daytrend

07/29/2014

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

Closing Stats
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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
14.1% of stocks are above yesterday’s high.
38.0% are above yesterday’s midpoint. (62.0% are below.)
32.1% are below yesterday’s low.
53.8% are inside yesterday’s range.
50.1% of stocks with today’s high > yesterday’s high. (49.9% less than).
44.4% of stocks with today’s low < yesterday’s low. (55.6% greater than).

EVIDENCE OF INTRADAY TREND
29.4% of stocks are above today’s open. (69.5% are below).
27.7% of stocks are above today’s open and yesterday’s close.
61.9% are below both.
10.5% of stocks opened above yesterday’s high.
56.0% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.2% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
22.7% are in the top half. 77.3% of stocks are in the bottom half of today’s range.
52.0% are in the bottom 20%.
38.7% are in the bottom 10%.

GAIN
36.2% of stocks are above yesterday’s close. (63.8% are below.)
1.5% are up 4.5% or more. 1.0% are down 4.5% or more.
2.6% are up 3.5% or more. 1.9% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.4%…>=90:6.4%…>=80:12.5%…>=50:31.0%…<=20:38.4%…<=10:23.1%…<=5:12.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:40.9%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:44.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.1% above previous 1 highs, 32.1% below previous 1 lows
8.7% above previous 2 highs, 27.5% below previous 2 lows
6.3% above previous 3 highs, 24.1% below previous 3 lows
5.7% above previous 4 highs, 21.3% below previous 4 lows
5.4% above previous 5 highs, 19.5% below previous 5 lows
5.3% above previous 6 highs, 17.2% below previous 6 lows
5.3% above previous 7 highs, 15.2% below previous 7 lows
4.9% above previous 8 highs, 14.3% below previous 8 lows
4.5% above previous 9 highs, 13.9% below previous 9 lows
4.5% above previous 10 highs, 13.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.2% are above or equal to 7/28 close (1 days ago), 63.8% are below.
34.0% are above or equal to 7/25 close (2 days ago), 66.0% are below.
26.0% are above or equal to 7/24 close (3 days ago), 74.0% are below.
34.7% are above or equal to 7/23 close (4 days ago), 65.3% are below.
38.7% are above or equal to 7/22 close (5 days ago), 61.3% are below.
46.9% are above or equal to 7/21 close (6 days ago), 53.1% are below.
42.9% are above or equal to 7/18 close (7 days ago), 57.1% are below.
56.8% are above or equal to 7/17 close (8 days ago), 43.2% are below.
44.0% are above or equal to 7/16 close (9 days ago), 56.0% are below.
47.6% are above or equal to 7/15 close (10 days ago), 52.4% are below.
42.8% are above or equal to 7/14 close (11 days ago), 57.2% are below.
47.8% are above or equal to 7/11 close (12 days ago), 52.2% are below.
46.6% are above or equal to 7/10 close (13 days ago), 53.4% are below.
41.4% are above or equal to 7/9 close (14 days ago), 58.6% are below.
44.9% are above or equal to 7/8 close (15 days ago), 55.1% are below.
39.1% are above or equal to 7/7 close (16 days ago), 60.9% are below.
34.7% are above or equal to 7/3 close (17 days ago), 65.3% are below.
37.4% are above or equal to 7/2 close (18 days ago), 62.6% are below.
35.7% are above or equal to 7/1 close (19 days ago), 64.3% are below.
40.9% are above or equal to 6/30 close (20 days ago), 59.1% are below.
42.7% are above or equal to 6/27 close (21 days ago), 57.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.3% new highs, 15.3% new lows
21d: 8.1% new highs, 15.2% new lows
42d: 6.8% new highs, 9.6% new lows
63d: 6.2% new highs, 6.4% new lows
126d: 4.9% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.5% above, 65.5% below
3-day: 31.6% above, 68.4% below
4-day: 28.9% above, 71.1% below
5-day: 29.9% above, 70.1% below
8-day: 35.7% above, 64.3% below
10-day: 40.5% above, 59.5% below
20-day: 41.2% above, 58.8% below
50-day: 51.7% above, 48.3% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 Closing)
COHW(46): 0.72% Top=FTR WIN CTL TDS LVLT T SYNA CAMP ….. CSCO XLS NSR ARRS ARUN VIP BBRY HRS=Bottom (Computer Hardware/Telecom)
LEIS(30): 0.49% Top=DRI WYNN DNKN PNRA LTM EAT QUNR LVS ….. CCL YUM CMG MAR RCL HOT BYI WYN=Bottom (Leisure)
META(26): 0.37% Top=CLF WLT BTU AKS SLCA TCK CNX SWC ….. CMC EGO SSRI GG SCCO CCJ STLD AEM=Bottom (Metals & Mining)
COSW(81): 0.15% Top=MDSO NQ MKTO CSOD NOW N PFPT TRAK ….. FEYE ATVI SFUN EA CPWR BIDU GLUU MOVE=Bottom (Computer Software/Internet)
RETA(65): 0.03% Top=SBH WFM FIVE AEO SFM TFM COST TGT ….. KMX AAP SIG KAR RAD WAG BBY GME=Bottom (Retail & Specialty Retail)
ENER(117): 0.03% Top=MHR PDCE BBG MTDR RRC MPC WPX PVA ….. FTI KMI EPE PDS HAL RES KMP EPB=Bottom (Energy)
ELEC(55): -0.03% Top=CGNX IDTI RFMD SCTY LLTC TSL MRVL INVN ….. SPWR MXIM LSCC JASO GTAT AMKR CSIQ GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(88): -0.08% Top=GGAL GHL FNGN ETFC OZRK AMTD XOOM FULT ….. JNS TROW AMG PFG SEIC MS EV WDR=Bottom (Banks/Financials)
MATE(31): -0.08% Top=MAS WM VMC TREX RSG MDC RYL SPF ….. WY USG PWR FLR MTZ DAR DHI RYN=Bottom (Materials & Construction)
HEAL(51): -0.13% Top=HCA ESRX EVHC PRXL DXCM OPK LPNT UHS ….. MOH HOLX UNH BCR CI WLP HUM AET=Bottom (Health)
DISV(46): -0.16% Top=XRS MYGN RRD RCII CATM HTZ MAN GEO ….. AAN SCI TYC AL KBR R JEC Z=Bottom (Diversified Services)
REAL(78): -0.64% Top=ARCP EJ DLR GOV CUBE DRE PMT CLNY ….. HPT GGP EDR MPW NNN OHI JOE PCL=Bottom (Real Estate)
INSU(36): -0.93% Top=MMC FAF WRB MBI AGO GNW CB L ….. VR PRU AWH AIZ CLGX ORI AHL CNO=Bottom (Insurance)
TRAN(28): -1.01% Top=GLNG ALK HA SWFT TRN CNW GBX TGP ….. SAVE LUV NSC CHRW AAL EXPD XPO UPS=Bottom (Transportation)
CHEM(28): -1.02% Top=OLN DD AGU MEOH RPM CF SIAL WPZ ….. HUN WLK PPG POL AXLL ALB CE EMN=Bottom (Chemicals/Fertilizers)
CONS(59): -1.02% Top=FBHS SCSS PAY SKX KS CROX FL CHD ….. SON PBI IP TUP KATE MWV RKT IRBT=Bottom (Consumer)
MANU(41): -1.26% Top=DDD XYL MHK GNRC CAT WWD DE BGC ….. CFX AOS TEX PNR PH JKS AGCO ETN=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:17 pm

Market Stats at 3:17 pm ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
17.9% of stocks are above yesterday’s high.
47.2% are above yesterday’s midpoint. (52.8% are below.)
24.1% are below yesterday’s low.
58.0% are inside yesterday’s range.
49.1% of stocks with today’s high > yesterday’s high. (50.9% less than).
40.8% of stocks with today’s low < yesterday’s low. (59.2% greater than).

EVIDENCE OF INTRADAY TREND
38.5% of stocks are above today’s open. (59.9% are below).
35.5% of stocks are above today’s open and yesterday’s close.
52.4% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
11.3% are in the top 20%.
36.7% are in the top half. 63.3% of stocks are in the bottom half of today’s range.
32.5% are in the bottom 20%.
17.9% are in the bottom 10%.

GAIN
44.2% of stocks are above yesterday’s close. (55.8% are below.)
1.7% are up 4.5% or more. 0.9% are down 4.5% or more.
2.9% are up 3.5% or more. 1.7% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.1%…>=90:8.1%…>=80:14.8%…>=50:39.3%…<=20:32.2%…<=10:18.8%…<=5:10.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:45.4%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:47.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.9% above previous 1 highs, 24.1% below previous 1 lows
11.5% above previous 2 highs, 20.1% below previous 2 lows
8.1% above previous 3 highs, 17.7% below previous 3 lows
7.4% above previous 4 highs, 15.2% below previous 4 lows
6.6% above previous 5 highs, 14.3% below previous 5 lows
6.5% above previous 6 highs, 12.9% below previous 6 lows
6.5% above previous 7 highs, 11.5% below previous 7 lows
6.1% above previous 8 highs, 10.8% below previous 8 lows
5.3% above previous 9 highs, 10.6% below previous 9 lows
5.3% above previous 10 highs, 10.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.2% are above or equal to 7/28 close (1 days ago), 55.8% are below.
40.8% are above or equal to 7/25 close (2 days ago), 59.2% are below.
31.0% are above or equal to 7/24 close (3 days ago), 69.0% are below.
38.8% are above or equal to 7/23 close (4 days ago), 61.2% are below.
42.0% are above or equal to 7/22 close (5 days ago), 58.0% are below.
50.2% are above or equal to 7/21 close (6 days ago), 49.8% are below.
45.2% are above or equal to 7/18 close (7 days ago), 54.8% are below.
60.4% are above or equal to 7/17 close (8 days ago), 39.6% are below.
48.1% are above or equal to 7/16 close (9 days ago), 51.9% are below.
50.1% are above or equal to 7/15 close (10 days ago), 49.9% are below.
45.0% are above or equal to 7/14 close (11 days ago), 55.0% are below.
51.6% are above or equal to 7/11 close (12 days ago), 48.4% are below.
50.3% are above or equal to 7/10 close (13 days ago), 49.7% are below.
43.6% are above or equal to 7/9 close (14 days ago), 56.4% are below.
46.7% are above or equal to 7/8 close (15 days ago), 53.3% are below.
40.8% are above or equal to 7/7 close (16 days ago), 59.2% are below.
35.9% are above or equal to 7/3 close (17 days ago), 64.1% are below.
38.8% are above or equal to 7/2 close (18 days ago), 61.2% are below.
37.0% are above or equal to 7/1 close (19 days ago), 63.0% are below.
43.0% are above or equal to 6/30 close (20 days ago), 57.0% are below.
44.3% are above or equal to 6/27 close (21 days ago), 55.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.2% new highs, 13.5% new lows
21d: 8.0% new highs, 13.5% new lows
42d: 6.7% new highs, 8.4% new lows
63d: 6.1% new highs, 5.9% new lows
126d: 4.9% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.4% above, 56.6% below
3-day: 41.3% above, 58.7% below
4-day: 36.1% above, 63.9% below
5-day: 35.6% above, 64.4% below
8-day: 42.3% above, 57.7% below
10-day: 45.1% above, 54.9% below
20-day: 44.0% above, 56.0% below
50-day: 55.5% above, 44.5% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 3:17 pm ET)
COHW(46): 0.95% Top=FTR WIN CTL TDS LVLT T GOGO SYNA ….. CSCO NSR ARRS XLS ARUN VIP BBRY HRS=Bottom (Computer Hardware/Telecom)
LEIS(30): 0.86% Top=DRI WYNN DNKN PNRA QUNR EAT LVS LTM ….. MAR CMG YUM CCL BYI HOT RCL WYN=Bottom (Leisure)
META(25): 0.54% Top=CLF BTU AKS TCK SLCA CNX SWC X ….. ABX SSRI STLD EGO GG SCCO CCJ AEM=Bottom (Metals & Mining)
COSW(81): 0.40% Top=MDSO NQ CSOD MKTO NOW SINA ANGI TRAK ….. TTWO CPWR ATVI EA SFUN BIDU GLUU MOVE=Bottom (Computer Software/Internet)
RETA(65): 0.36% Top=SBH WFM AEO SFM FIVE TFM COST BBBY ….. BIG SIG AAP KAR BBY RAD WAG GME=Bottom (Retail & Specialty Retail)
ELEC(55): 0.34% Top=CGNX IDTI RFMD SCTY LLTC TSL BRCM CAVM ….. LSCC MXIM SPWR JASO AMKR GTAT CSIQ GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(117): 0.24% Top=MHR PDCE MTDR BBG RRC MPC VLO WPX ….. KMI WFT HAL ETE PDS RES KMP EPB=Bottom (Energy)
FINA(88): 0.14% Top=GHL FNGN ETFC AMTD GGAL OZRK FULT UMPQ ….. TROW PFG MS SEIC EV ACAS AMG WDR=Bottom (Banks/Financials)
DISV(46): 0.12% Top=XRS MYGN RRD RCII MAN HMSY CATM GEO ….. AAN MCO TYC SCI KBR R JEC Z=Bottom (Diversified Services)
MATE(31): 0.07% Top=MAS WM TREX VMC RSG MLM EXP MDR ….. WY PHM MTZ FLR PWR DAR DHI RYN=Bottom (Materials & Construction)
HEAL(51): 0.07% Top=ESRX EVHC DXCM OPK HCA PRXL UHS IRWD ….. STJ CNC BCR UNH CI WLP HUM AET=Bottom (Health)
REAL(78): -0.47% Top=ARCP EJ DLR GOV NRF CWH DRE DFT ….. HLSS MPW NNN GGP EDR OHI JOE PCL=Bottom (Real Estate)
CHEM(28): -0.61% Top=OLN DD MEOH RPM AGU CF SIAL APD ….. POL GPRE PPG WLK AXLL ALB CE EMN=Bottom (Chemicals/Fertilizers)
TRAN(28): -0.64% Top=GLNG HA ALK SWFT TRN GBX CNW WERN ….. AAL FDX LUV CHRW NSC EXPD XPO UPS=Bottom (Transportation)
INSU(36): -0.64% Top=FAF MMC WRB MBI AGO CB WSH HIG ….. PRU AWH ALL CLGX AIZ AHL ORI CNO=Bottom (Insurance)
CONS(59): -0.68% Top=FBHS PAY SCSS FL KS CROX SKX HAR ….. JAH MWV PBI NUS KATE RKT TUP IRBT=Bottom (Consumer)
MANU(41): -0.83% Top=DDD XYL CAT MHK GNRC WWD DE GE ….. AOS ATI PNR PH TEX JKS AGCO ETN=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:17 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 1:37 pm ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
22.0% of stocks are above yesterday’s high.
53.9% are above yesterday’s midpoint. (46.1% are below.)
16.4% are below yesterday’s low.
61.7% are inside yesterday’s range.
47.8% of stocks with today’s high > yesterday’s high. (52.2% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND
47.5% of stocks are above today’s open. (50.8% are below).
42.8% of stocks are above today’s open and yesterday’s close.
40.8% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.1% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
15.8% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN
54.4% of stocks are above yesterday’s close. (45.6% are below.)
1.4% are up 4.5% or more. 0.4% are down 4.5% or more.
2.7% are up 3.5% or more. 0.8% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.8%…>=90:9.1%…>=80:17.7%…>=50:46.2%…<=20:26.1%…<=10:15.7%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:47.8%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:50.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.0% above previous 1 highs, 16.4% below previous 1 lows
14.8% above previous 2 highs, 13.5% below previous 2 lows
10.3% above previous 3 highs, 12.5% below previous 3 lows
9.2% above previous 4 highs, 11.3% below previous 4 lows
8.1% above previous 5 highs, 10.4% below previous 5 lows
8.1% above previous 6 highs, 9.6% below previous 6 lows
8.1% above previous 7 highs, 8.7% below previous 7 lows
7.5% above previous 8 highs, 8.1% below previous 8 lows
6.5% above previous 9 highs, 7.7% below previous 9 lows
6.4% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.4% are above or equal to 7/28 close (1 days ago), 45.6% are below.
46.7% are above or equal to 7/25 close (2 days ago), 53.3% are below.
34.4% are above or equal to 7/24 close (3 days ago), 65.6% are below.
42.3% are above or equal to 7/23 close (4 days ago), 57.7% are below.
44.1% are above or equal to 7/22 close (5 days ago), 55.9% are below.
52.8% are above or equal to 7/21 close (6 days ago), 47.2% are below.
47.3% are above or equal to 7/18 close (7 days ago), 52.7% are below.
63.1% are above or equal to 7/17 close (8 days ago), 36.9% are below.
50.2% are above or equal to 7/16 close (9 days ago), 49.8% are below.
51.8% are above or equal to 7/15 close (10 days ago), 48.2% are below.
47.5% are above or equal to 7/14 close (11 days ago), 52.5% are below.
53.3% are above or equal to 7/11 close (12 days ago), 46.7% are below.
52.8% are above or equal to 7/10 close (13 days ago), 47.2% are below.
46.7% are above or equal to 7/9 close (14 days ago), 53.3% are below.
50.1% are above or equal to 7/8 close (15 days ago), 49.9% are below.
42.0% are above or equal to 7/7 close (16 days ago), 58.0% are below.
37.0% are above or equal to 7/3 close (17 days ago), 63.0% are below.
41.0% are above or equal to 7/2 close (18 days ago), 59.0% are below.
38.6% are above or equal to 7/1 close (19 days ago), 61.4% are below.
44.5% are above or equal to 6/30 close (20 days ago), 55.5% are below.
46.2% are above or equal to 6/27 close (21 days ago), 53.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.8% new highs, 11.5% new lows
21d: 7.5% new highs, 11.5% new lows
42d: 6.5% new highs, 7.4% new lows
63d: 5.9% new highs, 5.1% new lows
126d: 4.8% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.5% above, 47.5% below
3-day: 49.2% above, 50.8% below
4-day: 42.1% above, 57.9% below
5-day: 40.8% above, 59.2% below
8-day: 46.7% above, 53.3% below
10-day: 49.2% above, 50.8% below
20-day: 46.6% above, 53.4% below
50-day: 57.3% above, 42.7% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 1:37 pm ET)
COHW(46): 1.17% Top=FTR WIN CTL TDS LVLT GOGO T SYNA ….. MSI XLS ARUN ARRS NSR VIP BBRY HRS=Bottom (Computer Hardware/Telecom)
LEIS(30): 0.96% Top=DRI WYNN DNKN LVS MGM EAT PNRA MPEL ….. MAR YUM CMG CCL RCL DPZ HOT WYN=Bottom (Leisure)
META(25): 0.83% Top=CLF AKS BTU TCK X CNX CMC SWC ….. ABX STLD SSRI EGO GG CCJ SCCO AEM=Bottom (Metals & Mining)
RETA(65): 0.76% Top=SBH WFM AEO FINL GNC FIVE COST TFM ….. CVS BBY SIG KORS DLTR RAD WAG KAR=Bottom (Retail & Specialty Retail)
ELEC(55): 0.69% Top=CGNX IDTI RFMD SCTY TSL LLTC INVN CPHD ….. AYI SUNE FSL MXIM AMKR CSIQ GTAT GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 0.60% Top=MDSO NQ MKTO CSOD SINA CVLT TRAK ANGI ….. FEYE GRPN CPWR BIDU EA MOVE SFUN GLUU=Bottom (Computer Software/Internet)
FINA(88): 0.41% Top=GHL FNGN ETFC OZRK FULT GGAL UMPQ WETF ….. EV BAC PSEC JPM BX MS AMG WDR=Bottom (Banks/Financials)
DISV(46): 0.30% Top=XRS TMH MYGN RCII RRD MAN VNTV PCLN ….. PAYX SCI MCO AL KBR R JEC Z=Bottom (Diversified Services)
MATE(31): 0.20% Top=MAS WM VMC TREX MLM RSG EXP MDC ….. PWR KBH AWI PHM DAR MTZ DHI RYN=Bottom (Materials & Construction)
ENER(117): 0.15% Top=MHR MTDR RRC BAS PDCE WPX CJES BBG ….. RGP EPD NOV KMI ETE HK KMP EPB=Bottom (Energy)
HEAL(51): 0.10% Top=DXCM ESRX IRWD OPK LPNT EVHC PRXL HCA ….. CNC BCR MOH CI UNH WLP HUM AET=Bottom (Health)
REAL(78): -0.23% Top=ARCP EJ GOV DLR ACC DFT DRE NRF ….. EDR HLSS BDN NNN GGP JOE OHI PCL=Bottom (Real Estate)
MANU(41): -0.38% Top=DDD XYL CAT MHK GNRC WWD DE LII ….. BWC CFX PNR TEX PH ATI AGCO ETN=Bottom (Manufacturing)
CHEM(28): -0.38% Top=DD OLN MEOH RPM AGU CF GRA SIAL ….. AXLL HUN PPG WLK ALB GPRE CE EMN=Bottom (Chemicals/Fertilizers)
CONS(59): -0.38% Top=FBHS PAY SKX FL KS SCSS CROX HAR ….. WHR NUS IP RKT DECK KATE IRBT TUP=Bottom (Consumer)
INSU(36): -0.39% Top=FAF MMC AGO MBI WRB MTG GNW HIG ….. AHL AWH AIZ AXS ALL CLGX CNO ORI=Bottom (Insurance)
TRAN(28): -0.39% Top=HA ALK SWFT GLNG CNW WERN GBX JBLU ….. CNI FDX CHRW LUV NSC EXPD XPO UPS=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:37 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:24 am ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
16.6% of stocks are above yesterday’s high.
49.1% are above yesterday’s midpoint. (50.9% are below.)
16.6% are below yesterday’s low.
66.9% are inside yesterday’s range.
45.3% of stocks with today’s high > yesterday’s high. (54.7% less than).
31.6% of stocks with today’s low < yesterday’s low. (68.4% greater than).

EVIDENCE OF INTRADAY TREND
39.4% of stocks are above today’s open. (58.2% are below).
34.7% of stocks are above today’s open and yesterday’s close.
47.6% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.9% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
36.9% are in the top half. 63.1% of stocks are in the bottom half of today’s range.
27.7% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN
48.0% of stocks are above yesterday’s close. (52.0% are below.)
1.2% are up 4.5% or more. 0.3% are down 4.5% or more.
2.3% are up 3.5% or more. 0.8% are down 3.5% or more.
76.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.4%…>=90:7.5%…>=80:14.6%…>=50:39.1%…<=20:28.6%…<=10:16.5%…<=5:8.7%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.2%…>=50:46.0%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:49.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.6% above previous 1 highs, 16.6% below previous 1 lows
10.1% above previous 2 highs, 13.8% below previous 2 lows
7.6% above previous 3 highs, 11.9% below previous 3 lows
6.7% above previous 4 highs, 10.6% below previous 4 lows
5.6% above previous 5 highs, 9.9% below previous 5 lows
5.6% above previous 6 highs, 8.8% below previous 6 lows
5.6% above previous 7 highs, 7.7% below previous 7 lows
4.9% above previous 8 highs, 7.1% below previous 8 lows
4.6% above previous 9 highs, 6.7% below previous 9 lows
4.4% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.0% are above or equal to 7/28 close (1 days ago), 52.0% are below.
42.3% are above or equal to 7/25 close (2 days ago), 57.7% are below.
30.8% are above or equal to 7/24 close (3 days ago), 69.2% are below.
39.6% are above or equal to 7/23 close (4 days ago), 60.4% are below.
40.9% are above or equal to 7/22 close (5 days ago), 59.1% are below.
50.5% are above or equal to 7/21 close (6 days ago), 49.5% are below.
45.6% are above or equal to 7/18 close (7 days ago), 54.4% are below.
61.7% are above or equal to 7/17 close (8 days ago), 38.3% are below.
47.8% are above or equal to 7/16 close (9 days ago), 52.2% are below.
51.2% are above or equal to 7/15 close (10 days ago), 48.8% are below.
45.7% are above or equal to 7/14 close (11 days ago), 54.3% are below.
51.6% are above or equal to 7/11 close (12 days ago), 48.4% are below.
50.7% are above or equal to 7/10 close (13 days ago), 49.3% are below.
44.1% are above or equal to 7/9 close (14 days ago), 55.9% are below.
48.3% are above or equal to 7/8 close (15 days ago), 51.7% are below.
41.4% are above or equal to 7/7 close (16 days ago), 58.6% are below.
35.6% are above or equal to 7/3 close (17 days ago), 64.4% are below.
40.0% are above or equal to 7/2 close (18 days ago), 60.0% are below.
38.3% are above or equal to 7/1 close (19 days ago), 61.7% are below.
43.1% are above or equal to 6/30 close (20 days ago), 56.9% are below.
44.9% are above or equal to 6/27 close (21 days ago), 55.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.3% new highs, 9.1% new lows
21d: 7.0% new highs, 9.1% new lows
42d: 5.9% new highs, 6.0% new lows
63d: 5.4% new highs, 4.1% new lows
126d: 4.6% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.3% above, 54.7% below
3-day: 43.2% above, 56.8% below
4-day: 36.4% above, 63.6% below
5-day: 35.2% above, 64.8% below
8-day: 41.8% above, 58.2% below
10-day: 45.7% above, 54.3% below
20-day: 43.8% above, 56.2% below
50-day: 56.0% above, 44.0% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 11:24 am ET)
COHW(46): 1.27% Top=WIN FTR CTL LVLT TDS GOGO T SYNA ….. RKUS COMM XLS NSR ARRS BBRY VIP HRS=Bottom (Computer Hardware/Telecom)
LEIS(30): 0.64% Top=WYNN DRI LVS MGM DNKN SIX EXPE SONC ….. RCL DPZ PNK BYI CMG CCL BLMN WYN=Bottom (Leisure)
ELEC(55): 0.55% Top=CGNX IDTI RFMD TSL SCTY LLTC INVN AMBA ….. MXIM ONNN LSCC FSL CSIQ AMKR GTAT GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): 0.35% Top=WFM SBH GNC COST TCS FIVE DANG TFM ….. BURL SIG ORLY KORS KAR BBY WAG RAD=Bottom (Retail & Specialty Retail)
COSW(81): 0.27% Top=MDSO CVLT ANGI NQ CNQR CSOD TRAK SINA ….. INFA FIS FEYE SFUN ATVI EA GRPN MOVE=Bottom (Computer Software/Internet)
DISV(46): 0.25% Top=XRS HMSY TMH MYGN RRD RCII PCLN MAN ….. PAYX MCO AL GPN AAN JEC R Z=Bottom (Diversified Services)
MATE(31): 0.23% Top=MAS WM MLM VMC RSG MDR EXP TREX ….. PHM KBH LEN DAR MTZ DHI AWI RYN=Bottom (Materials & Construction)
META(25): 0.20% Top=AKS BTU TCK SLCA X AA AUY SWC ….. CCJ ABX STLD SCCO SSRI GG CLF AEM=Bottom (Metals & Mining)
ENER(117): 0.19% Top=MTDR BAS MHR WPX RRC BBG CJES CRK ….. CVI EPD KMI CMLP NOV HK KMP EPB=Bottom (Energy)
FINA(88): 0.14% Top=GHL FNGN ETFC FULT UMPQ AMTD KKR OZRK ….. WDR EV PSEC MS JPM BX AMG GGAL=Bottom (Banks/Financials)
HEAL(51): -0.12% Top=IRWD EVHC PRXL HCA LPNT OPK ESRX UHS ….. MOH HOLX BCR UNH WLP HUM CI AET=Bottom (Health)
CONS(59): -0.24% Top=IRBT FBHS SKX PAY HAR SCSS CROX CHD ….. HAS DECK TUP IP CL RKT AVY KATE=Bottom (Consumer)
INSU(36): -0.31% Top=FAF WRB MMC WSH GNW MTG CB AGO ….. MET AON BRO LNC ALL AIZ CNO ORI=Bottom (Insurance)
REAL(78): -0.33% Top=EJ ARCP GLPI GOV HTS SRC NRF AMT ….. EDR MPW GGP NNN CBG BDN OHI PCL=Bottom (Real Estate)
MANU(41): -0.35% Top=XYL DDD JKS CAT MHK WWD GNRC LII ….. CFX RXN TEX PH ATI DHR AGCO ETN=Bottom (Manufacturing)
TRAN(28): -0.50% Top=HA ALK SWFT DAL CNW AAL GLNG WERN ….. TRN CP CHRW SAVE NSC EXPD XPO UPS=Bottom (Transportation)
CHEM(28): -0.64% Top=DD OLN RPM SIAL VAL GRA APD WPZ ….. HUN PPG AXLL WLK ALB GPRE CE EMN=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:24 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:17 am

Market Stats at 10:17 am ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
23.1% of stocks are above yesterday’s high.
64.4% are above yesterday’s midpoint. (35.6% are below.)
6.9% are below yesterday’s low.
70.1% are inside yesterday’s range.
39.7% of stocks with today’s high > yesterday’s high. (60.3% less than).
23.8% of stocks with today’s low < yesterday’s low. (76.2% greater than).

EVIDENCE OF INTRADAY TREND
63.3% of stocks are above today’s open. (34.9% are below).
56.9% of stocks are above today’s open and yesterday’s close.
25.4% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.5% of stocks are in the top 10% of today’s range.
34.8% are in the top 20%.
71.7% are in the top half. 28.3% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
68.4% of stocks are above yesterday’s close. (31.6% are below.)
1.4% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.6% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:9.3%…>=80:18.8%…>=50:52.7%…<=20:16.7%…<=10:9.3%…<=5:4.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.8%…>=50:50.4%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:52.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.1% above previous 1 highs, 6.9% below previous 1 lows
14.5% above previous 2 highs, 5.5% below previous 2 lows
9.8% above previous 3 highs, 5.0% below previous 3 lows
8.4% above previous 4 highs, 4.8% below previous 4 lows
7.2% above previous 5 highs, 4.5% below previous 5 lows
7.2% above previous 6 highs, 4.0% below previous 6 lows
7.1% above previous 7 highs, 3.3% below previous 7 lows
6.6% above previous 8 highs, 3.0% below previous 8 lows
5.7% above previous 9 highs, 3.0% below previous 9 lows
5.6% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.4% are above or equal to 7/28 close (1 days ago), 31.6% are below.
51.0% are above or equal to 7/25 close (2 days ago), 49.0% are below.
37.6% are above or equal to 7/24 close (3 days ago), 62.4% are below.
44.4% are above or equal to 7/23 close (4 days ago), 55.6% are below.
46.7% are above or equal to 7/22 close (5 days ago), 53.3% are below.
55.0% are above or equal to 7/21 close (6 days ago), 45.0% are below.
49.5% are above or equal to 7/18 close (7 days ago), 50.5% are below.
65.3% are above or equal to 7/17 close (8 days ago), 34.7% are below.
51.9% are above or equal to 7/16 close (9 days ago), 48.1% are below.
54.7% are above or equal to 7/15 close (10 days ago), 45.3% are below.
49.4% are above or equal to 7/14 close (11 days ago), 50.6% are below.
53.9% are above or equal to 7/11 close (12 days ago), 46.1% are below.
53.7% are above or equal to 7/10 close (13 days ago), 46.3% are below.
48.0% are above or equal to 7/9 close (14 days ago), 52.0% are below.
51.3% are above or equal to 7/8 close (15 days ago), 48.7% are below.
45.1% are above or equal to 7/7 close (16 days ago), 54.9% are below.
38.5% are above or equal to 7/3 close (17 days ago), 61.5% are below.
42.4% are above or equal to 7/2 close (18 days ago), 57.6% are below.
41.4% are above or equal to 7/1 close (19 days ago), 58.6% are below.
45.3% are above or equal to 6/30 close (20 days ago), 54.7% are below.
48.0% are above or equal to 6/27 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.6% new highs, 6.3% new lows
21d: 6.3% new highs, 6.3% new lows
42d: 5.3% new highs, 4.0% new lows
63d: 4.8% new highs, 3.0% new lows
126d: 4.4% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.7% above, 33.3% below
3-day: 57.7% above, 42.3% below
4-day: 46.9% above, 53.1% below
5-day: 46.1% above, 53.9% below
8-day: 48.5% above, 51.5% below
10-day: 52.3% above, 47.7% below
20-day: 48.5% above, 51.5% below
50-day: 58.5% above, 41.5% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 10:17 am ET)
COHW(46): 1.61% Top=WIN FTR CTL LVLT TDS T GOGO SYNA ….. AAPL XLS NSR EMC ARRS RKUS VIP HRS=Bottom (Computer Hardware/Telecom)
ELEC(55): 1.03% Top=CGNX IDTI LLTC RFMD ATML CPHD TSL TQNT ….. GRMN MXIM SPWR ONNN FSL SUNE CSIQ GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.91% Top=DRI WYNN MGM LVS EXPE LTM OWW PNRA ….. CCL RCL WYN BYI MCD HOT PNK CMG=Bottom (Leisure)
MATE(31): 0.88% Top=MAS WM MLM TREX VMC USG MDR RSG ….. FAST PHM LEN KBH DHI WY AWI RYN=Bottom (Materials & Construction)
FINA(88): 0.59% Top=GHL FNGN ETFC FULT WETF AMTD ICE LM ….. ARCC MS OCN APO JPM BX PSEC GGAL=Bottom (Banks/Financials)
DISV(46): 0.51% Top=XRS HMSY MAN MYGN LDOS WOOF TMH PCLN ….. ACM ATHN ULTA JEC AAN AL R Z=Bottom (Diversified Services)
COSW(81): 0.46% Top=MDSO NQ ANGI CNQR SINA CTXS DWRE N ….. SFUN INFA FEYE ATVI FIS GRPN EA MOVE=Bottom (Computer Software/Internet)
MANU(41): 0.41% Top=XYL DDD CAT JKS GNRC LII CMI ROP ….. TEX BGC RXN PH DHR ATI AGCO ETN=Bottom (Manufacturing)
RETA(65): 0.35% Top=SBH WFM COST CDW TCS TFM DKS AEO ….. KAR KORS WAG BBY BURL DLTR RAD GNC=Bottom (Retail & Specialty Retail)
ENER(117): 0.28% Top=MTDR BBG WPX VLO MPC MHR PBF BAS ….. ETE LPI CVI NOV EPD KMP EPB HK=Bottom (Energy)
CONS(59): 0.23% Top=IRBT FBHS ICON SKX HAR PAY CROX SCSS ….. DECK KATE RL PVH COH RKT IP AVY=Bottom (Consumer)
HEAL(51): 0.20% Top=IRWD EVHC UHS KND LPNT HCA OPK CYH ….. UNH BCR CNC CI HUM WLP MOH AET=Bottom (Health)
INSU(36): 0.18% Top=WRB FAF MMC MTG MBI TRV WSH CB ….. AWH MET ALL ORI BRO FNF AIZ CNO=Bottom (Insurance)
TRAN(28): 0.10% Top=ALK HA SWFT JBLU CNW AAL WERN WAB ….. KSU JBHT CP CNI NSC EXPD CHRW UPS=Bottom (Transportation)
META(25): 0.04% Top=AKS BTU TCK SLCA CMC NUE X SWC ….. SLW CCJ RGLD EGO GG AEM CNX SSRI=Bottom (Metals & Mining)
REAL(78): -0.22% Top=GLPI ARCP HTS AMT ACC CYS AGNC NRF ….. CBL EDR KRG NNN OHI GGP BDN PCL=Bottom (Real Estate)
CHEM(28): -0.30% Top=DD RPM OLN VAL AGU SIAL DOW FMC ….. PPG GRA ALB GPRE WLK AXLL CE EMN=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:57 am ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
20.1% of stocks are above yesterday’s high.
62.4% are above yesterday’s midpoint. (37.6% are below.)
7.0% are below yesterday’s low.
72.9% are inside yesterday’s range.
34.3% of stocks with today’s high > yesterday’s high. (65.7% less than).
22.8% of stocks with today’s low < yesterday’s low. (77.2% greater than).

EVIDENCE OF INTRADAY TREND
59.4% of stocks are above today’s open. (37.6% are below).
54.9% of stocks are above today’s open and yesterday’s close.
26.4% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.8% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
68.2% of stocks are above yesterday’s close. (31.8% are below.)
1.2% are up 4.5% or more. 0.2% are down 4.5% or more.
1.7% are up 3.5% or more. 0.4% are down 3.5% or more.
82.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:8.6%…>=80:17.3%…>=50:48.1%…<=20:16.5%…<=10:9.7%…<=5:4.3%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.8%…>=50:48.4%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:51.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.1% above previous 1 highs, 7.0% below previous 1 lows
12.2% above previous 2 highs, 5.2% below previous 2 lows
8.5% above previous 3 highs, 5.0% below previous 3 lows
7.7% above previous 4 highs, 4.9% below previous 4 lows
6.7% above previous 5 highs, 4.4% below previous 5 lows
6.6% above previous 6 highs, 3.6% below previous 6 lows
6.5% above previous 7 highs, 3.2% below previous 7 lows
5.9% above previous 8 highs, 3.2% below previous 8 lows
5.6% above previous 9 highs, 3.2% below previous 9 lows
5.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.2% are above or equal to 7/28 close (1 days ago), 31.8% are below.
49.9% are above or equal to 7/25 close (2 days ago), 50.1% are below.
35.2% are above or equal to 7/24 close (3 days ago), 64.8% are below.
43.1% are above or equal to 7/23 close (4 days ago), 56.9% are below.
45.0% are above or equal to 7/22 close (5 days ago), 55.0% are below.
53.8% are above or equal to 7/21 close (6 days ago), 46.2% are below.
48.5% are above or equal to 7/18 close (7 days ago), 51.5% are below.
63.9% are above or equal to 7/17 close (8 days ago), 36.1% are below.
51.0% are above or equal to 7/16 close (9 days ago), 49.0% are below.
53.6% are above or equal to 7/15 close (10 days ago), 46.4% are below.
48.7% are above or equal to 7/14 close (11 days ago), 51.3% are below.
53.6% are above or equal to 7/11 close (12 days ago), 46.4% are below.
52.6% are above or equal to 7/10 close (13 days ago), 47.4% are below.
47.6% are above or equal to 7/9 close (14 days ago), 52.4% are below.
50.7% are above or equal to 7/8 close (15 days ago), 49.3% are below.
44.0% are above or equal to 7/7 close (16 days ago), 56.0% are below.
38.2% are above or equal to 7/3 close (17 days ago), 61.8% are below.
41.9% are above or equal to 7/2 close (18 days ago), 58.1% are below.
39.1% are above or equal to 7/1 close (19 days ago), 60.9% are below.
44.9% are above or equal to 6/30 close (20 days ago), 55.1% are below.
46.6% are above or equal to 6/27 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.1% new highs, 6.1% new lows
21d: 5.9% new highs, 6.1% new lows
42d: 4.8% new highs, 4.0% new lows
63d: 4.3% new highs, 3.0% new lows
126d: 4.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.2% above, 33.8% below
3-day: 53.1% above, 46.9% below
4-day: 43.5% above, 56.5% below
5-day: 42.5% above, 57.5% below
8-day: 46.4% above, 53.6% below
10-day: 50.5% above, 49.5% below
20-day: 47.4% above, 52.6% below
50-day: 57.6% above, 42.4% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 9:57 am ET)
COHW(46): 1.46% Top=WIN FTR CTL T LVLT TDS SYNA VZ ….. AAPL NSR ARRS RKUS EMC COMM VIP HRS=Bottom (Computer Hardware/Telecom)
LEIS(30): 0.98% Top=DRI MGM WYNN LVS MPEL EXPE PNRA YUM ….. CCL PNK LTM MCD BYI CMG HOT QUNR=Bottom (Leisure)
ELEC(55): 0.93% Top=CGNX IDTI LLTC ATML CPHD FCS RFMD AMKR ….. INTC ONNN LSCC FSL SUNE SPWR CSIQ GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.63% Top=MAS WM VMC TREX USG EXP MDR RSG ….. PHM FLR KBH WY AWI DHI LEN RYN=Bottom (Materials & Construction)
FINA(88): 0.38% Top=GHL FNGN FULT WDR ICE OZRK WFC WETF ….. MS BK BAC EV JPM BX PSEC GGAL=Bottom (Banks/Financials)
ENER(117): 0.38% Top=MTDR WPX RRC MHR CRZO BBG PVA VLO ….. LPI NBL KMI NOV EPD KMP HK EPB=Bottom (Energy)
DISV(46): 0.38% Top=XRS HMSY WOOF MAN PCLN LDOS TMH MYGN ….. MA ACM ULTA AAN R JEC AL Z=Bottom (Diversified Services)
META(25): 0.37% Top=AKS BTU TCK CMC X NUE CLF CCJ ….. GG SLW SCCO SSRI RGLD EGO AEM CNX=Bottom (Metals & Mining)
COSW(81): 0.32% Top=MDSO NQ SINA ANGI N SOHU CNQR DWRE ….. CVLT GLUU BIDU FIS FEYE EA GRPN MOVE=Bottom (Computer Software/Internet)
RETA(65): 0.28% Top=SBH COST WFM DG AEO DSW CDW ANN ….. WAG BBY GNC BURL DANG ANF DLTR RAD=Bottom (Retail & Specialty Retail)
MANU(41): 0.25% Top=XYL DDD CAT MHK ROP LII KMT GNRC ….. RXN PNR ITW ATI DHR PH AGCO ETN=Bottom (Manufacturing)
CONS(59): 0.14% Top=IRBT FBHS SKX HAR CROX ICON CHD SEE ….. PKG RL CL IP PVH COH AVY RKT=Bottom (Consumer)
TRAN(28): 0.11% Top=ALK AAL SAVE CNW SWFT JBLU WAB DAL ….. CNI CSX UNP JBHT CHRW CP EXPD UPS=Bottom (Transportation)
HEAL(51): 0.10% Top=HCA THC EVHC UHS IRWD KND LPNT OPK ….. UNH CNC BCR WLP CI HUM MOH AET=Bottom (Health)
INSU(36): 0.04% Top=WRB MMC FAF MTG WSH AHL TRV HIG ….. AGO CINF MET PRU ALL FNF AIZ CNO=Bottom (Insurance)
CHEM(28): -0.09% Top=DD RPM AGU SIAL DOW FMC VAL ALB ….. CF MON PPG GRA AXLL WLK CE EMN=Bottom (Chemicals/Fertilizers)
REAL(78): -0.33% Top=GLPI ARCP AGNC CYS EJ HTS AMT NRF ….. CBL EDR NNN KRG GGP OHI BDN PCL=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:57 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/28/2014

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

Closing Stats
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
12.3% of stocks are above yesterday’s high.
38.0% are above yesterday’s midpoint. (62.0% are below.)
32.3% are below yesterday’s low.
55.3% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
65.9% of stocks with today’s low < yesterday’s low. (34.1% greater than).

EVIDENCE OF INTRADAY TREND
38.4% of stocks are above today’s open. (60.0% are below).
33.9% of stocks are above today’s open and yesterday’s close.
55.0% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.5% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
17.4% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN
40.2% of stocks are above yesterday’s close. (59.8% are below.)
0.1% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.4% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.1%…>=90:6.9%…>=80:13.3%…>=50:35.3%…<=20:33.4%…<=10:19.5%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:45.0%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:48.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.3% above previous 1 highs, 32.3% below previous 1 lows
6.2% above previous 2 highs, 26.7% below previous 2 lows
5.5% above previous 3 highs, 22.1% below previous 3 lows
5.1% above previous 4 highs, 20.1% below previous 4 lows
4.6% above previous 5 highs, 16.3% below previous 5 lows
4.6% above previous 6 highs, 14.1% below previous 6 lows
4.2% above previous 7 highs, 13.0% below previous 7 lows
4.2% above previous 8 highs, 12.5% below previous 8 lows
4.1% above previous 9 highs, 11.9% below previous 9 lows
3.6% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.2% are above or equal to 7/25 close (1 days ago), 59.8% are below.
28.9% are above or equal to 7/24 close (2 days ago), 71.1% are below.
37.6% are above or equal to 7/23 close (3 days ago), 62.4% are below.
41.0% are above or equal to 7/22 close (4 days ago), 59.0% are below.
51.5% are above or equal to 7/21 close (5 days ago), 48.5% are below.
45.1% are above or equal to 7/18 close (6 days ago), 54.9% are below.
61.7% are above or equal to 7/17 close (7 days ago), 38.3% are below.
48.2% are above or equal to 7/16 close (8 days ago), 51.8% are below.
49.5% are above or equal to 7/15 close (9 days ago), 50.5% are below.
45.3% are above or equal to 7/14 close (10 days ago), 54.7% are below.
49.9% are above or equal to 7/11 close (11 days ago), 50.1% are below.
50.4% are above or equal to 7/10 close (12 days ago), 49.6% are below.
44.3% are above or equal to 7/9 close (13 days ago), 55.7% are below.
47.5% are above or equal to 7/8 close (14 days ago), 52.5% are below.
42.0% are above or equal to 7/7 close (15 days ago), 58.0% are below.
35.4% are above or equal to 7/3 close (16 days ago), 64.6% are below.
40.4% are above or equal to 7/2 close (17 days ago), 59.6% are below.
37.3% are above or equal to 7/1 close (18 days ago), 62.7% are below.
43.1% are above or equal to 6/30 close (19 days ago), 56.9% are below.
44.8% are above or equal to 6/27 close (20 days ago), 55.2% are below.
47.0% are above or equal to 6/26 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.9% new highs, 19.7% new lows
21d: 6.8% new highs, 19.1% new lows
42d: 5.5% new highs, 10.6% new lows
63d: 5.1% new highs, 6.9% new lows
126d: 4.0% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.3% above, 60.7% below
3-day: 31.5% above, 68.5% below
4-day: 32.8% above, 67.2% below
5-day: 33.4% above, 66.6% below
8-day: 46.2% above, 53.8% below
10-day: 45.7% above, 54.3% below
20-day: 42.4% above, 57.6% below
50-day: 56.2% above, 43.8% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 Closing)
META(25): 0.47% Top=CLF SSRI AA NEM TCK BTU AUY GG ….. SWC SCCO CNX NUE CMC EGO SLCA AKS=Bottom (Metals & Mining)
HEAL(51): 0.42% Top=LPNT UHS BCR WCG HOLX HUM CNC WLP ….. PODD ESRX OPK ISRG PKI BSX IRWD ALGN=Bottom (Health)
CHEM(29): 0.39% Top=GPRE RPM CF MOS CE VAL OLN DD ….. EMN SHW TROX PPG PX HUN ALB MON=Bottom (Chemicals/Fertilizers)
REAL(78): 0.38% Top=MPW EJ DCT AVB NLY PLD EQR RPAI ….. PMT HLSS GLPI OFC BDN DFT NRF CBG=Bottom (Real Estate)
ELEC(55): 0.24% Top=CAVM MXIM SPWR SUNE FSLR TER SLAB FSL ….. SCTY MRVL AYI ALTR INVN AMBA MU GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): -0.03% Top=WYNN MPEL MGM DNKN LVS EXPE CMG DRI ….. SBUX CCL RCL WYN SONC BLMN PNK LTM=Bottom (Leisure)
COHW(46): -0.17% Top=OLED COMM CCI JNPR ARRS EMC WDC AAPL ….. LVLT NSR SSYS UBNT SYNA VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.18% Top=TMK AON AIZ AXS WSH CINF AJG HIG ….. MMC RDN CB CLGX MTG VR FNF ORI=Bottom (Insurance)
RETA(65): -0.27% Top=KORS KSS BBY BIG JWN URBN MELI DLTR ….. BURL AN DANG BID GNC WAG DSW RAD=Bottom (Retail & Specialty Retail)
CONS(59): -0.30% Top=SKX HBI LULU JAH NKE BMS SON UA ….. GT IRBT SCSS TPX BERY SEE PAY FBHS=Bottom (Consumer)
COSW(80): -0.33% Top=INFA GRPN SFUN CVLT CTXS ATVI NUAN YELP ….. UIS NOW EA MDSO MANH SWI PFPT MKTO=Bottom (Computer Software/Internet)
DISV(46): -0.42% Top=SBAC RRD XRS PCLN Z MA ATHN HMSY ….. ADS WTW R WOOF CAR APOL MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.53% Top=SCHW WETF NDAQ CIT AMTD LAZ FNGN CBOE ….. SUSQ UMPQ HCBK BXS OZRK FNFG ZION GGAL=Bottom (Banks/Financials)
MANU(42): -0.77% Top=JKS PCP RS SWK DE AME DRC MIDD ….. JOY WWD ATI AOS RXN CFX MHK CMI=Bottom (Manufacturing)
ENER(119): -0.78% Top=QRE BAS DK XOM WPX COG MWE NS ….. MHR GPOR CRZO KEG PDS GDP CRK HK=Bottom (Energy)
TRAN(28): -1.08% Top=XPO DAL TGP LUV CNI JBHT ALK SAVE ….. WERN CNW NSC JBLU WAB KSU AAL HA=Bottom (Transportation)
MATE(31): -1.41% Top=WY RYN PWR CVA WCN DAR RSG FAST ….. MDC LEN TPH TREX USG MAS RYL AWI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:34 pm

Market Stats at 3:34 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
13.0% of stocks are above yesterday’s high.
38.3% are above yesterday’s midpoint. (61.7% are below.)
29.5% are below yesterday’s low.
57.5% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND
40.7% of stocks are above today’s open. (58.2% are below).
35.2% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.3% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
54.1% are in the top half. 45.9% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
41.4% of stocks are above yesterday’s close. (58.6% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:6.5%…>=80:13.6%…>=50:36.0%…<=20:32.6%…<=10:18.5%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:45.0%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:48.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.0% above previous 1 highs, 29.5% below previous 1 lows
6.6% above previous 2 highs, 24.3% below previous 2 lows
5.9% above previous 3 highs, 20.6% below previous 3 lows
5.3% above previous 4 highs, 18.5% below previous 4 lows
4.6% above previous 5 highs, 15.0% below previous 5 lows
4.6% above previous 6 highs, 13.0% below previous 6 lows
4.2% above previous 7 highs, 12.0% below previous 7 lows
4.2% above previous 8 highs, 11.6% below previous 8 lows
4.0% above previous 9 highs, 10.9% below previous 9 lows
3.5% above previous 10 highs, 10.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.4% are above or equal to 7/25 close (1 days ago), 58.6% are below.
30.9% are above or equal to 7/24 close (2 days ago), 69.1% are below.
38.9% are above or equal to 7/23 close (3 days ago), 61.1% are below.
41.6% are above or equal to 7/22 close (4 days ago), 58.4% are below.
52.3% are above or equal to 7/21 close (5 days ago), 47.7% are below.
45.7% are above or equal to 7/18 close (6 days ago), 54.3% are below.
62.0% are above or equal to 7/17 close (7 days ago), 38.0% are below.
48.4% are above or equal to 7/16 close (8 days ago), 51.6% are below.
50.6% are above or equal to 7/15 close (9 days ago), 49.4% are below.
46.3% are above or equal to 7/14 close (10 days ago), 53.7% are below.
50.5% are above or equal to 7/11 close (11 days ago), 49.5% are below.
51.4% are above or equal to 7/10 close (12 days ago), 48.6% are below.
45.0% are above or equal to 7/9 close (13 days ago), 55.0% are below.
48.2% are above or equal to 7/8 close (14 days ago), 51.8% are below.
41.8% are above or equal to 7/7 close (15 days ago), 58.2% are below.
35.2% are above or equal to 7/3 close (16 days ago), 64.8% are below.
40.9% are above or equal to 7/2 close (17 days ago), 59.1% are below.
38.1% are above or equal to 7/1 close (18 days ago), 61.9% are below.
43.7% are above or equal to 6/30 close (19 days ago), 56.3% are below.
44.9% are above or equal to 6/27 close (20 days ago), 55.1% are below.
47.1% are above or equal to 6/26 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 19.6% new lows
21d: 6.7% new highs, 19.0% new lows
42d: 5.4% new highs, 10.5% new lows
63d: 5.0% new highs, 6.8% new lows
126d: 3.9% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.8% above, 60.2% below
3-day: 32.3% above, 67.7% below
4-day: 34.8% above, 65.2% below
5-day: 35.4% above, 64.6% below
8-day: 46.4% above, 53.6% below
10-day: 47.1% above, 52.9% below
20-day: 42.8% above, 57.2% below
50-day: 56.0% above, 44.0% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 3:34 pm ET)
HEAL(51): 0.45% Top=UHS LPNT BCR HOLX WCG CNC HUM WLP ….. TMO ISRG ESRX OPK PKI BSX IRWD ALGN=Bottom (Health)
CHEM(29): 0.40% Top=RPM GPRE CF CE VAL MOS DD OLN ….. PPG HUN SHW TROX PX MEOH ALB MON=Bottom (Chemicals/Fertilizers)
REAL(78): 0.39% Top=MPW DCT NLY EJ AVB KRG RPAI PLD ….. KRC PMT HLSS OFC DFT NRF BDN CBG=Bottom (Real Estate)
META(25): 0.32% Top=AA CLF SSRI TCK NEM BTU GG AUY ….. SCCO CNX NUE SWC CMC EGO AKS SLCA=Bottom (Metals & Mining)
ELEC(55): 0.31% Top=CAVM MXIM SUNE TER FSLR FSL SANM SLAB ….. JASO MRVL AYI ALTR AMBA INVN MU GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): -0.03% Top=WYNN MPEL DNKN MGM SIX LVS EXPE DRI ….. CCL SEAS RCL WYN SONC BLMN PNK LTM=Bottom (Leisure)
INSU(35): -0.08% Top=AON TMK AIZ AXS WSH AJG CINF CNO ….. MMC CB MBI CLGX MTG VR FNF ORI=Bottom (Insurance)
COHW(46): -0.14% Top=OLED COMM CCI ARRS EMC JNPR WDC AAPL ….. NSR UBNT SSYS SYNA RKUS VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
RETA(65): -0.20% Top=KORS DLTR KSS BBY BIG RH URBN JWN ….. AN SFM BID DANG GNC WAG DSW RAD=Bottom (Retail & Specialty Retail)
COSW(80): -0.24% Top=INFA CVLT GRPN SFUN CTXS ATVI FFIV NUAN ….. MDSO NOW NQ EA MANH SWI PFPT MKTO=Bottom (Computer Software/Internet)
CONS(59): -0.26% Top=SKX LULU HBI NKE JAH WWW UA BMS ….. GT TPX SEE BERY IRBT SCSS PAY FBHS=Bottom (Consumer)
DISV(46): -0.36% Top=SBAC RRD Z XRS PCLN ATHN HMSY MA ….. AAN URI ADS R CAR APOL MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.44% Top=SCHW FNGN AMTD NDAQ WETF CIT LAZ CBOE ….. KKR BKU ZION BXS UMPQ OZRK FNFG GGAL=Bottom (Banks/Financials)
MANU(42): -0.74% Top=JKS PCP RS MIDD SWK AME DE DRC ….. ATI TEX JOY AOS CFX RXN MHK CMI=Bottom (Manufacturing)
ENER(119): -0.77% Top=QRE BAS BBEP XOM DK WPX MWE MDU ….. MHR GPOR CRZO KEG PDS HK GDP CRK=Bottom (Energy)
TRAN(28): -1.11% Top=XPO DAL TGP ALK CNI JBHT LUV SWFT ….. WERN CNW NSC JBLU WAB KSU AAL HA=Bottom (Transportation)
MATE(31): -1.56% Top=RYN WY PWR CVA DAR RSG WCN FAST ….. TPH MDC LEN TREX USG MAS RYL AWI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:20 pm

Market Stats at 2:19 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
13.9% of stocks are above yesterday’s high.
41.8% are above yesterday’s midpoint. (58.2% are below.)
28.5% are below yesterday’s low.
57.6% are inside yesterday’s range.
29.5% of stocks with today’s high > yesterday’s high. (70.5% less than).
64.8% of stocks with today’s low < yesterday’s low. (35.2% greater than).

EVIDENCE OF INTRADAY TREND
41.6% of stocks are above today’s open. (57.3% are below).
36.2% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.8% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
43.8% of stocks are above yesterday’s close. (56.2% are below.)
0.1% are up 4.5% or more. 0.3% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.8%…>=90:7.0%…>=80:14.4%…>=50:38.2%…<=20:31.1%…<=10:17.4%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:47.0%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:48.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.9% above previous 1 highs, 28.5% below previous 1 lows
6.6% above previous 2 highs, 23.7% below previous 2 lows
5.8% above previous 3 highs, 19.8% below previous 3 lows
4.8% above previous 4 highs, 17.6% below previous 4 lows
4.4% above previous 5 highs, 14.4% below previous 5 lows
4.4% above previous 6 highs, 12.4% below previous 6 lows
4.4% above previous 7 highs, 11.3% below previous 7 lows
4.2% above previous 8 highs, 11.1% below previous 8 lows
4.0% above previous 9 highs, 10.7% below previous 9 lows
3.6% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.8% are above or equal to 7/25 close (1 days ago), 56.2% are below.
32.6% are above or equal to 7/24 close (2 days ago), 67.4% are below.
39.9% are above or equal to 7/23 close (3 days ago), 60.1% are below.
41.9% are above or equal to 7/22 close (4 days ago), 58.1% are below.
52.7% are above or equal to 7/21 close (5 days ago), 47.3% are below.
46.5% are above or equal to 7/18 close (6 days ago), 53.5% are below.
62.6% are above or equal to 7/17 close (7 days ago), 37.4% are below.
50.1% are above or equal to 7/16 close (8 days ago), 49.9% are below.
51.5% are above or equal to 7/15 close (9 days ago), 48.5% are below.
46.8% are above or equal to 7/14 close (10 days ago), 53.2% are below.
51.3% are above or equal to 7/11 close (11 days ago), 48.7% are below.
51.8% are above or equal to 7/10 close (12 days ago), 48.2% are below.
45.5% are above or equal to 7/9 close (13 days ago), 54.5% are below.
49.0% are above or equal to 7/8 close (14 days ago), 51.0% are below.
42.8% are above or equal to 7/7 close (15 days ago), 57.2% are below.
36.1% are above or equal to 7/3 close (16 days ago), 63.9% are below.
41.5% are above or equal to 7/2 close (17 days ago), 58.5% are below.
38.8% are above or equal to 7/1 close (18 days ago), 61.2% are below.
43.6% are above or equal to 6/30 close (19 days ago), 56.4% are below.
45.9% are above or equal to 6/27 close (20 days ago), 54.1% are below.
48.0% are above or equal to 6/26 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.5% new highs, 19.0% new lows
21d: 6.4% new highs, 18.6% new lows
42d: 5.1% new highs, 10.2% new lows
63d: 4.6% new highs, 6.6% new lows
126d: 3.5% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.1% above, 57.9% below
3-day: 35.4% above, 64.6% below
4-day: 36.0% above, 64.0% below
5-day: 36.9% above, 63.1% below
8-day: 49.0% above, 51.0% below
10-day: 48.2% above, 51.8% below
20-day: 43.5% above, 56.5% below
50-day: 56.3% above, 43.7% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 2:19 pm ET)
REAL(78): 0.55% Top=MPW KRG AVB BXP DCT EJ EQR PLD ….. PMT CWH HLSS OFC DFT NRF BDN CBG=Bottom (Real Estate)
CHEM(29): 0.43% Top=RPM GPRE CF DD CE VAL ASH AXLL ….. PX HUN AGU MEOH WLK EMN ALB MON=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.38% Top=UHS LPNT BCR HOLX CNC HUM AET WLP ….. ISRG PKI SPNC WMGI BSX OPK ALGN IRWD=Bottom (Health)
ELEC(55): 0.34% Top=SUNE CAVM FSLR MXIM SPWR SANM FSL TER ….. ATML AMKR ALTR MRVL AMBA GTAT INVN MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): 0.33% Top=CLF AA SSRI TCK BTU NEM CCJ X ….. CMC ABX SLW RGLD SWC AKS EGO SLCA=Bottom (Metals & Mining)
LEIS(30): 0.16% Top=WYNN MPEL MGM DNKN PNRA LVS SIX DRI ….. SBUX OWW CCL SONC RCL SEAS PNK LTM=Bottom (Leisure)
COSW(80): -0.13% Top=CVLT GRPN SFUN INFA CTXS YELP FFIV GLUU ….. NCR TRAK MANH EA NOW SWI PFPT MKTO=Bottom (Computer Software/Internet)
RETA(65): -0.13% Top=DLTR KORS TCS BIG JWN BBY KSS RH ….. BID AN AMZN DANG WAG DSW GNC RAD=Bottom (Retail & Specialty Retail)
CONS(59): -0.18% Top=SKX HBI JAH SON NKE PVH BMS GPK ….. EL TPX BC SEE GT SCSS PAY FBHS=Bottom (Consumer)
COHW(46): -0.18% Top=OLED CCI EMC COMM JNPR ARRS WDC AAPL ….. UBNT INFN SSYS SYNA RKUS VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.23% Top=AON TMK AIZ CINF AJG HIG AWH WSH ….. MMC FAF CLGX CB MTG FNF VR ORI=Bottom (Insurance)
DISV(46): -0.33% Top=SBAC Z XRS PCLN RRD TMH MA HMSY ….. URI KBR RHI ADS R APOL MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.40% Top=SCHW AMTD NDAQ CIT CBOE WETF AMG ETFC ….. BXS UMPQ KKR FNFG APO BKU ZION GGAL=Bottom (Banks/Financials)
MANU(42): -0.69% Top=JKS RS PCP MIDD SWK AME DE DRC ….. ATI WWD JOY AOS CFX RXN MHK CMI=Bottom (Manufacturing)
ENER(119): -0.71% Top=QRE BBEP DK BAS XOM WPX MWE NS ….. GPOR CRZO KEG RSPP GDP PDS CRK HK=Bottom (Energy)
TRAN(28): -0.77% Top=DAL ALK UAL TGP SAVE LUV SWFT JBHT ….. WERN JBLU NSC CNW AAL WAB HA KSU=Bottom (Transportation)
MATE(31): -1.41% Top=WY RYN CVA PWR MTZ DAR FAST WCN ….. TREX TPH LEN MDC USG MAS RYL AWI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:19 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 1:34 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
12.3% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
29.2% are below yesterday’s low.
58.5% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
64.8% of stocks with today’s low < yesterday’s low. (35.2% greater than).

EVIDENCE OF INTRADAY TREND
40.3% of stocks are above today’s open. (58.0% are below).
35.1% of stocks are above today’s open and yesterday’s close.
51.3% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.7% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
43.7% of stocks are above yesterday’s close. (56.3% are below.)
0.1% are up 4.5% or more. 0.3% are down 4.5% or more.
0.6% are up 3.5% or more. 0.9% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:7.6%…>=80:14.4%…>=50:38.5%…<=20:32.2%…<=10:18.6%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:45.8%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.3% above previous 1 highs, 29.2% below previous 1 lows
6.3% above previous 2 highs, 23.5% below previous 2 lows
5.6% above previous 3 highs, 19.7% below previous 3 lows
4.7% above previous 4 highs, 17.5% below previous 4 lows
4.5% above previous 5 highs, 14.0% below previous 5 lows
4.5% above previous 6 highs, 11.8% below previous 6 lows
4.4% above previous 7 highs, 10.9% below previous 7 lows
3.9% above previous 8 highs, 10.7% below previous 8 lows
3.5% above previous 9 highs, 10.3% below previous 9 lows
3.2% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.7% are above or equal to 7/25 close (1 days ago), 56.3% are below.
31.1% are above or equal to 7/24 close (2 days ago), 68.9% are below.
39.5% are above or equal to 7/23 close (3 days ago), 60.5% are below.
41.6% are above or equal to 7/22 close (4 days ago), 58.4% are below.
52.6% are above or equal to 7/21 close (5 days ago), 47.4% are below.
46.3% are above or equal to 7/18 close (6 days ago), 53.7% are below.
62.2% are above or equal to 7/17 close (7 days ago), 37.8% are below.
50.1% are above or equal to 7/16 close (8 days ago), 49.9% are below.
51.3% are above or equal to 7/15 close (9 days ago), 48.7% are below.
46.3% are above or equal to 7/14 close (10 days ago), 53.7% are below.
51.3% are above or equal to 7/11 close (11 days ago), 48.7% are below.
51.3% are above or equal to 7/10 close (12 days ago), 48.7% are below.
44.6% are above or equal to 7/9 close (13 days ago), 55.4% are below.
48.4% are above or equal to 7/8 close (14 days ago), 51.6% are below.
42.1% are above or equal to 7/7 close (15 days ago), 57.9% are below.
36.1% are above or equal to 7/3 close (16 days ago), 63.9% are below.
41.0% are above or equal to 7/2 close (17 days ago), 59.0% are below.
38.1% are above or equal to 7/1 close (18 days ago), 61.9% are below.
43.1% are above or equal to 6/30 close (19 days ago), 56.9% are below.
44.8% are above or equal to 6/27 close (20 days ago), 55.2% are below.
47.6% are above or equal to 6/26 close (21 days ago), 52.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.5% new highs, 19.0% new lows
21d: 5.4% new highs, 18.6% new lows
42d: 4.4% new highs, 10.2% new lows
63d: 4.1% new highs, 6.6% new lows
126d: 3.1% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.7% below
3-day: 34.8% above, 65.2% below
4-day: 35.0% above, 65.0% below
5-day: 36.7% above, 63.3% below
8-day: 47.9% above, 52.1% below
10-day: 48.4% above, 51.6% below
20-day: 43.6% above, 56.4% below
50-day: 56.2% above, 43.8% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 1:34 pm ET)
REAL(78): 0.58% Top=EJ AVB MPW KRG BXP EQR NLY UDR ….. CWH JOE OFC HLSS DFT NRF BDN CBG=Bottom (Real Estate)
ELEC(55): 0.41% Top=SUNE FSLR SPWR MXIM CAVM SANM FSL TER ….. NVDA ALTR AMKR MRVL INVN GTAT AMBA MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.38% Top=RPM GPRE AXLL CE CF FMC ASH DD ….. HUN POL PPG AGU MEOH EMN MON ALB=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.35% Top=UHS BCR LPNT HOLX CNC AET HUM HCA ….. ISRG PKI OPK SPNC WMGI BSX ALGN IRWD=Bottom (Health)
LEIS(30): 0.21% Top=WYNN MPEL MGM DNKN LVS SIX EXPE DRI ….. SONC WEN SBUX CCL SEAS OWW PNK LTM=Bottom (Leisure)
META(25): 0.12% Top=CLF AA TCK SSRI BTU NEM CCJ X ….. RGLD SWC SLW ABX CMC AKS SLCA EGO=Bottom (Metals & Mining)
RETA(65): 0.01% Top=DLTR KORS DG BIG JWN BBY RH GME ….. WFM LINTA AN AMZN WAG GNC DSW RAD=Bottom (Retail & Specialty Retail)
COSW(80): -0.13% Top=GRPN CVLT SFUN YELP CTXS INFA FFIV NUAN ….. MANH TRAK EA MDSO NOW SWI PFPT MKTO=Bottom (Computer Software/Internet)
CONS(59): -0.16% Top=SKX UA HBI PVH NKE SON BMS LULU ….. EL KS SEE GT SCSS BERY PAY FBHS=Bottom (Consumer)
COHW(46): -0.18% Top=OLED CCI EMC JNPR WDC ARRS AAPL NTAP ….. LVLT NSR INFN SYNA RKUS VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.33% Top=AON TMK AIZ AWH HIG WSH CINF AXS ….. AHL CLGX MTG PRU CB FNF VR ORI=Bottom (Insurance)
DISV(46): -0.37% Top=SBAC Z XRS PCLN RRD CATM TMH TYC ….. RHI CAR ADS R APOL WTW MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.46% Top=SCHW AMTD CIT ETFC NDAQ WETF AMG CBOE ….. FNFG APO BKU KKR OZRK ZION UMPQ GGAL=Bottom (Banks/Financials)
ENER(119): -0.65% Top=QRE DK BBEP XOM BAS MWE RGP COG ….. GDP KEG CRZO CRK GPOR PDS RSPP HK=Bottom (Energy)
MANU(42): -0.68% Top=JKS MIDD PCP RS AME BWC SWK DE ….. WWD JOY AOS ATI CFX RXN MHK CMI=Bottom (Manufacturing)
TRAN(28): -0.89% Top=DAL ALK SAVE TGP UAL CNI SWFT LUV ….. JBLU WERN CNW NSC WAB KSU AAL HA=Bottom (Transportation)
MATE(31): -1.52% Top=WY RYN MTZ PWR DAR CVA FAST OC ….. LEN SPF TPH USG MDC MAS RYL AWI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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