daytrend

06/28/2012

Filed under: General — daytrend @ 8:26 am

PRE – Market Stats at 9:25 am ET
by daytrend on 20120628. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 337.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
2.4% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
13.6% are below yesterday’s low.
84.0% are inside yesterday’s range.
2.4% of stocks with today’s high > yesterday’s high. (97.6% less than).
13.6% of stocks with today’s low < yesterday’s low. (86.4% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
22.8% of stocks opened above yesterday’s close. (77.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
22.8% of stocks are above yesterday’s close. (77.2% are below.)
1.2% are up 4.5% or more. 0.6% are down 4.5% or more.
1.5% are up 3.5% or more. 1.2% are down 3.5% or more.
75.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:3.0%…>=80:11.9%…>=50:49.9%…<=20:15.7%…<=10:7.1%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:36.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.4% above previous 1 highs, 13.6% below previous 1 lows
2.4% above previous 2 highs, 5.3% below previous 2 lows
2.4% above previous 3 highs, 3.6% below previous 3 lows
2.1% above previous 4 highs, 3.6% below previous 4 lows
1.8% above previous 5 highs, 3.6% below previous 5 lows
1.5% above previous 6 highs, 3.6% below previous 6 lows
1.5% above previous 7 highs, 3.6% below previous 7 lows
1.5% above previous 8 highs, 2.4% below previous 8 lows
1.5% above previous 9 highs, 2.1% below previous 9 lows
1.5% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.8% are above or equal to 6/27 close (1 days ago), 77.2% are below.
64.7% are above or equal to 6/26 close (2 days ago), 35.3% are below.
70.0% are above or equal to 6/25 close (3 days ago), 30.0% are below.
40.1% are above or equal to 6/22 close (4 days ago), 59.9% are below.
52.5% are above or equal to 6/21 close (5 days ago), 47.5% are below.
20.5% are above or equal to 6/20 close (6 days ago), 79.5% are below.
22.6% are above or equal to 6/19 close (7 days ago), 77.4% are below.
33.2% are above or equal to 6/18 close (8 days ago), 66.8% are below.
37.7% are above or equal to 6/15 close (9 days ago), 62.3% are below.
46.9% are above or equal to 6/14 close (10 days ago), 53.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 0.9% new lows
21d: 1.5% new highs, 0.9% new lows
42d: 0.6% new highs, 0.6% new lows
63d: 0.6% new highs, 0.6% new lows
126d: 0.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.8% above, 77.2% below
3-day: 54.6% above, 45.4% below
4-day: 62.0% above, 38.0% below
5-day: 54.3% above, 45.7% below
8-day: 38.6% above, 61.4% below
10-day: 37.1% above, 62.9% below
20-day: 46.0% above, 54.0% below
50-day: 33.2% above, 66.8% below
200-day: 41.2% above, 58.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(7): 0.44% Top=CLGX CNO MBI PRI BRO TRV AIG ….. CLGX CNO MBI PRI BRO TRV AIG=Bottom (Insurance)
HEAL(11): 0.31% Top=HCA WCG AGP HNT HOLX HLS ALR SIRO ….. HNT HOLX HLS ALR SIRO UNH HRC LNCR=Bottom (Health)
TRAN(10): -0.01% Top=TRN UAL KSU CP CNI CNW ALK GLNG ….. KSU CP CNI CNW ALK GLNG LUV LCC=Bottom (Transportation)
REAL(18): -0.07% Top=GGP HTS UDR CPT TWO NLY DLR BAM ….. BPO WRI TCO CLI CBL ARR KIM DRE=Bottom (Real Estate)
COSW(29): -0.22% Top=NCR AOL FDS YNDX IHS SXCI SWI VMW ….. RATE BIDU NUAN LNKD SINA SOHU GRPN N=Bottom (Computer Software/Internet)
CHEM(11): -0.26% Top=ROC ASH AGU ALB FUL WPZ SMG DD ….. ALB FUL WPZ SMG DD APD CF POT=Bottom (Chemicals/Fertilizers)
CONS(23): -0.32% Top=AVP TPX SCSS CTB JAH GIL ENR UA ….. FOSL EL GT TWI SKX LULU DECK NUS=Bottom (Consumer)
DISV(17): -0.39% Top=AH FLT MAN LPS VNTV WTW MYGN VRSK ….. GPN MA V WXS HTZ PAYX AL ULTA=Bottom (Diversified Services)
MATE(16): -0.42% Top=KBH LPX WCN USG MDC RYL MTH WM ….. PHM MDR DHI RSG OC TOL FWLT SPF=Bottom (Materials & Construction)
ENER(58): -0.44% Top=EPB SGY GPOR CRZO HAL OAS APC SFY ….. BRY ETE DNR NE SD UPL SUN ETP=Bottom (Energy)
ELEC(19): -0.54% Top=OVTI NXPI CREE DLB ATML TSL BRCM TXN ….. TQNT ARMH AMD INTC INVN ONNN FSLR LSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(13): -0.54% Top=ARCO DPZ PNRA CCL MCD DRI H SBUX ….. DRI H SBUX MPEL LVS DNKN PCLN MGM=Bottom (Leisure)
MANU(15): -0.59% Top=AME RBN MHK PPO AOS DCI LII GTLS ….. GTLS ITW CMI DE GE ETN TEX MTW=Bottom (Manufacturing)
RETA(31): -0.78% Top=ORLY TIF AZO PIR MW CTAS AN TFM ….. BIG AAP GNC DLTR SVU DG EBAY FDO=Bottom (Retail & Specialty Retail)
COHW(21): -0.78% Top=RVBD APKT FIO VZ QCOM AMT T RIMM ….. EMC NTAP DELL HPQ CIEN JNPR NIHD WDC=Bottom (Computer Hardware/Telecom)
FINA(15): -0.88% Top=FNFG CBOE ARCC HBAN TD TCBI NDAQ KCG ….. KCG STT BNS WFC GS BAC MS JPM=Bottom (Banks/Financials)
META(23): -1.22% Top=RGLD AEM AUQ PAAS ABX KGC GG MCP ….. NEM WLT ACI X AKS IAG ANR CNX=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.
PRE – Market Stats at 9:25 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

02/04/2011

Filed under: General — daytrend @ 10:45 am

Market Stats at 10:45 am ET
by daytrend on 20110204.  See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE
24.9% of stocks are above yesterday’s high.
61.1% are above yesterday’s midpoint.  (38.9% are below.)
11.8% are below yesterday’s low.
63.4% are inside yesterday’s range.
51.1% of stocks with today’s high > yesterday’s high.  (48.9% less than).
20.8% of stocks with today’s low < yesterday’s low.  (79.2% greater than).

EVIDENCE OF INTRADAY TREND
41.7% of stocks are above today’s open.  (56.9% are below).
38.2% of stocks are above today’s open and yesterday’s close.
48.0% are below both.
62.6% of stocks opened above yesterday’s close.  (31.5% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
45.0% are in the top half .  55.0% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN
48.1% of stocks are above breakeven.  (51.9% are below b/e.)
1.6% are up 4.5% or more.  1.1% are down 4.5% or more.
2.1% are up 3.5% or more.  1.8% are down 3.5% or more.
64.2% are between +1% and -1%.

RSI on DAILY
2-day:  >=95:7.8%…>=90:14.1%…>=80:27.3%…>=50:57.9%…<=20:12.4%…<=10:4.1%…<=5:1.1%…
9-day:  >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:70.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day:  >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.9% above previous 1 highs, 11.8% below previous 1 lows
17.4% above previous 2 highs, 8.7% below previous 2 lows
15.0% above previous 3 highs, 6.6% below previous 3 lows
14.7% above previous 4 highs, 4.5% below previous 4 lows
13.2% above previous 5 highs, 3.8% below previous 5 lows
12.1% above previous 6 highs, 3.5% below previous 6 lows
11.8% above previous 7 highs, 3.1% below previous 7 lows
11.4% above previous 8 highs, 2.1% below previous 8 lows
10.8% above previous 9 highs, 1.8% below previous 9 lows
10.3% above previous 10 highs, 1.8% below previous 10 lows

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d:  15.1% new highs, 2.0% new lows
21d:  15.1% new highs, 1.7% new lows
42d:  13.2% new highs, 1.5% new lows
63d:  12.4% new highs, 1.0% new lows
126d:  11.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day:  46.6% above, 53.4% below
3-day:  53.9% above, 46.1% below
4-day:  51.6% above, 48.4% below
5-day:  60.6% above, 39.4% below
8-day:  67.0% above, 33.0% below
10-day:  69.0% above, 31.0% below
20-day:  69.3% above, 30.7% below
50-day:  74.4% above, 25.6% below
200-day:  87.9% above, 12.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(54):  1.43% Top=JDSU FNSR CIEN TDC TLAB STEC ADTN RVBD ….. IGT ELX MSI AMX Q VZ CLWR RCI=Bottom (Computer Hardware/Telecom)
RETA(74):  0.62% Top=BIG FINL FL NFLX ANN GME GES JWN ….. EBAY TLB DDS LINTA CVS SKS AN SVU=Bottom (Retail & Specialty Retail)
INSU(36):  0.52% Top=AON MMC LNC HIG UNM TMK BRO AXS ….. CINF ALL AGO ACE GNW AIG MTG RDN=Bottom (Insurance)
ELEC(80):  0.26% Top=OCLR IDTI ITRI CRUS NETL ONNN ALTR GRMN ….. FSLR YGE SOL SPWRA SOLR LDK DLB PWER=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28):  0.21% Top=SRCL LPX PHM MAS FAST PWR MDR USG ….. RSG MLM MDU TOL LEN MDC DHI KBH=Bottom (Materials & Construction)
MANU(38):  0.15% Top=TEX CMI AGCO KMT FLS ITW MTW TKR ….. RBN PLL PPO DRC RS AOS X JKS=Bottom (Manufacturing)
COSW(63):  0.04% Top=NCR FFIV CRM UIS SOHU CDNS SFSF TZOO ….. BIDU JKHY QLIK NUAN WIT TTWO ACOM QSFT=Bottom (Computer Software/Internet)
CONS(60):  0.04% Top=LULU GT CRI UA HBI SKX RL WRC ….. RKT TIN OI AVY PKG BKI UFS CSTR=Bottom (Consumer)
HEAL(50):  -0.02% Top=AET DVA CFN MR ALR WLP LNCR EW ….. HMA WCG MD UNH HRC HLS HS AMED=Bottom (Health)
DISV(42):  -0.09% Top=SFLY ULTA V MA RHI URI CAR WU ….. HTZ APOL R DV ESI FISV LPS COCO=Bottom (Diversified Services)
FINA(83):  -0.13% Top=RF HCBK NDAQ TD LM NYB PFG EV ….. CSE FITB ADS SUSQ JPM BAC FNFG AINV=Bottom (Banks/Financials)
ENER(91):  -0.25% Top=TSO WNR EXXI IOC INT CVI MMR FTO ….. SPN HLX HAL BHI KEG CRZO RES CPX=Bottom (Energy)
CHEM(29):  -0.28% Top=SMG DOW HUN EMN POT FMC DD ALB ….. MOS CBT CYT ROC SIAL GRA SOA OLN=Bottom (Chemicals/Fertilizers)
TRAN(30):  -0.45% Top=ALK LSTR CSX UNP GNK NAT CNI EXPD ….. CHRW OSG WERN JBLU HOS UAL AMR LCC=Bottom (Transportation)
LEIS(27):  -0.50% Top=CMG HOT PFCB CCL GET WYN MCD HMIN ….. PENN EAT MGM LYV MPEL BYD WEN LVS=Bottom (Leisure)
META(37):  -0.77% Top=SVM AEM EGO RTI GG FCX SSRI SCCO ….. CLF ANR RGLD CLD WLT PCX AKS ICO=Bottom (Metals & Mining)
REAL(63):  -0.78% Top=JOE RYN HPT BDN HST PLD AMB AGNC ….. SPG DRH HCP NHP EQR HCN CBG AIV=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 10:45 am ET http://daytrend.wordpress.com/category/market-stats/ $SPY $IWM

11/24/2010

Interview with Dr. Phil Pearlman on StockTwits TV

Filed under: General, Persistence Lists - Daily — daytrend @ 6:37 am

Dr. Phil Pearlman of StockTwits interviewed me on11/23/2010 on Market Shrinkology.  We covered the formulation of the Persistence UP and DOWN Lists in the last 10 minutes, especially their use of multiple time intervals.  We also covered the necessity for stalking to get the most from those lists.

03/13/2010

A Quick Way to View Charts from the Persistence Lists

Filed under: General, Persistence Lists - Daily — daytrend @ 11:23 am

@TheRTTrader brought up a point this week that will be helpful many traders.

To quickly look through a list of stocks using a web service, bookmark the Finviz Stock Screener.

http://www.finviz.com/screener.ashx?v=211

Then paste the list of symbols into the Tickers box, to the right, and hit Enter.

This works great with the Persistence UP and DOWN lists, done separately.

08/21/2009

Break time

Filed under: General, Persistence Lists - Daily — daytrend @ 1:51 pm

I’ll be taking a break until around Labor Day.  The Persistence Lists will resume then.

Trade well and stay healthy.

08/11/2009

Trader Pullback

Filed under: General — daytrend @ 5:49 pm

Just like trending stocks pullback before they woosh, traders can do the same.  Each year about this time and in mid to late December, I step back to get a better perspective.  For years, my most precious asset was solely time. Now, personal energy has become as precious.  I am on a mission to make this my most productive year, so, through Labor Day (unless the Mr. Market starts throwing money at longs or shorts), I will rethink every aspect of my life and make copious notes and resolutions.

This includes life in and out of trading.  It includes interactions with family, recreation, health, role of music, endeavors that drain but don’t yield, more effective centering and sleep, more effective and efficient preparation, better anticipation of various day scenarios, better money production and the organization and routine surrounding trading, a much tighter reading and viewing list, and a more directed blog and twitter presence.  I will also know what computers I will buy when Windows 7 comes out.  I might also spend a bit of time with an HTML book.

I chose this time because, some (many) years, the market turns less productive for traders from mid-August through a few days past Labor Day.  Of course, this year could be different.  But, if we don’t get a break now, we’re unlikely to get one before mid-December.  Use it or lose it.

In large part I will remain reachable in the normal ways.

The Silver is the New Black Theme. Blog at WordPress.com.

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