daytrend

04/17/2014

Filed under: Market Stats — daytrend @ 9:41 am

Market Stats at 10:41 am ET
by daytrend on 20140417. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
40.2% of stocks are above yesterday’s high.
72.0% are above yesterday’s midpoint. (28.0% are below.)
8.8% are below yesterday’s low.
50.9% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
26.6% of stocks with today’s low < yesterday’s low. (73.4% greater than).

EVIDENCE OF INTRADAY TREND
68.8% of stocks are above today’s open. (29.9% are below).
61.7% of stocks are above today’s open and yesterday’s close.
25.5% are below both.
12.1% of stocks opened above yesterday’s high.
35.0% of stocks opened above yesterday’s close. (58.4% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
34.2% of stocks are in the top 10% of today’s range.
50.3% are in the top 20%.
76.3% are in the top half. 23.7% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN
67.5% of stocks are above yesterday’s close. (32.5% are below.)
0.8% are up 4.5% or more. 0.3% are down 4.5% or more.
1.9% are up 3.5% or more. 0.7% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.5%…>=90:26.1%…>=80:52.0%…>=50:78.6%…<=20:6.9%…<=10:3.0%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:51.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:46.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.2% above previous 1 highs, 8.8% below previous 1 lows
38.1% above previous 2 highs, 3.4% below previous 2 lows
35.0% above previous 3 highs, 2.5% below previous 3 lows
31.8% above previous 4 highs, 2.3% below previous 4 lows
14.8% above previous 5 highs, 2.3% below previous 5 lows
13.8% above previous 6 highs, 2.1% below previous 6 lows
13.7% above previous 7 highs, 2.1% below previous 7 lows
12.1% above previous 8 highs, 2.1% below previous 8 lows
5.5% above previous 9 highs, 2.1% below previous 9 lows
4.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
67.5% are above or equal to 4/16 close (1 days ago), 32.5% are below.
78.7% are above or equal to 4/15 close (2 days ago), 21.3% are below.
81.9% are above or equal to 4/14 close (3 days ago), 18.1% are below.
85.3% are above or equal to 4/11 close (4 days ago), 14.7% are below.
71.9% are above or equal to 4/10 close (5 days ago), 28.1% are below.
38.1% are above or equal to 4/9 close (6 days ago), 61.9% are below.
52.1% are above or equal to 4/8 close (7 days ago), 47.9% are below.
60.8% are above or equal to 4/7 close (8 days ago), 39.2% are below.
42.9% are above or equal to 4/4 close (9 days ago), 57.1% are below.
29.3% are above or equal to 4/3 close (10 days ago), 70.7% are below.
28.0% are above or equal to 4/2 close (11 days ago), 72.0% are below.
31.7% are above or equal to 4/1 close (12 days ago), 68.3% are below.
39.6% are above or equal to 3/31 close (13 days ago), 60.4% are below.
49.8% are above or equal to 3/28 close (14 days ago), 50.2% are below.
55.0% are above or equal to 3/27 close (15 days ago), 45.0% are below.
52.6% are above or equal to 3/26 close (16 days ago), 47.4% are below.
42.8% are above or equal to 3/25 close (17 days ago), 57.2% are below.
44.1% are above or equal to 3/24 close (18 days ago), 55.9% are below.
38.8% are above or equal to 3/21 close (19 days ago), 61.2% are below.
39.7% are above or equal to 3/20 close (20 days ago), 60.3% are below.
40.6% are above or equal to 3/19 close (21 days ago), 59.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.0% new highs, 3.7% new lows
21d: 8.7% new highs, 3.7% new lows
42d: 7.1% new highs, 2.8% new lows
63d: 5.6% new highs, 1.6% new lows
126d: 3.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.0% above, 34.0% below
3-day: 76.4% above, 23.6% below
4-day: 79.8% above, 20.2% below
5-day: 83.1% above, 16.9% below
8-day: 71.3% above, 28.7% below
10-day: 65.3% above, 34.7% below
20-day: 46.4% above, 53.6% below
50-day: 46.3% above, 53.7% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(46): 1.43% Top=SNDK VIP GOGO UBNT FNSR TMUS NSR RKUS ….. ADTN CSCO TDC MSI EMC LXK NTAP HPQ=Bottom (Computer Hardware/Telecom)
ELEC(56): 1.29% Top=PLUG MU SCTY AMBA INVN CODE FLDM TRMB ….. AMAT APH JBL INTC ONNN AYI FCS CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(46): 0.85% Top=JKS BGC KMT GE GNRC TKR ETN CFX ….. CAT DE ATI AGCO MHK DOV HON DHR=Bottom (Manufacturing)
COSW(94): 0.79% Top=TWTR PFPT SPLK SINA WDAY AWAY GRPN WWWW ….. IRM ORCL XRX MSFT CNVR NQ IBM GOOG=Bottom (Computer Software/Internet)
DISV(50): 0.64% Top=CAR URI HTZ DV SBAC APOL MCO RRD ….. ADT HRB ATHN TAL TMH ULTA AAN ADS=Bottom (Diversified Services)
LEIS(34): 0.54% Top=CMG CCL MPEL WYNN KKD MGM RCL BYD ….. WEN BYI EAT MCD YUM SGMS LTM DRI=Bottom (Leisure)
TRAN(30): 0.49% Top=KSU SWFT GLNG WAB KEX GBX XPO YRCW ….. TRN UNP CNW SAVE LUV DAL UAL JBLU=Bottom (Transportation)
CHEM(35): 0.43% Top=PPG SHW ROC RPM HUN CE GRA VAL ….. ASH MEOH APD AGU MON DD CF CHMT=Bottom (Chemicals/Fertilizers)
ENER(113): 0.40% Top=BWP BHI SD FANG SM WNR CRZO COG ….. GDP CRK RDC KMP NE RIG ESV PDCE=Bottom (Energy)
HEAL(59): 0.29% Top=IRWD SPNC THC PODD ALGN DXCM A XRAY ….. STJ CI MR HUM MOH AET UNH WLP=Bottom (Health)
INSU(41): 0.22% Top=MTG RDN AEL AIZ CNO PRU GNW AIG ….. AON L RNR AMBC PGR FAF MBI AHL=Bottom (Insurance)
RETA(73): 0.21% Top=DANG AN AAP NFLX ORLY SHLD RAD AMZN ….. GES BBBY KSS JWN ANF DDS M FRAN=Bottom (Retail & Specialty Retail)
FINA(94): 0.20% Top=MS SLM APO BX EWBC FNGN KKR SF ….. STI HBAN BLK AXP PBCT BBT FITB WU=Bottom (Banks/Financials)
CONS(56): 0.14% Top=FOSL NKE COH HAR KATE FL BC HBI ….. EL SON TPX CL CCK COTY MAT AVP=Bottom (Consumer)
META(28): 0.12% Top=AEM AKS SWC X CDE AA CCJ GG ….. SCCO CNX PAAS ABX CLD BTU WLT STLD=Bottom (Metals & Mining)
MATE(30): -0.25% Top=PWR FLR AWI EXP USG SRCL MAS FAST ….. SPF TOL MDC KBH LEN RSG DHI VMC=Bottom (Materials & Construction)
REAL(87): -0.51% Top=RLGY PCL CBG NSM NRF AMT RHP BEE ….. EQR HCN O MAC CBL OFC SNH EJ=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:41 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:51 am ET
by daytrend on 20140417. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
19.9% of stocks are above yesterday’s high.
61.1% are above yesterday’s midpoint. (38.9% are below.)
10.6% are below yesterday’s low.
69.5% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
18.3% of stocks with today’s low < yesterday’s low. (81.7% greater than).

EVIDENCE OF INTRADAY TREND
47.7% of stocks are above today’s open. (49.1% are below).
37.0% of stocks are above today’s open and yesterday’s close.
42.0% are below both.
12.1% of stocks opened above yesterday’s high.
35.0% of stocks opened above yesterday’s close. (58.5% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.8% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
45.1% are in the top half. 54.9% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
12.2% are in the bottom 10%.

GAIN
47.6% of stocks are above yesterday’s close. (52.4% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
79.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:17.1%…>=80:34.7%…>=50:70.3%…<=20:8.5%…<=10:3.8%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:45.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.9% above previous 1 highs, 10.6% below previous 1 lows
18.6% above previous 2 highs, 3.8% below previous 2 lows
17.2% above previous 3 highs, 3.1% below previous 3 lows
16.2% above previous 4 highs, 2.8% below previous 4 lows
9.2% above previous 5 highs, 2.8% below previous 5 lows
8.6% above previous 6 highs, 2.8% below previous 6 lows
8.4% above previous 7 highs, 2.7% below previous 7 lows
7.1% above previous 8 highs, 2.7% below previous 8 lows
3.5% above previous 9 highs, 2.7% below previous 9 lows
3.3% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
47.6% are above or equal to 4/16 close (1 days ago), 52.4% are below.
74.5% are above or equal to 4/15 close (2 days ago), 25.5% are below.
79.3% are above or equal to 4/14 close (3 days ago), 20.7% are below.
82.3% are above or equal to 4/11 close (4 days ago), 17.7% are below.
65.2% are above or equal to 4/10 close (5 days ago), 34.8% are below.
33.6% are above or equal to 4/9 close (6 days ago), 66.4% are below.
47.0% are above or equal to 4/8 close (7 days ago), 53.0% are below.
55.9% are above or equal to 4/7 close (8 days ago), 44.1% are below.
38.0% are above or equal to 4/4 close (9 days ago), 62.0% are below.
26.0% are above or equal to 4/3 close (10 days ago), 74.0% are below.
25.4% are above or equal to 4/2 close (11 days ago), 74.6% are below.
28.8% are above or equal to 4/1 close (12 days ago), 71.2% are below.
35.6% are above or equal to 3/31 close (13 days ago), 64.4% are below.
46.4% are above or equal to 3/28 close (14 days ago), 53.6% are below.
51.3% are above or equal to 3/27 close (15 days ago), 48.7% are below.
49.4% are above or equal to 3/26 close (16 days ago), 50.6% are below.
39.2% are above or equal to 3/25 close (17 days ago), 60.8% are below.
40.7% are above or equal to 3/24 close (18 days ago), 59.3% are below.
37.7% are above or equal to 3/21 close (19 days ago), 62.3% are below.
38.8% are above or equal to 3/20 close (20 days ago), 61.2% are below.
39.1% are above or equal to 3/19 close (21 days ago), 60.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 2.5% new lows
21d: 6.6% new highs, 2.5% new lows
42d: 5.5% new highs, 1.6% new lows
63d: 4.5% new highs, 1.0% new lows
126d: 2.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.0% above, 55.0% below
3-day: 66.5% above, 33.5% below
4-day: 74.5% above, 25.5% below
5-day: 80.1% above, 19.9% below
8-day: 62.3% above, 37.7% below
10-day: 56.0% above, 44.0% below
20-day: 42.1% above, 57.9% below
50-day: 44.7% above, 55.3% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(113): 0.23% Top=BWP BHI SPN ATHL FANG UPL DNR SD ….. SLB ESV RIG VLO MHR CRK WFT GDP=Bottom (Energy)
INSU(41): 0.18% Top=AIZ AEL BRO PRU TRV AIG ORI WRB ….. WSH AJG AON L MMC RDN MBI AHL=Bottom (Insurance)
META(28): 0.18% Top=AEM CDE GG X AA AUY RGLD CLF ….. SCCO NUE SLCA CNX CLD BTU WLT STLD=Bottom (Metals & Mining)
FINA(94): 0.16% Top=MS SLM EWBC HBHC BX APO EFX OZM ….. BLK AXP HBAN PBCT XOOM FITB BBT WU=Bottom (Banks/Financials)
COHW(46): 0.13% Top=SNDK VIP GOGO FNSR PLCM TDS UBNT XLS ….. TDC EMC NTAP HPQ ADTN FIO NSR SSYS=Bottom (Computer Hardware/Telecom)
MANU(46): 0.12% Top=GE GNRC TKR AGCO DRC ETN PCP KMT ….. MHK PPO ATI HON DHR DOV DDD JKS=Bottom (Manufacturing)
LEIS(34): 0.09% Top=CMG CCL WYNN WYN SIX PNRA BLMN RCL ….. MGM EAT DRI MPEL LVS BYD EXPE SGMS=Bottom (Leisure)
ELEC(56): -0.04% Top=MU PLUG TRMB AMBA CODE BRCM ALTR MCHP ….. CREE ONNN SUNE FLDM FCS CSIQ CY GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(35): -0.06% Top=PPG SHW ROC RPM CE HUN IFF VAL ….. ASH ALB GPRE DD CF MEOH SZYM CHMT=Bottom (Chemicals/Fertilizers)
DISV(50): -0.13% Top=CAR URI HTZ RRD APOL KBR MCO CTAS ….. RCII ULTA MYGN ADT TMH BLOX ATHN ADS=Bottom (Diversified Services)
RETA(73): -0.15% Top=AN ORLY AAP KMX BBY DLTR TSCO DG ….. ANF KSS EXPR RH M DDS CONN FRAN=Bottom (Retail & Specialty Retail)
CONS(56): -0.20% Top=FOSL NKE COH BLL KATE NWL GPK HBI ….. CL TPX NUS PAY MAT DECK CCK AVP=Bottom (Consumer)
TRAN(30): -0.32% Top=KSU SWFT GLNG CP EXPD FDX WAB GBX ….. UNP ALK DAL SAVE HA LUV UAL JBLU=Bottom (Transportation)
REAL(87): -0.44% Top=PCL CBG RLGY AMT IVR MFA NYMT NSM ….. O DCT ACC CLI EQR HTA SNH EJ=Bottom (Real Estate)
MATE(30): -0.46% Top=CVA OC SRCL USG WY FAST AWI RYN ….. MTH LEN RYL RSG MDC VMC DHI MTZ=Bottom (Materials & Construction)
COSW(94): -0.47% Top=GRPN TWTR AWAY WWWW SPLK LNKD EQIX PFPT ….. XRX N NOW FEYE NQ SFUN GOOG IBM=Bottom (Computer Software/Internet)
HEAL(59): -1.24% Top=A XRAY MDT CFN NDZ RMD BDX BSX ….. EVHC MOH WCG AET HUM HNT WLP UNH=Bottom (Health)

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 9:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:42 am

Market Stats at 9:41 am ET
by daytrend on 20140417. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
26.1% of stocks are above yesterday’s high.
70.8% are above yesterday’s midpoint. (29.2% are below.)
7.1% are below yesterday’s low.
66.8% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND
63.9% of stocks are above today’s open. (33.5% are below).
50.4% of stocks are above today’s open and yesterday’s close.
28.6% are below both.
12.1% of stocks opened above yesterday’s high.
35.0% of stocks opened above yesterday’s close. (58.5% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.9% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN
59.2% of stocks are above yesterday’s close. (40.8% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.7% are down 3.5% or more.
85.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.8%…>=90:20.5%…>=80:41.9%…>=50:76.6%…<=20:6.6%…<=10:3.9%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:47.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:44.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.1% above previous 1 highs, 7.1% below previous 1 lows
24.4% above previous 2 highs, 2.8% below previous 2 lows
22.3% above previous 3 highs, 2.5% below previous 3 lows
20.9% above previous 4 highs, 2.1% below previous 4 lows
10.9% above previous 5 highs, 2.1% below previous 5 lows
10.0% above previous 6 highs, 2.1% below previous 6 lows
9.9% above previous 7 highs, 2.1% below previous 7 lows
8.7% above previous 8 highs, 2.1% below previous 8 lows
4.0% above previous 9 highs, 2.1% below previous 9 lows
3.6% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.2% are above or equal to 4/16 close (1 days ago), 40.8% are below.
79.0% are above or equal to 4/15 close (2 days ago), 21.0% are below.
82.2% are above or equal to 4/14 close (3 days ago), 17.8% are below.
85.0% are above or equal to 4/11 close (4 days ago), 15.0% are below.
69.1% are above or equal to 4/10 close (5 days ago), 30.9% are below.
35.3% are above or equal to 4/9 close (6 days ago), 64.7% are below.
49.6% are above or equal to 4/8 close (7 days ago), 50.4% are below.
57.5% are above or equal to 4/7 close (8 days ago), 42.5% are below.
39.6% are above or equal to 4/4 close (9 days ago), 60.4% are below.
27.5% are above or equal to 4/3 close (10 days ago), 72.5% are below.
25.9% are above or equal to 4/2 close (11 days ago), 74.1% are below.
29.6% are above or equal to 4/1 close (12 days ago), 70.4% are below.
36.8% are above or equal to 3/31 close (13 days ago), 63.2% are below.
47.8% are above or equal to 3/28 close (14 days ago), 52.2% are below.
53.0% are above or equal to 3/27 close (15 days ago), 47.0% are below.
50.6% are above or equal to 3/26 close (16 days ago), 49.4% are below.
40.2% are above or equal to 3/25 close (17 days ago), 59.8% are below.
42.1% are above or equal to 3/24 close (18 days ago), 57.9% are below.
38.7% are above or equal to 3/21 close (19 days ago), 61.3% are below.
38.8% are above or equal to 3/20 close (20 days ago), 61.2% are below.
40.1% are above or equal to 3/19 close (21 days ago), 59.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.0% new highs, 2.2% new lows
21d: 5.8% new highs, 2.2% new lows
42d: 5.1% new highs, 1.4% new lows
63d: 4.2% new highs, 0.8% new lows
126d: 2.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.6% above, 43.4% below
3-day: 73.9% above, 26.1% below
4-day: 79.6% above, 20.4% below
5-day: 83.1% above, 16.9% below
8-day: 66.7% above, 33.3% below
10-day: 60.5% above, 39.5% below
20-day: 44.1% above, 55.9% below
50-day: 45.8% above, 54.2% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(56): 0.63% Top=MU PLUG AMBA SCTY TRMB INVN CRUS ATML ….. CGNX AMAT CY BRKR FLDM CSIQ AYI ONNN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.51% Top=CMG CCL BLMN KKD WYNN SONC SBUX MPEL ….. MCD PNK YUM SEAS CAKE EXPE EAT SGMS=Bottom (Leisure)
ENER(113): 0.47% Top=BWP BHI SD ATHL PDCE FANG SPN WTI ….. DK MUSA ESV PDS MHR RIG WFT CRK=Bottom (Energy)
META(28): 0.46% Top=AEM CDE AA AUY SWC SSRI AKS X ….. CLD TCK CNX SCCO NUE BTU WLT STLD=Bottom (Metals & Mining)
COHW(46): 0.41% Top=SNDK VIP GOGO FNSR PLCM UBNT CIEN QCOM ….. MSI OLED NTAP EMC ADTN HPQ SSYS NSR=Bottom (Computer Hardware/Telecom)
CHEM(35): 0.29% Top=PPG SHW RPM CE TROX ROC SZYM IFF ….. EMN ASH AXLL POT CHMT DD MEOH CF=Bottom (Chemicals/Fertilizers)
INSU(41): 0.21% Top=AEL PRU AIZ WRB CB BRO AMBC TRV ….. CLGX LNC WSH MMC AJG MBI L AHL=Bottom (Insurance)
FINA(94): 0.20% Top=EWBC MS BX SLM HBHC APO EFX WBS ….. STI PACW XOOM FITB PBCT HBAN BBT WU=Bottom (Banks/Financials)
MANU(46): 0.20% Top=GE GNRC KMT TEX AOS BWC XYL ATU ….. ATI ZBRA BGC JKS HON DDD DOV DHR=Bottom (Manufacturing)
CONS(56): 0.13% Top=IRBT FOSL KS GPK LULU NKE COH GT ….. CCK PAY CL ENR NUS DECK MAT AVP=Bottom (Consumer)
DISV(50): 0.12% Top=URI CAR HTZ DV APOL TAL RRD SBAC ….. ULTA RCII BLOX WOOF ATHN TMH ADT ADS=Bottom (Diversified Services)
RETA(73): 0.08% Top=AN NFLX DANG ORLY BBY TSCO AMZN KMX ….. RH TFM EXPR FRAN M BBBY DDS CDW=Bottom (Retail & Specialty Retail)
TRAN(30): -0.04% Top=KSU GBX WAB FDX CP KNX EXPD SWFT ….. ALK DAL HA UAL UNP JBLU LUV SAVE=Bottom (Transportation)
COSW(94): -0.14% Top=GRPN TWTR SPLK AWAY ATVI SINA EQIX DBD ….. CSOD N MSFT CNVR SFUN VEEV GOOG IBM=Bottom (Computer Software/Internet)
MATE(30): -0.29% Top=CVA FAST MDR OC MAS SRCL AWI MLM ….. RSG TOL VMC MDC LEN RYL MTZ DHI=Bottom (Materials & Construction)
REAL(87): -0.38% Top=CBG NSM PCL RHP AMT AVIV BEE CLNY ….. O HTA NNN FRT MPW ACC EJ SNH=Bottom (Real Estate)
HEAL(59): -0.91% Top=SPNC DXCM A RMD MDT XRAY HAE ALGN ….. EVHC CNC AET MOH HUM WLP HNT UNH=Bottom (Health)

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 9:41 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:22 am

PRE – Market Stats at 9:22 am ET #premarket
by daytrend on 20140417. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 348.

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
20.7% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
8.9% are below yesterday’s low.
70.4% are inside yesterday’s range.
20.7% of stocks with today’s high > yesterday’s high. (79.3% less than).
8.9% of stocks with today’s low < yesterday’s low. (91.1% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
20.7% of stocks opened above yesterday’s high.
50.3% of stocks opened above yesterday’s close. (49.7% opened below yesterday’s close).
8.9% of stocks opened below yesterday’s low.

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

GAIN
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.9% are up 4.5% or more. 1.1% are down 4.5% or more.
2.3% are up 3.5% or more. 1.7% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.2%…>=90:18.1%…>=80:33.9%…>=50:68.1%…<=20:8.6%…<=10:4.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:0.6%…>=50:44.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.7% above previous 1 highs, 8.9% below previous 1 lows
19.8% above previous 2 highs, 5.2% below previous 2 lows
19.0% above previous 3 highs, 4.0% below previous 3 lows
18.4% above previous 4 highs, 3.7% below previous 4 lows
10.9% above previous 5 highs, 3.7% below previous 5 lows
10.6% above previous 6 highs, 3.7% below previous 6 lows
10.6% above previous 7 highs, 3.7% below previous 7 lows
9.5% above previous 8 highs, 3.7% below previous 8 lows
6.3% above previous 9 highs, 3.7% below previous 9 lows
5.7% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.3% are above or equal to 4/16 close (1 days ago), 49.7% are below.
72.1% are above or equal to 4/15 close (2 days ago), 27.9% are below.
73.0% are above or equal to 4/14 close (3 days ago), 27.0% are below.
77.9% are above or equal to 4/11 close (4 days ago), 22.1% are below.
65.2% are above or equal to 4/10 close (5 days ago), 34.8% are below.
32.5% are above or equal to 4/9 close (6 days ago), 67.5% are below.
45.1% are above or equal to 4/8 close (7 days ago), 54.9% are below.
56.3% are above or equal to 4/7 close (8 days ago), 43.7% are below.
40.8% are above or equal to 4/4 close (9 days ago), 59.2% are below.
25.9% are above or equal to 4/3 close (10 days ago), 74.1% are below.
24.4% are above or equal to 4/2 close (11 days ago), 75.6% are below.
28.4% are above or equal to 4/1 close (12 days ago), 71.6% are below.
35.3% are above or equal to 3/31 close (13 days ago), 64.7% are below.
44.0% are above or equal to 3/28 close (14 days ago), 56.0% are below.
48.0% are above or equal to 3/27 close (15 days ago), 52.0% are below.
47.4% are above or equal to 3/26 close (16 days ago), 52.6% are below.
38.5% are above or equal to 3/25 close (17 days ago), 61.5% are below.
40.8% are above or equal to 3/24 close (18 days ago), 59.2% are below.
36.8% are above or equal to 3/21 close (19 days ago), 63.2% are below.
37.1% are above or equal to 3/20 close (20 days ago), 62.9% are below.
41.4% are above or equal to 3/19 close (21 days ago), 58.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.9% new highs, 2.6% new lows
21d: 4.9% new highs, 2.6% new lows
42d: 4.9% new highs, 1.7% new lows
63d: 3.7% new highs, 0.3% new lows
126d: 2.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.3% above, 49.7% below
3-day: 67.0% above, 33.0% below
4-day: 70.7% above, 29.3% below
5-day: 74.4% above, 25.6% below
8-day: 59.2% above, 40.8% below
10-day: 56.3% above, 43.7% below
20-day: 42.2% above, 57.8% below
50-day: 44.5% above, 55.5% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(3): 0.49% Top=MDR PHM MTZ ….. MDR PHM MTZ=Bottom (Materials & Construction)
COHW(21): 0.42% Top=SNDK GOGO FIO WIN UBNT FNSR CCI AAPL ….. BCE T EMC VZ HPQ SSYS TMUS NSR=Bottom (Computer Hardware/Telecom)
ELEC(26): 0.41% Top=ONNN MU CY SCTY TRMB FSLR INVN SPWR ….. AMAT TQNT CREE TSL CSIQ INTC GLW LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(18): 0.22% Top=AEM AUY X RGLD NUE AKS GG AA ….. SLW NEM CLF BTU WLT ABX CDE CCJ=Bottom (Metals & Mining)
FINA(39): 0.12% Top=BX MS GS FHN KEY BLK COF KKR ….. AXP ARCC SLM BBT FITB PBCT XOOM WU=Bottom (Banks/Financials)
ENER(53): 0.11% Top=BHI BWP PDS NE PDCE SD KEG GDP ….. KMI TSO MHR LNCO NOV COG PAA QEP=Bottom (Energy)
LEIS(14): 0.11% Top=CMG CCL MPEL WEN MCD MGM PNRA BYD ….. PNRA BYD SBUX RCL EXPE LVS WYNN YUM=Bottom (Leisure)
RETA(27): 0.00% Top=NFLX DANG JCP SPLS WFM HD LQDT WMT ….. RAD BID COST AAP EBAY MELI AMZN FINL=Bottom (Retail & Specialty Retail)
TRAN(11): -0.01% Top=DAL TRN LUV CNI UNP CP JBLU KSU ….. CNI UNP CP JBLU KSU CSX KEX SAVE=Bottom (Transportation)
MANU(16): -0.04% Top=GE PH HON CAT AGCO ZBRA FLS MTW ….. DDD EMR ETN CMI PCP DE DHR JKS=Bottom (Manufacturing)
REAL(15): -0.21% Top=OHI NLY AMT NRF AGNC MFA TWO AHT ….. AHT EJ BXMT WPC BAM HTS STWD SNH=Bottom (Real Estate)
HEAL(23): -0.26% Top=KND BAX BSX TMO MDT WCG PRXL ISRG ….. CNC HUM CI WLP AET HNT MOH UNH=Bottom (Health)
CONS(12): -0.31% Top=FOSL NKE PG CL WHR UFS PAY HAS ….. WHR UFS PAY HAS LULU AVP GT MAT=Bottom (Consumer)
DISV(13): -0.33% Top=URI TYC CXW V HMSY MA MYGN KBR ….. MA MYGN KBR ATHN PCLN CAR BLOX ADS=Bottom (Diversified Services)
INSU(8): -0.36% Top=TRV GNW MTG MET AHL MBI RDN PGR ….. TRV GNW MTG MET AHL MBI RDN PGR=Bottom (Insurance)
COSW(35): -0.44% Top=GRPN SPLK SINA FEYE NUAN TWTR CERN IGT ….. N YELP QLIK NOW WDAY GOOG NQ IBM=Bottom (Computer Software/Internet)
CHEM(14): -0.44% Top=CHMT HUN PPG POT MEOH SHW WPZ AGU ….. WPZ AGU WLK MOS DD ROC FTK POL=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.
PRE – Market Stats at 9:22 am ET #premarket $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

04/16/2014

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

Closing Stats
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
60.1% of stocks are above yesterday’s high.
87.3% are above yesterday’s midpoint. (12.7% are below.)
2.9% are below yesterday’s low.
37.0% are inside yesterday’s range.
82.4% of stocks with today’s high > yesterday’s high. (17.6% less than).
7.5% of stocks with today’s low < yesterday’s low. (92.5% greater than).

EVIDENCE OF INTRADAY TREND
62.7% of stocks are above today’s open. (36.4% are below).
62.1% of stocks are above today’s open and yesterday’s close.
18.3% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.9% of stocks are in the top 10% of today’s range.
42.2% are in the top 20%.
72.1% are in the top half. 27.9% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
81.1% of stocks are above yesterday’s close. (18.9% are below.)
3.1% are up 4.5% or more. 0.4% are down 4.5% or more.
6.6% are up 3.5% or more. 0.8% are down 3.5% or more.
42.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:19.1%…>=80:49.2%…>=50:80.8%…<=20:6.3%…<=10:3.0%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.9%…>=50:46.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
60.1% above previous 1 highs, 2.9% below previous 1 lows
52.2% above previous 2 highs, 1.5% below previous 2 lows
46.2% above previous 3 highs, 1.2% below previous 3 lows
18.7% above previous 4 highs, 1.2% below previous 4 lows
17.5% above previous 5 highs, 1.2% below previous 5 lows
17.3% above previous 6 highs, 1.2% below previous 6 lows
15.8% above previous 7 highs, 1.2% below previous 7 lows
9.6% above previous 8 highs, 1.2% below previous 8 lows
8.8% above previous 9 highs, 1.2% below previous 9 lows
8.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
81.1% are above or equal to 4/15 close (1 days ago), 18.9% are below.
82.3% are above or equal to 4/14 close (2 days ago), 17.7% are below.
86.2% are above or equal to 4/11 close (3 days ago), 13.8% are below.
68.6% are above or equal to 4/10 close (4 days ago), 31.4% are below.
32.1% are above or equal to 4/9 close (5 days ago), 67.9% are below.
49.1% are above or equal to 4/8 close (6 days ago), 50.9% are below.
56.7% are above or equal to 4/7 close (7 days ago), 43.3% are below.
38.1% are above or equal to 4/4 close (8 days ago), 61.9% are below.
25.9% are above or equal to 4/3 close (9 days ago), 74.1% are below.
25.5% are above or equal to 4/2 close (10 days ago), 74.5% are below.
29.8% are above or equal to 4/1 close (11 days ago), 70.2% are below.
36.7% are above or equal to 3/31 close (12 days ago), 63.3% are below.
47.6% are above or equal to 3/28 close (13 days ago), 52.4% are below.
52.2% are above or equal to 3/27 close (14 days ago), 47.8% are below.
49.9% are above or equal to 3/26 close (15 days ago), 50.1% are below.
39.8% are above or equal to 3/25 close (16 days ago), 60.2% are below.
41.3% are above or equal to 3/24 close (17 days ago), 58.7% are below.
37.8% are above or equal to 3/21 close (18 days ago), 62.2% are below.
38.6% are above or equal to 3/20 close (19 days ago), 61.4% are below.
39.7% are above or equal to 3/19 close (20 days ago), 60.3% are below.
36.3% are above or equal to 3/18 close (21 days ago), 63.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 3.1% new lows
21d: 11.0% new highs, 3.0% new lows
42d: 9.5% new highs, 1.6% new lows
63d: 8.2% new highs, 0.9% new lows
126d: 5.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.6% above, 19.4% below
3-day: 82.9% above, 17.1% below
4-day: 85.1% above, 14.9% below
5-day: 80.6% above, 19.4% below
8-day: 63.6% above, 36.4% below
10-day: 53.3% above, 46.7% below
20-day: 42.8% above, 57.2% below
50-day: 45.3% above, 54.7% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 2.19% Top=JBLU DAL UAL XPO WAB HA TRN GBX ….. UNP CP CHRW FDX NSC EXPD KNX CSX=Bottom (Transportation)
MANU(47): 1.79% Top=JKS ZBRA CFX GTLS KMT LECO DDD PCP ….. MRC DRC AOS JOY CAT MHK BWC BGC=Bottom (Manufacturing)
CHEM(35): 1.69% Top=SZYM GPRE WLK CF GRA EMN HUN POL ….. ALB VAL AGU MOS SHW POT TROX WPZ=Bottom (Chemicals/Fertilizers)
DISV(50): 1.47% Top=ATHN BLOX CAR HTZ PCLN URI RHI MCO ….. TAL ULTA G RCII HMSY URS MYGN HPY=Bottom (Diversified Services)
COSW(94): 1.45% Top=SFUN ACXM DWRE YHOO AWAY MDSO AOL YELP ….. MKTO CTRX MDRX CVLT TWTR FEYE NQ PFPT=Bottom (Computer Software/Internet)
ENER(113): 1.37% Top=PVA WFT LPI PDS OAS VLO PBF ECA ….. RDC BCEI DO NE KEG ESV RIG MHR=Bottom (Energy)
FINA(94): 1.27% Top=IBKR XOOM KKR FNGN WETF FIG BLK SCHW ….. FNB FRC NTRS USB BAC HBAN OCN CSH=Bottom (Banks/Financials)
CONS(56): 1.26% Top=NUS IRBT PAY PBI GT OI UA KS ….. UFS SHOO DECK RL PKG FOSL WWW MAT=Bottom (Consumer)
LEIS(34): 1.19% Top=MPEL LVS MGM SBUX SGMS CMG BYI BKW ….. BLMN BYD MCD SEAS PNK PNRA KKD LTM=Bottom (Leisure)
COHW(46): 1.16% Top=UBNT GOGO FIO VIP FNSR CAMP LVLT SSYS ….. MSI PLCM BBRY EMC SYNA CCOI NTAP ADTN=Bottom (Computer Hardware/Telecom)
MATE(30): 1.12% Top=USG OC MAS EXP CLH FLR VMC WM ….. WY TOL RYN MDC FAST MTH LEN MDR=Bottom (Materials & Construction)
INSU(40): 1.11% Top=GNW AHL LNC ORI MTG UNM CNO PRU ….. CLGX RNR RDN VR FAF RGA FNF MBI=Bottom (Insurance)
ELEC(56): 0.82% Top=CSIQ SCTY GTAT SUNE FLDM TSL CGNX CPHD ….. MXIM MCHP FCS CAVM ADI ONNN CRUS LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(87): 0.72% Top=EJ BEE DEI HST NRF DRH KIM AIV ….. TWO AGNC OHI WMC VTR CMO WAC NSM=Bottom (Real Estate)
RETA(73): 0.40% Top=RH AMZN CDW M BID AAP GPS CPRT ….. PIR TFM FRAN DSW GME LQDT BBY CONN=Bottom (Retail & Specialty Retail)
HEAL(59): -0.01% Top=DXCM IRWD WX WMGI COO OPK TMO PRXL ….. UNH CNC MR THC STJ CYH AET KND=Bottom (Health)
META(28): -0.60% Top=AA HSC SCCO SLCA CNX NUE CMC GG ….. ABX RGLD PAAS CDE WLT CLF AUY AEM=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:29 pm

Market Stats at 2:28 pm ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
50.0% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
3.2% are below yesterday’s low.
46.8% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
7.0% of stocks with today’s low < yesterday’s low. (93.0% greater than).

EVIDENCE OF INTRADAY TREND
49.6% of stocks are above today’s open. (49.3% are below).
48.7% of stocks are above today’s open and yesterday’s close.
24.2% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.2% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
74.8% of stocks are above yesterday’s close. (25.2% are below.)
1.7% are up 4.5% or more. 0.4% are down 4.5% or more.
3.7% are up 3.5% or more. 1.0% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.6%…>=90:15.0%…>=80:38.8%…>=50:75.4%…<=20:9.0%…<=10:4.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:41.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.0% above previous 1 highs, 3.2% below previous 1 lows
41.9% above previous 2 highs, 2.1% below previous 2 lows
36.6% above previous 3 highs, 1.6% below previous 3 lows
14.4% above previous 4 highs, 1.6% below previous 4 lows
13.1% above previous 5 highs, 1.6% below previous 5 lows
13.0% above previous 6 highs, 1.6% below previous 6 lows
11.7% above previous 7 highs, 1.6% below previous 7 lows
7.6% above previous 8 highs, 1.6% below previous 8 lows
7.2% above previous 9 highs, 1.6% below previous 9 lows
7.1% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
74.8% are above or equal to 4/15 close (1 days ago), 25.2% are below.
78.1% are above or equal to 4/14 close (2 days ago), 21.9% are below.
83.0% are above or equal to 4/11 close (3 days ago), 17.0% are below.
63.0% are above or equal to 4/10 close (4 days ago), 37.0% are below.
27.7% are above or equal to 4/9 close (5 days ago), 72.3% are below.
43.4% are above or equal to 4/8 close (6 days ago), 56.6% are below.
52.2% are above or equal to 4/7 close (7 days ago), 47.8% are below.
34.2% are above or equal to 4/4 close (8 days ago), 65.8% are below.
24.6% are above or equal to 4/3 close (9 days ago), 75.4% are below.
24.5% are above or equal to 4/2 close (10 days ago), 75.5% are below.
27.2% are above or equal to 4/1 close (11 days ago), 72.8% are below.
33.8% are above or equal to 3/31 close (12 days ago), 66.2% are below.
43.4% are above or equal to 3/28 close (13 days ago), 56.6% are below.
49.7% are above or equal to 3/27 close (14 days ago), 50.3% are below.
47.0% are above or equal to 3/26 close (15 days ago), 53.0% are below.
38.1% are above or equal to 3/25 close (16 days ago), 61.9% are below.
39.3% are above or equal to 3/24 close (17 days ago), 60.7% are below.
35.9% are above or equal to 3/21 close (18 days ago), 64.1% are below.
36.4% are above or equal to 3/20 close (19 days ago), 63.6% are below.
38.1% are above or equal to 3/19 close (20 days ago), 61.9% are below.
34.5% are above or equal to 3/18 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 2.9% new lows
21d: 10.3% new highs, 2.8% new lows
42d: 8.7% new highs, 1.5% new lows
63d: 7.5% new highs, 0.8% new lows
126d: 4.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.9% above, 26.1% below
3-day: 77.3% above, 22.7% below
4-day: 80.9% above, 19.1% below
5-day: 77.6% above, 22.4% below
8-day: 58.3% above, 41.7% below
10-day: 47.0% above, 53.0% below
20-day: 37.9% above, 62.1% below
50-day: 43.7% above, 56.3% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 1.66% Top=JBLU DAL UAL WAB GBX TRN XPO HA ….. CP UNP FDX SWFT NSC EXPD KNX CSX=Bottom (Transportation)
CHEM(35): 1.45% Top=GPRE SZYM WLK CF GRA HUN POL EMN ….. VAL FTK AGU SHW MOS WPZ POT TROX=Bottom (Chemicals/Fertilizers)
MANU(47): 1.39% Top=ZBRA JKS LECO CFX GTLS KMT PCP DDD ….. MRC DRC AOS MHK CAT JOY BWC BGC=Bottom (Manufacturing)
DISV(50): 1.10% Top=CAR ATHN HTZ PCLN URI RHI BLOX MCO ….. WTW TAL G BCO RCII URS HMSY HPY=Bottom (Diversified Services)
ENER(113): 1.10% Top=WFT LPI PVA PDS OAS ATHL VLO WNR ….. BAS ENLK KEG DO NE MHR ESV RIG=Bottom (Energy)
CONS(56): 0.93% Top=NUS IRBT PAY GT PBI UA OI WHR ….. AVP PKG LULU RL FOSL SHOO MAT WWW=Bottom (Consumer)
COSW(94): 0.85% Top=SFUN ACXM YHOO DWRE AWAY FTNT MDSO AOL ….. WDAY CVLT SPLK FEYE MDRX TWTR PFPT NQ=Bottom (Computer Software/Internet)
LEIS(34): 0.81% Top=MPEL LVS MGM CMG SBUX BKW BYI EXPE ….. SEAS MCD SIX BYD PNK PNRA KKD LTM=Bottom (Leisure)
FINA(94): 0.79% Top=IBKR XOOM FIG WETF KKR FNGN PNC ETFC ….. FRC C USB NTRS OCN HBAN BAC CSH=Bottom (Banks/Financials)
INSU(40): 0.71% Top=AHL GNW LNC ORI UNM AIZ AFL CNO ….. MTG RNR VR AJG FNF RGA RDN MBI=Bottom (Insurance)
MATE(30): 0.68% Top=USG OC EXP CLH MAS WM VMC FLR ….. MDC FAST TOL MTH DHI KBH LEN MDR=Bottom (Materials & Construction)
COHW(46): 0.66% Top=UBNT FIO GOGO XLS FNSR CAMP VIP SSYS ….. EMC PLCM SYNA OLED BBRY CCOI NTAP ADTN=Bottom (Computer Hardware/Telecom)
REAL(87): 0.53% Top=EJ DEI LXP BEE NRF HST BDN CLNY ….. RLGY ARCP SRC HCP NNN VTR WAC NSM=Bottom (Real Estate)
ELEC(56): 0.32% Top=CSIQ FLDM SCTY CGNX CPHD TRMB TSL SUNE ….. AMBA CY CAVM LRCX ADI CRUS ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): 0.06% Top=RH BID M CDW GNC AAP LB DKS ….. LQDT DSW TFM SPLS FRAN WFM BBY CONN=Bottom (Retail & Specialty Retail)
HEAL(59): -0.19% Top=DXCM WX WMGI COO IRWD TMO PODD ALGN ….. CNC ZMH AET UNH THC KND STJ CYH=Bottom (Health)
META(28): -1.01% Top=AA SLCA SCCO HSC CNX CMC GG CLD ….. RGLD ABX PAAS CDE WLT CLF AUY AEM=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:28 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:42 pm

Market Stats at 1:42 pm ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
50.2% of stocks are above yesterday’s high.
84.4% are above yesterday’s midpoint. (15.6% are below.)
2.8% are below yesterday’s low.
47.0% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
6.6% of stocks with today’s low < yesterday’s low. (93.4% greater than).

EVIDENCE OF INTRADAY TREND
49.2% of stocks are above today’s open. (49.4% are below).
48.3% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
75.4% of stocks are above yesterday’s close. (24.6% are below.)
1.6% are up 4.5% or more. 0.5% are down 4.5% or more.
3.4% are up 3.5% or more. 1.0% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.5%…>=90:14.1%…>=80:39.8%…>=50:75.5%…<=20:8.5%…<=10:4.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:41.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:39.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.2% above previous 1 highs, 2.8% below previous 1 lows
41.6% above previous 2 highs, 1.9% below previous 2 lows
36.7% above previous 3 highs, 1.2% below previous 3 lows
13.5% above previous 4 highs, 1.2% below previous 4 lows
12.3% above previous 5 highs, 1.2% below previous 5 lows
12.2% above previous 6 highs, 1.2% below previous 6 lows
11.3% above previous 7 highs, 1.2% below previous 7 lows
7.3% above previous 8 highs, 1.2% below previous 8 lows
6.7% above previous 9 highs, 1.2% below previous 9 lows
6.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.4% are above or equal to 4/15 close (1 days ago), 24.6% are below.
78.2% are above or equal to 4/14 close (2 days ago), 21.8% are below.
82.6% are above or equal to 4/11 close (3 days ago), 17.4% are below.
63.0% are above or equal to 4/10 close (4 days ago), 37.0% are below.
27.8% are above or equal to 4/9 close (5 days ago), 72.2% are below.
43.7% are above or equal to 4/8 close (6 days ago), 56.3% are below.
52.8% are above or equal to 4/7 close (7 days ago), 47.2% are below.
34.5% are above or equal to 4/4 close (8 days ago), 65.5% are below.
24.2% are above or equal to 4/3 close (9 days ago), 75.8% are below.
24.8% are above or equal to 4/2 close (10 days ago), 75.2% are below.
27.5% are above or equal to 4/1 close (11 days ago), 72.5% are below.
33.4% are above or equal to 3/31 close (12 days ago), 66.6% are below.
43.9% are above or equal to 3/28 close (13 days ago), 56.1% are below.
49.3% are above or equal to 3/27 close (14 days ago), 50.7% are below.
46.7% are above or equal to 3/26 close (15 days ago), 53.3% are below.
37.6% are above or equal to 3/25 close (16 days ago), 62.4% are below.
39.5% are above or equal to 3/24 close (17 days ago), 60.5% are below.
36.0% are above or equal to 3/21 close (18 days ago), 64.0% are below.
36.9% are above or equal to 3/20 close (19 days ago), 63.1% are below.
37.9% are above or equal to 3/19 close (20 days ago), 62.1% are below.
34.5% are above or equal to 3/18 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.1% new highs, 2.8% new lows
21d: 9.9% new highs, 2.7% new lows
42d: 8.3% new highs, 1.4% new lows
63d: 7.1% new highs, 0.7% new lows
126d: 4.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.0% above, 26.0% below
3-day: 77.2% above, 22.8% below
4-day: 79.9% above, 20.1% below
5-day: 77.0% above, 23.0% below
8-day: 58.3% above, 41.7% below
10-day: 47.2% above, 52.8% below
20-day: 37.7% above, 62.3% below
50-day: 43.3% above, 56.7% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 1.52% Top=JBLU DAL UAL GBX ALK HA LUV WAB ….. FDX GLNG UNP SWFT NSC EXPD KNX CSX=Bottom (Transportation)
CHEM(35): 1.44% Top=GPRE SZYM WLK HUN CF EMN GRA AXLL ….. VAL AGU SHW FTK MOS POT TROX WPZ=Bottom (Chemicals/Fertilizers)
MANU(47): 1.31% Top=ZBRA LECO CFX GTLS KMT PNR PCP XYL ….. AGCO AOS MHK CAT DRC JOY BWC BGC=Bottom (Manufacturing)
DISV(50): 1.15% Top=CAR ATHN BLOX URI PCLN HTZ RHI MYGN ….. G TAL WTW RCII BCO URS HMSY HPY=Bottom (Diversified Services)
ENER(113): 0.98% Top=PDS LPI WFT ATHL PVA VLO WNR OAS ….. ENLK KEG BAS DO NE ESV MHR RIG=Bottom (Energy)
CONS(56): 0.93% Top=NUS GT PAY IRBT KATE UA PBI FBHS ….. RL UFS SHOO PKG FOSL AVP WWW MAT=Bottom (Consumer)
FINA(94): 0.80% Top=IBKR FIG XOOM KKR WETF FNGN PNC SCHW ….. FRC NTRS C USB HBAN OCN BAC CSH=Bottom (Banks/Financials)
LEIS(34): 0.80% Top=MPEL LVS MGM SBUX BKW CMG BYI SONC ….. MCD BLMN PNK SEAS KKD PNRA LTM BYD=Bottom (Leisure)
COSW(94): 0.72% Top=SFUN ACXM YHOO DWRE AWAY GWRE MDSO PWRD ….. LNKD FEYE WDAY CVLT MDRX TWTR PFPT NQ=Bottom (Computer Software/Internet)
INSU(40): 0.71% Top=AHL GNW LNC UNM AIZ ORI AMBC AON ….. CLGX VR MTG AJG RGA FNF RDN MBI=Bottom (Insurance)
MATE(30): 0.60% Top=USG EXP CLH OC MAS WM FLR WCN ….. AWI DHI KBH FAST MTH MDC LEN MDR=Bottom (Materials & Construction)
COHW(46): 0.59% Top=UBNT XLS GOGO CAMP FIO VIP FNSR LVLT ….. PLCM SYNA BBRY CCOI OLED EMC NTAP ADTN=Bottom (Computer Hardware/Telecom)
REAL(87): 0.54% Top=EJ DEI BEE BDN LXP HST NRF CLNY ….. CMO HCP AGNC RLGY NNN VTR WAC NSM=Bottom (Real Estate)
ELEC(56): 0.24% Top=CSIQ FLDM SCTY CGNX CPHD TRMB AYI TSL ….. KLAC CAVM ADI LRCX CY CRUS ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): 0.20% Top=RH GPS M BID GES GNC DDS LB ….. DSW WFM SPLS LQDT FRAN BBY TFM CONN=Bottom (Retail & Specialty Retail)
HEAL(59): -0.28% Top=DXCM IRWD COO WMGI WX TMO BSX ALGN ….. VAR ZMH AET CYH THC UNH KND STJ=Bottom (Health)
META(28): -0.87% Top=AA HSC SLCA GG SCCO CNX CMC NUE ….. AKS PAAS RGLD SWC CLF WLT AUY AEM=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:42 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:54 am

Market Stats at 11:53 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
45.8% of stocks are above yesterday’s high.
85.3% are above yesterday’s midpoint. (14.7% are below.)
2.8% are below yesterday’s low.
51.4% are inside yesterday’s range.
77.3% of stocks with today’s high > yesterday’s high. (22.7% less than).
5.5% of stocks with today’s low < yesterday’s low. (94.5% greater than).

EVIDENCE OF INTRADAY TREND
46.0% of stocks are above today’s open. (52.1% are below).
44.9% of stocks are above today’s open and yesterday’s close.
25.2% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN
73.7% of stocks are above yesterday’s close. (26.3% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.6% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.5%…>=90:13.1%…>=80:37.7%…>=50:73.8%…<=20:8.4%…<=10:3.6%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:40.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
45.8% above previous 1 highs, 2.8% below previous 1 lows
37.9% above previous 2 highs, 1.7% below previous 2 lows
33.6% above previous 3 highs, 1.5% below previous 3 lows
12.8% above previous 4 highs, 1.5% below previous 4 lows
11.5% above previous 5 highs, 1.5% below previous 5 lows
11.4% above previous 6 highs, 1.5% below previous 6 lows
10.1% above previous 7 highs, 1.5% below previous 7 lows
6.7% above previous 8 highs, 1.4% below previous 8 lows
6.1% above previous 9 highs, 1.4% below previous 9 lows
6.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.7% are above or equal to 4/15 close (1 days ago), 26.3% are below.
78.5% are above or equal to 4/14 close (2 days ago), 21.5% are below.
82.9% are above or equal to 4/11 close (3 days ago), 17.1% are below.
61.4% are above or equal to 4/10 close (4 days ago), 38.6% are below.
27.9% are above or equal to 4/9 close (5 days ago), 72.1% are below.
42.5% are above or equal to 4/8 close (6 days ago), 57.5% are below.
51.4% are above or equal to 4/7 close (7 days ago), 48.6% are below.
33.4% are above or equal to 4/4 close (8 days ago), 66.6% are below.
24.2% are above or equal to 4/3 close (9 days ago), 75.8% are below.
24.2% are above or equal to 4/2 close (10 days ago), 75.8% are below.
26.6% are above or equal to 4/1 close (11 days ago), 73.4% are below.
33.6% are above or equal to 3/31 close (12 days ago), 66.4% are below.
42.7% are above or equal to 3/28 close (13 days ago), 57.3% are below.
47.2% are above or equal to 3/27 close (14 days ago), 52.8% are below.
45.7% are above or equal to 3/26 close (15 days ago), 54.3% are below.
38.0% are above or equal to 3/25 close (16 days ago), 62.0% are below.
39.5% are above or equal to 3/24 close (17 days ago), 60.5% are below.
35.4% are above or equal to 3/21 close (18 days ago), 64.6% are below.
36.2% are above or equal to 3/20 close (19 days ago), 63.8% are below.
37.8% are above or equal to 3/19 close (20 days ago), 62.2% are below.
34.7% are above or equal to 3/18 close (21 days ago), 65.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.8% new highs, 2.7% new lows
21d: 9.6% new highs, 2.6% new lows
42d: 7.8% new highs, 1.3% new lows
63d: 6.7% new highs, 0.6% new lows
126d: 4.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.3% above, 27.7% below
3-day: 77.0% above, 23.0% below
4-day: 80.7% above, 19.3% below
5-day: 75.9% above, 24.1% below
8-day: 55.5% above, 44.5% below
10-day: 45.2% above, 54.8% below
20-day: 37.8% above, 62.2% below
50-day: 42.9% above, 57.1% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 1.35% Top=WLK CF SZYM GPRE LYB HUN MEOH AXLL ….. ALB VAL AGU WPZ MOS FTK POT TROX=Bottom (Chemicals/Fertilizers)
TRAN(30): 1.15% Top=JBLU UAL GBX NAT DAL TRN GLNG HA ….. FDX CP SAVE EXPD NSC SWFT KNX CSX=Bottom (Transportation)
ENER(113): 1.13% Top=LPI ATHL PDS WFT PVA OAS VLO IOC ….. NE AREX ENLK RDC KOG ESV RIG MHR=Bottom (Energy)
MANU(47): 1.12% Top=ZBRA LECO KMT PPO WOR CFX PH PNR ….. MHK JOY DHR GNRC DRC BGC BWC DDD=Bottom (Manufacturing)
DISV(50): 0.95% Top=CAR HTZ URI MCO PCLN ATHN AAN FLT ….. TW LDOS TAL RCII HPY BCO WTW HMSY=Bottom (Diversified Services)
INSU(40): 0.90% Top=AHL AIZ GNW LNC ORI AXS HIG UNM ….. PRU CLGX MTG FNF AJG RDN RGA MBI=Bottom (Insurance)
CONS(56): 0.85% Top=NUS GT IRBT AVY PAY PBI OI KMB ….. RL LULU SHOO HBI FOSL AVP MAT PKG=Bottom (Consumer)
FINA(94): 0.80% Top=IBKR KKR FIG SCHW PNC BLK NDAQ ETFC ….. FRC NTRS C OCN USB HBAN BAC CSH=Bottom (Banks/Financials)
COSW(94): 0.59% Top=YHOO DWRE AWAY SFUN ACXM GWRE AOL FTNT ….. WDAY CVLT SFLY MDRX TWTR TRLA PFPT NQ=Bottom (Computer Software/Internet)
MATE(30): 0.58% Top=USG OC FLR MAS EXP PWR WM WCN ….. DAR MTH AWI DHI KBH MDR LEN MDC=Bottom (Materials & Construction)
LEIS(34): 0.46% Top=MPEL LVS SONC MGM SBUX WYNN BKW YUM ….. CAKE MCD PNK BLMN LTM PNRA KKD BYD=Bottom (Leisure)
COHW(46): 0.40% Top=UBNT XLS VIP ARUN CAMP VRSN COMM FIO ….. TDC BBRY MSI TDS EMC OLED NTAP ADTN=Bottom (Computer Hardware/Telecom)
RETA(73): 0.23% Top=CDW DDS GPS GES BID BIG TIF GNC ….. DANG SPLS GME TFM FIVE LQDT BBY CONN=Bottom (Retail & Specialty Retail)
REAL(87): 0.16% Top=HST BEE LXP DEI EJ NRF BDN MPW ….. RLGY O BXP CUBE NNN VTR WAC NSM=Bottom (Real Estate)
ELEC(56): -0.14% Top=CGNX TRMB CPHD AYI CSIQ FLDM SCTY APH ….. FCS MCHP LRCX FSL ADI CRUS ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(59): -0.24% Top=DXCM WX WMGI TMO MR IRWD BSX ALGN ….. VAR AET CNC CYH KND UNH THC STJ=Bottom (Health)
META(28): -0.40% Top=SLCA HSC AA SCCO GG CNX CMC NUE ….. AKS SLW WLT CDE RGLD CLF AUY AEM=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:53 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:46 am

Market Stats at 10:46 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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
37.3% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
2.7% are below yesterday’s low.
60.0% are inside yesterday’s range.
75.7% of stocks with today’s high > yesterday’s high. (24.3% less than).
3.8% of stocks with today’s low < yesterday’s low. (96.2% greater than).

EVIDENCE OF INTRADAY TREND
34.3% of stocks are above today’s open. (64.0% are below).
33.3% of stocks are above today’s open and yesterday’s close.
29.5% are below both.
48.7% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.3% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
34.0% are in the top half. 66.0% of stocks are in the bottom half of today’s range.
36.3% are in the bottom 20%.
20.3% are in the bottom 10%.

GAIN
69.8% of stocks are above yesterday’s close. (30.2% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.4% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:10.2%…>=80:31.5%…>=50:70.1%…<=20:9.5%…<=10:3.3%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:37.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.3% above previous 1 highs, 2.7% below previous 1 lows
29.9% above previous 2 highs, 2.2% below previous 2 lows
26.3% above previous 3 highs, 1.8% below previous 3 lows
10.3% above previous 4 highs, 1.8% below previous 4 lows
9.4% above previous 5 highs, 1.8% below previous 5 lows
9.3% above previous 6 highs, 1.8% below previous 6 lows
8.5% above previous 7 highs, 1.8% below previous 7 lows
6.0% above previous 8 highs, 1.6% below previous 8 lows
5.7% above previous 9 highs, 1.6% below previous 9 lows
5.5% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
69.8% are above or equal to 4/15 close (1 days ago), 30.2% are below.
75.5% are above or equal to 4/14 close (2 days ago), 24.5% are below.
80.9% are above or equal to 4/11 close (3 days ago), 19.1% are below.
56.8% are above or equal to 4/10 close (4 days ago), 43.2% are below.
24.8% are above or equal to 4/9 close (5 days ago), 75.2% are below.
37.4% are above or equal to 4/8 close (6 days ago), 62.6% are below.
48.2% are above or equal to 4/7 close (7 days ago), 51.8% are below.
30.2% are above or equal to 4/4 close (8 days ago), 69.8% are below.
22.8% are above or equal to 4/3 close (9 days ago), 77.2% are below.
22.7% are above or equal to 4/2 close (10 days ago), 77.3% are below.
25.8% are above or equal to 4/1 close (11 days ago), 74.2% are below.
31.6% are above or equal to 3/31 close (12 days ago), 68.4% are below.
40.9% are above or equal to 3/28 close (13 days ago), 59.1% are below.
45.4% are above or equal to 3/27 close (14 days ago), 54.6% are below.
44.1% are above or equal to 3/26 close (15 days ago), 55.9% are below.
36.0% are above or equal to 3/25 close (16 days ago), 64.0% are below.
38.5% are above or equal to 3/24 close (17 days ago), 61.5% are below.
34.0% are above or equal to 3/21 close (18 days ago), 66.0% are below.
34.9% are above or equal to 3/20 close (19 days ago), 65.1% are below.
36.6% are above or equal to 3/19 close (20 days ago), 63.4% are below.
33.7% are above or equal to 3/18 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.1% new highs, 1.9% new lows
21d: 9.1% new highs, 1.9% new lows
42d: 7.5% new highs, 0.9% new lows
63d: 6.6% new highs, 0.4% new lows
126d: 4.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.8% above, 32.2% below
3-day: 74.2% above, 25.8% below
4-day: 79.0% above, 21.0% below
5-day: 72.8% above, 27.2% below
8-day: 51.3% above, 48.7% below
10-day: 41.1% above, 58.9% below
20-day: 35.0% above, 65.0% below
50-day: 41.4% above, 58.6% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 0.81% Top=SZYM CF AXLL EMN CE HUN OLN FMC ….. PPG RPM MON WPZ DOW FTK VAL TROX=Bottom (Chemicals/Fertilizers)
ENER(112): 0.81% Top=PVA PDS ATHL LPI OAS WFT PXD UPL ….. AREX DO NE RDC MHR BCEI ESV RIG=Bottom (Energy)
MANU(47): 0.79% Top=ZBRA LECO KMT PPO WOR GTLS LII IEX ….. JOY DHR JKS CAT BWC DRC BGC DDD=Bottom (Manufacturing)
MATE(30): 0.74% Top=USG OC EXP MAS FLR KBH MTH PWR ….. AWI DAR MLM SRCL RSG CVA WY MDR=Bottom (Materials & Construction)
TRAN(30): 0.73% Top=JBLU UAL NAT DAL GLNG GBX TRN CNW ….. UPS UNP FDX SWFT SAVE NSC KNX CSX=Bottom (Transportation)
CONS(56): 0.67% Top=GT NUS IRBT FBHS FL GPK AVY KMB ….. FOSL TPX IP AVP MAT UA HBI PKG=Bottom (Consumer)
INSU(40): 0.66% Top=AHL AIZ PRE AMBC LNC AXS ACE CINF ….. MTG AJG MET FNF AGO RGA RDN MBI=Bottom (Insurance)
DISV(50): 0.65% Top=CAR URI HTZ AAN GEO ADT DV FLT ….. APOL TAL TW VNTV HPY WTW BCO HMSY=Bottom (Diversified Services)
FINA(94): 0.39% Top=IBKR WETF KKR FIG BLK PNC ETFC SLM ….. OZM UMPQ C NTRS USB HBAN CSH BAC=Bottom (Banks/Financials)
RETA(73): 0.37% Top=SFM GES DDS ANN GPS FINL URBN BIG ….. GME DANG NFLX BBY RAD PIR LQDT CONN=Bottom (Retail & Specialty Retail)
LEIS(34): 0.33% Top=MPEL SONC LVS MGM WYNN SBUX SEAS WYN ….. MCD SIX KKD PNK LTM PNRA BLMN BYD=Bottom (Leisure)
REAL(87): 0.28% Top=HST MPW LXP DEI NRF BDN RLJ LHO ….. VTR IVR CWH CUBE RLGY EJ WAC NSM=Bottom (Real Estate)
COHW(46): 0.02% Top=XLS CAMP VIP ARUN CTL CCI NSR ARRS ….. FIO BBRY EMC MSI RKUS OLED ADTN NTAP=Bottom (Computer Hardware/Telecom)
COSW(94): -0.05% Top=YHOO SFUN DWRE AWAY ACXM MDSO IGTE AOL ….. SOHU LNKD TRLA WDAY CVLT PFPT TWTR NQ=Bottom (Computer Software/Internet)
HEAL(59): -0.11% Top=DXCM WMGI WX OPK ALGN THOR BAX A ….. VAR HUM KND AET UNH THC EW STJ=Bottom (Health)
ELEC(56): -0.84% Top=CGNX TRMB AYI FLDM CPHD CSIQ JBL GLW ….. VECO KLAC FCS MCHP ADI FSL ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -0.94% Top=HSC AA SCCO SLCA CMC GG BTU CNX ….. SSRI X WLT RGLD CDE CLD AUY AEM=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:46 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:07 am

Market Stats at 10:07 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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
38.4% of stocks are above yesterday’s high.
86.4% are above yesterday’s midpoint. (13.6% are below.)
2.0% are below yesterday’s low.
59.6% are inside yesterday’s range.
73.9% of stocks with today’s high > yesterday’s high. (26.1% less than).
2.9% of stocks with today’s low < yesterday’s low. (97.1% greater than).

EVIDENCE OF INTRADAY TREND
35.6% of stocks are above today’s open. (62.7% are below).
34.8% of stocks are above today’s open and yesterday’s close.
23.6% are below both.
48.7% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.6% of stocks are in the top 10% of today’s range.
11.1% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
24.0% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN
75.5% of stocks are above yesterday’s close. (24.5% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.4% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.8%…>=90:10.4%…>=80:33.7%…>=50:74.8%…<=20:6.8%…<=10:3.3%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:38.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.4% above previous 1 highs, 2.0% below previous 1 lows
30.8% above previous 2 highs, 1.3% below previous 2 lows
27.7% above previous 3 highs, 1.1% below previous 3 lows
9.8% above previous 4 highs, 1.1% below previous 4 lows
9.1% above previous 5 highs, 1.1% below previous 5 lows
8.9% above previous 6 highs, 1.1% below previous 6 lows
7.8% above previous 7 highs, 1.1% below previous 7 lows
5.4% above previous 8 highs, 1.1% below previous 8 lows
4.7% above previous 9 highs, 1.1% below previous 9 lows
4.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.5% are above or equal to 4/15 close (1 days ago), 24.5% are below.
78.8% are above or equal to 4/14 close (2 days ago), 21.2% are below.
83.6% are above or equal to 4/11 close (3 days ago), 16.4% are below.
59.4% are above or equal to 4/10 close (4 days ago), 40.6% are below.
25.2% are above or equal to 4/9 close (5 days ago), 74.8% are below.
39.3% are above or equal to 4/8 close (6 days ago), 60.7% are below.
49.2% are above or equal to 4/7 close (7 days ago), 50.8% are below.
31.4% are above or equal to 4/4 close (8 days ago), 68.6% are below.
22.5% are above or equal to 4/3 close (9 days ago), 77.5% are below.
22.6% are above or equal to 4/2 close (10 days ago), 77.4% are below.
25.5% are above or equal to 4/1 close (11 days ago), 74.5% are below.
31.4% are above or equal to 3/31 close (12 days ago), 68.6% are below.
41.6% are above or equal to 3/28 close (13 days ago), 58.4% are below.
45.8% are above or equal to 3/27 close (14 days ago), 54.2% are below.
44.5% are above or equal to 3/26 close (15 days ago), 55.5% are below.
36.3% are above or equal to 3/25 close (16 days ago), 63.7% are below.
38.7% are above or equal to 3/24 close (17 days ago), 61.3% are below.
34.4% are above or equal to 3/21 close (18 days ago), 65.6% are below.
35.0% are above or equal to 3/20 close (19 days ago), 65.0% are below.
36.3% are above or equal to 3/19 close (20 days ago), 63.7% are below.
33.7% are above or equal to 3/18 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 1.3% new lows
21d: 8.7% new highs, 1.3% new lows
42d: 7.0% new highs, 0.6% new lows
63d: 6.1% new highs, 0.2% new lows
126d: 3.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.5% above, 25.5% below
3-day: 79.9% above, 20.1% below
4-day: 82.1% above, 17.9% below
5-day: 77.1% above, 22.9% below
8-day: 54.1% above, 45.9% below
10-day: 42.6% above, 57.4% below
20-day: 36.0% above, 64.0% below
50-day: 41.8% above, 58.2% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 1.01% Top=MEOH CF AXLL CE WLK LYB HUN SZYM ….. VAL DOW RPM TROX SHW MON PPG WPZ=Bottom (Chemicals/Fertilizers)
MANU(47): 0.90% Top=LECO PPO LII KMT FLS ATU PH PLL ….. CAT DHR AGCO BGC JOY DDD BWC DRC=Bottom (Manufacturing)
CONS(56): 0.81% Top=IRBT GT FBHS NUS KS PAY GPK SEE ….. TUP IP HBI COTY MAT LULU AVP PKG=Bottom (Consumer)
LEIS(34): 0.81% Top=MPEL SONC WYNN LVS MGM SBUX WYN DNKN ….. CAKE BLMN MCD DRI KKD BYD PNRA LTM=Bottom (Leisure)
MATE(30): 0.77% Top=USG MAS OC EXP FLR PWR KBH SPF ….. DHI AWI WY LEN RSG SRCL CVA MDR=Bottom (Materials & Construction)
DISV(50): 0.76% Top=CAR HTZ ATHN URI RHI AAN V ADT ….. PAYX WOOF RCII LDOS BCO APOL TW HMSY=Bottom (Diversified Services)
TRAN(30): 0.76% Top=JBLU UAL TRN DAL GLNG XPO CNW HA ….. ODFL UPS SAVE UNP KNX SWFT NSC CSX=Bottom (Transportation)
ENER(112): 0.70% Top=ATHL LPI PVA PDS PXD WFT OAS UPL ….. BCEI RDC DO BAS NE KEG RIG ESV=Bottom (Energy)
INSU(40): 0.64% Top=AMBC LNC AIZ HIG UNM CNO CINF ORI ….. MTG MMC AGO RDN AJG FNF MBI RGA=Bottom (Insurance)
RETA(73): 0.51% Top=SFM ANN GES DANG SHLD DDS BID FINL ….. SPLS ANF KORS BBY PIR FRAN LQDT CONN=Bottom (Retail & Specialty Retail)
COSW(94): 0.46% Top=YHOO SFUN AWAY DWRE YELP ACXM AOL UIS ….. CVLT WDAY LNKD TRLA GRPN TWTR PFPT NQ=Bottom (Computer Software/Internet)
FINA(94): 0.41% Top=IBKR FIG ETFC WETF BX AINV SF FNGN ….. NTRS UMPQ OCN C USB HBAN CSH BAC=Bottom (Banks/Financials)
COHW(46): 0.36% Top=CAMP VIP ARUN XLS NSR CCI UBNT LVLT ….. AAPL TDS RKUS EMC OLED ADTN MSI NTAP=Bottom (Computer Hardware/Telecom)
REAL(87): 0.16% Top=HST LXP EJ BXMT AHT NYMT DEI LHO ….. AGNC BXP WMC NNN RLGY VTR RPAI NSM=Bottom (Real Estate)
HEAL(59): 0.13% Top=DXCM WX ALGN OPK WMGI BSX BKD RMD ….. LPNT HUM SPNC CYH THC UNH IRWD STJ=Bottom (Health)
ELEC(56): -0.43% Top=CSIQ TRMB AYI CGNX CREE FLDM SCTY INTC ….. TXN TER ADI KLAC FCS LRCX ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -0.75% Top=HSC AA GG SLCA SCCO CMC TCK NUE ….. RGLD CLF X SSRI CDE CLD AUY AEM=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:07 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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