daytrend

10/31/2014

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

Closing Stats
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
66.2% of stocks are above yesterday’s high.
87.8% are above yesterday’s midpoint. (12.2% are below.)
3.2% are below yesterday’s low.
30.6% are inside yesterday’s range.
83.8% of stocks with today’s high > yesterday’s high. (16.2% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND
57.5% of stocks are above today’s open. (40.9% are below).
56.8% of stocks are above today’s open and yesterday’s close.
12.5% are below both.
66.2% of stocks opened above yesterday’s high.
92.2% of stocks opened above yesterday’s close. (6.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
25.2% of stocks are in the top 10% of today’s range.
38.9% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
86.8% of stocks are above yesterday’s close. (13.2% are below.)
6.4% are up 4.5% or more. 1.1% are down 4.5% or more.
12.3% are up 3.5% or more. 1.5% are down 3.5% or more.
31.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.8%…>=90:41.1%…>=80:63.0%…>=50:85.8%…<=20:5.6%…<=10:3.8%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.5%…>=80:9.2%…>=50:80.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:75.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
66.2% above previous 1 highs, 3.2% below previous 1 lows
52.3% above previous 2 highs, 2.8% below previous 2 lows
49.4% above previous 3 highs, 2.8% below previous 3 lows
48.5% above previous 4 highs, 2.6% below previous 4 lows
47.3% above previous 5 highs, 2.5% below previous 5 lows
45.6% above previous 6 highs, 2.4% below previous 6 lows
43.2% above previous 7 highs, 2.4% below previous 7 lows
42.6% above previous 8 highs, 2.1% below previous 8 lows
42.5% above previous 9 highs, 1.7% below previous 9 lows
42.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
86.8% are above or equal to 10/30 close (1 days ago), 13.2% are below.
81.5% are above or equal to 10/29 close (2 days ago), 18.5% are below.
76.4% are above or equal to 10/28 close (3 days ago), 23.6% are below.
85.3% are above or equal to 10/27 close (4 days ago), 14.7% are below.
80.4% are above or equal to 10/24 close (5 days ago), 19.6% are below.
79.3% are above or equal to 10/23 close (6 days ago), 20.7% are below.
85.1% are above or equal to 10/22 close (7 days ago), 14.9% are below.
75.9% are above or equal to 10/21 close (8 days ago), 24.1% are below.
84.2% are above or equal to 10/20 close (9 days ago), 15.8% are below.
87.6% are above or equal to 10/17 close (10 days ago), 12.4% are below.
87.8% are above or equal to 10/16 close (11 days ago), 12.2% are below.
90.8% are above or equal to 10/15 close (12 days ago), 9.2% are below.
91.9% are above or equal to 10/14 close (13 days ago), 8.1% are below.
92.2% are above or equal to 10/13 close (14 days ago), 7.8% are below.
87.5% are above or equal to 10/10 close (15 days ago), 12.5% are below.
82.2% are above or equal to 10/9 close (16 days ago), 17.8% are below.
69.7% are above or equal to 10/8 close (17 days ago), 30.3% are below.
74.4% are above or equal to 10/7 close (18 days ago), 25.6% are below.
67.7% are above or equal to 10/6 close (19 days ago), 32.3% are below.
65.1% are above or equal to 10/3 close (20 days ago), 34.9% are below.
68.1% are above or equal to 10/2 close (21 days ago), 31.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 46.5% new highs, 1.6% new lows
21d: 46.3% new highs, 1.6% new lows
42d: 26.4% new highs, 1.6% new lows
63d: 24.9% new highs, 1.4% new lows
126d: 19.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.2% above, 13.8% below
3-day: 85.0% above, 15.0% below
4-day: 83.0% above, 17.0% below
5-day: 85.1% above, 14.9% below
8-day: 84.4% above, 15.6% below
10-day: 83.5% above, 16.5% below
20-day: 85.3% above, 14.7% below
50-day: 61.3% above, 38.7% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 Closing)
ELEC(62): 3.81% Top=CODE AMKR FCS FSL TQNT RFMD SPWR CSIQ ….. SNPS BRKR CRUS WAT CREE CPHD OVTI TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 2.14% Top=PEIX EMN PPG MEOH AXLL CBT FUL PX ….. APD OLN GPRE WLK CF TAM WPZ FMC=Bottom (Chemicals/Fertilizers)
MANU(51): 2.09% Top=BGC JKS GTLS TEX ITT MHK CRS ATI ….. GE PLL HON LII DE DOV PNR PCP=Bottom (Manufacturing)
COSW(88): 1.95% Top=GRPN LNKD MDSO VNET DWRE ANGI TTWO VIPS ….. TRI GWRE SLH MDRX TWTR SNCR AZPN NQ=Bottom (Computer Software/Internet)
ENER(132): 1.79% Top=PVA GPOR SN EGN ALJ RICE BCEI CRZO ….. RGP NGL CRR CMLP BPL DO NS SSE=Bottom (Energy)
DISV(51): 1.77% Top=ESI FLT PCLN YY Z VPRT MYGN HMSY ….. MA RRD JEC ULTA XRS RCII ADS SBAC=Bottom (Diversified Services)
TRAN(34): 1.74% Top=GLNG TRN JBLU SAVE GBX DAL AAL WAB ….. LUV NSC CSX XPO ODFL SWFT CHRW TDW=Bottom (Transportation)
FINA(91): 1.71% Top=WETF ACAS ISBC FRC EVR SCHW ETFC CME ….. APAM APO EFX LM BMO RY PSEC RCAP=Bottom (Banks/Financials)
LEIS(37): 1.55% Top=SGMS GPRO EXPE BYD YUM SEAS EAT LTM ….. PNRA CAKE BWLD HOT DNKN H SBUX LOCO=Bottom (Leisure)
COHW(49): 1.54% Top=ANET CRAY SYNA XLS SSYS SNDK JDSU LXK ….. BBRY BCE CTL WIN GOGO CNSL CCI COMM=Bottom (Computer Hardware/Telecom)
INSU(41): 1.28% Top=LNC AON RDN FNF MET GNW MMC AFSI ….. AWH AHL ACE ACGL UNM VR FAF AFL=Bottom (Insurance)
HEAL(60): 1.21% Top=GMED WCG ACHC MOH CYH CNC THOR WLP ….. SPNC STJ WMGI OPK MR TRNX VOLC ZLTQ=Bottom (Health)
RETA(72): 1.13% Top=MELI OUTR FIVE NFLX RH LAD DANG BID ….. ANF GES KSS VSI DSW CONN GNC SHLD=Bottom (Retail & Specialty Retail)
REAL(90): 1.04% Top=CUBE RLGY AIV GGP MPW LHO EXR PSA ….. MFA CBSO DEI O AMT OHI OFC ARCP=Bottom (Real Estate)
CONS(60): 0.81% Top=AVP ACCO OI FBHS KS UFS GPK GT ….. TUP SKX RL HBI CRI HAR NWL TPX=Bottom (Consumer)
META(23): 0.71% Top=CLF CMC SLCA AKS CENX AA CCJ X ….. TCK SWC SLW ABX RGLD AEM PAAS NEM=Bottom (Metals & Mining)
MATE(31): 0.54% Top=MTZ AWI PWR VMC BCC DAR FAST SRCL ….. LEN TOL TPH RYL KBH MDC RSG SPF=Bottom (Materials & Construction)

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 @ 1:04 pm

Market Stats at 2:04 pm ET
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
58.5% of stocks are above yesterday’s high.
83.5% are above yesterday’s midpoint. (16.5% are below.)
3.9% are below yesterday’s low.
37.6% are inside yesterday’s range.
81.4% of stocks with today’s high > yesterday’s high. (18.6% less than).
14.2% of stocks with today’s low < yesterday’s low. (85.8% greater than).

EVIDENCE OF INTRADAY TREND
47.6% of stocks are above today’s open. (51.6% are below).
45.5% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
66.3% of stocks opened above yesterday’s high.
92.4% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.6% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
56.0% are in the top half. 44.0% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN
81.5% of stocks are above yesterday’s close. (18.5% are below.)
4.2% are up 4.5% or more. 0.9% are down 4.5% or more.
7.9% are up 3.5% or more. 1.4% are down 3.5% or more.
42.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:22.7%…>=90:38.0%…>=80:57.7%…>=50:80.8%…<=20:7.1%…<=10:4.4%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:8.9%…>=50:79.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:73.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.5% above previous 1 highs, 3.9% below previous 1 lows
45.9% above previous 2 highs, 3.5% below previous 2 lows
43.4% above previous 3 highs, 3.1% below previous 3 lows
42.8% above previous 4 highs, 2.7% below previous 4 lows
41.6% above previous 5 highs, 2.5% below previous 5 lows
39.5% above previous 6 highs, 2.4% below previous 6 lows
37.6% above previous 7 highs, 2.4% below previous 7 lows
37.2% above previous 8 highs, 2.2% below previous 8 lows
37.2% above previous 9 highs, 1.9% below previous 9 lows
37.1% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
81.5% are above or equal to 10/30 close (1 days ago), 18.5% are below.
78.1% are above or equal to 10/29 close (2 days ago), 21.9% are below.
73.0% are above or equal to 10/28 close (3 days ago), 27.0% are below.
84.5% are above or equal to 10/27 close (4 days ago), 15.5% are below.
77.3% are above or equal to 10/24 close (5 days ago), 22.7% are below.
77.4% are above or equal to 10/23 close (6 days ago), 22.6% are below.
83.0% are above or equal to 10/22 close (7 days ago), 17.0% are below.
73.7% are above or equal to 10/21 close (8 days ago), 26.3% are below.
82.6% are above or equal to 10/20 close (9 days ago), 17.4% are below.
85.7% are above or equal to 10/17 close (10 days ago), 14.3% are below.
86.8% are above or equal to 10/16 close (11 days ago), 13.2% are below.
89.6% are above or equal to 10/15 close (12 days ago), 10.4% are below.
90.6% are above or equal to 10/14 close (13 days ago), 9.4% are below.
91.4% are above or equal to 10/13 close (14 days ago), 8.6% are below.
86.7% are above or equal to 10/10 close (15 days ago), 13.3% are below.
80.5% are above or equal to 10/9 close (16 days ago), 19.5% are below.
68.3% are above or equal to 10/8 close (17 days ago), 31.7% are below.
72.9% are above or equal to 10/7 close (18 days ago), 27.1% are below.
66.0% are above or equal to 10/6 close (19 days ago), 34.0% are below.
63.0% are above or equal to 10/3 close (20 days ago), 37.0% are below.
67.1% are above or equal to 10/2 close (21 days ago), 32.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 45.0% new highs, 1.5% new lows
21d: 44.7% new highs, 1.5% new lows
42d: 25.5% new highs, 1.5% new lows
63d: 24.0% new highs, 1.4% new lows
126d: 19.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.5% above, 19.5% below
3-day: 80.5% above, 19.5% below
4-day: 78.0% above, 22.0% below
5-day: 81.1% above, 18.9% below
8-day: 80.7% above, 19.3% below
10-day: 80.3% above, 19.7% below
20-day: 82.4% above, 17.6% below
50-day: 59.9% above, 40.1% below
200-day: 55.9% above, 44.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 2:04 pm ET)
ELEC(62): 3.43% Top=CODE AMKR FSL FCS RFMD AMBA TQNT SPWR ….. BRKR SNPS WAT CRUS CREE OVTI CPHD TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(88): 1.87% Top=GRPN LNKD MDSO TTWO SFUN VNET NUAN DWRE ….. TWTR AZPN SWI SLH ACIW MDRX MSCI NQ=Bottom (Computer Software/Internet)
LEIS(37): 1.56% Top=SGMS GPRO BYD EXPE YUM SEAS SONC LVS ….. HOT PNRA BWLD DNKN MAR H LOCO SBUX=Bottom (Leisure)
MANU(51): 1.55% Top=JKS ITT MHK TEX GTLS BGC ZBRA CRS ….. AGCO DE LII PLL MRC DOV PCP PNR=Bottom (Manufacturing)
CHEM(34): 1.54% Top=EMN PEIX MEOH PPG CHMT AXLL RPM FUL ….. POL WLK TAM FTK GPRE CF WPZ FMC=Bottom (Chemicals/Fertilizers)
DISV(51): 1.54% Top=ESI YY FLT PCLN Z HMSY ASGN URI ….. XRS CXW RCII HTZ R VNTV ADS SBAC=Bottom (Diversified Services)
FINA(91): 1.51% Top=WETF EVR ACAS ISBC FRC WU XOOM BXS ….. APAM CBOE APO LM RY BMO PSEC RCAP=Bottom (Banks/Financials)
TRAN(34): 1.42% Top=SAVE JBLU DAL CNW TRN ALK AAL GLNG ….. UNP TK LUV SWFT CNI ODFL CHRW TDW=Bottom (Transportation)
HEAL(60): 1.41% Top=GMED ACHC WCG CNC CYH MOH KND THOR ….. WMGI SIRO OPK PKI VAR STJ ZLTQ VOLC=Bottom (Health)
COHW(49): 1.35% Top=ANET NSR SSYS CRAY SNDK XLS JDSU WDC ….. VIP FTR BCE CTL WIN CNSL COMM CCI=Bottom (Computer Hardware/Telecom)
RETA(72): 1.15% Top=MELI OUTR FIVE GME NFLX DANG BBY RH ….. JCP LB CPRT KSS VSI CONN SHLD GNC=Bottom (Retail & Specialty Retail)
INSU(41): 1.07% Top=LNC AON RDN FNF AGO MET GNW CLGX ….. AIZ ACE ACGL VR UNM AFL AFSI FAF=Bottom (Insurance)
REAL(90): 0.65% Top=CUBE AIV RLGY GGP PSA LHO MPW HLSS ….. WMC GOV CYS OHI AMT O OFC ARCP=Bottom (Real Estate)
CONS(60): 0.37% Top=ACCO FBHS SEE AVP UFS GT GPK MWV ….. RL DECK PVH HBI SKX HAR NWL TPX=Bottom (Consumer)
ENER(132): 0.30% Top=PVA GPOR BBEP EGN GEL SN ALJ MMP ….. GDP UPL EEP AREX BPL NS DO SSE=Bottom (Energy)
META(23): 0.28% Top=CLF CMC SLCA CENX AKS CCJ CNX X ….. TCK SWC SLW RGLD ABX AEM PAAS NEM=Bottom (Metals & Mining)
MATE(31): 0.18% Top=MTZ PWR DAR AWI VMC OC BCC SRCL ….. TOL LEN FLR RYL KBH RSG MDC SPF=Bottom (Materials & Construction)

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 2:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:07 am

Market Stats at 12:07 pm ET
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
59.4% of stocks are above yesterday’s high.
84.7% are above yesterday’s midpoint. (15.3% are below.)
3.9% are below yesterday’s low.
36.7% are inside yesterday’s range.
79.9% of stocks with today’s high > yesterday’s high. (20.1% less than).
13.3% of stocks with today’s low < yesterday’s low. (86.7% greater than).

EVIDENCE OF INTRADAY TREND
45.9% of stocks are above today’s open. (52.5% are below).
43.9% of stocks are above today’s open and yesterday’s close.
15.5% are below both.
66.3% of stocks opened above yesterday’s high.
92.4% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.0% of stocks are in the top 10% of today’s range.
23.3% 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.
20.7% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN
82.3% of stocks are above yesterday’s close. (17.7% are below.)
3.4% are up 4.5% or more. 0.8% are down 4.5% or more.
5.7% are up 3.5% or more. 1.1% are down 3.5% or more.
43.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:23.5%…>=90:37.6%…>=80:57.4%…>=50:81.3%…<=20:7.1%…<=10:4.4%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:8.5%…>=50:78.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:73.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
59.4% above previous 1 highs, 3.9% below previous 1 lows
46.0% above previous 2 highs, 3.5% below previous 2 lows
43.1% above previous 3 highs, 3.2% below previous 3 lows
42.5% above previous 4 highs, 2.6% below previous 4 lows
41.1% above previous 5 highs, 2.5% below previous 5 lows
39.7% above previous 6 highs, 2.4% below previous 6 lows
37.5% above previous 7 highs, 2.4% below previous 7 lows
37.2% above previous 8 highs, 2.2% below previous 8 lows
37.1% above previous 9 highs, 1.9% below previous 9 lows
37.0% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.3% are above or equal to 10/30 close (1 days ago), 17.7% are below.
78.1% are above or equal to 10/29 close (2 days ago), 21.9% are below.
72.2% are above or equal to 10/28 close (3 days ago), 27.8% are below.
83.6% are above or equal to 10/27 close (4 days ago), 16.4% are below.
77.3% are above or equal to 10/24 close (5 days ago), 22.7% are below.
77.1% are above or equal to 10/23 close (6 days ago), 22.9% are below.
83.2% are above or equal to 10/22 close (7 days ago), 16.8% are below.
73.8% are above or equal to 10/21 close (8 days ago), 26.2% are below.
82.8% are above or equal to 10/20 close (9 days ago), 17.2% are below.
85.6% are above or equal to 10/17 close (10 days ago), 14.4% are below.
86.1% are above or equal to 10/16 close (11 days ago), 13.9% are below.
89.1% are above or equal to 10/15 close (12 days ago), 10.9% are below.
91.1% are above or equal to 10/14 close (13 days ago), 8.9% are below.
91.1% are above or equal to 10/13 close (14 days ago), 8.9% are below.
86.5% are above or equal to 10/10 close (15 days ago), 13.5% are below.
80.5% are above or equal to 10/9 close (16 days ago), 19.5% are below.
67.8% are above or equal to 10/8 close (17 days ago), 32.2% are below.
72.5% are above or equal to 10/7 close (18 days ago), 27.5% are below.
65.9% are above or equal to 10/6 close (19 days ago), 34.1% are below.
63.3% are above or equal to 10/3 close (20 days ago), 36.7% are below.
66.6% are above or equal to 10/2 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 43.7% new highs, 1.5% new lows
21d: 43.4% new highs, 1.5% new lows
42d: 24.9% new highs, 1.5% new lows
63d: 23.4% new highs, 1.4% new lows
126d: 19.0% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.6% above, 18.4% below
3-day: 80.5% above, 19.5% below
4-day: 78.9% above, 21.1% below
5-day: 80.6% above, 19.4% below
8-day: 80.6% above, 19.4% below
10-day: 80.0% above, 20.0% below
20-day: 82.4% above, 17.6% below
50-day: 59.7% above, 40.3% below
200-day: 56.0% above, 44.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 12:07 pm ET)
ELEC(62): 3.21% Top=CODE AMKR FCS FSL SPWR AMBA MCHP CSIQ ….. BRKR SNPS WAT CREE CPHD VECO OVTI TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(88): 1.65% Top=GRPN LNKD TTWO SFUN DWRE MDSO VEEV VNET ….. SPLK SNCR SLH DBD GWRE ACIW NQ MSCI=Bottom (Computer Software/Internet)
LEIS(37): 1.62% Top=SGMS GPRO BYD EXPE YUM EAT TXRH SEAS ….. BWLD HOT DNKN MAR H LQ SBUX LOCO=Bottom (Leisure)
FINA(91): 1.57% Top=WETF EVR SCHW ETFC WU FRC ISBC PVTB ….. EFX LM BMO RY PSEC CBOE RCAP OCN=Bottom (Banks/Financials)
DISV(51): 1.41% Top=YY FLT PCLN Z VPRT URI HMSY ASGN ….. ADS XRS HTZ RCII VNTV R SBAC WTW=Bottom (Diversified Services)
CHEM(34): 1.40% Top=PEIX EMN MEOH AXLL CHMT CE FUL RPM ….. OLN CF FTK TAM GPRE WLK FMC WPZ=Bottom (Chemicals/Fertilizers)
MANU(51): 1.34% Top=JKS MHK ITT TEX ZBRA BGC PRLB GTLS ….. DE PLL MWA PCP PNR DOV LII MRC=Bottom (Manufacturing)
TRAN(34): 1.25% Top=SAVE AAL JBLU TRN DAL UAL ALK CNW ….. JBHT NSC CNI HUBG SWFT CHRW GBX TDW=Bottom (Transportation)
HEAL(60): 1.23% Top=GMED CNC ACHC MOH CYH PODD THOR CI ….. PKI OPK HOLX MR VAR ZLTQ STJ VOLC=Bottom (Health)
RETA(72): 1.10% Top=MELI OUTR GME FIVE RH NFLX AN DANG ….. DSW VSI ANN JCP KSS GNC SHLD CONN=Bottom (Retail & Specialty Retail)
INSU(41): 1.02% Top=LNC RDN MET AON AXS AGO MTG ALL ….. AIZ AHL UNM ACGL VR FAF AFL AFSI=Bottom (Insurance)
COHW(49): 1.01% Top=ANET NSR SNDK SSYS CRAY XLS LVLT WDC ….. GOGO BBRY BCE JNPR VIP CNSL CCI COMM=Bottom (Computer Hardware/Telecom)
REAL(90): 0.91% Top=CUBE AIV MPW GGP LHO RLGY EQR PSA ….. DEI GOV OHI NNN AMT O OFC ARCP=Bottom (Real Estate)
MATE(31): 0.53% Top=MTZ USG VMC PWR OC SRCL DAR BCC ….. WCN RYL TOL KBH FLR SPF MDC RSG=Bottom (Materials & Construction)
CONS(60): 0.42% Top=AVP SEE ACCO UA GT BC UFS GPK ….. RL SHOO DECK NUS HAR SCSS NWL TPX=Bottom (Consumer)
ENER(132): 0.22% Top=SN EGN GPOR PVA GEL SWN RRC BBEP ….. BPL AREX CRR HOS NS EPE DO SSE=Bottom (Energy)
META(23): -0.18% Top=CENX AKS CLF CMC CCJ STLD X AA ….. TCK SWC SLW RGLD ABX AEM PAAS NEM=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 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 11:28 am ET
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
64.2% of stocks are above yesterday’s high.
85.6% are above yesterday’s midpoint. (14.4% are below.)
4.0% are below yesterday’s low.
31.8% are inside yesterday’s range.
79.0% of stocks with today’s high > yesterday’s high. (21.0% less than).
12.6% of stocks with today’s low < yesterday’s low. (87.4% greater than).

EVIDENCE OF INTRADAY TREND
52.3% of stocks are above today’s open. (46.3% are below).
50.7% of stocks are above today’s open and yesterday’s close.
13.5% are below both.
66.3% of stocks opened above yesterday’s high.
92.4% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.2% of stocks are in the top 10% of today’s range.
35.1% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
84.9% of stocks are above yesterday’s close. (15.1% are below.)
4.1% are up 4.5% or more. 0.8% are down 4.5% or more.
7.3% are up 3.5% or more. 1.4% are down 3.5% or more.
37.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.6%…>=90:40.2%…>=80:60.8%…>=50:82.7%…<=20:7.0%…<=10:3.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.4%…>=80:9.3%…>=50:78.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:74.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
64.2% above previous 1 highs, 4.0% below previous 1 lows
50.5% above previous 2 highs, 3.9% below previous 2 lows
47.9% above previous 3 highs, 3.5% below previous 3 lows
47.3% above previous 4 highs, 2.9% below previous 4 lows
45.7% above previous 5 highs, 2.8% below previous 5 lows
43.9% above previous 6 highs, 2.6% below previous 6 lows
41.9% above previous 7 highs, 2.6% below previous 7 lows
41.6% above previous 8 highs, 2.5% below previous 8 lows
41.4% above previous 9 highs, 1.8% below previous 9 lows
41.2% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.9% are above or equal to 10/30 close (1 days ago), 15.1% are below.
78.9% are above or equal to 10/29 close (2 days ago), 21.1% are below.
74.5% are above or equal to 10/28 close (3 days ago), 25.5% are below.
84.8% are above or equal to 10/27 close (4 days ago), 15.2% are below.
78.0% are above or equal to 10/24 close (5 days ago), 22.0% are below.
77.1% are above or equal to 10/23 close (6 days ago), 22.9% are below.
83.1% are above or equal to 10/22 close (7 days ago), 16.9% are below.
74.6% are above or equal to 10/21 close (8 days ago), 25.4% are below.
82.6% are above or equal to 10/20 close (9 days ago), 17.4% are below.
85.8% are above or equal to 10/17 close (10 days ago), 14.2% are below.
86.6% are above or equal to 10/16 close (11 days ago), 13.4% are below.
89.1% are above or equal to 10/15 close (12 days ago), 10.9% are below.
91.0% are above or equal to 10/14 close (13 days ago), 9.0% are below.
91.4% are above or equal to 10/13 close (14 days ago), 8.6% are below.
86.5% are above or equal to 10/10 close (15 days ago), 13.5% are below.
80.6% are above or equal to 10/9 close (16 days ago), 19.4% are below.
69.0% are above or equal to 10/8 close (17 days ago), 31.0% are below.
73.4% are above or equal to 10/7 close (18 days ago), 26.6% are below.
66.6% are above or equal to 10/6 close (19 days ago), 33.4% are below.
64.4% are above or equal to 10/3 close (20 days ago), 35.6% are below.
67.3% are above or equal to 10/2 close (21 days ago), 32.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 43.2% new highs, 1.5% new lows
21d: 43.0% new highs, 1.5% new lows
42d: 24.5% new highs, 1.5% new lows
63d: 23.0% new highs, 1.4% new lows
126d: 18.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.0% above, 16.0% below
3-day: 81.3% above, 18.7% below
4-day: 79.7% above, 20.3% below
5-day: 81.9% above, 18.1% below
8-day: 80.7% above, 19.3% below
10-day: 80.4% above, 19.6% below
20-day: 82.4% above, 17.6% below
50-day: 60.6% above, 39.4% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 11:28 am ET)
ELEC(62): 3.91% Top=CODE AMKR FCS FSL SPWR MCHP CSIQ TQNT ….. CPHD VECO VIMC SNPS CREE WAT OVTI TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(88): 1.88% Top=GRPN LNKD MKTO VEEV TTWO DWRE MDSO SFUN ….. AZPN IBM GWRE VMW MDRX SLH MSCI ACIW=Bottom (Computer Software/Internet)
LEIS(37): 1.75% Top=SGMS GPRO BYD EXPE YUM LVS MGM TXRH ….. DPZ DNKN H MCD LOCO BWLD MAR SBUX=Bottom (Leisure)
DISV(51): 1.66% Top=YY FLT PCLN URI HMSY ESI ASGN VPRT ….. HTZ ADS DV RCII R SBAC VNTV WTW=Bottom (Diversified Services)
FINA(91): 1.66% Top=WETF ETFC EVR SCHW WU ISBC FRC BX ….. FNFG BMO RY LM PSEC CBOE RCAP OCN=Bottom (Banks/Financials)
MANU(51): 1.62% Top=JKS MHK ITT ZBRA TEX PRLB BGC ATI ….. PCP PNR PLL DE MWA DOV LII MRC=Bottom (Manufacturing)
TRAN(34): 1.53% Top=SAVE AAL JBLU DAL TRN ALK UAL CNW ….. WERN HA SWFT NSC JBHT GBX CHRW TDW=Bottom (Transportation)
CHEM(34): 1.39% Top=EMN PEIX MEOH CE AXLL RPM FUL CBT ….. OLN POL FTK GPRE TAM CF FMC WPZ=Bottom (Chemicals/Fertilizers)
RETA(72): 1.37% Top=MELI OUTR FIVE GME NFLX DANG RH AN ….. ANN TGT LB DSW VSI CONN GNC SHLD=Bottom (Retail & Specialty Retail)
HEAL(60): 1.28% Top=GMED ACHC CNC THOR PODD CI DXCM WLP ….. PRXL DGX VAR MR PKI ZLTQ STJ VOLC=Bottom (Health)
INSU(41): 1.26% Top=LNC RDN AON AFSI MET CNO MMC CLGX ….. AWH AIZ AHL UNM FAF ACGL VR AFL=Bottom (Insurance)
COHW(49): 1.24% Top=ANET NSR SNDK XLS CRAY SSYS LVLT PLCM ….. WIN BCE JNPR BBRY VIP CNSL CCI COMM=Bottom (Computer Hardware/Telecom)
REAL(90): 1.01% Top=CUBE AIV MPW SBRA HLSS HST DLR GGP ….. MFA CYS TWO NNN O AMT ARCP OFC=Bottom (Real Estate)
MATE(31): 0.76% Top=MTZ BCC USG VMC PWR AWI FAST DAR ….. EXP RYL TOL KBH FLR MDC SPF RSG=Bottom (Materials & Construction)
CONS(60): 0.69% Top=SEE UA ACCO GPK GT UFS AVP BC ….. JAH HAR DECK NUS SHOO SCSS NWL TPX=Bottom (Consumer)
ENER(132): -0.08% Top=EGN SN PVA GPOR GEL SWN RRC BBEP ….. DNR CRR EPE HOS AREX REXX DO SSE=Bottom (Energy)
META(23): -0.51% Top=AKS CENX CMC X STLD CCJ AA SLCA ….. TCK SWC SLW RGLD AEM ABX PAAS NEM=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 11:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:39 am

Market Stats at 10:38 am ET
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
62.6% of stocks are above yesterday’s high.
83.3% are above yesterday’s midpoint. (16.7% are below.)
4.5% are below yesterday’s low.
32.9% are inside yesterday’s range.
78.0% of stocks with today’s high > yesterday’s high. (22.0% less than).
11.9% of stocks with today’s low < yesterday’s low. (88.1% greater than).

EVIDENCE OF INTRADAY TREND
46.1% of stocks are above today’s open. (52.1% are below).
44.1% of stocks are above today’s open and yesterday’s close.
13.4% are below both.
66.3% of stocks opened above yesterday’s high.
92.4% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.9% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN
84.6% of stocks are above yesterday’s close. (15.4% are below.)
4.4% are up 4.5% or more. 0.9% are down 4.5% or more.
6.3% are up 3.5% or more. 1.3% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.6%…>=90:40.6%…>=80:61.2%…>=50:81.8%…<=20:6.8%…<=10:3.8%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:8.5%…>=50:78.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:73.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
62.6% above previous 1 highs, 4.5% below previous 1 lows
49.2% above previous 2 highs, 4.4% below previous 2 lows
46.2% above previous 3 highs, 3.3% below previous 3 lows
45.3% above previous 4 highs, 2.9% below previous 4 lows
43.7% above previous 5 highs, 2.6% below previous 5 lows
42.3% above previous 6 highs, 2.6% below previous 6 lows
40.7% above previous 7 highs, 2.6% below previous 7 lows
40.4% above previous 8 highs, 2.4% below previous 8 lows
40.2% above previous 9 highs, 2.0% below previous 9 lows
40.0% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.6% are above or equal to 10/30 close (1 days ago), 15.4% are below.
78.6% are above or equal to 10/29 close (2 days ago), 21.4% are below.
72.6% are above or equal to 10/28 close (3 days ago), 27.4% are below.
85.0% are above or equal to 10/27 close (4 days ago), 15.0% are below.
77.2% are above or equal to 10/24 close (5 days ago), 22.8% are below.
76.9% are above or equal to 10/23 close (6 days ago), 23.1% are below.
81.9% are above or equal to 10/22 close (7 days ago), 18.1% are below.
73.7% are above or equal to 10/21 close (8 days ago), 26.3% are below.
81.9% are above or equal to 10/20 close (9 days ago), 18.1% are below.
85.8% are above or equal to 10/17 close (10 days ago), 14.2% are below.
86.0% are above or equal to 10/16 close (11 days ago), 14.0% are below.
89.1% are above or equal to 10/15 close (12 days ago), 10.9% are below.
90.6% are above or equal to 10/14 close (13 days ago), 9.4% are below.
91.2% are above or equal to 10/13 close (14 days ago), 8.8% are below.
85.9% are above or equal to 10/10 close (15 days ago), 14.1% are below.
80.5% are above or equal to 10/9 close (16 days ago), 19.5% are below.
68.7% are above or equal to 10/8 close (17 days ago), 31.3% are below.
73.4% are above or equal to 10/7 close (18 days ago), 26.6% are below.
66.4% are above or equal to 10/6 close (19 days ago), 33.6% are below.
64.0% are above or equal to 10/3 close (20 days ago), 36.0% are below.
67.3% are above or equal to 10/2 close (21 days ago), 32.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 41.9% new highs, 1.4% new lows
21d: 41.8% new highs, 1.4% new lows
42d: 24.1% new highs, 1.4% new lows
63d: 22.6% new highs, 1.3% new lows
126d: 18.0% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.0% above, 16.0% below
3-day: 81.5% above, 18.5% below
4-day: 79.1% above, 20.9% below
5-day: 80.8% above, 19.2% below
8-day: 79.4% above, 20.6% below
10-day: 79.7% above, 20.3% below
20-day: 82.3% above, 17.7% below
50-day: 59.7% above, 40.3% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 10:38 am ET)
ELEC(62): 3.91% Top=CODE FSL FCS AMKR MCHP SPWR ADI TQNT ….. BRKR GRMN OVTI VECO VIMC WAT SNPS TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(88): 1.81% Top=GRPN LNKD VEEV MKTO MDSO LOGM TTWO TRIP ….. VMW IBM MDRX TRI DBD SNCR MSCI ACIW=Bottom (Computer Software/Internet)
LEIS(37): 1.54% Top=SGMS GPRO BYD EXPE YUM MGM LVS EAT ….. DNKN JACK MAR CCL CAKE MCD BWLD SBUX=Bottom (Leisure)
FINA(91): 1.54% Top=WETF SCHW ETFC EVR ISBC BX WU WDR ….. FNFG LM AINV BMO RY PSEC CBOE OCN=Bottom (Banks/Financials)
DISV(51): 1.51% Top=FLT YY PCLN VPRT URI ESI HMSY LOPE ….. R ADS HTZ RCII VNTV KBR SBAC WTW=Bottom (Diversified Services)
RETA(72): 1.49% Top=MELI OUTR DANG AN FIVE GME NFLX SFM ….. CPRT ANN TGT DSW VSI GNC SHLD CONN=Bottom (Retail & Specialty Retail)
CHEM(34): 1.43% Top=EMN CE FUL RPM AXLL MEOH DOW HUN ….. POT AGU WPZ WLK CF TAM FTK FMC=Bottom (Chemicals/Fertilizers)
MANU(51): 1.34% Top=JKS MHK ZBRA ITT PRLB ROP PH SPW ….. BWC PNR GTLS AGCO DE DOV MRC MWA=Bottom (Manufacturing)
TRAN(34): 1.25% Top=SAVE JBLU UAL ALK ODFL CNW AAL UPS ….. TK HA JBHT CNI KEX GBX CHRW TDW=Bottom (Transportation)
HEAL(60): 1.20% Top=GMED ACHC CNC PODD DXCM CI THOR WLP ….. PRXL VAR THC STJ UHS ZLTQ LPNT VOLC=Bottom (Health)
COHW(49): 1.09% Top=ANET XLS NSR SNDK SSYS CRAY PLCM UBNT ….. BBRY WIN JNPR BCE VIP CNSL CCI COMM=Bottom (Computer Hardware/Telecom)
INSU(41): 0.98% Top=LNC RDN AON MET CNO CLGX AFSI FNF ….. L AWH AHL UNM ACGL FAF AFL VR=Bottom (Insurance)
REAL(90): 0.92% Top=CUBE AIV SBRA MPW HLSS HST PSA RLJ ….. TWO O GOV RPT NNN AMT OHI OFC=Bottom (Real Estate)
MATE(31): 0.76% Top=MTZ USG BCC VMC PWR AWI FAST DAR ….. PHM RYL WCN EXP MDC FLR SPF RSG=Bottom (Materials & Construction)
CONS(60): 0.71% Top=KATE AVP UA GT SEE KS GPK ECL ….. DECK JAH COH NUS SCSS HAR NWL TPX=Bottom (Consumer)
ENER(132): -0.29% Top=EGN RRC SN MMP VLO ETE GEL GPOR ….. AREX GDP CPE BBG REXX EPE DO SSE=Bottom (Energy)
META(23): -0.39% Top=CENX AKS SLCA CMC CCJ AA STLD CLF ….. SWC GG SLW RGLD PAAS ABX AEM NEM=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 10:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:11 am

Market Stats at 10:11 am ET
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1005.

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
53.4% of stocks are above yesterday’s high.
79.5% are above yesterday’s midpoint. (20.5% are below.)
6.7% are below yesterday’s low.
39.9% are inside yesterday’s range.
76.4% of stocks with today’s high > yesterday’s high. (23.6% less than).
11.4% of stocks with today’s low < yesterday’s low. (88.6% greater than).

EVIDENCE OF INTRADAY TREND
30.8% of stocks are above today’s open. (68.0% are below).
28.8% of stocks are above today’s open and yesterday’s close.
19.5% are below both.
66.4% of stocks opened above yesterday’s high.
92.5% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.6% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
39.1% are in the top half. 60.9% of stocks are in the bottom half of today’s range.
26.2% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN
78.4% of stocks are above yesterday’s close. (21.6% are below.)
3.7% are up 4.5% or more. 1.2% are down 4.5% or more.
5.1% are up 3.5% or more. 2.1% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:22.5%…>=90:35.8%…>=80:55.0%…>=50:77.6%…<=20:11.1%…<=10:4.4%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.4%…>=80:8.3%…>=50:76.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:72.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
53.4% above previous 1 highs, 6.7% below previous 1 lows
40.7% above previous 2 highs, 6.6% below previous 2 lows
38.3% above previous 3 highs, 4.3% below previous 3 lows
37.8% above previous 4 highs, 3.3% below previous 4 lows
36.4% above previous 5 highs, 3.0% below previous 5 lows
35.2% above previous 6 highs, 3.0% below previous 6 lows
33.9% above previous 7 highs, 3.0% below previous 7 lows
33.8% above previous 8 highs, 2.7% below previous 8 lows
33.6% above previous 9 highs, 2.4% below previous 9 lows
33.3% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.4% are above or equal to 10/30 close (1 days ago), 21.6% are below.
75.2% are above or equal to 10/29 close (2 days ago), 24.8% are below.
68.6% are above or equal to 10/28 close (3 days ago), 31.4% are below.
82.6% are above or equal to 10/27 close (4 days ago), 17.4% are below.
74.3% are above or equal to 10/24 close (5 days ago), 25.7% are below.
75.4% are above or equal to 10/23 close (6 days ago), 24.6% are below.
80.0% are above or equal to 10/22 close (7 days ago), 20.0% are below.
71.7% are above or equal to 10/21 close (8 days ago), 28.3% are below.
81.0% are above or equal to 10/20 close (9 days ago), 19.0% are below.
83.8% are above or equal to 10/17 close (10 days ago), 16.2% are below.
84.5% are above or equal to 10/16 close (11 days ago), 15.5% are below.
88.6% are above or equal to 10/15 close (12 days ago), 11.4% are below.
90.0% are above or equal to 10/14 close (13 days ago), 10.0% are below.
90.2% are above or equal to 10/13 close (14 days ago), 9.8% are below.
85.3% are above or equal to 10/10 close (15 days ago), 14.7% are below.
79.3% are above or equal to 10/9 close (16 days ago), 20.7% are below.
68.0% are above or equal to 10/8 close (17 days ago), 32.0% are below.
72.7% are above or equal to 10/7 close (18 days ago), 27.3% are below.
63.9% are above or equal to 10/6 close (19 days ago), 36.1% are below.
62.1% are above or equal to 10/3 close (20 days ago), 37.9% are below.
65.6% are above or equal to 10/2 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 40.4% new highs, 1.4% new lows
21d: 40.3% new highs, 1.4% new lows
42d: 23.3% new highs, 1.4% new lows
63d: 21.8% new highs, 1.3% new lows
126d: 17.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.7% above, 22.3% below
3-day: 76.9% above, 23.1% below
4-day: 74.4% above, 25.6% below
5-day: 77.5% above, 22.5% below
8-day: 78.0% above, 22.0% below
10-day: 77.7% above, 22.3% below
20-day: 80.4% above, 19.6% below
50-day: 58.2% above, 41.8% below
200-day: 55.6% above, 44.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 10:11 am ET)
ELEC(62): 3.51% Top=CODE FSL FCS MCHP ADI ATML AMBA AMKR ….. CREE QLGC OVTI IPGP WAT GRMN SNPS TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(88): 1.64% Top=GRPN LNKD VEEV MKTO MDSO NOW SAPE N ….. MDRX SYMC IBM LOCK SNCR DBD MSCI ACIW=Bottom (Computer Software/Internet)
LEIS(37): 1.59% Top=SGMS GPRO BYD EXPE MGM LVS EAT YUM ….. LQ CCL LOCO WEN MCD BWLD MAR SBUX=Bottom (Leisure)
DISV(51): 1.21% Top=FLT VPRT YY HMSY ESI PCLN ASGN MYGN ….. CXW HTZ WTW RCII DV VNTV SBAC KBR=Bottom (Diversified Services)
RETA(72): 1.19% Top=MELI OUTR SFM AN FIVE TFM DANG NFLX ….. ASNA TGT DSW ANN GNC VSI SHLD CONN=Bottom (Retail & Specialty Retail)
FINA(91): 1.19% Top=WETF EVR SCHW ETFC WU WDR APAM BLK ….. AINV ASBC C LM FNFG PSEC OCN CBOE=Bottom (Banks/Financials)
HEAL(60): 0.99% Top=GMED ACHC CNC PODD THOR CI ESRX HUM ….. RMD STJ LPNT THC MOH UHS CYH ZLTQ=Bottom (Health)
TRAN(34): 0.89% Top=SAVE ODFL UAL CNW UPS FDX JBLU AAL ….. TRN CNI KEX TK CHRW GLNG GBX TDW=Bottom (Transportation)
MANU(51): 0.88% Top=MHK ZBRA ROP ITT GTLS PH JKS PRLB ….. BWC CR DOV DE TEX AGCO MWA MRC=Bottom (Manufacturing)
INSU(41): 0.81% Top=RDN LNC AON FNF MET CNO ALL AGO ….. L RGA ACGL UNM AHL FAF AFL VR=Bottom (Insurance)
REAL(90): 0.78% Top=CUBE SBRA MPW AIV PSA RLJ RLGY GGP ….. ARCP TWO SNH HPT PCL AMT OHI OFC=Bottom (Real Estate)
COHW(49): 0.69% Top=ANET SNDK LVLT EFII FNSR SSYS PLCM WDC ….. CTL BCE VIP BBRY WIN CNSL CCI COMM=Bottom (Computer Hardware/Telecom)
CHEM(34): 0.67% Top=EMN CE FUL RPM SHW PPG IFF AXLL ….. TAM CF WPZ GPRE WLK FTK FMC PEIX=Bottom (Chemicals/Fertilizers)
CONS(60): 0.54% Top=AVP ACCO UA GPK KATE GT UFS FBHS ….. SCSS JAH COH DECK NWL NUS HAR TPX=Bottom (Consumer)
MATE(31): 0.32% Top=MTZ USG DAR BCC FAST VMC PWR MAS ….. WY RYL WCN EXP FLR SPF MDC RSG=Bottom (Materials & Construction)
META(23): -1.16% Top=CENX AKS CCJ SLCA AA STLD CMC X ….. BTU SLW RGLD GG PAAS ABX NEM AEM=Bottom (Metals & Mining)
ENER(131): -1.25% Top=EGN ETE MMP RRC GEL PBF VLO ETP ….. DO AREX MTDR BBG GDP REXX EPE SSE=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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20141031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1005.

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
52.6% of stocks are above yesterday’s high.
79.3% are above yesterday’s midpoint. (20.7% are below.)
8.0% are below yesterday’s low.
39.4% are inside yesterday’s range.
75.9% of stocks with today’s high > yesterday’s high. (24.1% less than).
10.1% of stocks with today’s low < yesterday’s low. (89.9% greater than).

EVIDENCE OF INTRADAY TREND
23.4% of stocks are above today’s open. (74.9% are below).
22.1% of stocks are above today’s open and yesterday’s close.
21.1% are below both.
66.4% of stocks opened above yesterday’s high.
92.5% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.7% of stocks are in the top 10% of today’s range.
9.1% are in the top 20%.
27.2% are in the top half. 72.8% of stocks are in the bottom half of today’s range.
39.8% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN
77.6% of stocks are above yesterday’s close. (22.4% are below.)
2.9% are up 4.5% or more. 1.9% are down 4.5% or more.
4.2% are up 3.5% or more. 3.0% are down 3.5% or more.
52.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:22.3%…>=90:35.2%…>=80:54.1%…>=50:76.1%…<=20:11.7%…<=10:4.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:7.9%…>=50:76.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:72.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.6% above previous 1 highs, 8.0% below previous 1 lows
40.0% above previous 2 highs, 7.9% below previous 2 lows
37.1% above previous 3 highs, 5.0% below previous 3 lows
36.3% above previous 4 highs, 3.6% below previous 4 lows
34.8% above previous 5 highs, 3.5% below previous 5 lows
33.3% above previous 6 highs, 3.4% below previous 6 lows
32.1% above previous 7 highs, 3.4% below previous 7 lows
32.0% above previous 8 highs, 3.3% below previous 8 lows
31.7% above previous 9 highs, 2.9% below previous 9 lows
31.5% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.6% are above or equal to 10/30 close (1 days ago), 22.4% are below.
74.9% are above or equal to 10/29 close (2 days ago), 25.1% are below.
66.5% are above or equal to 10/28 close (3 days ago), 33.5% are below.
81.0% are above or equal to 10/27 close (4 days ago), 19.0% are below.
72.7% are above or equal to 10/24 close (5 days ago), 27.3% are below.
74.0% are above or equal to 10/23 close (6 days ago), 26.0% are below.
79.4% are above or equal to 10/22 close (7 days ago), 20.6% are below.
70.5% are above or equal to 10/21 close (8 days ago), 29.5% are below.
80.1% are above or equal to 10/20 close (9 days ago), 19.9% are below.
83.0% are above or equal to 10/17 close (10 days ago), 17.0% are below.
84.3% are above or equal to 10/16 close (11 days ago), 15.7% are below.
88.0% are above or equal to 10/15 close (12 days ago), 12.0% are below.
89.7% are above or equal to 10/14 close (13 days ago), 10.3% are below.
89.8% are above or equal to 10/13 close (14 days ago), 10.2% are below.
83.9% are above or equal to 10/10 close (15 days ago), 16.1% are below.
78.7% are above or equal to 10/9 close (16 days ago), 21.3% are below.
66.6% are above or equal to 10/8 close (17 days ago), 33.4% are below.
71.9% are above or equal to 10/7 close (18 days ago), 28.1% are below.
63.6% are above or equal to 10/6 close (19 days ago), 36.4% are below.
61.2% are above or equal to 10/3 close (20 days ago), 38.8% are below.
65.0% are above or equal to 10/2 close (21 days ago), 35.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 39.6% new highs, 1.4% new lows
21d: 39.4% new highs, 1.4% new lows
42d: 22.8% new highs, 1.4% new lows
63d: 21.3% new highs, 1.3% new lows
126d: 16.8% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.3% above, 23.7% below
3-day: 75.7% above, 24.3% below
4-day: 72.9% above, 27.1% below
5-day: 75.4% above, 24.6% below
8-day: 76.3% above, 23.7% below
10-day: 77.0% above, 23.0% below
20-day: 80.1% above, 19.9% below
50-day: 58.2% above, 41.8% below
200-day: 55.6% above, 44.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141031 9:51 am ET)
ELEC(62): 3.08% Top=CODE FSL FCS ATML ADI MCHP ONNN RFMD ….. WAT IPGP JASO GLW GRMN CREE SNPS TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 1.83% Top=SGMS GPRO BYD EXPE MGM PNK EAT LVS ….. CCL DPZ DNKN LQ BWLD WEN MCD SBUX=Bottom (Leisure)
COSW(88): 1.61% Top=LNKD GRPN VEEV NOW N DATA MKTO VNET ….. CSC TRI DBD IBM TWTR LOCK MSCI ACIW=Bottom (Computer Software/Internet)
RETA(72): 1.44% Top=MELI OUTR LAD FIVE AN SFM DKS ABG ….. DSW CPRT AAP TGT JCP VSI SHLD GNC=Bottom (Retail & Specialty Retail)
DISV(51): 1.15% Top=FLT ALLE YY VPRT PCLN MYGN HMSY Z ….. WOOF CXW ACM R DV HTZ SBAC KBR=Bottom (Diversified Services)
FINA(91): 1.05% Top=WETF LPLA WU SCHW APAM EVR AMG RCAP ….. RY SIVB ASBC LM FNFG PSEC CBOE OCN=Bottom (Banks/Financials)
HEAL(60): 0.89% Top=GMED ACHC CNC PODD KND THOR WCG HUM ….. PKI LPNT HCA THC CYH UHS ZLTQ MOH=Bottom (Health)
INSU(41): 0.84% Top=RDN AFSI LNC AON FNF MET MTG ALL ….. FAF ACGL L AWH UNM AHL AFL VR=Bottom (Insurance)
TRAN(34): 0.74% Top=SAVE AAL JBLU ODFL DAL UAL UPS KNX ….. NSC JBHT TK GBX CHRW KEX GLNG TDW=Bottom (Transportation)
MANU(51): 0.65% Top=MHK ZBRA GTLS ROP ITT PH JKS EMR ….. RS DE KMT PNR CR DOV MWA MRC=Bottom (Manufacturing)
CHEM(34): 0.57% Top=EMN FUL CE CHMT RPM SHW MOS AXLL ….. MEOH APD WPZ WLK FMC PEIX GPRE FTK=Bottom (Chemicals/Fertilizers)
COHW(49): 0.52% Top=ANET SNDK NSR EFII CRAY GOGO LVLT SSYS ….. JNPR JDSU BBRY WIN VIP CNSL CCI COMM=Bottom (Computer Hardware/Telecom)
CONS(60): 0.50% Top=KATE UA ACCO SKX GPK MAT ECL IRBT ….. BMS RKT OI JAH NUS NWL HAR TPX=Bottom (Consumer)
REAL(90): 0.42% Top=CUBE SBRA MPW PSA AIV BAM EQR GLPI ….. CYS IVR WMC STWD HTS NRF OFC OHI=Bottom (Real Estate)
MATE(31): 0.16% Top=MTZ USG FAST DAR SRCL BCC MAS MLM ….. WCN RYL WY FLR SPF EXP MDC RSG=Bottom (Materials & Construction)
META(23): -1.33% Top=AKS CCJ CENX X AA STLD CMC CLF ….. SCCO SLW PAAS RGLD ABX GG NEM AEM=Bottom (Metals & Mining)
ENER(131): -1.88% Top=MMP ETE EGN GEL CMLP OII ETP RRC ….. EXXI BBG AREX GDP REXX MTDR ROSE EPE=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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/30/2014

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

Closing Stats
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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
24.9% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
14.8% are below yesterday’s low.
60.3% are inside yesterday’s range.
42.8% of stocks with today’s high > yesterday’s high. (57.2% less than).
50.5% of stocks with today’s low < yesterday’s low. (49.5% greater than).

EVIDENCE OF INTRADAY TREND
70.8% of stocks are above today’s open. (28.3% are below).
60.5% of stocks are above today’s open and yesterday’s close.
26.2% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.7% of stocks are in the top 10% of today’s range.
33.1% are in the top 20%.
71.5% are in the top half. 28.5% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN
64.1% of stocks are above yesterday’s close. (35.9% are below.)
2.5% are up 4.5% or more. 3.2% are down 4.5% or more.
4.1% are up 3.5% or more. 5.8% are down 3.5% or more.
54.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.3%…>=90:22.3%…>=80:37.1%…>=50:67.7%…<=20:10.8%…<=10:4.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.5%…>=50:73.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.9% above previous 1 highs, 14.8% below previous 1 lows
22.5% above previous 2 highs, 8.4% below previous 2 lows
22.1% above previous 3 highs, 6.6% below previous 3 lows
20.9% above previous 4 highs, 6.5% below previous 4 lows
20.2% above previous 5 highs, 6.4% below previous 5 lows
19.7% above previous 6 highs, 5.4% below previous 6 lows
19.2% above previous 7 highs, 4.5% below previous 7 lows
19.1% above previous 8 highs, 3.3% below previous 8 lows
19.0% above previous 9 highs, 2.8% below previous 9 lows
19.0% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.1% are above or equal to 10/29 close (1 days ago), 35.9% are below.
50.7% are above or equal to 10/28 close (2 days ago), 49.3% are below.
78.6% are above or equal to 10/27 close (3 days ago), 21.4% are below.
69.4% are above or equal to 10/24 close (4 days ago), 30.6% are below.
70.6% are above or equal to 10/23 close (5 days ago), 29.4% are below.
79.1% are above or equal to 10/22 close (6 days ago), 20.9% are below.
67.1% are above or equal to 10/21 close (7 days ago), 32.9% are below.
79.5% are above or equal to 10/20 close (8 days ago), 20.5% are below.
83.7% are above or equal to 10/17 close (9 days ago), 16.3% are below.
84.1% are above or equal to 10/16 close (10 days ago), 15.9% are below.
88.6% are above or equal to 10/15 close (11 days ago), 11.4% are below.
90.1% are above or equal to 10/14 close (12 days ago), 9.9% are below.
91.1% are above or equal to 10/13 close (13 days ago), 8.9% are below.
84.5% are above or equal to 10/10 close (14 days ago), 15.5% are below.
76.4% are above or equal to 10/9 close (15 days ago), 23.6% are below.
63.0% are above or equal to 10/8 close (16 days ago), 37.0% are below.
69.6% are above or equal to 10/7 close (17 days ago), 30.4% are below.
60.7% are above or equal to 10/6 close (18 days ago), 39.3% are below.
56.6% are above or equal to 10/3 close (19 days ago), 43.4% are below.
61.5% are above or equal to 10/2 close (20 days ago), 38.5% are below.
63.3% are above or equal to 10/1 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 25.4% new highs, 2.5% new lows
21d: 24.6% new highs, 2.5% new lows
42d: 14.4% new highs, 2.4% new lows
63d: 13.1% new highs, 2.3% new lows
126d: 10.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.4% above, 37.6% below
3-day: 56.9% above, 43.1% below
4-day: 68.8% above, 31.2% below
5-day: 69.3% above, 30.7% below
8-day: 72.2% above, 27.8% below
10-day: 75.8% above, 24.2% below
20-day: 78.4% above, 21.6% below
50-day: 52.7% above, 47.3% below
200-day: 52.5% above, 47.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 Closing)
COSW(89): 1.49% Top=CTRX TTWO LOCK EQIX AKAM BIDU FFIV PFPT ….. JD XRX AWAY MSFT TRIP FB NQ DBD=Bottom (Computer Software/Internet)
DISV(51): 0.93% Top=VPRT V MA ALLE APOL BAH YY ADS ….. URI Z CAR SCI HTZ VNTV ASGN WTW=Bottom (Diversified Services)
RETA(72): 0.93% Top=GNC VSI BBY BURL FINL DANG AMZN ABG ….. SFM AEO ANF CAB OUTR SHLD ANN DSW=Bottom (Retail & Specialty Retail)
REAL(90): 0.74% Top=HLSS AMT NRF CBG SBRA WPC DRH DRE ….. RPT MPW BEE HST BMR LPT GOV ARCP=Bottom (Real Estate)
LEIS(37): 0.68% Top=NCLH BYD MAR RCL CCL EXPE CAKE PNK ….. CMG SIX DPZ LOCO SONC H PNRA SEAS=Bottom (Leisure)
CHEM(35): 0.61% Top=APD CHMT DOW OLN EMN SHW GRA MOS ….. PX TAM FUL PEIX WPZ FTK GPRE MEOH=Bottom (Chemicals/Fertilizers)
CONS(61): 0.57% Top=NUS HAR OI DECK RL GPK IP KS ….. FBHS CROX JAKK PBI HBI BLL ACCO AVP=Bottom (Consumer)
COHW(49): 0.57% Top=CRAY ARRS JDSU VIP ARUN COMM LVLT NTAP ….. AAPL WDC SNDK XLS CAMP SSYS BRCD CNSL=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.48% Top=MD IRWD STJ PODD CI ZLTQ VOLC ESRX ….. WCG HCA EVHC THC WMGI UHS CYH PRXL=Bottom (Health)
MATE(31): 0.43% Top=AWI TPH WM BCC RYN VMC WY FLR ….. CLH KBH DHI PHM DAR MTZ EXP MDC=Bottom (Materials & Construction)
INSU(41): 0.41% Top=RDN AEL CLGX MTG ALL MET FAF VR ….. ACGL WSH AJG FNF AXS AHL UNM AFSI=Bottom (Insurance)
FINA(91): 0.12% Top=OCN XOOM IVZ WU TCBI FNFG TROW C ….. BMO WDR EVR RCAP LAZ APO LPLA KKR=Bottom (Banks/Financials)
MANU(51): -0.39% Top=PRLB RXN PLL CR TRS ETN B ROK ….. GNRC MRC MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -0.55% Top=VECO CAVM SCTY CPHD CGNX IPGP TEL JBL ….. IDTI FCS CODE ATML INTC VIMC ISIL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): -0.64% Top=ODFL GLNG AAL TDW AIRM WAB UPS CNI ….. DAL ALK XPO JBLU KEX GBX CHRW CNW=Bottom (Transportation)
ENER(132): -1.62% Top=HOS MPC ESV OII GLF PBF WNR PSX ….. LGCY CPE SFY GDP REXX EXXI SSE EMES=Bottom (Energy)
META(24): -3.26% Top=CENX CLF NUE CCJ AA STLD CNX BTU ….. SWC ABX RGLD SLW EGO SLCA AEM GG=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 @ 1:28 pm

Market Stats at 2:28 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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
28.1% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
13.7% are below yesterday’s low.
58.2% are inside yesterday’s range.
41.5% of stocks with today’s high > yesterday’s high. (58.5% less than).
49.3% of stocks with today’s low < yesterday’s low. (50.7% greater than).

EVIDENCE OF INTRADAY TREND
75.1% of stocks are above today’s open. (24.2% are below).
64.5% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.3% of stocks are in the top 10% of today’s range.
46.4% are in the top 20%.
79.5% are in the top half. 20.5% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN
66.9% of stocks are above yesterday’s close. (33.1% are below.)
2.4% are up 4.5% or more. 2.8% are down 4.5% or more.
3.9% are up 3.5% or more. 4.3% are down 3.5% or more.
52.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.7%…>=90:23.9%…>=80:38.2%…>=50:70.3%…<=20:9.5%…<=10:4.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.6%…>=50:75.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:68.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.1% above previous 1 highs, 13.7% below previous 1 lows
24.9% above previous 2 highs, 7.4% below previous 2 lows
24.1% above previous 3 highs, 5.3% below previous 3 lows
23.0% above previous 4 highs, 5.2% below previous 4 lows
21.7% above previous 5 highs, 4.7% below previous 5 lows
20.8% above previous 6 highs, 4.5% below previous 6 lows
20.4% above previous 7 highs, 3.7% below previous 7 lows
20.3% above previous 8 highs, 2.6% below previous 8 lows
20.3% above previous 9 highs, 2.2% below previous 9 lows
20.3% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.9% are above or equal to 10/29 close (1 days ago), 33.1% are below.
54.6% are above or equal to 10/28 close (2 days ago), 45.4% are below.
79.4% are above or equal to 10/27 close (3 days ago), 20.6% are below.
70.3% are above or equal to 10/24 close (4 days ago), 29.7% are below.
72.0% are above or equal to 10/23 close (5 days ago), 28.0% are below.
80.0% are above or equal to 10/22 close (6 days ago), 20.0% are below.
68.4% are above or equal to 10/21 close (7 days ago), 31.6% are below.
80.5% are above or equal to 10/20 close (8 days ago), 19.5% are below.
84.6% are above or equal to 10/17 close (9 days ago), 15.4% are below.
85.5% are above or equal to 10/16 close (10 days ago), 14.5% are below.
89.4% are above or equal to 10/15 close (11 days ago), 10.6% are below.
90.7% are above or equal to 10/14 close (12 days ago), 9.3% are below.
91.7% are above or equal to 10/13 close (13 days ago), 8.3% are below.
84.6% are above or equal to 10/10 close (14 days ago), 15.4% are below.
77.2% are above or equal to 10/9 close (15 days ago), 22.8% are below.
63.8% are above or equal to 10/8 close (16 days ago), 36.2% are below.
70.0% are above or equal to 10/7 close (17 days ago), 30.0% are below.
61.2% are above or equal to 10/6 close (18 days ago), 38.8% are below.
57.4% are above or equal to 10/3 close (19 days ago), 42.6% are below.
62.1% are above or equal to 10/2 close (20 days ago), 37.9% are below.
64.0% are above or equal to 10/1 close (21 days ago), 36.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 24.1% new highs, 2.6% new lows
21d: 23.4% new highs, 2.6% new lows
42d: 13.7% new highs, 2.5% new lows
63d: 12.4% new highs, 2.4% new lows
126d: 9.8% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.1% above, 33.9% below
3-day: 60.6% above, 39.4% below
4-day: 71.0% above, 29.0% below
5-day: 71.3% above, 28.7% below
8-day: 72.6% above, 27.4% below
10-day: 76.8% above, 23.2% below
20-day: 78.9% above, 21.1% below
50-day: 53.3% above, 46.7% below
200-day: 53.4% above, 46.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 2:28 pm ET)
COSW(89): 1.61% Top=CTRX TTWO LOCK EQIX AKAM BIDU FFIV WBMD ….. TWTR NQ IMS AWAY MSFT TRIP FB DBD=Bottom (Computer Software/Internet)
CHEM(35): 1.04% Top=APD CHMT DOW GRA OLN CBT HUN TROX ….. FUL PX PPG TAM FTK WPZ MEOH GPRE=Bottom (Chemicals/Fertilizers)
DISV(51): 1.02% Top=VPRT V MA ALLE BAH APOL RCII YY ….. URI SCI Z CAR HTZ ASGN VNTV WTW=Bottom (Diversified Services)
RETA(72): 0.99% Top=GNC VSI BBY BURL FINL GES DDS JWN ….. WAG SFM SHLD JCP CAB AEO LAD DSW=Bottom (Retail & Specialty Retail)
LEIS(37): 0.83% Top=NCLH MAR BYD LQ GPRO MGM CCL RCL ….. SGMS DRI DPZ WEN SONC H PNRA SEAS=Bottom (Leisure)
CONS(61): 0.82% Top=NUS HAR OI DECK KS RL GT GPK ….. CROX JAKK FBHS PBI HBI BLL ACCO AVP=Bottom (Consumer)
COHW(49): 0.71% Top=ARRS JDSU CRAY ARUN VIP TDC LVLT NTAP ….. JNPR XLS AAPL WDC SNDK BRCD SSYS CNSL=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.70% Top=MD IRWD STJ PODD CI ZLTQ VOLC ESRX ….. BAX LPNT HCA WMGI THC UHS CYH PRXL=Bottom (Health)
MATE(31): 0.67% Top=AWI BCC TPH FLR VMC WM RSG MTH ….. DAR LEN DHI CLH MTZ KBH MDC EXP=Bottom (Materials & Construction)
INSU(41): 0.67% Top=RDN FAF AEL MTG CLGX CNO ALL LNC ….. ACGL MBI AJG AHL FNF AXS UNM AFSI=Bottom (Insurance)
REAL(90): 0.52% Top=AMT HLSS CBG SBRA CBSO NRF CLNY PCL ….. RPT BDN EQY HST LPT BMR GOV ARCP=Bottom (Real Estate)
FINA(91): 0.33% Top=OCN XOOM IVZ WU TCBI NDAQ TROW C ….. ICE BMO LAZ EVR RCAP KKR APO LPLA=Bottom (Banks/Financials)
MANU(51): -0.06% Top=RXN CR PLL TRS ETN PRLB B LII ….. JKS MRC MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
TRAN(34): -0.36% Top=ODFL AIRM GLNG WAB TDW UPS TRN AAL ….. UAL ALK JBLU XPO KEX GBX CHRW CNW=Bottom (Transportation)
ELEC(62): -0.64% Top=VECO CAVM CPHD CGNX IPGP SCTY TEL BRKR ….. IDTI FCS INVN INTC CODE ATML ISIL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -1.34% Top=HOS CRR MPC ESV GLF PBF WNR RES ….. REXX SFY PVA CPE LGCY EXXI EMES SSE=Bottom (Energy)
META(24): -2.11% Top=CLF CENX NUE CCJ STLD AA BTU CNX ….. CMC FCX PAAS SLW EGO SLCA AEM GG=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 2:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:59 pm

Market Stats at 1:58 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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
28.6% of stocks are above yesterday’s high.
64.3% are above yesterday’s midpoint. (35.7% are below.)
12.2% are below yesterday’s low.
59.2% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND
76.7% of stocks are above today’s open. (22.8% are below).
65.4% of stocks are above today’s open and yesterday’s close.
20.9% are below both.
3.7% of stocks opened above yesterday’s high.
14.5% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
41.5% of stocks are in the top 10% of today’s range.
59.1% are in the top 20%.
82.2% are in the top half. 17.8% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN
68.5% of stocks are above yesterday’s close. (31.5% are below.)
2.7% are up 4.5% or more. 2.6% are down 4.5% or more.
4.0% are up 3.5% or more. 3.9% are down 3.5% or more.
52.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.8%…>=90:24.6%…>=80:39.4%…>=50:72.2%…<=20:8.5%…<=10:3.9%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.5%…>=50:76.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:69.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.6% above previous 1 highs, 12.2% below previous 1 lows
26.1% above previous 2 highs, 6.9% below previous 2 lows
25.2% above previous 3 highs, 5.0% below previous 3 lows
24.1% above previous 4 highs, 5.0% below previous 4 lows
22.3% above previous 5 highs, 4.6% below previous 5 lows
21.6% above previous 6 highs, 4.1% below previous 6 lows
21.0% above previous 7 highs, 3.7% below previous 7 lows
21.0% above previous 8 highs, 2.5% below previous 8 lows
20.9% above previous 9 highs, 2.3% below previous 9 lows
20.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.5% are above or equal to 10/29 close (1 days ago), 31.5% are below.
57.0% are above or equal to 10/28 close (2 days ago), 43.0% are below.
80.4% are above or equal to 10/27 close (3 days ago), 19.6% are below.
72.1% are above or equal to 10/24 close (4 days ago), 27.9% are below.
72.6% are above or equal to 10/23 close (5 days ago), 27.4% are below.
81.5% are above or equal to 10/22 close (6 days ago), 18.5% are below.
69.0% are above or equal to 10/21 close (7 days ago), 31.0% are below.
81.1% are above or equal to 10/20 close (8 days ago), 18.9% are below.
85.5% are above or equal to 10/17 close (9 days ago), 14.5% are below.
86.6% are above or equal to 10/16 close (10 days ago), 13.4% are below.
89.0% are above or equal to 10/15 close (11 days ago), 11.0% are below.
90.4% are above or equal to 10/14 close (12 days ago), 9.6% are below.
91.8% are above or equal to 10/13 close (13 days ago), 8.2% are below.
85.3% are above or equal to 10/10 close (14 days ago), 14.7% are below.
78.0% are above or equal to 10/9 close (15 days ago), 22.0% are below.
63.9% are above or equal to 10/8 close (16 days ago), 36.1% are below.
70.5% are above or equal to 10/7 close (17 days ago), 29.5% are below.
61.4% are above or equal to 10/6 close (18 days ago), 38.6% are below.
57.7% are above or equal to 10/3 close (19 days ago), 42.3% are below.
62.4% are above or equal to 10/2 close (20 days ago), 37.6% are below.
64.2% are above or equal to 10/1 close (21 days ago), 35.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.7% new highs, 2.5% new lows
21d: 22.1% new highs, 2.5% new lows
42d: 12.5% new highs, 2.4% new lows
63d: 11.3% new highs, 2.3% new lows
126d: 9.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.3% above, 32.7% below
3-day: 63.2% above, 36.8% below
4-day: 73.6% above, 26.4% below
5-day: 73.7% above, 26.3% below
8-day: 73.9% above, 26.1% below
10-day: 78.5% above, 21.5% below
20-day: 79.7% above, 20.3% below
50-day: 53.6% above, 46.4% below
200-day: 53.2% above, 46.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 1:58 pm ET)
COSW(89): 1.58% Top=CTRX TTWO LOCK EQIX BIDU FFIV AKAM VNET ….. EPAM MSCI AWAY TRIP MSFT NQ FB DBD=Bottom (Computer Software/Internet)
RETA(72): 1.04% Top=GNC BBY VSI BURL SHLD FINL DDS KORS ….. CONN WAG SFM ANN CAB AEO LAD DSW=Bottom (Retail & Specialty Retail)
CHEM(35): 1.03% Top=APD CHMT DOW HUN MON GRA SHW CBT ….. ASH TAM FUL FTK WPZ PEIX GPRE MEOH=Bottom (Chemicals/Fertilizers)
DISV(51): 0.93% Top=VPRT V MA ALLE APOL YY BAH RCII ….. URI CAR HTZ SCI Z VNTV ASGN WTW=Bottom (Diversified Services)
LEIS(37): 0.88% Top=NCLH MAR BYD MGM RCL CCL LOCO LQ ….. SONC H GPRO DPZ WEN SGMS PNRA SEAS=Bottom (Leisure)
CONS(61): 0.87% Top=HAR OI NUS DECK RL KS SKX IP ….. JAKK CROX PBI FBHS HBI BLL ACCO AVP=Bottom (Consumer)
MATE(31): 0.78% Top=AWI TPH VMC WM BCC FLR RSG MLM ….. PHM DAR MTZ DHI CLH KBH EXP MDC=Bottom (Materials & Construction)
HEAL(58): 0.72% Top=MD IRWD STJ PODD CI HNT SPNC VOLC ….. A BAX HCA THC WMGI UHS CYH PRXL=Bottom (Health)
COHW(50): 0.72% Top=ARRS JDSU VIP ARUN LVLT CRAY ANET LXK ….. SWIR PLCM WDC SNDK NSR BRCD SSYS CNSL=Bottom (Computer Hardware/Telecom)
INSU(41): 0.72% Top=RDN AEL FAF ALL LNC MTG MET GNW ….. HCC AJG AHL AXS FNF MBI UNM AFSI=Bottom (Insurance)
REAL(90): 0.39% Top=AMT HLSS CBG SBRA CBSO BAM PCL NRF ….. BDN EDR HST EQY LPT GOV BMR ARCP=Bottom (Real Estate)
FINA(91): 0.32% Top=OCN XOOM IVZ TROW C TD NDAQ PFG ….. EWBC LAZ ICE APAM RCAP KKR APO LPLA=Bottom (Banks/Financials)
TRAN(34): 0.01% Top=ODFL GLNG AIRM CNI WAB SWFT KSU TDW ….. SAVE UAL ALK XPO KEX CHRW GBX CNW=Bottom (Transportation)
MANU(51): -0.07% Top=CR RXN PLL ETN TRS ATI DOV AME ….. MRC GNRC MWA GTLS SPW BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -0.53% Top=VECO CAVM CPHD IPGP CGNX TEL SCTY GLW ….. FCS IDTI INVN INTC CODE ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -0.90% Top=HOS CRR MPC ESV PBF WNR GLF VLO ….. SFY PVA UPL CPE EXXI LGCY EMES SSE=Bottom (Energy)
META(24): -1.73% Top=CLF CENX NUE CCJ BTU AA STLD CNX ….. ABX PAAS FCX SLCA SLW EGO AEM GG=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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

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

Follow

Get every new post delivered to your Inbox.

Join 58 other followers