daytrend

09/30/2014

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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
10.2% of stocks are above yesterday’s high.
36.0% are above yesterday’s midpoint. (64.0% are below.)
34.8% are below yesterday’s low.
55.1% are inside yesterday’s range.
49.5% of stocks with today’s high > yesterday’s high. (50.5% less than).
54.0% of stocks with today’s low < yesterday’s low. (46.0% greater than).

EVIDENCE OF INTRADAY TREND
17.9% of stocks are above today’s open. (79.5% are below).
16.1% of stocks are above today’s open and yesterday’s close.
75.4% are below both.
13.0% of stocks opened above yesterday’s high.
43.6% of stocks opened above yesterday’s close. (45.8% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.7% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
23.5% are in the top half. 76.5% of stocks are in the bottom half of today’s range.
39.5% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN
22.2% of stocks are above yesterday’s close. (77.8% are below.)
0.5% are up 4.5% or more. 1.5% are down 4.5% or more.
0.7% are up 3.5% or more. 5.0% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.4%…>=90:2.2%…>=80:5.9%…>=50:21.4%…<=20:43.6%…<=10:20.8%…<=5:12.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:17.8%…<=20:7.7%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:21.6%…<=20:2.7%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.2% above previous 1 highs, 34.8% below previous 1 lows
6.8% above previous 2 highs, 29.7% below previous 2 lows
4.0% above previous 3 highs, 27.4% below previous 3 lows
3.3% above previous 4 highs, 26.3% below previous 4 lows
2.7% above previous 5 highs, 25.6% below previous 5 lows
2.1% above previous 6 highs, 24.9% below previous 6 lows
1.3% above previous 7 highs, 24.8% below previous 7 lows
1.1% above previous 8 highs, 24.7% below previous 8 lows
1.1% above previous 9 highs, 24.4% below previous 9 lows
1.1% above previous 10 highs, 23.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.2% are above or equal to 9/29 close (1 days ago), 77.8% are below.
21.5% are above or equal to 9/26 close (2 days ago), 78.5% are below.
44.5% are above or equal to 9/25 close (3 days ago), 55.5% are below.
18.5% are above or equal to 9/24 close (4 days ago), 81.5% are below.
29.0% are above or equal to 9/23 close (5 days ago), 71.0% are below.
19.2% are above or equal to 9/22 close (6 days ago), 80.8% are below.
12.2% are above or equal to 9/19 close (7 days ago), 87.8% are below.
10.3% are above or equal to 9/18 close (8 days ago), 89.7% are below.
13.6% are above or equal to 9/17 close (9 days ago), 86.4% are below.
17.0% are above or equal to 9/16 close (10 days ago), 83.0% are below.
23.1% are above or equal to 9/15 close (11 days ago), 76.9% are below.
20.9% are above or equal to 9/12 close (12 days ago), 79.1% are below.
16.9% are above or equal to 9/11 close (13 days ago), 83.1% are below.
18.5% are above or equal to 9/10 close (14 days ago), 81.5% are below.
21.6% are above or equal to 9/9 close (15 days ago), 78.4% are below.
17.6% are above or equal to 9/8 close (16 days ago), 82.4% are below.
19.0% are above or equal to 9/5 close (17 days ago), 81.0% are below.
21.3% are above or equal to 9/4 close (18 days ago), 78.7% are below.
21.3% are above or equal to 9/3 close (19 days ago), 78.7% are below.
20.9% are above or equal to 9/2 close (20 days ago), 79.1% are below.
22.5% are above or equal to 8/29 close (21 days ago), 77.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.1% new highs, 30.9% new lows
21d: 3.1% new highs, 30.4% new lows
42d: 2.6% new highs, 18.3% new lows
63d: 2.4% new highs, 17.2% new lows
126d: 2.2% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.3% above, 79.7% below
3-day: 20.1% above, 79.9% below
4-day: 28.2% above, 71.8% below
5-day: 23.5% above, 76.5% below
8-day: 19.3% above, 80.7% below
10-day: 16.3% above, 83.7% below
20-day: 17.0% above, 83.0% below
50-day: 29.9% above, 70.1% below
200-day: 49.0% above, 51.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 Closing)
LEIS(30): 0.03% Top=WYNN LVS MGM PNRA MPEL EXPE OWW JACK ….. YUM DRI BYD MCD SGMS SEAS BLMN PNK=Bottom (Leisure)
TRAN(29): -0.08% Top=TK AAL CP UPS JBLU KNX DAL LUV ….. XPO TRN GBX SAVE GLNG YRCW TDW CNW=Bottom (Transportation)
COSW(79): -0.26% Top=AWAY CSC NUAN INFA SFUN SNCR RHT AOL ….. YELP JD MENT GWRE PFPT VEEV FEYE TRAK=Bottom (Computer Software/Internet)
INSU(36): -0.38% Top=AFSI AJG CNO TRV AON CB AHL ALL ….. MTG VR BRO UNM GNW AGO ORI FAF=Bottom (Insurance)
FINA(88): -0.47% Top=TCBI EVR CME EFX LAZ WFC BK BAC ….. HBHC BXS WBS LPLA OCN WDR WETF RCAP=Bottom (Banks/Financials)
COHW(46): -0.55% Top=EMC HPQ WIN NTAP CTL WDC CCI XLS ….. SNDK RKUS CIEN OLED ARRS BBRY SWIR GOGO=Bottom (Computer Hardware/Telecom)
RETA(65): -0.58% Top=EBAY JCP WFM CDW LINTA CAB WMT NFLX ….. AEO GME DANG VSI ASNA SHLD FIVE BIG=Bottom (Retail & Specialty Retail)
DISV(48): -0.72% Top=CTAS V TNET GEO TYC MCO FLT FISV ….. BLOX RCII CXW Z HTZ HMSY YY CAR=Bottom (Diversified Services)
REAL(87): -0.79% Top=EJ CBL DDR OHI SRC CPT MAC AMT ….. IVR SUI LHO CYS PEB ARCP WMC RHP=Bottom (Real Estate)
META(25): -0.87% Top=CENX BTU CNX AA FCX CLF TCK RGLD ….. SLCA ABX AEM X PAAS AKS SSRI SWC=Bottom (Metals & Mining)
MATE(28): -0.98% Top=MAS RSG WM PWR CVA RYN PHM TPH ….. LEN SPF MTH RYL USG MDC MTRX OC=Bottom (Materials & Construction)
CONS(58): -0.99% Top=NUS BERY MAT FBHS SCSS JAH NKE PBI ….. TPX ICON UFS OI KATE KS SKX HAR=Bottom (Consumer)
HEAL(49): -1.25% Top=ALGN THOR BAX TMO A UNH EVHC AET ….. THC PODD WMGI ZLTQ WCG IRWD DXCM UHS=Bottom (Health)
MANU(41): -1.31% Top=GE DHR PLL PH TRS RXN PCP EMR ….. XYL JOY BGC GTLS ATI ATU GNRC JKS=Bottom (Manufacturing)
CHEM(33): -1.43% Top=CF DOW RPM APD SIAL MON DD FMC ….. CE CHMT MOS FTK MEOH GPRE WLK AXLL=Bottom (Chemicals/Fertilizers)
ENER(117): -1.69% Top=GEL RGP MMP BPL ETP SSE BWP PAGP ….. GDP BAS BBG HOS SFY EXXI CPE REXX=Bottom (Energy)
ELEC(56): -1.70% Top=INVN CODE GRMN TRMB FCS CRUS INTC NVDA ….. CSIQ GTAT FSL JASO TEL SUNE SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:25 pm

Market Stats at 2:24 pm ET
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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
8.4% of stocks are above yesterday’s high.
33.2% are above yesterday’s midpoint. (66.8% are below.)
36.3% are below yesterday’s low.
55.3% are inside yesterday’s range.
49.5% of stocks with today’s high > yesterday’s high. (50.5% less than).
53.1% of stocks with today’s low < yesterday’s low. (46.9% greater than).

EVIDENCE OF INTRADAY TREND
14.4% of stocks are above today’s open. (84.8% are below).
12.3% of stocks are above today’s open and yesterday’s close.
81.1% are below both.
13.3% of stocks opened above yesterday’s high.
44.6% of stocks opened above yesterday’s close. (46.2% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
16.6% are in the top half. 83.4% of stocks are in the bottom half of today’s range.
50.9% are in the bottom 20%.
31.9% are in the bottom 10%.

GAIN
16.8% of stocks are above yesterday’s close. (83.2% are below.)
0.5% are up 4.5% or more. 2.7% are down 4.5% or more.
0.8% are up 3.5% or more. 6.4% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.7%…>=80:4.6%…>=50:19.3%…<=20:45.6%…<=10:22.7%…<=5:12.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:16.7%…<=20:8.1%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:20.8%…<=20:2.8%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.4% above previous 1 highs, 36.3% below previous 1 lows
5.1% above previous 2 highs, 30.7% below previous 2 lows
3.5% above previous 3 highs, 28.7% below previous 3 lows
3.0% above previous 4 highs, 26.9% below previous 4 lows
2.5% above previous 5 highs, 25.8% below previous 5 lows
2.1% above previous 6 highs, 25.4% below previous 6 lows
1.4% above previous 7 highs, 25.2% below previous 7 lows
1.4% above previous 8 highs, 25.1% below previous 8 lows
1.4% above previous 9 highs, 24.8% below previous 9 lows
1.4% above previous 10 highs, 24.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
16.8% are above or equal to 9/29 close (1 days ago), 83.2% are below.
20.4% are above or equal to 9/26 close (2 days ago), 79.6% are below.
43.2% are above or equal to 9/25 close (3 days ago), 56.8% are below.
17.9% are above or equal to 9/24 close (4 days ago), 82.1% are below.
29.0% are above or equal to 9/23 close (5 days ago), 71.0% are below.
18.6% are above or equal to 9/22 close (6 days ago), 81.4% are below.
11.8% are above or equal to 9/19 close (7 days ago), 88.2% are below.
10.4% are above or equal to 9/18 close (8 days ago), 89.6% are below.
13.2% are above or equal to 9/17 close (9 days ago), 86.8% are below.
16.5% are above or equal to 9/16 close (10 days ago), 83.5% are below.
22.7% are above or equal to 9/15 close (11 days ago), 77.3% are below.
19.7% are above or equal to 9/12 close (12 days ago), 80.3% are below.
16.8% are above or equal to 9/11 close (13 days ago), 83.2% are below.
18.4% are above or equal to 9/10 close (14 days ago), 81.6% are below.
21.7% are above or equal to 9/9 close (15 days ago), 78.3% are below.
17.9% are above or equal to 9/8 close (16 days ago), 82.1% are below.
18.1% are above or equal to 9/5 close (17 days ago), 81.9% are below.
21.0% are above or equal to 9/4 close (18 days ago), 79.0% are below.
20.2% are above or equal to 9/3 close (19 days ago), 79.8% are below.
20.4% are above or equal to 9/2 close (20 days ago), 79.6% are below.
22.2% are above or equal to 8/29 close (21 days ago), 77.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.2% new highs, 30.3% new lows
21d: 3.2% new highs, 29.7% new lows
42d: 2.6% new highs, 17.7% new lows
63d: 2.4% new highs, 16.4% new lows
126d: 2.2% new highs, 9.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 15.6% above, 84.4% below
3-day: 18.1% above, 81.9% below
4-day: 25.9% above, 74.1% below
5-day: 22.1% above, 77.9% below
8-day: 18.1% above, 81.9% below
10-day: 15.7% above, 84.3% below
20-day: 16.2% above, 83.8% below
50-day: 29.5% above, 70.5% below
200-day: 48.4% above, 51.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 2:24 pm ET)
LEIS(30): 0.23% Top=WYNN LVS MPEL PNRA MGM OWW JACK EXPE ….. CAKE BYD BLMN MCD DRI SGMS SEAS PNK=Bottom (Leisure)
TRAN(29): -0.01% Top=TK UPS AAL JBLU KNX CP LUV DAL ….. CNI YRCW SAVE TRN GBX GLNG TDW CNW=Bottom (Transportation)
INSU(36): -0.41% Top=AFSI AJG ALL AON CNO TRV AHL AXS ….. PGR RDN GNW MTG AGO PRU ORI FAF=Bottom (Insurance)
FINA(88): -0.45% Top=TCBI ISBC EFX CME VLY WFC NDAQ ARCC ….. SLM BX LPLA RJF WDR WETF RCAP OCN=Bottom (Banks/Financials)
COSW(79): -0.48% Top=CSC AWAY NUAN SNCR SFUN CTSH AOL TSS ….. PFPT NOW TRAK VEEV SINA YELP FEYE JD=Bottom (Computer Software/Internet)
REAL(87): -0.55% Top=EJ OHI CPT DFT CBL DDR AMT SPG ….. WMC TWO GOV LXP NLY SUI RHP ARCP=Bottom (Real Estate)
COHW(46): -0.59% Top=EMC CTL NTAP HPQ WIN CCI WDC AAPL ….. BBRY CIEN OLED FNSR GOGO PANW ARRS SWIR=Bottom (Computer Hardware/Telecom)
DISV(48): -0.70% Top=CTAS GEO V ULTA TNET TYC MCO FISV ….. AL TMH CXW SERV HTZ Z YY CAR=Bottom (Diversified Services)
RETA(65): -0.73% Top=EBAY WFM CAB WMT KORS GNC CDW TFM ….. BURL RH AEO ASNA VSI FIVE SHLD BIG=Bottom (Retail & Specialty Retail)
CONS(58): -1.00% Top=NUS BERY NKE SCSS JAH CROX VFC EL ….. WHR KATE TPX OI UFS SKX KS HAR=Bottom (Consumer)
MATE(28): -1.10% Top=MAS RSG WM PWR TPH RYN VMC FLR ….. RYL MTH MDC KBH USG SPF OC MTRX=Bottom (Materials & Construction)
HEAL(49): -1.11% Top=TMO DVA BAX BCR AET ZMH BDX HOLX ….. WLP WMGI CYH THC DXCM IRWD WCG UHS=Bottom (Health)
META(25): -1.16% Top=CENX BTU CNX AA FCX RGLD TCK SCCO ….. SLCA AEM ABX X SWC AKS PAAS SSRI=Bottom (Metals & Mining)
MANU(41): -1.44% Top=GE DHR PH DE EMR PLL PCP RXN ….. XYL ETN GTLS BGC GNRC ATU ATI JKS=Bottom (Manufacturing)
CHEM(33): -1.58% Top=CF FMC MON SIAL DD TAM CYT VAL ….. FTK ALB CE MOS MEOH WLK GPRE AXLL=Bottom (Chemicals/Fertilizers)
ELEC(56): -1.86% Top=INVN GRMN TRMB CODE MU NVDA INTC BRCM ….. JASO CSIQ TEL SUNE FSL GTAT SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(117): -2.32% Top=SSE GEL BPL MMP ETP PAGP RGP MDU ….. HOS CRK BBG EPE CPE SFY REXX GDP=Bottom (Energy)

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 2:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:03 pm

Market Stats at 2:03 pm ET
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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
8.2% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
35.7% are below yesterday’s low.
56.1% are inside yesterday’s range.
49.3% of stocks with today’s high > yesterday’s high. (50.7% less than).
51.5% of stocks with today’s low < yesterday’s low. (48.5% greater than).

EVIDENCE OF INTRADAY TREND
15.1% of stocks are above today’s open. (84.2% are below).
12.8% of stocks are above today’s open and yesterday’s close.
80.2% are below both.
13.3% of stocks opened above yesterday’s high.
44.6% of stocks opened above yesterday’s close. (46.2% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.0% of stocks are in the top 10% of today’s range.
3.4% are in the top 20%.
17.7% are in the top half. 82.3% of stocks are in the bottom half of today’s range.
51.1% are in the bottom 20%.
29.9% are in the bottom 10%.

GAIN
17.3% of stocks are above yesterday’s close. (82.7% are below.)
0.4% are up 4.5% or more. 2.2% are down 4.5% or more.
0.8% are up 3.5% or more. 5.6% are down 3.5% or more.
55.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:2.0%…>=80:4.6%…>=50:19.7%…<=20:44.9%…<=10:22.1%…<=5:12.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:16.4%…<=20:8.0%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:20.9%…<=20:2.8%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.2% above previous 1 highs, 35.7% below previous 1 lows
5.2% above previous 2 highs, 29.4% below previous 2 lows
3.3% above previous 3 highs, 27.2% below previous 3 lows
2.5% above previous 4 highs, 25.8% below previous 4 lows
2.3% above previous 5 highs, 24.7% below previous 5 lows
1.7% above previous 6 highs, 24.4% below previous 6 lows
1.2% above previous 7 highs, 24.4% below previous 7 lows
1.2% above previous 8 highs, 24.3% below previous 8 lows
1.2% above previous 9 highs, 23.8% below previous 9 lows
1.2% above previous 10 highs, 23.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
17.3% are above or equal to 9/29 close (1 days ago), 82.7% are below.
20.9% are above or equal to 9/26 close (2 days ago), 79.1% are below.
44.5% are above or equal to 9/25 close (3 days ago), 55.5% are below.
18.7% are above or equal to 9/24 close (4 days ago), 81.3% are below.
29.8% are above or equal to 9/23 close (5 days ago), 70.2% are below.
19.5% are above or equal to 9/22 close (6 days ago), 80.5% are below.
11.5% are above or equal to 9/19 close (7 days ago), 88.5% are below.
10.5% are above or equal to 9/18 close (8 days ago), 89.5% are below.
13.4% are above or equal to 9/17 close (9 days ago), 86.6% are below.
16.5% are above or equal to 9/16 close (10 days ago), 83.5% are below.
22.5% are above or equal to 9/15 close (11 days ago), 77.5% are below.
20.0% are above or equal to 9/12 close (12 days ago), 80.0% are below.
17.0% are above or equal to 9/11 close (13 days ago), 83.0% are below.
18.5% are above or equal to 9/10 close (14 days ago), 81.5% are below.
21.7% are above or equal to 9/9 close (15 days ago), 78.3% are below.
17.8% are above or equal to 9/8 close (16 days ago), 82.2% are below.
18.6% are above or equal to 9/5 close (17 days ago), 81.4% are below.
21.1% are above or equal to 9/4 close (18 days ago), 78.9% are below.
20.7% are above or equal to 9/3 close (19 days ago), 79.3% are below.
20.7% are above or equal to 9/2 close (20 days ago), 79.3% are below.
22.1% are above or equal to 8/29 close (21 days ago), 77.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.2% new highs, 29.5% new lows
21d: 3.2% new highs, 29.0% new lows
42d: 2.6% new highs, 17.0% new lows
63d: 2.4% new highs, 15.7% new lows
126d: 2.2% new highs, 9.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 16.4% above, 83.6% below
3-day: 17.9% above, 82.1% below
4-day: 26.1% above, 73.9% below
5-day: 22.6% above, 77.4% below
8-day: 18.7% above, 81.3% below
10-day: 16.2% above, 83.8% below
20-day: 15.8% above, 84.2% below
50-day: 29.5% above, 70.5% below
200-day: 48.5% above, 51.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 2:03 pm ET)
LEIS(30): 0.21% Top=WYNN MPEL LVS PNRA MGM OWW EXPE JACK ….. YUM MCD BYD DRI SGMS BLMN SEAS PNK=Bottom (Leisure)
TRAN(29): 0.04% Top=TK UPS JBLU AAL KNX LUV CP DAL ….. XPO YRCW GBX TRN SAVE GLNG TDW CNW=Bottom (Transportation)
COSW(79): -0.43% Top=CSC AWAY NUAN SFUN SNCR CTSH AOL TSS ….. MENT VEEV SINA TRAK NOW YELP FEYE JD=Bottom (Computer Software/Internet)
FINA(88): -0.49% Top=TCBI ISBC ARCC CME EFX NDAQ WFC VLY ….. HBHC WU LPLA RJF WDR WETF OCN RCAP=Bottom (Banks/Financials)
INSU(36): -0.50% Top=AFSI AJG CNO ALL AON MET TRV MMC ….. GNW PGR PRU ORI RDN AGO MTG FAF=Bottom (Insurance)
COHW(46): -0.53% Top=EMC CTL NTAP HPQ S WIN CCI AAPL ….. CIEN OLED PANW FNSR SWIR BBRY ARRS GOGO=Bottom (Computer Hardware/Telecom)
REAL(87): -0.54% Top=EJ CPT OHI DFT PSA AMT GRT SPG ….. MFA LXP TWO GOV SUI NLY RHP ARCP=Bottom (Real Estate)
RETA(65): -0.64% Top=EBAY WFM GNC KORS CAB WMT JCP NFLX ….. RH M AEO FIVE ASNA VSI SHLD BIG=Bottom (Retail & Specialty Retail)
DISV(48): -0.70% Top=CTAS V GEO ULTA RRD TYC MCO TNET ….. ACM CXW AL SERV YY Z HTZ CAR=Bottom (Diversified Services)
CONS(58): -1.01% Top=NUS BERY SCSS NKE CROX TUMI JAH VFC ….. TPX SKX WHR OI KS KATE UFS HAR=Bottom (Consumer)
HEAL(49): -1.02% Top=TMO AET KND DVA UNH BAX BCR COO ….. THOR WMGI PODD THC DXCM IRWD WCG UHS=Bottom (Health)
MATE(28): -1.06% Top=MAS RSG WM PWR RYN TPH VMC FLR ….. RYL MDC MTH KBH SPF USG OC MTRX=Bottom (Materials & Construction)
META(25): -1.08% Top=CENX BTU AA CNX FCX RGLD TCK CLF ….. AEM AKS ABX X SLCA PAAS SWC SSRI=Bottom (Metals & Mining)
MANU(41): -1.40% Top=GE DHR PH EMR PCP RXN PLL DE ….. XYL CFX GTLS ETN GNRC ATU ATI JKS=Bottom (Manufacturing)
CHEM(33): -1.66% Top=FMC SIAL MON CF TAM DD CYT VAL ….. FTK ALB CE MOS MEOH WLK GPRE AXLL=Bottom (Chemicals/Fertilizers)
ELEC(56): -1.83% Top=INVN GRMN TRMB CODE MU INTC BRCM NVDA ….. MEI JASO GTAT SPWR SUNE FSL TEL TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(117): -2.02% Top=SSE BPL GEL ETP MMP RGP EXH PAGP ….. BAS CIE EPE BBG SFY CPE REXX GDP=Bottom (Energy)

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 2:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:09 am

Market Stats at 12:08 pm ET
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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
18.0% of stocks are above yesterday’s high.
51.1% are above yesterday’s midpoint. (48.9% are below.)
18.4% are below yesterday’s low.
63.6% are inside yesterday’s range.
48.4% of stocks with today’s high > yesterday’s high. (51.6% less than).
39.3% of stocks with today’s low < yesterday’s low. (60.7% greater than).

EVIDENCE OF INTRADAY TREND
31.4% of stocks are above today’s open. (67.3% are below).
27.7% of stocks are above today’s open and yesterday’s close.
60.2% are below both.
13.3% of stocks opened above yesterday’s high.
44.6% of stocks opened above yesterday’s close. (46.2% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.0% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
47.8% are in the top half. 52.2% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
14.6% are in the bottom 10%.

GAIN
36.1% of stocks are above yesterday’s close. (63.9% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
0.8% are up 3.5% or more. 1.6% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:3.3%…>=80:8.9%…>=50:33.9%…<=20:30.6%…<=10:15.7%…<=5:9.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:21.5%…<=20:6.3%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.2%…<=20:2.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.0% above previous 1 highs, 18.4% below previous 1 lows
11.5% above previous 2 highs, 16.3% below previous 2 lows
7.7% above previous 3 highs, 14.9% below previous 3 lows
5.1% above previous 4 highs, 14.1% below previous 4 lows
4.5% above previous 5 highs, 13.8% below previous 5 lows
3.5% above previous 6 highs, 13.4% below previous 6 lows
2.3% above previous 7 highs, 13.3% below previous 7 lows
2.0% above previous 8 highs, 13.1% below previous 8 lows
1.9% above previous 9 highs, 13.0% below previous 9 lows
1.9% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.1% are above or equal to 9/29 close (1 days ago), 63.9% are below.
31.6% are above or equal to 9/26 close (2 days ago), 68.4% are below.
58.0% are above or equal to 9/25 close (3 days ago), 42.0% are below.
25.1% are above or equal to 9/24 close (4 days ago), 74.9% are below.
38.5% are above or equal to 9/23 close (5 days ago), 61.5% are below.
25.4% are above or equal to 9/22 close (6 days ago), 74.6% are below.
14.6% are above or equal to 9/19 close (7 days ago), 85.4% are below.
13.9% are above or equal to 9/18 close (8 days ago), 86.1% are below.
17.7% are above or equal to 9/17 close (9 days ago), 82.3% are below.
20.4% are above or equal to 9/16 close (10 days ago), 79.6% are below.
26.7% are above or equal to 9/15 close (11 days ago), 73.3% are below.
23.8% are above or equal to 9/12 close (12 days ago), 76.2% are below.
19.5% are above or equal to 9/11 close (13 days ago), 80.5% are below.
21.1% are above or equal to 9/10 close (14 days ago), 78.9% are below.
25.4% are above or equal to 9/9 close (15 days ago), 74.6% are below.
20.4% are above or equal to 9/8 close (16 days ago), 79.6% are below.
20.7% are above or equal to 9/5 close (17 days ago), 79.3% are below.
22.7% are above or equal to 9/4 close (18 days ago), 77.3% are below.
22.2% are above or equal to 9/3 close (19 days ago), 77.8% are below.
22.4% are above or equal to 9/2 close (20 days ago), 77.6% are below.
24.3% are above or equal to 8/29 close (21 days ago), 75.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.0% new highs, 22.4% new lows
21d: 3.0% new highs, 22.2% new lows
42d: 2.3% new highs, 12.9% new lows
63d: 2.1% new highs, 11.6% new lows
126d: 1.9% new highs, 7.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.6% above, 65.4% below
3-day: 31.1% above, 68.9% below
4-day: 43.3% above, 56.7% below
5-day: 35.5% above, 64.5% below
8-day: 26.6% above, 73.4% below
10-day: 21.2% above, 78.8% below
20-day: 19.9% above, 80.1% below
50-day: 33.0% above, 67.0% below
200-day: 50.5% above, 49.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 12:08 pm ET)
TRAN(29): 0.92% Top=TK CP AAL LUV UPS JBLU NSC KNX ….. TRN YRCW CNI SAVE GLNG XPO TDW CNW=Bottom (Transportation)
LEIS(30): 0.40% Top=PNRA WYNN LVS MGM EXPE JACK OWW RCL ….. SONC EAT BLMN BYD DRI SEAS MCD PNK=Bottom (Leisure)
COSW(79): 0.01% Top=SFUN SNCR CSC CTSH AWAY AOL TSS TRIP ….. WWWW FEYE NOW CSOD JD TRAK GRPN SINA=Bottom (Computer Software/Internet)
FINA(88): 0.01% Top=TCBI ISBC EFX EVR AMP RY ETFC WFC ….. WDR OCN OZRK LPLA WETF BXS SLM RCAP=Bottom (Banks/Financials)
DISV(48): -0.03% Top=CTAS V ULTA URI GEO FISV CAR ASGN ….. GDOT HMSY SERV RCII BLOX YY CXW Z=Bottom (Diversified Services)
INSU(36): -0.07% Top=MET LNC AHL TRV MMC AIG AFSI AWH ….. AFL PGR MTG FNF RDN AGO MBI FAF=Bottom (Insurance)
COHW(46): -0.12% Top=HPQ NTAP EMC WDC AAPL S CCI VIP ….. COMM OLED FNSR SWIR RKUS GOGO ARRS BBRY=Bottom (Computer Hardware/Telecom)
REAL(87): -0.19% Top=EJ RLGY CUBE PSA AMT EXR SPG DFT ….. LXP SUI WMC AMH NLY ARCP RHP TWO=Bottom (Real Estate)
RETA(65): -0.20% Top=EBAY WFM GNC NFLX CDW CAB KORS DANG ….. RH PIR BURL FINL ASNA VSI SHLD BIG=Bottom (Retail & Specialty Retail)
MATE(28): -0.38% Top=MAS PWR VMC WM RSG RYN FLR DAR ….. RYL USG MTH SPF KBH MDC MTRX OC=Bottom (Materials & Construction)
META(25): -0.46% Top=CENX BTU AA CLF CNX SCCO TCK FCX ….. GG AEM NEM ABX X SWC PAAS SSRI=Bottom (Metals & Mining)
HEAL(49): -0.52% Top=TMO UNH AET BCR DVA HNT A HOLX ….. PODD THC STJ IRWD HCA DXCM WCG UHS=Bottom (Health)
CONS(58): -0.57% Top=BERY NUS NKE SCSS IP CROX JAH VFC ….. WHR TPX GT UFS KATE OI SKX HAR=Bottom (Consumer)
MANU(41): -0.61% Top=DHR GE PH EMR PLL PCP FLS AGCO ….. KMT JOY CFX ATI GTLS ATU GNRC JKS=Bottom (Manufacturing)
CHEM(33): -0.89% Top=CYT POL DD HUN TAM SIAL FMC MON ….. OLN POT CE WLK GPRE MEOH MOS AXLL=Bottom (Chemicals/Fertilizers)
ELEC(56): -0.95% Top=INVN AMBA GRMN BRCM INTC NVDA GLW MXIM ….. CSIQ FSL SPWR MEI TEL JASO SUNE TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(117): -1.31% Top=SSE MDU ETP EXH GEL MUR BPL SE ….. CRK REXX CPE BBG PDCE SFY EPE GDP=Bottom (Energy)

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 12:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:52 am ET
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 917.

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
18.3% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint. (39.6% are below.)
14.8% are below yesterday’s low.
66.8% are inside yesterday’s range.
43.0% of stocks with today’s high > yesterday’s high. (57.0% less than).
35.9% of stocks with today’s low < yesterday’s low. (64.1% greater than).

EVIDENCE OF INTRADAY TREND
35.8% of stocks are above today’s open. (61.3% are below).
29.2% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
13.3% of stocks opened above yesterday’s high.
44.5% of stocks opened above yesterday’s close. (46.3% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.5% of stocks are in the top 10% of today’s range.
25.8% are in the top 20%.
59.3% are in the top half. 40.7% of stocks are in the bottom half of today’s range.
5.1% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
38.8% of stocks are above yesterday’s close. (61.2% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.8% are up 3.5% or more. 0.3% are down 3.5% or more.
79.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:3.3%…>=80:10.3%…>=50:36.5%…<=20:27.6%…<=10:14.5%…<=5:7.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:23.0%…<=20:5.6%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.8%…<=20:2.0%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.3% above previous 1 highs, 14.8% below previous 1 lows
12.4% above previous 2 highs, 13.4% below previous 2 lows
9.2% above previous 3 highs, 12.0% below previous 3 lows
6.5% above previous 4 highs, 11.6% below previous 4 lows
5.3% above previous 5 highs, 10.9% below previous 5 lows
3.8% above previous 6 highs, 10.7% below previous 6 lows
2.3% above previous 7 highs, 10.6% below previous 7 lows
1.9% above previous 8 highs, 10.4% below previous 8 lows
1.9% above previous 9 highs, 10.3% below previous 9 lows
1.7% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.8% are above or equal to 9/29 close (1 days ago), 61.2% are below.
35.2% are above or equal to 9/26 close (2 days ago), 64.8% are below.
61.2% are above or equal to 9/25 close (3 days ago), 38.8% are below.
27.0% are above or equal to 9/24 close (4 days ago), 73.0% are below.
39.7% are above or equal to 9/23 close (5 days ago), 60.3% are below.
26.2% are above or equal to 9/22 close (6 days ago), 73.8% are below.
16.2% are above or equal to 9/19 close (7 days ago), 83.8% are below.
14.2% are above or equal to 9/18 close (8 days ago), 85.8% are below.
17.7% are above or equal to 9/17 close (9 days ago), 82.3% are below.
19.6% are above or equal to 9/16 close (10 days ago), 80.4% are below.
27.6% are above or equal to 9/15 close (11 days ago), 72.4% are below.
25.1% are above or equal to 9/12 close (12 days ago), 74.9% are below.
19.7% are above or equal to 9/11 close (13 days ago), 80.3% are below.
21.9% are above or equal to 9/10 close (14 days ago), 78.1% are below.
25.3% are above or equal to 9/9 close (15 days ago), 74.7% are below.
21.4% are above or equal to 9/8 close (16 days ago), 78.6% are below.
21.6% are above or equal to 9/5 close (17 days ago), 78.4% are below.
23.4% are above or equal to 9/4 close (18 days ago), 76.6% are below.
22.4% are above or equal to 9/3 close (19 days ago), 77.6% are below.
22.8% are above or equal to 9/2 close (20 days ago), 77.2% are below.
24.6% are above or equal to 8/29 close (21 days ago), 75.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 20.3% new lows
21d: 2.5% new highs, 20.1% new lows
42d: 1.9% new highs, 11.5% new lows
63d: 1.7% new highs, 10.1% new lows
126d: 1.5% new highs, 6.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.8% above, 63.2% below
3-day: 34.4% above, 65.6% below
4-day: 48.3% above, 51.7% below
5-day: 37.6% above, 62.4% below
8-day: 28.1% above, 71.9% below
10-day: 22.7% above, 77.3% below
20-day: 20.7% above, 79.3% below
50-day: 34.6% above, 65.4% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 10:52 am ET)
TRAN(29): 0.52% Top=TK CP KSU NSC UPS UNP SWFT FDX ….. DAL AAL SAVE TDW ALK UAL JBLU CNW=Bottom (Transportation)
META(26): 0.41% Top=CENX BTU CLF AA AKS TCK SLCA CCJ ….. EGO GG PAAS ABX SWC SLW SSRI X=Bottom (Metals & Mining)
FINA(88): 0.10% Top=JNS TCBI ISBC WFC UMPQ PVTB C APO ….. LAZ FII WETF WU LPLA SLM OCN RCAP=Bottom (Banks/Financials)
INSU(36): 0.04% Top=MET AIG GNW TRV VR LNC ALL HIG ….. AFL FNF TMK RDN PGR MTG AGO FAF=Bottom (Insurance)
REAL(87): -0.01% Top=EJ DRH BEE CUBE PSA EDR PEB VNO ….. NLY BAM CBG MPW WMC ARCP RHP NRF=Bottom (Real Estate)
COSW(79): -0.06% Top=SFUN CTSH YHOO AOL CSC VDSI SNCR WBMD ….. CTRX CSOD TRAK DWRE VEEV SINA GRPN JD=Bottom (Computer Software/Internet)
COHW(46): -0.09% Top=S HPQ AAPL EMC CTL NTAP CCI VZ ….. PLCM SYNA FNSR GOGO SWIR CIEN RKUS ARRS=Bottom (Computer Hardware/Telecom)
DISV(48): -0.16% Top=CTAS V MA GEO ADS TYC APOL FLT ….. GDOT ACM RCII CXW YY HMSY SERV Z=Bottom (Diversified Services)
ENER(117): -0.17% Top=SSE SU PVA EXH MUR MDU LPI TSO ….. GDP EEP RIG EXXI SM HLX PDCE HOS=Bottom (Energy)
RETA(65): -0.21% Top=EBAY WFM JCP CDW DANG NFLX TFM GNC ….. KMX ANF BURL RH VSI PIR FINL BIG=Bottom (Retail & Specialty Retail)
LEIS(30): -0.24% Top=PNRA EXPE OWW JACK WEN RCL SBUX WYN ….. MGM MCD BLMN SEAS SGMS BYD PNK MPEL=Bottom (Leisure)
MATE(29): -0.29% Top=MAS PWR VMC RYN RSG WM MDR CVA ….. DHI SPF MDC MTRX USG TPH KBH OC=Bottom (Materials & Construction)
HEAL(49): -0.50% Top=TMO BCR ZLTQ DVA AET OPK THOR A ….. ALGN MOH ESRX THC HCA DXCM WCG UHS=Bottom (Health)
MANU(41): -0.50% Top=AGCO DHR PH PLL GE EMR PCP FLS ….. ATU TEX GTLS CFX DDD ATI GNRC JKS=Bottom (Manufacturing)
CHEM(33): -0.52% Top=FTK POL WPZ DOW CYT DD HUN FMC ….. WLK ALB GRA CE FUL MEOH AXLL MOS=Bottom (Chemicals/Fertilizers)
CONS(58): -0.61% Top=NUS BERY IP NKE EL SCSS VFC SON ….. KS GT KATE OI ICON FOSL SKX HAR=Bottom (Consumer)
ELEC(56): -0.95% Top=INVN AMBA GRMN BRCM TRMB MU MCHP ALTR ….. ONNN TEL CSIQ ENPH SUNE FSL MEI TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 917.

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
5.9% of stocks are above yesterday’s high.
38.6% are above yesterday’s midpoint. (61.4% are below.)
20.8% are below yesterday’s low.
73.3% are inside yesterday’s range.
35.1% of stocks with today’s high > yesterday’s high. (64.9% less than).
27.5% of stocks with today’s low < yesterday’s low. (72.5% greater than).

EVIDENCE OF INTRADAY TREND
9.7% of stocks are above today’s open. (89.2% are below).
6.8% of stocks are above today’s open and yesterday’s close.
83.8% are below both.
13.3% of stocks opened above yesterday’s high.
44.5% of stocks opened above yesterday’s close. (46.3% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.2% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
13.4% are in the top half. 86.6% of stocks are in the bottom half of today’s range.
63.0% are in the bottom 20%.
44.8% are in the bottom 10%.

GAIN
12.5% of stocks are above yesterday’s close. (87.5% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
0.5% are up 3.5% or more. 0.7% are down 3.5% or more.
73.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.4%…>=90:1.4%…>=80:4.5%…>=50:16.8%…<=20:40.2%…<=10:19.3%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:17.6%…<=20:6.5%…<=10:1.0%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:21.0%…<=20:2.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.9% above previous 1 highs, 20.8% below previous 1 lows
4.4% above previous 2 highs, 18.8% below previous 2 lows
3.2% above previous 3 highs, 16.5% below previous 3 lows
2.5% above previous 4 highs, 15.9% below previous 4 lows
2.2% above previous 5 highs, 14.5% below previous 5 lows
1.9% above previous 6 highs, 14.2% below previous 6 lows
1.3% above previous 7 highs, 14.1% below previous 7 lows
1.1% above previous 8 highs, 13.8% below previous 8 lows
1.0% above previous 9 highs, 13.6% below previous 9 lows
1.0% above previous 10 highs, 13.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.5% are above or equal to 9/29 close (1 days ago), 87.5% are below.
21.0% are above or equal to 9/26 close (2 days ago), 79.0% are below.
49.5% are above or equal to 9/25 close (3 days ago), 50.5% are below.
20.2% are above or equal to 9/24 close (4 days ago), 79.8% are below.
32.9% are above or equal to 9/23 close (5 days ago), 67.1% are below.
21.0% are above or equal to 9/22 close (6 days ago), 79.0% are below.
12.6% are above or equal to 9/19 close (7 days ago), 87.4% are below.
11.2% are above or equal to 9/18 close (8 days ago), 88.8% are below.
14.3% are above or equal to 9/17 close (9 days ago), 85.7% are below.
16.7% are above or equal to 9/16 close (10 days ago), 83.3% are below.
22.9% are above or equal to 9/15 close (11 days ago), 77.1% are below.
21.4% are above or equal to 9/12 close (12 days ago), 78.6% are below.
17.4% are above or equal to 9/11 close (13 days ago), 82.6% are below.
19.1% are above or equal to 9/10 close (14 days ago), 80.9% are below.
22.2% are above or equal to 9/9 close (15 days ago), 77.8% are below.
18.9% are above or equal to 9/8 close (16 days ago), 81.1% are below.
19.0% are above or equal to 9/5 close (17 days ago), 81.0% are below.
21.2% are above or equal to 9/4 close (18 days ago), 78.8% are below.
20.8% are above or equal to 9/3 close (19 days ago), 79.2% are below.
20.7% are above or equal to 9/2 close (20 days ago), 79.3% are below.
22.5% are above or equal to 8/29 close (21 days ago), 77.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 14.4% new lows
21d: 2.1% new highs, 14.4% new lows
42d: 1.4% new highs, 8.7% new lows
63d: 1.3% new highs, 7.7% new lows
126d: 1.1% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.8% above, 88.2% below
3-day: 14.3% above, 85.7% below
4-day: 27.4% above, 72.6% below
5-day: 24.0% above, 76.0% below
8-day: 18.8% above, 81.2% below
10-day: 16.2% above, 83.8% below
20-day: 16.9% above, 83.1% below
50-day: 31.1% above, 68.9% below
200-day: 49.7% above, 50.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 9:53 am ET)
FINA(88): -0.35% Top=ISBC ARCC TCBI CME EFX PVTB EVR WFC ….. OZRK TD WETF WDR SLM OCN BX RCAP=Bottom (Banks/Financials)
RETA(65): -0.40% Top=EBAY WFM CDW TFM JCP NFLX KR CAB ….. GES ANN SHLD VSI BIG RH FINL ANF=Bottom (Retail & Specialty Retail)
INSU(36): -0.43% Top=VR AJG TRV MET CB BRO AON ALL ….. PGR AWH UNM RDN FAF MTG GNW AFSI=Bottom (Insurance)
REAL(87): -0.44% Top=EJ AMT TWO NLY DRH AGNC PSA CPT ….. CBG BAM OHI SRC ARCP WMC RHP NRF=Bottom (Real Estate)
COSW(79): -0.46% Top=SFUN SNCR CSC CTSH AOL NQ CTXS VRNT ….. SPLK LNKD GRPN SINA CSOD QLIK YELP JD=Bottom (Computer Software/Internet)
DISV(48): -0.46% Top=CTAS V MA GEO ADS TYC FISV HRB ….. TMH YY MAN HMSY ASGN RCII CXW Z=Bottom (Diversified Services)
META(26): -0.46% Top=CENX AA CCJ RGLD AUY BTU FCX SLCA ….. CLF STLD TCK SLW SWC SSRI PAAS X=Bottom (Metals & Mining)
COHW(46): -0.54% Top=FTR NTAP HPQ AAPL CTL EMC CCI WDC ….. SYNA INFN OLED SSYS FNSR ARRS SWIR GOGO=Bottom (Computer Hardware/Telecom)
LEIS(30): -0.58% Top=PNRA JACK EXPE RCL SBUX HOT BYD SONC ….. WYNN SGMS PNK MCD MGM LVS OWW MPEL=Bottom (Leisure)
MATE(29): -0.59% Top=MAS VMC RYN WM CVA PWR RSG FAST ….. SPF USG MDC RYL DHI MTH KBH OC=Bottom (Materials & Construction)
CHEM(33): -0.63% Top=POL FMC DD SIAL PX HUN TAM CF ….. RPM ASH CHMT CE MEOH FUL MOS AXLL=Bottom (Chemicals/Fertilizers)
TRAN(29): -0.68% Top=TK CP UPS NSC FDX UNP CHRW KSU ….. SAVE SWFT AAL XPO UAL DAL JBLU CNW=Bottom (Transportation)
HEAL(49): -0.68% Top=AET UNH MDT DVA HNT XRAY DGX A ….. ESRX MOH BKD HCA PODD UHS WCG DXCM=Bottom (Health)
CONS(58): -0.76% Top=BERY NUS FBHS IP MWV EL SON HAS ….. ICON BC FOSL CROX UFS KATE GT HAR=Bottom (Consumer)
MANU(41): -0.79% Top=AGCO PLL BGC MRC DHR PH FLS PCP ….. XYL RXN JOY GNRC DDD TEX CFX JKS=Bottom (Manufacturing)
ENER(117): -0.80% Top=SSE MUR EXH SU COG ETP MDU LPI ….. CRK CPE HLX EPE BAS SM GDP EXXI=Bottom (Energy)
ELEC(56): -1.40% Top=AMBA INVN BRCM GLW GRMN SNPS TRMB ADI ….. SUNE SPWR ONNN CSIQ ENPH FSL GTAT TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:06 am

PRE – Market Stats at 9:06 am ET #premarket
by daytrend on 20140930. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 174.

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
33.9% of stocks are above yesterday’s high.
76.4% are above yesterday’s midpoint. (23.6% are below.)
9.2% are below yesterday’s low.
56.9% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
9.2% of stocks with today’s low < yesterday’s low. (90.8% 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.
33.9% of stocks opened above yesterday’s high.
74.7% of stocks opened above yesterday’s close. (25.3% opened below yesterday’s close).
9.2% of stocks opened below yesterday’s low.

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
74.7% of stocks are above yesterday’s close. (25.3% are below.)
2.3% are up 4.5% or more. 0.6% are down 4.5% or more.
2.3% are up 3.5% or more. 0.6% are down 3.5% or more.
75.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:6.3%…>=80:21.3%…>=50:52.3%…<=20:14.9%…<=10:7.5%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:35.6%…<=20:4.6%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:39.7%…<=20:1.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.9% above previous 1 highs, 9.2% below previous 1 lows
24.1% above previous 2 highs, 9.2% below previous 2 lows
16.1% above previous 3 highs, 8.6% below previous 3 lows
13.2% above previous 4 highs, 8.6% below previous 4 lows
13.2% above previous 5 highs, 8.6% below previous 5 lows
9.2% above previous 6 highs, 7.5% below previous 6 lows
6.9% above previous 7 highs, 7.5% below previous 7 lows
6.3% above previous 8 highs, 6.9% below previous 8 lows
5.7% above previous 9 highs, 6.9% below previous 9 lows
5.7% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
74.7% are above or equal to 9/29 close (1 days ago), 25.3% are below.
48.3% are above or equal to 9/26 close (2 days ago), 51.7% are below.
67.8% are above or equal to 9/25 close (3 days ago), 32.2% are below.
29.3% are above or equal to 9/24 close (4 days ago), 70.7% are below.
41.4% are above or equal to 9/23 close (5 days ago), 58.6% are below.
38.5% are above or equal to 9/22 close (6 days ago), 61.5% are below.
22.4% are above or equal to 9/19 close (7 days ago), 77.6% are below.
21.3% are above or equal to 9/18 close (8 days ago), 78.7% are below.
26.4% are above or equal to 9/17 close (9 days ago), 73.6% are below.
31.6% are above or equal to 9/16 close (10 days ago), 68.4% are below.
37.4% are above or equal to 9/15 close (11 days ago), 62.6% are below.
33.3% are above or equal to 9/12 close (12 days ago), 66.7% are below.
28.7% are above or equal to 9/11 close (13 days ago), 71.3% are below.
33.9% are above or equal to 9/10 close (14 days ago), 66.1% are below.
36.8% are above or equal to 9/9 close (15 days ago), 63.2% are below.
32.2% are above or equal to 9/8 close (16 days ago), 67.8% are below.
32.8% are above or equal to 9/5 close (17 days ago), 67.2% are below.
36.2% are above or equal to 9/4 close (18 days ago), 63.8% are below.
39.1% are above or equal to 9/3 close (19 days ago), 60.9% are below.
36.2% are above or equal to 9/2 close (20 days ago), 63.8% are below.
40.2% are above or equal to 8/29 close (21 days ago), 59.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.6% new highs, 6.3% new lows
21d: 4.6% new highs, 6.3% new lows
42d: 3.4% new highs, 5.2% new lows
63d: 3.4% new highs, 4.6% new lows
126d: 3.4% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.7% above, 25.3% below
3-day: 55.2% above, 44.8% below
4-day: 60.9% above, 39.1% below
5-day: 47.1% above, 52.9% below
8-day: 36.2% above, 63.8% below
10-day: 33.3% above, 66.7% below
20-day: 33.3% above, 66.7% below
50-day: 46.0% above, 54.0% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140930 9:06 am ET)
TRAN(10): 1.71% Top=TK GBX AAL DAL LUV CP FDX TRN ….. AAL DAL LUV CP FDX TRN UPS JBLU=Bottom (Transportation)
MATE(4): 1.48% Top=MAS PHM WM OC ….. MAS PHM WM OC=Bottom (Materials & Construction)
HEAL(2): 1.02% Top=PRXL UHS ….. PRXL UHS=Bottom (Health)
MANU(5): 0.65% Top=JKS DDD GE CMI DE ….. JKS DDD GE CMI DE=Bottom (Manufacturing)
COSW(24): 0.59% Top=SFUN NQ CSC SNCR AKAM JD FB YELP ….. CNQR GOOGL LNKD MSFT ADP IBM ORCL GRPN=Bottom (Computer Software/Internet)
RETA(20): 0.57% Top=EBAY WAG KORS JCP CVS GNC KR LOW ….. M HD PIR TGT BBY SHLD VSI TJX=Bottom (Retail & Specialty Retail)
DISV(9): 0.51% Top=CTAS FLT MCO YY HTZ PCLN MA V ….. FLT MCO YY HTZ PCLN MA V Z=Bottom (Diversified Services)
CONS(6): 0.51% Top=SKX UA JAH HBI NKE COH ….. SKX UA JAH HBI NKE COH=Bottom (Consumer)
ENER(17): 0.42% Top=BWP GDP EXXI PTEN LPI RRC DVN OKS ….. PAA COP RIG CVX MPC EEP ESV OIS=Bottom (Energy)
REAL(4): 0.37% Top=EJ WMC BDN O ….. EJ WMC BDN O=Bottom (Real Estate)
ELEC(15): 0.35% Top=AMBA INVN SCTY MU SPWR SWKS CSIQ CREE ….. CREE JBL INTC FSLR SUNE ISIL GTAT TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(14): 0.34% Top=BRCD SWIR HPQ AAPL PANW EMC SSYS T ….. SSYS T BBRY S ARUN CTL CSCO JDSU=Bottom (Computer Hardware/Telecom)
LEIS(12): 0.19% Top=MAR SBUX PNRA RCL CCL LVS TXRH WYNN ….. CCL LVS TXRH WYNN MGM MCD YUM WEN=Bottom (Leisure)
FINA(9): 0.14% Top=MS C JPM BAC FITB JNS RY KEY ….. C JPM BAC FITB JNS RY KEY AXP=Bottom (Banks/Financials)
INSU(1): 0.11% Top=AIG ….. AIG=Bottom (Insurance)
META(17): 0.08% Top=CENX AA FCX SLCA AKS BTU CLF CCJ ….. GG EGO SLW ABX AUY NEM PAAS SSRI=Bottom (Metals & Mining)
CHEM(5): -0.24% Top=DOW HUN AGU POT MOS ….. DOW HUN AGU POT MOS=Bottom (Chemicals/Fertilizers)

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.
PRE – Market Stats at 9:06 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/29/2014

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20140929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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
21.6% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
16.4% are below yesterday’s low.
62.1% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
61.1% of stocks with today’s low < yesterday’s low. (38.9% greater than).

EVIDENCE OF INTRADAY TREND
77.8% of stocks are above today’s open. (21.2% are below).
36.4% of stocks are above today’s open and yesterday’s close.
20.7% are below both.
1.6% of stocks opened above yesterday’s high.
3.9% of stocks opened above yesterday’s close. (95.2% opened below yesterday’s close).
31.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.3% of stocks are in the top 10% of today’s range.
40.3% are in the top 20%.
76.8% are in the top half. 23.2% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
38.0% of stocks are above yesterday’s close. (62.0% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 1.1% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:2.8%…>=80:10.4%…>=50:41.2%…<=20:22.1%…<=10:11.2%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:23.1%…<=20:4.4%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.2%…<=20:2.0%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.6% above previous 1 highs, 16.4% below previous 1 lows
13.2% above previous 2 highs, 12.6% below previous 2 lows
9.6% above previous 3 highs, 11.9% below previous 3 lows
7.6% above previous 4 highs, 11.4% below previous 4 lows
5.6% above previous 5 highs, 11.3% below previous 5 lows
3.6% above previous 6 highs, 11.2% below previous 6 lows
3.1% above previous 7 highs, 11.2% below previous 7 lows
2.9% above previous 8 highs, 10.8% below previous 8 lows
2.9% above previous 9 highs, 10.3% below previous 9 lows
2.8% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.0% are above or equal to 9/26 close (1 days ago), 62.0% are below.
68.3% are above or equal to 9/25 close (2 days ago), 31.7% are below.
27.5% are above or equal to 9/24 close (3 days ago), 72.5% are below.
42.6% are above or equal to 9/23 close (4 days ago), 57.4% are below.
28.0% are above or equal to 9/22 close (5 days ago), 72.0% are below.
14.8% are above or equal to 9/19 close (6 days ago), 85.2% are below.
13.3% are above or equal to 9/18 close (7 days ago), 86.7% are below.
17.1% are above or equal to 9/17 close (8 days ago), 82.9% are below.
19.8% are above or equal to 9/16 close (9 days ago), 80.2% are below.
27.4% are above or equal to 9/15 close (10 days ago), 72.6% are below.
23.7% are above or equal to 9/12 close (11 days ago), 76.3% are below.
19.4% are above or equal to 9/11 close (12 days ago), 80.6% are below.
22.2% are above or equal to 9/10 close (13 days ago), 77.8% are below.
25.1% are above or equal to 9/9 close (14 days ago), 74.9% are below.
20.2% are above or equal to 9/8 close (15 days ago), 79.8% are below.
21.2% are above or equal to 9/5 close (16 days ago), 78.8% are below.
23.5% are above or equal to 9/4 close (17 days ago), 76.5% are below.
22.4% are above or equal to 9/3 close (18 days ago), 77.6% are below.
22.5% are above or equal to 9/2 close (19 days ago), 77.5% are below.
24.6% are above or equal to 8/29 close (20 days ago), 75.4% are below.
27.8% are above or equal to 8/28 close (21 days ago), 72.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.8% new highs, 32.1% new lows
21d: 2.8% new highs, 31.4% new lows
42d: 2.3% new highs, 15.2% new lows
63d: 1.8% new highs, 13.7% new lows
126d: 1.7% new highs, 7.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.8% above, 63.2% below
3-day: 56.1% above, 43.9% below
4-day: 42.0% above, 58.0% below
5-day: 42.1% above, 57.9% below
8-day: 24.6% above, 75.4% below
10-day: 21.5% above, 78.5% below
20-day: 19.6% above, 80.4% below
50-day: 35.1% above, 64.9% below
200-day: 51.7% above, 48.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140929 Closing)
ENER(117): 0.62% Top=ATHL RSPP LPI FANG CPE ETP EPE BCEI ….. ATW SN HLX PDCE RIG NE RDC DO=Bottom (Energy)
HEAL(49): 0.32% Top=IRWD THOR WCG ZLTQ PRXL A CNC DXCM ….. ABT BAX KND CI STJ AET BSX MDT=Bottom (Health)
COSW(79): 0.16% Top=NQ INFA CSC SNCR AWAY INTU VRNT QLIK ….. FFIV ATVI FEYE YELP JD CSOD WBMD SINA=Bottom (Computer Software/Internet)
DISV(49): -0.01% Top=RCII ATHN SERV MYGN XRS TMH GEO FLT ….. ALLE CAR PCLN MAN AAN HTZ Z GDOT=Bottom (Diversified Services)
ELEC(56): -0.02% Top=AMBA ENPH VSH SUNE MU VECO INTC CPHD ….. TRMB SPWR TEL GLW CSIQ GTAT TSL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.19% Top=SHLD BBY FINL BID AEO CPRT CST AN ….. M URBN VSI KSS MELI GNC SPLS PIR=Bottom (Retail & Specialty Retail)
TRAN(29): -0.24% Top=SWFT FDX CP KSU ODFL KNX TK XPO ….. TRN ALK UAL DAL GBX YRCW SAVE AAL=Bottom (Transportation)
REAL(88): -0.25% Top=PKY DCT EDR KRC ACC HST PSA BXP ….. HLSS PEI DRH BAM PEB LPT RLGY NLY=Bottom (Real Estate)
CHEM(33): -0.37% Top=FUL PPG AXLL GPRE CF OLN IFF MON ….. WLK APD PX FMC CE AGU ALB HUN=Bottom (Chemicals/Fertilizers)
COHW(46): -0.40% Top=LVLT FTR INFN SWIR PANW NSR PLCM BRCD ….. S HPQ FNSR UBNT WIN GOGO VIP XLS=Bottom (Computer Hardware/Telecom)
CONS(58): -0.40% Top=CROX SCSS BLL NWL SKX CLX BMS TPX ….. FBHS UFS LULU IRBT AVY HAR KATE KS=Bottom (Consumer)
INSU(36): -0.43% Top=AON WSH CINF PGR AFSI ACGL AFL CNO ….. AJG ACE MTG GNW AXS PRU FNF MBI=Bottom (Insurance)
LEIS(32): -0.46% Top=JACK MCD DNKN PNRA TXRH SONC EXPE KKD ….. SEAS PNK OWW BYD MPEL LVS WYNN SGMS=Bottom (Leisure)
MATE(29): -0.57% Top=OC RYN WM EXP CVA AWI PWR MAS ….. USG PHM MDC VMC MTH RYL TPH KBH=Bottom (Materials & Construction)
FINA(89): -0.61% Top=LM UMPQ EVR TCBI COF FRC FMER PVTB ….. RJF BLK ARMK IVZ BKU CG LAZ JNS=Bottom (Banks/Financials)
MANU(41): -0.84% Top=MRC TEX RXN HON KMT ATU PH DCI ….. RS PNR GTLS AME ATI CFX JKS BGC=Bottom (Manufacturing)
META(26): -1.12% Top=SWC CCJ CNX SLCA SCCO RGLD BTU GG ….. SSRI TCK PAAS X AUY AKS CENX CLF=Bottom (Metals & Mining)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:09 pm

Market Stats at 3:09 pm ET
by daytrend on 20140929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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
16.7% of stocks are above yesterday’s high.
52.0% are above yesterday’s midpoint. (48.0% are below.)
16.7% are below yesterday’s low.
66.6% are inside yesterday’s range.
32.9% of stocks with today’s high > yesterday’s high. (67.1% less than).
60.7% of stocks with today’s low < yesterday’s low. (39.3% greater than).

EVIDENCE OF INTRADAY TREND
76.4% of stocks are above today’s open. (22.6% are below).
29.7% of stocks are above today’s open and yesterday’s close.
21.8% are below both.
1.6% of stocks opened above yesterday’s high.
3.9% of stocks opened above yesterday’s close. (95.2% opened below yesterday’s close).
31.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.8% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
73.8% are in the top half. 26.2% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
31.4% of stocks are above yesterday’s close. (68.6% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
71.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.7%…>=90:1.5%…>=80:7.6%…>=50:34.5%…<=20:22.3%…<=10:11.4%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:20.5%…<=20:4.6%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.1%…<=20:2.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.7% above previous 1 highs, 16.7% below previous 1 lows
10.1% above previous 2 highs, 13.1% below previous 2 lows
7.4% above previous 3 highs, 12.6% below previous 3 lows
5.4% above previous 4 highs, 12.1% below previous 4 lows
3.8% above previous 5 highs, 11.9% below previous 5 lows
2.4% above previous 6 highs, 11.9% below previous 6 lows
2.1% above previous 7 highs, 11.9% below previous 7 lows
1.8% above previous 8 highs, 11.5% below previous 8 lows
1.7% above previous 9 highs, 11.1% below previous 9 lows
1.7% above previous 10 highs, 10.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.4% are above or equal to 9/26 close (1 days ago), 68.6% are below.
65.4% are above or equal to 9/25 close (2 days ago), 34.6% are below.
24.8% are above or equal to 9/24 close (3 days ago), 75.2% are below.
39.2% are above or equal to 9/23 close (4 days ago), 60.8% are below.
26.0% are above or equal to 9/22 close (5 days ago), 74.0% are below.
13.3% are above or equal to 9/19 close (6 days ago), 86.7% are below.
12.4% are above or equal to 9/18 close (7 days ago), 87.6% are below.
15.9% are above or equal to 9/17 close (8 days ago), 84.1% are below.
18.5% are above or equal to 9/16 close (9 days ago), 81.5% are below.
26.7% are above or equal to 9/15 close (10 days ago), 73.3% are below.
22.4% are above or equal to 9/12 close (11 days ago), 77.6% are below.
18.5% are above or equal to 9/11 close (12 days ago), 81.5% are below.
21.5% are above or equal to 9/10 close (13 days ago), 78.5% are below.
24.1% are above or equal to 9/9 close (14 days ago), 75.9% are below.
18.9% are above or equal to 9/8 close (15 days ago), 81.1% are below.
20.5% are above or equal to 9/5 close (16 days ago), 79.5% are below.
22.3% are above or equal to 9/4 close (17 days ago), 77.7% are below.
21.6% are above or equal to 9/3 close (18 days ago), 78.4% are below.
21.9% are above or equal to 9/2 close (19 days ago), 78.1% are below.
23.8% are above or equal to 8/29 close (20 days ago), 76.2% are below.
27.1% are above or equal to 8/28 close (21 days ago), 72.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 32.0% new lows
21d: 2.5% new highs, 31.3% new lows
42d: 2.3% new highs, 15.1% new lows
63d: 1.8% new highs, 13.5% new lows
126d: 1.7% new highs, 7.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.6% above, 69.4% below
3-day: 52.3% above, 47.7% below
4-day: 37.1% above, 62.9% below
5-day: 37.8% above, 62.2% below
8-day: 22.0% above, 78.0% below
10-day: 19.2% above, 80.8% below
20-day: 19.1% above, 80.9% below
50-day: 33.5% above, 66.5% below
200-day: 51.5% above, 48.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140929 3:09 pm ET)
ENER(117): 0.18% Top=ATHL LPI RSPP FANG PXD CPE ETP EGN ….. BWP PDCE EXXI SN RIG NE RDC DO=Bottom (Energy)
HEAL(49): 0.14% Top=IRWD WCG THOR PRXL A CNC HOLX MD ….. ABT BKD KND CI AET BSX STJ MDT=Bottom (Health)
COSW(79): -0.07% Top=NQ INFA SNCR INTU ADBE QLIK CERN VRNT ….. YELP CTRX ATVI FFIV CSOD WBMD JD SINA=Bottom (Computer Software/Internet)
DISV(49): -0.17% Top=RCII SERV MYGN ATHN XRS FLT TMH GEO ….. TNET CAR MAN HTZ PCLN AAN Z GDOT=Bottom (Diversified Services)
ELEC(56): -0.18% Top=AMBA ENPH MU SUNE INTC VECO VSH LLTC ….. CGNX SPWR GLW GTAT SCTY CSIQ TSL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.23% Top=SHLD FINL BBY AEO BID CPRT AN DLTR ….. GES M URBN MELI KSS GNC SPLS PIR=Bottom (Retail & Specialty Retail)
TRAN(29): -0.32% Top=SWFT CP FDX KSU KNX ODFL TK CNW ….. TRN UAL DAL TDW YRCW GBX SAVE AAL=Bottom (Transportation)
REAL(88): -0.35% Top=EDR PKY DCT KRC DDR ACC HST EQY ….. OHI BAM DRH HLSS PEB LPT RLGY NLY=Bottom (Real Estate)
LEIS(32): -0.43% Top=JACK MCD TXRH DNKN PNRA SONC CAKE YUM ….. PNK BYD OWW MPEL SEAS LVS WYNN SGMS=Bottom (Leisure)
CHEM(33): -0.46% Top=FUL GPRE PPG CF MON IFF OLN RPM ….. CE WLK WPZ APD PX ALB FMC HUN=Bottom (Chemicals/Fertilizers)
CONS(58): -0.50% Top=BLL CROX SCSS NWL SKX TPX BMS CLX ….. WWW FBHS UFS HAR KATE IRBT AVY KS=Bottom (Consumer)
COHW(46): -0.53% Top=LVLT INFN FTR PANW PLCM SWIR NSR CSCO ….. CIEN WDC S HPQ WIN GOGO VIP XLS=Bottom (Computer Hardware/Telecom)
INSU(36): -0.57% Top=WSH AFSI PGR AON CINF ACGL RDN AFL ….. ACE FAF MTG GNW FNF PRU AXS MBI=Bottom (Insurance)
MATE(29): -0.57% Top=OC RYN WM MDR CVA MAS AWI EXP ….. MDC PHM MTRX MTH VMC RYL TPH KBH=Bottom (Materials & Construction)
FINA(89): -0.72% Top=LM UMPQ COF EVR EWBC KKR CIT FRC ….. RJF BLK IVZ BKU LAZ ARMK CG JNS=Bottom (Banks/Financials)
MANU(41): -0.84% Top=MRC ATU HON KMT RXN TRS TEX PLL ….. RS GTLS PNR AME ATI CFX JKS BGC=Bottom (Manufacturing)
META(26): -0.85% Top=SWC CCJ CNX SLCA SCCO RGLD EGO AEM ….. AUY PAAS AA TCK X AKS CENX CLF=Bottom (Metals & Mining)

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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/26/2014

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20140926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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

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

COMPARED TO YESTERDAY’S RANGE
22.4% of stocks are above yesterday’s high.
58.1% are above yesterday’s midpoint. (41.9% are below.)
7.1% are below yesterday’s low.
70.5% are inside yesterday’s range.
34.1% of stocks with today’s high > yesterday’s high. (65.9% less than).
48.5% of stocks with today’s low < yesterday’s low. (51.5% greater than).

EVIDENCE OF INTRADAY TREND
79.2% of stocks are above today’s open. (19.6% are below).
76.3% of stocks are above today’s open and yesterday’s close.
13.5% are below both.
2.9% of stocks opened above yesterday’s high.
61.4% of stocks opened above yesterday’s close. (32.7% opened below yesterday’s close).
10.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
82.9% are in the top half. 17.1% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
0.9% are up 4.5% or more. 0.1% are down 4.5% or more.
2.6% are up 3.5% or more. 0.2% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:1.9%…>=80:6.3%…>=50:47.8%…<=20:16.7%…<=10:9.0%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:22.2%…<=20:4.7%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:27.2%…<=20:1.7%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.4% above previous 1 highs, 7.1% below previous 1 lows
12.6% above previous 2 highs, 6.5% below previous 2 lows
8.2% above previous 3 highs, 6.1% below previous 3 lows
4.6% above previous 4 highs, 6.1% below previous 4 lows
2.7% above previous 5 highs, 6.1% below previous 5 lows
2.3% above previous 6 highs, 6.0% below previous 6 lows
2.2% above previous 7 highs, 5.8% below previous 7 lows
2.1% above previous 8 highs, 5.1% below previous 8 lows
2.1% above previous 9 highs, 5.1% below previous 9 lows
2.0% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 9/25 close (1 days ago), 16.0% are below.
26.4% are above or equal to 9/24 close (2 days ago), 73.6% are below.
46.3% are above or equal to 9/23 close (3 days ago), 53.7% are below.
30.5% are above or equal to 9/22 close (4 days ago), 69.5% are below.
14.5% are above or equal to 9/19 close (5 days ago), 85.5% are below.
12.7% are above or equal to 9/18 close (6 days ago), 87.3% are below.
16.9% are above or equal to 9/17 close (7 days ago), 83.1% are below.
20.5% are above or equal to 9/16 close (8 days ago), 79.5% are below.
28.9% are above or equal to 9/15 close (9 days ago), 71.1% are below.
24.5% are above or equal to 9/12 close (10 days ago), 75.5% are below.
20.5% are above or equal to 9/11 close (11 days ago), 79.5% are below.
22.0% are above or equal to 9/10 close (12 days ago), 78.0% are below.
26.4% are above or equal to 9/9 close (13 days ago), 73.6% are below.
20.0% are above or equal to 9/8 close (14 days ago), 80.0% are below.
21.2% are above or equal to 9/5 close (15 days ago), 78.8% are below.
23.4% are above or equal to 9/4 close (16 days ago), 76.6% are below.
22.8% are above or equal to 9/3 close (17 days ago), 77.2% are below.
22.9% are above or equal to 9/2 close (18 days ago), 77.1% are below.
25.6% are above or equal to 8/29 close (19 days ago), 74.4% are below.
29.4% are above or equal to 8/28 close (20 days ago), 70.6% are below.
27.3% are above or equal to 8/27 close (21 days ago), 72.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.6% new highs, 29.8% new lows
21d: 1.5% new highs, 29.6% new lows
42d: 1.2% new highs, 16.6% new lows
63d: 0.9% new highs, 14.9% new lows
126d: 0.5% new highs, 7.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.1% above, 17.9% below
3-day: 48.6% above, 51.4% below
4-day: 46.6% above, 53.4% below
5-day: 41.3% above, 58.7% below
8-day: 22.4% above, 77.6% below
10-day: 21.6% above, 78.4% below
20-day: 20.4% above, 79.6% below
50-day: 35.8% above, 64.2% below
200-day: 52.4% above, 47.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140926 Closing)
ENER(117): 1.43% Top=CJES RES ATW EPE RDC HAL KOS BAS ….. MMP HMHC BPL EXXI SFY MMLP PWE HOS=Bottom (Energy)
LEIS(29): 1.38% Top=BYD LVS SGMS SIX PNK WEN KKD RCL ….. CCL MGM CAKE EAT LTM MCD MAR PNRA=Bottom (Leisure)
FINA(89): 1.32% Top=JNS LM BLK WETF FRC KKR APO CG ….. USB SNV LAZ CIT FITB OZRK EVR PSEC=Bottom (Banks/Financials)
TRAN(29): 1.25% Top=YRCW SAVE GBX ODFL AAL JBHT CNW JBLU ….. LUV EXPD UAL TRN TDW DAL GLNG SWFT=Bottom (Transportation)
ELEC(56): 1.14% Top=MU AMBA ENPH VECO IDTI TSL GTAT OVTI ….. SNPS SMTC WAT CSIQ SCTY ONNN SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.98% Top=AZPN YHOO AOL VDSI VRNT NQ LNKD SPLK ….. ADSK XRX TSS VNET SYMC RHT TRAK DWRE=Bottom (Computer Software/Internet)
CHEM(33): 0.91% Top=GPRE CHMT FUL CF MEOH WPZ AXLL APD ….. FTK MOS CYT ASH CE FMC MON AGU=Bottom (Chemicals/Fertilizers)
CONS(58): 0.88% Top=NKE UA NUS PKG HBI BC SCSS LULU ….. SEE BLL OI PBI CCK KATE MAT AVP=Bottom (Consumer)
REAL(87): 0.87% Top=EJ BEE PEB PEI RHP SHO PKY LPT ….. HTS HLSS NLY CYS BXMT TWO STWD AGNC=Bottom (Real Estate)
INSU(35): 0.79% Top=VR AJG HIG ORI MMC FAF L MBI ….. CINF ALL PRU RDN ACE MET WSH AXS=Bottom (Insurance)
MANU(41): 0.67% Top=JKS AME AGCO ETN ROK JOY DOV EMR ….. MHK AOS GTLS SWK DDD DE TRS ATU=Bottom (Manufacturing)
COHW(46): 0.63% Top=BBRY AAPL SWIR GOGO RKUS SNDK MSI CSCO ….. COMM ARUN CIEN VIP FNSR INFN FTR WIN=Bottom (Computer Hardware/Telecom)
DISV(49): 0.58% Top=BLOX ADS SBAC GEO GPN APOL FLT Z ….. WOOF ULTA TMH VNTV MYGN XRS TNET SERV=Bottom (Diversified Services)
MATE(29): 0.27% Top=FLR DAR WY FAST USG LEN WM MTZ ….. VMC KBH MTH RSG TPH SPF OC PHM=Bottom (Materials & Construction)
RETA(66): 0.26% Top=BURL FIVE DKS TSCO AEO TFM DSW ASNA ….. WAG SPLS BBY ANF KORS JCP SHLD FINL=Bottom (Retail & Specialty Retail)
HEAL(49): 0.24% Top=KND ZLTQ BAX THOR DXCM EVHC MDT HNT ….. WMGI HCA DVA ESRX A CYH THC UHS=Bottom (Health)
META(26): -0.42% Top=AA SLCA CNX CMC AKS CENX FCX SCCO ….. GG ABX RGLD EGO BTU SSRI AUY CLF=Bottom (Metals & Mining)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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