% new lows
21d: 4.0% new highs, 10.2% new lows
42d: 3.1% new highs, 2.9% new lows
63d: 2.6% new highs, 2.4% new lows
126d: 2.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 85.6% above, 14.4% below
3-day: 67.0% above, 33.0% below
4-day: 57.7% above, 42.3% below
5-day: 46.8% above, 53.2% below
8-day: 31.1% above, 68.9% below
10-day: 32.5% above, 67.5% below
20-day: 53.1% above, 46.9% below
50-day: 60.8% above, 39.2% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.57% Top=CLF WLT AUQ ANR BTU TRQ STLD AEM ….. HSC SXC ABX PVR SCCO AA NUE CNX=Bottom (Metals & Mining)
MATE(28): 1.73% Top=CLH MAS FWLT MDC USG LPX TOL PHM ….. MTH MTZ SRCL PCL MDR RSG FAST WM=Bottom (Materials & Construction)
CONS(51): 1.55% Top=DECK SCSS BC LF TPX NUS FOSL SCS ….. ENR RKT BLL PG CCK NKE CHD CL=Bottom (Consumer)
MANU(41): 1.41% Top=TEX ATI GTI TKR WOR CRS GNRC JOY ….. DHR EMR DOV ITW PH GDI MHK HON=Bottom (Manufacturing)
CHEM(27): 1.33% Top=POT AGU VAL EMN MOS POL CE ROC ….. RPM ASH MON APD PX SIAL DD TROX=Bottom (Chemicals/Fertilizers)
RETA(67): 1.32% Top=BBY DDS M SHLD ANF ANN KORS BID ….. CPRT FDO GES WMT TGT DKS CVS FL=Bottom (Retail & Specialty Retail)
TRAN(19): 1.16% Top=LCC DAL JBLU JBHT UAL KSU CHRW TRN ….. UNP WERN ODFL EXPD NSC UPS LUV CSX=Bottom (Transportation)
ELEC(44): 1.14% Top=CRUS VECO NXPI ATML JBL CREE IDTI CPHD ….. NVDA MCHP KLAC SNPS GLW ALTR SMTC MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.13% Top=GDP OAS EXXI HFC PSX PDS FST KEG ….. EEP MMP BBG HK CHK UPL CRK CRZO=Bottom (Energy)
LEIS(26): 0.90% Top=DNKN RHP MPEL EXPE LVS YUM CMG BYD ….. MGM EAT DRI BYI SIX MCD CAKE ARCO=Bottom (Leisure)
COHW(43): 0.90% Top=APKT AAPL FIO MSI FNSR HPQ QCOM WDC ….. BRCD S PLCM IBM TWTC VZ NSR WIN=Bottom (Computer Hardware/Telecom)
COSW(66): 0.77% Top=BSFT EA SINA CVLT IACI FB FIRE SYMC ….. PMTC QLIK AOL CDNS INTU SFLY YNDX DNB=Bottom (Computer Software/Internet)
DISV(44): 0.61% Top=URI ADT CAR KBR WTW CXW AAN TYC ….. DV DLX RRD PAYX FISV VNTV TMH ACM=Bottom (Diversified Services)
HEAL(43): 0.52% Top=BKD CNC THC HMA CYH ALGN RMD BSX ….. SYK MDT CI LH DGX DVA MR ABMD=Bottom (Health)
REAL(74): 0.48% Top=CBL CBG GOV KRC TWO MPW DRH LHO ….. RLJ HTS NLY PDM LRY ARR SKT HLSS=Bottom (Real Estate)
INSU(40): 0.46% Top=RDN GNW AIG MBI LNC CLGX CNO VR ….. AIZ WSH FNF AJG MMC WRB AON PRA=Bottom (Insurance)
FINA(73): 0.45% Top=KKR FII RF OCN MS BPOP ARCC JNS ….. EV CBSH WBS WFC ASBC NDAQ ICE NTRS=Bottom (Banks/Financials)

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 1:55 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 1:43 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
42.6% of stocks are above yesterday’s high.
78.3% are above yesterday’s midpoint. (21.7% are below.)
3.6% are below yesterday’s low.
53.8% are inside yesterday’s range.
57.9% of stocks with today’s high > yesterday’s high. (42.1% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
93.9% of stocks are above today’s open. (5.7% are below).
89.3% of stocks are above today’s open and yesterday’s close.
4.7% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
43.0% of stocks are in the top 10% of today’s range.
67.7% are in the top 20%.
94.6% are in the top half. 5.4% of stocks are in the bottom half of today’s range.
0.4% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN
91.0% of stocks are above yesterday’s close. (9.0% are below.)
1.9% are up 4.5% or more. 0.0% are down 4.5% or more.
5.1% are up 3.5% or more. 0.0% are down 3.5% or more.
49.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:4.2%…>=80:16.4%…>=50:70.4%…<=20:9.2%…<=10:6.7%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:55.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:59.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.6% above previous 1 highs, 3.6% below previous 1 lows
24.9% above previous 2 highs, 2.6% below previous 2 lows
14.3% above previous 3 highs, 2.2% below previous 3 lows
11.5% above previous 4 highs, 2.2% below previous 4 lows
9.5% above previous 5 highs, 2.1% below previous 5 lows
6.0% above previous 6 highs, 2.1% below previous 6 lows
4.2% above previous 7 highs, 2.1% below previous 7 lows
3.4% above previous 8 highs, 2.0% below previous 8 lows
3.1% above previous 9 highs, 1.9% below previous 9 lows
3.1% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.0% are above or equal to 12/28 close (1 days ago), 9.0% are below.
56.3% are above or equal to 12/27 close (2 days ago), 43.7% are below.
52.8% are above or equal to 12/26 close (3 days ago), 47.2% are below.
34.5% are above or equal to 12/24 close (4 days ago), 65.5% are below.
31.9% are above or equal to 12/21 close (5 days ago), 68.1% are below.
20.9% are above or equal to 12/20 close (6 days ago), 79.1% are below.
31.3% are above or equal to 12/19 close (7 days ago), 68.7% are below.
29.1% are above or equal to 12/18 close (8 days ago), 70.9% are below.
50.9% are above or equal to 12/17 close (9 days ago), 49.1% are below.
63.8% are above or equal to 12/14 close (10 days ago), 36.2% are below.
62.0% are above or equal to 12/13 close (11 days ago), 38.0% are below.
53.3% are above or equal to 12/12 close (12 days ago), 46.7% are below.
53.1% are above or equal to 12/11 close (13 days ago), 46.9% are below.
57.5% are above or equal to 12/10 close (14 days ago), 42.5% are below.
59.8% are above or equal to 12/7 close (15 days ago), 40.2% are below.
62.5% are above or equal to 12/6 close (16 days ago), 37.5% are below.
64.6% are above or equal to 12/5 close (17 days ago), 35.4% are below.
65.0% are above or equal to 12/4 close (18 days ago), 35.0% are below.
65.3% are above or equal to 12/3 close (19 days ago), 34.7% are below.
61.4% are above or equal to 11/30 close (20 days ago), 38.6% are below.
61.1% are above or equal to 11/29 close (21 days ago), 38.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.5% new highs, 10.6% new lows
21d: 3.4% new highs, 10.1% new lows
42d: 2.6% new highs, 2.7% new lows
63d: 2.1% new highs, 2.2% new lows
126d: 1.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.3% above, 9.7% below
3-day: 76.8% above, 23.2% below
4-day: 67.4% above, 32.6% below
5-day: 55.4% above, 44.6% below
8-day: 37.7% above, 62.3% below
10-day: 38.1% above, 61.9% below
20-day: 56.2% above, 43.8% below
50-day: 62.3% above, 37.7% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.84% Top=CLF WLT ANR AUQ BTU CLD AEM STLD ….. SXC NUE SCCO HSC AA ABX PVR CNX=Bottom (Metals & Mining)
MATE(28): 2.31% Top=MAS MDC LPX FWLT CLH USG HOV KBH ….. MTZ RYN SRCL MDR PCL FAST RSG WM=Bottom (Materials & Construction)
CONS(51): 1.89% Top=DECK SCSS BC LF FOSL NUS PAY TPX ….. KMB NKE PG RKT BLL CCK CL CHD=Bottom (Consumer)
MANU(41): 1.71% Top=TEX ATI WOR GTI GNRC DDD MTW TKR ….. DHR PH ITW EMR MHK AVY GDI HON=Bottom (Manufacturing)
CHEM(27): 1.62% Top=VAL POT EMN AGU ROC CE MOS PPG ….. FMC GRA MON APD PX SIAL DD TROX=Bottom (Chemicals/Fertilizers)
RETA(67): 1.61% Top=ANF M BBY DDS ANN KORS SHLD BID ….. FDO SIG TGT WMT GES FL CVS CPRT=Bottom (Retail & Specialty Retail)
ENER(87): 1.45% Top=GDP HFC PDS EXXI OAS PSX FST HERO ….. BBG EEP MMP HK CRK CHK UPL CRZO=Bottom (Energy)
TRAN(19): 1.44% Top=LCC DAL UAL JBLU JBHT KSU CHRW TRN ….. ODFL CP WERN NSC LUV UPS EXPD CSX=Bottom (Transportation)
ELEC(44): 1.32% Top=CRUS VECO NXPI JBL IDTI ATML CPHD FSLR ….. MCHP LLTC KLAC SNPS XXIA GLW ALTR MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 1.18% Top=MPEL EXPE RHP LVS DNKN YUM BYD CMG ….. MAR EAT BYI DRI SIX MCD CAKE ARCO=Bottom (Leisure)
COHW(43): 1.06% Top=APKT AAPL MSI FIO QCOM FNSR HPQ WDC ….. PLCM IBM PANW S VZ TWTC WIN NSR=Bottom (Computer Hardware/Telecom)
COSW(66): 0.99% Top=BSFT SINA EA IACI CVLT FB SOHU FIRE ….. IHS FTNT YNDX IRM CDNS INTU AOL DNB=Bottom (Computer Software/Internet)
DISV(44): 0.83% Top=URI CAR KBR ADT WTW CXW AAN TYC ….. SBAC GEO PAYX RRD FISV VNTV TMH ACM=Bottom (Diversified Services)
HEAL(43): 0.75% Top=BKD CNC HMA THC CYH RMD ALGN UHS ….. SYK CFN MDT LH DGX DVA ABMD MR=Bottom (Health)
INSU(40): 0.74% Top=RDN GNW AIG LNC MBI CLGX CNO AGO ….. AIZ FNF AJG WSH WRB PRA AON MMC=Bottom (Insurance)
FINA(73): 0.72% Top=FII KKR BAC OCN MS RF BPOP ARCC ….. USB SF CBSH NDAQ ASBC NTRS FMER ICE=Bottom (Banks/Financials)
REAL(74): 0.54% Top=CBL CBG NCT KRC GOV LHO DRH TWO ….. RLGY LRY HTS PDM ARR NLY SKT HLSS=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:43 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:34 pm

Market Stats at 1:33 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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
39.4% of stocks are above yesterday’s high.
76.5% are above yesterday’s midpoint. (23.5% are below.)
4.0% are below yesterday’s low.
56.7% are inside yesterday’s range.
54.3% of stocks with today’s high > yesterday’s high. (45.7% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
93.0% of stocks are above today’s open. (6.7% are below).
88.2% of stocks are above today’s open and yesterday’s close.
5.6% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
36.5% of stocks are in the top 10% of today’s range.
61.5% are in the top 20%.
93.9% are in the top half. 6.1% of stocks are in the bottom half of today’s range.
0.4% are in the bottom 20%.
0.1% are in the bottom 10%.

GAIN
90.8% of stocks are above yesterday’s close. (9.2% are below.)
1.6% are up 4.5% or more. 0.0% are down 4.5% or more.
3.5% are up 3.5% or more. 0.0% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:4.1%…>=80:15.6%…>=50:67.4%…<=20:10.5%…<=10:7.2%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:54.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:59.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.4% above previous 1 highs, 4.0% below previous 1 lows
23.0% above previous 2 highs, 3.0% below previous 2 lows
12.5% above previous 3 highs, 2.7% below previous 3 lows
10.5% above previous 4 highs, 2.7% below previous 4 lows
8.5% above previous 5 highs, 2.6% below previous 5 lows
5.6% above previous 6 highs, 2.6% below previous 6 lows
3.7% above previous 7 highs, 2.5% below previous 7 lows
3.1% above previous 8 highs, 2.4% below previous 8 lows
2.9% above previous 9 highs, 2.4% below previous 9 lows
2.9% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
90.8% are above or equal to 12/28 close (1 days ago), 9.2% are below.
52.9% are above or equal to 12/27 close (2 days ago), 47.1% are below.
50.4% are above or equal to 12/26 close (3 days ago), 49.6% are below.
32.3% are above or equal to 12/24 close (4 days ago), 67.7% are below.
30.3% are above or equal to 12/21 close (5 days ago), 69.7% are below.
19.6% are above or equal to 12/20 close (6 days ago), 80.4% are below.
29.9% are above or equal to 12/19 close (7 days ago), 70.1% are below.
28.0% are above or equal to 12/18 close (8 days ago), 72.0% are below.
49.3% are above or equal to 12/17 close (9 days ago), 50.7% are below.
62.4% are above or equal to 12/14 close (10 days ago), 37.6% are below.
60.5% are above or equal to 12/13 close (11 days ago), 39.5% are below.
52.4% are above or equal to 12/12 close (12 days ago), 47.6% are below.
52.3% are above or equal to 12/11 close (13 days ago), 47.7% are below.
56.7% are above or equal to 12/10 close (14 days ago), 43.3% are below.
58.5% are above or equal to 12/7 close (15 days ago), 41.5% are below.
61.6% are above or equal to 12/6 close (16 days ago), 38.4% are below.
63.8% are above or equal to 12/5 close (17 days ago), 36.2% are below.
64.4% are above or equal to 12/4 close (18 days ago), 35.6% are below.
64.6% are above or equal to 12/3 close (19 days ago), 35.4% are below.
61.0% are above or equal to 11/30 close (20 days ago), 39.0% are below.
60.3% are above or equal to 11/29 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.2% new highs, 10.6% new lows
21d: 3.1% new highs, 10.1% new lows
42d: 2.5% new highs, 2.7% new lows
63d: 2.1% new highs, 2.2% new lows
126d: 1.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 89.3% above, 10.7% below
3-day: 73.6% above, 26.4% below
4-day: 63.6% above, 36.4% below
5-day: 51.8% above, 48.2% below
8-day: 35.2% above, 64.8% below
10-day: 35.7% above, 64.3% below
20-day: 54.9% above, 45.1% below
50-day: 61.8% above, 38.2% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.65% Top=CLF WLT AUQ BTU ANR AEM CLD IAG ….. KGC SCCO HSC NUE PVR ABX AA CNX=Bottom (Metals & Mining)
MATE(28): 2.16% Top=MAS MDC CLH FWLT LPX HOV USG SPF ….. MTZ RYN PCL SRCL MDR RSG FAST WM=Bottom (Materials & Construction)
CONS(51): 1.75% Top=DECK SCSS BC LF FOSL TPX SCS NUS ….. KMB NKE RKT PG BLL CCK CHD CL=Bottom (Consumer)
MANU(41): 1.62% Top=TEX GTI ATI WOR DDD MTW TKR GNRC ….. PH DHR DOV MHK ITW AVY GDI HON=Bottom (Manufacturing)
RETA(67): 1.55% Top=BBY M DDS ANF ANN KORS BID SHLD ….. KR GES DKS FL TGT CPRT WMT CVS=Bottom (Retail & Specialty Retail)
CHEM(27): 1.51% Top=VAL POT AGU EMN MOS CE ROC SHW ….. WPZ GRA MON APD PX SIAL DD TROX=Bottom (Chemicals/Fertilizers)
TRAN(19): 1.34% Top=LCC DAL JBLU UAL JBHT KSU CHRW TRN ….. ODFL FDX NSC UPS WERN EXPD CSX LUV=Bottom (Transportation)
ELEC(44): 1.28% Top=CRUS VECO JBL NXPI IDTI CPHD ATML CREE ….. LLTC MCHP LRCX KLAC XXIA ALTR GLW MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.22% Top=GDP HFC PDS EXXI OAS PSX HERO CAM ….. WPX BBG EEP HK UPL CHK CRK CRZO=Bottom (Energy)
LEIS(26): 1.09% Top=RHP EXPE MPEL LVS DNKN YUM BYD PENN ….. MAR DRI EAT BYI SIX CAKE MCD ARCO=Bottom (Leisure)
COHW(43): 0.90% Top=APKT AAPL MSI QCOM FNSR WDC HPQ FIO ….. BRCD S IBM TWTC VZ PANW NSR WIN=Bottom (Computer Hardware/Telecom)
COSW(66): 0.90% Top=EA BSFT SINA CVLT IACI SOHU FB FIRE ….. IRM SPLK BMC CDNS YNDX TIBX INTU DNB=Bottom (Computer Software/Internet)
HEAL(43): 0.72% Top=BKD CNC HMA THC CYH RMD BSX ALGN ….. SYK LH MDT DGX VOLC DVA MR ABMD=Bottom (Health)
INSU(40): 0.70% Top=RDN GNW AIG MBI LNC CLGX CNO AGO ….. BRO AIZ AJG WSH WRB PRA MMC AON=Bottom (Insurance)
DISV(44): 0.70% Top=URI CAR KBR ADT WTW AAN ULTA TYC ….. SBAC PAYX GEO DV FISV VNTV TMH ACM=Bottom (Diversified Services)
FINA(73): 0.64% Top=FII KKR OCN BAC RF BPOP JNS MS ….. FMER USB FNFG CBSH ASBC NDAQ NTRS ICE=Bottom (Banks/Financials)
REAL(74): 0.55% Top=CBL CBG NCT GOV KRC DRH TWO MPW ….. LRY RLJ PDM ARR SKT MTGE NLY HLSS=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:33 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:52 pm

Market Stats at 12:52 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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
38.9% of stocks are above yesterday’s high.
77.6% are above yesterday’s midpoint. (22.4% are below.)
3.2% are below yesterday’s low.
57.9% are inside yesterday’s range.
50.1% of stocks with today’s high > yesterday’s high. (49.9% less than).
61.5% of stocks with today’s low < yesterday’s low. (38.5% greater than).

EVIDENCE OF INTRADAY TREND
93.5% of stocks are above today’s open. (5.5% are below).
89.7% of stocks are above today’s open and yesterday’s close.
4.9% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
44.0% of stocks are in the top 10% of today’s range.
73.7% are in the top 20%.
95.1% are in the top half. 4.9% of stocks are in the bottom half of today’s range.
0.7% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN
91.7% of stocks are above yesterday’s close. (8.3% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
2.7% are up 3.5% or more. 0.0% are down 3.5% or more.
55.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:4.4%…>=80:15.4%…>=50:66.6%…<=20:9.7%…<=10:6.1%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.9% above previous 1 highs, 3.2% below previous 1 lows
21.7% above previous 2 highs, 2.6% below previous 2 lows
12.5% above previous 3 highs, 2.4% below previous 3 lows
10.2% above previous 4 highs, 2.4% below previous 4 lows
8.2% above previous 5 highs, 2.2% below previous 5 lows
5.4% above previous 6 highs, 2.2% below previous 6 lows
3.7% above previous 7 highs, 2.2% below previous 7 lows
3.2% above previous 8 highs, 2.2% below previous 8 lows
3.0% above previous 9 highs, 2.1% below previous 9 lows
3.0% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.7% are above or equal to 12/28 close (1 days ago), 8.3% are below.
52.8% are above or equal to 12/27 close (2 days ago), 47.2% are below.
50.6% are above or equal to 12/26 close (3 days ago), 49.4% are below.
33.0% are above or equal to 12/24 close (4 days ago), 67.0% are below.
29.3% are above or equal to 12/21 close (5 days ago), 70.7% are below.
18.9% are above or equal to 12/20 close (6 days ago), 81.1% are below.
30.4% are above or equal to 12/19 close (7 days ago), 69.6% are below.
28.3% are above or equal to 12/18 close (8 days ago), 71.7% are below.
49.2% are above or equal to 12/17 close (9 days ago), 50.8% are below.
61.5% are above or equal to 12/14 close (10 days ago), 38.5% are below.
59.8% are above or equal to 12/13 close (11 days ago), 40.2% are below.
51.6% are above or equal to 12/12 close (12 days ago), 48.4% are below.
51.4% are above or equal to 12/11 close (13 days ago), 48.6% are below.
56.4% are above or equal to 12/10 close (14 days ago), 43.6% are below.
58.2% are above or equal to 12/7 close (15 days ago), 41.8% are below.
60.9% are above or equal to 12/6 close (16 days ago), 39.1% are below.
63.5% are above or equal to 12/5 close (17 days ago), 36.5% are below.
64.0% are above or equal to 12/4 close (18 days ago), 36.0% are below.
64.4% are above or equal to 12/3 close (19 days ago), 35.6% are below.
60.5% are above or equal to 11/30 close (20 days ago), 39.5% are below.
60.4% are above or equal to 11/29 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 10.6% new lows
21d: 2.5% new highs, 10.1% new lows
42d: 2.0% new highs, 2.7% new lows
63d: 1.6% new highs, 2.2% new lows
126d: 1.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.8% above, 9.2% below
3-day: 74.2% above, 25.8% below
4-day: 62.8% above, 37.2% below
5-day: 51.7% above, 48.3% below
8-day: 35.7% above, 64.3% below
10-day: 36.5% above, 63.5% below
20-day: 54.2% above, 45.8% below
50-day: 61.3% above, 38.7% below
200-day: 61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 2.40% Top=CLF WLT AUQ BTU CLD AEM STLD ANR ….. SXC SCCO HSC NUE ABX PVR AA CNX=Bottom (Metals & Mining)
MATE(28): 2.05% Top=MAS MDC HOV USG LPX FWLT SPF PHM ….. OC RYN PCL SRCL RSG FAST WM MDR=Bottom (Materials & Construction)
CONS(51): 1.65% Top=DECK SCSS BC LF NUS SCS PAY FOSL ….. KMB PKG NKE RKT BLL CCK CL CHD=Bottom (Consumer)
MANU(41): 1.58% Top=TEX WOR MTW GTI GNRC ATI TKR CRS ….. ITW XYL MHK GDI DOV PH DRC HON=Bottom (Manufacturing)
CHEM(27): 1.49% Top=EMN AGU SHW ROC MOS PPG OLN POT ….. CF APD PX MON WPZ SIAL DD TROX=Bottom (Chemicals/Fertilizers)
RETA(67): 1.39% Top=M BBY DDS SHLD ANN KORS ANF BID ….. FRAN WMT CVS GNC GES CPRT TFM DKS=Bottom (Retail & Specialty Retail)
TRAN(19): 1.36% Top=LCC DAL JBLU UAL TRN CP KSU JBHT ….. ALK NSC UPS LUV FDX WERN CSX EXPD=Bottom (Transportation)
ELEC(44): 1.04% Top=CRUS JBL CPHD NXPI VECO A IDTI TRMB ….. DLB ALTR NVDA XXIA LRCX GLW MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 1.01% Top=EXPE RHP LVS YUM DNKN PENN PNK MPEL ….. EAT MGM MAR CAKE BYI SIX MCD ARCO=Bottom (Leisure)
ENER(87): 0.87% Top=GDP EXXI PSX HFC OAS PDS WNR TSO ….. RIG CIE HK CHK UPL CRK BBG CRZO=Bottom (Energy)
COSW(66): 0.82% Top=BSFT IACI CVLT FB EA SINA FIRE SYMC ….. BMC QLIK MCRS GWRE INTU TIBX DNB TRIP=Bottom (Computer Software/Internet)
REAL(74): 0.79% Top=CBL GOV CBG MPW KRC CUBE DRH LXP ….. CYS HME IVR NLY MTGE RLGY HLSS ARR=Bottom (Real Estate)
COHW(43): 0.76% Top=APKT AAPL MSI FNSR HPQ LVLT EQIX QCOM ….. VZ RIMM NIHD TWTC RVBD NSR WIN PANW=Bottom (Computer Hardware/Telecom)
DISV(44): 0.76% Top=URI CAR HMSY ADT KBR CXW AAN LPS ….. APOL RRD ADS GEO FISV VNTV DV ACM=Bottom (Diversified Services)
INSU(40): 0.74% Top=RDN MBI GNW LNC AIG CLGX MET AGO ….. PGR WSH FNF L WRB BRO AON MMC=Bottom (Insurance)
FINA(73): 0.70% Top=KKR FII OCN RF SEIC JNS BPOP ARCC ….. ASBC WFC BBT EV FNFG ICE NTRS NDAQ=Bottom (Banks/Financials)
HEAL(43): 0.70% Top=CNC BKD THC HMA RMD ALGN ISRG WLP ….. SYK MDT DGX CFN LH DVA MR ABMD=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 12:52 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:11 pm

Market Stats at 12:11 pm ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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.
56.0% are above yesterday’s midpoint. (44.0% are below.)
11.5% are below yesterday’s low.
65.6% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
61.3% of stocks with today’s low < yesterday’s low. (38.7% greater than).

EVIDENCE OF INTRADAY TREND
84.3% of stocks are above today’s open. (14.7% are below).
74.2% of stocks are above today’s open and yesterday’s close.
13.3% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
20.3% of stocks are in the top 10% of today’s range.
38.6% are in the top 20%.
78.3% are in the top half. 21.7% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
78.1% of stocks are above yesterday’s close. (21.9% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
1.4% are up 3.5% or more. 0.0% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:2.6%…>=80:10.2%…>=50:45.3%…<=20:25.9%…<=10:17.3%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.9% above previous 1 highs, 11.5% below previous 1 lows
12.1% above previous 2 highs, 8.5% below previous 2 lows
7.1% above previous 3 highs, 8.0% below previous 3 lows
5.7% above previous 4 highs, 7.8% below previous 4 lows
5.2% above previous 5 highs, 7.0% below previous 5 lows
3.4% above previous 6 highs, 7.0% below previous 6 lows
2.1% above previous 7 highs, 6.8% below previous 7 lows
2.1% above previous 8 highs, 6.4% below previous 8 lows
2.0% above previous 9 highs, 6.1% below previous 9 lows
2.0% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.1% are above or equal to 12/28 close (1 days ago), 21.9% are below.
37.6% are above or equal to 12/27 close (2 days ago), 62.4% are below.
36.2% are above or equal to 12/26 close (3 days ago), 63.8% are below.
22.2% are above or equal to 12/24 close (4 days ago), 77.8% are below.
21.3% are above or equal to 12/21 close (5 days ago), 78.7% are below.
15.4% are above or equal to 12/20 close (6 days ago), 84.6% are below.
23.5% are above or equal to 12/19 close (7 days ago), 76.5% are below.
22.9% are above or equal to 12/18 close (8 days ago), 77.1% are below.
41.3% are above or equal to 12/17 close (9 days ago), 58.7% are below.
56.0% are above or equal to 12/14 close (10 days ago), 44.0% are below.
54.0% are above or equal to 12/13 close (11 days ago), 46.0% are below.
47.3% are above or equal to 12/12 close (12 days ago), 52.7% are below.
46.7% are above or equal to 12/11 close (13 days ago), 53.3% are below.
51.7% are above or equal to 12/10 close (14 days ago), 48.3% are below.
53.2% are above or equal to 12/7 close (15 days ago), 46.8% are below.
56.0% are above or equal to 12/6 close (16 days ago), 44.0% are below.
58.5% are above or equal to 12/5 close (17 days ago), 41.5% are below.
60.3% are above or equal to 12/4 close (18 days ago), 39.7% are below.
60.5% are above or equal to 12/3 close (19 days ago), 39.5% are below.
57.3% are above or equal to 11/30 close (20 days ago), 42.7% are below.
57.4% are above or equal to 11/29 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 10.6% new lows
21d: 1.9% new highs, 10.1% new lows
42d: 1.4% new highs, 2.7% new lows
63d: 1.2% new highs, 2.2% new lows
126d: 1.1% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.5% above, 24.5% below
3-day: 51.8% above, 48.2% below
4-day: 44.1% above, 55.9% below
5-day: 35.9% above, 64.1% below
8-day: 24.4% above, 75.6% below
10-day: 24.9% above, 75.1% below
20-day: 47.2% above, 52.8% below
50-day: 58.4% above, 41.6% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.52% Top=CLF WLT CLD AUQ STLD TRQ BTU AEM ….. X PAAS MCP ABX SCCO SXC AA CNX=Bottom (Metals & Mining)
MATE(28): 1.29% Top=MDC HOV MAS FWLT USG SPF LPX KBH ….. MTZ PCL OC SRCL FAST RSG WM MDR=Bottom (Materials & Construction)
CHEM(27): 1.18% Top=MOS VAL POL ROC EMN OLN AGU CE ….. CF MON APD PX SIAL DD WPZ TROX=Bottom (Chemicals/Fertilizers)
CONS(51): 1.18% Top=DECK SCSS LF BC SCS CTB NUS PAY ….. COH RKT PG NKE BLL CCK CL CHD=Bottom (Consumer)
MANU(41): 1.06% Top=TEX WOR MTW GNRC TKR PNR CRS GTI ….. PCP ITW ETN DOV EMR DHR PH HON=Bottom (Manufacturing)
TRAN(19): 0.94% Top=LCC DAL JBLU UAL TRN ODFL ALK CP ….. LUV UNP WERN UPS FDX NSC EXPD CSX=Bottom (Transportation)
RETA(67): 0.83% Top=M DDS BBY ANN BID SKS ANF LINTA ….. GES CVS TGT FL LTD GNC CPRT TFM=Bottom (Retail & Specialty Retail)
LEIS(26): 0.66% Top=RHP EXPE LVS BYD DNKN YUM MPEL CMG ….. MAR CCL SIX CAKE SBUX BYI MCD ARCO=Bottom (Leisure)
COSW(66): 0.52% Top=BSFT CVLT IACI SINA FIRE EA FB IGT ….. QLIK TIBX CDNS XRX MSFT DNB INTU TRIP=Bottom (Computer Software/Internet)
ELEC(44): 0.51% Top=CRUS JBL CPHD NXPI VECO IDTI A OVTI ….. NVDA MXIM KLAC ALTR LRCX GLW MCHP MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 0.50% Top=GDP HERO PDS HFC EXXI OAS GPOR BRY ….. RIG CIE BBG CHK HK UPL CRK CRZO=Bottom (Energy)
REAL(74): 0.37% Top=CBL GOV CLNY MPW KRC CBG TWO CUBE ….. MTGE DLR LRY HME PDM RLJ HCP NLY=Bottom (Real Estate)
INSU(40): 0.36% Top=RDN MBI GNW CLGX LNC AIG VR CNO ….. WSH ALL ORI L WRB BRO AON MMC=Bottom (Insurance)
COHW(43): 0.31% Top=APKT AAPL MSI LVLT EQIX ARUN FNSR ARRS ….. IBM VZ PANW NSR AMX TWTC RVBD WIN=Bottom (Computer Hardware/Telecom)
FINA(73): 0.30% Top=KKR FII BPOP RF OCN SEIC ARCC PSEC ….. DFS BBT WFC NTRS BK NDAQ ICE AINV=Bottom (Banks/Financials)
DISV(44): 0.29% Top=URI CAR CXW KBR HMSY AAN FLT LPS ….. WU APOL FISV VNTV RRD ADS DV ACM=Bottom (Diversified Services)
HEAL(43): 0.17% Top=CNC BKD THC HMA RMD CYH COO ISRG ….. SYK MDT CFN DGX LH DVA MR ABMD=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 12:11 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:42 am

Market Stats at 10:42 am ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
14.9% of stocks are above yesterday’s high.
52.2% are above yesterday’s midpoint. (47.8% are below.)
9.8% are below yesterday’s low.
75.2% are inside yesterday’s range.
29.8% of stocks with today’s high > yesterday’s high. (70.2% less than).
60.6% of stocks with today’s low < yesterday’s low. (39.4% greater than).

EVIDENCE OF INTRADAY TREND
84.4% of stocks are above today’s open. (14.3% are below).
72.2% of stocks are above today’s open and yesterday’s close.
11.7% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.2% of stocks are in the top 10% of today’s range.
40.6% are in the top 20%.
83.6% are in the top half. 16.4% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
77.1% of stocks are above yesterday’s close. (22.9% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.0% are down 3.5% or more.
78.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:2.2%…>=80:7.2%…>=50:41.1%…<=20:27.6%…<=10:18.4%…<=5:10.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:43.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.9% above previous 1 highs, 9.8% below previous 1 lows
7.3% above previous 2 highs, 7.0% below previous 2 lows
4.0% above previous 3 highs, 6.7% below previous 3 lows
3.6% above previous 4 highs, 6.7% below previous 4 lows
3.5% above previous 5 highs, 6.2% below previous 5 lows
2.2% above previous 6 highs, 6.2% below previous 6 lows
1.5% above previous 7 highs, 6.0% below previous 7 lows
1.5% above previous 8 highs, 5.6% below previous 8 lows
1.5% above previous 9 highs, 5.4% below previous 9 lows
1.5% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.1% are above or equal to 12/28 close (1 days ago), 22.9% are below.
31.4% are above or equal to 12/27 close (2 days ago), 68.6% are below.
33.0% are above or equal to 12/26 close (3 days ago), 67.0% are below.
19.7% are above or equal to 12/24 close (4 days ago), 80.3% are below.
17.9% are above or equal to 12/21 close (5 days ago), 82.1% are below.
13.6% are above or equal to 12/20 close (6 days ago), 86.4% are below.
20.9% are above or equal to 12/19 close (7 days ago), 79.1% are below.
21.9% are above or equal to 12/18 close (8 days ago), 78.1% are below.
41.5% are above or equal to 12/17 close (9 days ago), 58.5% are below.
55.8% are above or equal to 12/14 close (10 days ago), 44.2% are below.
53.1% are above or equal to 12/13 close (11 days ago), 46.9% are below.
45.8% are above or equal to 12/12 close (12 days ago), 54.2% are below.
46.6% are above or equal to 12/11 close (13 days ago), 53.4% are below.
51.3% are above or equal to 12/10 close (14 days ago), 48.7% are below.
53.3% are above or equal to 12/7 close (15 days ago), 46.7% are below.
55.7% are above or equal to 12/6 close (16 days ago), 44.3% are below.
57.5% are above or equal to 12/5 close (17 days ago), 42.5% are below.
59.5% are above or equal to 12/4 close (18 days ago), 40.5% are below.
59.8% are above or equal to 12/3 close (19 days ago), 40.2% are below.
56.9% are above or equal to 11/30 close (20 days ago), 43.1% are below.
56.5% are above or equal to 11/29 close (21 days ago), 43.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 10.1% new lows
21d: 1.5% new highs, 9.6% new lows
42d: 1.1% new highs, 2.7% new lows
63d: 1.0% new highs, 2.1% new lows
126d: 0.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.6% above, 25.4% below
3-day: 46.2% above, 53.8% below
4-day: 39.9% above, 60.1% below
5-day: 30.3% above, 69.7% below
8-day: 21.4% above, 78.6% below
10-day: 23.2% above, 76.8% below
20-day: 45.7% above, 54.3% below
50-day: 58.5% above, 41.5% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.24% Top=CLF WLT AEM AUQ IAG BTU STLD EGO ….. HSC NUE X SXC SCCO CNX PVR AA=Bottom (Metals & Mining)
MATE(28): 0.88% Top=LPX MDC HOV FWLT CLH SPF USG TOL ….. DAR FLR SRCL FAST MTZ WM RSG MDR=Bottom (Materials & Construction)
TRAN(19): 0.87% Top=LCC DAL JBLU UAL JBHT KSU TRN CP ….. CHRW LUV UPS FDX NSC WERN EXPD CSX=Bottom (Transportation)
MANU(41): 0.82% Top=TEX GNRC WOR GTI RS CRS GE JOY ….. DE DCI ITW EMR DOV DHR DRC HON=Bottom (Manufacturing)
CHEM(27): 0.81% Top=POL MOS VAL PPG SHW EMN HUN CE ….. PX APD SIAL CHMT CF WPZ DD TROX=Bottom (Chemicals/Fertilizers)
CONS(51): 0.76% Top=DECK SCSS BC LF GT CROX CTB WHR ….. OI CCK NKE BLL FNP COH CHD CL=Bottom (Consumer)
RETA(67): 0.74% Top=M KORS DDS ANN SKS FRAN BID URBN ….. SWY TGT CVS WMT ARO CPRT GNC TFM=Bottom (Retail & Specialty Retail)
LEIS(26): 0.58% Top=RHP BYD EXPE MPEL LVS DNKN YUM PENN ….. HOT MAR SIX BYI CAKE MGM MCD ARCO=Bottom (Leisure)
COSW(66): 0.47% Top=CVLT IACI FB FIRE BSFT AWAY IGT EA ….. MSFT BIDU BMC FTNT CA VMW INTU DNB=Bottom (Computer Software/Internet)
ELEC(44): 0.45% Top=CRUS JBL CPHD OVTI ARMH IDTI VECO XXIA ….. MRVL MCHP FCS LRCX ALTR GLW SNPS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(74): 0.41% Top=GOV KRC CBG CLNY CBL NCT CUBE DFT ….. HTS HCP VNO ARR MTGE HLSS NLY IVR=Bottom (Real Estate)
COHW(43): 0.41% Top=APKT AAPL MSI WDC CCI ARUN EQIX JDSU ….. LXK TWTC NSR VZ PANW RVBD WIN AMX=Bottom (Computer Hardware/Telecom)
FINA(73): 0.32% Top=FII KKR JNS LAZ PHH STI SEIC OCN ….. ASBC WFC USB FMER AF PBCT ICE FNFG=Bottom (Banks/Financials)
ENER(87): 0.24% Top=HERO GDP TSO HFC EXXI WNR OAS VLO ….. RRC WPX CIE CHK UPL CRZO BBG CRK=Bottom (Energy)
INSU(40): 0.16% Top=RDN MBI LNC ACGL CLGX AIG RNR CNO ….. ACE UNM MMC BRO PGR L AON ORI=Bottom (Insurance)
HEAL(43): 0.11% Top=ALGN RMD BKD ISRG HMA CNC THC UHS ….. DGX CFN DVA LH MDT HNT MR ABMD=Bottom (Health)
DISV(44): 0.08% Top=URI ULTA GEO AAN HRB MCO V SCI ….. URS MYGN VNTV TMH RRD APOL DV ACM=Bottom (Diversified Services)

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 10:42 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:34 am

Market Stats at 10:33 am ET
by daytrend on 20121231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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
17.9% of stocks are above yesterday’s high.
56.7% are above yesterday’s midpoint. (43.3% are below.)
8.2% are below yesterday’s low.
73.8% are inside yesterday’s range.
27.3% of stocks with today’s high > yesterday’s high. (72.7% less than).
60.6% of stocks with today’s low < yesterday’s low. (39.4% greater than).

EVIDENCE OF INTRADAY TREND
85.9% of stocks are above today’s open. (11.7% are below).
76.5% of stocks are above today’s open and yesterday’s close.
9.5% are below both.
19.2% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
32.5% of stocks are in the top 10% of today’s range.
58.3% are in the top 20%.
88.5% are in the top half. 11.5% of stocks are in the bottom half of today’s range.
1.9% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN
80.8% of stocks are above yesterday’s close. (19.2% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.7% are up 3.5% or more. 0.0% are down 3.5% or more.
75.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:2.1%…>=80:7.8%…>=50:43.6%…<=20:23.3%…<=10:14.8%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.9% above previous 1 highs, 8.2% below previous 1 lows
8.5% above previous 2 highs, 6.1% below previous 2 lows
5.0% above previous 3 highs, 6.0% below previous 3 lows
3.9% above previous 4 highs, 5.7% below previous 4 lows
3.7% above previous 5 highs, 5.6% below previous 5 lows
2.1% above previous 6 highs, 5.6% below previous 6 lows
1.2% above previous 7 highs, 5.4% below previous 7 lows
1.2% above previous 8 highs, 5.1% below previous 8 lows
1.2% above previous 9 highs, 4.9% below previous 9 lows
1.2% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.8% are above or equal to 12/28 close (1 days ago), 19.2% are below.
34.5% are above or equal to 12/27 close (2 days ago), 65.5% are below.
34.7% are above or equal to 12/26 close (3 days ago), 65.3% are below.
20.0% are above or equal to 12/24 close (4 days ago), 80.0% are below.
19.7% are above or equal to 12/21 close (5 days ago), 80.3% are below.
14.6% are above or equal to 12/20 close (6 days ago), 85.4% are below.
21.8% are above or equal to 12/19 close (7 days ago), 78.2% are below.
22.2% are above or equal to 12/18 close (8 days ago), 77.8% are below.
42.1% are above or equal to 12/17 close (9 days ago), 57.9% are below.
56.4% are above or equal to 12/14 close (10 days ago), 43.6% are below.
53.5% are above or equal to 12/13 close (11 days ago), 46.5% are below.
46.2% are above or equal to 12/12 close (12 days ago), 53.8% are below.
46.5% are above or equal to 12/11 close (13 days ago), 53.5% are below.
51.4% are above or equal to 12/10 close (14 days ago), 48.6% are below.
53.7% are above or equal to 12/7 close (15 days ago), 46.3% are below.
56.0% are above or equal to 12/6 close (16 days ago), 44.0% are below.
58.5% are above or equal to 12/5 close (17 days ago), 41.5% are below.
60.5% are above or equal to 12/4 close (18 days ago), 39.5% are below.
60.1% are above or equal to 12/3 close (19 days ago), 39.9% are below.
57.0% are above or equal to 11/30 close (20 days ago), 43.0% are below.
57.0% are above or equal to 11/29 close (21 days ago), 43.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.1% new highs, 10.1% new lows
21d: 1.1% new highs, 9.6% new lows
42d: 0.7% new highs, 2.7% new lows
63d: 0.6% new highs, 2.1% new lows
126d: 0.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.7% above, 21.3% below
3-day: 50.9% above, 49.1% below
4-day: 43.1% above, 56.9% below
5-day: 32.8% above, 67.2% below
8-day: 21.0% above, 79.0% below
10-day: 24.2% above, 75.8% below
20-day: 46.0% above, 54.0% below
50-day: 58.7% above, 41.3% below
200-day: 59.5% above, 40.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.34% Top=CLF WLT AEM AUQ BTU STLD MCP IAG ….. HSC NUE SCCO SXC X PVR CNX AA=Bottom (Metals & Mining)
MATE(28): 1.02% Top=MDC LPX HOV FWLT TOL SPF CLH KBH ….. RYN FLR FAST SRCL MTZ WM RSG MDR=Bottom (Materials & Construction)
TRAN(19): 0.96% Top=LCC DAL JBLU UAL TRN JBHT KSU ALK ….. CHRW CP WERN UPS FDX NSC EXPD CSX=Bottom (Transportation)
MANU(41): 0.90% Top=TEX GNRC WOR GTI DDD JOY GE RS ….. PCP EMR GDI DOV ITW DHR DRC HON=Bottom (Manufacturing)
RETA(67): 0.90% Top=M SKS ANN DDS BID KORS SHLD AEO ….. TGT TSCO ARO WMT CVS CPRT TFM GNC=Bottom (Retail & Specialty Retail)
CONS(51): 0.85% Top=DECK SCSS BC LF CROX SCS PAY CTB ….. AVP PG SON CCK OI BLL CHD CL=Bottom (Consumer)
CHEM(27): 0.82% Top=POL SHW MOS PPG CE EMN VAL HUN ….. APD PX SIAL CF CHMT WPZ TROX DD=Bottom (Chemicals/Fertilizers)
LEIS(26): 0.72% Top=BYD RHP EXPE PENN MPEL LVS YUM WYN ….. SBUX SIX CAKE BYI ARCO MGM EAT MCD=Bottom (Leisure)
COHW(43): 0.59% Top=APKT AAPL MSI WDC ARUN EQIX CCI HPQ ….. RIMM TWTC RVBD PLCM NSR WIN PANW AMX=Bottom (Computer Hardware/Telecom)
COSW(66): 0.56% Top=CVLT BSFT IACI FIRE FB IGT EA VCLK ….. BMC CA XRX NOW SPLK MDRX INTU DNB=Bottom (Computer Software/Internet)
ELEC(44): 0.54% Top=CRUS CPHD JBL OVTI SPRD XXIA IDTI ARMH ….. SMTC AMAT ALTR GLW LRCX FSLR SNPS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(74): 0.41% Top=CLNY GOV KRC CBG PMT CBL NRF CUBE ….. HCP VNO OFC ARR NLY HLSS IVR MTGE=Bottom (Real Estate)
FINA(73): 0.34% Top=FII KKR PHH JNS STI RF FHN SEIC ….. CBSH ASBC NYCB AINV PBCT AF ICE FNFG=Bottom (Banks/Financials)
INSU(40): 0.22% Top=RDN MBI CLGX ACGL LNC AIG CNO AGO ….. L UNM MMC TRV PGR BRO ORI AON=Bottom (Insurance)
ENER(87): 0.19% Top=HERO GDP HFC EXXI TSO WNR MPC VLO ….. HK CHK RRC WPX UPL CRZO BBG CRK=Bottom (Energy)
HEAL(43): 0.18% Top=HMA BKD ISRG RMD ALGN CNC THOR UHS ….. DGX DVA CFN MDT LH MR HNT ABMD=Bottom (Health)
DISV(44): 0.16% Top=URI ULTA GEO CAR FLT VRSK HRB MCO ….. DLX MYGN ADT TMH APOL RRD DV ACM=Bottom (Diversified Services)

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 10:33 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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