daytrend

10/01/2014

Filed under: Market Stats — daytrend @ 12:49 pm

Market Stats at 1:48 pm ET
by daytrend on 20141001. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

COMPARED TO YESTERDAY’S RANGE
2.9% of stocks are above yesterday’s high.
8.3% are above yesterday’s midpoint. (91.7% are below.)
75.6% are below yesterday’s low.
21.5% are inside yesterday’s range.
11.5% of stocks with today’s high > yesterday’s high. (88.5% less than).
84.8% of stocks with today’s low < yesterday’s low. (15.2% greater than).

EVIDENCE OF INTRADAY TREND
12.5% of stocks are above today’s open. (86.3% are below).
9.6% of stocks are above today’s open and yesterday’s close.
84.2% are below both.
1.7% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (62.0% opened below yesterday’s close).
19.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.4% of stocks are in the top 10% of today’s range.
1.4% are in the top 20%.
9.0% are in the top half. 91.0% of stocks are in the bottom half of today’s range.
68.5% are in the bottom 20%.
46.1% are in the bottom 10%.

GAIN
12.8% of stocks are above yesterday’s close. (87.2% are below.)
0.2% are up 4.5% or more. 4.3% are down 4.5% or more.
0.2% are up 3.5% or more. 8.8% are down 3.5% or more.
35.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.4%…>=80:2.8%…>=50:8.9%…<=20:73.1%…<=10:48.3%…<=5:26.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:8.5%…<=20:12.7%…<=10:1.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:11.2%…<=20:3.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.9% above previous 1 highs, 75.6% below previous 1 lows
2.4% above previous 2 highs, 63.1% below previous 2 lows
1.9% above previous 3 highs, 59.3% below previous 3 lows
1.4% above previous 4 highs, 57.1% below previous 4 lows
1.1% above previous 5 highs, 55.1% below previous 5 lows
1.0% above previous 6 highs, 53.9% below previous 6 lows
0.8% above previous 7 highs, 53.6% below previous 7 lows
0.4% above previous 8 highs, 53.5% below previous 8 lows
0.3% above previous 9 highs, 53.1% below previous 9 lows
0.3% above previous 10 highs, 52.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.8% are above or equal to 9/30 close (1 days ago), 87.2% are below.
8.9% are above or equal to 9/29 close (2 days ago), 91.1% are below.
10.0% are above or equal to 9/26 close (3 days ago), 90.0% are below.
21.7% are above or equal to 9/25 close (4 days ago), 78.3% are below.
11.9% are above or equal to 9/24 close (5 days ago), 88.1% are below.
15.6% are above or equal to 9/23 close (6 days ago), 84.4% are below.
12.1% are above or equal to 9/22 close (7 days ago), 87.9% are below.
7.0% are above or equal to 9/19 close (8 days ago), 93.0% are below.
6.7% are above or equal to 9/18 close (9 days ago), 93.3% are below.
9.4% are above or equal to 9/17 close (10 days ago), 90.6% are below.
9.6% are above or equal to 9/16 close (11 days ago), 90.4% are below.
13.8% are above or equal to 9/15 close (12 days ago), 86.2% are below.
11.7% are above or equal to 9/12 close (13 days ago), 88.3% are below.
10.9% are above or equal to 9/11 close (14 days ago), 89.1% are below.
12.1% are above or equal to 9/10 close (15 days ago), 87.9% are below.
14.0% are above or equal to 9/9 close (16 days ago), 86.0% are below.
12.2% are above or equal to 9/8 close (17 days ago), 87.8% are below.
12.1% are above or equal to 9/5 close (18 days ago), 87.9% are below.
14.3% are above or equal to 9/4 close (19 days ago), 85.7% are below.
15.1% are above or equal to 9/3 close (20 days ago), 84.9% are below.
14.1% are above or equal to 9/2 close (21 days ago), 85.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 52.0% new lows
21d: 0.9% new highs, 51.6% new lows
42d: 0.8% new highs, 27.7% new lows
63d: 0.8% new highs, 25.3% new lows
126d: 0.6% new highs, 15.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.9% above, 88.1% below
3-day: 8.7% above, 91.3% below
4-day: 8.8% above, 91.2% below
5-day: 10.9% above, 89.1% below
8-day: 10.1% above, 89.9% below
10-day: 9.0% above, 91.0% below
20-day: 8.8% above, 91.2% below
50-day: 21.9% above, 78.1% below
200-day: 43.9% above, 56.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141001 1:48 pm ET)
REAL(89): -0.03% Top=NLY CYS AGNC MFA DLR HTS DFT WRI ….. CBG DRH WAC RHP BEE RLGY EJ WMC=Bottom (Real Estate)
INSU(36): -0.90% Top=AFSI GNW VR WRB CB ORI AWH AHL ….. HIG MBI AIG AGO PRU MTG MET LNC=Bottom (Insurance)
FINA(89): -1.12% Top=RCAP IBKR ARCC HCBK PSEC RY BBT SNV ….. BX PFG AMP OCN PVTB FII CG APO=Bottom (Banks/Financials)
META(25): -1.18% Top=EGO SLW RGLD AEM ABX GG PAAS AUY ….. AA CMC NUE BTU CLF X CENX AKS=Bottom (Metals & Mining)
HEAL(50): -1.36% Top=EW KND SYK MDT ZMH RMD STJ VAR ….. DXCM BKD THC HNT ALGN WCG HOLX ZLTQ=Bottom (Health)
MATE(30): -1.41% Top=BECN RYN DAR WY FLR KBH PHM MTH ….. TPH RSG WCN PWR MLM EXP MTZ CLH=Bottom (Materials & Construction)
ENER(117): -1.52% Top=LPI ETP ETE ECA OKS SU SSE TSO ….. SFY PWE SN OAS MTDR EPE GDP BCEI=Bottom (Energy)
RETA(66): -1.56% Top=TFM MELI AAP KORS TJX CST ORLY SBH ….. GNC AEO RH ANF ANN VSI JCP DANG=Bottom (Retail & Specialty Retail)
CONS(58): -1.65% Top=CRI OI VFC HAS PG CL CCK CROX ….. SEE PAY PBI TUMI KS SCSS UA DECK=Bottom (Consumer)
MANU(43): -1.70% Top=BWC BGC JOY AGCO DE FLS ROK TRS ….. PCP MHK TKR CRS ATI JKS DDD GTLS=Bottom (Manufacturing)
COHW(47): -1.71% Top=SYNA JDSU PLCM RKUS BCE BBRY COMM FNSR ….. UBNT LVLT PANW ARUN ANET SSYS SWIR GOGO=Bottom (Computer Hardware/Telecom)
DISV(51): -1.93% Top=LDOS ALLE GMT APOL VNTV TYC SCI TW ….. AAN ACM YY Z TNET CAR URI HTZ=Bottom (Diversified Services)
LEIS(29): -1.96% Top=PNRA BLMN DNKN YUM SIX MCD CAKE SONC ….. MGM WYNN WYN SGMS MAR HOT MPEL RCL=Bottom (Leisure)
CHEM(33): -2.13% Top=AXLL TAM SIAL POT FUL WPZ AGU POL ….. APD MEOH GPRE PPG DOW CE ASH WLK=Bottom (Chemicals/Fertilizers)
COSW(80): -2.23% Top=RAX MDRX RHT TRI CNVR CNQR MOVE VMW ….. CSOD NQ PFPT DATA CVLT FEYE VNET ADP=Bottom (Computer Software/Internet)
ELEC(57): -2.51% Top=BRKR VECO OVTI SMTC NVDA INVN WAT SNPS ….. RFMD TQNT CSIQ SCTY GTAT AMBA TSL SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -2.91% Top=TDW JBHT UPS CHRW EXPD ALK TK CNI ….. LUV DAL AAL YRCW SAVE CP TRN GBX=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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