daytrend

01/31/2013

Filed under: Market Stats — daytrend @ 4:29 pm

Closing Stats
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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
18.5% of stocks are above yesterday’s high.
43.7% are above yesterday’s midpoint. (56.3% are below.)
25.8% are below yesterday’s low.
55.7% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
63.4% of stocks with today’s low < yesterday’s low. (36.6% greater than).

EVIDENCE OF INTRADAY TREND
60.9% of stocks are above today’s open. (37.3% are below).
48.7% of stocks are above today’s open and yesterday’s close.
34.1% are below both.
30.3% of stocks opened above yesterday’s close. (64.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
24.7% 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.
15.7% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN
53.4% of stocks are above yesterday’s close. (46.6% are below.)
2.7% are up 4.5% or more. 1.1% are down 4.5% or more.
4.3% are up 3.5% or more. 1.8% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.1%…>=90:10.6%…>=80:18.0%…>=50:47.0%…<=20:23.6%…<=10:11.3%…<=5:4.3%…
9-day: >=95:0.2%…>=90:1.0%…>=80:7.3%…>=50:74.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:80.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.5% above previous 1 highs, 25.8% below previous 1 lows
14.2% above previous 2 highs, 17.8% below previous 2 lows
11.2% above previous 3 highs, 15.2% below previous 3 lows
10.5% above previous 4 highs, 11.6% below previous 4 lows
9.2% above previous 5 highs, 8.6% below previous 5 lows
8.8% above previous 6 highs, 7.4% below previous 6 lows
8.8% above previous 7 highs, 6.4% below previous 7 lows
8.6% above previous 8 highs, 5.8% below previous 8 lows
8.5% above previous 9 highs, 5.4% below previous 9 lows
8.3% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.4% are above or equal to 1/30 close (1 days ago), 46.6% are below.
39.5% are above or equal to 1/29 close (2 days ago), 60.5% are below.
45.1% are above or equal to 1/28 close (3 days ago), 54.9% are below.
40.3% are above or equal to 1/25 close (4 days ago), 59.7% are below.
56.3% are above or equal to 1/24 close (5 days ago), 43.7% are below.
59.0% are above or equal to 1/23 close (6 days ago), 41.0% are below.
55.5% are above or equal to 1/22 close (7 days ago), 44.5% are below.
64.7% are above or equal to 1/18 close (8 days ago), 35.3% are below.
67.5% are above or equal to 1/17 close (9 days ago), 32.5% are below.
73.7% are above or equal to 1/16 close (10 days ago), 26.3% are below.
72.4% are above or equal to 1/15 close (11 days ago), 27.6% are below.
75.1% are above or equal to 1/14 close (12 days ago), 24.9% are below.
74.0% are above or equal to 1/11 close (13 days ago), 26.0% are below.
73.5% are above or equal to 1/10 close (14 days ago), 26.5% are below.
76.4% are above or equal to 1/9 close (15 days ago), 23.6% are below.
78.1% are above or equal to 1/8 close (16 days ago), 21.9% are below.
76.9% are above or equal to 1/7 close (17 days ago), 23.1% are below.
75.2% are above or equal to 1/4 close (18 days ago), 24.8% are below.
79.1% are above or equal to 1/3 close (19 days ago), 20.9% are below.
78.5% are above or equal to 1/2 close (20 days ago), 21.5% are below.
85.8% are above or equal to 12/31 close (21 days ago), 14.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.6% new highs, 5.2% new lows
21d: 14.6% new highs, 3.4% new lows
42d: 12.9% new highs, 2.2% new lows
63d: 11.4% new highs, 1.5% new lows
126d: 9.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.2% above, 47.8% below
3-day: 45.0% above, 55.0% below
4-day: 42.8% above, 57.2% below
5-day: 41.7% above, 58.3% below
8-day: 50.9% above, 49.1% below
10-day: 57.7% above, 42.3% below
20-day: 71.7% above, 28.3% below
50-day: 85.2% above, 14.8% below
200-day: 79.8% above, 20.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(27): 0.83% Top=LVS MPEL DNKN SIX MGM PENN WYNN TXRH ….. DRI WYN MAR CCL CMG RHP EXPE PCLN=Bottom (Leisure)
CONS(52): 0.76% Top=PBI WHR UA OI LF SCSS TUP CRI ….. COH ENR CCK TPX BLL EL CL HAR=Bottom (Consumer)
COHW(44): 0.74% Top=JDSU FNSR CIEN QCOM JNPR APKT PANW SNDK ….. SYNA DELL NIHD NTAP HRS ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
INSU(35): 0.66% Top=CLGX AJG RDN ACE ACGL MMC AGO UNM ….. CINF CB PRU MCY FNF MBI AIZ ALL=Bottom (Insurance)
COSW(65): 0.65% Top=FTNT CTXS FIRE GRPN EA YNDX NCR IGT ….. MDRX MSFT VMW CTRX SINA XRX NOW TTWO=Bottom (Computer Software/Internet)
RETA(70): 0.56% Top=TSCO AN CPRT GNC MELI OMX ANN BBY ….. TGT ANF DG JCP ARO NFLX GME AMZN=Bottom (Retail & Specialty Retail)
DISV(44): 0.46% Top=LPS RRD DV ADS RCII APOL V URI ….. FISV CAR WTW ADT ATHN HRB HMSY RHI=Bottom (Diversified Services)
ELEC(50): 0.27% Top=SWKS CAVM TSL CY XXIA SPWR FSL INVN ….. LRCX TRMB ARMH VECO CRUS INTC LSI BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(72): 0.23% Top=BX OCN ACAS SEIC NYCB PHH FNFG AINV ….. CIT AXP RJF BBT ZION NTRS CYN IVZ=Bottom (Banks/Financials)
MANU(41): 0.17% Top=LII BWC KMT ATI PNR BGG MTW JOY ….. CMI HON DCI PCP DE AGCO ITW DDD=Bottom (Manufacturing)
ENER(93): 0.13% Top=BRY WNR CAM HFC OXY CPNO ETE FTI ….. ESV RRC KEG CLMT SGY BCEI MUR EXXI=Bottom (Energy)
HEAL(46): 0.04% Top=ALGN MAKO HNT TMO BSX HOLX BKD VOLC ….. MR HCA VAR SYK CNC AET UNH RMD=Bottom (Health)
META(28): -0.00% Top=WLT ANR CLF ACI BTU CNX STLD CLD ….. SSRI RGLD TRQ ABX KGC EGO AEM GG=Bottom (Metals & Mining)
TRAN(27): -0.05% Top=TK SWFT TRN CP ODFL CNI DAL WERN ….. TDW LUV CSX EXPD CNW CHRW UPS TOO=Bottom (Transportation)
MATE(29): -0.06% Top=CVA DHI MTH EXP KBH RSG MAS WM ….. LPX HW RYL PHM CLH SPF HOV MDC=Bottom (Materials & Construction)
REAL(72): -0.19% Top=WAC BEE SFI DRE NRF HLSS HIW PMT ….. PDM BDN HCP GGP UDR EQR DLR AVB=Bottom (Real Estate)
CHEM(27): -0.45% Top=OLN TROX WPZ PDH RPM ROC PX SIAL ….. CE POT MON POL PPG OMG ALB DOW=Bottom (Chemicals/Fertilizers)

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

Filed under: Market Stats — daytrend @ 2:50 pm

Market Stats at 2:50 pm ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

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

COMPARED TO YESTERDAY’S RANGE
19.5% of stocks are above yesterday’s high.
49.1% are above yesterday’s midpoint. (50.9% are below.)
17.8% are below yesterday’s low.
62.8% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
62.3% of stocks with today’s low < yesterday’s low. (37.7% greater than).

EVIDENCE OF INTRADAY TREND
68.9% of stocks are above today’s open. (30.4% are below).
56.8% of stocks are above today’s open and yesterday’s close.
27.0% are below both.
30.3% of stocks opened above yesterday’s close. (64.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
21.0% of stocks are in the top 10% of today’s range.
36.1% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
6.6% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN
61.7% of stocks are above yesterday’s close. (38.3% are below.)
2.9% are up 4.5% or more. 1.1% are down 4.5% or more.
3.8% are up 3.5% or more. 1.2% are down 3.5% or more.
66.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.7%…>=90:11.7%…>=80:20.0%…>=50:52.7%…<=20:18.4%…<=10:9.5%…<=5:3.6%…
9-day: >=95:0.2%…>=90:1.1%…>=80:7.9%…>=50:76.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:81.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.5% above previous 1 highs, 17.8% below previous 1 lows
14.5% above previous 2 highs, 12.3% below previous 2 lows
11.6% above previous 3 highs, 10.6% below previous 3 lows
10.8% above previous 4 highs, 8.4% below previous 4 lows
10.0% above previous 5 highs, 7.3% below previous 5 lows
9.5% above previous 6 highs, 6.2% below previous 6 lows
9.4% above previous 7 highs, 5.5% below previous 7 lows
9.0% above previous 8 highs, 5.1% below previous 8 lows
8.9% above previous 9 highs, 4.7% below previous 9 lows
8.8% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.7% are above or equal to 1/30 close (1 days ago), 38.3% are below.
43.7% are above or equal to 1/29 close (2 days ago), 56.3% are below.
48.3% are above or equal to 1/28 close (3 days ago), 51.7% are below.
46.4% are above or equal to 1/25 close (4 days ago), 53.6% are below.
59.0% are above or equal to 1/24 close (5 days ago), 41.0% are below.
62.5% are above or equal to 1/23 close (6 days ago), 37.5% are below.
58.3% are above or equal to 1/22 close (7 days ago), 41.7% are below.
66.5% are above or equal to 1/18 close (8 days ago), 33.5% are below.
68.6% are above or equal to 1/17 close (9 days ago), 31.4% are below.
74.7% are above or equal to 1/16 close (10 days ago), 25.3% are below.
73.1% are above or equal to 1/15 close (11 days ago), 26.9% are below.
76.5% are above or equal to 1/14 close (12 days ago), 23.5% are below.
75.8% are above or equal to 1/11 close (13 days ago), 24.2% are below.
74.8% are above or equal to 1/10 close (14 days ago), 25.2% are below.
77.6% are above or equal to 1/9 close (15 days ago), 22.4% are below.
78.5% are above or equal to 1/8 close (16 days ago), 21.5% are below.
77.6% are above or equal to 1/7 close (17 days ago), 22.4% are below.
76.4% are above or equal to 1/4 close (18 days ago), 23.6% are below.
80.0% are above or equal to 1/3 close (19 days ago), 20.0% are below.
79.0% are above or equal to 1/2 close (20 days ago), 21.0% are below.
86.6% are above or equal to 12/31 close (21 days ago), 13.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 5.0% new lows
21d: 13.7% new highs, 3.3% new lows
42d: 12.2% new highs, 2.1% new lows
63d: 10.8% new highs, 1.3% new lows
126d: 8.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.2% above, 39.8% below
3-day: 49.6% above, 50.4% below
4-day: 47.7% above, 52.3% below
5-day: 48.1% above, 51.9% below
8-day: 55.7% above, 44.3% below
10-day: 60.3% above, 39.7% below
20-day: 74.5% above, 25.5% below
50-day: 85.4% above, 14.6% below
200-day: 80.2% above, 19.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 0.93% Top=JDSU FNSR CIEN QCOM APKT JNPR PANW SNDK ….. DELL SYNA NIHD NTAP HRS ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
CONS(52): 0.91% Top=PBI UA WHR OI LF SCSS CRI TWI ….. CCK COH ENR BLL TPX CL EL HAR=Bottom (Consumer)
COSW(65): 0.90% Top=FTNT CTXS EA FIRE YNDX INFA GRPN NCR ….. IRM XRX INTU MSFT CTRX SINA MDRX TTWO=Bottom (Computer Software/Internet)
LEIS(27): 0.82% Top=LVS MPEL PENN WYNN DNKN MGM SIX YUM ….. RHP WYN MAR CCL DRI CMG EXPE PCLN=Bottom (Leisure)
INSU(35): 0.76% Top=CLGX AJG RDN AGO ACGL AFL MMC UNM ….. PRU MET MCY FNF HCC MBI ALL AIZ=Bottom (Insurance)
RETA(70): 0.63% Top=TSCO AN CPRT MELI OMX GNC ANN CHS ….. FIVE AEO ANF NFLX ARO GME JCP AMZN=Bottom (Retail & Specialty Retail)
DISV(44): 0.49% Top=LPS RCII DV ADS V RRD APOL URI ….. ACM CTAS CAR ADT HMSY ATHN MAN RHI=Bottom (Diversified Services)
ELEC(50): 0.44% Top=SWKS CAVM CY XXIA FSL NTE NXPI CPHD ….. CRUS LRCX JBL INTC TRMB VECO LSI BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.42% Top=MTW LII JOY TEX ATI KMT BWC BGG ….. GDI PCP SPW DCI AGCO ITW DE DDD=Bottom (Manufacturing)
ENER(93): 0.41% Top=CAM WNR BRY HFC FST OXY MPC FTI ….. ESV RRC KEG SGY BCEI CLMT MUR EXXI=Bottom (Energy)
FINA(72): 0.30% Top=BX OCN SEIC ACAS FNFG NYCB DFS ASBC ….. TCBI ZION MTB BBT HCBK CIT CYN IVZ=Bottom (Banks/Financials)
HEAL(46): 0.21% Top=ALGN MAKO BSX HNT TMO HOLX THC OPK ….. SYK WLP HCA VAR MR UNH AET RMD=Bottom (Health)
META(28): 0.10% Top=WLT CLF ANR BTU CNX CLD ACI STLD ….. AUQ AEM ABX GG IAG SSRI EGO KGC=Bottom (Metals & Mining)
TRAN(27): 0.07% Top=TK TRN CP SWFT UNP ODFL CNI NSC ….. WERN LCC EXPD CSX JBLU CHRW UPS TOO=Bottom (Transportation)
MATE(29): 0.05% Top=MTH CVA DHI RSG FAST WCN KBH MTZ ….. FWLT SPF RYL CLH PHM HW HOV MDC=Bottom (Materials & Construction)
CHEM(27): -0.04% Top=OLN TROX RPM ROC EMN PX HUN SHW ….. CHMT POT MON PPG ALB POL OMG DOW=Bottom (Chemicals/Fertilizers)
REAL(72): -0.15% Top=WAC SFI NRF DRE HLSS BEE HIW NCT ….. RLGY HCP BDN DFT UDR EQR DLR AVB=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 2:50 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:14 pm

Market Stats at 2:13 pm ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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
17.2% of stocks are above yesterday’s high.
43.5% are above yesterday’s midpoint. (56.5% are below.)
21.4% are below yesterday’s low.
61.4% are inside yesterday’s range.
31.9% of stocks with today’s high > yesterday’s high. (68.1% less than).
62.1% of stocks with today’s low < yesterday’s low. (37.9% greater than).

EVIDENCE OF INTRADAY TREND
64.3% of stocks are above today’s open. (33.9% are below).
50.5% of stocks are above today’s open and yesterday’s close.
30.5% are below both.
30.3% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
65.3% are in the top half. 34.7% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN
55.9% of stocks are above yesterday’s close. (44.1% are below.)
2.4% are up 4.5% or more. 1.1% are down 4.5% or more.
3.4% are up 3.5% or more. 1.3% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.7%…>=90:9.9%…>=80:16.6%…>=50:48.4%…<=20:21.2%…<=10:10.0%…<=5:3.5%…
9-day: >=95:0.1%…>=90:1.1%…>=80:7.3%…>=50:74.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:80.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.2% above previous 1 highs, 21.4% below previous 1 lows
12.8% above previous 2 highs, 14.7% below previous 2 lows
10.5% above previous 3 highs, 12.9% below previous 3 lows
10.0% above previous 4 highs, 10.1% below previous 4 lows
9.4% above previous 5 highs, 8.0% below previous 5 lows
9.0% above previous 6 highs, 6.9% below previous 6 lows
8.9% above previous 7 highs, 6.3% below previous 7 lows
8.8% above previous 8 highs, 5.5% below previous 8 lows
8.8% above previous 9 highs, 5.4% below previous 9 lows
8.6% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.9% are above or equal to 1/30 close (1 days ago), 44.1% are below.
40.1% are above or equal to 1/29 close (2 days ago), 59.9% are below.
45.3% are above or equal to 1/28 close (3 days ago), 54.7% are below.
42.5% are above or equal to 1/25 close (4 days ago), 57.5% are below.
57.7% are above or equal to 1/24 close (5 days ago), 42.3% are below.
60.7% are above or equal to 1/23 close (6 days ago), 39.3% are below.
56.6% are above or equal to 1/22 close (7 days ago), 43.4% are below.
65.0% are above or equal to 1/18 close (8 days ago), 35.0% are below.
67.8% are above or equal to 1/17 close (9 days ago), 32.2% are below.
74.1% are above or equal to 1/16 close (10 days ago), 25.9% are below.
72.6% are above or equal to 1/15 close (11 days ago), 27.4% are below.
75.6% are above or equal to 1/14 close (12 days ago), 24.4% are below.
74.8% are above or equal to 1/11 close (13 days ago), 25.2% are below.
74.1% are above or equal to 1/10 close (14 days ago), 25.9% are below.
76.5% are above or equal to 1/9 close (15 days ago), 23.5% are below.
78.3% are above or equal to 1/8 close (16 days ago), 21.7% are below.
76.1% are above or equal to 1/7 close (17 days ago), 23.9% are below.
75.8% are above or equal to 1/4 close (18 days ago), 24.2% are below.
80.0% are above or equal to 1/3 close (19 days ago), 20.0% are below.
78.4% are above or equal to 1/2 close (20 days ago), 21.6% are below.
86.2% are above or equal to 12/31 close (21 days ago), 13.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.9% new highs, 5.0% new lows
21d: 12.9% new highs, 3.3% new lows
42d: 11.3% new highs, 2.1% new lows
63d: 10.0% new highs, 1.3% new lows
126d: 8.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 54.4% above, 45.6% below
3-day: 43.7% above, 56.3% below
4-day: 44.9% above, 55.1% below
5-day: 44.1% above, 55.9% below
8-day: 53.0% above, 47.0% below
10-day: 58.7% above, 41.3% below
20-day: 72.5% above, 27.5% below
50-day: 85.3% above, 14.7% below
200-day: 80.4% above, 19.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 0.90% Top=JDSU FNSR CIEN QCOM APKT JNPR PCS PANW ….. CCI DELL SYNA NTAP HRS ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
COSW(65): 0.77% Top=FTNT CTXS FIRE EA YNDX GRPN NCR IGT ….. XRX BIDU INTU MSFT MDRX SINA CTRX TTWO=Bottom (Computer Software/Internet)
INSU(35): 0.71% Top=CLGX AJG RDN AGO ACGL AFL AXS UNM ….. MCY CINF MET FNF HCC AIZ ALL MBI=Bottom (Insurance)
CONS(52): 0.68% Top=PBI UA OI WHR LF SCSS CRI NUS ….. CCK COH ENR BLL CL TPX EL HAR=Bottom (Consumer)
LEIS(27): 0.58% Top=LVS MPEL PENN DNKN WYNN MGM SIX YUM ….. PNRA CCL RHP MAR DRI EXPE CMG PCLN=Bottom (Leisure)
DISV(44): 0.45% Top=LPS DV ADS RCII V APOL TMH RRD ….. HRB ACM WTW SBAC ADT SAI MAN RHI=Bottom (Diversified Services)
RETA(70): 0.41% Top=TSCO AN CPRT MELI ANN GNC OMX BBY ….. BID AEO ANF ARO NFLX AMZN GME JCP=Bottom (Retail & Specialty Retail)
MANU(41): 0.29% Top=MTW ATI LII KMT JOY TEX CRS CFX ….. MHK GDI CMI AGCO DCI ITW DE DDD=Bottom (Manufacturing)
ELEC(49): 0.25% Top=SWKS CAVM CY XXIA FSL NTE CPHD QLGC ….. CRUS TRMB ARMH JBL VECO INTC LSI BRCM=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(72): 0.21% Top=BX OCN SEIC ACAS FNFG NYCB ASBC TROW ….. HCBK MTB RF CIT BAC BBT CYN IVZ=Bottom (Banks/Financials)
HEAL(46): 0.19% Top=ALGN HNT MAKO BSX TMO HOLX THC VOLC ….. SYK WLP HCA VAR MR UNH AET RMD=Bottom (Health)
ENER(93): 0.14% Top=CAM BRY HFC OXY WNR MPC OII FTI ….. ATW KEG RRC SGY BCEI CLMT MUR EXXI=Bottom (Energy)
META(28): 0.03% Top=WLT CLF ANR CNX BTU ACI STLD CLD ….. RGLD AEM ABX SSRI EGO GG KGC IAG=Bottom (Metals & Mining)
TRAN(27): -0.02% Top=TK TRN CP SWFT ODFL UNP CNI SFL ….. CNW CSX EXPD DAL JBLU CHRW UPS TOO=Bottom (Transportation)
CHEM(27): -0.17% Top=OLN TROX RPM ROC EMN SHW HUN SIAL ….. CE MON POT ALB PPG POL OMG DOW=Bottom (Chemicals/Fertilizers)
MATE(29): -0.17% Top=MTH CVA DHI RSG EXP WCN FAST LPX ….. LEN HW SPF RYL CLH PHM HOV MDC=Bottom (Materials & Construction)
REAL(72): -0.22% Top=WAC SFI NRF DRE NCT HIW ARR RWT ….. BXP HCP BDN DFT UDR EQR DLR AVB=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 2:13 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:40 pm

Market Stats at 12:40 pm ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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
13.5% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
24.1% are below yesterday’s low.
62.4% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
61.5% of stocks with today’s low < yesterday’s low. (38.5% greater than).

EVIDENCE OF INTRADAY TREND
58.1% of stocks are above today’s open. (40.3% are below).
44.5% of stocks are above today’s open and yesterday’s close.
36.1% are below both.
30.3% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.1% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
59.1% are in the top half. 40.9% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
51.5% of stocks are above yesterday’s close. (48.5% are below.)
2.3% are up 4.5% or more. 0.9% are down 4.5% or more.
3.0% are up 3.5% or more. 1.6% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:8.3%…>=80:15.0%…>=50:44.7%…<=20:23.0%…<=10:10.4%…<=5:3.9%…
9-day: >=95:0.1%…>=90:1.1%…>=80:6.2%…>=50:73.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:80.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.5% above previous 1 highs, 24.1% below previous 1 lows
9.3% above previous 2 highs, 16.8% below previous 2 lows
7.1% above previous 3 highs, 15.1% below previous 3 lows
6.9% above previous 4 highs, 11.7% below previous 4 lows
6.5% above previous 5 highs, 9.3% below previous 5 lows
6.1% above previous 6 highs, 8.2% below previous 6 lows
6.1% above previous 7 highs, 6.9% below previous 7 lows
5.8% above previous 8 highs, 6.6% below previous 8 lows
5.7% above previous 9 highs, 6.5% below previous 9 lows
5.6% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.5% are above or equal to 1/30 close (1 days ago), 48.5% are below.
38.0% are above or equal to 1/29 close (2 days ago), 62.0% are below.
43.5% are above or equal to 1/28 close (3 days ago), 56.5% are below.
40.4% are above or equal to 1/25 close (4 days ago), 59.6% are below.
55.5% are above or equal to 1/24 close (5 days ago), 44.5% are below.
59.7% are above or equal to 1/23 close (6 days ago), 40.3% are below.
54.7% are above or equal to 1/22 close (7 days ago), 45.3% are below.
64.3% are above or equal to 1/18 close (8 days ago), 35.7% are below.
67.2% are above or equal to 1/17 close (9 days ago), 32.8% are below.
73.7% are above or equal to 1/16 close (10 days ago), 26.3% are below.
72.4% are above or equal to 1/15 close (11 days ago), 27.6% are below.
75.2% are above or equal to 1/14 close (12 days ago), 24.8% are below.
74.3% are above or equal to 1/11 close (13 days ago), 25.7% are below.
74.7% are above or equal to 1/10 close (14 days ago), 25.3% are below.
76.5% are above or equal to 1/9 close (15 days ago), 23.5% are below.
77.8% are above or equal to 1/8 close (16 days ago), 22.2% are below.
76.1% are above or equal to 1/7 close (17 days ago), 23.9% are below.
75.9% are above or equal to 1/4 close (18 days ago), 24.1% are below.
80.0% are above or equal to 1/3 close (19 days ago), 20.0% are below.
78.1% are above or equal to 1/2 close (20 days ago), 21.9% are below.
86.8% are above or equal to 12/31 close (21 days ago), 13.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.7% new highs, 4.9% new lows
21d: 10.7% new highs, 3.2% new lows
42d: 9.5% new highs, 1.9% new lows
63d: 8.2% new highs, 1.3% new lows
126d: 6.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.5% above, 51.5% below
3-day: 41.0% above, 59.0% below
4-day: 41.4% above, 58.6% below
5-day: 40.8% above, 59.2% below
8-day: 49.8% above, 50.2% below
10-day: 57.4% above, 42.6% below
20-day: 73.2% above, 26.8% below
50-day: 85.4% above, 14.6% below
200-day: 79.5% above, 20.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 0.76% Top=JDSU FNSR CIEN QCOM APKT RVBD JNPR PANW ….. NTAP LXK CCI HRS NIHD ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
COSW(65): 0.62% Top=FTNT CTXS FIRE EA YNDX NCR RHT UIS ….. BIDU VMW MDRX MSFT SINA XRX CTRX TTWO=Bottom (Computer Software/Internet)
CONS(52): 0.54% Top=PBI UA WHR OI LF NUS SCSS DBD ….. RL COH ENR EL TPX BLL CL HAR=Bottom (Consumer)
INSU(35): 0.51% Top=CLGX RDN AJG ACE WRB ACGL AXS ORI ….. HCC BRO MET FNF HIG ALL MBI AIZ=Bottom (Insurance)
LEIS(27): 0.48% Top=LVS MPEL PENN DNKN KKD WYNN MGM YUM ….. PNRA CAKE RHP DRI MAR CMG EXPE PCLN=Bottom (Leisure)
RETA(70): 0.27% Top=TSCO AN CPRT MELI ANN BBY OMX CHS ….. BID AEO ANF ARO AMZN NFLX GME JCP=Bottom (Retail & Specialty Retail)
DISV(44): 0.21% Top=LPS ADS DV RCII RRD V CXW PAYX ….. ATHN SAI WTW ADT SBAC MAN HTZ RHI=Bottom (Diversified Services)
ELEC(49): 0.18% Top=SWKS CAVM CY XXIA FSL NTE FEIC QLGC ….. JBL TRMB INTC VECO LSI ARMH BRCM NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.09% Top=LII CRS ATI RS PNR ROK JOY MTW ….. PCP HON AGCO ITW DCI DE CMI DDD=Bottom (Manufacturing)
ENER(93): 0.04% Top=BRY CAM WNR HFC OXY HP FTI MPC ….. ATW CRK SGY BCEI RRC CLMT MUR EXXI=Bottom (Energy)
HEAL(46): 0.04% Top=ALGN HNT MAKO THC TMO HOLX BSX WCG ….. UHS IRWD UNH SYK VAR THOR AET RMD=Bottom (Health)
CHEM(27): 0.03% Top=OLN TROX HUN ROC SHW RPM MOS EMN ….. CE MON PPG ALB POT POL OMG DOW=Bottom (Chemicals/Fertilizers)
FINA(72): -0.06% Top=BX OCN ACAS SEIC AINV FNFG NYCB ARCC ….. BBT STI MTB CIT HCBK RF CYN IVZ=Bottom (Banks/Financials)
REAL(72): -0.23% Top=WAC SFI NRF DRE RWT NCT ARR BEE ….. AMT GGP HCP UDR EQR DLR DFT AVB=Bottom (Real Estate)
META(28): -0.26% Top=CLF WLT CNX CLD STLD ACI SCCO BTU ….. RGLD ABX SSRI AEM EGO GG KGC IAG=Bottom (Metals & Mining)
TRAN(27): -0.27% Top=TK LCC SFL TRN ODFL LUV UNP ALK ….. KSU JBLU CSX SWFT CHRW EXPD UPS TOO=Bottom (Transportation)
MATE(29): -0.42% Top=MTH CVA RYN WCN DHI MDR EXP RSG ….. LEN FLR SPF CLH RYL PHM HOV MDC=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 12:40 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 11:43 am ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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
9.4% of stocks are above yesterday’s high.
32.6% are above yesterday’s midpoint. (67.4% are below.)
32.9% are below yesterday’s low.
57.7% are inside yesterday’s range.
25.1% of stocks with today’s high > yesterday’s high. (74.9% less than).
60.4% of stocks with today’s low < yesterday’s low. (39.6% greater than).

EVIDENCE OF INTRADAY TREND
46.9% of stocks are above today’s open. (51.8% are below).
34.1% of stocks are above today’s open and yesterday’s close.
47.0% are below both.
30.3% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
12.2% are in the bottom 10%.

GAIN
40.3% of stocks are above yesterday’s close. (59.7% are below.)
2.1% are up 4.5% or more. 1.3% are down 4.5% or more.
2.6% are up 3.5% or more. 1.8% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.1%…>=90:7.1%…>=80:11.4%…>=50:35.4%…<=20:29.2%…<=10:13.4%…<=5:5.4%…
9-day: >=95:0.1%…>=90:0.7%…>=80:5.2%…>=50:70.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:78.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.4% above previous 1 highs, 32.9% below previous 1 lows
7.2% above previous 2 highs, 23.9% below previous 2 lows
5.7% above previous 3 highs, 20.8% below previous 3 lows
5.7% above previous 4 highs, 15.6% below previous 4 lows
5.2% above previous 5 highs, 11.8% below previous 5 lows
5.1% above previous 6 highs, 10.2% below previous 6 lows
5.0% above previous 7 highs, 8.3% below previous 7 lows
5.0% above previous 8 highs, 7.2% below previous 8 lows
4.8% above previous 9 highs, 6.7% below previous 9 lows
4.6% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.3% are above or equal to 1/30 close (1 days ago), 59.7% are below.
30.8% are above or equal to 1/29 close (2 days ago), 69.2% are below.
39.0% are above or equal to 1/28 close (3 days ago), 61.0% are below.
36.4% are above or equal to 1/25 close (4 days ago), 63.6% are below.
51.8% are above or equal to 1/24 close (5 days ago), 48.2% are below.
55.5% are above or equal to 1/23 close (6 days ago), 44.5% are below.
51.9% are above or equal to 1/22 close (7 days ago), 48.1% are below.
61.4% are above or equal to 1/18 close (8 days ago), 38.6% are below.
64.7% are above or equal to 1/17 close (9 days ago), 35.3% are below.
71.6% are above or equal to 1/16 close (10 days ago), 28.4% are below.
70.6% are above or equal to 1/15 close (11 days ago), 29.4% are below.
73.0% are above or equal to 1/14 close (12 days ago), 27.0% are below.
72.4% are above or equal to 1/11 close (13 days ago), 27.6% are below.
72.5% are above or equal to 1/10 close (14 days ago), 27.5% are below.
74.5% are above or equal to 1/9 close (15 days ago), 25.5% are below.
77.0% are above or equal to 1/8 close (16 days ago), 23.0% are below.
74.5% are above or equal to 1/7 close (17 days ago), 25.5% are below.
73.7% are above or equal to 1/4 close (18 days ago), 26.3% are below.
79.2% are above or equal to 1/3 close (19 days ago), 20.8% are below.
77.5% are above or equal to 1/2 close (20 days ago), 22.5% are below.
86.0% are above or equal to 12/31 close (21 days ago), 14.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.0% new highs, 4.9% new lows
21d: 10.0% new highs, 3.0% new lows
42d: 8.8% new highs, 1.8% new lows
63d: 7.8% new highs, 1.3% new lows
126d: 5.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.5% above, 61.5% below
3-day: 32.2% above, 67.8% below
4-day: 34.0% above, 66.0% below
5-day: 33.1% above, 66.9% below
8-day: 44.5% above, 55.5% below
10-day: 51.4% above, 48.6% below
20-day: 69.4% above, 30.6% below
50-day: 84.2% above, 15.8% below
200-day: 78.7% above, 21.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 0.43% Top=JDSU FNSR CIEN QCOM RVBD APKT JNPR BRCD ….. ARRS NTAP LXK HRS NIHD ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
INSU(35): 0.42% Top=CLGX AJG RDN WRB ACE ACGL VR CB ….. HIG AON RGA MET FNF ALL MBI AIZ=Bottom (Insurance)
COSW(65): 0.39% Top=FTNT CTXS FIRE EA YNDX IGT NCR UIS ….. IT CDNS CVLT XRX SINA CTRX FB TTWO=Bottom (Computer Software/Internet)
LEIS(27): 0.35% Top=LVS PENN MPEL DNKN YUM KKD MGM SIX ….. PNRA CAKE MAR RHP DRI CMG EXPE PCLN=Bottom (Leisure)
CONS(52): 0.19% Top=PBI OI UA WHR LF NUS SCSS DBD ….. RL CTB EL BLL TPX ENR CL HAR=Bottom (Consumer)
RETA(70): 0.10% Top=TSCO AN CPRT MELI ANN CAB GNC WFM ….. SKS AMZN AEO ARO ANF NFLX JCP GME=Bottom (Retail & Specialty Retail)
DISV(44): -0.07% Top=LPS ADS RRD V CXW DV PAYX TMH ….. ADT HMSY VRSK HTZ G SBAC MAN RHI=Bottom (Diversified Services)
FINA(72): -0.18% Top=BX OCN SEIC ACAS NYCB FNFG FMER PHH ….. CIT HCBK MTB STI RF NDAQ CYN IVZ=Bottom (Banks/Financials)
MANU(41): -0.19% Top=CRS LII PNR MTW JOY ATI DRC RS ….. HON ITW DE PCP DCI MHK CMI DDD=Bottom (Manufacturing)
ELEC(49): -0.21% Top=SWKS FSL CAVM XXIA CY FEIC QLGC NTE ….. BRCM INVN TRMB ARMH LSI CRUS VECO NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): -0.27% Top=TK LCC CNW LUV TRN TDW SFL UNP ….. JBLU DAL SWFT CSX CHRW EXPD UPS TOO=Bottom (Transportation)
HEAL(46): -0.31% Top=ALGN HNT BKD WCG MAKO OPK BSX TMO ….. CI SYK WAT VAR CYH IRWD AET RMD=Bottom (Health)
REAL(72): -0.32% Top=WAC SFI NRF RWT DRE BMR HIW ARR ….. HCP MPW AMT EQR UDR DFT DLR AVB=Bottom (Real Estate)
ENER(93): -0.38% Top=CAM BRY HFC OXY WNR FTI MPC HP ….. CLMT SM SGY BCEI MUR CRK RRC EXXI=Bottom (Energy)
CHEM(27): -0.42% Top=TROX OLN RPM WPZ MOS FMC EMN ROC ….. MON CE PPG POL ALB POT OMG DOW=Bottom (Chemicals/Fertilizers)
META(28): -0.52% Top=WLT CLF MCP CLD SCCO ACI STLD CNX ….. PAAS ABX AEM SSRI GG EGO KGC IAG=Bottom (Metals & Mining)
MATE(29): -1.09% Top=MTH RYN CVA MDR WCN RSG WM EXP ….. LPX KBH LEN CLH RYL PHM HOV MDC=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 11:43 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 11:10 am ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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
10.6% of stocks are above yesterday’s high.
34.7% are above yesterday’s midpoint. (65.3% are below.)
29.6% are below yesterday’s low.
59.8% are inside yesterday’s range.
24.5% of stocks with today’s high > yesterday’s high. (75.5% less than).
57.4% of stocks with today’s low < yesterday’s low. (42.6% greater than).

EVIDENCE OF INTRADAY TREND
50.2% of stocks are above today’s open. (48.5% are below).
35.8% of stocks are above today’s open and yesterday’s close.
43.0% are below both.
30.3% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.1% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
46.3% are in the top half. 53.7% of stocks are in the bottom half of today’s range.
25.1% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN
43.4% of stocks are above yesterday’s close. (56.6% are below.)
2.3% are up 4.5% or more. 1.1% are down 4.5% or more.
2.9% are up 3.5% or more. 1.8% are down 3.5% or more.
71.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.2%…>=90:7.4%…>=80:12.8%…>=50:37.6%…<=20:25.9%…<=10:12.4%…<=5:4.4%…
9-day: >=95:0.1%…>=90:1.0%…>=80:5.1%…>=50:71.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:78.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.6% above previous 1 highs, 29.6% below previous 1 lows
7.4% above previous 2 highs, 21.3% below previous 2 lows
5.7% above previous 3 highs, 18.3% below previous 3 lows
5.6% above previous 4 highs, 14.0% below previous 4 lows
5.4% above previous 5 highs, 11.1% below previous 5 lows
5.2% above previous 6 highs, 10.0% below previous 6 lows
5.2% above previous 7 highs, 8.2% below previous 7 lows
5.2% above previous 8 highs, 7.2% below previous 8 lows
5.0% above previous 9 highs, 6.7% below previous 9 lows
5.0% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.4% are above or equal to 1/30 close (1 days ago), 56.6% are below.
31.3% are above or equal to 1/29 close (2 days ago), 68.7% are below.
39.8% are above or equal to 1/28 close (3 days ago), 60.2% are below.
37.9% are above or equal to 1/25 close (4 days ago), 62.1% are below.
52.3% are above or equal to 1/24 close (5 days ago), 47.7% are below.
57.0% are above or equal to 1/23 close (6 days ago), 43.0% are below.
53.7% are above or equal to 1/22 close (7 days ago), 46.3% are below.
62.2% are above or equal to 1/18 close (8 days ago), 37.8% are below.
65.0% are above or equal to 1/17 close (9 days ago), 35.0% are below.
71.7% are above or equal to 1/16 close (10 days ago), 28.3% are below.
70.8% are above or equal to 1/15 close (11 days ago), 29.2% are below.
73.2% are above or equal to 1/14 close (12 days ago), 26.8% are below.
73.0% are above or equal to 1/11 close (13 days ago), 27.0% are below.
73.1% are above or equal to 1/10 close (14 days ago), 26.9% are below.
75.5% are above or equal to 1/9 close (15 days ago), 24.5% are below.
77.1% are above or equal to 1/8 close (16 days ago), 22.9% are below.
75.2% are above or equal to 1/7 close (17 days ago), 24.8% are below.
74.7% are above or equal to 1/4 close (18 days ago), 25.3% are below.
79.4% are above or equal to 1/3 close (19 days ago), 20.6% are below.
77.8% are above or equal to 1/2 close (20 days ago), 22.2% are below.
86.2% are above or equal to 12/31 close (21 days ago), 13.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.9% new highs, 4.8% new lows
21d: 9.9% new highs, 2.9% new lows
42d: 8.6% new highs, 1.8% new lows
63d: 7.7% new highs, 1.3% new lows
126d: 5.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.0% above, 59.0% below
3-day: 33.6% above, 66.4% below
4-day: 35.7% above, 64.3% below
5-day: 35.9% above, 64.1% below
8-day: 46.8% above, 53.2% below
10-day: 52.6% above, 47.4% below
20-day: 71.4% above, 28.6% below
50-day: 85.0% above, 15.0% below
200-day: 78.8% above, 21.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 0.64% Top=JDSU FNSR CIEN QCOM RVBD JNPR APKT SNDK ….. WIN PLCM HRS DELL NIHD ARUN RIMM FIO=Bottom (Computer Hardware/Telecom)
COSW(65): 0.61% Top=FTNT CTXS FIRE EA YNDX NCR SFLY UIS ….. CVLT IT CDNS XRX SINA CTRX FB TTWO=Bottom (Computer Software/Internet)
INSU(35): 0.49% Top=CLGX RDN AJG ACE WRB TRV ACGL CB ….. ALL HCC AGO TMK AON MET MBI AIZ=Bottom (Insurance)
LEIS(27): 0.33% Top=PENN LVS MPEL DNKN YUM MGM CCL KKD ….. WYN CAKE MAR RHP DRI CMG EXPE PCLN=Bottom (Leisure)
CONS(52): 0.31% Top=PBI UA OI WHR LF SCSS NUS DECK ….. MWV TPX BLL CTB EL CL ENR HAR=Bottom (Consumer)
RETA(70): 0.21% Top=TSCO CPRT AN MELI ANN CAB CHS GNC ….. SKS ROST DG AEO ANF JCP GME NFLX=Bottom (Retail & Specialty Retail)
ELEC(49): -0.00% Top=SWKS FSL CAVM XXIA CY QLGC FEIC FSLR ….. ARMH TRMB LSI BRCM DLB VECO CRUS NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): -0.06% Top=LPS ADS RRD CXW V TMH TSS PAYX ….. ADT FIS HRB VRSK HTZ MAN G RHI=Bottom (Diversified Services)
MANU(41): -0.06% Top=CRS BWC BGG MTW LII JOY KMT DRC ….. AME GDI DOV CMI ITW DCI PCP DDD=Bottom (Manufacturing)
FINA(72): -0.09% Top=BX ACAS SEIC OCN NYCB FMER ASBC HBHC ….. HCBK MTB DFS NDAQ CYN STI RF IVZ=Bottom (Banks/Financials)
ENER(93): -0.31% Top=CAM BRY WNR OXY HFC MPC FTI OII ….. HES SM CLMT CRK BCEI MUR RRC EXXI=Bottom (Energy)
CHEM(27): -0.32% Top=TROX MOS ASH OLN RPM WPZ EMN SHW ….. CE MON PPG ALB POL OMG POT DOW=Bottom (Chemicals/Fertilizers)
HEAL(46): -0.33% Top=ALGN HNT OPK WCG BKD CVD BSX DGX ….. WAT SYK VAR BCR ZMH AET IRWD RMD=Bottom (Health)
TRAN(27): -0.36% Top=TK CNW KSU TRN UNP SFL JBLU LUV ….. GLNG CSX TDW SWFT CHRW EXPD UPS TOO=Bottom (Transportation)
REAL(72): -0.40% Top=WAC SFI NRF SHO NCT DRE RWT STWD ….. AMT MPW EQR HCP UDR DFT DLR AVB=Bottom (Real Estate)
META(28): -0.49% Top=WLT CLF CLD MCP SCCO STLD ACI CNX ….. ABX AEM RGLD SSRI EGO GG KGC IAG=Bottom (Metals & Mining)
MATE(29): -0.69% Top=MTH MDR RYN EXP CVA DHI WCN USG ….. LEN LPX MTZ CLH RYL PHM HOV MDC=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 11:10 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 10:50 am ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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
11.6% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
23.4% are below yesterday’s low.
65.0% are inside yesterday’s range.
24.1% of stocks with today’s high > yesterday’s high. (75.9% less than).
55.7% of stocks with today’s low < yesterday’s low. (44.3% greater than).

EVIDENCE OF INTRADAY TREND
55.7% of stocks are above today’s open. (43.1% are below).
41.3% of stocks are above today’s open and yesterday’s close.
37.5% are below both.
30.3% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.8% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
55.8% are in the top half. 44.2% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN
48.4% of stocks are above yesterday’s close. (51.6% are below.)
2.4% are up 4.5% or more. 1.1% are down 4.5% or more.
3.0% are up 3.5% or more. 1.6% are down 3.5% or more.
74.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.4%…>=90:8.2%…>=80:14.1%…>=50:41.7%…<=20:24.0%…<=10:11.6%…<=5:3.5%…
9-day: >=95:0.1%…>=90:0.7%…>=80:5.7%…>=50:72.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:80.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.6% above previous 1 highs, 23.4% below previous 1 lows
8.5% above previous 2 highs, 17.4% below previous 2 lows
6.3% above previous 3 highs, 15.0% below previous 3 lows
6.1% above previous 4 highs, 12.2% below previous 4 lows
5.6% above previous 5 highs, 9.7% below previous 5 lows
5.5% above previous 6 highs, 8.8% below previous 6 lows
5.4% above previous 7 highs, 7.3% below previous 7 lows
5.4% above previous 8 highs, 6.6% below previous 8 lows
5.4% above previous 9 highs, 5.6% below previous 9 lows
5.2% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.4% are above or equal to 1/30 close (1 days ago), 51.6% are below.
34.8% are above or equal to 1/29 close (2 days ago), 65.2% are below.
41.5% are above or equal to 1/28 close (3 days ago), 58.5% are below.
40.1% are above or equal to 1/25 close (4 days ago), 59.9% are below.
54.0% are above or equal to 1/24 close (5 days ago), 46.0% are below.
59.3% are above or equal to 1/23 close (6 days ago), 40.7% are below.
55.5% are above or equal to 1/22 close (7 days ago), 44.5% are below.
63.8% are above or equal to 1/18 close (8 days ago), 36.2% are below.
65.7% are above or equal to 1/17 close (9 days ago), 34.3% are below.
72.0% are above or equal to 1/16 close (10 days ago), 28.0% are below.
71.4% are above or equal to 1/15 close (11 days ago), 28.6% are below.
74.3% are above or equal to 1/14 close (12 days ago), 25.7% are below.
74.5% are above or equal to 1/11 close (13 days ago), 25.5% are below.
74.2% are above or equal to 1/10 close (14 days ago), 25.8% are below.
76.0% are above or equal to 1/9 close (15 days ago), 24.0% are below.
78.1% are above or equal to 1/8 close (16 days ago), 21.9% are below.
76.0% are above or equal to 1/7 close (17 days ago), 24.0% are below.
75.5% are above or equal to 1/4 close (18 days ago), 24.5% are below.
80.0% are above or equal to 1/3 close (19 days ago), 20.0% are below.
78.6% are above or equal to 1/2 close (20 days ago), 21.4% are below.
86.6% are above or equal to 12/31 close (21 days ago), 13.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.7% new highs, 4.1% new lows
21d: 9.7% new highs, 2.7% new lows
42d: 8.5% new highs, 1.7% new lows
63d: 7.6% new highs, 1.3% new lows
126d: 5.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.9% above, 53.1% below
3-day: 37.5% above, 62.5% below
4-day: 38.9% above, 61.1% below
5-day: 38.7% above, 61.3% below
8-day: 49.7% above, 50.3% below
10-day: 56.3% above, 43.7% below
20-day: 72.2% above, 27.8% below
50-day: 85.7% above, 14.3% below
200-day: 78.9% above, 21.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 0.91% Top=JDSU FNSR CIEN QCOM RVBD APKT JNPR ADTN ….. PLCM DELL SYNA HRS ARUN NIHD RIMM FIO=Bottom (Computer Hardware/Telecom)
COSW(65): 0.85% Top=FTNT CTXS FIRE EA SFLY RHT NCR YNDX ….. MSFT CDNS IT SINA XRX CTRX FB TTWO=Bottom (Computer Software/Internet)
LEIS(27): 0.51% Top=PENN LVS MPEL DNKN YUM WEN CCL MGM ….. WYN ARCO EAT DRI MAR CMG EXPE PCLN=Bottom (Leisure)
INSU(35): 0.43% Top=CLGX RDN AJG ACE WRB TRV CB ACGL ….. TMK GNW AON MET AGO HIG AIZ MBI=Bottom (Insurance)
RETA(70): 0.33% Top=TSCO CPRT AN MELI ANN CAB CHS OMX ….. DG FIVE M AEO ANF NFLX JCP GME=Bottom (Retail & Specialty Retail)
CONS(52): 0.28% Top=PBI OI WHR UA SCSS LF ZQK DBD ….. AVP MWV TPX CTB EL CL ENR HAR=Bottom (Consumer)
ELEC(49): 0.23% Top=SWKS FSL CAVM CY XXIA QLGC FEIC KLAC ….. SPWR TRMB LSI CRUS ONNN VECO DLB NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.12% Top=CRS MTW ATI BWC KMT LII RS BGG ….. DOV AME DCI DE CMI GDI PCP DDD=Bottom (Manufacturing)
DISV(44): 0.02% Top=LPS ADS RRD V CXW URI PAYX TMH ….. VNTV ADT VRSK HRB RHI HTZ MAN G=Bottom (Diversified Services)
FINA(72): -0.03% Top=BX ACAS SEIC AINV OCN NYCB HBHC FMER ….. BAC DFS NDAQ HCBK MTB RF LAZ IVZ=Bottom (Banks/Financials)
HEAL(46): -0.15% Top=ALGN HNT WCG MAKO OPK BKD VOLC THC ….. MDT BCR VAR MR ZMH IRWD AET RMD=Bottom (Health)
ENER(93): -0.17% Top=BRY CAM WNR OXY HFC FTI OII MPC ….. HES SGY CLMT MUR CRK RRC BCEI EXXI=Bottom (Energy)
META(28): -0.23% Top=CLF WLT STLD CNX ANR CLD SCCO MCP ….. RGLD ABX SSRI GG EGO AUQ KGC IAG=Bottom (Metals & Mining)
TRAN(27): -0.32% Top=TK CNW KSU JBLU SFL TRN ODFL CNI ….. UAL TDW DAL SWFT CHRW EXPD UPS TOO=Bottom (Transportation)
CHEM(27): -0.39% Top=TROX ASH RPM MOS OLN CHMT DD EMN ….. AGU PPG MON ALB OMG POT POL DOW=Bottom (Chemicals/Fertilizers)
REAL(72): -0.40% Top=WAC NRF SFI DRE SHO NCT STWD RWT ….. RLGY MPW EQR HCP UDR DFT DLR AVB=Bottom (Real Estate)
MATE(29): -0.66% Top=MTH MDR CVA RYN EXP WCN HW USG ….. LEN CLH TOL MTZ RYL HOV PHM MDC=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 10:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 10:27 am ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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
10.8% of stocks are above yesterday’s high.
36.1% are above yesterday’s midpoint. (63.9% are below.)
23.1% are below yesterday’s low.
66.1% are inside yesterday’s range.
22.5% of stocks with today’s high > yesterday’s high. (77.5% less than).
54.4% of stocks with today’s low < yesterday’s low. (45.6% greater than).

EVIDENCE OF INTRADAY TREND
55.0% of stocks are above today’s open. (42.7% are below).
40.9% of stocks are above today’s open and yesterday’s close.
38.0% are below both.
30.4% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.0% of stocks are in the top 10% of today’s range.
19.6% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
2.4% are up 4.5% or more. 1.1% are down 4.5% or more.
2.9% are up 3.5% or more. 1.7% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.0%…>=90:7.5%…>=80:13.0%…>=50:41.0%…<=20:24.0%…<=10:10.5%…<=5:3.8%…
9-day: >=95:0.1%…>=90:0.9%…>=80:5.0%…>=50:72.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:79.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.8% above previous 1 highs, 23.1% below previous 1 lows
8.2% above previous 2 highs, 16.5% below previous 2 lows
5.4% above previous 3 highs, 14.2% below previous 3 lows
5.2% above previous 4 highs, 11.3% below previous 4 lows
4.7% above previous 5 highs, 9.4% below previous 5 lows
4.7% above previous 6 highs, 8.6% below previous 6 lows
4.7% above previous 7 highs, 7.4% below previous 7 lows
4.7% above previous 8 highs, 6.3% below previous 8 lows
4.7% above previous 9 highs, 5.5% below previous 9 lows
4.6% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.1% are above or equal to 1/30 close (1 days ago), 51.9% are below.
34.9% are above or equal to 1/29 close (2 days ago), 65.1% are below.
41.1% are above or equal to 1/28 close (3 days ago), 58.9% are below.
38.2% are above or equal to 1/25 close (4 days ago), 61.8% are below.
54.3% are above or equal to 1/24 close (5 days ago), 45.7% are below.
58.9% are above or equal to 1/23 close (6 days ago), 41.1% are below.
55.5% are above or equal to 1/22 close (7 days ago), 44.5% are below.
63.4% are above or equal to 1/18 close (8 days ago), 36.6% are below.
65.9% are above or equal to 1/17 close (9 days ago), 34.1% are below.
72.6% are above or equal to 1/16 close (10 days ago), 27.4% are below.
71.9% are above or equal to 1/15 close (11 days ago), 28.1% are below.
74.3% are above or equal to 1/14 close (12 days ago), 25.7% are below.
74.3% are above or equal to 1/11 close (13 days ago), 25.7% are below.
74.3% are above or equal to 1/10 close (14 days ago), 25.7% are below.
76.3% are above or equal to 1/9 close (15 days ago), 23.7% are below.
78.3% are above or equal to 1/8 close (16 days ago), 21.7% are below.
76.6% are above or equal to 1/7 close (17 days ago), 23.4% are below.
75.1% are above or equal to 1/4 close (18 days ago), 24.9% are below.
79.9% are above or equal to 1/3 close (19 days ago), 20.1% are below.
78.8% are above or equal to 1/2 close (20 days ago), 21.2% are below.
87.0% are above or equal to 12/31 close (21 days ago), 13.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 4.1% new lows
21d: 8.4% new highs, 2.7% new lows
42d: 7.3% new highs, 1.7% new lows
63d: 6.6% new highs, 1.3% new lows
126d: 4.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.7% above, 54.3% below
3-day: 36.5% above, 63.5% below
4-day: 37.5% above, 62.5% below
5-day: 38.3% above, 61.7% below
8-day: 49.9% above, 50.1% below
10-day: 56.0% above, 44.0% below
20-day: 71.5% above, 28.5% below
50-day: 85.9% above, 14.1% below
200-day: 79.4% above, 20.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(65): 0.87% Top=FTNT CTXS FIRE EA NOW QLIK NCR RHT ….. XRX BIDU IT SINA CDNS CTRX FB TTWO=Bottom (Computer Software/Internet)
COHW(44): 0.87% Top=JDSU FNSR CIEN QCOM RVBD JNPR ADTN APKT ….. BCE DELL S HRS PLCM NIHD RIMM FIO=Bottom (Computer Hardware/Telecom)
LEIS(27): 0.71% Top=LVS PENN DNKN MPEL YUM MGM WYNN DPZ ….. ARCO EAT MAR CMG RHP DRI EXPE PCLN=Bottom (Leisure)
RETA(70): 0.38% Top=TSCO CPRT AN MELI CAB CHS BIG ANN ….. FIVE SKS DG ROST ANF JCP GME NFLX=Bottom (Retail & Specialty Retail)
CONS(52): 0.33% Top=PBI UA WHR OI DECK SCSS VFC LF ….. RL MWV NWL BLL EL CL ENR HAR=Bottom (Consumer)
ELEC(50): 0.30% Top=SWKS FSL RFMD CY XXIA CAVM QLGC KLAC ….. LSI ARMH ATML CRUS ONNN DLB VECO NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(35): 0.30% Top=CLGX AJG RDN ACE TRV CB AFL ACGL ….. LNC AIG AON AGO HIG GNW AIZ MBI=Bottom (Insurance)
MANU(41): 0.08% Top=CRS MTW PNR JOY ATI RS BWC PPO ….. TEX DCI DE DOV CMI GDI PCP DDD=Bottom (Manufacturing)
DISV(44): 0.03% Top=LPS ADS RRD V TMH URI CXW PAYX ….. SAI VNTV ADT HTZ HRB MAN RHI G=Bottom (Diversified Services)
FINA(72): -0.16% Top=BX ACAS SEIC AINV NYCB OCN PSEC PHH ….. BAC HCBK MTB STI NDAQ LAZ RF IVZ=Bottom (Banks/Financials)
TRAN(27): -0.23% Top=TK CNW LUV LCC KSU JBHT TRN SFL ….. CSX TDW SWFT CHRW GLNG EXPD UPS TOO=Bottom (Transportation)
HEAL(46): -0.24% Top=ALGN HNT OPK THC WCG MAKO VOLC BKD ….. THOR MDT AET VAR ZMH IRWD MR RMD=Bottom (Health)
ENER(93): -0.30% Top=BRY WNR CAM OXY HFC OII KMP MMP ….. TLLP HES CLMT CRK RRC MUR BCEI EXXI=Bottom (Energy)
CHEM(27): -0.37% Top=TROX ASH MOS RPM OLN PDH SHW SIAL ….. PPG CE AGU ALB POT POL OMG DOW=Bottom (Chemicals/Fertilizers)
REAL(72): -0.40% Top=SFI WAC NCT NRF RWT DRE SHO SLG ….. MPW RLGY UDR EQR HCP DFT DLR AVB=Bottom (Real Estate)
META(28): -0.43% Top=CLF CNX STLD WLT SCCO X MCP BTU ….. ABX AEM GG SSRI EGO AUQ KGC IAG=Bottom (Metals & Mining)
MATE(29): -0.54% Top=MTH MDR CVA EXP RYN WCN WM RSG ….. RYL TOL LEN MTZ LPX HOV MDC 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 10:27 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 9:57 am ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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
12.5% of stocks are above yesterday’s high.
39.7% are above yesterday’s midpoint. (60.3% are below.)
18.3% are below yesterday’s low.
69.2% are inside yesterday’s range.
20.1% of stocks with today’s high > yesterday’s high. (79.9% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND
62.1% of stocks are above today’s open. (34.3% are below).
46.5% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
30.3% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.0% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
8.9% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN
53.5% of stocks are above yesterday’s close. (46.5% are below.)
2.2% are up 4.5% or more. 0.9% are down 4.5% or more.
2.8% are up 3.5% or more. 1.2% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:8.5%…>=80:15.6%…>=50:46.3%…<=20:19.9%…<=10:9.5%…<=5:4.0%…
9-day: >=95:0.1%…>=90:0.7%…>=80:5.5%…>=50:74.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:80.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.5% above previous 1 highs, 18.3% below previous 1 lows
9.3% above previous 2 highs, 13.5% below previous 2 lows
6.7% above previous 3 highs, 11.4% below previous 3 lows
6.3% above previous 4 highs, 9.5% below previous 4 lows
5.6% above previous 5 highs, 7.8% below previous 5 lows
5.4% above previous 6 highs, 6.8% below previous 6 lows
5.1% above previous 7 highs, 6.0% below previous 7 lows
5.0% above previous 8 highs, 5.5% below previous 8 lows
4.8% above previous 9 highs, 5.0% below previous 9 lows
4.8% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.5% are above or equal to 1/30 close (1 days ago), 46.5% are below.
36.7% are above or equal to 1/29 close (2 days ago), 63.3% are below.
43.8% are above or equal to 1/28 close (3 days ago), 56.2% are below.
41.7% are above or equal to 1/25 close (4 days ago), 58.3% are below.
58.2% are above or equal to 1/24 close (5 days ago), 41.8% are below.
60.9% are above or equal to 1/23 close (6 days ago), 39.1% are below.
56.3% are above or equal to 1/22 close (7 days ago), 43.7% are below.
65.7% are above or equal to 1/18 close (8 days ago), 34.3% are below.
68.9% are above or equal to 1/17 close (9 days ago), 31.1% are below.
74.3% are above or equal to 1/16 close (10 days ago), 25.7% are below.
73.0% are above or equal to 1/15 close (11 days ago), 27.0% are below.
75.4% are above or equal to 1/14 close (12 days ago), 24.6% are below.
76.0% are above or equal to 1/11 close (13 days ago), 24.0% are below.
74.9% are above or equal to 1/10 close (14 days ago), 25.1% are below.
77.5% are above or equal to 1/9 close (15 days ago), 22.5% are below.
79.0% are above or equal to 1/8 close (16 days ago), 21.0% are below.
76.7% are above or equal to 1/7 close (17 days ago), 23.3% are below.
75.3% are above or equal to 1/4 close (18 days ago), 24.7% are below.
80.0% are above or equal to 1/3 close (19 days ago), 20.0% are below.
79.0% are above or equal to 1/2 close (20 days ago), 21.0% are below.
86.7% are above or equal to 12/31 close (21 days ago), 13.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.3% new highs, 3.9% new lows
21d: 7.3% new highs, 2.6% new lows
42d: 6.5% new highs, 1.7% new lows
63d: 5.8% new highs, 1.3% new lows
126d: 4.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.6% above, 48.4% below
3-day: 39.3% above, 60.7% below
4-day: 42.4% above, 57.6% below
5-day: 41.3% above, 58.7% below
8-day: 52.3% above, 47.7% below
10-day: 59.4% above, 40.6% below
20-day: 74.1% above, 25.9% below
50-day: 86.4% above, 13.6% below
200-day: 80.0% above, 20.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(44): 1.08% Top=JDSU FNSR CIEN QCOM APKT RVBD JNPR ADTN ….. PANW BCE S DELL PLCM NIHD RIMM FIO=Bottom (Computer Hardware/Telecom)
COSW(65): 1.07% Top=FTNT CTXS FIRE EA NOW QLIK SPLK IGT ….. BIDU AOL MDRX IT SINA CDNS CTRX FB=Bottom (Computer Software/Internet)
LEIS(27): 0.88% Top=LVS PENN DNKN MPEL WYNN YUM WYN DPZ ….. TXRH ARCO CMG DRI KKD EXPE RHP PCLN=Bottom (Leisure)
RETA(70): 0.59% Top=TSCO CPRT AN MELI DKS GES BIG OMX ….. TFM BID JOSB SHLD FIVE GME JCP NFLX=Bottom (Retail & Specialty Retail)
ELEC(49): 0.58% Top=SWKS FSL CY XXIA QLGC CAVM MXIM ALTR ….. CREE TRMB LSI VECO INTC NXPI DLB SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 0.40% Top=PBI UA OI WHR VFC FOSL LF SCSS ….. RL NWL TPX EL BLL CL ENR HAR=Bottom (Consumer)
DISV(44): 0.32% Top=LPS ADS V MA RRD CXW TMH PAYX ….. ATHN RCII MYGN SAI G MAN HRB RHI=Bottom (Diversified Services)
INSU(35): 0.17% Top=CLGX AJG ACE TRV AFL UNM WSH HCC ….. ALL L AON AGO GNW HIG AIZ MBI=Bottom (Insurance)
MANU(41): 0.07% Top=CRS PNR JOY ATI LII RS KMT DRC ….. ITW ETN GDI PPO BGG AME PCP DDD=Bottom (Manufacturing)
FINA(72): -0.03% Top=BX OCN ACAS SEIC PHH FBC PSEC AINV ….. CMA ZION HCBK TCB NDAQ LAZ IVZ RF=Bottom (Banks/Financials)
MATE(29): -0.12% Top=MTH EXP MDR DHI RYL CVA KBH USG ….. LEN MAS LPX MTZ HOV CLH MDC PHM=Bottom (Materials & Construction)
TRAN(27): -0.18% Top=CNW TRN UNP TK SFL KSU LUV JBHT ….. UAL CHRW DAL SWFT EXPD GLNG UPS TOO=Bottom (Transportation)
CHEM(27): -0.24% Top=TROX SHW MOS RPM ASH WPZ DD CHMT ….. EMN CF AGU POL ALB POT OMG DOW=Bottom (Chemicals/Fertilizers)
HEAL(46): -0.27% Top=ALGN HNT MAKO BKD EW CVD TMO CYBX ….. OPK LIFE MR BCR IRWD ZMH AET RMD=Bottom (Health)
REAL(72): -0.27% Top=SFI NCT WAC NRF CBG SLG BEE DRE ….. DDR UDR RLGY HCP EQR DFT AVB DLR=Bottom (Real Estate)
ENER(93): -0.36% Top=BRY OXY XTEX OII NE HERO MMP ETE ….. ROSE TLLP RRC CRK BCEI CLMT MUR EXXI=Bottom (Energy)
META(28): -0.71% Top=CLF SCCO TRQ STLD WLT CNX MCP AA ….. AEM ABX RGLD EGO SSRI AUQ KGC IAG=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:57 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:49 am

Market Stats at 9:48 am ET
by daytrend on 20130131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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
11.4% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
16.1% are below yesterday’s low.
72.5% are inside yesterday’s range.
17.8% of stocks with today’s high > yesterday’s high. (82.2% less than).
51.1% of stocks with today’s low < yesterday’s low. (48.9% greater than).

EVIDENCE OF INTRADAY TREND
67.8% of stocks are above today’s open. (29.9% are below).
49.4% of stocks are above today’s open and yesterday’s close.
25.2% are below both.
30.4% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.8% of stocks are in the top 10% of today’s range.
42.1% are in the top 20%.
78.2% are in the top half. 21.8% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
56.6% of stocks are above yesterday’s close. (43.4% are below.)
2.4% are up 4.5% or more. 1.1% are down 4.5% or more.
3.0% are up 3.5% or more. 1.3% are down 3.5% or more.
79.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.5%…>=90:8.8%…>=80:15.9%…>=50:49.6%…<=20:19.5%…<=10:8.0%…<=5:3.3%…
9-day: >=95:0.1%…>=90:0.7%…>=80:6.3%…>=50:75.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:81.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.4% above previous 1 highs, 16.1% below previous 1 lows
7.9% above previous 2 highs, 12.7% below previous 2 lows
5.7% above previous 3 highs, 10.3% below previous 3 lows
5.5% above previous 4 highs, 8.2% below previous 4 lows
5.2% above previous 5 highs, 6.6% below previous 5 lows
5.0% above previous 6 highs, 5.6% below previous 6 lows
4.9% above previous 7 highs, 4.7% below previous 7 lows
4.7% above previous 8 highs, 4.1% below previous 8 lows
4.4% above previous 9 highs, 3.6% below previous 9 lows
4.4% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.6% are above or equal to 1/30 close (1 days ago), 43.4% are below.
38.0% are above or equal to 1/29 close (2 days ago), 62.0% are below.
43.8% are above or equal to 1/28 close (3 days ago), 56.2% are below.
41.2% are above or equal to 1/25 close (4 days ago), 58.8% are below.
58.4% are above or equal to 1/24 close (5 days ago), 41.6% are below.
61.1% are above or equal to 1/23 close (6 days ago), 38.9% are below.
55.8% are above or equal to 1/22 close (7 days ago), 44.2% are below.
65.6% are above or equal to 1/18 close (8 days ago), 34.4% are below.
68.6% are above or equal to 1/17 close (9 days ago), 31.4% are below.
73.7% are above or equal to 1/16 close (10 days ago), 26.3% are below.
74.0% are above or equal to 1/15 close (11 days ago), 26.0% are below.
75.8% are above or equal to 1/14 close (12 days ago), 24.2% are below.
75.5% are above or equal to 1/11 close (13 days ago), 24.5% are below.
75.1% are above or equal to 1/10 close (14 days ago), 24.9% are below.
76.6% are above or equal to 1/9 close (15 days ago), 23.4% are below.
79.3% are above or equal to 1/8 close (16 days ago), 20.7% are below.
76.9% are above or equal to 1/7 close (17 days ago), 23.1% are below.
75.9% are above or equal to 1/4 close (18 days ago), 24.1% are below.
79.8% are above or equal to 1/3 close (19 days ago), 20.2% are below.
79.3% are above or equal to 1/2 close (20 days ago), 20.7% are below.
86.9% are above or equal to 12/31 close (21 days ago), 13.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 3.8% new lows
21d: 6.7% new highs, 2.6% new lows
42d: 6.0% new highs, 1.7% new lows
63d: 5.4% new highs, 1.3% new lows
126d: 3.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.9% above, 46.1% below
3-day: 43.4% above, 56.6% below
4-day: 44.5% above, 55.5% below
5-day: 42.5% above, 57.5% below
8-day: 53.3% above, 46.7% below
10-day: 59.9% above, 40.1% below
20-day: 73.7% above, 26.3% below
50-day: 86.5% above, 13.5% below
200-day: 80.2% above, 19.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(65): 1.13% Top=FTNT CTXS FIRE NOW EA QLIK UIS IGT ….. GRPN MDRX TRIP AOL IT CDNS CTRX FB=Bottom (Computer Software/Internet)
COHW(44): 1.09% Top=JDSU FNSR CIEN QCOM APKT RVBD JNPR ADTN ….. LVLT WDC DELL PLCM NIHD S RIMM FIO=Bottom (Computer Hardware/Telecom)
LEIS(27): 0.76% Top=LVS PENN DNKN MPEL WYNN MGM PNRA WEN ….. EAT MAR KKD DRI CMG RHP EXPE PCLN=Bottom (Leisure)
ELEC(50): 0.72% Top=SWKS CY FSL RFMD XXIA CAVM QLGC OVTI ….. ATML AYI LLTC TRMB CPHD SPWR DLB INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 0.48% Top=TSCO CPRT AN DKS MELI BIG ASNA GNC ….. M KR AMZN JOSB GME FIVE JCP NFLX=Bottom (Retail & Specialty Retail)
CONS(52): 0.46% Top=PBI UA OI WHR FOSL LF VFC CCK ….. CTB TPX BLL AVP EL CL ENR HAR=Bottom (Consumer)
DISV(44): 0.33% Top=LPS ADS V MA TMH CXW PAYX URI ….. MAN ADT SBAC MYGN ATHN HRB G RHI=Bottom (Diversified Services)
INSU(35): 0.18% Top=CLGX AJG ACE WSH TRV UNM AFL CINF ….. BRO ALL TMK GNW AGO HIG AIZ MBI=Bottom (Insurance)
MANU(41): 0.06% Top=CRS DRC ATI JOY PNR RS MTW LII ….. ITW DOV MHK AME PPO ETN PCP DDD=Bottom (Manufacturing)
ENER(93): -0.01% Top=BRY OXY NE HERO OII HP MMP ATW ….. ROSE VLO BCEI CRK TLLP MUR CLMT EXXI=Bottom (Energy)
TRAN(27): -0.02% Top=CNW SFL TRN LUV LCC TK ALK UNP ….. UAL ODFL CHRW UPS EXPD SWFT GLNG TOO=Bottom (Transportation)
FINA(72): -0.05% Top=OCN BX SEIC PHH AINV ACAS PSEC AXP ….. CYN LAZ CMA IVZ NDAQ ZION TCB RF=Bottom (Banks/Financials)
META(28): -0.07% Top=CLF WLT MCP SCCO CNX STLD ACI BTU ….. RGLD GG AEM IAG EGO SSRI KGC AUQ=Bottom (Metals & Mining)
REAL(72): -0.23% Top=SFI WAC NCT SLG CBG NRF DRE BMR ….. RLGY LHO UDR HCP EQR DFT AVB DLR=Bottom (Real Estate)
MATE(29): -0.27% Top=MTH MDR HW CVA RYN EXP USG DHI ….. SPF RYL LEN HOV MTZ CLH MDC PHM=Bottom (Materials & Construction)
HEAL(46): -0.27% Top=ALGN HNT BKD WCG MAKO TMO ESRX CVD ….. MDT CFN HCA BCR IRWD AET ZMH RMD=Bottom (Health)
CHEM(27): -0.43% Top=TROX CE PDH WPZ MOS RPM DD CHMT ….. HUN MON POL ALB AGU POT OMG DOW=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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