daytrend

07/30/2014

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

Closing Stats
by daytrend on 20140730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
20.3% of stocks are above yesterday’s high.
40.0% are above yesterday’s midpoint. (60.0% are below.)
33.7% are below yesterday’s low.
46.0% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
59.2% of stocks with today’s low < yesterday’s low. (40.8% greater than).

EVIDENCE OF INTRADAY TREND
38.3% of stocks are above today’s open. (60.2% are below).
37.1% of stocks are above today’s open and yesterday’s close.
45.7% are below both.
10.3% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (12.2% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.4% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
47.2% are in the top half. 52.8% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN
52.9% of stocks are above yesterday’s close. (47.1% are below.)
2.3% are up 4.5% or more. 0.7% are down 4.5% or more.
4.3% are up 3.5% or more. 1.2% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.6%…>=90:11.3%…>=80:20.1%…>=50:45.0%…<=20:33.3%…<=10:21.5%…<=5:13.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:43.3%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:47.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.3% above previous 1 highs, 33.7% below previous 1 lows
17.2% above previous 2 highs, 26.5% below previous 2 lows
14.6% above previous 3 highs, 24.2% below previous 3 lows
11.7% above previous 4 highs, 23.2% below previous 4 lows
11.4% above previous 5 highs, 21.0% below previous 5 lows
10.5% above previous 6 highs, 19.7% below previous 6 lows
10.5% above previous 7 highs, 16.9% below previous 7 lows
10.4% above previous 8 highs, 16.0% below previous 8 lows
10.2% above previous 9 highs, 15.2% below previous 9 lows
9.4% above previous 10 highs, 14.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.9% are above or equal to 7/29 close (1 days ago), 47.1% are below.
44.8% are above or equal to 7/28 close (2 days ago), 55.2% are below.
40.8% are above or equal to 7/25 close (3 days ago), 59.2% are below.
32.6% are above or equal to 7/24 close (4 days ago), 67.4% are below.
40.0% are above or equal to 7/23 close (5 days ago), 60.0% are below.
41.2% are above or equal to 7/22 close (6 days ago), 58.8% are below.
47.1% are above or equal to 7/21 close (7 days ago), 52.9% are below.
44.6% are above or equal to 7/18 close (8 days ago), 55.4% are below.
56.0% are above or equal to 7/17 close (9 days ago), 44.0% are below.
44.6% are above or equal to 7/16 close (10 days ago), 55.4% are below.
47.2% are above or equal to 7/15 close (11 days ago), 52.8% are below.
43.6% are above or equal to 7/14 close (12 days ago), 56.4% are below.
47.8% are above or equal to 7/11 close (13 days ago), 52.2% are below.
47.8% are above or equal to 7/10 close (14 days ago), 52.2% are below.
43.2% are above or equal to 7/9 close (15 days ago), 56.8% are below.
46.1% are above or equal to 7/8 close (16 days ago), 53.9% are below.
41.5% are above or equal to 7/7 close (17 days ago), 58.5% are below.
35.0% are above or equal to 7/3 close (18 days ago), 65.0% are below.
39.0% are above or equal to 7/2 close (19 days ago), 61.0% are below.
37.7% are above or equal to 7/1 close (20 days ago), 62.3% are below.
42.2% are above or equal to 6/30 close (21 days ago), 57.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.4% new highs, 20.9% new lows
21d: 10.2% new highs, 20.6% new lows
42d: 8.6% new highs, 14.5% new lows
63d: 8.2% new highs, 8.6% new lows
126d: 5.4% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.9% above, 48.1% below
3-day: 47.7% above, 52.3% below
4-day: 44.4% above, 55.6% below
5-day: 39.4% above, 60.6% below
8-day: 39.3% above, 60.7% below
10-day: 42.9% above, 57.1% below
20-day: 42.5% above, 57.5% below
50-day: 54.0% above, 46.0% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140730 Closing)
COSW(81): 1.77% Top=TWTR YELP NQ GWRE SPLK CSOD NOW CNQR ….. AWAY ADBE MOVE MSFT TIBX CVLT CTSH SFUN=Bottom (Computer Software/Internet)
TRAN(27): 1.43% Top=XPO CHRW HA UAL GBX TRN FDX CP ….. CNI NSC AAL UNP CSX GLNG SWFT ALK=Bottom (Transportation)
RETA(64): 1.12% Top=FIVE CAB WFM MELI KSS AEO DANG ANF ….. KAR COST GME WMT RH KR PETM KORS=Bottom (Retail & Specialty Retail)
DISV(46): 0.78% Top=HPY TMH WTW ADT RRD SBAC ULTA FLT ….. GEO Z AAN JEC GPN HMSY ATHN VRSK=Bottom (Diversified Services)
FINA(88): 0.70% Top=XOOM FNGN ETFC RJF SEIC CMA MS AMP ….. PSEC AXP ZION WDR KKR PBCT OCN BEN=Bottom (Banks/Financials)
COHW(45): 0.67% Top=GOGO RKUS ARRS ARUN INFN PANW CIEN BBRY ….. CAMP NSR T TMUS LVLT FTR TDS WIN=Bottom (Computer Hardware/Telecom)
HEAL(51): 0.50% Top=EW ESRX CYH WCG MD BSX EVHC HCA ….. MOH CNC CI OPK UNH SPNC AET HUM=Bottom (Health)
ELEC(58): 0.44% Top=GTAT AMBA RFMD CAVM TQNT OVTI NVDA MRVL ….. CGNX LRCX VSH ENTG CPHD INVN IPGP GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(29): 0.25% Top=PNRA LTM MGM EXPE CMG QUNR MPEL WYN ….. MAR DPZ EAT BYI YUM DRI DNKN BLMN=Bottom (Leisure)
CONS(59): 0.24% Top=PBI SEE SHOO NWL ENR NKE VFC TUP ….. NUS CHD KMB IP WHR OI UFS GT=Bottom (Consumer)
META(26): 0.24% Top=X AKS CLD TCK NUE NEM STLD SWC ….. AA CNX SSRI PAAS AEM GG CLF SLCA=Bottom (Metals & Mining)
MANU(41): -0.38% Top=GNRC DDD TEX RXN BGC GE ITW PCP ….. EMR JOY DRC KMT LECO XYL ATI ROK=Bottom (Manufacturing)
REAL(79): -0.44% Top=AMT EQR DLR UDR AIV HIW AVB LHO ….. KIM CYS NLY RLGY AGNC CUZ O CBG=Bottom (Real Estate)
MATE(30): -0.55% Top=PWR WCN RSG FLR EXP BECN CVA SPF ….. LEN PHM KBH MTZ MDC MTH MAS RYL=Bottom (Materials & Construction)
CHEM(28): -0.77% Top=OLN PX MON MOS CF SHW PPG EMN ….. DD CE FMC POL GRA DOW GPRE WPZ=Bottom (Chemicals/Fertilizers)
INSU(36): -0.82% Top=PRU AJG LNC CLGX MET MTG CNO BRO ….. FNF HIG CINF AGO MBI WSH AFL GNW=Bottom (Insurance)
ENER(117): -0.89% Top=SM PDCE CVE HES AREX SU APC VLO ….. KEG RRC HK GDP WPX PVA CRK NFX=Bottom (Energy)

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 @ 2:08 pm

Market Stats at 3:08 pm ET
by daytrend on 20140730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
17.8% of stocks are above yesterday’s high.
36.7% are above yesterday’s midpoint. (63.3% are below.)
36.1% are below yesterday’s low.
46.1% are inside yesterday’s range.
41.4% of stocks with today’s high > yesterday’s high. (58.6% less than).
58.9% of stocks with today’s low < yesterday’s low. (41.1% greater than).

EVIDENCE OF INTRADAY TREND
34.4% of stocks are above today’s open. (64.6% are below).
32.6% of stocks are above today’s open and yesterday’s close.
49.4% are below both.
10.3% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (12.2% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.3% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
39.3% are in the top half. 60.7% of stocks are in the bottom half of today’s range.
24.2% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN
49.1% of stocks are above yesterday’s close. (50.9% are below.)
2.1% are up 4.5% or more. 0.8% are down 4.5% or more.
3.6% are up 3.5% or more. 1.3% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.2%…>=90:10.7%…>=80:18.9%…>=50:42.1%…<=20:35.8%…<=10:23.1%…<=5:14.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:41.5%…<=20:3.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:45.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.8% above previous 1 highs, 36.1% below previous 1 lows
14.7% above previous 2 highs, 29.2% below previous 2 lows
12.5% above previous 3 highs, 26.2% below previous 3 lows
9.9% above previous 4 highs, 25.0% below previous 4 lows
9.6% above previous 5 highs, 22.7% below previous 5 lows
8.8% above previous 6 highs, 21.2% below previous 6 lows
8.7% above previous 7 highs, 18.0% below previous 7 lows
8.7% above previous 8 highs, 17.0% below previous 8 lows
8.3% above previous 9 highs, 16.8% below previous 9 lows
8.0% above previous 10 highs, 16.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.1% are above or equal to 7/29 close (1 days ago), 50.9% are below.
42.1% are above or equal to 7/28 close (2 days ago), 57.9% are below.
38.2% are above or equal to 7/25 close (3 days ago), 61.8% are below.
31.3% are above or equal to 7/24 close (4 days ago), 68.7% are below.
38.5% are above or equal to 7/23 close (5 days ago), 61.5% are below.
39.6% are above or equal to 7/22 close (6 days ago), 60.4% are below.
45.2% are above or equal to 7/21 close (7 days ago), 54.8% are below.
43.1% are above or equal to 7/18 close (8 days ago), 56.9% are below.
55.2% are above or equal to 7/17 close (9 days ago), 44.8% are below.
43.6% are above or equal to 7/16 close (10 days ago), 56.4% are below.
45.6% are above or equal to 7/15 close (11 days ago), 54.4% are below.
42.5% are above or equal to 7/14 close (12 days ago), 57.5% are below.
46.6% are above or equal to 7/11 close (13 days ago), 53.4% are below.
46.9% are above or equal to 7/10 close (14 days ago), 53.1% are below.
41.8% are above or equal to 7/9 close (15 days ago), 58.2% are below.
44.6% are above or equal to 7/8 close (16 days ago), 55.4% are below.
40.3% are above or equal to 7/7 close (17 days ago), 59.7% are below.
34.1% are above or equal to 7/3 close (18 days ago), 65.9% are below.
37.1% are above or equal to 7/2 close (19 days ago), 62.9% are below.
36.2% are above or equal to 7/1 close (20 days ago), 63.8% are below.
41.2% are above or equal to 6/30 close (21 days ago), 58.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.7% new highs, 20.6% new lows
21d: 9.6% new highs, 20.2% new lows
42d: 8.3% new highs, 14.1% new lows
63d: 7.8% new highs, 8.5% new lows
126d: 5.2% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.0% above, 52.0% below
3-day: 44.8% above, 55.2% below
4-day: 41.1% above, 58.9% below
5-day: 37.3% above, 62.7% below
8-day: 37.5% above, 62.5% below
10-day: 40.3% above, 59.7% below
20-day: 41.3% above, 58.7% below
50-day: 52.7% above, 47.3% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140730 3:08 pm ET)
COSW(81): 1.66% Top=TWTR NQ YELP GWRE SPLK NOW CSOD CNQR ….. AWAY TIBX ADBE CVLT MSFT CTSH MOVE SFUN=Bottom (Computer Software/Internet)
TRAN(27): 1.09% Top=XPO CHRW GBX HA UAL FDX TRN EXPD ….. NSC AAL JBLU CSX UNP GLNG SWFT ALK=Bottom (Transportation)
RETA(64): 1.02% Top=CAB WFM FIVE KSS MELI DLTR ANF AEO ….. AN LINTA KAR KR WMT RH PETM KORS=Bottom (Retail & Specialty Retail)
DISV(46): 0.59% Top=HPY TMH ADT RRD WTW SBAC ULTA FLT ….. GEO PAYX Z JEC HMSY ATHN GPN VRSK=Bottom (Diversified Services)
FINA(88): 0.59% Top=FNGN XOOM ETFC RJF SEIC CMA AMP AMTD ….. BX KKR AXP ZION WDR PBCT OCN BEN=Bottom (Banks/Financials)
HEAL(51): 0.51% Top=EW ESRX CYH MD EVHC BSX WCG HCA ….. HNT UHS CNC SPNC UNH CI AET HUM=Bottom (Health)
COHW(45): 0.49% Top=RKUS GOGO ARRS ARUN CIEN HRS PANW INFN ….. CSCO NSR TMUS T LVLT TDS FTR WIN=Bottom (Computer Hardware/Telecom)
ELEC(58): 0.33% Top=GTAT AMBA RFMD CAVM OVTI MRVL TQNT TRMB ….. TSL LRCX VSH CPHD ENTG INVN IPGP GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(29): 0.13% Top=PNRA LTM MGM MPEL QUNR CMG WYN EXPE ….. EAT MAR RCL BYI YUM BLMN DRI DNKN=Bottom (Leisure)
CONS(59): 0.12% Top=PBI SEE ENR SHOO NWL NKE WWW RKT ….. CHD NUS KMB IP WHR OI UFS GT=Bottom (Consumer)
META(26): 0.05% Top=X AKS CLD TCK STLD NUE NEM CMC ….. SLW AEM PAAS SSRI GG EGO CLF SLCA=Bottom (Metals & Mining)
MANU(41): -0.44% Top=GNRC DDD TEX GE RXN ATU ITW PCP ….. EMR JOY KMT CAT XYL LECO ATI ROK=Bottom (Manufacturing)
REAL(79): -0.51% Top=AMT DLR EQR AIV HIW UDR AVB LHO ….. EPR RLGY NLY CYS AGNC O CUZ CBG=Bottom (Real Estate)
MATE(30): -0.83% Top=PWR WCN RSG FLR BECN EXP CVA RYN ….. PHM MDC SPF MTH TPH KBH MAS RYL=Bottom (Materials & Construction)
CHEM(28): -0.84% Top=OLN PX MON MOS CF EMN PPG SHW ….. AXLL DD FMC POL GRA DOW GPRE WPZ=Bottom (Chemicals/Fertilizers)
INSU(36): -0.90% Top=AJG PRU LNC CLGX MET MTG BRO UNM ….. FNF HIG AGO CINF MBI WSH AFL GNW=Bottom (Insurance)
ENER(117): -1.05% Top=SM PDCE CVE AREX OIS HES SPN SU ….. RRC MHR ETE WPX HK GDP CRK NFX=Bottom (Energy)

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 3:08 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:14 pm

Market Stats at 2:14 pm ET
by daytrend on 20140730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
22.7% of stocks are above yesterday’s high.
45.0% are above yesterday’s midpoint. (55.0% are below.)
26.7% are below yesterday’s low.
50.6% are inside yesterday’s range.
40.4% of stocks with today’s high > yesterday’s high. (59.6% less than).
58.1% of stocks with today’s low < yesterday’s low. (41.9% greater than).

EVIDENCE OF INTRADAY TREND
46.0% of stocks are above today’s open. (53.1% are below).
44.2% of stocks are above today’s open and yesterday’s close.
38.8% are below both.
10.3% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (12.2% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.3% of stocks are in the top 10% of today’s range.
30.7% 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.
7.0% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
59.3% of stocks are above yesterday’s close. (40.7% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
4.0% are up 3.5% or more. 0.9% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.6%…>=90:12.0%…>=80:21.7%…>=50:49.6%…<=20:28.0%…<=10:18.1%…<=5:11.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:45.9%…<=20:2.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:48.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.7% above previous 1 highs, 26.7% below previous 1 lows
18.3% above previous 2 highs, 20.7% below previous 2 lows
15.1% above previous 3 highs, 18.2% below previous 3 lows
12.2% above previous 4 highs, 17.6% below previous 4 lows
11.4% above previous 5 highs, 15.8% below previous 5 lows
10.5% above previous 6 highs, 14.9% below previous 6 lows
10.4% above previous 7 highs, 13.0% below previous 7 lows
10.4% above previous 8 highs, 12.6% below previous 8 lows
10.2% above previous 9 highs, 12.2% below previous 9 lows
9.3% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.3% are above or equal to 7/29 close (1 days ago), 40.7% are below.
49.0% are above or equal to 7/28 close (2 days ago), 51.0% are below.
43.8% are above or equal to 7/25 close (3 days ago), 56.2% are below.
34.9% are above or equal to 7/24 close (4 days ago), 65.1% are below.
41.5% are above or equal to 7/23 close (5 days ago), 58.5% are below.
41.8% are above or equal to 7/22 close (6 days ago), 58.2% are below.
49.4% are above or equal to 7/21 close (7 days ago), 50.6% are below.
45.5% are above or equal to 7/18 close (8 days ago), 54.5% are below.
58.5% are above or equal to 7/17 close (9 days ago), 41.5% are below.
46.0% are above or equal to 7/16 close (10 days ago), 54.0% are below.
48.6% are above or equal to 7/15 close (11 days ago), 51.4% are below.
45.9% are above or equal to 7/14 close (12 days ago), 54.1% are below.
50.6% are above or equal to 7/11 close (13 days ago), 49.4% are below.
49.2% are above or equal to 7/10 close (14 days ago), 50.8% are below.
44.1% are above or equal to 7/9 close (15 days ago), 55.9% are below.
47.8% are above or equal to 7/8 close (16 days ago), 52.2% are below.
41.9% are above or equal to 7/7 close (17 days ago), 58.1% are below.
37.0% are above or equal to 7/3 close (18 days ago), 63.0% are below.
40.3% are above or equal to 7/2 close (19 days ago), 59.7% are below.
39.0% are above or equal to 7/1 close (20 days ago), 61.0% are below.
43.2% are above or equal to 6/30 close (21 days ago), 56.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 20.1% new lows
21d: 9.2% new highs, 19.7% new lows
42d: 8.0% new highs, 13.6% new lows
63d: 7.6% new highs, 8.2% new lows
126d: 5.0% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.6% above, 41.4% below
3-day: 53.9% above, 46.1% below
4-day: 48.4% above, 51.6% below
5-day: 44.1% above, 55.9% below
8-day: 42.8% above, 57.2% below
10-day: 45.4% above, 54.6% below
20-day: 44.6% above, 55.4% below
50-day: 54.8% above, 45.2% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140730 2:14 pm ET)
COSW(81): 1.88% Top=TWTR NQ YELP NCR GWRE SPLK CSOD NOW ….. GRPN TIBX CVLT CTSH MSFT MOVE GLUU SFUN=Bottom (Computer Software/Internet)
TRAN(27): 1.65% Top=XPO CHRW UAL FDX GBX HA EXPD SAVE ….. WAB CNI GLNG JBLU CSX UNP SWFT ALK=Bottom (Transportation)
RETA(64): 1.02% Top=KSS CAB WFM MELI FIVE DANG DLTR ANF ….. AN GNC KR LINTA WMT RH PETM KORS=Bottom (Retail & Specialty Retail)
FINA(88): 0.86% Top=FNGN ETFC SEIC XOOM RJF CMA SCHW AMP ….. GHL PSEC AXP WDR BX OCN PBCT BEN=Bottom (Banks/Financials)
COHW(45): 0.81% Top=GOGO RKUS ARUN CIEN HRS ARRS SSYS INFN ….. VZ CSCO TMUS T LVLT TDS FTR WIN=Bottom (Computer Hardware/Telecom)
HEAL(51): 0.78% Top=EW ESRX CYH HOLX MD EVHC BSX ALGN ….. HNT CI UHS HLS SPNC UNH AET HUM=Bottom (Health)
DISV(46): 0.76% Top=HPY TMH ADT RRD WTW SBAC FLT DV ….. PAYX JEC HMSY RCII GEO ATHN VRSK GPN=Bottom (Diversified Services)
META(26): 0.74% Top=X AKS CLD TCK NUE STLD CMC SWC ….. CCJ SSRI PAAS AEM GG EGO SLCA CLF=Bottom (Metals & Mining)
ELEC(58): 0.64% Top=GTAT AMBA CAVM RFMD ATML FCS OVTI ONNN ….. GLW CPHD VSH IDTI ENTG INVN IPGP GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(29): 0.39% Top=PNRA LTM MGM QUNR MPEL CMG WYN WYNN ….. EAT BLMN RCL MAR BYI YUM DRI DNKN=Bottom (Leisure)
CONS(59): 0.32% Top=PBI ENR SEE SHOO RKT NWL NKE TPX ….. CHD IP CLX KMB WHR OI UFS GT=Bottom (Consumer)
MANU(41): -0.11% Top=GNRC DDD PCP TEX GE RXN ATU ITW ….. JOY AME XYL LECO JKS KMT ATI ROK=Bottom (Manufacturing)
REAL(79): -0.31% Top=AMT EQR DLR UDR AIV HIW DRH AVB ….. BRX NLY AGNC CYS CBG EPR CUZ O=Bottom (Real Estate)
MATE(30): -0.42% Top=PWR FLR VMC WCN EXP RSG MDR BECN ….. TOL PHM MTH KBH TPH SPF MAS RYL=Bottom (Materials & Construction)
CHEM(28): -0.43% Top=OLN MON PX HUN CF MOS SHW RPM ….. AXLL DD CE FMC GRA DOW GPRE WPZ=Bottom (Chemicals/Fertilizers)
INSU(36): -0.47% Top=AJG PRU LNC MET CLGX MTG BRO MMC ….. ORI ACE AGO CINF MBI AFL WSH GNW=Bottom (Insurance)
ENER(117): -0.57% Top=SM PDCE CVE HES EGN OIS AREX RIG ….. RRC KEG HK BBEP WPX PVA CRK NFX=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:14 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:58 am

Market Stats at 11:57 am ET
by daytrend on 20140730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
13.3% of stocks are above yesterday’s high.
29.9% are above yesterday’s midpoint. (70.1% are below.)
39.6% are below yesterday’s low.
47.2% are inside yesterday’s range.
37.2% of stocks with today’s high > yesterday’s high. (62.8% less than).
51.3% of stocks with today’s low < yesterday’s low. (48.7% greater than).

EVIDENCE OF INTRADAY TREND
23.6% of stocks are above today’s open. (75.0% are below).
22.4% of stocks are above today’s open and yesterday’s close.
54.7% are below both.
10.3% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (12.2% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.9% of stocks are in the top 10% of today’s range.
7.8% are in the top 20%.
22.2% are in the top half. 77.8% of stocks are in the bottom half of today’s range.
50.5% are in the bottom 20%.
31.3% are in the bottom 10%.

GAIN
44.1% of stocks are above yesterday’s close. (55.9% are below.)
1.7% are up 4.5% or more. 0.7% are down 4.5% or more.
2.8% are up 3.5% or more. 1.5% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:8.1%…>=80:14.1%…>=50:35.0%…<=20:38.9%…<=10:24.6%…<=5:14.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:39.3%…<=20:3.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:43.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 39.6% below previous 1 lows
10.8% above previous 2 highs, 30.2% below previous 2 lows
9.4% above previous 3 highs, 26.7% below previous 3 lows
7.3% above previous 4 highs, 25.6% below previous 4 lows
7.1% above previous 5 highs, 22.7% below previous 5 lows
6.6% above previous 6 highs, 20.9% below previous 6 lows
6.6% above previous 7 highs, 18.3% below previous 7 lows
6.6% above previous 8 highs, 17.2% below previous 8 lows
6.6% above previous 9 highs, 16.5% below previous 9 lows
6.4% above previous 10 highs, 15.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.1% are above or equal to 7/29 close (1 days ago), 55.9% are below.
36.7% are above or equal to 7/28 close (2 days ago), 63.3% are below.
34.3% are above or equal to 7/25 close (3 days ago), 65.7% are below.
28.3% are above or equal to 7/24 close (4 days ago), 71.7% are below.
35.5% are above or equal to 7/23 close (5 days ago), 64.5% are below.
37.6% are above or equal to 7/22 close (6 days ago), 62.4% are below.
44.4% are above or equal to 7/21 close (7 days ago), 55.6% are below.
40.3% are above or equal to 7/18 close (8 days ago), 59.7% are below.
53.7% are above or equal to 7/17 close (9 days ago), 46.3% are below.
42.0% are above or equal to 7/16 close (10 days ago), 58.0% are below.
44.5% are above or equal to 7/15 close (11 days ago), 55.5% are below.
40.3% are above or equal to 7/14 close (12 days ago), 59.7% are below.
43.8% are above or equal to 7/11 close (13 days ago), 56.2% are below.
44.0% are above or equal to 7/10 close (14 days ago), 56.0% are below.
40.1% are above or equal to 7/9 close (15 days ago), 59.9% are below.
43.5% are above or equal to 7/8 close (16 days ago), 56.5% are below.
38.5% are above or equal to 7/7 close (17 days ago), 61.5% are below.
33.4% are above or equal to 7/3 close (18 days ago), 66.6% are below.
36.6% are above or equal to 7/2 close (19 days ago), 63.4% are below.
35.0% are above or equal to 7/1 close (20 days ago), 65.0% are below.
39.8% are above or equal to 6/30 close (21 days ago), 60.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 16.1% new lows
21d: 8.0% new highs, 15.8% new lows
42d: 6.9% new highs, 10.8% new lows
63d: 6.5% new highs, 6.6% new lows
126d: 4.5% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.8% above, 57.2% below
3-day: 37.0% above, 63.0% below
4-day: 34.7% above, 65.3% below
5-day: 31.0% above, 69.0% below
8-day: 35.9% above, 64.1% below
10-day: 38.2% above, 61.8% below
20-day: 39.1% above, 60.9% below
50-day: 50.4% above, 49.6% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140730 11:57 am ET)
COSW(81): 1.35% Top=TWTR NQ YELP NCR SPLK NOW GWRE LNKD ….. CTSH ADBE MSFT CVLT IACI MOVE SFUN GLUU=Bottom (Computer Software/Internet)
TRAN(27): 0.67% Top=XPO CHRW GBX TRN UAL FDX EXPD WERN ….. HA UNP DAL CSX SWFT JBLU GLNG ALK=Bottom (Transportation)
RETA(64): 0.62% Top=DANG FIVE CAB WFM KSS MELI ANF NFLX ….. COST SBH PETM WMT AN GNC LINTA KORS=Bottom (Retail & Specialty Retail)
DISV(46): 0.33% Top=HPY TMH ADT RRD WTW FLT SBAC ULTA ….. PAYX ATHN MYGN JEC HMSY Z VRSK GPN=Bottom (Diversified Services)
COHW(45): 0.24% Top=RKUS ARUN GOGO ARRS INFN SSYS CIEN PLCM ….. CSCO VZ T TMUS LVLT TDS FTR WIN=Bottom (Computer Hardware/Telecom)
FINA(88): 0.11% Top=FNGN XOOM ETFC RJF AMP SEIC CMA PACW ….. ZION BX GHL PBCT KKR AXP WDR BEN=Bottom (Banks/Financials)
META(26): 0.06% Top=X CLD AKS TCK SWC NUE STLD CMC ….. CNX GG SLW AUY PAAS EGO AEM SSRI=Bottom (Metals & Mining)
ELEC(58): -0.03% Top=GTAT AMBA TRMB RFMD CAVM ONNN CSIQ NVDA ….. TSL IDTI GLW LRCX VSH ENTG GRMN IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(51): -0.04% Top=EW ESRX WCG CYH HOLX EVHC DXCM MD ….. HLS CI SPNC CNC HNT UNH AET HUM=Bottom (Health)
LEIS(29): -0.07% Top=PNRA LTM QUNR CMG OWW SEAS BLMN CCL ….. DPZ BYI MPEL RCL DNKN YUM DRI MAR=Bottom (Leisure)
CONS(59): -0.11% Top=PBI SEE ENR NWL RKT COH TPX SHOO ….. KMB OI IP MWV WHR KATE UFS GT=Bottom (Consumer)
REAL(79): -0.31% Top=AMT DLR EQR JOE HIW UDR AVB AIV ….. CLNY AGNC RLGY CYS EPR CBG CUZ PCL=Bottom (Real Estate)
MATE(30): -0.52% Top=MDR PWR CVA EXP BECN RYN WCN FLR ….. PHM TOL MTZ DAR SPF MAS RYL KBH=Bottom (Materials & Construction)
CHEM(28): -0.55% Top=HUN OLN MON EMN ALB CF PX SHW ….. CE SIAL FMC DD DOW GPRE GRA WPZ=Bottom (Chemicals/Fertilizers)
MANU(41): -0.74% Top=DDD GNRC RXN ITW PCP TEX ATU GE ….. CAT ETN ATI XYL KMT EMR LECO ROK=Bottom (Manufacturing)
ENER(117): -0.75% Top=SM HES PDCE CVE APC ROSE SU BAS ….. LPI CMLP APL RRC WFT BBEP PVA NFX=Bottom (Energy)
INSU(36): -0.89% Top=AJG PRU AXS CLGX MET MTG BRO LNC ….. AGO WRB FNF CINF MBI WSH AFL GNW=Bottom (Insurance)

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 11:57 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:09 am ET
by daytrend on 20140730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
13.9% of stocks are above yesterday’s high.
31.4% are above yesterday’s midpoint. (68.6% are below.)
35.1% are below yesterday’s low.
50.9% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
47.6% of stocks with today’s low < yesterday’s low. (52.4% greater than).

EVIDENCE OF INTRADAY TREND
25.2% of stocks are above today’s open. (73.6% are below).
23.8% of stocks are above today’s open and yesterday’s close.
52.2% are below both.
10.3% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (12.2% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.2% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
21.0% are in the top half. 79.0% of stocks are in the bottom half of today’s range.
47.4% are in the bottom 20%.
20.7% are in the bottom 10%.

GAIN
46.4% of stocks are above yesterday’s close. (53.6% are below.)
1.1% are up 4.5% or more. 0.6% are down 4.5% or more.
2.1% are up 3.5% or more. 1.1% are down 3.5% or more.
70.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.3%…>=90:7.6%…>=80:15.2%…>=50:37.3%…<=20:36.8%…<=10:24.2%…<=5:13.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:40.8%…<=20:3.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:44.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.9% above previous 1 highs, 35.1% below previous 1 lows
11.5% above previous 2 highs, 26.2% below previous 2 lows
9.2% above previous 3 highs, 23.1% below previous 3 lows
6.6% above previous 4 highs, 21.9% below previous 4 lows
6.5% above previous 5 highs, 19.8% below previous 5 lows
6.1% above previous 6 highs, 18.2% below previous 6 lows
6.1% above previous 7 highs, 15.8% below previous 7 lows
6.1% above previous 8 highs, 14.9% below previous 8 lows
6.1% above previous 9 highs, 14.3% below previous 9 lows
5.9% above previous 10 highs, 13.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.4% are above or equal to 7/29 close (1 days ago), 53.6% are below.
39.9% are above or equal to 7/28 close (2 days ago), 60.1% are below.
36.6% are above or equal to 7/25 close (3 days ago), 63.4% are below.
29.5% are above or equal to 7/24 close (4 days ago), 70.5% are below.
37.3% are above or equal to 7/23 close (5 days ago), 62.7% are below.
39.2% are above or equal to 7/22 close (6 days ago), 60.8% are below.
46.2% are above or equal to 7/21 close (7 days ago), 53.8% are below.
41.9% are above or equal to 7/18 close (8 days ago), 58.1% are below.
54.7% are above or equal to 7/17 close (9 days ago), 45.3% are below.
43.5% are above or equal to 7/16 close (10 days ago), 56.5% are below.
45.4% are above or equal to 7/15 close (11 days ago), 54.6% are below.
41.4% are above or equal to 7/14 close (12 days ago), 58.6% are below.
45.4% are above or equal to 7/11 close (13 days ago), 54.6% are below.
45.1% are above or equal to 7/10 close (14 days ago), 54.9% are below.
40.0% are above or equal to 7/9 close (15 days ago), 60.0% are below.
43.5% are above or equal to 7/8 close (16 days ago), 56.5% are below.
38.6% are above or equal to 7/7 close (17 days ago), 61.4% are below.
33.6% are above or equal to 7/3 close (18 days ago), 66.4% are below.
36.7% are above or equal to 7/2 close (19 days ago), 63.3% are below.
34.5% are above or equal to 7/1 close (20 days ago), 65.5% are below.
40.7% are above or equal to 6/30 close (21 days ago), 59.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.7% new highs, 14.9% new lows
21d: 7.6% new highs, 14.7% new lows
42d: 6.4% new highs, 10.3% new lows
63d: 6.1% new highs, 6.3% new lows
126d: 4.3% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.2% above, 54.8% below
3-day: 39.3% above, 60.7% below
4-day: 37.3% above, 62.7% below
5-day: 33.1% above, 66.9% below
8-day: 37.0% above, 63.0% below
10-day: 39.4% above, 60.6% below
20-day: 40.1% above, 59.9% below
50-day: 51.4% above, 48.6% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140730 11:09 am ET)
COSW(81): 1.13% Top=TWTR NQ YELP NCR NOW LNKD DATA TRI ….. AWAY GRPN MSFT CVLT MOVE IACI SFUN GLUU=Bottom (Computer Software/Internet)
TRAN(27): 0.83% Top=XPO CHRW UAL GBX TRN EXPD FDX WERN ….. JBHT CSX JBLU UPS GLNG CNI SWFT ALK=Bottom (Transportation)
RETA(64): 0.60% Top=CAB MELI DANG FIVE KSS RAD WFM TCS ….. WMT AN PETM EBAY COST LINTA GNC KORS=Bottom (Retail & Specialty Retail)
FINA(88): 0.33% Top=FNGN XOOM AMP ETFC RJF CMA FHN PACW ….. ISBC DFS WDR PBCT GHL KKR AXP BEN=Bottom (Banks/Financials)
COHW(45): 0.32% Top=RKUS ARUN ARRS INFN SSYS CIEN GOGO PLCM ….. CSCO VZ T TMUS LVLT TDS FTR WIN=Bottom (Computer Hardware/Telecom)
DISV(46): 0.25% Top=HPY TMH RRD ADT WTW FLT SBAC DV ….. ATHN AL PAYX FISV HMSY JEC VRSK GPN=Bottom (Diversified Services)
ELEC(58): 0.12% Top=AMBA GTAT RFMD TQNT TRMB ONNN CSIQ MU ….. VSH LSCC IDTI INVN GLW ENTG GRMN IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -0.03% Top=PBI SEE ENR RKT NKE SKX COH NWL ….. KMB AVY KATE IP OI MWV UFS GT=Bottom (Consumer)
META(26): -0.04% Top=X CLD AKS TCK SWC NUE STLD CMC ….. GG PAAS ABX CNX EGO AEM CLF SSRI=Bottom (Metals & Mining)
LEIS(29): -0.06% Top=PNRA LTM SEAS OWW CMG WYNN PNK CCL ….. DRI RCL BYI QUNR YUM MPEL DNKN MAR=Bottom (Leisure)
HEAL(51): -0.12% Top=EW ESRX HOLX CYH EVHC DXCM WCG MD ….. SPNC ACHC CI UNH HNT WLP AET HUM=Bottom (Health)
REAL(79): -0.28% Top=AMT EQR JOE HIW DLR AVB UDR BXP ….. EJ RLGY EPR O ARCP CBG PCL CUZ=Bottom (Real Estate)
MATE(30): -0.31% Top=MDR PWR CVA MLM EXP BECN WCN DHI ….. PHM WM TOL MAS DAR SPF RYL KBH=Bottom (Materials & Construction)
CHEM(28): -0.35% Top=HUN OLN MON RPM EMN MEOH ALB APD ….. FMC CE ASH DD DOW GRA GPRE WPZ=Bottom (Chemicals/Fertilizers)
ENER(117): -0.59% Top=SM PDCE HES CVE APC SN BBG ROSE ….. APL MWE PVA LPI RRC ETE BBEP NFX=Bottom (Energy)
MANU(41): -0.63% Top=DDD GNRC RXN ITW PCP ATU MHK GE ….. DRC CAT KMT ETN XYL LECO EMR ROK=Bottom (Manufacturing)
INSU(36): -0.77% Top=AJG CLGX PRU AXS MTG BRO LNC MET ….. ORI AON AGO MBI WRB WSH AFL GNW=Bottom (Insurance)

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 11:09 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:12 am

PRE – Market Stats at 9:11 am ET #premarket
by daytrend on 20140730. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 261.

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

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

COMPARED TO YESTERDAY’S RANGE
14.9% of stocks are above yesterday’s high.
49.0% are above yesterday’s midpoint. (51.0% are below.)
14.6% are below yesterday’s low.
70.5% are inside yesterday’s range.
14.9% of stocks with today’s high > yesterday’s high. (85.1% less than).
14.6% of stocks with today’s low < yesterday’s low. (85.4% 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.
14.9% of stocks opened above yesterday’s high.
75.5% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
14.6% 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
75.5% of stocks are above yesterday’s close. (24.5% are below.)
5.0% are up 4.5% or more. 0.8% are down 4.5% or more.
6.5% are up 3.5% or more. 1.5% are down 3.5% or more.
69.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:15.3%…>=80:27.2%…>=50:52.5%…<=20:18.0%…<=10:9.6%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.2%…>=50:53.6%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.4%…>=80:0.8%…>=50:54.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.9% above previous 1 highs, 14.6% below previous 1 lows
12.3% above previous 2 highs, 10.7% below previous 2 lows
10.7% above previous 3 highs, 8.4% below previous 3 lows
10.0% above previous 4 highs, 7.7% below previous 4 lows
10.0% above previous 5 highs, 7.3% below previous 5 lows
9.6% above previous 6 highs, 6.1% below previous 6 lows
9.6% above previous 7 highs, 5.7% below previous 7 lows
9.6% above previous 8 highs, 4.6% below previous 8 lows
9.2% above previous 9 highs, 4.6% below previous 9 lows
8.8% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.5% are above or equal to 7/29 close (1 days ago), 24.5% are below.
47.5% are above or equal to 7/28 close (2 days ago), 52.5% are below.
49.0% are above or equal to 7/25 close (3 days ago), 51.0% are below.
43.3% are above or equal to 7/24 close (4 days ago), 56.7% are below.
48.7% are above or equal to 7/23 close (5 days ago), 51.3% are below.
51.3% are above or equal to 7/22 close (6 days ago), 48.7% are below.
56.3% are above or equal to 7/21 close (7 days ago), 43.7% are below.
52.5% are above or equal to 7/18 close (8 days ago), 47.5% are below.
60.9% are above or equal to 7/17 close (9 days ago), 39.1% are below.
52.9% are above or equal to 7/16 close (10 days ago), 47.1% are below.
55.6% are above or equal to 7/15 close (11 days ago), 44.4% are below.
52.5% are above or equal to 7/14 close (12 days ago), 47.5% are below.
53.6% are above or equal to 7/11 close (13 days ago), 46.4% are below.
54.8% are above or equal to 7/10 close (14 days ago), 45.2% are below.
48.7% are above or equal to 7/9 close (15 days ago), 51.3% are below.
54.0% are above or equal to 7/8 close (16 days ago), 46.0% are below.
48.7% are above or equal to 7/7 close (17 days ago), 51.3% are below.
41.0% are above or equal to 7/3 close (18 days ago), 59.0% are below.
46.7% are above or equal to 7/2 close (19 days ago), 53.3% are below.
48.7% are above or equal to 7/1 close (20 days ago), 51.3% are below.
49.8% are above or equal to 6/30 close (21 days ago), 50.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.4% new highs, 4.2% new lows
21d: 5.4% new highs, 4.2% new lows
42d: 5.0% new highs, 2.7% new lows
63d: 5.0% new highs, 1.9% new lows
126d: 3.1% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.5% above, 24.5% below
3-day: 55.9% above, 44.1% below
4-day: 49.8% above, 50.2% below
5-day: 47.5% above, 52.5% below
8-day: 48.7% above, 51.3% below
10-day: 51.3% above, 48.7% below
20-day: 52.1% above, 47.9% below
50-day: 57.5% above, 42.5% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140730 9:11 am ET)
COSW(22): 2.80% Top=NQ TWTR YELP LNKD SINA GRPN EA BIDU ….. CPWR MSFT GOOGL GOOG CTRX ORCL SFUN IACI=Bottom (Computer Software/Internet)
TRAN(15): 2.19% Top=XPO TRN CHRW UAL DAL AAL UNP UPS ….. UPS NSC GBX FDX LUV CNI JBLU ALK=Bottom (Transportation)
META(23): 1.58% Top=X CLD AKS SLCA WLT STLD CLF RGLD ….. BTU CCJ AEM ABX PAAS SLW GG EGO=Bottom (Metals & Mining)
ELEC(25): 1.13% Top=GRMN INVN CSIQ SCTY GTAT TQNT RFMD SPWR ….. INTC BRCM AMKR IPGP CAVM SWKS SUNE MXIM=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(9): 1.10% Top=ADT RRD KBR PCLN Z MA JEC V ….. RRD KBR PCLN Z MA JEC V PAYX=Bottom (Diversified Services)
HEAL(9): 0.99% Top=EW ESRX AET OPK STJ ISRG HCA LPNT ….. ESRX AET OPK STJ ISRG HCA LPNT HUM=Bottom (Health)
CONS(17): 0.80% Top=PBI SEE IRBT UA LULU PG AVP NWL ….. AVY COH VFC CLX MAT GT IP UFS=Bottom (Consumer)
LEIS(16): 0.59% Top=PNRA EXPE LVS CCL YUM MGM CMG WYNN ….. SBUX MAR MCD WYN DNKN RCL BYI DRI=Bottom (Leisure)
RETA(19): 0.49% Top=DANG GME RAD JCP DLTR WFM DG BBY ….. COST SPLS TGT TJX WAG WMT DSW KORS=Bottom (Retail & Specialty Retail)
FINA(18): 0.47% Top=KEY FITB RF STI BAC BLK JPM DFS ….. BX GS WFC ARCC PSEC SUSQ AXP KKR=Bottom (Banks/Financials)
COHW(19): 0.40% Top=OLED RKUS BBRY WDC SYNA SNDK WIN QCOM ….. EMC AAPL VZ HPQ JNPR FTR CTL PANW=Bottom (Computer Hardware/Telecom)
MATE(6): 0.32% Top=MAS RYN TOL WM FAST PHM ….. MAS RYN TOL WM FAST PHM=Bottom (Materials & Construction)
ENER(26): 0.28% Top=HK HES CVE APC VLO KMI UPL XOM ….. HLX APL TSO CVRR NOV PSX NFX ACMP=Bottom (Energy)
MANU(11): 0.24% Top=JKS DDD TEX GE PCP CAT EMR ITW ….. GE PCP CAT EMR ITW TKR ETN ROK=Bottom (Manufacturing)
CHEM(9): 0.21% Top=HUN EMN DD POT CE POL DOW WPZ ….. EMN DD POT CE POL DOW WPZ GPRE=Bottom (Chemicals/Fertilizers)
REAL(10): 0.09% Top=AMT CBG DRH TWO CYS BDN NLY AGNC ….. DRH TWO CYS BDN NLY AGNC KRG CUZ=Bottom (Real Estate)
INSU(7): -1.27% Top=AIG TRV HIG AXS MTG AFL GNW ….. AIG TRV HIG AXS MTG AFL GNW=Bottom (Insurance)

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 9:11 am ET #premarket $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/29/2014

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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