daytrend

10/30/2014

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

Closing Stats
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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
24.9% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
14.8% are below yesterday’s low.
60.3% are inside yesterday’s range.
42.8% of stocks with today’s high > yesterday’s high. (57.2% less than).
50.5% of stocks with today’s low < yesterday’s low. (49.5% greater than).

EVIDENCE OF INTRADAY TREND
70.8% of stocks are above today’s open. (28.3% are below).
60.5% of stocks are above today’s open and yesterday’s close.
26.2% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.7% of stocks are in the top 10% of today’s range.
33.1% are in the top 20%.
71.5% are in the top half. 28.5% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN
64.1% of stocks are above yesterday’s close. (35.9% are below.)
2.5% are up 4.5% or more. 3.2% are down 4.5% or more.
4.1% are up 3.5% or more. 5.8% are down 3.5% or more.
54.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.3%…>=90:22.3%…>=80:37.1%…>=50:67.7%…<=20:10.8%…<=10:4.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.5%…>=50:73.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.9% above previous 1 highs, 14.8% below previous 1 lows
22.5% above previous 2 highs, 8.4% below previous 2 lows
22.1% above previous 3 highs, 6.6% below previous 3 lows
20.9% above previous 4 highs, 6.5% below previous 4 lows
20.2% above previous 5 highs, 6.4% below previous 5 lows
19.7% above previous 6 highs, 5.4% below previous 6 lows
19.2% above previous 7 highs, 4.5% below previous 7 lows
19.1% above previous 8 highs, 3.3% below previous 8 lows
19.0% above previous 9 highs, 2.8% below previous 9 lows
19.0% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.1% are above or equal to 10/29 close (1 days ago), 35.9% are below.
50.7% are above or equal to 10/28 close (2 days ago), 49.3% are below.
78.6% are above or equal to 10/27 close (3 days ago), 21.4% are below.
69.4% are above or equal to 10/24 close (4 days ago), 30.6% are below.
70.6% are above or equal to 10/23 close (5 days ago), 29.4% are below.
79.1% are above or equal to 10/22 close (6 days ago), 20.9% are below.
67.1% are above or equal to 10/21 close (7 days ago), 32.9% are below.
79.5% are above or equal to 10/20 close (8 days ago), 20.5% are below.
83.7% are above or equal to 10/17 close (9 days ago), 16.3% are below.
84.1% are above or equal to 10/16 close (10 days ago), 15.9% are below.
88.6% are above or equal to 10/15 close (11 days ago), 11.4% are below.
90.1% are above or equal to 10/14 close (12 days ago), 9.9% are below.
91.1% are above or equal to 10/13 close (13 days ago), 8.9% are below.
84.5% are above or equal to 10/10 close (14 days ago), 15.5% are below.
76.4% are above or equal to 10/9 close (15 days ago), 23.6% are below.
63.0% are above or equal to 10/8 close (16 days ago), 37.0% are below.
69.6% are above or equal to 10/7 close (17 days ago), 30.4% are below.
60.7% are above or equal to 10/6 close (18 days ago), 39.3% are below.
56.6% are above or equal to 10/3 close (19 days ago), 43.4% are below.
61.5% are above or equal to 10/2 close (20 days ago), 38.5% are below.
63.3% are above or equal to 10/1 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 25.4% new highs, 2.5% new lows
21d: 24.6% new highs, 2.5% new lows
42d: 14.4% new highs, 2.4% new lows
63d: 13.1% new highs, 2.3% new lows
126d: 10.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.4% above, 37.6% below
3-day: 56.9% above, 43.1% below
4-day: 68.8% above, 31.2% below
5-day: 69.3% above, 30.7% below
8-day: 72.2% above, 27.8% below
10-day: 75.8% above, 24.2% below
20-day: 78.4% above, 21.6% below
50-day: 52.7% above, 47.3% below
200-day: 52.5% above, 47.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 Closing)
COSW(89): 1.49% Top=CTRX TTWO LOCK EQIX AKAM BIDU FFIV PFPT ….. JD XRX AWAY MSFT TRIP FB NQ DBD=Bottom (Computer Software/Internet)
DISV(51): 0.93% Top=VPRT V MA ALLE APOL BAH YY ADS ….. URI Z CAR SCI HTZ VNTV ASGN WTW=Bottom (Diversified Services)
RETA(72): 0.93% Top=GNC VSI BBY BURL FINL DANG AMZN ABG ….. SFM AEO ANF CAB OUTR SHLD ANN DSW=Bottom (Retail & Specialty Retail)
REAL(90): 0.74% Top=HLSS AMT NRF CBG SBRA WPC DRH DRE ….. RPT MPW BEE HST BMR LPT GOV ARCP=Bottom (Real Estate)
LEIS(37): 0.68% Top=NCLH BYD MAR RCL CCL EXPE CAKE PNK ….. CMG SIX DPZ LOCO SONC H PNRA SEAS=Bottom (Leisure)
CHEM(35): 0.61% Top=APD CHMT DOW OLN EMN SHW GRA MOS ….. PX TAM FUL PEIX WPZ FTK GPRE MEOH=Bottom (Chemicals/Fertilizers)
CONS(61): 0.57% Top=NUS HAR OI DECK RL GPK IP KS ….. FBHS CROX JAKK PBI HBI BLL ACCO AVP=Bottom (Consumer)
COHW(49): 0.57% Top=CRAY ARRS JDSU VIP ARUN COMM LVLT NTAP ….. AAPL WDC SNDK XLS CAMP SSYS BRCD CNSL=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.48% Top=MD IRWD STJ PODD CI ZLTQ VOLC ESRX ….. WCG HCA EVHC THC WMGI UHS CYH PRXL=Bottom (Health)
MATE(31): 0.43% Top=AWI TPH WM BCC RYN VMC WY FLR ….. CLH KBH DHI PHM DAR MTZ EXP MDC=Bottom (Materials & Construction)
INSU(41): 0.41% Top=RDN AEL CLGX MTG ALL MET FAF VR ….. ACGL WSH AJG FNF AXS AHL UNM AFSI=Bottom (Insurance)
FINA(91): 0.12% Top=OCN XOOM IVZ WU TCBI FNFG TROW C ….. BMO WDR EVR RCAP LAZ APO LPLA KKR=Bottom (Banks/Financials)
MANU(51): -0.39% Top=PRLB RXN PLL CR TRS ETN B ROK ….. GNRC MRC MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -0.55% Top=VECO CAVM SCTY CPHD CGNX IPGP TEL JBL ….. IDTI FCS CODE ATML INTC VIMC ISIL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): -0.64% Top=ODFL GLNG AAL TDW AIRM WAB UPS CNI ….. DAL ALK XPO JBLU KEX GBX CHRW CNW=Bottom (Transportation)
ENER(132): -1.62% Top=HOS MPC ESV OII GLF PBF WNR PSX ….. LGCY CPE SFY GDP REXX EXXI SSE EMES=Bottom (Energy)
META(24): -3.26% Top=CENX CLF NUE CCJ AA STLD CNX BTU ….. SWC ABX RGLD SLW EGO SLCA AEM GG=Bottom (Metals & Mining)

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 @ 1:28 pm

Market Stats at 2:28 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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
28.1% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
13.7% are below yesterday’s low.
58.2% are inside yesterday’s range.
41.5% of stocks with today’s high > yesterday’s high. (58.5% less than).
49.3% of stocks with today’s low < yesterday’s low. (50.7% greater than).

EVIDENCE OF INTRADAY TREND
75.1% of stocks are above today’s open. (24.2% are below).
64.5% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% 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.
46.4% are in the top 20%.
79.5% are in the top half. 20.5% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN
66.9% of stocks are above yesterday’s close. (33.1% are below.)
2.4% are up 4.5% or more. 2.8% are down 4.5% or more.
3.9% are up 3.5% or more. 4.3% are down 3.5% or more.
52.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.7%…>=90:23.9%…>=80:38.2%…>=50:70.3%…<=20:9.5%…<=10:4.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.6%…>=50:75.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:68.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.1% above previous 1 highs, 13.7% below previous 1 lows
24.9% above previous 2 highs, 7.4% below previous 2 lows
24.1% above previous 3 highs, 5.3% below previous 3 lows
23.0% above previous 4 highs, 5.2% below previous 4 lows
21.7% above previous 5 highs, 4.7% below previous 5 lows
20.8% above previous 6 highs, 4.5% below previous 6 lows
20.4% above previous 7 highs, 3.7% below previous 7 lows
20.3% above previous 8 highs, 2.6% below previous 8 lows
20.3% above previous 9 highs, 2.2% below previous 9 lows
20.3% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.9% are above or equal to 10/29 close (1 days ago), 33.1% are below.
54.6% are above or equal to 10/28 close (2 days ago), 45.4% are below.
79.4% are above or equal to 10/27 close (3 days ago), 20.6% are below.
70.3% are above or equal to 10/24 close (4 days ago), 29.7% are below.
72.0% are above or equal to 10/23 close (5 days ago), 28.0% are below.
80.0% are above or equal to 10/22 close (6 days ago), 20.0% are below.
68.4% are above or equal to 10/21 close (7 days ago), 31.6% are below.
80.5% are above or equal to 10/20 close (8 days ago), 19.5% are below.
84.6% are above or equal to 10/17 close (9 days ago), 15.4% are below.
85.5% are above or equal to 10/16 close (10 days ago), 14.5% are below.
89.4% are above or equal to 10/15 close (11 days ago), 10.6% are below.
90.7% are above or equal to 10/14 close (12 days ago), 9.3% are below.
91.7% are above or equal to 10/13 close (13 days ago), 8.3% are below.
84.6% are above or equal to 10/10 close (14 days ago), 15.4% are below.
77.2% are above or equal to 10/9 close (15 days ago), 22.8% are below.
63.8% are above or equal to 10/8 close (16 days ago), 36.2% are below.
70.0% are above or equal to 10/7 close (17 days ago), 30.0% are below.
61.2% are above or equal to 10/6 close (18 days ago), 38.8% are below.
57.4% are above or equal to 10/3 close (19 days ago), 42.6% are below.
62.1% are above or equal to 10/2 close (20 days ago), 37.9% are below.
64.0% are above or equal to 10/1 close (21 days ago), 36.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 24.1% new highs, 2.6% new lows
21d: 23.4% new highs, 2.6% new lows
42d: 13.7% new highs, 2.5% new lows
63d: 12.4% new highs, 2.4% new lows
126d: 9.8% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.1% above, 33.9% below
3-day: 60.6% above, 39.4% below
4-day: 71.0% above, 29.0% below
5-day: 71.3% above, 28.7% below
8-day: 72.6% above, 27.4% below
10-day: 76.8% above, 23.2% below
20-day: 78.9% above, 21.1% below
50-day: 53.3% above, 46.7% below
200-day: 53.4% above, 46.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 2:28 pm ET)
COSW(89): 1.61% Top=CTRX TTWO LOCK EQIX AKAM BIDU FFIV WBMD ….. TWTR NQ IMS AWAY MSFT TRIP FB DBD=Bottom (Computer Software/Internet)
CHEM(35): 1.04% Top=APD CHMT DOW GRA OLN CBT HUN TROX ….. FUL PX PPG TAM FTK WPZ MEOH GPRE=Bottom (Chemicals/Fertilizers)
DISV(51): 1.02% Top=VPRT V MA ALLE BAH APOL RCII YY ….. URI SCI Z CAR HTZ ASGN VNTV WTW=Bottom (Diversified Services)
RETA(72): 0.99% Top=GNC VSI BBY BURL FINL GES DDS JWN ….. WAG SFM SHLD JCP CAB AEO LAD DSW=Bottom (Retail & Specialty Retail)
LEIS(37): 0.83% Top=NCLH MAR BYD LQ GPRO MGM CCL RCL ….. SGMS DRI DPZ WEN SONC H PNRA SEAS=Bottom (Leisure)
CONS(61): 0.82% Top=NUS HAR OI DECK KS RL GT GPK ….. CROX JAKK FBHS PBI HBI BLL ACCO AVP=Bottom (Consumer)
COHW(49): 0.71% Top=ARRS JDSU CRAY ARUN VIP TDC LVLT NTAP ….. JNPR XLS AAPL WDC SNDK BRCD SSYS CNSL=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.70% Top=MD IRWD STJ PODD CI ZLTQ VOLC ESRX ….. BAX LPNT HCA WMGI THC UHS CYH PRXL=Bottom (Health)
MATE(31): 0.67% Top=AWI BCC TPH FLR VMC WM RSG MTH ….. DAR LEN DHI CLH MTZ KBH MDC EXP=Bottom (Materials & Construction)
INSU(41): 0.67% Top=RDN FAF AEL MTG CLGX CNO ALL LNC ….. ACGL MBI AJG AHL FNF AXS UNM AFSI=Bottom (Insurance)
REAL(90): 0.52% Top=AMT HLSS CBG SBRA CBSO NRF CLNY PCL ….. RPT BDN EQY HST LPT BMR GOV ARCP=Bottom (Real Estate)
FINA(91): 0.33% Top=OCN XOOM IVZ WU TCBI NDAQ TROW C ….. ICE BMO LAZ EVR RCAP KKR APO LPLA=Bottom (Banks/Financials)
MANU(51): -0.06% Top=RXN CR PLL TRS ETN PRLB B LII ….. JKS MRC MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
TRAN(34): -0.36% Top=ODFL AIRM GLNG WAB TDW UPS TRN AAL ….. UAL ALK JBLU XPO KEX GBX CHRW CNW=Bottom (Transportation)
ELEC(62): -0.64% Top=VECO CAVM CPHD CGNX IPGP SCTY TEL BRKR ….. IDTI FCS INVN INTC CODE ATML ISIL CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -1.34% Top=HOS CRR MPC ESV GLF PBF WNR RES ….. REXX SFY PVA CPE LGCY EXXI EMES SSE=Bottom (Energy)
META(24): -2.11% Top=CLF CENX NUE CCJ STLD AA BTU CNX ….. CMC FCX PAAS SLW EGO SLCA AEM GG=Bottom (Metals & Mining)

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 2:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:59 pm

Market Stats at 1:58 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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
28.6% of stocks are above yesterday’s high.
64.3% are above yesterday’s midpoint. (35.7% are below.)
12.2% are below yesterday’s low.
59.2% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND
76.7% of stocks are above today’s open. (22.8% are below).
65.4% of stocks are above today’s open and yesterday’s close.
20.9% are below both.
3.7% of stocks opened above yesterday’s high.
14.5% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
41.5% of stocks are in the top 10% of today’s range.
59.1% are in the top 20%.
82.2% are in the top half. 17.8% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN
68.5% of stocks are above yesterday’s close. (31.5% are below.)
2.7% are up 4.5% or more. 2.6% are down 4.5% or more.
4.0% are up 3.5% or more. 3.9% are down 3.5% or more.
52.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.8%…>=90:24.6%…>=80:39.4%…>=50:72.2%…<=20:8.5%…<=10:3.9%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.5%…>=50:76.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:69.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.6% above previous 1 highs, 12.2% below previous 1 lows
26.1% above previous 2 highs, 6.9% below previous 2 lows
25.2% above previous 3 highs, 5.0% below previous 3 lows
24.1% above previous 4 highs, 5.0% below previous 4 lows
22.3% above previous 5 highs, 4.6% below previous 5 lows
21.6% above previous 6 highs, 4.1% below previous 6 lows
21.0% above previous 7 highs, 3.7% below previous 7 lows
21.0% above previous 8 highs, 2.5% below previous 8 lows
20.9% above previous 9 highs, 2.3% below previous 9 lows
20.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.5% are above or equal to 10/29 close (1 days ago), 31.5% are below.
57.0% are above or equal to 10/28 close (2 days ago), 43.0% are below.
80.4% are above or equal to 10/27 close (3 days ago), 19.6% are below.
72.1% are above or equal to 10/24 close (4 days ago), 27.9% are below.
72.6% are above or equal to 10/23 close (5 days ago), 27.4% are below.
81.5% are above or equal to 10/22 close (6 days ago), 18.5% are below.
69.0% are above or equal to 10/21 close (7 days ago), 31.0% are below.
81.1% are above or equal to 10/20 close (8 days ago), 18.9% are below.
85.5% are above or equal to 10/17 close (9 days ago), 14.5% are below.
86.6% are above or equal to 10/16 close (10 days ago), 13.4% are below.
89.0% are above or equal to 10/15 close (11 days ago), 11.0% are below.
90.4% are above or equal to 10/14 close (12 days ago), 9.6% are below.
91.8% are above or equal to 10/13 close (13 days ago), 8.2% are below.
85.3% are above or equal to 10/10 close (14 days ago), 14.7% are below.
78.0% are above or equal to 10/9 close (15 days ago), 22.0% are below.
63.9% are above or equal to 10/8 close (16 days ago), 36.1% are below.
70.5% are above or equal to 10/7 close (17 days ago), 29.5% are below.
61.4% are above or equal to 10/6 close (18 days ago), 38.6% are below.
57.7% are above or equal to 10/3 close (19 days ago), 42.3% are below.
62.4% are above or equal to 10/2 close (20 days ago), 37.6% are below.
64.2% are above or equal to 10/1 close (21 days ago), 35.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.7% new highs, 2.5% new lows
21d: 22.1% new highs, 2.5% new lows
42d: 12.5% new highs, 2.4% new lows
63d: 11.3% new highs, 2.3% new lows
126d: 9.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.3% above, 32.7% below
3-day: 63.2% above, 36.8% below
4-day: 73.6% above, 26.4% below
5-day: 73.7% above, 26.3% below
8-day: 73.9% above, 26.1% below
10-day: 78.5% above, 21.5% below
20-day: 79.7% above, 20.3% below
50-day: 53.6% above, 46.4% below
200-day: 53.2% above, 46.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 1:58 pm ET)
COSW(89): 1.58% Top=CTRX TTWO LOCK EQIX BIDU FFIV AKAM VNET ….. EPAM MSCI AWAY TRIP MSFT NQ FB DBD=Bottom (Computer Software/Internet)
RETA(72): 1.04% Top=GNC BBY VSI BURL SHLD FINL DDS KORS ….. CONN WAG SFM ANN CAB AEO LAD DSW=Bottom (Retail & Specialty Retail)
CHEM(35): 1.03% Top=APD CHMT DOW HUN MON GRA SHW CBT ….. ASH TAM FUL FTK WPZ PEIX GPRE MEOH=Bottom (Chemicals/Fertilizers)
DISV(51): 0.93% Top=VPRT V MA ALLE APOL YY BAH RCII ….. URI CAR HTZ SCI Z VNTV ASGN WTW=Bottom (Diversified Services)
LEIS(37): 0.88% Top=NCLH MAR BYD MGM RCL CCL LOCO LQ ….. SONC H GPRO DPZ WEN SGMS PNRA SEAS=Bottom (Leisure)
CONS(61): 0.87% Top=HAR OI NUS DECK RL KS SKX IP ….. JAKK CROX PBI FBHS HBI BLL ACCO AVP=Bottom (Consumer)
MATE(31): 0.78% Top=AWI TPH VMC WM BCC FLR RSG MLM ….. PHM DAR MTZ DHI CLH KBH EXP MDC=Bottom (Materials & Construction)
HEAL(58): 0.72% Top=MD IRWD STJ PODD CI HNT SPNC VOLC ….. A BAX HCA THC WMGI UHS CYH PRXL=Bottom (Health)
COHW(50): 0.72% Top=ARRS JDSU VIP ARUN LVLT CRAY ANET LXK ….. SWIR PLCM WDC SNDK NSR BRCD SSYS CNSL=Bottom (Computer Hardware/Telecom)
INSU(41): 0.72% Top=RDN AEL FAF ALL LNC MTG MET GNW ….. HCC AJG AHL AXS FNF MBI UNM AFSI=Bottom (Insurance)
REAL(90): 0.39% Top=AMT HLSS CBG SBRA CBSO BAM PCL NRF ….. BDN EDR HST EQY LPT GOV BMR ARCP=Bottom (Real Estate)
FINA(91): 0.32% Top=OCN XOOM IVZ TROW C TD NDAQ PFG ….. EWBC LAZ ICE APAM RCAP KKR APO LPLA=Bottom (Banks/Financials)
TRAN(34): 0.01% Top=ODFL GLNG AIRM CNI WAB SWFT KSU TDW ….. SAVE UAL ALK XPO KEX CHRW GBX CNW=Bottom (Transportation)
MANU(51): -0.07% Top=CR RXN PLL ETN TRS ATI DOV AME ….. MRC GNRC MWA GTLS SPW BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -0.53% Top=VECO CAVM CPHD IPGP CGNX TEL SCTY GLW ….. FCS IDTI INVN INTC CODE ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -0.90% Top=HOS CRR MPC ESV PBF WNR GLF VLO ….. SFY PVA UPL CPE EXXI LGCY EMES SSE=Bottom (Energy)
META(24): -1.73% Top=CLF CENX NUE CCJ BTU AA STLD CNX ….. ABX PAAS FCX SLCA SLW EGO AEM GG=Bottom (Metals & Mining)

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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:02 pm

Market Stats at 1:02 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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
16.0% of stocks are above yesterday’s high.
51.7% are above yesterday’s midpoint. (48.3% are below.)
17.1% are below yesterday’s low.
66.9% are inside yesterday’s range.
30.0% of stocks with today’s high > yesterday’s high. (70.0% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND
64.3% of stocks are above today’s open. (34.2% are below).
50.8% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.5% of stocks are in the top 10% of today’s range.
32.8% are in the top 20%.
66.2% are in the top half. 33.8% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
53.6% of stocks are above yesterday’s close. (46.4% are below.)
2.0% are up 4.5% or more. 3.6% are down 4.5% or more.
2.9% are up 3.5% or more. 6.0% are down 3.5% or more.
59.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:17.9%…>=80:29.7%…>=50:60.3%…<=20:11.3%…<=10:4.5%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:71.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:64.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.0% above previous 1 highs, 17.1% below previous 1 lows
14.1% above previous 2 highs, 9.5% below previous 2 lows
13.3% above previous 3 highs, 6.3% below previous 3 lows
12.5% above previous 4 highs, 6.2% below previous 4 lows
12.1% above previous 5 highs, 5.8% below previous 5 lows
11.7% above previous 6 highs, 5.2% below previous 6 lows
11.4% above previous 7 highs, 4.5% below previous 7 lows
11.3% above previous 8 highs, 3.1% below previous 8 lows
11.3% above previous 9 highs, 2.5% below previous 9 lows
11.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.6% are above or equal to 10/29 close (1 days ago), 46.4% are below.
44.3% are above or equal to 10/28 close (2 days ago), 55.7% are below.
74.2% are above or equal to 10/27 close (3 days ago), 25.8% are below.
64.8% are above or equal to 10/24 close (4 days ago), 35.2% are below.
66.5% are above or equal to 10/23 close (5 days ago), 33.5% are below.
76.8% are above or equal to 10/22 close (6 days ago), 23.2% are below.
63.8% are above or equal to 10/21 close (7 days ago), 36.2% are below.
78.6% are above or equal to 10/20 close (8 days ago), 21.4% are below.
83.7% are above or equal to 10/17 close (9 days ago), 16.3% are below.
84.6% are above or equal to 10/16 close (10 days ago), 15.4% are below.
88.3% are above or equal to 10/15 close (11 days ago), 11.7% are below.
89.3% are above or equal to 10/14 close (12 days ago), 10.7% are below.
90.4% are above or equal to 10/13 close (13 days ago), 9.6% are below.
83.5% are above or equal to 10/10 close (14 days ago), 16.5% are below.
74.8% are above or equal to 10/9 close (15 days ago), 25.2% are below.
61.1% are above or equal to 10/8 close (16 days ago), 38.9% are below.
67.8% are above or equal to 10/7 close (17 days ago), 32.2% are below.
58.9% are above or equal to 10/6 close (18 days ago), 41.1% are below.
54.8% are above or equal to 10/3 close (19 days ago), 45.2% are below.
60.3% are above or equal to 10/2 close (20 days ago), 39.7% are below.
62.3% are above or equal to 10/1 close (21 days ago), 37.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.2% new highs, 2.2% new lows
21d: 15.9% new highs, 2.2% new lows
42d: 8.7% new highs, 2.1% new lows
63d: 7.9% new highs, 2.0% new lows
126d: 6.7% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.8% above, 47.2% below
3-day: 46.9% above, 53.1% below
4-day: 61.3% above, 38.7% below
5-day: 63.1% above, 36.9% below
8-day: 67.5% above, 32.5% below
10-day: 73.2% above, 26.8% below
20-day: 77.1% above, 22.9% below
50-day: 50.7% above, 49.3% below
200-day: 52.2% above, 47.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 1:02 pm ET)
COSW(89): 1.00% Top=TTWO LOCK CTRX EQIX BIDU FFIV AKAM AZPN ….. MSCI JD MSFT NQ AWAY TRIP FB DBD=Bottom (Computer Software/Internet)
RETA(72): 0.57% Top=GNC VSI SHLD BBY BURL FINL DDS TGT ….. WAG OUTR ANN CAB CONN AEO LAD DSW=Bottom (Retail & Specialty Retail)
CHEM(35): 0.41% Top=APD CHMT HUN SHW MON EMN DOW GRA ….. FMC FUL AXLL FTK WPZ MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.40% Top=MD IRWD CI STJ PODD HNT ZLTQ VOLC ….. PKI HCA UHS BAX A THC CYH PRXL=Bottom (Health)
LEIS(37): 0.39% Top=NCLH BYD MAR MGM CCL LOCO LQ BJRI ….. DPZ WEN SONC H GPRO SGMS PNRA SEAS=Bottom (Leisure)
INSU(41): 0.38% Top=RDN AEL MTG MET CNO ALL FAF LNC ….. HCC MBI AHL AXS AJG FNF UNM AFSI=Bottom (Insurance)
CONS(61): 0.35% Top=HAR OI NUS DECK RL SKX IP KS ….. JAKK CROX PBI FBHS HBI BLL ACCO AVP=Bottom (Consumer)
DISV(51): 0.30% Top=VPRT V MA ALLE APOL BAH DV YY ….. URI CAR HTZ SCI Z VNTV ASGN WTW=Bottom (Diversified Services)
REAL(90): 0.20% Top=AMT HLSS CBG CBSO NRF SBRA DLR PCL ….. BDN NSM HST LPT EQY GOV BMR ARCP=Bottom (Real Estate)
COHW(49): 0.15% Top=ARRS JDSU VIP ARUN CRAY LXK LVLT ANET ….. WDC SWIR GOGO SNDK BRCD NSR SSYS CNSL=Bottom (Computer Hardware/Telecom)
MATE(31): 0.06% Top=AWI WM MAS BCC RSG VMC TPH FLR ….. LEN DAR PHM MTZ DHI KBH EXP MDC=Bottom (Materials & Construction)
FINA(91): -0.15% Top=OCN XOOM IVZ WU TD RY TROW NDAQ ….. ICE EWBC WETF BX RCAP KKR APO LPLA=Bottom (Banks/Financials)
TRAN(34): -0.44% Top=ODFL AIRM GLNG CNI HA WAB SWFT KSU ….. DAL ALK NSC XPO KEX CHRW GBX CNW=Bottom (Transportation)
MANU(51): -0.66% Top=CR RXN PLL ETN TRS RS CRS CMI ….. AGCO JKS MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -1.46% Top=VECO CAVM CPHD IPGP CGNX GLW TEL JBL ….. CY INVN FCS CODE IDTI ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -1.74% Top=HOS MPC PBF ESV WNR CRR GEL VLO ….. SFY LGCY EXXI SSE REXX CPE EMES PVA=Bottom (Energy)
META(24): -2.31% Top=CLF CENX NUE CCJ BTU STLD CNX AA ….. SWC PAAS ABX EGO SLW SLCA AEM GG=Bottom (Metals & Mining)

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 1:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:46 am

Market Stats at 12:45 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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
17.4% of stocks are above yesterday’s high.
51.6% are above yesterday’s midpoint. (48.4% are below.)
16.7% are below yesterday’s low.
65.9% are inside yesterday’s range.
29.9% of stocks with today’s high > yesterday’s high. (70.1% less than).
46.0% of stocks with today’s low < yesterday’s low. (54.0% greater than).

EVIDENCE OF INTRADAY TREND
65.5% of stocks are above today’s open. (32.9% are below).
51.3% of stocks are above today’s open and yesterday’s close.
31.2% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
20.8% of stocks are in the top 10% of today’s range.
37.4% are in the top 20%.
67.2% are in the top half. 32.8% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN
54.3% of stocks are above yesterday’s close. (45.7% are below.)
1.8% are up 4.5% or more. 3.7% are down 4.5% or more.
2.7% are up 3.5% or more. 5.7% are down 3.5% or more.
60.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.3%…>=90:18.5%…>=80:30.0%…>=50:61.0%…<=20:11.0%…<=10:4.7%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:71.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:65.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.4% above previous 1 highs, 16.7% below previous 1 lows
15.5% above previous 2 highs, 8.8% below previous 2 lows
14.5% above previous 3 highs, 5.8% below previous 3 lows
13.6% above previous 4 highs, 5.6% below previous 4 lows
13.3% above previous 5 highs, 5.2% below previous 5 lows
12.8% above previous 6 highs, 4.5% below previous 6 lows
12.5% above previous 7 highs, 3.9% below previous 7 lows
12.4% above previous 8 highs, 2.8% below previous 8 lows
12.4% above previous 9 highs, 2.3% below previous 9 lows
12.4% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.3% are above or equal to 10/29 close (1 days ago), 45.7% are below.
45.2% are above or equal to 10/28 close (2 days ago), 54.8% are below.
74.9% are above or equal to 10/27 close (3 days ago), 25.1% are below.
65.3% are above or equal to 10/24 close (4 days ago), 34.7% are below.
66.8% are above or equal to 10/23 close (5 days ago), 33.2% are below.
77.1% are above or equal to 10/22 close (6 days ago), 22.9% are below.
64.2% are above or equal to 10/21 close (7 days ago), 35.8% are below.
78.6% are above or equal to 10/20 close (8 days ago), 21.4% are below.
83.8% are above or equal to 10/17 close (9 days ago), 16.2% are below.
84.6% are above or equal to 10/16 close (10 days ago), 15.4% are below.
88.4% are above or equal to 10/15 close (11 days ago), 11.6% are below.
89.4% are above or equal to 10/14 close (12 days ago), 10.6% are below.
90.3% are above or equal to 10/13 close (13 days ago), 9.7% are below.
83.5% are above or equal to 10/10 close (14 days ago), 16.5% are below.
74.7% are above or equal to 10/9 close (15 days ago), 25.3% are below.
61.1% are above or equal to 10/8 close (16 days ago), 38.9% are below.
68.2% are above or equal to 10/7 close (17 days ago), 31.8% are below.
59.2% are above or equal to 10/6 close (18 days ago), 40.8% are below.
54.9% are above or equal to 10/3 close (19 days ago), 45.1% are below.
61.0% are above or equal to 10/2 close (20 days ago), 39.0% are below.
62.8% are above or equal to 10/1 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.0% new highs, 2.2% new lows
21d: 15.8% new highs, 2.2% new lows
42d: 8.6% new highs, 2.1% new lows
63d: 7.8% new highs, 1.9% new lows
126d: 6.6% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.1% above, 46.9% below
3-day: 46.9% above, 53.1% below
4-day: 61.1% above, 38.9% below
5-day: 63.5% above, 36.5% below
8-day: 67.6% above, 32.4% below
10-day: 73.6% above, 26.4% below
20-day: 77.1% above, 22.9% below
50-day: 51.0% above, 49.0% below
200-day: 52.4% above, 47.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 12:45 pm ET)
COSW(89): 0.92% Top=TTWO LOCK CTRX EQIX FFIV BIDU AKAM AZPN ….. EPAM NQ MSFT JD TRIP AWAY FB DBD=Bottom (Computer Software/Internet)
RETA(72): 0.64% Top=GNC SHLD VSI BBY BURL FINL DDS TGT ….. SFM ANN OUTR CAB AEO LAD CONN DSW=Bottom (Retail & Specialty Retail)
HEAL(58): 0.49% Top=MD IRWD CI STJ ZLTQ HNT PODD GMED ….. UHS HCA WMGI BAX A THC CYH PRXL=Bottom (Health)
LEIS(37): 0.45% Top=BYD NCLH MAR MGM LQ LOCO CCL BJRI ….. DPZ WEN SONC H GPRO SGMS PNRA SEAS=Bottom (Leisure)
CHEM(35): 0.45% Top=APD CHMT SHW HUN GRA DOW EMN MON ….. WPZ FUL FMC AXLL FTK MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
CONS(61): 0.42% Top=HAR OI NUS DECK SKX RL IP RKT ….. CROX JAKK PBI FBHS HBI BLL ACCO AVP=Bottom (Consumer)
INSU(41): 0.38% Top=RDN AEL MTG ALL MET CNO CLGX FAF ….. HCC MBI AHL AXS AJG FNF UNM AFSI=Bottom (Insurance)
DISV(51): 0.34% Top=VPRT V MA ALLE APOL BAH DV R ….. URI CAR HTZ SCI Z VNTV ASGN WTW=Bottom (Diversified Services)
REAL(90): 0.19% Top=AMT CBG HLSS CBSO SBRA NRF DLR BAM ….. BDN EQY LPT HST NSM GOV BMR ARCP=Bottom (Real Estate)
COHW(49): 0.19% Top=VIP JDSU ARRS CRAY ARUN LXK LVLT NTAP ….. GOGO SWIR WDC SNDK BRCD NSR SSYS CNSL=Bottom (Computer Hardware/Telecom)
MATE(31): 0.18% Top=AWI WM MAS VMC BCC RSG TPH WCN ….. PHM MTZ CLH DAR DHI EXP KBH MDC=Bottom (Materials & Construction)
FINA(91): -0.16% Top=XOOM OCN IVZ WU TD RY TROW C ….. ICE EWBC WETF BX RCAP KKR APO LPLA=Bottom (Banks/Financials)
TRAN(34): -0.26% Top=ODFL AIRM GLNG SWFT WAB CNI KSU HA ….. NSC ALK DAL XPO KEX CHRW GBX CNW=Bottom (Transportation)
MANU(51): -0.60% Top=CR RXN PLL ETN TRS RS CRS CMI ….. AGCO MWA JKS SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -1.59% Top=VECO CAVM CPHD IPGP CGNX GLW JBL TEL ….. FCS TQNT IDTI CODE INVN ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -1.73% Top=HOS MPC PBF ESV WNR VLO PAGP GEL ….. EXXI AREX LGCY REXX PVA CPE EMES SSE=Bottom (Energy)
META(24): -2.13% Top=CLF CENX NUE CCJ BTU STLD CNX AA ….. ABX SWC PAAS SLW EGO SLCA AEM GG=Bottom (Metals & Mining)

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 12:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:12 am

Market Stats at 12:12 pm ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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
15.5% of stocks are above yesterday’s high.
51.3% are above yesterday’s midpoint. (48.7% are below.)
17.0% are below yesterday’s low.
67.5% are inside yesterday’s range.
27.4% of stocks with today’s high > yesterday’s high. (72.6% less than).
45.6% of stocks with today’s low < yesterday’s low. (54.4% greater than).

EVIDENCE OF INTRADAY TREND
65.1% of stocks are above today’s open. (33.8% are below).
50.0% of stocks are above today’s open and yesterday’s close.
31.7% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.1% of stocks are in the top 10% of today’s range.
36.7% are in the top 20%.
66.2% are in the top half. 33.8% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN
53.5% of stocks are above yesterday’s close. (46.5% are below.)
1.9% are up 4.5% or more. 3.7% are down 4.5% or more.
2.7% are up 3.5% or more. 6.1% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.3%…>=90:17.7%…>=80:28.4%…>=50:60.1%…<=20:11.2%…<=10:4.3%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:71.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:65.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.5% above previous 1 highs, 17.0% below previous 1 lows
13.7% above previous 2 highs, 8.9% below previous 2 lows
13.0% above previous 3 highs, 6.2% below previous 3 lows
12.2% above previous 4 highs, 5.9% below previous 4 lows
11.7% above previous 5 highs, 5.4% below previous 5 lows
11.1% above previous 6 highs, 4.7% below previous 6 lows
11.0% above previous 7 highs, 4.1% below previous 7 lows
10.9% above previous 8 highs, 3.1% below previous 8 lows
10.9% above previous 9 highs, 2.7% below previous 9 lows
10.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.5% are above or equal to 10/29 close (1 days ago), 46.5% are below.
44.2% are above or equal to 10/28 close (2 days ago), 55.8% are below.
75.5% are above or equal to 10/27 close (3 days ago), 24.5% are below.
64.7% are above or equal to 10/24 close (4 days ago), 35.3% are below.
66.8% are above or equal to 10/23 close (5 days ago), 33.2% are below.
77.7% are above or equal to 10/22 close (6 days ago), 22.3% are below.
64.0% are above or equal to 10/21 close (7 days ago), 36.0% are below.
78.4% are above or equal to 10/20 close (8 days ago), 21.6% are below.
84.2% are above or equal to 10/17 close (9 days ago), 15.8% are below.
84.3% are above or equal to 10/16 close (10 days ago), 15.7% are below.
88.4% are above or equal to 10/15 close (11 days ago), 11.6% are below.
89.2% are above or equal to 10/14 close (12 days ago), 10.8% are below.
90.4% are above or equal to 10/13 close (13 days ago), 9.6% are below.
83.5% are above or equal to 10/10 close (14 days ago), 16.5% are below.
74.5% are above or equal to 10/9 close (15 days ago), 25.5% are below.
60.3% are above or equal to 10/8 close (16 days ago), 39.7% are below.
67.6% are above or equal to 10/7 close (17 days ago), 32.4% are below.
58.4% are above or equal to 10/6 close (18 days ago), 41.6% are below.
54.7% are above or equal to 10/3 close (19 days ago), 45.3% are below.
60.3% are above or equal to 10/2 close (20 days ago), 39.7% are below.
61.9% are above or equal to 10/1 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.8% new highs, 2.1% new lows
21d: 14.7% new highs, 2.1% new lows
42d: 8.0% new highs, 2.0% new lows
63d: 7.3% new highs, 1.8% new lows
126d: 6.2% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.0% above, 48.0% below
3-day: 46.2% above, 53.8% below
4-day: 61.7% above, 38.3% below
5-day: 62.2% above, 37.8% below
8-day: 68.0% above, 32.0% below
10-day: 74.0% above, 26.0% below
20-day: 76.6% above, 23.4% below
50-day: 50.5% above, 49.5% below
200-day: 52.2% above, 47.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 12:12 pm ET)
COSW(89): 0.73% Top=TTWO CTRX LOCK EQIX FFIV AKAM BIDU VNET ….. DATA MKTO JD MSFT TRIP FB AWAY DBD=Bottom (Computer Software/Internet)
RETA(72): 0.52% Top=GNC VSI SHLD BBY BURL DDS FINL AN ….. OUTR TFM ANN CAB AEO CONN LAD DSW=Bottom (Retail & Specialty Retail)
INSU(41): 0.38% Top=RDN MTG AEL ALL MET CNO LNC VR ….. ORI HCC AHL AJG AXS FNF UNM AFSI=Bottom (Insurance)
LEIS(37): 0.37% Top=NCLH BYD MGM MAR WYNN WYN LVS CCL ….. TXRH EXPE SONC H PNRA SGMS SEAS GPRO=Bottom (Leisure)
CHEM(35): 0.36% Top=APD SHW CBT EMN MOS GRA DOW MON ….. FUL WPZ FTK FMC AXLL MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.35% Top=MD CI STJ HNT GMED IRWD HUM VOLC ….. HCA BAX WMGI OPK THC A CYH PRXL=Bottom (Health)
CONS(61): 0.35% Top=HAR NUS OI DECK SKX RL RKT IP ….. JAKK CROX PBI FBHS HBI BLL ACCO AVP=Bottom (Consumer)
REAL(90): 0.35% Top=AMT CBG HLSS NRF CBSO SBRA BAM DLR ….. NSM LPT EQY BDN HST GOV BMR ARCP=Bottom (Real Estate)
DISV(51): 0.31% Top=VPRT V MA ALLE APOL BAH DV YY ….. URI CAR SCI HTZ Z VNTV ASGN WTW=Bottom (Diversified Services)
MATE(31): 0.28% Top=AWI WM TPH MAS VMC MTH BCC RSG ….. WY MTZ CLH DAR DHI EXP KBH MDC=Bottom (Materials & Construction)
COHW(49): 0.07% Top=JDSU ARRS ARUN VIP LVLT LXK CRAY NTAP ….. GOGO BRCD SWIR WDC SNDK NSR SSYS CNSL=Bottom (Computer Hardware/Telecom)
FINA(91): -0.17% Top=OCN XOOM IVZ TD CIT TROW RY CBOE ….. FMER EWBC WETF BX KKR APO RCAP LPLA=Bottom (Banks/Financials)
TRAN(34): -0.40% Top=ODFL GLNG AIRM HA AAL CP CNI SWFT ….. DAL NSC ALK KEX XPO CHRW GBX CNW=Bottom (Transportation)
MANU(51): -0.69% Top=CR PLL RXN ETN RS CMI PRLB DOV ….. AGCO JKS MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -1.63% Top=VECO CAVM IPGP TEL GLW CGNX TRMB JBL ….. MCHP FCS CODE IDTI INVN ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -1.81% Top=HOS MPC PBF ESV WNR PAA PAGP ETP ….. BCEI SFY UPL EXXI CPE AREX REXX EMES=Bottom (Energy)
META(24): -2.23% Top=CLF CENX NUE CCJ BTU AA CNX STLD ….. SWC PAAS ABX SLCA EGO SLW AEM GG=Bottom (Metals & Mining)

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 12:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 10:56 am ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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
8.4% of stocks are above yesterday’s high.
37.7% are above yesterday’s midpoint. (62.3% are below.)
19.9% are below yesterday’s low.
71.7% are inside yesterday’s range.
20.4% of stocks with today’s high > yesterday’s high. (79.6% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND
54.8% of stocks are above today’s open. (43.8% are below).
35.7% of stocks are above today’s open and yesterday’s close.
41.3% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.0% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
51.6% are in the top half. 48.4% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN
39.2% of stocks are above yesterday’s close. (60.8% are below.)
1.4% are up 4.5% or more. 3.1% are down 4.5% or more.
2.4% are up 3.5% or more. 4.8% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.3%…>=90:12.1%…>=80:19.2%…>=50:51.5%…<=20:13.3%…<=10:4.8%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:69.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.4% above previous 1 highs, 19.9% below previous 1 lows
7.0% above previous 2 highs, 11.4% below previous 2 lows
6.9% above previous 3 highs, 7.1% below previous 3 lows
6.4% above previous 4 highs, 6.4% below previous 4 lows
6.4% above previous 5 highs, 5.9% below previous 5 lows
6.1% above previous 6 highs, 5.1% below previous 6 lows
6.0% above previous 7 highs, 4.5% below previous 7 lows
6.0% above previous 8 highs, 3.3% below previous 8 lows
6.0% above previous 9 highs, 2.8% below previous 9 lows
6.0% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.2% are above or equal to 10/29 close (1 days ago), 60.8% are below.
35.3% are above or equal to 10/28 close (2 days ago), 64.7% are below.
70.5% are above or equal to 10/27 close (3 days ago), 29.5% are below.
62.4% are above or equal to 10/24 close (4 days ago), 37.6% are below.
63.8% are above or equal to 10/23 close (5 days ago), 36.2% are below.
76.4% are above or equal to 10/22 close (6 days ago), 23.6% are below.
62.1% are above or equal to 10/21 close (7 days ago), 37.9% are below.
76.4% are above or equal to 10/20 close (8 days ago), 23.6% are below.
83.5% are above or equal to 10/17 close (9 days ago), 16.5% are below.
83.6% are above or equal to 10/16 close (10 days ago), 16.4% are below.
88.1% are above or equal to 10/15 close (11 days ago), 11.9% are below.
88.8% are above or equal to 10/14 close (12 days ago), 11.2% are below.
90.2% are above or equal to 10/13 close (13 days ago), 9.8% are below.
83.3% are above or equal to 10/10 close (14 days ago), 16.7% are below.
74.1% are above or equal to 10/9 close (15 days ago), 25.9% are below.
57.9% are above or equal to 10/8 close (16 days ago), 42.1% are below.
66.7% are above or equal to 10/7 close (17 days ago), 33.3% are below.
56.1% are above or equal to 10/6 close (18 days ago), 43.9% are below.
52.9% are above or equal to 10/3 close (19 days ago), 47.1% are below.
58.9% are above or equal to 10/2 close (20 days ago), 41.1% are below.
60.7% are above or equal to 10/1 close (21 days ago), 39.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.6% new highs, 2.0% new lows
21d: 10.5% new highs, 2.0% new lows
42d: 5.1% new highs, 1.9% new lows
63d: 4.7% new highs, 1.7% new lows
126d: 3.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.0% above, 62.0% below
3-day: 33.8% above, 66.2% below
4-day: 53.7% above, 46.3% below
5-day: 58.1% above, 41.9% below
8-day: 63.9% above, 36.1% below
10-day: 70.7% above, 29.3% below
20-day: 76.1% above, 23.9% below
50-day: 48.2% above, 51.8% below
200-day: 51.1% above, 48.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 10:56 am ET)
COSW(89): 0.41% Top=CTRX TTWO LOCK EQIX BIDU FFIV AKAM VNET ….. MSFT EPAM TRIP JD AWAY TWTR FB DBD=Bottom (Computer Software/Internet)
INSU(41): 0.17% Top=RDN MTG LNC CNO AEL ALL MET MMC ….. AFL ACGL AJG AHL AXS FNF AFSI UNM=Bottom (Insurance)
RETA(72): 0.13% Top=GNC VSI SHLD BBY AN DANG BURL FINL ….. TFM ANN CAB RH AEO LAD CONN DSW=Bottom (Retail & Specialty Retail)
REAL(90): 0.09% Top=CBG AMT HLSS CBSO NRF SBRA AGNC BRX ….. GOV NSM HTA EQY HST DFT BMR ARCP=Bottom (Real Estate)
HEAL(58): -0.05% Top=MD CI STJ SPNC XRAY GMED CNC KND ….. SIRO BAX A HCA THC OPK CYH PRXL=Bottom (Health)
DISV(51): -0.08% Top=VPRT V MA APOL DV ALLE BAH YY ….. CAR URI HTZ SCI Z VNTV ASGN WTW=Bottom (Diversified Services)
CONS(61): -0.17% Top=HAR NUS SKX OI DECK RL GT WHR ….. KATE HAS PBI HBI FBHS BLL ACCO AVP=Bottom (Consumer)
COHW(49): -0.20% Top=JDSU CRAY LXK ARRS TDC VIP ARUN NTAP ….. SYNA SSYS CAMP WDC VRSN GOGO NSR CNSL=Bottom (Computer Hardware/Telecom)
LEIS(37): -0.36% Top=NCLH CCL WYN LOCO HOT BYD LVS MAR ….. TXRH SONC MGM H PNRA SGMS SEAS GPRO=Bottom (Leisure)
CHEM(35): -0.36% Top=APD SHW OLN CF CHMT EMN MON CBT ….. PX FTK FMC MEOH FUL AXLL GPRE PEIX=Bottom (Chemicals/Fertilizers)
FINA(91): -0.42% Top=XOOM OCN IVZ FNFG NDAQ SLM TD MS ….. EWBC LAZ WETF BX RCAP KKR APO LPLA=Bottom (Banks/Financials)
TRAN(34): -0.48% Top=ODFL AIRM AAL GLNG SWFT JBLU HA FDX ….. DAL TDW ALK XPO KEX CHRW GBX CNW=Bottom (Transportation)
MATE(31): -0.49% Top=WM MAS VMC RSG FLR AWI RYN WCN ….. SPF PHM LEN EXP DHI MTZ KBH MDC=Bottom (Materials & Construction)
MANU(51): -0.98% Top=RS CR ZBRA RXN PLL CFX CMI DDD ….. JKS GNRC MWA BGC SPW GTLS KMT TEX=Bottom (Manufacturing)
ENER(132): -1.28% Top=HOS MPC PBF CJES ESV PAA WNR DK ….. BCEI EXXI EMES LGCY CPE AREX REXX CRR=Bottom (Energy)
ELEC(61): -1.83% Top=CAVM VECO SANM GLW CREE IPGP TRMB JBL ….. ONNN FCS IDTI MCHP CODE ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): -2.16% Top=CLF CENX NUE STLD BTU CNX SWC SCCO ….. CMC PAAS SLCA ABX SLW EGO GG AEM=Bottom (Metals & Mining)

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 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:33 am

Market Stats at 10:33 am ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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
7.6% of stocks are above yesterday’s high.
38.6% are above yesterday’s midpoint. (61.4% are below.)
17.4% are below yesterday’s low.
75.0% are inside yesterday’s range.
19.1% of stocks with today’s high > yesterday’s high. (80.9% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND
57.5% of stocks are above today’s open. (40.6% are below).
35.8% of stocks are above today’s open and yesterday’s close.
38.1% are below both.
3.7% of stocks opened above yesterday’s high.
14.5% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.6% of stocks are in the top 10% of today’s range.
20.3% are in the top 20%.
55.3% are in the top half. 44.7% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
39.8% of stocks are above yesterday’s close. (60.2% are below.)
1.3% are up 4.5% or more. 2.8% are down 4.5% or more.
2.5% are up 3.5% or more. 4.1% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:12.4%…>=80:19.8%…>=50:53.2%…<=20:12.6%…<=10:5.1%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:70.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.6% above previous 1 highs, 17.4% below previous 1 lows
6.8% above previous 2 highs, 10.6% below previous 2 lows
6.7% above previous 3 highs, 6.7% below previous 3 lows
6.3% above previous 4 highs, 5.7% below previous 4 lows
6.3% above previous 5 highs, 5.3% below previous 5 lows
6.0% above previous 6 highs, 4.6% below previous 6 lows
5.9% above previous 7 highs, 4.1% below previous 7 lows
5.9% above previous 8 highs, 2.7% below previous 8 lows
5.9% above previous 9 highs, 2.2% below previous 9 lows
5.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.8% are above or equal to 10/29 close (1 days ago), 60.2% are below.
35.8% are above or equal to 10/28 close (2 days ago), 64.2% are below.
69.8% are above or equal to 10/27 close (3 days ago), 30.2% are below.
63.4% are above or equal to 10/24 close (4 days ago), 36.6% are below.
64.9% are above or equal to 10/23 close (5 days ago), 35.1% are below.
76.6% are above or equal to 10/22 close (6 days ago), 23.4% are below.
62.9% are above or equal to 10/21 close (7 days ago), 37.1% are below.
77.0% are above or equal to 10/20 close (8 days ago), 23.0% are below.
84.1% are above or equal to 10/17 close (9 days ago), 15.9% are below.
84.8% are above or equal to 10/16 close (10 days ago), 15.2% are below.
88.4% are above or equal to 10/15 close (11 days ago), 11.6% are below.
89.0% are above or equal to 10/14 close (12 days ago), 11.0% are below.
90.5% are above or equal to 10/13 close (13 days ago), 9.5% are below.
83.6% are above or equal to 10/10 close (14 days ago), 16.4% are below.
74.1% are above or equal to 10/9 close (15 days ago), 25.9% are below.
58.5% are above or equal to 10/8 close (16 days ago), 41.5% are below.
66.9% are above or equal to 10/7 close (17 days ago), 33.1% are below.
56.2% are above or equal to 10/6 close (18 days ago), 43.8% are below.
53.0% are above or equal to 10/3 close (19 days ago), 47.0% are below.
59.3% are above or equal to 10/2 close (20 days ago), 40.7% are below.
60.7% are above or equal to 10/1 close (21 days ago), 39.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.2% new highs, 1.9% new lows
21d: 10.1% new highs, 1.9% new lows
42d: 5.0% new highs, 1.8% new lows
63d: 4.6% new highs, 1.6% new lows
126d: 3.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.4% above, 61.6% below
3-day: 35.6% above, 64.4% below
4-day: 55.4% above, 44.6% below
5-day: 57.6% above, 42.4% below
8-day: 65.9% above, 34.1% below
10-day: 72.2% above, 27.8% below
20-day: 77.1% above, 22.9% below
50-day: 48.7% above, 51.3% below
200-day: 51.3% above, 48.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 10:33 am ET)
COSW(89): 0.42% Top=CTRX TTWO EQIX LOCK VNET AKAM FFIV BIDU ….. MSFT TRIP LNKD AWAY JD FB DBD TWTR=Bottom (Computer Software/Internet)
RETA(72): 0.29% Top=GNC VSI SHLD BBY DANG AN FIVE ABG ….. WAG TFM SFM CONN CAB RH AEO DSW=Bottom (Retail & Specialty Retail)
INSU(41): 0.14% Top=RDN MTG LNC MET FAF AEL ALL CNO ….. AFL ACGL AJG AFSI FNF AXS AHL UNM=Bottom (Insurance)
COHW(50): -0.06% Top=JDSU LXK CRAY LVLT TDC SMCI ANET VIP ….. OLED CAMP VRSN NSR WDC SNDK SSYS CNSL=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.07% Top=MD CI SPNC STJ GMED IRWD CNC KND ….. A BAX OPK CYH THC PKI HCA PRXL=Bottom (Health)
REAL(90): -0.12% Top=CBG AMT HLSS CBSO NRF SBRA BAM BRX ….. GGP GOV HTA EQY DFT BMR HST ARCP=Bottom (Real Estate)
DISV(51): -0.15% Top=V VPRT MA APOL ALLE DV BAH YY ….. URI HTZ CAR SCI Z VNTV ASGN WTW=Bottom (Diversified Services)
CONS(61): -0.16% Top=HAR NUS SKX DECK OI SEE RL LULU ….. UFS HAS PBI HBI BLL ACCO FBHS AVP=Bottom (Consumer)
CHEM(35): -0.19% Top=APD OLN CF SHW EMN CHMT MON GRA ….. TROX FMC FTK FUL AXLL MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.31% Top=LOCO NCLH WYN EAT HOT CCL PNK CAKE ….. WYNN EXPE MGM H PNRA SGMS SEAS GPRO=Bottom (Leisure)
FINA(91): -0.34% Top=XOOM OCN IVZ RJF CIT CBOE NDAQ RY ….. ETFC LAZ WETF BX KKR RCAP APO LPLA=Bottom (Banks/Financials)
TRAN(34): -0.54% Top=ODFL GLNG AIRM SWFT TK HA WERN AAL ….. TDW UAL XPO ALK GBX KEX CHRW CNW=Bottom (Transportation)
MATE(31): -0.55% Top=WM MAS VMC FLR MLM BCC RSG AWI ….. EXP USG LEN MTZ MTH DHI KBH MDC=Bottom (Materials & Construction)
ENER(132): -0.97% Top=PBF HOS MPC CJES ALJ ESV HFC DK ….. GDP LGCY EXXI AREX CPE REXX EMES CRR=Bottom (Energy)
MANU(51): -1.01% Top=RS ZBRA CR PLL ATI CFX RXN CMI ….. GE GNRC MWA SPW GTLS BGC KMT TEX=Bottom (Manufacturing)
ELEC(61): -1.38% Top=CAVM VECO SANM CREE GLW TEL GRMN TRMB ….. TQNT IDTI MU MCHP CODE ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): -2.27% Top=CLF NUE AKS CENX CNX STLD SLCA SCCO ….. CCJ CMC ABX PAAS SLW EGO GG AEM=Bottom (Metals & Mining)

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 10:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:06 am

Market Stats at 10:06 am ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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

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

COMPARED TO YESTERDAY’S RANGE
5.6% of stocks are above yesterday’s high.
28.2% are above yesterday’s midpoint. (71.8% are below.)
25.0% are below yesterday’s low.
69.4% are inside yesterday’s range.
18.0% of stocks with today’s high > yesterday’s high. (82.0% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).

EVIDENCE OF INTRADAY TREND
42.6% of stocks are above today’s open. (55.8% are below).
21.8% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
3.6% of stocks opened above yesterday’s high.
14.4% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
29.5% are in the top half. 70.5% of stocks are in the bottom half of today’s range.
36.1% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN
26.3% of stocks are above yesterday’s close. (73.7% are below.)
1.1% are up 4.5% or more. 2.9% are down 4.5% or more.
2.0% are up 3.5% or more. 5.5% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:8.3%…>=80:14.9%…>=50:41.3%…<=20:16.1%…<=10:6.2%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:66.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.6% above previous 1 highs, 25.0% below previous 1 lows
5.0% above previous 2 highs, 12.9% below previous 2 lows
5.0% above previous 3 highs, 7.6% below previous 3 lows
4.6% above previous 4 highs, 7.0% below previous 4 lows
4.5% above previous 5 highs, 6.5% below previous 5 lows
4.2% above previous 6 highs, 5.6% below previous 6 lows
4.1% above previous 7 highs, 4.5% below previous 7 lows
4.1% above previous 8 highs, 2.9% below previous 8 lows
4.1% above previous 9 highs, 2.3% below previous 9 lows
4.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.3% are above or equal to 10/29 close (1 days ago), 73.7% are below.
28.3% are above or equal to 10/28 close (2 days ago), 71.7% are below.
66.5% are above or equal to 10/27 close (3 days ago), 33.5% are below.
58.0% are above or equal to 10/24 close (4 days ago), 42.0% are below.
60.8% are above or equal to 10/23 close (5 days ago), 39.2% are below.
74.4% are above or equal to 10/22 close (6 days ago), 25.6% are below.
59.3% are above or equal to 10/21 close (7 days ago), 40.7% are below.
76.0% are above or equal to 10/20 close (8 days ago), 24.0% are below.
82.1% are above or equal to 10/17 close (9 days ago), 17.9% are below.
83.1% are above or equal to 10/16 close (10 days ago), 16.9% are below.
86.8% are above or equal to 10/15 close (11 days ago), 13.2% are below.
88.2% are above or equal to 10/14 close (12 days ago), 11.8% are below.
89.7% are above or equal to 10/13 close (13 days ago), 10.3% are below.
81.0% are above or equal to 10/10 close (14 days ago), 19.0% are below.
72.5% are above or equal to 10/9 close (15 days ago), 27.5% are below.
57.1% are above or equal to 10/8 close (16 days ago), 42.9% are below.
64.7% are above or equal to 10/7 close (17 days ago), 35.3% are below.
54.9% are above or equal to 10/6 close (18 days ago), 45.1% are below.
51.6% are above or equal to 10/3 close (19 days ago), 48.4% are below.
57.5% are above or equal to 10/2 close (20 days ago), 42.5% are below.
59.5% are above or equal to 10/1 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.4% new highs, 1.8% new lows
21d: 9.3% new highs, 1.8% new lows
42d: 4.3% new highs, 1.8% new lows
63d: 4.2% new highs, 1.6% new lows
126d: 3.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 24.4% above, 75.6% below
3-day: 24.5% above, 75.5% below
4-day: 43.9% above, 56.1% below
5-day: 50.7% above, 49.3% below
8-day: 61.1% above, 38.9% below
10-day: 67.8% above, 32.2% below
20-day: 73.7% above, 26.3% below
50-day: 47.1% above, 52.9% below
200-day: 50.1% above, 49.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 10:06 am ET)
RETA(72): 0.34% Top=GNC SHLD VSI BBY AN BURL ABG FINL ….. KORS TFM WAG NFLX MELI AEO KAR DSW=Bottom (Retail & Specialty Retail)
COSW(89): -0.03% Top=CTRX TTWO EQIX FFIV LOCK AKAM BIDU VNET ….. MSCI TRIP AWAY FEYE SAPE FB DBD TWTR=Bottom (Computer Software/Internet)
COHW(49): -0.20% Top=JDSU LXK TDC COMM LVLT BCE EMC VIP ….. WIN OLED FTR NSR WDC SYNA SSYS CNSL=Bottom (Computer Hardware/Telecom)
REAL(90): -0.26% Top=CBG AMT CBSO HLSS NRF BAM SBRA AGNC ….. GGP CUZ EQY BMR DFT NSM HST ARCP=Bottom (Real Estate)
DISV(51): -0.28% Top=VPRT V MA APOL BAH ALLE DV YY ….. KBR CAR SCI HTZ Z VNTV ASGN WTW=Bottom (Diversified Services)
INSU(41): -0.35% Top=RDN MTG LNC ALL CNO FAF HCC TRV ….. WSH AJG VR AXS AHL FNF UNM AFSI=Bottom (Insurance)
HEAL(58): -0.40% Top=MD CI SPNC TRNX XRAY STJ COO ESRX ….. PKI HCA THC OPK CYH ALGN ZLTQ PRXL=Bottom (Health)
CONS(61): -0.41% Top=HAR SKX IRBT OI SCSS SEE DECK NUS ….. KS KATE PBI HBI BLL ACCO FBHS AVP=Bottom (Consumer)
LEIS(37): -0.44% Top=SONC NCLH LOCO CAKE EAT SBUX JACK DNKN ….. H BYD SEAS PNRA EXPE MGM SGMS GPRO=Bottom (Leisure)
FINA(91): -0.63% Top=XOOM IVZ OCN CBOE SLM AXP RY NDAQ ….. WETF WDR ETFC BX RCAP KKR APO LPLA=Bottom (Banks/Financials)
CHEM(35): -0.82% Top=APD SHW CF CHMT GRA MON WPZ DD ….. TROX FMC CBT FTK AXLL MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
MATE(31): -0.88% Top=WM MAS MLM RSG WCN RYN SRCL CVA ….. LEN SPF RYL DHI MTH MTZ KBH MDC=Bottom (Materials & Construction)
TRAN(34): -0.99% Top=TRN AAL AIRM LUV HA JBLU GLNG CNI ….. ODFL TDW XPO ALK GBX KEX CHRW CNW=Bottom (Transportation)
MANU(51): -1.41% Top=ZBRA RS PLL ROP ATI ITT CFX AME ….. XYL GNRC MWA SPW KMT BGC GTLS TEX=Bottom (Manufacturing)
ENER(132): -1.63% Top=HOS PBF CJES MPC PAA SU HFC RES ….. AREX LGCY EPE SFY CPE EXXI EMES REXX=Bottom (Energy)
ELEC(61): -1.86% Top=VECO CAVM CREE TEL GRMN SANM GLW JBL ….. FCS IDTI MCHP RFMD TQNT ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): -2.32% Top=CLF SLCA NUE CENX STLD SCCO RGLD AKS ….. PAAS NEM ABX SLW EGO CMC GG AEM=Bottom (Metals & Mining)

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 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20141030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1009.

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
7.1% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
13.6% are below yesterday’s low.
79.3% are inside yesterday’s range.
14.3% of stocks with today’s high > yesterday’s high. (85.7% less than).
30.1% of stocks with today’s low < yesterday’s low. (69.9% greater than).

EVIDENCE OF INTRADAY TREND
59.7% of stocks are above today’s open. (38.3% are below).
34.1% of stocks are above today’s open and yesterday’s close.
35.1% are below both.
3.7% of stocks opened above yesterday’s high.
14.5% of stocks opened above yesterday’s close. (82.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.7% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
19.9% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN
40.3% of stocks are above yesterday’s close. (59.7% are below.)
1.1% are up 4.5% or more. 2.2% are down 4.5% or more.
2.1% are up 3.5% or more. 3.2% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.5%…>=90:12.1%…>=80:21.7%…>=50:53.4%…<=20:13.0%…<=10:4.7%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:69.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.1% above previous 1 highs, 13.6% below previous 1 lows
6.5% above previous 2 highs, 7.6% below previous 2 lows
6.3% above previous 3 highs, 5.5% below previous 3 lows
6.1% above previous 4 highs, 4.9% below previous 4 lows
5.8% above previous 5 highs, 4.6% below previous 5 lows
5.6% above previous 6 highs, 4.0% below previous 6 lows
5.6% above previous 7 highs, 3.3% below previous 7 lows
5.6% above previous 8 highs, 2.7% below previous 8 lows
5.6% above previous 9 highs, 2.2% below previous 9 lows
5.6% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.3% are above or equal to 10/29 close (1 days ago), 59.7% are below.
36.1% are above or equal to 10/28 close (2 days ago), 63.9% are below.
71.7% are above or equal to 10/27 close (3 days ago), 28.3% are below.
64.7% are above or equal to 10/24 close (4 days ago), 35.3% are below.
64.4% are above or equal to 10/23 close (5 days ago), 35.6% are below.
76.2% are above or equal to 10/22 close (6 days ago), 23.8% are below.
62.3% are above or equal to 10/21 close (7 days ago), 37.7% are below.
77.4% are above or equal to 10/20 close (8 days ago), 22.6% are below.
84.0% are above or equal to 10/17 close (9 days ago), 16.0% are below.
84.6% are above or equal to 10/16 close (10 days ago), 15.4% are below.
88.0% are above or equal to 10/15 close (11 days ago), 12.0% are below.
88.8% are above or equal to 10/14 close (12 days ago), 11.2% are below.
90.6% are above or equal to 10/13 close (13 days ago), 9.4% are below.
82.8% are above or equal to 10/10 close (14 days ago), 17.2% are below.
73.9% are above or equal to 10/9 close (15 days ago), 26.1% are below.
58.6% are above or equal to 10/8 close (16 days ago), 41.4% are below.
66.5% are above or equal to 10/7 close (17 days ago), 33.5% are below.
56.8% are above or equal to 10/6 close (18 days ago), 43.2% are below.
53.4% are above or equal to 10/3 close (19 days ago), 46.6% are below.
58.9% are above or equal to 10/2 close (20 days ago), 41.1% are below.
60.4% are above or equal to 10/1 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.5% new highs, 1.7% new lows
21d: 7.5% new highs, 1.7% new lows
42d: 3.4% new highs, 1.7% new lows
63d: 3.3% new highs, 1.5% new lows
126d: 2.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.7% above, 62.3% below
3-day: 35.6% above, 64.4% below
4-day: 56.0% above, 44.0% below
5-day: 59.1% above, 40.9% below
8-day: 65.6% above, 34.4% below
10-day: 72.0% above, 28.0% below
20-day: 76.0% above, 24.0% below
50-day: 49.4% above, 50.6% below
200-day: 51.1% above, 48.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141030 9:47 am ET)
COSW(89): 0.41% Top=CTRX LOCK TTWO FFIV BIDU EQIX AKAM FIS ….. MSCI NQ AWAY SFUN FEYE FB DBD TWTR=Bottom (Computer Software/Internet)
COHW(50): 0.27% Top=JDSU ARRS LVLT LXK FNSR ANET CIEN PANW ….. VZ XLS TMUS OLED WDC SSYS UBNT CNSL=Bottom (Computer Hardware/Telecom)
RETA(72): 0.20% Top=GNC SHLD VSI BBY ABG FINL AN LOW ….. WMT ANN SFM CHS KAR AEO LAD DSW=Bottom (Retail & Specialty Retail)
INSU(41): -0.04% Top=RDN LNC ALL MTG CNO MET GNW ACGL ….. AWH AJG FNF AFSI AHL VR UNM AXS=Bottom (Insurance)
REAL(90): -0.04% Top=CBSO CBG HLSS NRF DRE AMT BAM HIW ….. MAA O EQY HST DFT HTA EQR ARCP=Bottom (Real Estate)
FINA(91): -0.09% Top=XOOM IVZ OCN RJF AXP NDAQ SLM CIT ….. EWBC LAZ WDR ETFC BX APO KKR LPLA=Bottom (Banks/Financials)
DISV(51): -0.12% Top=V MA APOL BAH VPRT DV YY CAR ….. HTZ JEC KBR SCI VNTV Z ASGN WTW=Bottom (Diversified Services)
HEAL(58): -0.19% Top=MD CI IRWD TRNX SPNC MOH STJ PODD ….. OPK LPNT UHS PKI ALGN HCA CYH PRXL=Bottom (Health)
LEIS(37): -0.27% Top=LOCO NCLH CMG DNKN LQ SONC BWLD YUM ….. GPRO PNRA SEAS H EXPE MGM BYD SGMS=Bottom (Leisure)
CONS(61): -0.29% Top=HAR SEE DECK SKX ICON KS NUS SCSS ….. SHOO KATE PBI HBI ACCO BLL FBHS AVP=Bottom (Consumer)
MATE(31): -0.52% Top=WM WCN DAR RSG BCC MLM WY SRCL ….. RYL LEN TOL DHI MTZ MTH KBH MDC=Bottom (Materials & Construction)
CHEM(35): -0.53% Top=APD GRA SHW OLN DD MON WPZ CHMT ….. TROX MEOH FTK CBT AXLL FMC GPRE PEIX=Bottom (Chemicals/Fertilizers)
TRAN(34): -0.56% Top=AAL LUV TRN AIRM HA DAL JBLU CNI ….. JBHT EXPD HUBG KEX ODFL ALK CHRW CNW=Bottom (Transportation)
ELEC(62): -0.80% Top=VECO CAVM CREE SANM TEL CSIQ INVN GLW ….. CY SCTY MU IDTI MCHP ATML CRUS ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(132): -0.92% Top=HOS PBF CJES MPC SU RRC PAA WLL ….. NE SFY NOV CPE EXXI REXX EMES CRR=Bottom (Energy)
MANU(51): -1.28% Top=ZBRA CFX ATI AME ROP RXN PRLB RS ….. TRS GNRC MWA SPW KMT BGC GTLS TEX=Bottom (Manufacturing)
META(24): -2.35% Top=SLCA CLF AKS NUE STLD X BTU CNX ….. CMC PAAS NEM CENX SLW EGO GG AEM=Bottom (Metals & Mining)

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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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