daytrend

11/25/2014

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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 (20141125 Closing)
24.1% of stocks are above yesterday’s high.
54.5% are above yesterday’s midpoint. (45.5% are below.)
19.7% are below yesterday’s low.
56.2% are inside yesterday’s range.
61.7% of stocks with today’s high > yesterday’s high. (38.3% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND (20141125 Closing)
37.0% of stocks are above today’s open. (61.6% are below).
34.9% of stocks are above today’s open and yesterday’s close.
51.4% are below both.
16.6% of stocks opened above yesterday’s high.
67.3% of stocks opened above yesterday’s close. (24.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 Closing)
7.9% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
41.6% are in the top half. 58.4% of stocks are in the bottom half of today’s range.
25.3% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20141125 Closing)
46.6% of stocks are above yesterday’s close. (53.4% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
1.6% are up 3.5% or more. 2.8% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20141125 Closing)
2-day: >=95:14.1%…>=90:24.7%…>=80:38.6%…>=50:65.9%…<=20:9.2%…<=10:2.6%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:6.4%…>=50:79.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:78.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 Closing)
24.1% above previous 1 highs, 19.7% below previous 1 lows
17.7% above previous 2 highs, 16.0% below previous 2 lows
17.4% above previous 3 highs, 5.2% below previous 3 lows
17.0% above previous 4 highs, 3.1% below previous 4 lows
15.5% above previous 5 highs, 2.5% below previous 5 lows
15.1% above previous 6 highs, 2.0% below previous 6 lows
14.5% above previous 7 highs, 1.7% below previous 7 lows
13.4% above previous 8 highs, 1.5% below previous 8 lows
12.9% above previous 9 highs, 1.5% below previous 9 lows
12.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 Closing)
46.6% are above or equal to 11/24 close (1 days ago), 53.4% are below.
64.2% are above or equal to 11/21 close (2 days ago), 35.8% are below.
71.8% are above or equal to 11/20 close (3 days ago), 28.2% are below.
83.0% are above or equal to 11/19 close (4 days ago), 17.0% are below.
74.2% are above or equal to 11/18 close (5 days ago), 25.8% are below.
80.1% are above or equal to 11/17 close (6 days ago), 19.9% are below.
74.7% are above or equal to 11/14 close (7 days ago), 25.3% are below.
75.4% are above or equal to 11/13 close (8 days ago), 24.6% are below.
68.4% are above or equal to 11/12 close (9 days ago), 31.6% are below.
67.7% are above or equal to 11/11 close (10 days ago), 32.3% are below.
67.1% are above or equal to 11/10 close (11 days ago), 32.9% are below.
70.7% are above or equal to 11/7 close (12 days ago), 29.3% are below.
72.7% are above or equal to 11/6 close (13 days ago), 27.3% are below.
73.6% are above or equal to 11/5 close (14 days ago), 26.4% are below.
76.9% are above or equal to 11/4 close (15 days ago), 23.1% are below.
70.4% are above or equal to 11/3 close (16 days ago), 29.6% are below.
68.9% are above or equal to 10/31 close (17 days ago), 31.1% are below.
77.6% are above or equal to 10/30 close (18 days ago), 22.4% are below.
76.9% are above or equal to 10/29 close (19 days ago), 23.1% are below.
75.0% are above or equal to 10/28 close (20 days ago), 25.0% are below.
81.0% are above or equal to 10/27 close (21 days ago), 19.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 Closing)
20d: 24.0% new highs, 1.0% new lows
21d: 23.9% new highs, 1.0% new lows
42d: 21.3% new highs, 0.2% new lows
63d: 16.0% new highs, 0.2% new lows
126d: 12.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 Closing)
2-day: 45.3% above, 54.7% below
3-day: 57.8% above, 42.2% below
4-day: 66.2% above, 33.8% below
5-day: 71.5% above, 28.5% below
8-day: 74.6% above, 25.4% below
10-day: 74.7% above, 25.3% below
20-day: 75.9% above, 24.1% below
50-day: 76.1% above, 23.9% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 Closing)
META(28): 1.64% Top=EGO CENX SSRI PAAS AKS GG SLW AEM ….. HCLP SCCO FMSA BTU CNX SLCA CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.57% Top=HMSY HTZ WTW URI CAR TYC R SBAC ….. ULTA MAN FLT RHI TNET MCO ATHN EIGI=Bottom (Diversified Services)
TRAN(32): 0.23% Top=HA EXPD AAL CNI JBLU DAL ALK YRCW ….. WAB FDX GBX JBHT ODFL GLNG TK TDW=Bottom (Transportation)
MANU(42): 0.20% Top=PLL RXN TKR CMI ZBRA CRS ATI HON ….. ATU GNRC MHK FLS JKS MRC GTLS DDD=Bottom (Manufacturing)
COHW(47): 0.09% Top=PANW FNSR SYNA ARRS ADTN HRS LXK NTAP ….. AAPL UBNT OLED SMCI CTL BRCD LVLT ARUN=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.08% Top=BYD GPRO WYN EAT SGMS STAY LQ CCL ….. HOT LVS DNKN SEAS WYNN JACK BLMN DRI=Bottom (Leisure)
REAL(82): 0.07% Top=AMT NRF NYMT HTA RPAI BAM CUBE HST ….. CBG RLGY DEI AGNC AMH PDM WAC EJ=Bottom (Real Estate)
MATE(31): 0.01% Top=MTZ RYN WY BZH DAR CVA CLH RSG ….. PHM TOL EXP LEN VMC BCC MLM OC=Bottom (Materials & Construction)
FINA(83): -0.00% Top=JNS EV ESNT FNFG LPLA ACAS ISBC PACW ….. CIT MS ZION JPM WETF ETFC PSEC RCAP=Bottom (Banks/Financials)
HEAL(59): -0.05% Top=BDX PINC WMGI THC A UNH ZMH UHS ….. LH STE DGX HUM COO ACHC KND BSX=Bottom (Health)
COSW(86): -0.13% Top=VDSI TRUE VMW FB CRM ATVI VNET NUAN ….. CERN SPLK ZEN NQ VIPS LOCK SFUN DWRE=Bottom (Computer Software/Internet)
INSU(39): -0.17% Top=FNF CNO ORI FAF AGO MTG RDN VR ….. GNW AIG MET WSH CLGX L CINF AFSI=Bottom (Insurance)
CONS(59): -0.22% Top=LULU IRBT PBI MOV BERY HAS COTY RKT ….. SCSS COH ECL UFS FBHS TUP HAR JAH=Bottom (Consumer)
RETA(71): -0.25% Top=SIG TIF TFM DSW FIVE CHS KORS TJX ….. DDS BID HD GPS PIR NFLX ANN DANG=Bottom (Retail & Specialty Retail)
ELEC(54): -0.31% Top=TSL TSRA LRCX MRVL SCTY FSLR KLAC APH ….. BRKR TER CAVM CRUS CSIQ INVN JASO GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.60% Top=WLK APD WPZ POT CHMT POL MOS ASH ….. EMN FTK CBT OLN PEIX CF DOW GPRE=Bottom (Chemicals/Fertilizers)
ENER(130): -1.66% Top=REXX PBF TLLP CJES TCP LGCY ENLK NS ….. CRZO SGY OAS SN NBR WLL CRR EXXI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 3:23 pm ET)
26.1% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint. (39.6% are below.)
17.9% are below yesterday’s low.
56.0% are inside yesterday’s range.
60.7% of stocks with today’s high > yesterday’s high. (39.3% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 3:23 pm ET)
42.3% of stocks are above today’s open. (56.2% are below).
39.6% of stocks are above today’s open and yesterday’s close.
47.2% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 3:23 pm ET)
10.9% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20141125 3:23 pm ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.7% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 2.7% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20141125 3:23 pm ET)
2-day: >=95:15.9%…>=90:28.6%…>=80:41.5%…>=50:67.9%…<=20:9.1%…<=10:2.4%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.9%…>=50:79.4%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 3:23 pm ET)
26.1% above previous 1 highs, 17.9% below previous 1 lows
19.6% above previous 2 highs, 15.0% below previous 2 lows
19.3% above previous 3 highs, 5.1% below previous 3 lows
18.9% above previous 4 highs, 2.9% below previous 4 lows
17.5% above previous 5 highs, 2.2% below previous 5 lows
17.1% above previous 6 highs, 1.7% below previous 6 lows
16.4% above previous 7 highs, 1.6% below previous 7 lows
14.9% above previous 8 highs, 1.4% below previous 8 lows
14.3% above previous 9 highs, 1.2% below previous 9 lows
13.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 3:23 pm ET)
50.2% are above or equal to 11/24 close (1 days ago), 49.8% are below.
67.0% are above or equal to 11/21 close (2 days ago), 33.0% are below.
73.5% are above or equal to 11/20 close (3 days ago), 26.5% are below.
83.9% are above or equal to 11/19 close (4 days ago), 16.1% are below.
75.3% are above or equal to 11/18 close (5 days ago), 24.7% are below.
80.1% are above or equal to 11/17 close (6 days ago), 19.9% are below.
75.1% are above or equal to 11/14 close (7 days ago), 24.9% are below.
76.3% are above or equal to 11/13 close (8 days ago), 23.7% are below.
69.3% are above or equal to 11/12 close (9 days ago), 30.7% are below.
68.8% are above or equal to 11/11 close (10 days ago), 31.2% are below.
68.6% are above or equal to 11/10 close (11 days ago), 31.4% are below.
70.9% are above or equal to 11/7 close (12 days ago), 29.1% are below.
73.4% are above or equal to 11/6 close (13 days ago), 26.6% are below.
74.3% are above or equal to 11/5 close (14 days ago), 25.7% are below.
77.5% are above or equal to 11/4 close (15 days ago), 22.5% are below.
71.2% are above or equal to 11/3 close (16 days ago), 28.8% are below.
70.3% are above or equal to 10/31 close (17 days ago), 29.7% are below.
78.3% are above or equal to 10/30 close (18 days ago), 21.7% are below.
76.9% are above or equal to 10/29 close (19 days ago), 23.1% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
80.9% are above or equal to 10/27 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 3:23 pm ET)
20d: 23.4% new highs, 0.9% new lows
21d: 23.4% new highs, 0.9% new lows
42d: 20.9% new highs, 0.2% new lows
63d: 15.7% new highs, 0.2% new lows
126d: 12.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 3:23 pm ET)
2-day: 48.8% above, 51.2% below
3-day: 61.4% above, 38.6% below
4-day: 67.7% above, 32.3% below
5-day: 73.9% above, 26.1% below
8-day: 74.5% above, 25.5% below
10-day: 76.1% above, 23.9% below
20-day: 76.0% above, 24.0% below
50-day: 75.6% above, 24.4% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 3:23 pm ET)
META(27): 0.93% Top=CENX EGO AKS PAAS X SLW SWC STLD ….. SCCO HCLP FMSA BTU CNX SLCA CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.57% Top=HMSY WTW HTZ URI TYC CAR R MA ….. ALLE Z RHI TNET ULTA MCO ATHN EIGI=Bottom (Diversified Services)
TRAN(32): 0.38% Top=HA AAL EXPD CNI JBLU DAL ALK YRCW ….. FDX WAB ODFL JBHT GBX GLNG TK TDW=Bottom (Transportation)
REAL(82): 0.22% Top=AMT HTA NRF NYMT EXR BAM SBRA HST ….. HPT RLGY CBG AMH AGNC PDM WAC EJ=Bottom (Real Estate)
MANU(42): 0.21% Top=PLL TKR RXN HON CRS RS CMI ETN ….. DCI MHK MRC FLS JKS GNRC GTLS DDD=Bottom (Manufacturing)
LEIS(32): 0.19% Top=BYD GPRO SGMS WYN LQ EAT CCL SIX ….. HOT DNKN SEAS BLMN LVS JACK WYNN DRI=Bottom (Leisure)
COHW(47): 0.17% Top=PANW SYNA HRS ADTN FNSR ANET NTAP ARRS ….. RKUS SMCI CTL UBNT OLED ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
HEAL(59): 0.05% Top=BDX PINC WLP UNH A WMGI EVHC UHS ….. MD GMED STE LH COO ACHC KND BSX=Bottom (Health)
FINA(83): 0.04% Top=EV ESNT JNS FNFG MC LPLA ACAS ISBC ….. FNGN MS ZION ETFC JPM PSEC WETF RCAP=Bottom (Banks/Financials)
MATE(31): 0.03% Top=MTZ DAR WY CLH RYN CVA BZH KBH ….. EXP LEN SPF USG VMC MLM BCC OC=Bottom (Materials & Construction)
INSU(39): -0.07% Top=FNF CNO ORI MTG RDN FAF AGO VR ….. MET PGR AIG WSH CLGX L CINF AFSI=Bottom (Insurance)
RETA(71): -0.08% Top=SIG TFM DSW TIF SHLD KORS FIVE CHS ….. DDS HD HIBB PIR GPS NFLX ANN DANG=Bottom (Retail & Specialty Retail)
COSW(86): -0.09% Top=VDSI NUAN TRUE ATVI FB VMW CRM IMPV ….. FEYE SPLK ZEN LOCK VIPS NQ SFUN DWRE=Bottom (Computer Software/Internet)
CONS(59): -0.17% Top=LULU IRBT PBI MOV HAS BERY SKX COTY ….. NWL ECL COH SCSS FBHS TUP HAR JAH=Bottom (Consumer)
ELEC(54): -0.31% Top=TSL TSRA MRVL LRCX INTC GLW FSLR APH ….. BRKR CRUS ISIL CAVM INVN CSIQ JASO GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.42% Top=WLK APD POT WPZ CHMT PPG ASH MOS ….. CBT ALB DOW OLN CF FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
ENER(130): -1.78% Top=REXX PBF TCP CJES VLO WMB PAGP LGCY ….. NBR OAS PDCE CRK WLL CRZO CRR EXXI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:34 pm ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 12:34 pm ET)
19.6% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
17.2% are below yesterday’s low.
63.2% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 12:34 pm ET)
35.5% of stocks are above today’s open. (63.5% are below).
33.4% of stocks are above today’s open and yesterday’s close.
52.6% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 12:34 pm ET)
8.3% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20141125 12:34 pm ET)
45.4% of stocks are above yesterday’s close. (54.6% 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. 1.7% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20141125 12:34 pm ET)
2-day: >=95:12.6%…>=90:22.2%…>=80:36.0%…>=50:65.0%…<=20:6.9%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.8%…>=50:79.1%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:77.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 12:34 pm ET)
19.6% above previous 1 highs, 17.2% below previous 1 lows
13.7% above previous 2 highs, 13.1% below previous 2 lows
13.4% above previous 3 highs, 3.5% below previous 3 lows
13.1% above previous 4 highs, 2.5% below previous 4 lows
11.5% above previous 5 highs, 1.8% below previous 5 lows
11.2% above previous 6 highs, 1.5% below previous 6 lows
10.6% above previous 7 highs, 1.3% below previous 7 lows
9.7% above previous 8 highs, 1.2% below previous 8 lows
9.3% above previous 9 highs, 1.0% below previous 9 lows
8.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 12:34 pm ET)
45.4% are above or equal to 11/24 close (1 days ago), 54.6% are below.
64.4% are above or equal to 11/21 close (2 days ago), 35.6% are below.
73.9% are above or equal to 11/20 close (3 days ago), 26.1% are below.
83.4% are above or equal to 11/19 close (4 days ago), 16.6% are below.
75.8% are above or equal to 11/18 close (5 days ago), 24.2% are below.
80.6% are above or equal to 11/17 close (6 days ago), 19.4% are below.
75.2% are above or equal to 11/14 close (7 days ago), 24.8% are below.
74.6% are above or equal to 11/13 close (8 days ago), 25.4% are below.
68.2% are above or equal to 11/12 close (9 days ago), 31.8% are below.
68.3% are above or equal to 11/11 close (10 days ago), 31.7% are below.
67.4% are above or equal to 11/10 close (11 days ago), 32.6% are below.
69.5% are above or equal to 11/7 close (12 days ago), 30.5% are below.
72.0% are above or equal to 11/6 close (13 days ago), 28.0% are below.
74.1% are above or equal to 11/5 close (14 days ago), 25.9% are below.
76.3% are above or equal to 11/4 close (15 days ago), 23.7% are below.
70.0% are above or equal to 11/3 close (16 days ago), 30.0% are below.
69.6% are above or equal to 10/31 close (17 days ago), 30.4% are below.
78.0% are above or equal to 10/30 close (18 days ago), 22.0% are below.
76.7% are above or equal to 10/29 close (19 days ago), 23.3% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
81.0% are above or equal to 10/27 close (21 days ago), 19.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 12:34 pm ET)
20d: 20.9% new highs, 0.8% new lows
21d: 20.9% new highs, 0.8% new lows
42d: 18.6% new highs, 0.1% new lows
63d: 14.3% new highs, 0.1% new lows
126d: 11.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 12:34 pm ET)
2-day: 43.9% above, 56.1% below
3-day: 57.8% above, 42.2% below
4-day: 66.2% above, 33.8% below
5-day: 72.9% above, 27.1% below
8-day: 75.3% above, 24.7% below
10-day: 75.8% above, 24.2% below
20-day: 75.6% above, 24.4% below
50-day: 75.7% above, 24.3% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 12:34 pm ET)
TRAN(32): 0.49% Top=HA CNI AAL DAL JBLU EXPD ALK UAL ….. JBHT CNW XPO ODFL FDX TRN TK TDW=Bottom (Transportation)
META(27): 0.41% Top=CENX AKS EGO X GG STLD NUE PAAS ….. RGLD SCCO SLCA HCLP CNX BTU CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.26% Top=HMSY URI WTW R AL MA CAR AAN ….. ALLE CXW ATHN MCO Z EIGI ULTA TNET=Bottom (Diversified Services)
COHW(47): 0.21% Top=PANW SWIR ANET SYNA HPQ ADTN HRS NTAP ….. SMCI CIEN GOGO UBNT ARUN CTL BRCD LVLT=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.14% Top=BYD LOCO GPRO SONC SGMS CCL EAT SIX ….. WEN LVS BLMN PNK DRI WYNN HOT JACK=Bottom (Leisure)
MANU(42): 0.06% Top=PLL TKR RXN AME ZBRA CMI RS HON ….. MHK GTLS GNRC CFX FLS MRC JKS DDD=Bottom (Manufacturing)
CHEM(32): -0.01% Top=POT MEOH WLK WPZ MOS APD PPG CHMT ….. AGU OLN PEIX FTK ALB CBT CF GPRE=Bottom (Chemicals/Fertilizers)
REAL(82): -0.03% Top=BAM AMT NRF PCL NYMT MPW EXR HCN ….. DLR AMH CBG HPT AGNC RLGY PDM EJ=Bottom (Real Estate)
FINA(83): -0.09% Top=EV FNFG MC APO LPLA ESNT BMO TD ….. LAZ CIT ETFC ZION JPM WETF PSEC RCAP=Bottom (Banks/Financials)
COSW(86): -0.11% Top=VDSI NUAN SNCR TRUE VMW FB CRM EA ….. CERN MDSO JD SPLK VNET VIPS LOCK DWRE=Bottom (Computer Software/Internet)
RETA(71): -0.15% Top=SIG JCP TFM CHS DSW TIF KORS FIVE ….. ANN GPS HIBB HD GME PIR NFLX DANG=Bottom (Retail & Specialty Retail)
HEAL(59): -0.24% Top=BDX PINC UNH WLP EVHC OPK SYK A ….. SPNC ACHC CYBX PRXL KND STE COO BSX=Bottom (Health)
INSU(39): -0.27% Top=FNF CNO MTG RDN ORI VR BRO FAF ….. ALL CB MET AIG L CLGX AFSI CINF=Bottom (Insurance)
MATE(31): -0.28% Top=MTZ PWR CVA BZH AWI WY FAST WLH ….. TOL USG SPF LEN VMC OC BCC MLM=Bottom (Materials & Construction)
CONS(59): -0.30% Top=LULU MOV IRBT BERY SKX PBI ENR HAS ….. AVY NWL FBHS SCSS TUP COH HAR JAH=Bottom (Consumer)
ELEC(54): -0.35% Top=TSL TSRA SCTY MRVL LRCX APH SANM INTC ….. CRUS SPWR SUNE IDTI BRKR CSIQ PLNR GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(130): -1.28% Top=REXX PBF TCP MMP LGCY CJES VLO ERF ….. CRR OAS SN GLF EXXI CRZO WTI GDP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 11:48 am ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 11:48 am ET)
17.3% of stocks are above yesterday’s high.
52.5% are above yesterday’s midpoint. (47.5% are below.)
20.3% are below yesterday’s low.
62.4% are inside yesterday’s range.
53.5% of stocks with today’s high > yesterday’s high. (46.5% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 11:48 am ET)
30.5% of stocks are above today’s open. (68.1% are below).
27.5% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 11:48 am ET)
5.1% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
30.7% are in the top half. 69.3% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20141125 11:48 am ET)
40.6% of stocks are above yesterday’s close. (59.4% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 2.4% are down 3.5% or more.
71.2% are between +1% and -1%.

RSI on DAILY (20141125 11:48 am ET)
2-day: >=95:11.3%…>=90:19.5%…>=80:33.2%…>=50:62.6%…<=20:9.5%…<=10:2.7%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.8%…>=50:77.5%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:76.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 11:48 am ET)
17.3% above previous 1 highs, 20.3% below previous 1 lows
12.2% above previous 2 highs, 15.6% below previous 2 lows
11.9% above previous 3 highs, 4.4% below previous 3 lows
11.6% above previous 4 highs, 2.7% below previous 4 lows
10.2% above previous 5 highs, 2.1% below previous 5 lows
9.7% above previous 6 highs, 1.8% below previous 6 lows
9.1% above previous 7 highs, 1.7% below previous 7 lows
8.3% above previous 8 highs, 1.5% below previous 8 lows
7.9% above previous 9 highs, 1.2% below previous 9 lows
7.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 11:48 am ET)
40.6% are above or equal to 11/24 close (1 days ago), 59.4% are below.
61.7% are above or equal to 11/21 close (2 days ago), 38.3% are below.
71.1% are above or equal to 11/20 close (3 days ago), 28.9% are below.
82.4% are above or equal to 11/19 close (4 days ago), 17.6% are below.
73.0% are above or equal to 11/18 close (5 days ago), 27.0% are below.
78.8% are above or equal to 11/17 close (6 days ago), 21.2% are below.
73.4% are above or equal to 11/14 close (7 days ago), 26.6% are below.
73.1% are above or equal to 11/13 close (8 days ago), 26.9% are below.
65.6% are above or equal to 11/12 close (9 days ago), 34.4% are below.
66.5% are above or equal to 11/11 close (10 days ago), 33.5% are below.
65.0% are above or equal to 11/10 close (11 days ago), 35.0% are below.
68.8% are above or equal to 11/7 close (12 days ago), 31.2% are below.
71.0% are above or equal to 11/6 close (13 days ago), 29.0% are below.
72.7% are above or equal to 11/5 close (14 days ago), 27.3% are below.
75.2% are above or equal to 11/4 close (15 days ago), 24.8% are below.
69.3% are above or equal to 11/3 close (16 days ago), 30.7% are below.
68.9% are above or equal to 10/31 close (17 days ago), 31.1% are below.
76.9% are above or equal to 10/30 close (18 days ago), 23.1% are below.
76.1% are above or equal to 10/29 close (19 days ago), 23.9% are below.
74.2% are above or equal to 10/28 close (20 days ago), 25.8% are below.
80.3% are above or equal to 10/27 close (21 days ago), 19.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 11:48 am ET)
20d: 20.4% new highs, 0.7% new lows
21d: 20.4% new highs, 0.7% new lows
42d: 18.1% new highs, 0.1% new lows
63d: 13.9% new highs, 0.1% new lows
126d: 11.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 11:48 am ET)
2-day: 39.3% above, 60.7% below
3-day: 53.9% above, 46.1% below
4-day: 63.7% above, 36.3% below
5-day: 69.9% above, 30.1% below
8-day: 74.1% above, 25.9% below
10-day: 73.5% above, 26.5% below
20-day: 73.5% above, 26.5% below
50-day: 74.4% above, 25.6% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 11:48 am ET)
TRAN(32): 0.37% Top=HA CNI AAL JBLU DAL UAL ALK EXPD ….. JBHT CNW XPO TRN ODFL GLNG TK TDW=Bottom (Transportation)
META(27): 0.36% Top=CENX EGO AKS PAAS SLW GG AA NEM ….. SLCA SCCO FMSA HCLP CNX CLD BTU CLF=Bottom (Metals & Mining)
COHW(47): 0.16% Top=PANW ANET SWIR SYNA BBRY HPQ FTR NTAP ….. GOGO CIEN UBNT OLED CTL ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
DISV(48): 0.10% Top=HMSY R URI MA WTW AL YY AAN ….. ALLE GEO CXW MAN ULTA MCO EIGI TNET=Bottom (Diversified Services)
LEIS(32): 0.09% Top=BYD GPRO SGMS LOCO SONC TXRH EAT SIX ….. BLMN DRI JACK HOT LVS RCL PNK WYNN=Bottom (Leisure)
MANU(42): -0.05% Top=PLL RXN TKR AME ZBRA CMI PNR ROK ….. JKS MHK GTLS JOY CFX FLS MRC DDD=Bottom (Manufacturing)
REAL(82): -0.06% Top=BAM AMT NRF NYMT VTR OHI BRX DDR ….. DEI AMH HPT RLGY CBG PDM AGNC EJ=Bottom (Real Estate)
COSW(86): -0.17% Top=VDSI NUAN TRUE SNCR FB VMW CRM ATVI ….. NQ CSOD JD SFUN LOCK VIPS VNET DWRE=Bottom (Computer Software/Internet)
FINA(83): -0.19% Top=EV FNFG MC LPLA TD WU ISBC DFS ….. BKU ZION ETFC JPM PSEC OCN WETF RCAP=Bottom (Banks/Financials)
CHEM(32): -0.22% Top=MEOH POT APD MOS WLK PPG CHMT GRA ….. FMC OLN DOW ALB CBT FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
RETA(71): -0.23% Top=SIG DSW JCP CHS TJX TIF KORS ANF ….. RH GME PIR CAB HIBB OUTR NFLX DANG=Bottom (Retail & Specialty Retail)
HEAL(59): -0.29% Top=BDX PINC UNH EVHC WLP OPK SYK ZMH ….. SPNC ACHC STE CYBX PRXL KND COO BSX=Bottom (Health)
ELEC(54): -0.34% Top=TSL TSRA SCTY MRVL AMBA LRCX SANM CPHD ….. VSH SPWR CRUS BRKR IDTI CSIQ PLNR GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.36% Top=FNF MTG RDN CNO FAF ORI BRO AJG ….. UNM PGR AIZ HIG AFSI L AIG CINF=Bottom (Insurance)
MATE(31): -0.39% Top=MTZ WLH BZH AWI PWR WY DHI FAST ….. SPF TOL USG LEN VMC OC MLM BCC=Bottom (Materials & Construction)
CONS(59): -0.41% Top=LULU MOV SKX IRBT BERY PBI ENR KATE ….. PAY NWL SCSS FBHS TUP COH HAR JAH=Bottom (Consumer)
ENER(130): -1.78% Top=TCP LGCY REXX MMP PBF VLO NS ETP ….. CRZO OAS EXXI SFY AREX SN WTI CRK=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 11:21 am ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 11:21 am ET)
14.9% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
22.6% are below yesterday’s low.
62.5% are inside yesterday’s range.
52.7% of stocks with today’s high > yesterday’s high. (47.3% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND (20141125 11:21 am ET)
26.8% of stocks are above today’s open. (72.2% are below).
24.2% of stocks are above today’s open and yesterday’s close.
60.7% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 11:21 am ET)
4.4% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
30.0% are in the bottom 10%.

GAIN (20141125 11:21 am ET)
36.6% of stocks are above yesterday’s close. (63.4% are below.)
0.4% are up 4.5% or more. 1.5% are down 4.5% or more.
0.6% are up 3.5% or more. 3.4% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20141125 11:21 am ET)
2-day: >=95:8.9%…>=90:16.5%…>=80:28.5%…>=50:60.4%…<=20:11.1%…<=10:2.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.1%…>=50:76.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:75.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 11:21 am ET)
14.9% above previous 1 highs, 22.6% below previous 1 lows
11.2% above previous 2 highs, 17.9% below previous 2 lows
11.0% above previous 3 highs, 5.1% below previous 3 lows
10.7% above previous 4 highs, 2.6% below previous 4 lows
9.6% above previous 5 highs, 2.1% below previous 5 lows
9.4% above previous 6 highs, 1.7% below previous 6 lows
8.8% above previous 7 highs, 1.5% below previous 7 lows
8.1% above previous 8 highs, 1.3% below previous 8 lows
7.5% above previous 9 highs, 1.0% below previous 9 lows
7.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 11:21 am ET)
36.6% are above or equal to 11/24 close (1 days ago), 63.4% are below.
59.5% are above or equal to 11/21 close (2 days ago), 40.5% are below.
68.7% are above or equal to 11/20 close (3 days ago), 31.3% are below.
80.5% are above or equal to 11/19 close (4 days ago), 19.5% are below.
71.9% are above or equal to 11/18 close (5 days ago), 28.1% are below.
77.7% are above or equal to 11/17 close (6 days ago), 22.3% are below.
71.8% are above or equal to 11/14 close (7 days ago), 28.2% are below.
71.8% are above or equal to 11/13 close (8 days ago), 28.2% are below.
65.1% are above or equal to 11/12 close (9 days ago), 34.9% are below.
65.7% are above or equal to 11/11 close (10 days ago), 34.3% are below.
64.7% are above or equal to 11/10 close (11 days ago), 35.3% are below.
67.8% are above or equal to 11/7 close (12 days ago), 32.2% are below.
70.3% are above or equal to 11/6 close (13 days ago), 29.7% are below.
72.0% are above or equal to 11/5 close (14 days ago), 28.0% are below.
74.9% are above or equal to 11/4 close (15 days ago), 25.1% are below.
68.9% are above or equal to 11/3 close (16 days ago), 31.1% are below.
67.8% are above or equal to 10/31 close (17 days ago), 32.2% are below.
76.8% are above or equal to 10/30 close (18 days ago), 23.2% are below.
75.6% are above or equal to 10/29 close (19 days ago), 24.4% are below.
73.8% are above or equal to 10/28 close (20 days ago), 26.2% are below.
80.3% are above or equal to 10/27 close (21 days ago), 19.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 11:21 am ET)
20d: 20.4% new highs, 0.6% new lows
21d: 20.4% new highs, 0.6% new lows
42d: 18.1% new highs, 0.1% new lows
63d: 13.9% new highs, 0.1% new lows
126d: 11.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 11:21 am ET)
2-day: 34.5% above, 65.5% below
3-day: 51.3% above, 48.7% below
4-day: 60.8% above, 39.2% below
5-day: 67.8% above, 32.2% below
8-day: 72.6% above, 27.4% below
10-day: 71.7% above, 28.3% below
20-day: 72.5% above, 27.5% below
50-day: 74.3% above, 25.7% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 11:21 am ET)
META(27): 0.26% Top=CENX EGO PAAS AKS GG SLW AA X ….. SCCO SLCA FMSA CNX HCLP BTU CLD CLF=Bottom (Metals & Mining)
TRAN(32): 0.11% Top=HA CNI JBLU AAL DAL UAL ALK EXPD ….. TRN GBX TK SWFT YRCW XPO GLNG TDW=Bottom (Transportation)
DISV(48): 0.07% Top=HMSY R WTW URI YY AAN MA HTZ ….. Z CXW RHI MAN EIGI TNET MCO ULTA=Bottom (Diversified Services)
LEIS(32): 0.01% Top=BYD GPRO LOCO SONC EAT LQ SGMS TXRH ….. SEAS JACK RCL LVS BLMN PNK HOT WYNN=Bottom (Leisure)
REAL(82): -0.02% Top=BAM AMT NRF NYMT MPW SBRA EXR OHI ….. CUZ ARCP HPT CBG RLGY PDM AGNC EJ=Bottom (Real Estate)
COHW(47): -0.08% Top=PANW SYNA BBRY ANET HPQ SWIR ARRS QCOM ….. CIEN VRSN OLED FNSR CTL ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
COSW(86): -0.15% Top=VDSI NUAN TRUE SNCR FB VMW EA ADBE ….. WB SFUN NQ JD VNET LOCK VIPS DWRE=Bottom (Computer Software/Internet)
MANU(42): -0.22% Top=PLL RXN TKR AME ROK PNR CMI ZBRA ….. JOY GNRC CFX GTLS FLS TEX DDD MRC=Bottom (Manufacturing)
HEAL(59): -0.28% Top=BDX PINC UNH EVHC WLP EW A PKI ….. PODD GMED STE COO PRXL BSX CYBX KND=Bottom (Health)
FINA(83): -0.29% Top=EV FNFG MC TD TCBI ISBC RY WU ….. BKU WETF PSEC WDR CG JPM OCN RCAP=Bottom (Banks/Financials)
ELEC(54): -0.35% Top=TSRA TSL SCTY LRCX MRVL CPHD APH SANM ….. IDTI SUNE VSH BRKR PLNR SPWR CSIQ GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(71): -0.38% Top=SIG DSW JCP TIF CHS TJX KORS ANF ….. HD ANN GPS OUTR PIR NFLX HIBB DANG=Bottom (Retail & Specialty Retail)
CHEM(32): -0.40% Top=POT MOS MEOH APD CHMT PPG ASH WLK ….. FMC DD EMN DOW CBT FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
INSU(39): -0.43% Top=FNF RDN MTG CNO ORI BRO VR MBI ….. LNC GNW MET AWH L AFSI AIG CINF=Bottom (Insurance)
CONS(59): -0.51% Top=MOV LULU IRBT SKX BERY PBI COTY ENR ….. NWL PAY SCSS FBHS TUP COH HAR JAH=Bottom (Consumer)
MATE(31): -0.61% Top=MTZ WLH WY AWI RYN PWR FAST DAR ….. TOL KBH LEN VMC RYL OC MLM BCC=Bottom (Materials & Construction)
ENER(130): -2.03% Top=TCP LGCY REXX CJES MMP NS ENLK PBF ….. CIE OAS SN CRK EXXI SFY CRZO GDP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:39 am

Market Stats at 10:38 am ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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 (20141125 10:38 am ET)
21.3% of stocks are above yesterday’s high.
59.3% are above yesterday’s midpoint. (40.7% are below.)
9.9% are below yesterday’s low.
68.8% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND (20141125 10:38 am ET)
37.5% of stocks are above today’s open. (60.3% are below).
34.7% of stocks are above today’s open and yesterday’s close.
46.2% are below both.
16.6% of stocks opened above yesterday’s high.
67.3% of stocks opened above yesterday’s close. (24.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 10:38 am ET)
6.5% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
38.7% are in the top half. 61.3% of stocks are in the bottom half of today’s range.
27.3% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20141125 10:38 am ET)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.4% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY (20141125 10:38 am ET)
2-day: >=95:13.7%…>=90:23.2%…>=80:38.4%…>=50:72.9%…<=20:4.3%…<=10:2.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.5%…>=50:82.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:79.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 10:38 am ET)
21.3% above previous 1 highs, 9.9% below previous 1 lows
15.2% above previous 2 highs, 6.9% below previous 2 lows
15.0% above previous 3 highs, 1.6% below previous 3 lows
14.6% above previous 4 highs, 1.0% below previous 4 lows
13.1% above previous 5 highs, 0.9% below previous 5 lows
12.6% above previous 6 highs, 0.8% below previous 6 lows
11.9% above previous 7 highs, 0.8% below previous 7 lows
10.9% above previous 8 highs, 0.7% below previous 8 lows
10.4% above previous 9 highs, 0.7% below previous 9 lows
9.9% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 10:38 am ET)
51.0% are above or equal to 11/24 close (1 days ago), 49.0% are below.
66.7% are above or equal to 11/21 close (2 days ago), 33.3% are below.
77.2% are above or equal to 11/20 close (3 days ago), 22.8% are below.
86.7% are above or equal to 11/19 close (4 days ago), 13.3% are below.
77.2% are above or equal to 11/18 close (5 days ago), 22.8% are below.
81.5% are above or equal to 11/17 close (6 days ago), 18.5% are below.
78.5% are above or equal to 11/14 close (7 days ago), 21.5% are below.
76.3% are above or equal to 11/13 close (8 days ago), 23.7% are below.
70.7% are above or equal to 11/12 close (9 days ago), 29.3% are below.
69.3% are above or equal to 11/11 close (10 days ago), 30.7% are below.
69.5% are above or equal to 11/10 close (11 days ago), 30.5% are below.
69.7% are above or equal to 11/7 close (12 days ago), 30.3% are below.
74.2% are above or equal to 11/6 close (13 days ago), 25.8% are below.
75.8% are above or equal to 11/5 close (14 days ago), 24.2% are below.
75.9% are above or equal to 11/4 close (15 days ago), 24.1% are below.
71.4% are above or equal to 11/3 close (16 days ago), 28.6% are below.
71.3% are above or equal to 10/31 close (17 days ago), 28.7% are below.
79.4% are above or equal to 10/30 close (18 days ago), 20.6% are below.
78.0% are above or equal to 10/29 close (19 days ago), 22.0% are below.
75.6% are above or equal to 10/28 close (20 days ago), 24.4% are below.
81.7% are above or equal to 10/27 close (21 days ago), 18.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 10:38 am ET)
20d: 19.9% new highs, 0.6% new lows
21d: 19.9% new highs, 0.6% new lows
42d: 17.6% new highs, 0.1% new lows
63d: 13.4% new highs, 0.1% new lows
126d: 10.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 10:38 am ET)
2-day: 49.0% above, 51.0% below
3-day: 61.4% above, 38.6% below
4-day: 71.6% above, 28.4% below
5-day: 78.5% above, 21.5% below
8-day: 81.9% above, 18.1% below
10-day: 80.5% above, 19.5% below
20-day: 78.6% above, 21.4% below
50-day: 76.2% above, 23.8% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 10:38 am ET)
META(28): 1.18% Top=SSRI CENX EGO PAAS SLW AKS AEM GG ….. FCX FMSA SCCO HCLP CNX CLD BTU CLF=Bottom (Metals & Mining)
LEIS(32): 0.38% Top=SGMS BYD LOCO GPRO BWLD SONC EAT TXRH ….. RCL LVS BLMN HOT PNK SEAS WYNN JACK=Bottom (Leisure)
CHEM(32): 0.23% Top=MEOH MOS WLK POT APD HUN WPZ CHMT ….. GPRE CE FTK CF DOW EMN DD CBT=Bottom (Chemicals/Fertilizers)
DISV(48): 0.21% Top=URI R WTW HTZ MA HMSY AAN AL ….. RHI MAN ULTA MCO ALLE Z TNET EIGI=Bottom (Diversified Services)
TRAN(32): 0.17% Top=CNI HA JBLU EXPD NSC TRN CP AAL ….. GBX SAVE ODFL UAL FDX XPO SWFT TDW=Bottom (Transportation)
COSW(86): 0.10% Top=VDSI NUAN TRUE SNCR FB CRM VMW ADBE ….. LOCK JD WB CSOD VNET VIPS NQ DWRE=Bottom (Computer Software/Internet)
RETA(71): 0.04% Top=SIG JCP DSW CHS ANF TJX TIF KORS ….. AAP HD TSCO RH PIR HIBB NFLX DANG=Bottom (Retail & Specialty Retail)
REAL(82): 0.00% Top=NYMT BAM AMT HTA MPW PCL TWO RPAI ….. NNN CUZ DEI CBG RLGY AGNC PDM EJ=Bottom (Real Estate)
MANU(42): -0.01% Top=PLL RXN PNR GTLS TKR ATI CMI AME ….. JOY GNRC AGCO DOV TEX MRC CFX FLS=Bottom (Manufacturing)
COHW(47): -0.02% Top=PANW SWIR SYNA ARRS BBRY HPQ AAPL ANET ….. VZ UBNT T OLED ARUN BRCD CTL LVLT=Bottom (Computer Hardware/Telecom)
HEAL(59): -0.04% Top=BDX PINC A EW WLP ZMH ALGN PKI ….. BCR THOR PRXL STE CYBX HRC BSX COO=Bottom (Health)
ELEC(54): -0.13% Top=TSRA TSL CODE SANM SCTY LRCX CREE APH ….. IDTI SPWR BRKR CRUS VSH PLNR CSIQ GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.14% Top=CNO FNF RDN MTG AEL VR GNW FAF ….. ALL WSH AWH PGR AFSI L AIG CINF=Bottom (Insurance)
FINA(83): -0.18% Top=FNFG MC EV TCBI ISBC TD CME JNS ….. CG FNGN BKU SLM JPM PSEC WDR RCAP=Bottom (Banks/Financials)
MATE(31): -0.18% Top=MTZ WLH BZH PWR AWI FAST EXP FLR ….. SPF RYL MDC LEN OC VMC MLM BCC=Bottom (Materials & Construction)
ENER(130): -0.19% Top=REXX CJES TCP ERF PBF PE MMP SEMG ….. HLX OXY OAS MRD CRR HOS DO GLF=Bottom (Energy)
CONS(59): -0.31% Top=LULU MOV IRBT KATE COTY SKX DECK PBI ….. LEG SCSS PAY HAR FBHS COH TUP JAH=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/24/2014

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20141124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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 (20141124 Closing)
27.1% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
12.9% are below yesterday’s low.
59.9% are inside yesterday’s range.
44.8% of stocks with today’s high > yesterday’s high. (55.2% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20141124 Closing)
62.3% of stocks are above today’s open. (35.2% are below).
59.9% of stocks are above today’s open and yesterday’s close.
27.5% are below both.
8.6% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141124 Closing)
18.8% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20141124 Closing)
69.5% of stocks are above yesterday’s close. (30.5% are below.)
1.3% are up 4.5% or more. 0.8% are down 4.5% or more.
2.9% are up 3.5% or more. 1.7% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20141124 Closing)
2-day: >=95:17.5%…>=90:33.0%…>=80:53.4%…>=50:80.9%…<=20:4.4%…<=10:1.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.4%…>=80:8.0%…>=50:84.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:79.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141124 Closing)
27.1% above previous 1 highs, 12.9% below previous 1 lows
26.5% above previous 2 highs, 3.1% below previous 2 lows
24.3% above previous 3 highs, 2.5% below previous 3 lows
21.1% above previous 4 highs, 2.0% below previous 4 lows
20.6% above previous 5 highs, 1.5% below previous 5 lows
18.5% above previous 6 highs, 1.3% below previous 6 lows
17.1% above previous 7 highs, 1.1% below previous 7 lows
16.2% above previous 8 highs, 0.9% below previous 8 lows
15.0% above previous 9 highs, 0.9% below previous 9 lows
14.5% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141124 Closing)
69.5% are above or equal to 11/21 close (1 days ago), 30.5% are below.
80.6% are above or equal to 11/20 close (2 days ago), 19.4% are below.
87.3% are above or equal to 11/19 close (3 days ago), 12.7% are below.
78.7% are above or equal to 11/18 close (4 days ago), 21.3% are below.
81.7% are above or equal to 11/17 close (5 days ago), 18.3% are below.
77.7% are above or equal to 11/14 close (6 days ago), 22.3% are below.
76.9% are above or equal to 11/13 close (7 days ago), 23.1% are below.
70.1% are above or equal to 11/12 close (8 days ago), 29.9% are below.
69.9% are above or equal to 11/11 close (9 days ago), 30.1% are below.
69.0% are above or equal to 11/10 close (10 days ago), 31.0% are below.
70.4% are above or equal to 11/7 close (11 days ago), 29.6% are below.
74.1% are above or equal to 11/6 close (12 days ago), 25.9% are below.
76.3% are above or equal to 11/5 close (13 days ago), 23.7% are below.
76.8% are above or equal to 11/4 close (14 days ago), 23.2% are below.
72.0% are above or equal to 11/3 close (15 days ago), 28.0% are below.
71.2% are above or equal to 10/31 close (16 days ago), 28.8% are below.
79.9% are above or equal to 10/30 close (17 days ago), 20.1% are below.
77.7% are above or equal to 10/29 close (18 days ago), 22.3% are below.
76.4% are above or equal to 10/28 close (19 days ago), 23.6% are below.
81.5% are above or equal to 10/27 close (20 days ago), 18.5% are below.
79.7% are above or equal to 10/24 close (21 days ago), 20.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141124 Closing)
20d: 20.8% new highs, 0.4% new lows
21d: 20.6% new highs, 0.4% new lows
42d: 17.3% new highs, 0.0% new lows
63d: 13.9% new highs, 0.0% new lows
126d: 11.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141124 Closing)
2-day: 67.8% above, 32.2% below
3-day: 77.7% above, 22.3% below
4-day: 84.2% above, 15.8% below
5-day: 84.3% above, 15.7% below
8-day: 83.4% above, 16.6% below
10-day: 80.9% above, 19.1% below
20-day: 81.2% above, 18.8% below
50-day: 76.9% above, 23.1% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141124 Closing)
LEIS(34): 1.38% Top=SGMS SONC LOCO NDLS GPRO WYN BWLD HOT ….. LQ LVS MGM MCD CAKE WYNN SEAS STAY=Bottom (Leisure)
RETA(69): 1.30% Top=JCP SHLD URBN BURL CONN GPS CDW FINL ….. EBAY TJX ROST GME SFM PETM ANN NFLX=Bottom (Retail & Specialty Retail)
ELEC(55): 1.21% Top=TQNT AMBA RFMD CAVM CREE IDTI CODE CPHD ….. OPLK INVN XLNX ATML SPWR MRVL TRMB TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(32): 1.12% Top=HA SAVE KNX TRN XPO SWFT CP ALK ….. KEX CNW GLNG TDW UPS EXPD AAL CHRW=Bottom (Transportation)
HEAL(59): 1.00% Top=WCG CYBX EW HUM ALGN ACHC GMED STJ ….. DVA MR LPNT CYH ZMH ZLTQ BKD KND=Bottom (Health)
CONS(59): 0.96% Top=KATE BERY FL COLM COH FBHS SKX GPK ….. KMB CL PBI PG MAT KS AVP JAH=Bottom (Consumer)
COSW(87): 0.96% Top=NQ TRUE VDSI VNET QLIK LOCK DWRE TTWO ….. VMW BIDU WWWW MSFT SFUN ADSK MDRX WBMD=Bottom (Computer Software/Internet)
DISV(49): 0.75% Top=YY TNET WTW HTZ RCII MYGN EXAM GPN ….. XRS ADT VRSK ALLE ULTA TYC JEC KBR=Bottom (Diversified Services)
COHW(47): 0.70% Top=PANW ARUN SYNA ARRS ADTN SSYS SNDK SWIR ….. GOGO FNSR BCE HRS VZ ANET T FTR=Bottom (Computer Hardware/Telecom)
FINA(83): 0.70% Top=PACW KEY EWBC SEIC LPLA TCBI FNGN CMA ….. NTRS ESNT RY LAZ TD WETF CG KKR=Bottom (Banks/Financials)
INSU(37): 0.64% Top=AFSI FNF ORI AEL PRU CNO WSH AON ….. MBI TRV PGR VR MTG AIZ RDN GNW=Bottom (Insurance)
MATE(31): 0.49% Top=MDC BCC CVA TPH OC WY KBH MAS ….. VMC WLH SPF AWI PHM EXP DAR FLR=Bottom (Materials & Construction)
REAL(82): 0.39% Top=WAC RLGY DFT RWT KRG ACC IVR SRC ….. NRF EQR BRX PDM GLPI HCN DLR AMH=Bottom (Real Estate)
MANU(43): 0.37% Top=DDD GTLS MHK DCI ATU ETN FLS LII ….. PLL CAT TKR ATI JKS AGCO JOY KMT=Bottom (Manufacturing)
CHEM(32): -0.59% Top=PEIX CYT POL FMC CHMT GPRE OLN PPG ….. PX WPZ DOW WLK AGU FTK MOS POT=Bottom (Chemicals/Fertilizers)
META(27): -1.16% Top=EGO AKS FMSA CMC X HCLP STLD CENX ….. FCX ABX BTU AEM NEM CCJ PAAS TCK=Bottom (Metals & Mining)
ENER(132): -1.31% Top=PAGP CJES CRR TLLP VLO EXH OII CVI ….. EPE NGL ERF WTI GDP NS CRK AREX=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:06 pm

Market Stats at 2:05 pm ET
by daytrend on 20141124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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 (20141124 2:05 pm ET)
23.5% of stocks are above yesterday’s high.
55.7% are above yesterday’s midpoint. (44.3% are below.)
16.7% are below yesterday’s low.
59.8% are inside yesterday’s range.
40.4% of stocks with today’s high > yesterday’s high. (59.6% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND (20141124 2:05 pm ET)
57.3% of stocks are above today’s open. (40.5% are below).
54.3% of stocks are above today’s open and yesterday’s close.
29.7% are below both.
8.6% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141124 2:05 pm ET)
19.0% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
56.9% are in the top half. 43.1% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20141124 2:05 pm ET)
67.0% of stocks are above yesterday’s close. (33.0% are below.)
0.7% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 1.9% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20141124 2:05 pm ET)
2-day: >=95:15.9%…>=90:28.9%…>=80:49.1%…>=50:77.3%…<=20:4.6%…<=10:1.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:7.5%…>=50:81.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:78.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141124 2:05 pm ET)
23.5% above previous 1 highs, 16.7% below previous 1 lows
22.7% above previous 2 highs, 3.2% below previous 2 lows
20.9% above previous 3 highs, 2.3% below previous 3 lows
18.0% above previous 4 highs, 1.6% below previous 4 lows
17.4% above previous 5 highs, 1.4% below previous 5 lows
15.0% above previous 6 highs, 1.3% below previous 6 lows
14.0% above previous 7 highs, 1.1% below previous 7 lows
13.7% above previous 8 highs, 0.9% below previous 8 lows
13.0% above previous 9 highs, 0.9% below previous 9 lows
12.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141124 2:05 pm ET)
67.0% are above or equal to 11/21 close (1 days ago), 33.0% are below.
78.0% are above or equal to 11/20 close (2 days ago), 22.0% are below.
87.3% are above or equal to 11/19 close (3 days ago), 12.7% are below.
76.6% are above or equal to 11/18 close (4 days ago), 23.4% are below.
80.1% are above or equal to 11/17 close (5 days ago), 19.9% are below.
76.5% are above or equal to 11/14 close (6 days ago), 23.5% are below.
75.4% are above or equal to 11/13 close (7 days ago), 24.6% are below.
68.1% are above or equal to 11/12 close (8 days ago), 31.9% are below.
67.5% are above or equal to 11/11 close (9 days ago), 32.5% are below.
66.9% are above or equal to 11/10 close (10 days ago), 33.1% are below.
67.5% are above or equal to 11/7 close (11 days ago), 32.5% are below.
72.0% are above or equal to 11/6 close (12 days ago), 28.0% are below.
75.1% are above or equal to 11/5 close (13 days ago), 24.9% are below.
76.2% are above or equal to 11/4 close (14 days ago), 23.8% are below.
71.2% are above or equal to 11/3 close (15 days ago), 28.8% are below.
69.8% are above or equal to 10/31 close (16 days ago), 30.2% are below.
78.8% are above or equal to 10/30 close (17 days ago), 21.2% are below.
76.8% are above or equal to 10/29 close (18 days ago), 23.2% are below.
75.3% are above or equal to 10/28 close (19 days ago), 24.7% are below.
81.9% are above or equal to 10/27 close (20 days ago), 18.1% are below.
78.7% are above or equal to 10/24 close (21 days ago), 21.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141124 2:05 pm ET)
20d: 18.2% new highs, 0.4% new lows
21d: 18.0% new highs, 0.4% new lows
42d: 15.2% new highs, 0.0% new lows
63d: 11.9% new highs, 0.0% new lows
126d: 10.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141124 2:05 pm ET)
2-day: 65.2% above, 34.8% below
3-day: 73.0% above, 27.0% below
4-day: 81.9% above, 18.1% below
5-day: 82.9% above, 17.1% below
8-day: 81.5% above, 18.5% below
10-day: 78.6% above, 21.4% below
20-day: 78.3% above, 21.7% below
50-day: 75.5% above, 24.5% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141124 2:05 pm ET)
LEIS(34): 1.28% Top=SONC GPRO LOCO NDLS WYN TXRH SGMS HOT ….. NCLH MCD STAY LQ CAKE LVS SEAS WYNN=Bottom (Leisure)
RETA(69): 1.12% Top=URBN JCP CONN SHLD CDW GPS FINL BURL ….. CAB ROST NFLX PETM WFM DANG ANN SFM=Bottom (Retail & Specialty Retail)
ELEC(55): 1.02% Top=TQNT PLNR RFMD KLAC IDTI CREE SWKS CODE ….. CY INVN TRMB XLNX SPWR MRVL ATML TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): 0.85% Top=KATE BERY FL COH SCSS HAR BC FBHS ….. CLX OI PG MAT PBI AVP KS JAH=Bottom (Consumer)
TRAN(32): 0.82% Top=HA XPO SAVE TRN JBLU SWFT KNX CP ….. GBX EXPD KEX CNW CHRW TDW AAL YRCW=Bottom (Transportation)
HEAL(59): 0.72% Top=WCG CYBX EW HUM HNT OPK DXCM HCA ….. RMD ZLTQ ZMH UHS LPNT DVA BKD KND=Bottom (Health)
COSW(87): 0.72% Top=NQ VDSI TRUE VNET LOCK QLIK TTWO FEYE ….. BIDU CRM ADSK JD MDRX WWWW ZEN WBMD=Bottom (Computer Software/Internet)
DISV(49): 0.61% Top=MYGN RCII TNET WTW HTZ HMSY AL GPN ….. XRS ACM ALLE ADT ULTA TYC KBR JEC=Bottom (Diversified Services)
COHW(47): 0.48% Top=PANW ARUN ADTN ARRS SSYS SNDK BBRY RKUS ….. ANET HRS BCE GOGO VZ FNSR T FTR=Bottom (Computer Hardware/Telecom)
FINA(83): 0.47% Top=KEY SEIC APO PACW DFS BKU FNGN PNC ….. RY LAZ CG WETF TD OCN KKR ESNT=Bottom (Banks/Financials)
MATE(31): 0.43% Top=BCC CVA MDC WY RYN MAS TPH OC ….. DAR PHM BZH AWI WLH SPF EXP FLR=Bottom (Materials & Construction)
REAL(82): 0.39% Top=RLGY DFT WAC ARCP KRG ACC IVR BEE ….. BRX HTA HCN LHO BAM LXP GLPI AMH=Bottom (Real Estate)
INSU(37): 0.38% Top=AFSI AEL ORI FNF WSH AWH AIG ALL ….. L TRV PGR FAF AIZ MTG RDN GNW=Bottom (Insurance)
MANU(43): 0.20% Top=DDD GTLS MHK LII DCI FLS ETN ATU ….. TEX PLL CAT AGCO JOY ATI JKS KMT=Bottom (Manufacturing)
CHEM(32): -0.60% Top=PEIX CYT FMC PPG POL CHMT ASH SHW ….. EMN CE DOW WLK AGU MOS FTK POT=Bottom (Chemicals/Fertilizers)
META(27): -1.54% Top=FMSA EGO X CMC HCLP CENX STLD AKS ….. NEM CLD AEM BTU CLF CCJ PAAS TCK=Bottom (Metals & Mining)
ENER(132): -1.72% Top=TLLP PAGP VLO ETP OXY NGLS CVI BAS ….. SGY UPL EPE ERF GDP CRK WTI AREX=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 11:09 am ET
by daytrend on 20141124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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 (20141124 11:09 am ET)
15.8% of stocks are above yesterday’s high.
51.5% are above yesterday’s midpoint. (48.5% are below.)
12.3% are below yesterday’s low.
71.9% are inside yesterday’s range.
36.2% of stocks with today’s high > yesterday’s high. (63.8% less than).
31.8% of stocks with today’s low < yesterday’s low. (68.2% greater than).

EVIDENCE OF INTRADAY TREND (20141124 11:09 am ET)
53.1% of stocks are above today’s open. (44.4% are below).
49.5% of stocks are above today’s open and yesterday’s close.
30.9% are below both.
8.6% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141124 11:09 am ET)
8.7% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
49.7% are in the top half. 50.3% of stocks are in the bottom half of today’s range.
20.0% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN (20141124 11:09 am ET)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 0.6% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY (20141124 11:09 am ET)
2-day: >=95:12.4%…>=90:26.5%…>=80:47.8%…>=50:80.0%…<=20:4.7%…<=10:2.1%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:6.3%…>=50:82.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:80.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141124 11:09 am ET)
15.8% above previous 1 highs, 12.3% below previous 1 lows
15.6% above previous 2 highs, 3.1% below previous 2 lows
13.0% above previous 3 highs, 2.4% below previous 3 lows
10.9% above previous 4 highs, 1.6% below previous 4 lows
10.4% above previous 5 highs, 1.4% below previous 5 lows
9.3% above previous 6 highs, 1.1% below previous 6 lows
8.7% above previous 7 highs, 1.0% below previous 7 lows
8.1% above previous 8 highs, 0.8% below previous 8 lows
7.3% above previous 9 highs, 0.8% below previous 9 lows
7.0% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141124 11:09 am ET)
65.6% are above or equal to 11/21 close (1 days ago), 34.4% are below.
77.5% are above or equal to 11/20 close (2 days ago), 22.5% are below.
85.5% are above or equal to 11/19 close (3 days ago), 14.5% are below.
74.4% are above or equal to 11/18 close (4 days ago), 25.6% are below.
79.4% are above or equal to 11/17 close (5 days ago), 20.6% are below.
75.2% are above or equal to 11/14 close (6 days ago), 24.8% are below.
73.2% are above or equal to 11/13 close (7 days ago), 26.8% are below.
67.8% are above or equal to 11/12 close (8 days ago), 32.2% are below.
68.0% are above or equal to 11/11 close (9 days ago), 32.0% are below.
66.3% are above or equal to 11/10 close (10 days ago), 33.7% are below.
67.5% are above or equal to 11/7 close (11 days ago), 32.5% are below.
71.7% are above or equal to 11/6 close (12 days ago), 28.3% are below.
74.7% are above or equal to 11/5 close (13 days ago), 25.3% are below.
75.7% are above or equal to 11/4 close (14 days ago), 24.3% are below.
71.8% are above or equal to 11/3 close (15 days ago), 28.2% are below.
71.2% are above or equal to 10/31 close (16 days ago), 28.8% are below.
79.5% are above or equal to 10/30 close (17 days ago), 20.5% are below.
77.7% are above or equal to 10/29 close (18 days ago), 22.3% are below.
76.1% are above or equal to 10/28 close (19 days ago), 23.9% are below.
82.2% are above or equal to 10/27 close (20 days ago), 17.8% are below.
80.0% are above or equal to 10/24 close (21 days ago), 20.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141124 11:09 am ET)
20d: 14.9% new highs, 0.4% new lows
21d: 14.8% new highs, 0.4% new lows
42d: 12.7% new highs, 0.0% new lows
63d: 9.5% new highs, 0.0% new lows
126d: 7.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141124 11:09 am ET)
2-day: 63.4% above, 36.6% below
3-day: 74.6% above, 25.4% below
4-day: 81.9% above, 18.1% below
5-day: 81.3% above, 18.7% below
8-day: 80.5% above, 19.5% below
10-day: 78.5% above, 21.5% below
20-day: 78.2% above, 21.8% below
50-day: 76.7% above, 23.3% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141124 11:09 am ET)
LEIS(34): 0.80% Top=NDLS LOCO GPRO SONC WYN HOT MAR TXRH ….. NCLH MCD WYNN EAT YUM LQ STAY BLMN=Bottom (Leisure)
TRAN(32): 0.78% Top=HA XPO KNX SAVE TRN SWFT JBLU GLNG ….. KEX UPS EXPD CHRW AAL YRCW TK GBX=Bottom (Transportation)
RETA(69): 0.72% Top=JCP URBN CONN BURL PIR GPS FIVE AEO ….. SFM DANG ANN WFM NFLX PETM AAP CAB=Bottom (Retail & Specialty Retail)
CONS(59): 0.63% Top=KATE BERY FL COH MOV BC GPK PAY ….. WHR ECL KMB KS COTY LULU MAT JAH=Bottom (Consumer)
HEAL(59): 0.62% Top=CYBX WCG GMED HNT HCA THC WMGI HUM ….. PKI BKD A RMD PODD KND ZMH ZLTQ=Bottom (Health)
ELEC(55): 0.62% Top=PLNR JASO CAVM TQNT LRCX MU SWKS SCTY ….. VSH XLNX ALTR MRVL SUNE TRMB ATML TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(87): 0.41% Top=IMPV LOCK DWRE QLIK TTWO VDSI NTCT NCR ….. JD BIDU CRM SFUN SNCR MDRX ZEN WBMD=Bottom (Computer Software/Internet)
MATE(31): 0.34% Top=BCC MDC KBH PWR WY DHI TOL RYN ….. RSG MTZ FAST WLH MLM EXP FLR SPF=Bottom (Materials & Construction)
FINA(83): 0.34% Top=RCAP KEY PACW BKU SNV HCBK PNC FITB ….. TD SLM RJF CG KKR WETF CIT ESNT=Bottom (Banks/Financials)
COHW(47): 0.30% Top=SNDK SSYS BBRY ARUN PANW SYNA ADTN TDC ….. UBNT INFN GOGO T HRS VZ FNSR FTR=Bottom (Computer Hardware/Telecom)
INSU(37): 0.26% Top=AFSI AEL ORI FNF ALL AWH PRU CLGX ….. TMK MTG TRV AIZ MBI GNW PGR RDN=Bottom (Insurance)
DISV(49): 0.26% Top=TNET HTZ CAR GEO RCII WTW YY EXAM ….. SCI ACM ALLE ADT TYC KBR ULTA JEC=Bottom (Diversified Services)
REAL(82): 0.23% Top=DFT MPW ACC RLGY DRE SRC WAC RWT ….. HST BAM SHO HLSS GLPI LHO BDN NSM=Bottom (Real Estate)
MANU(43): 0.19% Top=DDD GTLS MHK RXN LII PCP FLS ETN ….. TEX ZBRA TKR JOY CAT PLL AGCO KMT=Bottom (Manufacturing)
META(27): -0.22% Top=EGO SLCA CENX AKS X CMC CLD FMSA ….. CNX NEM RGLD AEM TCK CCJ PAAS CLF=Bottom (Metals & Mining)
CHEM(32): -0.48% Top=PEIX OLN CBT CHMT GRA PPG AXLL HUN ….. DD EMN CE WLK AGU FTK MOS POT=Bottom (Chemicals/Fertilizers)
ENER(132): -0.67% Top=CJES BAS BBG VLO HOS CRR CVI ETP ….. BPL UPL PE PVA RRC ERF AREX NGL=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 10:40 am ET
by daytrend on 20141124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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 (20141124 10:40 am ET)
16.2% of stocks are above yesterday’s high.
52.5% are above yesterday’s midpoint. (47.5% are below.)
11.2% are below yesterday’s low.
72.7% are inside yesterday’s range.
34.8% of stocks with today’s high > yesterday’s high. (65.2% less than).
29.9% of stocks with today’s low < yesterday’s low. (70.1% greater than).

EVIDENCE OF INTRADAY TREND (20141124 10:40 am ET)
54.6% of stocks are above today’s open. (43.3% are below).
50.6% of stocks are above today’s open and yesterday’s close.
28.0% are below both.
8.6% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141124 10:40 am ET)
12.5% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
53.9% are in the top half. 46.1% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20141124 10:40 am ET)
68.0% of stocks are above yesterday’s close. (32.0% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.9% are up 3.5% or more. 0.3% are down 3.5% or more.
71.6% are between +1% and -1%.

RSI on DAILY (20141124 10:40 am ET)
2-day: >=95:14.2%…>=90:29.2%…>=80:49.3%…>=50:81.8%…<=20:4.4%…<=10:1.9%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:6.3%…>=50:83.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:80.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141124 10:40 am ET)
16.2% above previous 1 highs, 11.2% below previous 1 lows
15.9% above previous 2 highs, 2.9% below previous 2 lows
13.0% above previous 3 highs, 1.9% below previous 3 lows
11.3% above previous 4 highs, 1.4% below previous 4 lows
11.0% above previous 5 highs, 1.3% below previous 5 lows
9.4% above previous 6 highs, 0.9% below previous 6 lows
8.8% above previous 7 highs, 0.9% below previous 7 lows
8.2% above previous 8 highs, 0.8% below previous 8 lows
7.4% above previous 9 highs, 0.8% below previous 9 lows
7.2% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141124 10:40 am ET)
68.0% are above or equal to 11/21 close (1 days ago), 32.0% are below.
77.7% are above or equal to 11/20 close (2 days ago), 22.3% are below.
85.7% are above or equal to 11/19 close (3 days ago), 14.3% are below.
75.9% are above or equal to 11/18 close (4 days ago), 24.1% are below.
80.0% are above or equal to 11/17 close (5 days ago), 20.0% are below.
75.7% are above or equal to 11/14 close (6 days ago), 24.3% are below.
73.6% are above or equal to 11/13 close (7 days ago), 26.4% are below.
68.2% are above or equal to 11/12 close (8 days ago), 31.8% are below.
68.8% are above or equal to 11/11 close (9 days ago), 31.2% are below.
66.3% are above or equal to 11/10 close (10 days ago), 33.7% are below.
68.9% are above or equal to 11/7 close (11 days ago), 31.1% are below.
72.8% are above or equal to 11/6 close (12 days ago), 27.2% are below.
74.6% are above or equal to 11/5 close (13 days ago), 25.4% are below.
76.1% are above or equal to 11/4 close (14 days ago), 23.9% are below.
71.7% are above or equal to 11/3 close (15 days ago), 28.3% are below.
71.3% are above or equal to 10/31 close (16 days ago), 28.7% are below.
79.3% are above or equal to 10/30 close (17 days ago), 20.7% are below.
78.2% are above or equal to 10/29 close (18 days ago), 21.8% are below.
76.4% are above or equal to 10/28 close (19 days ago), 23.6% are below.
82.2% are above or equal to 10/27 close (20 days ago), 17.8% are below.
80.2% are above or equal to 10/24 close (21 days ago), 19.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141124 10:40 am ET)
20d: 14.3% new highs, 0.4% new lows
21d: 14.2% new highs, 0.4% new lows
42d: 12.1% new highs, 0.0% new lows
63d: 9.2% new highs, 0.0% new lows
126d: 7.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141124 10:40 am ET)
2-day: 65.3% above, 34.7% below
3-day: 76.3% above, 23.7% below
4-day: 82.8% above, 17.2% below
5-day: 81.9% above, 18.1% below
8-day: 82.0% above, 18.0% below
10-day: 78.4% above, 21.6% below
20-day: 78.5% above, 21.5% below
50-day: 76.5% above, 23.5% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141124 10:40 am ET)
TRAN(32): 0.92% Top=HA XPO SAVE DAL TRN ALK KNX LUV ….. UPS KEX EXPD CHRW CNW YRCW TK GBX=Bottom (Transportation)
LEIS(34): 0.92% Top=NDLS SGMS SONC GPRO WYN BYD MAR DNKN ….. BLMN MCD YUM SEAS WYNN EAT STAY LQ=Bottom (Leisure)
RETA(69): 0.80% Top=URBN JCP SHLD CONN BURL MIK PIR FINL ….. COST ORLY ANN AAP CAB NFLX PETM WFM=Bottom (Retail & Specialty Retail)
CONS(59): 0.64% Top=KATE FL BERY MOV COH BC PAY HAR ….. ECL PBI KMB COTY HAS LULU JAH MAT=Bottom (Consumer)
HEAL(59): 0.63% Top=CYBX WCG THC ACHC GMED HCA HNT WMGI ….. DVA DXCM PODD BKD A RMD ZLTQ ZMH=Bottom (Health)
ELEC(55): 0.62% Top=PLNR CAVM MU JASO LRCX TQNT SWKS SCTY ….. ALTR XLNX VSH SUNE MRVL TRMB ATML TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(83): 0.49% Top=RCAP KEY BKU OCN C PACW PNC SNV ….. MC HBAN SLM RJF KKR CG CIT ESNT=Bottom (Banks/Financials)
MATE(31): 0.47% Top=BCC KBH MDC TOL BZH WY OC MAS ….. DAR WM FAST MLM CLH EXP SPF FLR=Bottom (Materials & Construction)
COSW(87): 0.40% Top=IMPV LOCK DWRE QLIK TTWO TRUE VEEV NTCT ….. TWTR EQIX CRM SFUN SNCR ZEN MDRX WBMD=Bottom (Computer Software/Internet)
DISV(49): 0.25% Top=TNET WTW RCII GEO WOOF CAR HTZ YY ….. XRS SCI ALLE ACM TYC KBR ULTA JEC=Bottom (Diversified Services)
REAL(82): 0.23% Top=ARCP DRE RLGY SRC ACC WAC KRG GGP ….. BDN DRH HST SHO NSM HLSS GLPI LHO=Bottom (Real Estate)
COHW(47): 0.20% Top=SNDK BBRY PANW LXK ARUN SYNA AAPL HPQ ….. UBNT WIN INFN HRS FNSR VZ T FTR=Bottom (Computer Hardware/Telecom)
INSU(37): 0.20% Top=AFSI AEL PRU ORI ALL CNO AWH CLGX ….. TRV AJG AGO MBI PGR AIZ MTG RDN=Bottom (Insurance)
META(27): 0.19% Top=SLCA CENX EGO AKS X FMSA CMC AA ….. CNX RGLD NEM AEM TCK PAAS CCJ CLF=Bottom (Metals & Mining)
MANU(43): 0.12% Top=DDD GTLS MHK LII RXN PCP ETN FLS ….. ITT DCI DHR CAT PLL JOY AGCO KMT=Bottom (Manufacturing)
CHEM(32): -0.41% Top=AXLL MEOH GRA CBT GPRE OLN ALB CHMT ….. CE EMN WLK WPZ AGU FTK MOS POT=Bottom (Chemicals/Fertilizers)
ENER(132): -0.63% Top=CJES BBG BAS EMES VLO HOS SFY CRR ….. PVA UPL ERF CMLP VNR SXL RRC AREX=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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