daytrend

02/28/2013

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

Closing Stats
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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

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

COMPARED TO YESTERDAY’S RANGE
28.3% of stocks are above yesterday’s high.
74.3% are above yesterday’s midpoint. (25.7% are below.)
8.3% are below yesterday’s low.
63.4% are inside yesterday’s range.
73.6% of stocks with today’s high > yesterday’s high. (26.4% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND
52.6% of stocks are above today’s open. (46.2% are below).
46.1% of stocks are above today’s open and yesterday’s close.
41.4% are below both.
41.7% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.4% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
17.1% are in the bottom 10%.

GAIN
51.9% of stocks are above yesterday’s close. (48.1% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.7% are up 3.5% or more. 1.0% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:11.0%…>=80:33.4%…>=50:72.6%…<=20:7.3%…<=10:4.1%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.3%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.3% above previous 1 highs, 8.3% below previous 1 lows
26.6% above previous 2 highs, 5.2% below previous 2 lows
15.9% above previous 3 highs, 4.9% below previous 3 lows
15.4% above previous 4 highs, 3.9% below previous 4 lows
14.2% above previous 5 highs, 3.2% below previous 5 lows
9.2% above previous 6 highs, 3.1% below previous 6 lows
7.9% above previous 7 highs, 3.0% below previous 7 lows
7.5% above previous 8 highs, 2.8% below previous 8 lows
7.1% above previous 9 highs, 2.5% below previous 9 lows
6.9% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.9% are above or equal to 2/27 close (1 days ago), 48.1% are below.
85.2% are above or equal to 2/26 close (2 days ago), 14.8% are below.
84.7% are above or equal to 2/25 close (3 days ago), 15.3% are below.
53.3% are above or equal to 2/22 close (4 days ago), 46.7% are below.
68.7% are above or equal to 2/21 close (5 days ago), 31.3% are below.
52.1% are above or equal to 2/20 close (6 days ago), 47.9% are below.
29.6% are above or equal to 2/19 close (7 days ago), 70.4% are below.
38.1% are above or equal to 2/15 close (8 days ago), 61.9% are below.
37.0% are above or equal to 2/14 close (9 days ago), 63.0% are below.
39.6% are above or equal to 2/13 close (10 days ago), 60.4% are below.
42.7% are above or equal to 2/12 close (11 days ago), 57.3% are below.
45.8% are above or equal to 2/11 close (12 days ago), 54.2% are below.
44.8% are above or equal to 2/8 close (13 days ago), 55.2% are below.
49.0% are above or equal to 2/7 close (14 days ago), 51.0% are below.
47.7% are above or equal to 2/6 close (15 days ago), 52.3% are below.
50.9% are above or equal to 2/5 close (16 days ago), 49.1% are below.
57.7% are above or equal to 2/4 close (17 days ago), 42.3% are below.
50.0% are above or equal to 2/1 close (18 days ago), 50.0% are below.
54.4% are above or equal to 1/31 close (19 days ago), 45.6% are below.
56.3% are above or equal to 1/30 close (20 days ago), 43.7% are below.
54.2% are above or equal to 1/29 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.4% new highs, 3.8% new lows
21d: 13.4% new highs, 3.7% new lows
42d: 11.5% new highs, 2.1% new lows
63d: 11.2% new highs, 1.5% new lows
126d: 9.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.1% above, 49.9% below
3-day: 76.9% above, 23.1% below
4-day: 82.3% above, 17.7% below
5-day: 74.4% above, 25.6% below
8-day: 59.7% above, 40.3% below
10-day: 50.9% above, 49.1% below
20-day: 50.7% above, 49.3% below
50-day: 68.3% above, 31.7% below
200-day: 77.2% above, 22.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(42): 0.36% Top=GTI PPO BWC GNRC DDD CFX KMT PNR ….. TEX SPW GE MRC TKR ATI EMR SSYS=Bottom (Manufacturing)
CONS(55): 0.31% Top=FNP NUS UA SEE WHR CRI JAH HBI ….. CROX PG KMB ECL LULU HAS SCSS CTB=Bottom (Consumer)
REAL(80): 0.30% Top=CWH NRF SFI TWO RLGY IVR NCT DFT ….. BRE PPS BEE HME CPT UDR EQR VNO=Bottom (Real Estate)
CHEM(29): 0.28% Top=TROX HUN ROC OLN FMC CF SIAL APD ….. VAL DOW RPM ASH CE WPZ EMN CHMT=Bottom (Chemicals/Fertilizers)
ENER(107): 0.25% Top=CLR GPOR RRC CLMT NBR PBF BAS MWE ….. QEP KEG NE UPL SM WPX FST IOC=Bottom (Energy)
LEIS(34): 0.22% Top=WEN CZR WYN DPZ LTM DNKN LVS MPEL ….. EXPE EAT WYNN PCLN DRI ARCO BYD BKW=Bottom (Leisure)
ELEC(45): 0.21% Top=SPRD VECO MX ATML INVN IPGP XXIA BRKR ….. GRMN VSH CY CAVM ALTR LSI MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 0.21% Top=MAKO ESRX VAR RMD CYH DVA HCA ALR ….. AET UNH CI HOLX CYBX OPK HUM THOR=Bottom (Health)
TRAN(23): 0.19% Top=LSTR CNI EXPD CNW ODFL SWFT CSX NSC ….. GLNG CHRW TRN TDW KSU UAL LUV JBLU=Bottom (Transportation)
INSU(39): 0.17% Top=RDN AIZ AGO WSH MMC BRO LNC AXS ….. TRV HIG WRB PRU MET PGR FNF MBI=Bottom (Insurance)
RETA(72): 0.08% Top=CHS ANN HSNI LTD PETM EXPR NFLX GNC ….. WMT AAP ARO AEO CSTR CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
FINA(73): 0.07% Top=OCN APO AINV CMA FNFG EFX IVZ PNC ….. BK SCHW COF GS FMER PHH MS SF=Bottom (Banks/Financials)
DISV(53): 0.02% Top=FLT SAI HTZ URI FISV HMSY MYGN RBA ….. VNTV WU ACM BLOX APOL LOPE GPN ACTG=Bottom (Diversified Services)
COHW(43): -0.27% Top=PANW FIO RKUS HPQ BBRY NTGR TWTC CTL ….. CIEN NTAP TDS JDSU ADTN LXK PLCM RVBD=Bottom (Computer Hardware/Telecom)
COSW(72): -0.52% Top=EBIX QLIK FIRE BIDU FFIV ADSK FB RAX ….. SOHU FTNT AVG AOL YNDX CTRX EA BSFT=Bottom (Computer Software/Internet)
MATE(28): -0.67% Top=PWR WM CVA FWLT RYN RSG MAS SRCL ….. DHI USG KBH MTH MDR TOL SPF HOV=Bottom (Materials & Construction)
META(30): -1.47% Top=SLCA STLD NUE CNX PVR AA CLD SCCO ….. EGO AUY SLW PAAS AEM KGC ACI 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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:44 pm

Market Stats at 3:44 pm ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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
36.7% of stocks are above yesterday’s high.
79.0% are above yesterday’s midpoint. (21.0% are below.)
6.9% are below yesterday’s low.
56.4% are inside yesterday’s range.
73.3% of stocks with today’s high > yesterday’s high. (26.7% less than).
15.1% of stocks with today’s low < yesterday’s low. (84.9% greater than).

EVIDENCE OF INTRADAY TREND
62.8% of stocks are above today’s open. (35.8% are below).
55.8% of stocks are above today’s open and yesterday’s close.
30.8% are below both.
41.7% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.7% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN
61.9% of stocks are above yesterday’s close. (38.1% are below.)
0.5% are up 4.5% or more. 0.8% are down 4.5% or more.
1.6% are up 3.5% or more. 1.0% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.4%…>=90:12.6%…>=80:40.9%…>=50:78.0%…<=20:7.2%…<=10:3.6%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:62.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.7% above previous 1 highs, 6.9% below previous 1 lows
35.3% above previous 2 highs, 4.6% below previous 2 lows
20.4% above previous 3 highs, 4.5% below previous 3 lows
19.7% above previous 4 highs, 3.4% below previous 4 lows
18.2% above previous 5 highs, 2.5% below previous 5 lows
12.0% above previous 6 highs, 2.4% below previous 6 lows
10.3% above previous 7 highs, 2.3% below previous 7 lows
9.9% above previous 8 highs, 2.1% below previous 8 lows
9.5% above previous 9 highs, 1.9% below previous 9 lows
9.2% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.9% are above or equal to 2/27 close (1 days ago), 38.1% are below.
86.7% are above or equal to 2/26 close (2 days ago), 13.3% are below.
86.4% are above or equal to 2/25 close (3 days ago), 13.6% are below.
57.2% are above or equal to 2/22 close (4 days ago), 42.8% are below.
70.6% are above or equal to 2/21 close (5 days ago), 29.4% are below.
54.8% are above or equal to 2/20 close (6 days ago), 45.2% are below.
33.0% are above or equal to 2/19 close (7 days ago), 67.0% are below.
41.2% are above or equal to 2/15 close (8 days ago), 58.8% are below.
39.7% are above or equal to 2/14 close (9 days ago), 60.3% are below.
42.0% are above or equal to 2/13 close (10 days ago), 58.0% are below.
45.0% are above or equal to 2/12 close (11 days ago), 55.0% are below.
47.9% are above or equal to 2/11 close (12 days ago), 52.1% are below.
46.1% are above or equal to 2/8 close (13 days ago), 53.9% are below.
51.0% are above or equal to 2/7 close (14 days ago), 49.0% are below.
49.5% are above or equal to 2/6 close (15 days ago), 50.5% are below.
52.9% are above or equal to 2/5 close (16 days ago), 47.1% are below.
59.3% are above or equal to 2/4 close (17 days ago), 40.7% are below.
51.4% are above or equal to 2/1 close (18 days ago), 48.6% are below.
56.7% are above or equal to 1/31 close (19 days ago), 43.3% are below.
57.0% are above or equal to 1/30 close (20 days ago), 43.0% are below.
56.1% are above or equal to 1/29 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.1% new highs, 3.7% new lows
21d: 13.1% new highs, 3.6% new lows
42d: 11.1% new highs, 2.1% new lows
63d: 10.9% new highs, 1.5% new lows
126d: 9.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.4% above, 39.6% below
3-day: 81.5% above, 18.5% below
4-day: 85.4% above, 14.6% below
5-day: 78.0% above, 22.0% below
8-day: 65.5% above, 34.5% below
10-day: 55.3% above, 44.7% below
20-day: 52.9% above, 47.1% below
50-day: 68.9% above, 31.1% below
200-day: 77.6% above, 22.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 0.63% Top=TROX HUN ROC OLN CF FMC IPI APD ….. VAL ALB DOW ASH CE EMN WPZ CHMT=Bottom (Chemicals/Fertilizers)
CONS(55): 0.62% Top=FNP NUS UA CRI WHR SEE JAH HBI ….. ECL WWW PG KMB LULU HAS SCSS CTB=Bottom (Consumer)
MANU(42): 0.55% Top=BWC GTI PPO KMT GNRC PNR AGCO CFX ….. RS MRC SPW GE TKR EMR ATI SSYS=Bottom (Manufacturing)
REAL(80): 0.54% Top=NRF SFI CWH TWO RLGY BDN DRH NCT ….. BRE HME WAC MPW CPT UDR EQR VNO=Bottom (Real Estate)
INSU(39): 0.49% Top=RDN AIZ AGO BRO MMC AON WSH LNC ….. MCY MET PRU WRB AJG PGR FNF MBI=Bottom (Insurance)
HEAL(47): 0.45% Top=MAKO ESRX VAR RMD DVA HCA CYH ALR ….. UNH OPK CI HOLX MR CYBX HUM THOR=Bottom (Health)
ELEC(45): 0.37% Top=SPRD VECO ATML MX INVN IPGP NVDA XXIA ….. CAVM CY LSI VSH GRMN ALTR MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.37% Top=WEN CZR WYN LTM DPZ LVS CCL MPEL ….. EAT WYNN PNRA DRI ARCO PCLN BYD BKW=Bottom (Leisure)
FINA(73): 0.35% Top=OCN APO CMA AINV FNFG PNC FHN IVZ ….. BK COF AMTD SCHW MS PHH FMER SF=Bottom (Banks/Financials)
RETA(72): 0.32% Top=CHS HSNI ANN LTD PETM EXPR PIR NFLX ….. KSS BBY AEO ARO CSTR CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
TRAN(23): 0.31% Top=LSTR CNI EXPD CNW ODFL NSC CSX UNP ….. DAL TRN GLNG KSU TDW LUV UAL JBLU=Bottom (Transportation)
ENER(107): 0.31% Top=CLR GPOR RRC NBR BAS CLMT PDCE SPN ….. CIE QEP UPL SM WPX HK FST IOC=Bottom (Energy)
DISV(53): 0.17% Top=FLT SAI URI HTZ SBAC R HMSY LPS ….. ACM MCO APOL VNTV BLOX GPN LOPE ACTG=Bottom (Diversified Services)
COHW(43): -0.06% Top=FIO PANW RKUS HPQ WIN CTL BBRY T ….. CIEN NTAP SYNA JDSU ADTN LXK PLCM RVBD=Bottom (Computer Hardware/Telecom)
COSW(72): -0.41% Top=EBIX QLIK FIRE FFIV SWI ADSK VRSN BIDU ….. SOHU FTNT AOL AVG YNDX EA CTRX BSFT=Bottom (Computer Software/Internet)
MATE(28): -0.52% Top=PWR WM CVA RYN FWLT RSG MAS SRCL ….. USG DHI MTH MDR KBH TOL SPF HOV=Bottom (Materials & Construction)
META(30): -1.53% Top=STLD NUE SLCA CLD CNX AA PVR SCCO ….. SLW AUY EGO PAAS AEM ACI 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 3:44 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:02 pm

Market Stats at 3:02 pm ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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
40.5% of stocks are above yesterday’s high.
82.1% are above yesterday’s midpoint. (17.9% are below.)
6.8% are below yesterday’s low.
52.8% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND
69.8% of stocks are above today’s open. (29.2% are below).
63.6% of stocks are above today’s open and yesterday’s close.
25.5% are below both.
41.7% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.3% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
67.0% are in the top half. 33.0% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
68.7% of stocks are above yesterday’s close. (31.3% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
2.1% are up 3.5% or more. 0.8% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.0%…>=90:15.6%…>=80:45.9%…>=50:81.9%…<=20:6.7%…<=10:3.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:61.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:64.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.5% above previous 1 highs, 6.8% below previous 1 lows
38.5% above previous 2 highs, 4.5% below previous 2 lows
22.9% above previous 3 highs, 4.2% below previous 3 lows
21.9% above previous 4 highs, 3.3% below previous 4 lows
20.3% above previous 5 highs, 2.6% below previous 5 lows
12.7% above previous 6 highs, 2.5% below previous 6 lows
11.1% above previous 7 highs, 2.4% below previous 7 lows
10.4% above previous 8 highs, 2.2% below previous 8 lows
10.0% above previous 9 highs, 2.2% below previous 9 lows
9.7% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.7% are above or equal to 2/27 close (1 days ago), 31.3% are below.
87.8% are above or equal to 2/26 close (2 days ago), 12.2% are below.
87.3% are above or equal to 2/25 close (3 days ago), 12.7% are below.
59.3% are above or equal to 2/22 close (4 days ago), 40.7% are below.
72.4% are above or equal to 2/21 close (5 days ago), 27.6% are below.
56.4% are above or equal to 2/20 close (6 days ago), 43.6% are below.
33.6% are above or equal to 2/19 close (7 days ago), 66.4% are below.
42.3% are above or equal to 2/15 close (8 days ago), 57.7% are below.
40.7% are above or equal to 2/14 close (9 days ago), 59.3% are below.
44.0% are above or equal to 2/13 close (10 days ago), 56.0% are below.
46.7% are above or equal to 2/12 close (11 days ago), 53.3% are below.
49.2% are above or equal to 2/11 close (12 days ago), 50.8% are below.
47.7% are above or equal to 2/8 close (13 days ago), 52.3% are below.
53.2% are above or equal to 2/7 close (14 days ago), 46.8% are below.
50.6% are above or equal to 2/6 close (15 days ago), 49.4% are below.
53.4% are above or equal to 2/5 close (16 days ago), 46.6% are below.
60.7% are above or equal to 2/4 close (17 days ago), 39.3% are below.
52.4% are above or equal to 2/1 close (18 days ago), 47.6% are below.
57.3% are above or equal to 1/31 close (19 days ago), 42.7% are below.
57.1% are above or equal to 1/30 close (20 days ago), 42.9% are below.
56.3% are above or equal to 1/29 close (21 days ago), 43.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.8% new highs, 3.6% new lows
21d: 12.8% new highs, 3.4% new lows
42d: 10.9% new highs, 1.9% new lows
63d: 10.7% new highs, 1.4% new lows
126d: 9.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.3% above, 32.7% below
3-day: 84.4% above, 15.6% below
4-day: 87.0% above, 13.0% below
5-day: 81.3% above, 18.7% below
8-day: 67.0% above, 33.0% below
10-day: 57.9% above, 42.1% below
20-day: 54.5% above, 45.5% below
50-day: 70.3% above, 29.7% below
200-day: 77.9% above, 22.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 0.79% Top=TROX HUN OLN ROC IPI CF FMC APD ….. AGU RPM ASH DOW CE WPZ EMN CHMT=Bottom (Chemicals/Fertilizers)
CONS(55): 0.73% Top=FNP NUS HBI UA WHR JAH BC ZQK ….. TWI CROX KMB PG LULU HAS CTB SCSS=Bottom (Consumer)
MANU(42): 0.72% Top=PPO BWC GTI KMT PNR GNRC CFX PH ….. SPW RS TKR MRC EMR ATI GE SSYS=Bottom (Manufacturing)
ENER(107): 0.64% Top=CLR GPOR NBR WNR RRC PBF SPN PDCE ….. COG NE FST CIE UPL SM WPX IOC=Bottom (Energy)
ELEC(45): 0.62% Top=SPRD VECO ATML SPWR MX IPGP NVDA NXPI ….. SNPS BRCM MXIM LSI GRMN ALTR MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 0.62% Top=MAKO ESRX VAR RMD HCA CYH THC CFN ….. HNT HOLX MR CI CYBX OPK HUM THOR=Bottom (Health)
INSU(39): 0.58% Top=RDN AGO AIZ BRO LNC AON MMC AIG ….. VR FNF MET AJG WRB HIG PGR MBI=Bottom (Insurance)
REAL(80): 0.56% Top=NRF CWH SFI DRH TWO DFT RLGY NCT ….. MPW HME WAC CPT EQR UDR BEE VNO=Bottom (Real Estate)
TRAN(23): 0.53% Top=LSTR EXPD CNI CNW ODFL NSC UNP CSX ….. JBHT TRN GLNG KSU TDW UAL LUV JBLU=Bottom (Transportation)
LEIS(34): 0.50% Top=WEN DPZ CZR WYN LTM DNKN CCL LVS ….. JACK WYNN BYI DRI PCLN BYD ARCO BKW=Bottom (Leisure)
RETA(72): 0.43% Top=HSNI ANN CHS LTD NFLX EXPR GNC MW ….. AEO ARO KSS CSTR BBY CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
FINA(73): 0.35% Top=OCN APO AINV CMA FNFG TCBI PNC IVZ ….. AMTD BK PHH SCHW COF MS SF FMER=Bottom (Banks/Financials)
DISV(53): 0.25% Top=FLT URI SAI HTZ R SBAC ADS FISV ….. WU VNTV AH LOPE APOL BLOX GPN ACTG=Bottom (Diversified Services)
COHW(43): 0.18% Top=FIO RKUS PANW HPQ NTGR WIN CTL WDC ….. NTAP JDSU CIEN ADTN SYNA LXK RVBD PLCM=Bottom (Computer Hardware/Telecom)
COSW(72): -0.15% Top=EBIX QLIK FIRE FFIV ADSK INFA RAX SWI ….. SOHU ANGI AOL EA YNDX AVG CTRX BSFT=Bottom (Computer Software/Internet)
MATE(28): -0.36% Top=PWR CVA RYN FWLT WM RSG MAS MTZ ….. USG DHI MTH KBH TOL MDR SPF HOV=Bottom (Materials & Construction)
META(30): -1.35% Top=STLD NUE SLCA CLD PVR CNX WLT AA ….. SLW AUY EGO AUQ PAAS AEM 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 3:02 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 2:36 pm ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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
43.4% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
5.6% are below yesterday’s low.
51.0% are inside yesterday’s range.
72.1% of stocks with today’s high > yesterday’s high. (27.9% less than).
14.4% of stocks with today’s low < yesterday’s low. (85.6% greater than).

EVIDENCE OF INTRADAY TREND
72.3% of stocks are above today’s open. (26.5% are below).
66.8% of stocks are above today’s open and yesterday’s close.
22.8% are below both.
41.8% of stocks opened above yesterday’s close. (50.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
72.3% are in the top half. 27.7% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN
71.6% of stocks are above yesterday’s close. (28.4% are below.)
1.0% are up 4.5% or more. 0.3% are down 4.5% or more.
2.2% are up 3.5% or more. 0.8% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.1%…>=90:15.2%…>=80:48.1%…>=50:82.9%…<=20:6.8%…<=10:3.4%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:62.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:64.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.4% above previous 1 highs, 5.6% below previous 1 lows
40.9% above previous 2 highs, 4.1% below previous 2 lows
23.7% above previous 3 highs, 3.8% below previous 3 lows
22.3% above previous 4 highs, 3.1% below previous 4 lows
20.8% above previous 5 highs, 2.4% below previous 5 lows
12.8% above previous 6 highs, 2.3% below previous 6 lows
11.5% above previous 7 highs, 2.3% below previous 7 lows
10.8% above previous 8 highs, 2.1% below previous 8 lows
10.4% above previous 9 highs, 2.1% below previous 9 lows
10.1% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.6% are above or equal to 2/27 close (1 days ago), 28.4% are below.
88.3% are above or equal to 2/26 close (2 days ago), 11.7% are below.
87.6% are above or equal to 2/25 close (3 days ago), 12.4% are below.
60.5% are above or equal to 2/22 close (4 days ago), 39.5% are below.
74.0% are above or equal to 2/21 close (5 days ago), 26.0% are below.
57.2% are above or equal to 2/20 close (6 days ago), 42.8% are below.
33.9% are above or equal to 2/19 close (7 days ago), 66.1% are below.
43.4% are above or equal to 2/15 close (8 days ago), 56.6% are below.
41.0% are above or equal to 2/14 close (9 days ago), 59.0% are below.
43.8% are above or equal to 2/13 close (10 days ago), 56.2% are below.
47.3% are above or equal to 2/12 close (11 days ago), 52.7% are below.
49.9% are above or equal to 2/11 close (12 days ago), 50.1% are below.
48.2% are above or equal to 2/8 close (13 days ago), 51.8% are below.
54.0% are above or equal to 2/7 close (14 days ago), 46.0% are below.
50.9% are above or equal to 2/6 close (15 days ago), 49.1% are below.
54.0% are above or equal to 2/5 close (16 days ago), 46.0% are below.
60.6% are above or equal to 2/4 close (17 days ago), 39.4% are below.
52.7% are above or equal to 2/1 close (18 days ago), 47.3% are below.
58.2% are above or equal to 1/31 close (19 days ago), 41.8% are below.
58.3% are above or equal to 1/30 close (20 days ago), 41.7% are below.
57.0% are above or equal to 1/29 close (21 days ago), 43.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.7% new highs, 3.4% new lows
21d: 12.7% new highs, 3.3% new lows
42d: 10.8% new highs, 1.8% new lows
63d: 10.5% new highs, 1.3% new lows
126d: 9.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.7% above, 29.3% below
3-day: 85.9% above, 14.1% below
4-day: 87.6% above, 12.4% below
5-day: 82.1% above, 17.9% below
8-day: 68.6% above, 31.4% below
10-day: 59.5% above, 40.5% below
20-day: 55.7% above, 44.3% below
50-day: 70.3% above, 29.7% below
200-day: 77.9% above, 22.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(42): 0.82% Top=BWC DDD PPO GTI KMT CFX GNRC PH ….. SPW MRC TKR RS ATI GE EMR SSYS=Bottom (Manufacturing)
ELEC(46): 0.77% Top=SPRD VECO ATML SPWR MX WFR NVDA IPGP ….. SNPS LSI MXIM XXIA GRMN MRVL ALTR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(55): 0.72% Top=FNP JAH NUS HBI WHR UA GT BC ….. KMB ICON TPX PG TWI HAS LULU SCSS=Bottom (Consumer)
CHEM(29): 0.72% Top=TROX HUN OLN FMC APD DD CF ROC ….. AGU RPM DOW CE ASH EMN WPZ CHMT=Bottom (Chemicals/Fertilizers)
TRAN(23): 0.72% Top=LSTR CNI EXPD NSC CNW UNP CSX ODFL ….. JBHT TRN UPS CP UAL TDW LUV JBLU=Bottom (Transportation)
ENER(107): 0.69% Top=CLR GPOR PBF RRC WNR NBR SPN PDCE ….. EXXI NE CIE IOC FST UPL SM WPX=Bottom (Energy)
INSU(39): 0.67% Top=RDN AGO AIZ LNC BRO AON MMC AIG ….. MCY ACE WRB PGR VR FNF MET MBI=Bottom (Insurance)
LEIS(34): 0.65% Top=WEN DPZ CZR WYN LTM LVS CCL DNKN ….. WYNN EXPE BYI DRI BYD PCLN BKW ARCO=Bottom (Leisure)
HEAL(47): 0.59% Top=MAKO ESRX VAR RMD HCA CYH THC CFN ….. UNH HOLX CYBX MR OPK CI HUM THOR=Bottom (Health)
REAL(80): 0.57% Top=NRF CWH DRH RLGY SFI TWO CBG IVR ….. BEE HME GGP WAC UDR CPT EQR VNO=Bottom (Real Estate)
RETA(72): 0.51% Top=NFLX ANN HSNI LTD CHS EXPR GNC M ….. ARO KSS AEO CSTR BBY CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
FINA(73): 0.49% Top=OCN APO CMA AINV FNFG TCBI NYCB PNC ….. SCHW LAZ TD CIT PHH COF FMER SF=Bottom (Banks/Financials)
DISV(53): 0.30% Top=FLT URI HTZ SAI ADS R CAR FISV ….. MCO WU VNTV APOL BLOX LOPE GPN ACTG=Bottom (Diversified Services)
COHW(43): 0.23% Top=FIO RKUS PANW HPQ WDC CTL WIN BRCD ….. JDSU CIEN NTAP SYNA ADTN LXK RVBD PLCM=Bottom (Computer Hardware/Telecom)
COSW(72): -0.06% Top=QLIK EBIX FIRE INFA FFIV AWAY RAX ADSK ….. ANGI SOHU AOL EA YNDX AVG CTRX BSFT=Bottom (Computer Software/Internet)
MATE(28): -0.23% Top=PWR FWLT CVA RYN WM MTZ RSG MAS ….. USG MTH DHI KBH MDR TOL SPF HOV=Bottom (Materials & Construction)
META(30): -1.17% Top=STLD CLD NUE SLCA WLT CNX AA BTU ….. SLW AUY EGO PAAS AUQ KGC AEM 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 2:36 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:29 pm

Market Stats at 1:29 pm ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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
46.4% of stocks are above yesterday’s high.
84.9% are above yesterday’s midpoint. (15.1% are below.)
5.0% are below yesterday’s low.
48.6% are inside yesterday’s range.
68.2% of stocks with today’s high > yesterday’s high. (31.8% less than).
14.3% of stocks with today’s low < yesterday’s low. (85.7% greater than).

EVIDENCE OF INTRADAY TREND
75.6% of stocks are above today’s open. (23.5% are below).
70.3% of stocks are above today’s open and yesterday’s close.
20.7% are below both.
41.8% of stocks opened above yesterday’s close. (50.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
33.4% of stocks are in the top 10% of today’s range.
48.0% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
4.4% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
74.0% of stocks are above yesterday’s close. (26.0% are below.)
0.9% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 0.8% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.4%…>=90:15.1%…>=80:49.5%…>=50:84.5%…<=20:6.3%…<=10:3.0%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:62.4%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:65.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.4% above previous 1 highs, 5.0% below previous 1 lows
43.9% above previous 2 highs, 3.3% below previous 2 lows
24.2% above previous 3 highs, 3.2% below previous 3 lows
23.3% above previous 4 highs, 2.6% below previous 4 lows
22.0% above previous 5 highs, 2.1% below previous 5 lows
14.2% above previous 6 highs, 1.9% below previous 6 lows
12.1% above previous 7 highs, 1.9% below previous 7 lows
11.7% above previous 8 highs, 1.8% below previous 8 lows
11.0% above previous 9 highs, 1.8% below previous 9 lows
10.8% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
74.0% are above or equal to 2/27 close (1 days ago), 26.0% are below.
89.5% are above or equal to 2/26 close (2 days ago), 10.5% are below.
88.2% are above or equal to 2/25 close (3 days ago), 11.8% are below.
61.2% are above or equal to 2/22 close (4 days ago), 38.8% are below.
75.3% are above or equal to 2/21 close (5 days ago), 24.7% are below.
58.9% are above or equal to 2/20 close (6 days ago), 41.1% are below.
34.9% are above or equal to 2/19 close (7 days ago), 65.1% are below.
43.8% are above or equal to 2/15 close (8 days ago), 56.2% are below.
40.9% are above or equal to 2/14 close (9 days ago), 59.1% are below.
44.8% are above or equal to 2/13 close (10 days ago), 55.2% are below.
47.4% are above or equal to 2/12 close (11 days ago), 52.6% are below.
50.4% are above or equal to 2/11 close (12 days ago), 49.6% are below.
48.8% are above or equal to 2/8 close (13 days ago), 51.2% are below.
54.4% are above or equal to 2/7 close (14 days ago), 45.6% are below.
51.7% are above or equal to 2/6 close (15 days ago), 48.3% are below.
54.0% are above or equal to 2/5 close (16 days ago), 46.0% are below.
61.2% are above or equal to 2/4 close (17 days ago), 38.8% are below.
53.3% are above or equal to 2/1 close (18 days ago), 46.7% are below.
58.5% are above or equal to 1/31 close (19 days ago), 41.5% are below.
59.2% are above or equal to 1/30 close (20 days ago), 40.8% are below.
57.4% are above or equal to 1/29 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.7% new highs, 3.4% new lows
21d: 11.7% new highs, 3.3% new lows
42d: 10.0% new highs, 1.8% new lows
63d: 9.9% new highs, 1.3% new lows
126d: 8.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.2% above, 26.8% below
3-day: 87.5% above, 12.5% below
4-day: 89.0% above, 11.0% below
5-day: 83.6% above, 16.4% below
8-day: 69.8% above, 30.2% below
10-day: 60.7% above, 39.3% below
20-day: 55.3% above, 44.7% below
50-day: 70.8% above, 29.2% below
200-day: 78.7% above, 21.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(46): 0.91% Top=SPRD SPWR ATML VECO MX WFR NVDA NXPI ….. CY LSI MRVL GRMN XXIA ALTR INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.89% Top=WEN DPZ CZR WYN LVS DNKN LTM CCL ….. TXRH BYD EXPE BYI DRI ARCO BKW PCLN=Bottom (Leisure)
MANU(42): 0.89% Top=BWC DDD PNR GTI PPO KMT GNRC CFX ….. DCI SPW RS MRC TKR EMR GE SSYS=Bottom (Manufacturing)
CHEM(29): 0.73% Top=TROX HUN OLN CF ROC IPI APD SIAL ….. VAL CE DOW ASH AGU EMN WPZ CHMT=Bottom (Chemicals/Fertilizers)
ENER(107): 0.72% Top=CLR GPOR WNR PBF NBR BAS OAS SPN ….. XEC QEP UPL SM WPX FST EXXI IOC=Bottom (Energy)
INSU(39): 0.71% Top=RDN AGO LNC AIG BRO AIZ AON GNW ….. MET ALL PGR MCY AJG VR RNR MBI=Bottom (Insurance)
CONS(55): 0.70% Top=JAH BC WHR HBI GT FNP UA SEE ….. PG CROX DECK TWI SCSS LULU HAS TPX=Bottom (Consumer)
REAL(80): 0.67% Top=RLGY NCT RLJ CBG NRF DRH CWH TWO ….. BMR CPT ACC MPW UDR EQR WAC VNO=Bottom (Real Estate)
HEAL(47): 0.61% Top=MAKO ESRX HCA VAR RMD THC CFN HRC ….. MR TMO CYBX CI HOLX OPK HUM THOR=Bottom (Health)
FINA(73): 0.60% Top=OCN APO AINV CMA FHN TCBI NYCB HBHC ….. AMTD ARCC PHH OZM LAZ TD SF FMER=Bottom (Banks/Financials)
TRAN(23): 0.50% Top=LSTR EXPD CNI CNW NSC UNP CSX ALK ….. FDX UAL LUV TDW KSU CP JBLU SWFT=Bottom (Transportation)
RETA(72): 0.47% Top=LTD NFLX CHS ANN HSNI GPS MW M ….. SKS BBY AEO ARO CSTR CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
COHW(43): 0.42% Top=FIO RKUS BBRY PANW HPQ BRCD WDC CTL ….. NTAP JDSU RVBD CIEN ADTN LXK SYNA PLCM=Bottom (Computer Hardware/Telecom)
DISV(53): 0.32% Top=FLT URI GEO SAI HTZ ADS RHI R ….. WU VNTV APOL AH LOPE GPN BLOX ACTG=Bottom (Diversified Services)
MATE(28): 0.02% Top=PWR FWLT RYN MAS LPX CVA MTZ RYL ….. CLH DHI USG KBH SPF HOV FAST TOL=Bottom (Materials & Construction)
COSW(72): -0.07% Top=EBIX QLIK FIRE INFA SFLY ADSK SWI FFIV ….. SOHU FB AOL EA AVG YNDX CTRX BSFT=Bottom (Computer Software/Internet)
META(30): -0.65% Top=CLD STLD NUE CNX BTU WLT AA SCCO ….. GG ABX SLW AUY PAAS AEM 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 1:29 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:29 pm

Market Stats at 12:28 pm ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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
30.4% of stocks are above yesterday’s high.
79.2% are above yesterday’s midpoint. (20.8% are below.)
6.8% are below yesterday’s low.
62.9% are inside yesterday’s range.
63.1% of stocks with today’s high > yesterday’s high. (36.9% less than).
14.1% of stocks with today’s low < yesterday’s low. (85.9% greater than).

EVIDENCE OF INTRADAY TREND
58.5% of stocks are above today’s open. (40.1% are below).
51.1% of stocks are above today’s open and yesterday’s close.
35.3% are below both.
41.7% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
19.7% are in the top 20%.
55.3% are in the top half. 44.7% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
57.8% of stocks are above yesterday’s close. (42.2% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.4% are up 3.5% or more. 0.9% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:10.8%…>=80:35.5%…>=50:77.7%…<=20:7.0%…<=10:4.2%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:56.5%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:61.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.4% above previous 1 highs, 6.8% below previous 1 lows
28.8% above previous 2 highs, 4.5% below previous 2 lows
15.1% above previous 3 highs, 4.1% below previous 3 lows
14.3% above previous 4 highs, 3.4% below previous 4 lows
13.2% above previous 5 highs, 3.1% below previous 5 lows
8.9% above previous 6 highs, 3.0% below previous 6 lows
7.4% above previous 7 highs, 3.0% below previous 7 lows
7.3% above previous 8 highs, 2.7% below previous 8 lows
7.1% above previous 9 highs, 2.4% below previous 9 lows
7.0% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.8% are above or equal to 2/27 close (1 days ago), 42.2% are below.
87.4% are above or equal to 2/26 close (2 days ago), 12.6% are below.
86.4% are above or equal to 2/25 close (3 days ago), 13.6% are below.
54.4% are above or equal to 2/22 close (4 days ago), 45.6% are below.
70.4% are above or equal to 2/21 close (5 days ago), 29.6% are below.
52.3% are above or equal to 2/20 close (6 days ago), 47.7% are below.
30.6% are above or equal to 2/19 close (7 days ago), 69.4% are below.
38.5% are above or equal to 2/15 close (8 days ago), 61.5% are below.
37.0% are above or equal to 2/14 close (9 days ago), 63.0% are below.
41.8% are above or equal to 2/13 close (10 days ago), 58.2% are below.
44.3% are above or equal to 2/12 close (11 days ago), 55.7% are below.
47.3% are above or equal to 2/11 close (12 days ago), 52.7% are below.
45.2% are above or equal to 2/8 close (13 days ago), 54.8% are below.
50.7% are above or equal to 2/7 close (14 days ago), 49.3% are below.
48.5% are above or equal to 2/6 close (15 days ago), 51.5% are below.
51.4% are above or equal to 2/5 close (16 days ago), 48.6% are below.
58.1% are above or equal to 2/4 close (17 days ago), 41.9% are below.
49.9% are above or equal to 2/1 close (18 days ago), 50.1% are below.
54.8% are above or equal to 1/31 close (19 days ago), 45.2% are below.
56.6% are above or equal to 1/30 close (20 days ago), 43.4% are below.
54.6% are above or equal to 1/29 close (21 days ago), 45.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.1% new highs, 3.6% new lows
21d: 10.1% new highs, 3.4% new lows
42d: 8.8% new highs, 1.9% new lows
63d: 8.7% new highs, 1.4% new lows
126d: 7.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.0% above, 44.0% below
3-day: 82.2% above, 17.8% below
4-day: 84.9% above, 15.1% below
5-day: 77.8% above, 22.2% below
8-day: 61.6% above, 38.4% below
10-day: 52.2% above, 47.8% below
20-day: 50.5% above, 49.5% below
50-day: 68.4% above, 31.6% below
200-day: 77.1% above, 22.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(34): 0.58% Top=WEN DPZ DNKN CZR LVS WYN CCL LTM ….. BYD TXRH BYI DRI EXPE ARCO BKW PCLN=Bottom (Leisure)
CONS(55): 0.37% Top=JAH HBI WHR BC UA SHOO FNP SEE ….. CROX PBI LULU HAS TPX SCSS LF TWI=Bottom (Consumer)
MANU(42): 0.34% Top=BWC PPO DDD KMT CFX PNR GNRC FLS ….. ATI ROP SPW DCI GE EMR PLL SSYS=Bottom (Manufacturing)
ELEC(45): 0.34% Top=SPWR SPRD ATML VECO MX NXPI IPGP TXN ….. XXIA CY ALTR GRMN MRVL VSH FSLR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.33% Top=TROX HUN CF OLN ROC MOS IPI APD ….. RPM CE AGU ASH DOW WPZ EMN CHMT=Bottom (Chemicals/Fertilizers)
INSU(39): 0.33% Top=AGO RDN AON BRO LNC AXS MMC AIG ….. RNR GNW MCY AJG PRU CLGX MET MBI=Bottom (Insurance)
RETA(72): 0.27% Top=NFLX LTD CHS ANN HSNI MW PIR CAB ….. DG AEO SKS ARO CPRT CSTR SHLD JCP=Bottom (Retail & Specialty Retail)
HEAL(47): 0.20% Top=MAKO ESRX HCA RMD DVA VAR HRC PRXL ….. ALGN A HNT MR UHS HOLX HUM THOR=Bottom (Health)
REAL(80): 0.20% Top=CWH NCT DRH NRF BPO TWO BDN IVR ….. GGP ACC MPW CPT WAC EQR BEE VNO=Bottom (Real Estate)
ENER(107): 0.18% Top=CLR WNR PBF GPOR NBR CLMT EXH OAS ….. QEP AREX GDP UPL CRK FST KEG IOC=Bottom (Energy)
FINA(73): 0.16% Top=APO OCN AINV NYCB MBFI CMA TCBI SLM ….. AXP LAZ STI PHH TD ARCC SF FMER=Bottom (Banks/Financials)
TRAN(23): 0.08% Top=EXPD CNI LSTR NSC CSX CNW ALK UNP ….. ODFL KSU CP LUV UAL TDW JBLU SWFT=Bottom (Transportation)
DISV(53): 0.08% Top=URI FLT GEO LPS SAI ATHN ADS FISV ….. MCO VNTV APOL LOPE AH GPN BLOX ACTG=Bottom (Diversified Services)
COHW(44): -0.09% Top=FIO BBRY RKUS PANW HPQ LVLT WIN CTL ….. FNSR CIEN RVBD LXK SYNA ADTN PLCM NIHD=Bottom (Computer Hardware/Telecom)
MATE(28): -0.22% Top=CVA PWR MTZ RYN RYL FWLT SRCL MAS ….. KBH DHI CLH USG HOV TOL SPF FAST=Bottom (Materials & Construction)
COSW(72): -0.32% Top=EBIX QLIK FIRE AWAY INFA SFLY WBMD SWI ….. UIS FB AOL EA YNDX AVG CTRX BSFT=Bottom (Computer Software/Internet)
META(30): -0.79% Top=CLD STLD NUE WLT BTU CNX SCCO AA ….. AUQ ABX SLW EGO PAAS AUY 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 12:28 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:33 am

Market Stats at 11:32 am ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
32.8% of stocks are above yesterday’s high.
81.0% are above yesterday’s midpoint. (19.0% are below.)
5.5% are below yesterday’s low.
61.7% are inside yesterday’s range.
60.8% of stocks with today’s high > yesterday’s high. (39.2% less than).
12.9% of stocks with today’s low < yesterday’s low. (87.1% greater than).

EVIDENCE OF INTRADAY TREND
63.7% of stocks are above today’s open. (34.9% are below).
56.2% of stocks are above today’s open and yesterday’s close.
29.5% are below both.
41.8% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.1% of stocks are in the top 10% of today’s range.
28.3% are in the top 20%.
61.0% are in the top half. 39.0% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN
63.2% of stocks are above yesterday’s close. (36.8% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.5% are up 3.5% or more. 0.8% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:12.5%…>=80:38.2%…>=50:80.3%…<=20:6.4%…<=10:3.3%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:56.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:61.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.8% above previous 1 highs, 5.5% below previous 1 lows
30.4% above previous 2 highs, 3.1% below previous 2 lows
16.8% above previous 3 highs, 3.0% below previous 3 lows
15.8% above previous 4 highs, 2.5% below previous 4 lows
15.1% above previous 5 highs, 1.7% below previous 5 lows
9.7% above previous 6 highs, 1.7% below previous 6 lows
8.4% above previous 7 highs, 1.7% below previous 7 lows
8.0% above previous 8 highs, 1.7% below previous 8 lows
7.4% above previous 9 highs, 1.6% below previous 9 lows
7.1% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.2% are above or equal to 2/27 close (1 days ago), 36.8% are below.
87.8% are above or equal to 2/26 close (2 days ago), 12.2% are below.
86.8% are above or equal to 2/25 close (3 days ago), 13.2% are below.
55.1% are above or equal to 2/22 close (4 days ago), 44.9% are below.
70.7% are above or equal to 2/21 close (5 days ago), 29.3% are below.
53.9% are above or equal to 2/20 close (6 days ago), 46.1% are below.
31.6% are above or equal to 2/19 close (7 days ago), 68.4% are below.
39.4% are above or equal to 2/15 close (8 days ago), 60.6% are below.
38.3% are above or equal to 2/14 close (9 days ago), 61.7% are below.
42.0% are above or equal to 2/13 close (10 days ago), 58.0% are below.
45.2% are above or equal to 2/12 close (11 days ago), 54.8% are below.
47.8% are above or equal to 2/11 close (12 days ago), 52.2% are below.
46.0% are above or equal to 2/8 close (13 days ago), 54.0% are below.
51.1% are above or equal to 2/7 close (14 days ago), 48.9% are below.
47.8% are above or equal to 2/6 close (15 days ago), 52.2% are below.
51.9% are above or equal to 2/5 close (16 days ago), 48.1% are below.
58.8% are above or equal to 2/4 close (17 days ago), 41.2% are below.
50.6% are above or equal to 2/1 close (18 days ago), 49.4% are below.
55.8% are above or equal to 1/31 close (19 days ago), 44.2% are below.
56.4% are above or equal to 1/30 close (20 days ago), 43.6% are below.
54.8% are above or equal to 1/29 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.9% new highs, 3.4% new lows
21d: 8.9% new highs, 3.3% new lows
42d: 7.7% new highs, 1.8% new lows
63d: 7.6% new highs, 1.4% new lows
126d: 6.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.7% above, 38.3% below
3-day: 83.8% above, 16.2% below
4-day: 86.0% above, 14.0% below
5-day: 80.2% above, 19.8% below
8-day: 63.2% above, 36.8% below
10-day: 54.1% above, 45.9% below
20-day: 50.8% above, 49.2% below
50-day: 69.2% above, 30.8% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(46): 0.59% Top=SPWR SPRD ATML VECO MX WFR NXPI SWKS ….. MRVL CPHD XXIA CY CRUS GRMN VSH INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.51% Top=TROX HUN OLN MOS ROC CF DD MON ….. CBT POT EMN DOW CE WPZ AGU CHMT=Bottom (Chemicals/Fertilizers)
LEIS(34): 0.50% Top=WEN DPZ LVS DNKN WYN JACK MGM CCL ….. MPEL BYI TXRH EXPE DRI ARCO BKW PCLN=Bottom (Leisure)
INSU(39): 0.46% Top=AGO RDN BRO LNC AON MMC RE AXS ….. FNF AIZ CNO PRU MET AJG CLGX MBI=Bottom (Insurance)
CONS(55): 0.43% Top=JAH BC GT WHR HBI IP SEE RKT ….. PBI CROX HAS LF TPX SCSS TWI ZQK=Bottom (Consumer)
MANU(42): 0.38% Top=BWC DDD CFX PPO KMT GNRC PNR AVY ….. DCI TKR GE GTI EMR ATI PLL SSYS=Bottom (Manufacturing)
ENER(107): 0.37% Top=WNR CLR PBF TSO PDCE GPOR NBR BCEI ….. AREX UPL WPX CRK FST KEG GDP IOC=Bottom (Energy)
RETA(72): 0.26% Top=LTD ANN CHS HSNI MW NFLX CPRT CAB ….. WAG KSS FDO ARO CSTR SKS SHLD JCP=Bottom (Retail & Specialty Retail)
HEAL(47): 0.25% Top=MAKO ESRX RMD DVA HCA PRXL CFN VAR ….. HOLX AET HNT UHS HUM CI MR THOR=Bottom (Health)
REAL(80): 0.22% Top=NCT NRF DRH MFA TWO IVR CBG NLY ….. BMR ACC CPT HLSS WAC BEE VNO CWH=Bottom (Real Estate)
TRAN(23): 0.21% Top=EXPD LSTR CNI CNW NSC UNP CSX CHRW ….. FDX LUV JBHT UAL CP TDW SWFT JBLU=Bottom (Transportation)
DISV(53): 0.15% Top=FLT GEO URI LPS HTZ SAI URS FISV ….. TSS VRSK G APOL MCO GPN BLOX ACTG=Bottom (Diversified Services)
FINA(73): 0.11% Top=OCN APO AINV MBFI NYCB SLM FHN CMA ….. STI TD OZM CME LAZ ARCC SF FMER=Bottom (Banks/Financials)
COHW(44): -0.13% Top=FIO RKUS BBRY WIN CTL LVLT VZ T ….. CIEN SYNA FNSR PLCM LXK ADTN RVBD NIHD=Bottom (Computer Hardware/Telecom)
MATE(28): -0.13% Top=MTZ PWR RYN MAS CVA LPX FWLT LEN ….. WCN HOV DHI SPF USG KBH FAST TOL=Bottom (Materials & Construction)
COSW(72): -0.27% Top=QLIK FIRE EBIX RAX AWAY ATVI SINA BIDU ….. ANGI AOL YNDX GWRE UIS AVG CTRX BSFT=Bottom (Computer Software/Internet)
META(30): -0.83% Top=CLD STLD NUE NEM WLT PVR CNX BTU ….. AEM GG EGO MCP AUY KGC SLCA 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 11:32 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:46 am

Market Stats at 10:45 am ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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
25.9% of stocks are above yesterday’s high.
77.5% are above yesterday’s midpoint. (22.5% are below.)
5.2% are below yesterday’s low.
69.0% are inside yesterday’s range.
56.2% of stocks with today’s high > yesterday’s high. (43.8% less than).
11.7% of stocks with today’s low < yesterday’s low. (88.3% greater than).

EVIDENCE OF INTRADAY TREND
56.9% of stocks are above today’s open. (41.1% are below).
50.2% of stocks are above today’s open and yesterday’s close.
35.4% are below both.
41.7% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.0% of stocks are in the top 10% of today’s range.
15.2% are in the top 20%.
47.2% are in the top half. 52.8% of stocks are in the bottom half of today’s range.
21.1% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN
57.8% of stocks are above yesterday’s close. (42.2% are below.)
0.3% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.1% are down 3.5% or more.
79.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.0%…>=90:9.9%…>=80:31.5%…>=50:75.6%…<=20:6.8%…<=10:3.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:54.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:60.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.9% above previous 1 highs, 5.2% below previous 1 lows
23.8% above previous 2 highs, 2.7% below previous 2 lows
14.0% above previous 3 highs, 2.7% below previous 3 lows
13.2% above previous 4 highs, 2.4% below previous 4 lows
12.0% above previous 5 highs, 2.1% below previous 5 lows
7.3% above previous 6 highs, 1.9% below previous 6 lows
6.2% above previous 7 highs, 1.9% below previous 7 lows
5.7% above previous 8 highs, 1.8% below previous 8 lows
5.4% above previous 9 highs, 1.7% below previous 9 lows
5.2% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.8% are above or equal to 2/27 close (1 days ago), 42.2% are below.
86.7% are above or equal to 2/26 close (2 days ago), 13.3% are below.
85.7% are above or equal to 2/25 close (3 days ago), 14.3% are below.
51.4% are above or equal to 2/22 close (4 days ago), 48.6% are below.
69.2% are above or equal to 2/21 close (5 days ago), 30.8% are below.
51.3% are above or equal to 2/20 close (6 days ago), 48.7% are below.
30.9% are above or equal to 2/19 close (7 days ago), 69.1% are below.
37.8% are above or equal to 2/15 close (8 days ago), 62.2% are below.
37.1% are above or equal to 2/14 close (9 days ago), 62.9% are below.
40.1% are above or equal to 2/13 close (10 days ago), 59.9% are below.
43.5% are above or equal to 2/12 close (11 days ago), 56.5% are below.
45.8% are above or equal to 2/11 close (12 days ago), 54.2% are below.
44.4% are above or equal to 2/8 close (13 days ago), 55.6% are below.
50.1% are above or equal to 2/7 close (14 days ago), 49.9% are below.
48.0% are above or equal to 2/6 close (15 days ago), 52.0% are below.
50.9% are above or equal to 2/5 close (16 days ago), 49.1% are below.
57.8% are above or equal to 2/4 close (17 days ago), 42.2% are below.
49.1% are above or equal to 2/1 close (18 days ago), 50.9% are below.
54.1% are above or equal to 1/31 close (19 days ago), 45.9% are below.
56.0% are above or equal to 1/30 close (20 days ago), 44.0% are below.
54.1% are above or equal to 1/29 close (21 days ago), 45.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.7% new highs, 3.0% new lows
21d: 7.7% new highs, 2.9% new lows
42d: 6.4% new highs, 1.7% new lows
63d: 6.3% new highs, 1.3% new lows
126d: 5.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.8% above, 44.2% below
3-day: 80.2% above, 19.8% below
4-day: 83.6% above, 16.4% below
5-day: 75.9% above, 24.1% below
8-day: 60.0% above, 40.0% below
10-day: 51.0% above, 49.0% below
20-day: 49.6% above, 50.4% below
50-day: 68.7% above, 31.3% below
200-day: 77.2% above, 22.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(34): 0.52% Top=WEN LVS BYD DNKN CZR DPZ MPEL MGM ….. BYI CMG ARCO TXRH BKW DRI EXPE PCLN=Bottom (Leisure)
CONS(55): 0.43% Top=JAH GT DECK BC HBI TUP UA WHR ….. CTB CRI HAS NKE PBI LULU SCSS CROX=Bottom (Consumer)
ELEC(45): 0.42% Top=SPWR ATML VECO SPRD MX NXPI NVDA TXN ….. INVN FCS KLAC CY VSH GRMN MRVL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 0.39% Top=BWC DDD PPO KMT CFX GNRC AGCO JOY ….. TKR LII ATI DCI GE EMR SSYS GTI=Bottom (Manufacturing)
CHEM(29): 0.36% Top=TROX HUN ROC SHW OLN DD GRA IPI ….. ASH POT EMN CE AGU DOW WPZ CHMT=Bottom (Chemicals/Fertilizers)
ENER(107): 0.17% Top=CLR WNR HK GPOR NBR HP OAS BAS ….. EXXI BHI QEP AREX FST KEG GDP IOC=Bottom (Energy)
HEAL(47): 0.13% Top=ESRX HCA RMD DVA PRXL MAKO CFN VAR ….. UNH AET WLP HUM HNT BKD CI THOR=Bottom (Health)
RETA(72): 0.07% Top=CHS LTD ANN MW HSNI NFLX EXPR ANF ….. DG ARO FDO SKS KSS CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
DISV(53): 0.00% Top=AH FLT HTZ GEO URI LPS URS ADS ….. TSS TW VRSK GPN ADT FNGN BLOX ACTG=Bottom (Diversified Services)
INSU(39): -0.02% Top=AGO RDN BRO AON MMC HCC LNC RE ….. FNF ALL HIG AJG PRU MET GNW MBI=Bottom (Insurance)
REAL(80): -0.04% Top=NCT TWO DEI IVR CBG O OHI NLY ….. CPT GGP RWT WAC MPW BEE VNO CWH=Bottom (Real Estate)
MATE(28): -0.06% Top=OC MTZ LPX PWR CVA RYN MAS FWLT ….. PCL USG KBH WCN TOL SPF FAST HOV=Bottom (Materials & Construction)
TRAN(23): -0.13% Top=LSTR CNI EXPD CNW UNP DAL NSC ALK ….. TRN CP FDX JBHT TDW LUV SWFT JBLU=Bottom (Transportation)
FINA(73): -0.16% Top=OCN SLM AINV MBFI FHN NYCB TCB EVR ….. TD ARCC OZM LAZ JNS SF MS FMER=Bottom (Banks/Financials)
COSW(72): -0.30% Top=QLIK FIRE EBIX BIDU SINA RAX SWI XRX ….. TRIP YNDX IACI AVG AOL GWRE CTRX BSFT=Bottom (Computer Software/Internet)
COHW(44): -0.35% Top=FIO RKUS BBRY WIN HPQ VZ T TDS ….. PLCM JDSU SYNA FNSR ADTN LXK RVBD NIHD=Bottom (Computer Hardware/Telecom)
META(30): -0.63% Top=CLD STLD NUE RGLD BTU WLT SLW CNX ….. GG ACI AEM KGC AUY MCP IAG SLCA=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 10:45 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:24 am

Market Stats at 10:23 am ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
29.6% of stocks are above yesterday’s high.
82.5% are above yesterday’s midpoint. (17.5% are below.)
4.6% are below yesterday’s low.
65.8% are inside yesterday’s range.
54.9% of stocks with today’s high > yesterday’s high. (45.1% less than).
10.5% of stocks with today’s low < yesterday’s low. (89.5% greater than).

EVIDENCE OF INTRADAY TREND
69.0% of stocks are above today’s open. (29.6% are below).
61.6% of stocks are above today’s open and yesterday’s close.
25.1% are below both.
41.8% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
65.6% are in the top half. 34.4% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
67.5% of stocks are above yesterday’s close. (32.5% are below.)
0.6% are up 4.5% or more. 0.7% are down 4.5% or more.
1.0% are up 3.5% or more. 0.9% are down 3.5% or more.
78.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:10.4%…>=80:38.3%…>=50:81.2%…<=20:5.6%…<=10:2.7%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:58.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:62.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.6% above previous 1 highs, 4.6% below previous 1 lows
27.8% above previous 2 highs, 2.6% below previous 2 lows
16.4% above previous 3 highs, 2.4% below previous 3 lows
15.4% above previous 4 highs, 2.2% below previous 4 lows
14.2% above previous 5 highs, 1.8% below previous 5 lows
8.1% above previous 6 highs, 1.7% below previous 6 lows
6.6% above previous 7 highs, 1.7% below previous 7 lows
5.9% above previous 8 highs, 1.6% below previous 8 lows
5.7% above previous 9 highs, 1.5% below previous 9 lows
5.5% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
67.5% are above or equal to 2/27 close (1 days ago), 32.5% are below.
88.7% are above or equal to 2/26 close (2 days ago), 11.3% are below.
87.1% are above or equal to 2/25 close (3 days ago), 12.9% are below.
54.7% are above or equal to 2/22 close (4 days ago), 45.3% are below.
71.3% are above or equal to 2/21 close (5 days ago), 28.7% are below.
53.5% are above or equal to 2/20 close (6 days ago), 46.5% are below.
31.5% are above or equal to 2/19 close (7 days ago), 68.5% are below.
39.9% are above or equal to 2/15 close (8 days ago), 60.1% are below.
38.2% are above or equal to 2/14 close (9 days ago), 61.8% are below.
41.6% are above or equal to 2/13 close (10 days ago), 58.4% are below.
44.7% are above or equal to 2/12 close (11 days ago), 55.3% are below.
46.9% are above or equal to 2/11 close (12 days ago), 53.1% are below.
45.7% are above or equal to 2/8 close (13 days ago), 54.3% are below.
51.8% are above or equal to 2/7 close (14 days ago), 48.2% are below.
49.5% are above or equal to 2/6 close (15 days ago), 50.5% are below.
53.0% are above or equal to 2/5 close (16 days ago), 47.0% are below.
59.0% are above or equal to 2/4 close (17 days ago), 41.0% are below.
50.0% are above or equal to 2/1 close (18 days ago), 50.0% are below.
55.8% are above or equal to 1/31 close (19 days ago), 44.2% are below.
57.3% are above or equal to 1/30 close (20 days ago), 42.7% are below.
54.7% are above or equal to 1/29 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.4% new highs, 2.5% new lows
21d: 7.4% new highs, 2.4% new lows
42d: 6.2% new highs, 1.5% new lows
63d: 6.1% new highs, 1.1% new lows
126d: 5.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 65.6% above, 34.4% below
3-day: 84.2% above, 15.8% below
4-day: 87.5% above, 12.5% below
5-day: 79.5% above, 20.5% below
8-day: 64.2% above, 35.8% below
10-day: 54.1% above, 45.9% below
20-day: 50.7% above, 49.3% below
50-day: 69.7% above, 30.3% below
200-day: 78.0% above, 22.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(46): 0.98% Top=SPWR SPRD ATML MX VECO WFR SWKS NXPI ….. AMAT LLTC MRVL KLAC CRUS CY VSH GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 0.69% Top=BWC DDD JOY PPO KMT AGCO GNRC CFX ….. HON GDI MRC EMR GE LII SSYS GTI=Bottom (Manufacturing)
LEIS(34): 0.66% Top=WEN LVS BYD DNKN DPZ MPEL MGM CZR ….. BYI TXRH CMG ARCO BKW PCLN DRI EXPE=Bottom (Leisure)
CONS(55): 0.56% Top=JAH GT DECK HBI UA BC SHOO WHR ….. MWV PBI CTB HAS ECL AVP CROX SCSS=Bottom (Consumer)
CHEM(29): 0.42% Top=TROX HUN OLN ROC MOS IPI GRA VAL ….. CYT CBT POT DOW EMN CE AGU CHMT=Bottom (Chemicals/Fertilizers)
ENER(107): 0.41% Top=CLR WNR HK PDCE NBR HP GPOR OAS ….. BHI UPL AREX PSX CRZO GDP KEG IOC=Bottom (Energy)
MATE(28): 0.36% Top=OC CLH MTZ MDC MAS PWR FWLT PHM ….. USG SRCL WM PCL HOV TOL WCN FAST=Bottom (Materials & Construction)
RETA(72): 0.23% Top=CHS LTD HSNI NFLX ANN MW SWY EBAY ….. TGT BBY FDO KSS SKS CPRT SHLD JCP=Bottom (Retail & Specialty Retail)
HEAL(47): 0.20% Top=RMD ESRX HCA MAKO VAR PKI LIFE DVA ….. MR AET UNH HUM BKD CI HNT THOR=Bottom (Health)
TRAN(23): 0.12% Top=LSTR CNI EXPD DAL GLNG UNP ALK CNW ….. TRN JBHT ODFL LUV CP TDW SWFT JBLU=Bottom (Transportation)
DISV(53): 0.11% Top=HMSY FLT LPS URI HTZ RRD ADS DV ….. TSS VRSK MCO TW ADT GPN BLOX ACTG=Bottom (Diversified Services)
INSU(39): 0.06% Top=AGO RDN AON MMC LNC BRO HCC AIG ….. PRI AIZ AJG PRU FNF MET GNW MBI=Bottom (Insurance)
REAL(80): 0.03% Top=NCT DEI RLJ TWO CBL OHI IVR CBG ….. GGP PPS WAC RWT VNO MPW BEE CWH=Bottom (Real Estate)
FINA(73): -0.05% Top=OCN SLM AINV FII TCB KKR FHN PHH ….. MTB BK OZM COF ARCC MS SF FMER=Bottom (Banks/Financials)
COHW(44): -0.12% Top=FIO BBRY RKUS TDS HPQ QCOM HRS LVLT ….. CIEN SYNA JDSU FNSR ADTN LXK RVBD NIHD=Bottom (Computer Hardware/Telecom)
COSW(72): -0.19% Top=FIRE QLIK EBIX XRX WBMD SINA ATVI SWI ….. EA GWRE AVG YNDX IRM AOL CTRX BSFT=Bottom (Computer Software/Internet)
META(30): -0.53% Top=CLD STLD WLT NUE X SWC BTU SCCO ….. ABX GG KGC AUY AEM IAG SLCA MCP=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 10:23 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:51 am

Market Stats at 9:51 am ET
by daytrend on 20130228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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
30.8% of stocks are above yesterday’s high.
84.3% are above yesterday’s midpoint. (15.7% are below.)
4.4% are below yesterday’s low.
64.8% are inside yesterday’s range.
47.4% of stocks with today’s high > yesterday’s high. (52.6% less than).
8.3% of stocks with today’s low < yesterday’s low. (91.7% greater than).

EVIDENCE OF INTRADAY TREND
73.5% of stocks are above today’s open. (24.3% are below).
63.9% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
41.7% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.1% of stocks are in the top 10% of today’s range.
34.3% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
10.6% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
71.8% of stocks are above yesterday’s close. (28.2% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 0.9% are down 3.5% or more.
83.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.5%…>=90:10.3%…>=80:40.9%…>=50:81.7%…<=20:5.5%…<=10:2.5%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.2%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.8% above previous 1 highs, 4.4% below previous 1 lows
29.0% above previous 2 highs, 2.3% below previous 2 lows
15.0% above previous 3 highs, 2.2% below previous 3 lows
14.2% above previous 4 highs, 1.6% below previous 4 lows
13.0% above previous 5 highs, 1.3% below previous 5 lows
7.2% above previous 6 highs, 1.1% below previous 6 lows
5.7% above previous 7 highs, 1.1% below previous 7 lows
4.8% above previous 8 highs, 1.1% below previous 8 lows
4.5% above previous 9 highs, 1.1% below previous 9 lows
4.0% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.8% are above or equal to 2/27 close (1 days ago), 28.2% are below.
89.1% are above or equal to 2/26 close (2 days ago), 10.9% are below.
88.2% are above or equal to 2/25 close (3 days ago), 11.8% are below.
55.6% are above or equal to 2/22 close (4 days ago), 44.4% are below.
71.4% are above or equal to 2/21 close (5 days ago), 28.6% are below.
54.8% are above or equal to 2/20 close (6 days ago), 45.2% are below.
31.9% are above or equal to 2/19 close (7 days ago), 68.1% are below.
41.1% are above or equal to 2/15 close (8 days ago), 58.9% are below.
40.0% are above or equal to 2/14 close (9 days ago), 60.0% are below.
42.3% are above or equal to 2/13 close (10 days ago), 57.7% are below.
45.3% are above or equal to 2/12 close (11 days ago), 54.7% are below.
47.4% are above or equal to 2/11 close (12 days ago), 52.6% are below.
46.6% are above or equal to 2/8 close (13 days ago), 53.4% are below.
50.9% are above or equal to 2/7 close (14 days ago), 49.1% are below.
49.5% are above or equal to 2/6 close (15 days ago), 50.5% are below.
53.0% are above or equal to 2/5 close (16 days ago), 47.0% are below.
59.6% are above or equal to 2/4 close (17 days ago), 40.4% are below.
51.0% are above or equal to 2/1 close (18 days ago), 49.0% are below.
56.4% are above or equal to 1/31 close (19 days ago), 43.6% are below.
57.1% are above or equal to 1/30 close (20 days ago), 42.9% are below.
55.0% are above or equal to 1/29 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.0% new highs, 1.7% new lows
21d: 5.8% new highs, 1.7% new lows
42d: 5.0% new highs, 1.3% new lows
63d: 4.9% new highs, 0.9% new lows
126d: 4.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.2% above, 30.8% below
3-day: 86.8% above, 13.2% below
4-day: 88.0% above, 12.0% below
5-day: 81.7% above, 18.3% below
8-day: 64.7% above, 35.3% below
10-day: 56.4% above, 43.6% below
20-day: 51.5% above, 48.5% below
50-day: 70.8% above, 29.2% below
200-day: 77.5% above, 22.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(45): 0.84% Top=SPWR SPRD MX VECO FSLR ATML NXPI CAVM ….. CY SNPS KLAC FSL MRVL VSH CRUS GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.77% Top=WEN DNKN LVS BYD DPZ CZR YUM MPEL ….. HOT MCD BKW PCLN EXPE TXRH ARCO DRI=Bottom (Leisure)
MANU(42): 0.73% Top=DDD JOY PPO BWC KMT GNRC AGCO TEX ….. DCI DOV EMR GDI DRC PLL SSYS GTI=Bottom (Manufacturing)
MATE(28): 0.65% Top=HOV OC LEN MDC PHM SPF MAS FWLT ….. WCN TOL CVA FLR SRCL PCL FAST MDR=Bottom (Materials & Construction)
CONS(55): 0.50% Top=JAH UA GT DECK LULU SHOO BC SEE ….. ZQK LF TWI HAS AVP CROX CTB SCSS=Bottom (Consumer)
CHEM(29): 0.41% Top=TROX HUN FMC VAL MOS ROC MON DD ….. EMN DOW ASH POT WPZ CE AGU CHMT=Bottom (Chemicals/Fertilizers)
HEAL(47): 0.35% Top=MAKO ESRX PKI CFN RMD PRXL CYBX EW ….. ALR HNT UNH CI WLP BKD MR HUM=Bottom (Health)
TRAN(23): 0.31% Top=LSTR CNI CNW ALK UAL DAL UNP NSC ….. JBHT CHRW ODFL KSU FDX CP TDW SWFT=Bottom (Transportation)
INSU(39): 0.28% Top=AGO RDN MMC AIG BRO AON RE RNR ….. TRV FNF TMK PRI MET AJG GNW MBI=Bottom (Insurance)
FINA(73): 0.22% Top=OCN AINV BX APO EVR FII SLM PHH ….. NTRS MTB JPM LAZ MS ARCC COF FMER=Bottom (Banks/Financials)
DISV(53): 0.12% Top=AH URI DV FLT JEC HMSY LPS URS ….. MCO G TSS VRSK ADT GPN BLOX ACTG=Bottom (Diversified Services)
REAL(80): 0.11% Top=RLJ NLY NCT CYS TWO O DRH WRI ….. WAC ARR VNO SFI BEE RWT MPW CWH=Bottom (Real Estate)
ENER(107): 0.11% Top=CLR HK WNR GPOR OAS CLMT ETE MMP ….. CRK FST RIG PSX RES GDP KEG IOC=Bottom (Energy)
RETA(72): 0.10% Top=LTD CHS HSNI NFLX LL PIR KORS JWN ….. FIVE FDO CSTR KSS CPRT SHLD SKS JCP=Bottom (Retail & Specialty Retail)
COHW(43): -0.11% Top=RKUS FIO WIN HPQ LVLT T CTL HRS ….. BRCD BCE CIEN BBRY PLCM LXK FNSR RVBD=Bottom (Computer Hardware/Telecom)
COSW(72): -0.24% Top=SINA BIDU EBIX FIRE QLIK ADSK ROVI INFA ….. NTES GWRE IRM YNDX EA AOL CTRX BSFT=Bottom (Computer Software/Internet)
META(30): -1.05% Top=STLD NUE PVR CLD SCCO WLT X AA ….. KGC EGO IAG AEM ACI AUY AUQ MCP=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 9:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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