daytrend

06/18/2013

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

Closing Stats
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
40.0% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
4.8% are below yesterday’s low.
55.3% are inside yesterday’s range.
61.9% of stocks with today’s high > yesterday’s high. (38.1% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND
78.6% of stocks are above today’s open. (20.2% are below).
75.6% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
33.9% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN
79.7% of stocks are above yesterday’s close. (20.3% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.6%…>=90:25.6%…>=80:49.8%…>=50:85.1%…<=20:4.4%…<=10:1.7%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.0% above previous 1 highs, 4.8% below previous 1 lows
34.1% above previous 2 highs, 3.7% below previous 2 lows
33.6% above previous 3 highs, 2.3% below previous 3 lows
29.8% above previous 4 highs, 2.3% below previous 4 lows
27.5% above previous 5 highs, 2.2% below previous 5 lows
21.4% above previous 6 highs, 2.1% below previous 6 lows
20.8% above previous 7 highs, 2.0% below previous 7 lows
20.5% above previous 8 highs, 1.7% below previous 8 lows
20.3% above previous 9 highs, 1.7% below previous 9 lows
16.9% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.7% are above or equal to 6/17 close (1 days ago), 20.3% are below.
85.7% are above or equal to 6/14 close (2 days ago), 14.3% are below.
70.4% are above or equal to 6/13 close (3 days ago), 29.6% are below.
89.6% are above or equal to 6/12 close (4 days ago), 10.4% are below.
79.2% are above or equal to 6/11 close (5 days ago), 20.8% are below.
58.2% are above or equal to 6/10 close (6 days ago), 41.8% are below.
55.7% are above or equal to 6/7 close (7 days ago), 44.3% are below.
70.3% are above or equal to 6/6 close (8 days ago), 29.7% are below.
78.7% are above or equal to 6/5 close (9 days ago), 21.3% are below.
66.4% are above or equal to 6/4 close (10 days ago), 33.6% are below.
57.6% are above or equal to 6/3 close (11 days ago), 42.4% are below.
57.7% are above or equal to 5/31 close (12 days ago), 42.3% are below.
44.5% are above or equal to 5/30 close (13 days ago), 55.5% are below.
49.1% are above or equal to 5/29 close (14 days ago), 50.9% are below.
42.7% are above or equal to 5/28 close (15 days ago), 57.3% are below.
50.7% are above or equal to 5/24 close (16 days ago), 49.3% are below.
48.8% are above or equal to 5/23 close (17 days ago), 51.2% are below.
46.8% are above or equal to 5/22 close (18 days ago), 53.2% are below.
34.4% are above or equal to 5/21 close (19 days ago), 65.6% are below.
35.0% are above or equal to 5/20 close (20 days ago), 65.0% are below.
37.2% are above or equal to 5/17 close (21 days ago), 62.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.0% new highs, 2.0% new lows
21d: 10.9% new highs, 1.8% new lows
42d: 10.0% new highs, 1.1% new lows
63d: 9.2% new highs, 0.9% new lows
126d: 7.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.5% above, 20.5% below
3-day: 86.2% above, 13.8% below
4-day: 81.7% above, 18.3% below
5-day: 86.1% above, 13.9% below
8-day: 77.4% above, 22.6% below
10-day: 78.0% above, 22.0% below
20-day: 59.3% above, 40.7% below
50-day: 64.8% above, 35.2% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.25% Top=SPRD OVTI CREE CAVM NXPI GRMN RFMD SWKS ….. FSL SNPS LSI ONNN NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.12% Top=MRC GE MTW DOV ETN DHR KMT BWC ….. CAT PLL AOS AGCO DE DCI PPO DDD=Bottom (Manufacturing)
MATE(27): 1.08% Top=FWLT MDR MTZ TTS MAS PWR RYN RSG ….. PHM BZH LEN MDC KBH SPF OC FAST=Bottom (Materials & Construction)
LEIS(26): 1.02% Top=KKD EXPE BLMN MPEL CCL SBUX DPZ DNKN ….. HOT MAR RCL BYI BYD LVS BKW PENN=Bottom (Leisure)
INSU(38): 0.98% Top=AGO MTG MBI ORI HIG LNC GNW WSH ….. MMC AFL AIG RDN VR TMK AXS FNF=Bottom (Insurance)
RETA(68): 0.89% Top=FIVE CAB ARO SIG LTD BBY KMX ANN ….. MELI URBN JCP BIG BID KSS SWY SKS=Bottom (Retail & Specialty Retail)
DISV(44): 0.88% Top=URI ADT HTZ BFAM AL RRD JEC BLOX ….. SBAC LPS CXW SAI PAYX MYGN G APOL=Bottom (Diversified Services)
TRAN(26): 0.82% Top=KSU CSX ALK CNW CP JBLU ODFL SAVE ….. JBHT SWFT LUV WAB TRN GLNG TDW AIRM=Bottom (Transportation)
CHEM(25): 0.81% Top=IPI CF CHMT DOW EMN FMC CYT MOS ….. HUN PPG AGU GRA CE APD AXLL WPZ=Bottom (Chemicals/Fertilizers)
FINA(75): 0.76% Top=EVR PBCT BEN HCBK ICE FMER WBS CIT ….. CG AMTD OAK SEIC LAZ FRC AINV WETF=Bottom (Banks/Financials)
REAL(80): 0.72% Top=TWO NNN DRE RWT MPW DCT EXR IVR ….. TCO PCL BEE PPS FRT PSA SPG RLGY=Bottom (Real Estate)
COHW(41): 0.70% Top=FNSR SNDK XLS ADTN ARRS NTAP TWTC INFN ….. TDC VRSN ARUN WIN NIHD SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
ENER(89): 0.65% Top=NFX WPX MRO RRC CRZO GPOR EXH PBF ….. TSO HFC RGP CLMT WMB VNR PTEN HERO=Bottom (Energy)
HEAL(42): 0.61% Top=IRWD WCG PRXL CI UNH HNT AET PKI ….. EW DVA BSX MDT HCA THOR HOLX CYH=Bottom (Health)
CONS(53): 0.60% Top=FNP PAY FL BC TPX FOSL SCSS RL ….. CHD RKT IP EL GT MWV DECK KS=Bottom (Consumer)
COSW(70): 0.59% Top=RAX XRX EA GWRE QLIK RHT FFIV VCLK ….. ADSK EQIX ATVI NOW IRM CTRX WDAY IGT=Bottom (Computer Software/Internet)
META(26): -0.20% Top=WLT CLF ANR X CCJ MCP AA BTU ….. NEM GG ABX IAG RGLD AEM EGO AUY=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 @ 2:50 pm

Market Stats at 3:49 pm ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
37.7% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
5.5% are below yesterday’s low.
56.8% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND
77.0% of stocks are above today’s open. (21.9% are below).
73.8% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.0% of stocks are in the top 10% of today’s range.
26.4% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN
79.6% of stocks are above yesterday’s close. (20.4% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.6% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.9%…>=90:24.1%…>=80:47.3%…>=50:84.6%…<=20:4.9%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:66.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.7% above previous 1 highs, 5.5% below previous 1 lows
31.9% above previous 2 highs, 3.7% below previous 2 lows
31.4% above previous 3 highs, 2.4% below previous 3 lows
27.5% above previous 4 highs, 2.4% below previous 4 lows
25.2% above previous 5 highs, 2.3% below previous 5 lows
20.0% above previous 6 highs, 2.2% below previous 6 lows
19.4% above previous 7 highs, 2.1% below previous 7 lows
19.2% above previous 8 highs, 1.8% below previous 8 lows
18.8% above previous 9 highs, 1.8% below previous 9 lows
15.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.6% are above or equal to 6/17 close (1 days ago), 20.4% are below.
84.4% are above or equal to 6/14 close (2 days ago), 15.6% are below.
70.7% are above or equal to 6/13 close (3 days ago), 29.3% are below.
89.5% are above or equal to 6/12 close (4 days ago), 10.5% are below.
78.4% are above or equal to 6/11 close (5 days ago), 21.6% are below.
57.8% are above or equal to 6/10 close (6 days ago), 42.2% are below.
55.5% are above or equal to 6/7 close (7 days ago), 44.5% are below.
69.1% are above or equal to 6/6 close (8 days ago), 30.9% are below.
78.6% are above or equal to 6/5 close (9 days ago), 21.4% are below.
65.9% are above or equal to 6/4 close (10 days ago), 34.1% are below.
57.6% are above or equal to 6/3 close (11 days ago), 42.4% are below.
57.6% are above or equal to 5/31 close (12 days ago), 42.4% are below.
43.8% are above or equal to 5/30 close (13 days ago), 56.2% are below.
48.7% are above or equal to 5/29 close (14 days ago), 51.3% are below.
41.3% are above or equal to 5/28 close (15 days ago), 58.7% are below.
50.0% are above or equal to 5/24 close (16 days ago), 50.0% are below.
48.2% are above or equal to 5/23 close (17 days ago), 51.8% are below.
46.8% are above or equal to 5/22 close (18 days ago), 53.2% are below.
33.6% are above or equal to 5/21 close (19 days ago), 66.4% are below.
34.4% are above or equal to 5/20 close (20 days ago), 65.6% are below.
36.4% are above or equal to 5/17 close (21 days ago), 63.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.9% new highs, 2.0% new lows
21d: 10.8% new highs, 1.8% new lows
42d: 9.9% new highs, 1.1% new lows
63d: 9.0% new highs, 0.9% new lows
126d: 7.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.7% above, 21.3% below
3-day: 85.0% above, 15.0% below
4-day: 80.8% above, 19.2% below
5-day: 85.6% above, 14.4% below
8-day: 76.2% above, 23.8% below
10-day: 77.6% above, 22.4% below
20-day: 58.1% above, 41.9% below
50-day: 64.2% above, 35.8% below
200-day: 79.8% above, 20.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.13% Top=SPRD OVTI CREE CAVM GRMN SMTC NXPI SWKS ….. GLW ALTR ONNN LSI NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.11% Top=MRC MTW GE DOV ETN DHR KMT EMR ….. GNRC PLL AOS AGCO DE DCI PPO DDD=Bottom (Manufacturing)
LEIS(26): 1.01% Top=KKD EXPE BLMN MPEL SBUX CCL DPZ MGM ….. BYD MAR HOT LVS RCL BKW BYI PENN=Bottom (Leisure)
MATE(27): 0.98% Top=FWLT MDR MTZ MAS RYN PWR RSG FLR ….. EXP PHM KBH MDC LEN SPF OC FAST=Bottom (Materials & Construction)
INSU(38): 0.87% Top=AGO MTG MBI ORI HIG LNC WSH GNW ….. MMC AFL RDN AIG TMK VR AXS FNF=Bottom (Insurance)
DISV(44): 0.83% Top=URI HTZ ADT BFAM RRD AL BLOX JEC ….. LPS SCI CXW PAYX SAI MYGN G APOL=Bottom (Diversified Services)
RETA(68): 0.81% Top=CAB FIVE ARO SIG BBY LTD KMX DG ….. ANF JCP KSS URBN BID BIG SWY SKS=Bottom (Retail & Specialty Retail)
TRAN(26): 0.80% Top=KSU ALK CSX CNW ODFL CP CNI FDX ….. DAL CHRW LUV WAB TRN GLNG TDW AIRM=Bottom (Transportation)
CHEM(25): 0.73% Top=IPI CF CHMT DOW FMC EMN POT MOS ….. PX AGU GRA PPG CE APD WPZ AXLL=Bottom (Chemicals/Fertilizers)
REAL(80): 0.71% Top=TWO NNN DCT RWT DRE MPW IVR EXR ….. SBY PMT BXP PPS FRT PSA SPG RLGY=Bottom (Real Estate)
FINA(75): 0.71% Top=EVR PBCT HCBK ICE BEN FMER CIT WBS ….. GS AMTD SEIC OAK LAZ FRC AINV WETF=Bottom (Banks/Financials)
COHW(41): 0.65% Top=SNDK XLS FNSR ARRS ADTN NTAP INFN TWTC ….. ARUN WIN VRSN NIHD FIO SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
COSW(70): 0.55% Top=RAX XRX EA RHT VCLK FFIV MCRS GWRE ….. TRIP EQIX ATVI NOW IRM CTRX WDAY IGT=Bottom (Computer Software/Internet)
ENER(89): 0.53% Top=NFX WPX RRC MRO GPOR CRZO EXH PBF ….. RGP HFC TSO CLMT VNR WMB PTEN HERO=Bottom (Energy)
CONS(53): 0.53% Top=FNP PAY BC FL FOSL TPX AVY SCSS ….. CHD EL GT MWV IP RKT DECK KS=Bottom (Consumer)
HEAL(42): 0.51% Top=IRWD WCG PRXL UNH CI HNT AET PKI ….. DVA EW BSX HCA MDT THOR HOLX CYH=Bottom (Health)
META(26): -0.28% Top=WLT CLF ANR X MCP CCJ AA CNX ….. NEM GG ABX IAG AEM RGLD EGO AUY=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 3:49 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:18 pm

Market Stats at 3:18 pm ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
40.1% of stocks are above yesterday’s high.
77.4% are above yesterday’s midpoint. (22.6% are below.)
5.1% are below yesterday’s low.
54.8% are inside yesterday’s range.
60.8% of stocks with today’s high > yesterday’s high. (39.2% less than).
22.2% of stocks with today’s low < yesterday’s low. (77.8% greater than).

EVIDENCE OF INTRADAY TREND
78.2% of stocks are above today’s open. (20.4% are below).
74.3% of stocks are above today’s open and yesterday’s close.
16.3% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.3% of stocks are in the top 10% of today’s range.
33.1% are in the top 20%.
75.1% are in the top half. 24.9% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
80.0% of stocks are above yesterday’s close. (20.0% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.2% are down 3.5% or more.
55.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:25.1%…>=80:48.9%…>=50:85.3%…<=20:4.2%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.1% above previous 1 highs, 5.1% below previous 1 lows
34.2% above previous 2 highs, 3.7% below previous 2 lows
33.4% above previous 3 highs, 2.6% below previous 3 lows
29.7% above previous 4 highs, 2.4% below previous 4 lows
27.0% above previous 5 highs, 2.3% below previous 5 lows
21.1% above previous 6 highs, 2.3% below previous 6 lows
20.5% above previous 7 highs, 2.2% below previous 7 lows
20.3% above previous 8 highs, 1.8% below previous 8 lows
20.0% above previous 9 highs, 1.8% below previous 9 lows
16.7% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.0% are above or equal to 6/17 close (1 days ago), 20.0% are below.
85.7% are above or equal to 6/14 close (2 days ago), 14.3% are below.
71.8% are above or equal to 6/13 close (3 days ago), 28.2% are below.
89.6% are above or equal to 6/12 close (4 days ago), 10.4% are below.
79.2% are above or equal to 6/11 close (5 days ago), 20.8% are below.
58.9% are above or equal to 6/10 close (6 days ago), 41.1% are below.
57.3% are above or equal to 6/7 close (7 days ago), 42.7% are below.
70.5% are above or equal to 6/6 close (8 days ago), 29.5% are below.
78.6% are above or equal to 6/5 close (9 days ago), 21.4% are below.
66.7% are above or equal to 6/4 close (10 days ago), 33.3% are below.
58.2% are above or equal to 6/3 close (11 days ago), 41.8% are below.
58.1% are above or equal to 5/31 close (12 days ago), 41.9% are below.
44.3% are above or equal to 5/30 close (13 days ago), 55.7% are below.
49.5% are above or equal to 5/29 close (14 days ago), 50.5% are below.
42.5% are above or equal to 5/28 close (15 days ago), 57.5% are below.
50.5% are above or equal to 5/24 close (16 days ago), 49.5% are below.
48.5% are above or equal to 5/23 close (17 days ago), 51.5% are below.
47.7% are above or equal to 5/22 close (18 days ago), 52.3% are below.
34.4% are above or equal to 5/21 close (19 days ago), 65.6% are below.
34.2% are above or equal to 5/20 close (20 days ago), 65.8% are below.
36.9% are above or equal to 5/17 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.3% new highs, 2.0% new lows
21d: 10.1% new highs, 1.8% new lows
42d: 9.4% new highs, 1.1% new lows
63d: 8.6% new highs, 0.9% new lows
126d: 7.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.9% above, 21.1% below
3-day: 85.5% above, 14.5% below
4-day: 82.4% above, 17.6% below
5-day: 86.2% above, 13.8% below
8-day: 77.8% above, 22.2% below
10-day: 78.6% above, 21.4% below
20-day: 58.3% above, 41.7% below
50-day: 64.7% above, 35.3% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.24% Top=OVTI SPRD CREE CAVM RFMD SMTC GRMN SWKS ….. CRUS CY INVN LSI NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.11% Top=MRC GE DOV DHR EMR ETN CFX KMT ….. GNRC PLL AGCO AOS DE DCI PPO DDD=Bottom (Manufacturing)
LEIS(26): 1.05% Top=KKD EXPE MPEL BLMN CCL SBUX DPZ EAT ….. DRI HOT RCL LVS BYI BYD BKW PENN=Bottom (Leisure)
MATE(27): 1.04% Top=MDR MTZ FWLT MAS RYN CVA PWR RSG ….. MDC OC PHM BZH KBH LEN SPF FAST=Bottom (Materials & Construction)
DISV(44): 0.90% Top=URI HTZ ADT BLOX AL BFAM Z RRD ….. LPS RCII SAI PAYX GA MYGN G APOL=Bottom (Diversified Services)
INSU(38): 0.87% Top=AGO ORI MTG MBI LNC HIG WSH RNR ….. MMC VR AFL AXS RDN AIG TMK FNF=Bottom (Insurance)
CHEM(25): 0.82% Top=IPI CF EMN POT FMC MOS CHMT DOW ….. DD CE HUN PX APD PPG WPZ AXLL=Bottom (Chemicals/Fertilizers)
TRAN(26): 0.81% Top=KSU CSX ALK FDX CP ODFL CNI CNW ….. WAB JBLU LUV DAL TRN TDW GLNG AIRM=Bottom (Transportation)
REAL(80): 0.79% Top=TWO NNN DRE DCT EXR IVR MPW RWT ….. BEE TCO PMT FRT SBY PSA SPG RLGY=Bottom (Real Estate)
COHW(41): 0.77% Top=SNDK FNSR ARRS ADTN NTAP XLS TWTC JDSU ….. FIO VRSN ARUN AAPL TDC SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
FINA(75): 0.77% Top=EVR PBCT HCBK ICE BEN CIT WBS FMER ….. APO LAZ AMTD OAK ACAS FRC AINV WETF=Bottom (Banks/Financials)
ENER(89): 0.75% Top=NFX MRO WPX CRZO RRC GPOR ROSE EXXI ….. CLMT HFC ETP WMB TSO PTEN VNR HERO=Bottom (Energy)
RETA(68): 0.72% Top=CAB FIVE LTD SIG ARO KMX BBY DG ….. JCP URBN BIG BID ANF KSS SWY SKS=Bottom (Retail & Specialty Retail)
COSW(70): 0.66% Top=RAX XRX GWRE EA RHT FFIV VCLK INFA ….. AKAM EQIX IRM ATVI CTRX NOW WDAY IGT=Bottom (Computer Software/Internet)
HEAL(42): 0.58% Top=IRWD WCG PRXL HNT CI UNH AET PKI ….. EW DVA HCA MDT BSX THOR HOLX CYH=Bottom (Health)
CONS(53): 0.52% Top=FNP PAY FL FOSL BC AVY TPX SCSS ….. KMB RKT GT MWV IP EL DECK KS=Bottom (Consumer)
META(26): -0.19% Top=WLT CLF ANR X CCJ MCP AA CNX ….. ABX NEM GG IAG RGLD AEM EGO AUY=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 3:18 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:00 pm

Market Stats at 12:59 pm ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
41.9% of stocks are above yesterday’s high.
78.9% are above yesterday’s midpoint. (21.1% are below.)
3.9% are below yesterday’s low.
54.2% are inside yesterday’s range.
53.5% of stocks with today’s high > yesterday’s high. (46.5% less than).
21.3% of stocks with today’s low < yesterday’s low. (78.7% greater than).

EVIDENCE OF INTRADAY TREND
80.6% of stocks are above today’s open. (18.5% are below).
78.0% of stocks are above today’s open and yesterday’s close.
14.3% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
42.5% of stocks are in the top 10% of today’s range.
57.8% are in the top 20%.
83.6% are in the top half. 16.4% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
83.0% of stocks are above yesterday’s close. (17.0% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.0%…>=90:26.3%…>=80:52.7%…>=50:86.6%…<=20:3.7%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.9% above previous 1 highs, 3.9% below previous 1 lows
36.2% above previous 2 highs, 2.9% below previous 2 lows
35.6% above previous 3 highs, 2.3% below previous 3 lows
31.4% above previous 4 highs, 2.1% below previous 4 lows
28.5% above previous 5 highs, 1.8% below previous 5 lows
21.6% above previous 6 highs, 1.8% below previous 6 lows
20.4% above previous 7 highs, 1.7% below previous 7 lows
19.9% above previous 8 highs, 1.3% below previous 8 lows
19.4% above previous 9 highs, 1.3% below previous 9 lows
16.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.0% are above or equal to 6/17 close (1 days ago), 17.0% are below.
86.2% are above or equal to 6/14 close (2 days ago), 13.8% are below.
73.5% are above or equal to 6/13 close (3 days ago), 26.5% are below.
89.4% are above or equal to 6/12 close (4 days ago), 10.6% are below.
80.6% are above or equal to 6/11 close (5 days ago), 19.4% are below.
60.6% are above or equal to 6/10 close (6 days ago), 39.4% are below.
58.3% are above or equal to 6/7 close (7 days ago), 41.7% are below.
71.9% are above or equal to 6/6 close (8 days ago), 28.1% are below.
79.6% are above or equal to 6/5 close (9 days ago), 20.4% are below.
67.0% are above or equal to 6/4 close (10 days ago), 33.0% are below.
58.2% are above or equal to 6/3 close (11 days ago), 41.8% are below.
59.4% are above or equal to 5/31 close (12 days ago), 40.6% are below.
45.1% are above or equal to 5/30 close (13 days ago), 54.9% are below.
50.7% are above or equal to 5/29 close (14 days ago), 49.3% are below.
43.5% are above or equal to 5/28 close (15 days ago), 56.5% are below.
50.5% are above or equal to 5/24 close (16 days ago), 49.5% are below.
48.4% are above or equal to 5/23 close (17 days ago), 51.6% are below.
47.7% are above or equal to 5/22 close (18 days ago), 52.3% are below.
35.1% are above or equal to 5/21 close (19 days ago), 64.9% are below.
34.2% are above or equal to 5/20 close (20 days ago), 65.8% are below.
36.9% are above or equal to 5/17 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 1.8% new lows
21d: 8.3% new highs, 1.7% new lows
42d: 7.5% new highs, 1.0% new lows
63d: 6.7% new highs, 0.9% new lows
126d: 5.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.2% above, 17.8% below
3-day: 88.3% above, 11.7% below
4-day: 82.8% above, 17.2% below
5-day: 86.6% above, 13.4% below
8-day: 78.4% above, 21.6% below
10-day: 79.2% above, 20.8% below
20-day: 58.7% above, 41.3% below
50-day: 65.2% above, 34.8% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.34% Top=SPRD OVTI CAVM CREE SCTY SWKS GRMN SMTC ….. APH GLW CPHD FSL NVDA INVN TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 1.04% Top=KKD EXPE BLMN DPZ MGM SBUX MPEL WYN ….. BYD DNKN DRI BYI LVS RCL PENN BKW=Bottom (Leisure)
REAL(80): 1.01% Top=DCT CWH DRE NNN MPW EXR CBL LHO ….. PSA CLI SBY PMT MTGE SPG CYS RLGY=Bottom (Real Estate)
MANU(37): 0.97% Top=MRC DRC TEX GE BWC KMT CFX MHK ….. AOS PLL DE AME PNR DCI PPO DDD=Bottom (Manufacturing)
ENER(89): 0.96% Top=BBG PXD RRC CRZO NFX WPX MRO UPL ….. RGP EEP WMB TSO PTEN VNR ETP HERO=Bottom (Energy)
COHW(41): 0.91% Top=SNDK ADTN JDSU FNSR SYNA NTAP ARRS TWTC ….. AAPL FIO BCE TDC ARUN SSYS PANW BRCD=Bottom (Computer Hardware/Telecom)
COSW(70): 0.86% Top=RAX XRX INFA FFIV VCLK EA FB RHT ….. EQIX IRM ADSK YELP ATVI IGT NOW CTRX=Bottom (Computer Software/Internet)
TRAN(26): 0.85% Top=ALK KSU CNW FDX EXPD ODFL UPS CSX ….. SAVE CNI CHRW WAB TDW JBLU GLNG AIRM=Bottom (Transportation)
CHEM(25): 0.79% Top=IPI EMN CF DOW MOS ALB CHMT FMC ….. AGU MON PX PPG AXLL APD WPZ HUN=Bottom (Chemicals/Fertilizers)
INSU(38): 0.78% Top=AGO ORI MTG LNC MBI HIG WSH CLGX ….. RDN MMC FNF AIG AON VR TMK AXS=Bottom (Insurance)
DISV(44): 0.76% Top=URI HTZ URS KBR JEC ADT ACM Z ….. GA SAI LPS PAYX VNTV G MYGN APOL=Bottom (Diversified Services)
MATE(27): 0.73% Top=MTZ MDR FWLT MAS FLR TTS CVA RYN ….. SPF KBH OC PHM FAST HOV LEN BZH=Bottom (Materials & Construction)
HEAL(42): 0.69% Top=IRWD PRXL WCG HNT HMA UNH BKD CI ….. DVA EW THOR HCA CYH BSX MDT HOLX=Bottom (Health)
FINA(75): 0.69% Top=ICE EVR HCBK PBCT BEN FNFG WBS AXP ….. OAK PHH FRC LAZ AINV APO ACAS WETF=Bottom (Banks/Financials)
RETA(68): 0.61% Top=CAB ARO SIG LTD TIF LINTA DG GNC ….. ANF BID LQDT GME NFLX KSS SWY SKS=Bottom (Retail & Specialty Retail)
CONS(53): 0.59% Top=PAY FL FOSL FNP RL SEE AVY TPX ….. BLL AVP ZQK MWV KS RKT EL DECK=Bottom (Consumer)
META(26): 0.16% Top=WLT CLF ANR X CCJ AA CNX BTU ….. IAG AEM GG NEM RGLD ABX EGO AUY=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 12:59 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 11:25 am ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
27.0% of stocks are above yesterday’s high.
66.5% are above yesterday’s midpoint. (33.5% are below.)
6.0% are below yesterday’s low.
67.0% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND
67.4% of stocks are above today’s open. (30.4% are below).
64.1% of stocks are above today’s open and yesterday’s close.
22.8% are below both.
4.8% of stocks opened above yesterday’s high.
61.8% of stocks opened above yesterday’s close. (32.6% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
73.5% of stocks are above yesterday’s close. (26.5% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.0% are up 3.5% or more. 0.1% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.6%…>=90:18.6%…>=80:41.1%…>=50:79.6%…<=20:4.9%…<=10:1.5%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:62.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.0% above previous 1 highs, 6.0% below previous 1 lows
23.7% above previous 2 highs, 3.5% below previous 2 lows
22.8% above previous 3 highs, 2.1% below previous 3 lows
20.1% above previous 4 highs, 1.7% below previous 4 lows
17.9% above previous 5 highs, 1.6% below previous 5 lows
14.4% above previous 6 highs, 1.6% below previous 6 lows
13.7% above previous 7 highs, 1.3% below previous 7 lows
13.6% above previous 8 highs, 1.2% below previous 8 lows
13.2% above previous 9 highs, 1.2% below previous 9 lows
10.7% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.5% are above or equal to 6/17 close (1 days ago), 26.5% are below.
79.4% are above or equal to 6/14 close (2 days ago), 20.6% are below.
65.9% are above or equal to 6/13 close (3 days ago), 34.1% are below.
88.2% are above or equal to 6/12 close (4 days ago), 11.8% are below.
75.7% are above or equal to 6/11 close (5 days ago), 24.3% are below.
54.5% are above or equal to 6/10 close (6 days ago), 45.5% are below.
52.0% are above or equal to 6/7 close (7 days ago), 48.0% are below.
67.5% are above or equal to 6/6 close (8 days ago), 32.5% are below.
77.2% are above or equal to 6/5 close (9 days ago), 22.8% are below.
63.4% are above or equal to 6/4 close (10 days ago), 36.6% are below.
54.6% are above or equal to 6/3 close (11 days ago), 45.4% are below.
54.7% are above or equal to 5/31 close (12 days ago), 45.3% are below.
41.3% are above or equal to 5/30 close (13 days ago), 58.7% are below.
47.5% are above or equal to 5/29 close (14 days ago), 52.5% are below.
40.0% are above or equal to 5/28 close (15 days ago), 60.0% are below.
47.6% are above or equal to 5/24 close (16 days ago), 52.4% are below.
45.1% are above or equal to 5/23 close (17 days ago), 54.9% are below.
44.6% are above or equal to 5/22 close (18 days ago), 55.4% are below.
32.5% are above or equal to 5/21 close (19 days ago), 67.5% are below.
31.9% are above or equal to 5/20 close (20 days ago), 68.1% are below.
35.9% are above or equal to 5/17 close (21 days ago), 64.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 1.7% new lows
21d: 6.6% new highs, 1.6% new lows
42d: 5.9% new highs, 0.9% new lows
63d: 5.3% new highs, 0.7% new lows
126d: 4.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.6% above, 27.4% below
3-day: 78.8% above, 21.2% below
4-day: 74.8% above, 25.2% below
5-day: 83.0% above, 17.0% below
8-day: 71.2% above, 28.8% below
10-day: 73.5% above, 26.5% below
20-day: 55.1% above, 44.9% below
50-day: 62.0% above, 38.0% below
200-day: 78.5% above, 21.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.03% Top=CAVM SCTY OVTI SWKS GRMN SPWR SMTC TQNT ….. MOLX BRCM APH FSL TSL INVN NVDA CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 0.82% Top=KKD EXPE MPEL BLMN EAT CAKE WYNN SBUX ….. PNK DNKN HOT LVS PENN BYI BKW BYD=Bottom (Leisure)
COHW(41): 0.77% Top=FNSR JDSU SYNA TWTC NTAP ARRS LVLT ADTN ….. NIHD TMUS MSI HRS TDC SSYS PANW BRCD=Bottom (Computer Hardware/Telecom)
ENER(90): 0.75% Top=NFX RRC WPX KEG PXD CRZO CLR OAS ….. RGP KMP XTEX WMB EEP VNR ETP HERO=Bottom (Energy)
COSW(70): 0.66% Top=RAX EA FB FFIV VCLK GWRE RHT QLIK ….. TSS MDRX IRM ADSK CTRX NOW IGT GRPN=Bottom (Computer Software/Internet)
MANU(37): 0.62% Top=MRC DRC KMT BWC TKR EMR CFX GE ….. DE TEX ROK PNR ATU AOS PPO DDD=Bottom (Manufacturing)
DISV(44): 0.57% Top=URI HTZ CAR URS KBR PCLN BLOX FLT ….. SCI ADS GA SAI VNTV PAYX MYGN APOL=Bottom (Diversified Services)
TRAN(26): 0.49% Top=CNW KSU ALK SWFT EXPD FDX UPS CSX ….. LUV SAVE GWR TRN JBLU TDW GLNG AIRM=Bottom (Transportation)
CHEM(25): 0.43% Top=CHMT EMN CF IPI ALB POT MOS DOW ….. CE ROC PX AXLL APD PPG HUN WPZ=Bottom (Chemicals/Fertilizers)
INSU(38): 0.32% Top=MTG WSH LNC MBI AGO PRU RDN MET ….. CINF VR MMC AON CNO AXS TMK AIG=Bottom (Insurance)
CONS(53): 0.29% Top=PAY FOSL FL FNP SEE NUS HBI AVY ….. WHR COH AVP DECK ZQK EL RKT KS=Bottom (Consumer)
RETA(68): 0.27% Top=LINTA SIG ARO DANG LTD GNC TIF DG ….. JCP GME FIVE ANF LQDT SKS KSS SWY=Bottom (Retail & Specialty Retail)
FINA(75): 0.25% Top=ICE HCBK PBCT AXP BEN EVR CME AMP ….. FRC FSC LAZ APO AINV FHN ACAS WETF=Bottom (Banks/Financials)
HEAL(42): 0.18% Top=IRWD PRXL HMA VAR UNH PKI WCG HNT ….. HCA THOR DVA BSX EW CYH HOLX MDT=Bottom (Health)
REAL(80): 0.18% Top=CWH MPW DRE AMT NNN DCT EXR DFT ….. WRI FRT CLNY CYS RLGY SBY MTGE PMT=Bottom (Real Estate)
MATE(27): 0.09% Top=MTZ MDR FWLT FLR TTS MAS CVA RSG ….. RYL SPF LEN MDC BZH PHM HOV KBH=Bottom (Materials & Construction)
META(26): 0.09% Top=WLT CLF ANR CCJ CNX BTU X AA ….. GG RGLD IAG ABX AEM EGO NEM AUY=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 11:25 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:23 am

Market Stats at 10:22 am ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
19.8% of stocks are above yesterday’s high.
60.8% are above yesterday’s midpoint. (39.2% are below.)
5.3% are below yesterday’s low.
75.0% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
17.0% of stocks with today’s low < yesterday’s low. (83.0% greater than).

EVIDENCE OF INTRADAY TREND
62.8% of stocks are above today’s open. (35.9% are below).
58.5% of stocks are above today’s open and yesterday’s close.
25.8% are below both.
4.8% of stocks opened above yesterday’s high.
61.8% of stocks opened above yesterday’s close. (32.6% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.7% of stocks are in the top 10% of today’s range.
22.7% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
70.2% of stocks are above yesterday’s close. (29.8% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.5% are up 3.5% or more. 0.0% are down 3.5% or more.
80.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.1%…>=90:16.4%…>=80:38.2%…>=50:76.8%…<=20:4.6%…<=10:1.7%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:58.2%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:58.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.8% above previous 1 highs, 5.3% below previous 1 lows
17.0% above previous 2 highs, 2.7% below previous 2 lows
16.2% above previous 3 highs, 1.8% below previous 3 lows
14.4% above previous 4 highs, 1.5% below previous 4 lows
13.1% above previous 5 highs, 1.5% below previous 5 lows
9.6% above previous 6 highs, 1.5% below previous 6 lows
9.2% above previous 7 highs, 1.2% below previous 7 lows
9.2% above previous 8 highs, 1.0% below previous 8 lows
8.9% above previous 9 highs, 1.0% below previous 9 lows
7.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.2% are above or equal to 6/17 close (1 days ago), 29.8% are below.
79.7% are above or equal to 6/14 close (2 days ago), 20.3% are below.
63.2% are above or equal to 6/13 close (3 days ago), 36.8% are below.
87.3% are above or equal to 6/12 close (4 days ago), 12.7% are below.
74.4% are above or equal to 6/11 close (5 days ago), 25.6% are below.
52.6% are above or equal to 6/10 close (6 days ago), 47.4% are below.
50.4% are above or equal to 6/7 close (7 days ago), 49.6% are below.
65.7% are above or equal to 6/6 close (8 days ago), 34.3% are below.
75.8% are above or equal to 6/5 close (9 days ago), 24.2% are below.
61.1% are above or equal to 6/4 close (10 days ago), 38.9% are below.
51.6% are above or equal to 6/3 close (11 days ago), 48.4% are below.
54.6% are above or equal to 5/31 close (12 days ago), 45.4% are below.
39.9% are above or equal to 5/30 close (13 days ago), 60.1% are below.
45.4% are above or equal to 5/29 close (14 days ago), 54.6% are below.
39.2% are above or equal to 5/28 close (15 days ago), 60.8% are below.
45.2% are above or equal to 5/24 close (16 days ago), 54.8% are below.
42.9% are above or equal to 5/23 close (17 days ago), 57.1% are below.
42.7% are above or equal to 5/22 close (18 days ago), 57.3% are below.
31.1% are above or equal to 5/21 close (19 days ago), 68.9% are below.
31.4% are above or equal to 5/20 close (20 days ago), 68.6% are below.
34.6% are above or equal to 5/17 close (21 days ago), 65.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.5% new highs, 1.6% new lows
21d: 5.5% new highs, 1.5% new lows
42d: 4.9% new highs, 0.7% new lows
63d: 4.5% new highs, 0.7% new lows
126d: 3.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.3% above, 31.7% below
3-day: 78.6% above, 21.4% below
4-day: 71.4% above, 28.6% below
5-day: 81.1% above, 18.9% below
8-day: 68.6% above, 31.4% below
10-day: 71.7% above, 28.3% below
20-day: 52.5% above, 47.5% below
50-day: 60.6% above, 39.4% below
200-day: 79.2% above, 20.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.77% Top=KKD EXPE BLMN MCD DPZ YUM DNKN CAKE ….. MAR DRI BYI MGM PENN LVS WYN BKW=Bottom (Leisure)
ELEC(51): 0.72% Top=SCTY GRMN OVTI CAVM FSLR SWKS SPWR FCS ….. GLW TEL NVDA CPHD INVN JBL CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): 0.61% Top=NFX UPL OAS WPX PXD BBG COG RRC ….. XTEX PWE VNR HERO PTEN RGP WMB ETP=Bottom (Energy)
COHW(41): 0.59% Top=SYNA LVLT ARRS FNSR TWTC CCI NTAP NIHD ….. ARUN MSI BRCD AMX FIO TDC PANW SSYS=Bottom (Computer Hardware/Telecom)
COSW(70): 0.42% Top=RAX TRLA FB LNKD GWRE FFIV RHT SOHU ….. ADSK CA SPLK TIBX AKAM IRM SFLY GRPN=Bottom (Computer Software/Internet)
DISV(44): 0.36% Top=URI KBR FLT PCLN CAR URS BLOX ADT ….. GEO RCII ADS SAI PAYX MYGN VNTV APOL=Bottom (Diversified Services)
MANU(37): 0.34% Top=MRC KMT DRC ITW BWC ROP EMR DOV ….. DHR CMI PNR TEX PPO ROK DDD AOS=Bottom (Manufacturing)
REAL(80): 0.32% Top=CWH EXR MPW AMT IVR CUBE RHP NCT ….. DDR RWT RLGY SBY CYS MTGE CBG PMT=Bottom (Real Estate)
INSU(38): 0.26% Top=MBI MTG AGO GNW RNR LNC FNF BRO ….. ALL AXS CNO AON CINF MMC TMK AIG=Bottom (Insurance)
CHEM(25): 0.25% Top=CF EMN DOW ALB POT MOS CHMT SIAL ….. APD ROC CYT PPG SHW AXLL HUN WPZ=Bottom (Chemicals/Fertilizers)
TRAN(26): 0.19% Top=CNW SWFT ALK UPS CP UAL SAVE FDX ….. LUV UNP CNI TDW GWR JBHT GLNG AIRM=Bottom (Transportation)
RETA(68): 0.13% Top=CSTR SIG LINTA LTD TIF ARO DG EBAY ….. GME AN LQDT CAB BBY FIVE JCP KSS=Bottom (Retail & Specialty Retail)
HEAL(42): 0.11% Top=IRWD VAR PKI UNH PRXL HMA HLS BCR ….. DGX EW SIRO BDX CYH HOLX BSX MDT=Bottom (Health)
CONS(53): 0.08% Top=PAY FOSL FNP SKX GT CROX SEE VFC ….. RKT AVP SCSS ZQK EL DECK IRBT KS=Bottom (Consumer)
FINA(75): 0.03% Top=OCN AXP ICE BEN FII AMP FNFG WU ….. EFX CMA FRC LAZ ACAS FHN AINV WETF=Bottom (Banks/Financials)
MATE(27): -0.20% Top=MTZ MDR FWLT TTS FLR CVA MAS SRCL ….. DHI MDC LEN KBH HOV SPF PHM BZH=Bottom (Materials & Construction)
META(26): -0.34% Top=WLT CCJ CLF ANR AA CNX BTU X ….. RGLD GG ABX IAG NEM AEM EGO AUY=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 10:22 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 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
17.6% of stocks are above yesterday’s high.
61.8% are above yesterday’s midpoint. (38.2% are below.)
3.9% are below yesterday’s low.
78.5% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND
60.7% of stocks are above today’s open. (36.4% are below).
56.4% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
4.8% of stocks opened above yesterday’s high.
61.8% of stocks opened above yesterday’s close. (32.6% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
27.6% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN
70.3% of stocks are above yesterday’s close. (29.7% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.1% are down 3.5% or more.
84.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.8%…>=90:14.3%…>=80:37.2%…>=50:78.8%…<=20:3.7%…<=10:1.5%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.5%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.6% above previous 1 highs, 3.9% below previous 1 lows
15.6% above previous 2 highs, 2.3% below previous 2 lows
15.3% above previous 3 highs, 0.6% below previous 3 lows
14.0% above previous 4 highs, 0.6% below previous 4 lows
12.2% above previous 5 highs, 0.4% below previous 5 lows
8.7% above previous 6 highs, 0.4% below previous 6 lows
8.5% above previous 7 highs, 0.4% below previous 7 lows
8.4% above previous 8 highs, 0.2% below previous 8 lows
8.2% above previous 9 highs, 0.2% below previous 9 lows
7.0% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.3% are above or equal to 6/17 close (1 days ago), 29.7% are below.
79.6% are above or equal to 6/14 close (2 days ago), 20.4% are below.
63.1% are above or equal to 6/13 close (3 days ago), 36.9% are below.
87.5% are above or equal to 6/12 close (4 days ago), 12.5% are below.
73.9% are above or equal to 6/11 close (5 days ago), 26.1% are below.
50.5% are above or equal to 6/10 close (6 days ago), 49.5% are below.
49.3% are above or equal to 6/7 close (7 days ago), 50.7% are below.
66.3% are above or equal to 6/6 close (8 days ago), 33.7% are below.
75.6% are above or equal to 6/5 close (9 days ago), 24.4% are below.
60.4% are above or equal to 6/4 close (10 days ago), 39.6% are below.
51.6% are above or equal to 6/3 close (11 days ago), 48.4% are below.
52.1% are above or equal to 5/31 close (12 days ago), 47.9% are below.
39.4% are above or equal to 5/30 close (13 days ago), 60.6% are below.
44.6% are above or equal to 5/29 close (14 days ago), 55.4% are below.
39.8% are above or equal to 5/28 close (15 days ago), 60.2% are below.
45.3% are above or equal to 5/24 close (16 days ago), 54.7% are below.
43.8% are above or equal to 5/23 close (17 days ago), 56.2% are below.
43.5% are above or equal to 5/22 close (18 days ago), 56.5% are below.
29.9% are above or equal to 5/21 close (19 days ago), 70.1% are below.
31.6% are above or equal to 5/20 close (20 days ago), 68.4% are below.
34.6% are above or equal to 5/17 close (21 days ago), 65.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.6% new highs, 1.2% new lows
21d: 4.6% new highs, 1.2% new lows
42d: 3.9% new highs, 0.5% new lows
63d: 3.7% new highs, 0.5% new lows
126d: 3.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.7% above, 31.3% below
3-day: 78.9% above, 21.1% below
4-day: 72.6% above, 27.4% below
5-day: 80.6% above, 19.4% below
8-day: 68.4% above, 31.6% below
10-day: 70.8% above, 29.2% below
20-day: 52.3% above, 47.7% below
50-day: 60.8% above, 39.2% below
200-day: 78.5% above, 21.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 0.83% Top=SCTY SWKS GRMN OVTI FSLR ATML TQNT CREE ….. KLAC TEL TRMB CPHD IPGP TSL JBL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 0.64% Top=EXPE KKD MGM MCD DPZ MPEL BYI YUM ….. WYN HOT CCL PENN RCL LVS DRI BKW=Bottom (Leisure)
COSW(70): 0.52% Top=RAX FB YNDX TRLA VCLK SOHU GWRE IACI ….. TIBX CSOD TSS WDAY MDRX AKAM IRM SFLY=Bottom (Computer Software/Internet)
COHW(41): 0.52% Top=LVLT NIHD RVBD JDSU XLS SYNA ARRS FNSR ….. HRS MSI AMX TDC BRCD SSYS PANW FIO=Bottom (Computer Hardware/Telecom)
ENER(90): 0.51% Top=NFX PXD OAS NBR NOV CRK HK HAL ….. OKS RGP VNR MWE KMP XTEX WMB ETP=Bottom (Energy)
DISV(44): 0.43% Top=CAR URI ACM KBR JEC RBA BLOX PCLN ….. VNTV HPY Z ADS CXW SAI PAYX GEO=Bottom (Diversified Services)
META(26): 0.40% Top=WLT CLF CCJ ANR SWC X STLD AA ….. GG NEM AEM MCP ABX IAG AUY EGO=Bottom (Metals & Mining)
MANU(37): 0.32% Top=MRC JOY BWC KMT DRC EMR ATI GNRC ….. MHK DHR ROK PNR AOS PPO TEX DDD=Bottom (Manufacturing)
RETA(68): 0.29% Top=CSTR SIG LINTA DANG EBAY ARO GNC LTD ….. COST JCP SPLS NFLX KSS GME FIVE BBY=Bottom (Retail & Specialty Retail)
CHEM(25): 0.21% Top=CHMT EMN ALB DOW CF ASH POT MOS ….. PPG APD SHW MON CYT HUN AXLL WPZ=Bottom (Chemicals/Fertilizers)
CONS(53): 0.20% Top=PAY CROX SEE SCSS AVY FOSL FL GT ….. KMB NKE RKT CHD EL WHR AVP IRBT=Bottom (Consumer)
INSU(38): 0.20% Top=MBI FNF BRO AGO LNC UNM AHL RNR ….. PRU PRE ALL CINF MMC CNO TMK AIG=Bottom (Insurance)
HEAL(42): 0.13% Top=HLS PRXL VAR BKD IRWD BCR HNT PKI ….. DVA HOLX DGX SIRO RMD HCA BSX MDT=Bottom (Health)
FINA(75): 0.05% Top=OCN ICE AXP SCHW EVR BEN PBCT WU ….. ZION CG CMA FRC FHN LAZ WETF AINV=Bottom (Banks/Financials)
TRAN(26): 0.04% Top=CNW SWFT UPS ODFL NSC FDX WAB TRN ….. GWR CHRW JBLU LUV DAL ALK AIRM UAL=Bottom (Transportation)
MATE(27): -0.02% Top=MTZ MDR FWLT FLR TTS PWR RSG CVA ….. HOV TOL KBH BZH MDC PHM LEN SPF=Bottom (Materials & Construction)
REAL(80): -0.14% Top=CWH WAC NCT AMT MPW HPT BEE HCN ….. NRF NLY RLGY SBY TWO MTGE CYS PMT=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 9:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:39 am

Market Stats at 9:38 am ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
17.0% of stocks are above yesterday’s high.
66.8% are above yesterday’s midpoint. (33.2% are below.)
2.2% are below yesterday’s low.
80.8% are inside yesterday’s range.
24.3% of stocks with today’s high > yesterday’s high. (75.7% less than).
8.7% of stocks with today’s low < yesterday’s low. (91.3% greater than).

EVIDENCE OF INTRADAY TREND
68.1% of stocks are above today’s open. (28.2% are below).
63.7% of stocks are above today’s open and yesterday’s close.
17.5% are below both.
4.8% of stocks opened above yesterday’s high.
61.8% of stocks opened above yesterday’s close. (32.6% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.4% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
72.4% are in the top half. 27.6% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN
77.3% of stocks are above yesterday’s close. (22.7% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.0% are down 3.5% or more.
89.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:15.5%…>=80:39.1%…>=50:80.3%…<=20:3.5%…<=10:1.5%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:60.6%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:59.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.0% above previous 1 highs, 2.2% below previous 1 lows
15.0% above previous 2 highs, 1.5% below previous 2 lows
14.2% above previous 3 highs, 0.5% below previous 3 lows
12.8% above previous 4 highs, 0.4% below previous 4 lows
11.5% above previous 5 highs, 0.4% below previous 5 lows
8.4% above previous 6 highs, 0.4% below previous 6 lows
8.3% above previous 7 highs, 0.4% below previous 7 lows
8.3% above previous 8 highs, 0.4% below previous 8 lows
7.9% above previous 9 highs, 0.4% below previous 9 lows
6.5% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.3% are above or equal to 6/17 close (1 days ago), 22.7% are below.
81.0% are above or equal to 6/14 close (2 days ago), 19.0% are below.
65.0% are above or equal to 6/13 close (3 days ago), 35.0% are below.
88.4% are above or equal to 6/12 close (4 days ago), 11.6% are below.
74.6% are above or equal to 6/11 close (5 days ago), 25.4% are below.
50.8% are above or equal to 6/10 close (6 days ago), 49.2% are below.
49.9% are above or equal to 6/7 close (7 days ago), 50.1% are below.
65.6% are above or equal to 6/6 close (8 days ago), 34.4% are below.
75.5% are above or equal to 6/5 close (9 days ago), 24.5% are below.
61.1% are above or equal to 6/4 close (10 days ago), 38.9% are below.
52.6% are above or equal to 6/3 close (11 days ago), 47.4% are below.
53.6% are above or equal to 5/31 close (12 days ago), 46.4% are below.
40.0% are above or equal to 5/30 close (13 days ago), 60.0% are below.
45.3% are above or equal to 5/29 close (14 days ago), 54.7% are below.
39.7% are above or equal to 5/28 close (15 days ago), 60.3% are below.
46.0% are above or equal to 5/24 close (16 days ago), 54.0% are below.
43.2% are above or equal to 5/23 close (17 days ago), 56.8% are below.
43.3% are above or equal to 5/22 close (18 days ago), 56.7% are below.
30.4% are above or equal to 5/21 close (19 days ago), 69.6% are below.
31.1% are above or equal to 5/20 close (20 days ago), 68.9% are below.
34.3% are above or equal to 5/17 close (21 days ago), 65.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 0.6% new lows
21d: 3.8% new highs, 0.6% new lows
42d: 3.1% new highs, 0.2% new lows
63d: 2.7% new highs, 0.2% new lows
126d: 2.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.0% above, 25.0% below
3-day: 81.8% above, 18.2% below
4-day: 75.3% above, 24.7% below
5-day: 82.5% above, 17.5% below
8-day: 69.0% above, 31.0% below
10-day: 70.7% above, 29.3% below
20-day: 53.2% above, 46.8% below
50-day: 62.1% above, 37.9% below
200-day: 78.5% above, 21.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 0.93% Top=SCTY SWKS ATML GRMN OVTI FSLR NVDA TQNT ….. IPGP SNPS APH GLW JBL TEL WAT CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 0.64% Top=KKD EXPE BYD MGM DPZ WYNN HOT MPEL ….. PNK WEN LVS BKW RCL BLMN DRI CAKE=Bottom (Leisure)
COHW(41): 0.53% Top=JDSU LVLT SYNA NTAP TWTC ARRS HPQ XLS ….. TDC TMUS AAPL HRS AMX BRCD PANW FIO=Bottom (Computer Hardware/Telecom)
COSW(70): 0.52% Top=RAX SOHU VCLK FB YNDX TTWO SINA TRIP ….. GWRE TSS SFLY BIDU IGT SPLK AKAM IRM=Bottom (Computer Software/Internet)
INSU(38): 0.48% Top=MBI UNM FNF RDN BRO MTG LNC AHL ….. RNR AIZ TMK ALL CLGX MMC ACGL AIG=Bottom (Insurance)
DISV(44): 0.42% Top=GA URI CAR PCLN ADT URS HMSY APOL ….. HRB FISV HPY Z SAI WOOF PAYX CXW=Bottom (Diversified Services)
MANU(37): 0.41% Top=MRC SWK GNRC BWC DRC ATU XYL KMT ….. MTW PNR DE AOS ROK MHK DHR TEX=Bottom (Manufacturing)
FINA(75): 0.33% Top=PBCT AXP ICE BLK SCHW RJF ARCC TROW ….. TD CG LAZ EFX FRC FHN AINV WETF=Bottom (Banks/Financials)
RETA(68): 0.29% Top=CSTR LQDT SIG DANG ARO GNC LINTA LTD ….. FIVE SPLS SWY KSS DG NFLX GME BBY=Bottom (Retail & Specialty Retail)
ENER(90): 0.26% Top=OAS NFX HK PBF PXD CRZO CVE HAL ….. VLO XEC WNR KMI EVEP PTEN XTEX WMB=Bottom (Energy)
MATE(27): 0.24% Top=MTZ MDR FWLT TTS FLR SRCL CVA RSG ….. RYL KBH MTH MDC TOL PHM SPF LEN=Bottom (Materials & Construction)
CONS(53): 0.22% Top=PAY SCSS FL FNP CROX TPX GT VFC ….. RKT PG PVH ZQK KMB NWL KS EL=Bottom (Consumer)
TRAN(26): 0.20% Top=SWFT CNW WAB UPS TRN LUV TDW GWR ….. CNI KSU CP ALK GLNG UNP JBLU AIRM=Bottom (Transportation)
HEAL(42): 0.19% Top=IRWD HNT HLS BKD BCR UNH MR VAR ….. DVA HMA DGX CYH RMD HCA BSX MDT=Bottom (Health)
CHEM(25): 0.14% Top=EMN DOW CF CHMT DD ROC ALB ASH ….. PPG APD IPI FMC HUN CYT MON WPZ=Bottom (Chemicals/Fertilizers)
REAL(80): 0.10% Top=CWH AMT PEI NCT IVR DCT HCN HST ….. RLGY MFA MTGE SPG DLR PMT O NLY=Bottom (Real Estate)
META(26): -0.08% Top=WLT CCJ ANR SWC AA X SLCA PAAS ….. GG RGLD ABX NEM IAG EGO AUY MCP=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 9:38 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:16 am

PRE – Market Stats at 9:15 am ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 409.

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

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

COMPARED TO YESTERDAY’S RANGE
5.1% of stocks are above yesterday’s high.
53.3% are above yesterday’s midpoint. (46.7% are below.)
3.9% are below yesterday’s low.
91.0% are inside yesterday’s range.
5.1% of stocks with today’s high > yesterday’s high. (94.9% less than).
3.9% of stocks with today’s low < yesterday’s low. (96.1% 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.
5.1% of stocks opened above yesterday’s high.
55.5% of stocks opened above yesterday’s close. (44.5% opened below yesterday’s close).
3.9% 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
55.5% of stocks are above yesterday’s close. (44.5% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
1.0% are up 3.5% or more. 0.0% are down 3.5% or more.
85.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:11.2%…>=80:27.6%…>=50:72.6%…<=20:6.6%…<=10:2.7%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:58.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.1% above previous 1 highs, 3.9% below previous 1 lows
4.4% above previous 2 highs, 2.0% below previous 2 lows
3.9% above previous 3 highs, 0.7% below previous 3 lows
3.9% above previous 4 highs, 0.7% below previous 4 lows
3.7% above previous 5 highs, 0.7% below previous 5 lows
3.2% above previous 6 highs, 0.7% below previous 6 lows
3.2% above previous 7 highs, 0.7% below previous 7 lows
3.2% above previous 8 highs, 0.5% below previous 8 lows
2.9% above previous 9 highs, 0.5% below previous 9 lows
2.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.5% are above or equal to 6/17 close (1 days ago), 44.5% are below.
76.0% are above or equal to 6/14 close (2 days ago), 24.0% are below.
58.4% are above or equal to 6/13 close (3 days ago), 41.6% are below.
83.4% are above or equal to 6/12 close (4 days ago), 16.6% are below.
71.4% are above or equal to 6/11 close (5 days ago), 28.6% are below.
46.2% are above or equal to 6/10 close (6 days ago), 53.8% are below.
48.7% are above or equal to 6/7 close (7 days ago), 51.3% are below.
63.8% are above or equal to 6/6 close (8 days ago), 36.2% are below.
72.4% are above or equal to 6/5 close (9 days ago), 27.6% are below.
59.7% are above or equal to 6/4 close (10 days ago), 40.3% are below.
53.1% are above or equal to 6/3 close (11 days ago), 46.9% are below.
51.1% are above or equal to 5/31 close (12 days ago), 48.9% are below.
36.9% are above or equal to 5/30 close (13 days ago), 63.1% are below.
42.5% are above or equal to 5/29 close (14 days ago), 57.5% are below.
42.3% are above or equal to 5/28 close (15 days ago), 57.7% are below.
46.5% are above or equal to 5/24 close (16 days ago), 53.5% are below.
46.5% are above or equal to 5/23 close (17 days ago), 53.5% are below.
44.5% are above or equal to 5/22 close (18 days ago), 55.5% are below.
32.8% are above or equal to 5/21 close (19 days ago), 67.2% are below.
34.0% are above or equal to 5/20 close (20 days ago), 66.0% are below.
37.2% are above or equal to 5/17 close (21 days ago), 62.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 0.5% new lows
21d: 1.0% new highs, 0.5% new lows
42d: 1.0% new highs, 0.5% new lows
63d: 1.0% new highs, 0.2% new lows
126d: 1.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.5% above, 44.5% below
3-day: 73.3% above, 26.7% below
4-day: 66.7% above, 33.3% below
5-day: 77.8% above, 22.2% below
8-day: 66.7% above, 33.3% below
10-day: 68.5% above, 31.5% below
20-day: 52.8% above, 47.2% below
50-day: 60.4% above, 39.6% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(12): 0.43% Top=WAB JBLU FDX CSX KSU ALK CP CNW ….. KSU ALK CP CNW CNI GWR DAL SAVE=Bottom (Transportation)
MANU(18): 0.34% Top=MTW DDD PPO MHK SWK AME DCI AGCO ….. GE PCP DE TEX CFX AOS JOY ATU=Bottom (Manufacturing)
DISV(21): 0.33% Top=URI MYGN BLOX LPS RRD SCI ACM FLT ….. ADS TYC CXW V KBR CAR GEO G=Bottom (Diversified Services)
REAL(30): 0.30% Top=IVR CLNY HTS CYS HPT STWD MTGE BEE ….. WRI SLG HME DRE PPS TWO SPG AMT=Bottom (Real Estate)
ELEC(29): 0.22% Top=NVDA CSIQ SCTY TER SPWR FSLR TRMB NXPI ….. CY SNPS SMTC FSL OVTI CRUS INVN CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(15): 0.20% Top=WLP WCG BKD SIRO UNH HCA LH ZMH ….. ZMH STJ BSX PRXL HNT IRWD RMD MDT=Bottom (Health)
FINA(37): 0.17% Top=PBCT OCN HBAN BEN ARCC RF AINV PSEC ….. TD BNS DFS NYCB HBHC WETF FHN LAZ=Bottom (Banks/Financials)
MATE(21): 0.16% Top=USG TTS HOV MTZ MDR SPF OC RYL ….. DHI CVA PWR KBH FWLT MTH LEN MAS=Bottom (Materials & Construction)
COSW(35): 0.10% Top=YNDX VCLK SINA LNKD YELP NUAN TRIP QLIK ….. NCR DBD ADSK ANGI BIDU CSOD AKAM GWRE=Bottom (Computer Software/Internet)
INSU(19): 0.09% Top=AGO RDN CLGX MTG AFL L BRO TRV ….. AHL TMK PRE UNM AXS WRB GNW AIG=Bottom (Insurance)
LEIS(17): 0.07% Top=BKW BLMN WEN BYD WYNN MGM CCL BYI ….. SBUX YUM MPEL LVS CAKE RCL DPZ MAR=Bottom (Leisure)
CONS(23): 0.06% Top=PAY PBI MAT LULU ENR SKX NUS FBHS ….. TWI CL CROX UA DECK BC TPX KS=Bottom (Consumer)
ENER(42): 0.05% Top=CRZO NFX HK OAS IOC HFC NOV SD ….. NBL CLR GPOR XEC OIS WNR ROSE WMB=Bottom (Energy)
META(23): 0.03% Top=WLT SLCA MCP ANR KGC RGLD AA CCJ ….. CLF GG ABX IAG EGO STLD SCCO AUY=Bottom (Metals & Mining)
RETA(29): -0.01% Top=LQDT NFLX SIG JCP PIR AMZN EBAY DANG ….. GPS LL SPLS GME WSM MELI SWY FIVE=Bottom (Retail & Specialty Retail)
CHEM(11): -0.05% Top=HUN DD MON POT ROC GRA ALB AGU ….. POT ROC GRA ALB AGU EMN DOW WPZ=Bottom (Chemicals/Fertilizers)
COHW(27): -0.09% Top=FNSR XLS TWTC NTAP BRCD JNPR CSCO HPQ ….. LXK JDSU CIEN CTL FIO INFN NIHD PANW=Bottom (Computer Hardware/Telecom)

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 9:15 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

06/17/2013

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

Closing Stats
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

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

COMPARED TO YESTERDAY’S RANGE
33.2% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
11.1% are below yesterday’s low.
55.7% are inside yesterday’s range.
63.8% of stocks with today’s high > yesterday’s high. (36.2% less than).
25.2% of stocks with today’s low < yesterday’s low. (74.8% greater than).

EVIDENCE OF INTRADAY TREND
50.9% of stocks are above today’s open. (47.8% are below).
50.2% of stocks are above today’s open and yesterday’s close.
22.7% are below both.
20.2% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
76.6% of stocks are above yesterday’s close. (23.4% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
4.0% are up 3.5% or more. 0.6% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:13.5%…>=80:29.9%…>=50:72.2%…<=20:6.3%…<=10:2.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:54.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.2% above previous 1 highs, 11.1% below previous 1 lows
31.3% above previous 2 highs, 3.0% below previous 2 lows
24.9% above previous 3 highs, 2.7% below previous 3 lows
22.2% above previous 4 highs, 2.2% below previous 4 lows
16.1% above previous 5 highs, 2.2% below previous 5 lows
15.1% above previous 6 highs, 2.1% below previous 6 lows
14.9% above previous 7 highs, 1.6% below previous 7 lows
14.1% above previous 8 highs, 1.6% below previous 8 lows
11.7% above previous 9 highs, 1.6% below previous 9 lows
10.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.6% are above or equal to 6/14 close (1 days ago), 23.4% are below.
56.5% are above or equal to 6/13 close (2 days ago), 43.5% are below.
85.2% are above or equal to 6/12 close (3 days ago), 14.8% are below.
70.0% are above or equal to 6/11 close (4 days ago), 30.0% are below.
44.0% are above or equal to 6/10 close (5 days ago), 56.0% are below.
44.4% are above or equal to 6/7 close (6 days ago), 55.6% are below.
62.2% are above or equal to 6/6 close (7 days ago), 37.8% are below.
72.4% are above or equal to 6/5 close (8 days ago), 27.6% are below.
57.7% are above or equal to 6/4 close (9 days ago), 42.3% are below.
48.8% are above or equal to 6/3 close (10 days ago), 51.2% are below.
49.9% are above or equal to 5/31 close (11 days ago), 50.1% are below.
35.5% are above or equal to 5/30 close (12 days ago), 64.5% are below.
42.7% are above or equal to 5/29 close (13 days ago), 57.3% are below.
35.9% are above or equal to 5/28 close (14 days ago), 64.1% are below.
42.2% are above or equal to 5/24 close (15 days ago), 57.8% are below.
41.0% are above or equal to 5/23 close (16 days ago), 59.0% are below.
39.9% are above or equal to 5/22 close (17 days ago), 60.1% are below.
28.7% are above or equal to 5/21 close (18 days ago), 71.3% are below.
29.8% are above or equal to 5/20 close (19 days ago), 70.2% are below.
32.7% are above or equal to 5/17 close (20 days ago), 67.3% are below.
39.9% are above or equal to 5/16 close (21 days ago), 60.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.0% new highs, 3.7% new lows
21d: 6.8% new highs, 3.5% new lows
42d: 6.0% new highs, 1.6% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 5.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.5% above, 24.5% below
3-day: 67.4% above, 32.6% below
4-day: 76.1% above, 23.9% below
5-day: 74.9% above, 25.1% below
8-day: 62.2% above, 37.8% below
10-day: 63.4% above, 36.6% below
20-day: 47.3% above, 52.7% below
50-day: 59.5% above, 40.5% below
200-day: 77.7% above, 22.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 1.65% Top=CRZO EXXI RRC UPL HP NBR PTEN FTI ….. MPC ETE PBF DK HFC IOC EVEP WNR=Bottom (Energy)
ELEC(51): 1.54% Top=CSIQ TSL APH SPRD GRMN MRVL CY AMAT ….. KLAC LRCX SWKS IPGP FCS INVN SCTY VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 1.22% Top=SPF PHM MTH TOL MDC FLR RYL WM ….. BZH CLH RSG FWLT RYN TTS MDR FAST=Bottom (Materials & Construction)
COSW(70): 1.21% Top=SFLY GWRE TRLA SINA YELP YNDX EA RAX ….. TIBX SYMC CTRX RHT LNKD TSS AWAY BIDU=Bottom (Computer Software/Internet)
INSU(38): 1.13% Top=MTG WSH PRU AXS UNM MET LNC GNW ….. VR AFL MBI ORI FNF AGO AIG CLGX=Bottom (Insurance)
FINA(76): 1.11% Top=LAZ WETF EVR ICE SEIC BX SCHW CME ….. CG WU ARCC EFX KKR AINV OCN ACAS=Bottom (Banks/Financials)
LEIS(27): 0.88% Top=BLMN PNK WYNN MPEL EXPE BKW BYD MGM ….. PENN EAT KKD DPZ MAR CCL WEN JACK=Bottom (Leisure)
RETA(69): 0.86% Top=NFLX FIVE DANG BIG SPLS DLTR BBY LL ….. SIG DSW PETM ROST HD TJX GME ARO=Bottom (Retail & Specialty Retail)
CONS(52): 0.85% Top=KS SCSS FBHS ECL EL HAR AVP IP ….. MAT CROX TWI COH DECK NWL GT LULU=Bottom (Consumer)
HEAL(43): 0.65% Top=PKI ALGN ZMH ESRX HUM AET BDX BSX ….. MR BCR CYH UHS HLS SIRO HCA THC=Bottom (Health)
DISV(43): 0.48% Top=Z HPY RHI PAYX JEC VRSK GA MA ….. ACTG RCII WOOF SBAC APOL VNTV URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.44% Top=FMC DD EMN PPG CHMT CYT ROC MOS ….. SHW GRA CF CE ASH MON HUN IPI=Bottom (Chemicals/Fertilizers)
MANU(37): 0.20% Top=ROP DDD HON MHK DRC ATI DHR PLL ….. MRC PCP PPO JOY PNR AME MTW TEX=Bottom (Manufacturing)
COHW(41): 0.08% Top=SNDK SSYS CSCO NTAP HPQ ARRS WDC ARUN ….. TDC SYNA FNSR WIN INFN FIO PLCM BRCD=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.04% Top=TDW SAVE EXPD UPS CHRW WAB AIRM GLNG ….. LUV UNP FDX CP ODFL ALK UAL SWFT=Bottom (Transportation)
REAL(80): -0.12% Top=RLGY CUBE BAM CWH SPG VTR RHP EXR ….. O CLNY CYS IVR HTS TWO NLY SBY=Bottom (Real Estate)
META(26): -0.15% Top=CCJ AEM SLW SLCA IAG NEM NUE KGC ….. CLF ABX RGLD SWC MCP X WLT ANR=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/

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