daytrend

10/22/2014

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

Closing Stats
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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
9.2% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
27.5% are below yesterday’s low.
63.3% are inside yesterday’s range.
75.1% of stocks with today’s high > yesterday’s high. (24.9% less than).
33.1% of stocks with today’s low < yesterday’s low. (66.9% greater than).

EVIDENCE OF INTRADAY TREND
11.8% of stocks are above today’s open. (87.3% are below).
10.5% of stocks are above today’s open and yesterday’s close.
81.9% are below both.
31.6% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (25.8% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
0.8% are in the top 20%.
6.9% are in the top half. 93.1% of stocks are in the bottom half of today’s range.
77.2% are in the bottom 20%.
60.7% are in the bottom 10%.

GAIN
16.9% of stocks are above yesterday’s close. (83.1% are below.)
0.6% are up 4.5% or more. 6.9% are down 4.5% or more.
1.0% are up 3.5% or more. 11.4% are down 3.5% or more.
40.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:12.7%…>=80:20.3%…>=50:59.3%…<=20:3.8%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:55.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.2% above previous 1 highs, 27.5% below previous 1 lows
9.1% above previous 2 highs, 6.5% below previous 2 lows
8.5% above previous 3 highs, 5.2% below previous 3 lows
8.3% above previous 4 highs, 2.4% below previous 4 lows
7.7% above previous 5 highs, 1.4% below previous 5 lows
7.5% above previous 6 highs, 1.2% below previous 6 lows
7.5% above previous 7 highs, 1.1% below previous 7 lows
6.7% above previous 8 highs, 1.1% below previous 8 lows
6.1% above previous 9 highs, 1.1% below previous 9 lows
6.0% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
16.9% are above or equal to 10/21 close (1 days ago), 83.1% are below.
72.8% are above or equal to 10/20 close (2 days ago), 27.2% are below.
85.1% are above or equal to 10/17 close (3 days ago), 14.9% are below.
85.3% are above or equal to 10/16 close (4 days ago), 14.7% are below.
87.6% are above or equal to 10/15 close (5 days ago), 12.4% are below.
87.1% are above or equal to 10/14 close (6 days ago), 12.9% are below.
89.2% are above or equal to 10/13 close (7 days ago), 10.8% are below.
78.5% are above or equal to 10/10 close (8 days ago), 21.5% are below.
62.9% are above or equal to 10/9 close (9 days ago), 37.1% are below.
39.7% are above or equal to 10/8 close (10 days ago), 60.3% are below.
52.6% are above or equal to 10/7 close (11 days ago), 47.4% are below.
38.6% are above or equal to 10/6 close (12 days ago), 61.4% are below.
35.9% are above or equal to 10/3 close (13 days ago), 64.1% are below.
42.3% are above or equal to 10/2 close (14 days ago), 57.7% are below.
45.3% are above or equal to 10/1 close (15 days ago), 54.7% are below.
34.8% are above or equal to 9/30 close (16 days ago), 65.2% are below.
30.9% are above or equal to 9/29 close (17 days ago), 69.1% are below.
30.1% are above or equal to 9/26 close (18 days ago), 69.9% are below.
35.3% are above or equal to 9/25 close (19 days ago), 64.7% are below.
27.5% are above or equal to 9/24 close (20 days ago), 72.5% are below.
30.4% are above or equal to 9/23 close (21 days ago), 69.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.2% new highs, 1.4% new lows
21d: 19.0% new highs, 1.4% new lows
42d: 8.6% new highs, 1.4% new lows
63d: 6.8% new highs, 1.3% new lows
126d: 5.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 16.3% above, 83.7% below
3-day: 47.5% above, 52.5% below
4-day: 66.9% above, 33.1% below
5-day: 76.0% above, 24.0% below
8-day: 86.7% above, 13.3% below
10-day: 84.6% above, 15.4% below
20-day: 51.2% above, 48.8% below
50-day: 27.0% above, 73.0% below
200-day: 40.0% above, 60.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 Closing)
LEIS(34): -0.07% Top=SIX SONC BLMN JACK DPZ DNKN WEN LQ ….. PNK HOT MGM BYD EXPE LVS LTM SGMS=Bottom (Leisure)
REAL(94): -0.32% Top=DDR BDN O BEE EQY BRX CUBE KIM ….. RHP RWT NRF WAC BAM HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.54% Top=TRV VR RGA AXS AWH AFG AEL CB ….. LNC RDN PRU GNW BRO MBI CNO MTG=Bottom (Insurance)
MATE(31): -0.86% Top=OC DHI MAS WCN RSG TOL MDC SPF ….. PWR TPH FAST DAR USG MTZ FLR EXP=Bottom (Materials & Construction)
CONS(60): -0.89% Top=IRBT GPK SHOO MAT KMB SKX HBI BC ….. KS PKG CSL UFS NUS RKT OI TUP=Bottom (Consumer)
DISV(55): -1.00% Top=XRS RCII MYGN RHI GPN KBR WOOF BAH ….. URI VPRT YY APOL Z HTZ CAR R=Bottom (Diversified Services)
RETA(70): -1.04% Top=NFLX GNC BBY KR BURL CPRT CVS VSI ….. CAB MELI BID SFM RH TFM FIVE ABG=Bottom (Retail & Specialty Retail)
HEAL(54): -1.08% Top=STE BSX KND SYK BDX DGX MD WMGI ….. PODD THC HLS MR DXCM PKI TMO IRWD=Bottom (Health)
COSW(85): -1.17% Top=UIS YHOO NCR MANH NQ GOOG GOOGL MSCI ….. N NOW RHT PFPT SPLK VMW XRX DWRE=Bottom (Computer Software/Internet)
FINA(97): -1.21% Top=SEIC SLM NYCB EWBC EVR BX BBT ISBC ….. JNS WDR EV FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
CHEM(37): -1.33% Top=CF MOS MON ASH DD POT PX SHW ….. CHMT IPI FTK ALB FUL MEOH TROX SZYM=Bottom (Chemicals/Fertilizers)
TRAN(33): -1.74% Top=HA JBHT DAL CHRW CSX BRS TRN FDX ….. KSU KEX NSC JBLU KNX GLNG TK TDW=Bottom (Transportation)
COHW(50): -1.79% Top=NTAP CTL FTR EMC AAPL WIN XLS BRCD ….. OLED SSYS SWIR CIEN RKUS CNSL LXK ANET=Bottom (Computer Hardware/Telecom)
META(25): -1.93% Top=CLF STLD GG NEM NUE CMC CENX AA ….. SWC CCJ EGO SLW PAAS AEM BTU CLD=Bottom (Metals & Mining)
MANU(49): -2.03% Top=SWK GNRC LII MRC DE AOS DOV PNR ….. FLS EMR ATI CFX ROK GTLS JKS DDD=Bottom (Manufacturing)
ELEC(63): -2.28% Top=BRCM QLGC ISIL MSCC TXN GRMN MPWR MRVL ….. SUNE TQNT JASO VECO APH CSIQ TSL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(136): -3.35% Top=TLLP EEP NGL ENLK SDLP RES RGP XOM ….. ROSE PVA SN WTI AREX SGY SFY GDP=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 2:32 pm

Market Stats at 3:31 pm ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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
15.2% of stocks are above yesterday’s high.
49.4% are above yesterday’s midpoint. (50.6% are below.)
20.6% are below yesterday’s low.
64.1% are inside yesterday’s range.
75.1% of stocks with today’s high > yesterday’s high. (24.9% less than).
27.6% of stocks with today’s low < yesterday’s low. (72.4% greater than).

EVIDENCE OF INTRADAY TREND
18.2% of stocks are above today’s open. (80.9% are below).
16.0% of stocks are above today’s open and yesterday’s close.
72.0% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
13.7% are in the top half. 86.3% of stocks are in the bottom half of today’s range.
53.7% are in the bottom 20%.
33.2% are in the bottom 10%.

GAIN
26.0% of stocks are above yesterday’s close. (74.0% are below.)
0.6% are up 4.5% or more. 4.8% are down 4.5% or more.
1.2% are up 3.5% or more. 9.4% are down 3.5% or more.
49.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.5%…>=90:21.5%…>=80:30.7%…>=50:68.9%…<=20:2.9%…<=10:0.8%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:47.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.2% above previous 1 highs, 20.6% below previous 1 lows
14.8% above previous 2 highs, 4.3% below previous 2 lows
14.1% above previous 3 highs, 3.3% below previous 3 lows
13.8% above previous 4 highs, 1.5% below previous 4 lows
13.3% above previous 5 highs, 1.2% below previous 5 lows
12.8% above previous 6 highs, 1.0% below previous 6 lows
12.8% above previous 7 highs, 0.9% below previous 7 lows
11.1% above previous 8 highs, 0.9% below previous 8 lows
10.3% above previous 9 highs, 0.9% below previous 9 lows
10.1% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.0% are above or equal to 10/21 close (1 days ago), 74.0% are below.
79.3% are above or equal to 10/20 close (2 days ago), 20.7% are below.
87.3% are above or equal to 10/17 close (3 days ago), 12.7% are below.
87.1% are above or equal to 10/16 close (4 days ago), 12.9% are below.
89.5% are above or equal to 10/15 close (5 days ago), 10.5% are below.
88.9% are above or equal to 10/14 close (6 days ago), 11.1% are below.
90.9% are above or equal to 10/13 close (7 days ago), 9.1% are below.
81.2% are above or equal to 10/10 close (8 days ago), 18.8% are below.
65.8% are above or equal to 10/9 close (9 days ago), 34.2% are below.
42.3% are above or equal to 10/8 close (10 days ago), 57.7% are below.
54.9% are above or equal to 10/7 close (11 days ago), 45.1% are below.
42.0% are above or equal to 10/6 close (12 days ago), 58.0% are below.
38.5% are above or equal to 10/3 close (13 days ago), 61.5% are below.
45.1% are above or equal to 10/2 close (14 days ago), 54.9% are below.
48.7% are above or equal to 10/1 close (15 days ago), 51.3% are below.
37.3% are above or equal to 9/30 close (16 days ago), 62.7% are below.
33.7% are above or equal to 9/29 close (17 days ago), 66.3% are below.
32.4% are above or equal to 9/26 close (18 days ago), 67.6% are below.
36.8% are above or equal to 9/25 close (19 days ago), 63.2% are below.
28.8% are above or equal to 9/24 close (20 days ago), 71.2% are below.
32.3% are above or equal to 9/23 close (21 days ago), 67.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.2% new highs, 1.3% new lows
21d: 19.0% new highs, 1.3% new lows
42d: 8.6% new highs, 1.3% new lows
63d: 6.8% new highs, 1.3% new lows
126d: 5.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 25.0% above, 75.0% below
3-day: 58.1% above, 41.9% below
4-day: 74.9% above, 25.1% below
5-day: 80.6% above, 19.4% below
8-day: 89.6% above, 10.4% below
10-day: 87.4% above, 12.6% below
20-day: 55.0% above, 45.0% below
50-day: 29.6% above, 70.4% below
200-day: 41.3% above, 58.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 3:31 pm ET)
LEIS(34): 0.30% Top=SIX SONC BLMN JACK SEAS DPZ WEN DNKN ….. HOT BYD WYNN MGM EXPE LVS LTM SGMS=Bottom (Leisure)
REAL(94): -0.05% Top=BDN DDR CUBE LHO O CBG BEE EQY ….. NRF PMT WAC ACC BAM HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.13% Top=TRV VR RGA AXS AWH AGO AFG AEL ….. FAF PRU GNW BRO RDN CNO MBI MTG=Bottom (Insurance)
CONS(60): -0.42% Top=IRBT SHOO GPK KMB SKX MAT DECK HBI ….. UA BMS CSL PKG NUS RKT OI TUP=Bottom (Consumer)
MATE(31): -0.56% Top=OC MAS DHI RSG TOL MDC WCN PHM ….. PWR TPH FAST DAR MTZ USG EXP FLR=Bottom (Materials & Construction)
RETA(70): -0.61% Top=NFLX GNC BBY KR VSI BURL GPS CPRT ….. MELI CAB BID SFM TFM RH FIVE ABG=Bottom (Retail & Specialty Retail)
DISV(55): -0.67% Top=RCII XRS MYGN RHI GPN KBR ADS BAH ….. YY URI APOL VPRT Z HTZ CAR R=Bottom (Diversified Services)
HEAL(54): -0.70% Top=STE BSX KND WMGI SYK BDX DGX LH ….. HLS PODD OPK HCA DXCM PKI TMO IRWD=Bottom (Health)
COSW(85): -0.82% Top=UIS YHOO MANH NCR GOOG GOOGL SNCR WBMD ….. N NOW RHT PFPT SPLK XRX VMW DWRE=Bottom (Computer Software/Internet)
FINA(97): -0.83% Top=SEIC EVR NYCB EWBC SLM RF BX ISBC ….. PACW EV WDR FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
CHEM(37): -0.84% Top=CF MOS MON ASH DD SHW POT EMN ….. IPI POL GRA ALB FUL TROX MEOH SZYM=Bottom (Chemicals/Fertilizers)
COHW(51): -1.28% Top=NTAP CTL FTR WIN AAPL EMC VIP BRCD ….. SWIR OLED TDC CIEN RKUS CNSL ANET LXK=Bottom (Computer Hardware/Telecom)
TRAN(33): -1.36% Top=HA CHRW JBHT TRN EXPD DAL WERN CSX ….. KSU KEX JBLU NSC KNX GLNG TK TDW=Bottom (Transportation)
MANU(49): -1.64% Top=SWK GNRC LII PNR DOV AOS ITW MRC ….. ETN FLS EMR CFX ROK GTLS JKS DDD=Bottom (Manufacturing)
META(25): -1.67% Top=CLF STLD NUE CENX NEM CMC AA ABX ….. SLCA EGO GG SLW PAAS AEM BTU CLD=Bottom (Metals & Mining)
ELEC(63): -1.84% Top=BRCM QLGC ISIL MSCC MPWR TXN ONNN GRMN ….. VECO RFMD TQNT CSIQ APH JASO TSL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): -2.79% Top=TLLP EEP NGL ENLK RES SDLP VLO XOM ….. SN MTDR ROSE WTI SGY AREX SFY GDP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 2:49 pm ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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
16.1% of stocks are above yesterday’s high.
52.8% are above yesterday’s midpoint. (47.2% are below.)
17.4% are below yesterday’s low.
66.5% are inside yesterday’s range.
75.0% of stocks with today’s high > yesterday’s high. (25.0% less than).
26.5% of stocks with today’s low < yesterday’s low. (73.5% greater than).

EVIDENCE OF INTRADAY TREND
20.6% of stocks are above today’s open. (77.8% are below).
18.8% of stocks are above today’s open and yesterday’s close.
68.8% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
15.2% are in the top half. 84.8% of stocks are in the bottom half of today’s range.
46.7% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN
29.0% of stocks are above yesterday’s close. (71.0% are below.)
0.7% are up 4.5% or more. 3.0% are down 4.5% or more.
1.4% are up 3.5% or more. 7.2% are down 3.5% or more.
53.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.1%…>=90:22.8%…>=80:33.8%…>=50:73.0%…<=20:2.3%…<=10:0.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:60.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.1% above previous 1 highs, 17.4% below previous 1 lows
15.9% above previous 2 highs, 3.5% below previous 2 lows
15.2% above previous 3 highs, 2.8% below previous 3 lows
14.8% above previous 4 highs, 1.4% below previous 4 lows
14.2% above previous 5 highs, 1.0% below previous 5 lows
13.8% above previous 6 highs, 0.9% below previous 6 lows
13.7% above previous 7 highs, 0.8% below previous 7 lows
12.2% above previous 8 highs, 0.7% below previous 8 lows
11.0% above previous 9 highs, 0.7% below previous 9 lows
10.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.0% are above or equal to 10/21 close (1 days ago), 71.0% are below.
82.1% are above or equal to 10/20 close (2 days ago), 17.9% are below.
88.8% are above or equal to 10/17 close (3 days ago), 11.2% are below.
87.9% are above or equal to 10/16 close (4 days ago), 12.1% are below.
89.8% are above or equal to 10/15 close (5 days ago), 10.2% are below.
89.7% are above or equal to 10/14 close (6 days ago), 10.3% are below.
91.2% are above or equal to 10/13 close (7 days ago), 8.8% are below.
81.5% are above or equal to 10/10 close (8 days ago), 18.5% are below.
67.2% are above or equal to 10/9 close (9 days ago), 32.8% are below.
43.9% are above or equal to 10/8 close (10 days ago), 56.1% are below.
56.3% are above or equal to 10/7 close (11 days ago), 43.7% are below.
42.1% are above or equal to 10/6 close (12 days ago), 57.9% are below.
39.3% are above or equal to 10/3 close (13 days ago), 60.7% are below.
45.8% are above or equal to 10/2 close (14 days ago), 54.2% are below.
49.4% are above or equal to 10/1 close (15 days ago), 50.6% are below.
37.4% are above or equal to 9/30 close (16 days ago), 62.6% are below.
34.5% are above or equal to 9/29 close (17 days ago), 65.5% are below.
33.3% are above or equal to 9/26 close (18 days ago), 66.7% are below.
38.3% are above or equal to 9/25 close (19 days ago), 61.7% are below.
29.2% are above or equal to 9/24 close (20 days ago), 70.8% are below.
32.7% are above or equal to 9/23 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.2% new lows
21d: 18.9% new highs, 1.2% new lows
42d: 8.6% new highs, 1.2% new lows
63d: 6.8% new highs, 1.2% new lows
126d: 5.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.5% above, 72.5% below
3-day: 62.2% above, 37.8% below
4-day: 78.2% above, 21.8% below
5-day: 82.9% above, 17.1% below
8-day: 90.5% above, 9.5% below
10-day: 88.5% above, 11.5% below
20-day: 56.4% above, 43.6% below
50-day: 30.3% above, 69.7% below
200-day: 41.5% above, 58.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 2:49 pm ET)
LEIS(34): 0.38% Top=SIX SONC BLMN JACK SEAS H CMG DPZ ….. YUM PNRA MGM WYNN EXPE LVS LTM SGMS=Bottom (Leisure)
REAL(94): -0.04% Top=BDN DDR CUBE CBG KRC KIM LHO DEI ….. GOV PMT ACC BAM WAC HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.11% Top=TRV VR RGA AXS AWH AEL AGO AFG ….. GNW PRU AFSI CNO BRO RDN MBI MTG=Bottom (Insurance)
CONS(60): -0.37% Top=IRBT SHOO GPK KMB MAT HBI SKX DECK ….. UA CRI BMS PKG RKT NUS OI TUP=Bottom (Consumer)
MATE(31): -0.40% Top=OC MAS DHI TOL RSG WCN PHM MDC ….. PWR TPH FAST MTZ DAR USG EXP FLR=Bottom (Materials & Construction)
RETA(70): -0.46% Top=NFLX GNC BBY KR VSI GPS CPRT BURL ….. MELI BID CAB SFM RH FIVE TFM ABG=Bottom (Retail & Specialty Retail)
COSW(85): -0.58% Top=UIS YHOO MANH NCR GOOG SNCR NQ GOOGL ….. XRX DATA N RHT PFPT SPLK DWRE VMW=Bottom (Computer Software/Internet)
DISV(55): -0.61% Top=MYGN RCII XRS RHI GPN ADS KBR PAYX ….. BLOX APOL URI VPRT HTZ Z CAR R=Bottom (Diversified Services)
HEAL(54): -0.65% Top=STE BSX KND SYK BDX LH DGX AET ….. THC PODD OPK HLS DXCM PKI IRWD TMO=Bottom (Health)
CHEM(37): -0.65% Top=CF MOS DD MON ASH EMN PX POT ….. POL CHMT FUL ALB CE MEOH TROX SZYM=Bottom (Chemicals/Fertilizers)
FINA(97): -0.73% Top=SEIC NYCB OZRK SLM BX EWBC SBNY BBT ….. EV WDR JNS FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
COHW(51): -1.02% Top=NTAP FTR EMC CTL AAPL WIN ARRS BRCD ….. EFII CCOI CIEN CNSL LXK SSYS RKUS ANET=Bottom (Computer Hardware/Telecom)
TRAN(33): -1.18% Top=HA CHRW CNI DAL JBHT CSX EXPD BRS ….. KSU KEX NSC JBLU TK GLNG KNX TDW=Bottom (Transportation)
META(25): -1.51% Top=CLF STLD NUE NEM ABX CENX CNX CMC ….. AKS EGO GG SLW PAAS CLD AEM BTU=Bottom (Metals & Mining)
MANU(49): -1.55% Top=GNRC SWK LII PNR DOV AOS ITW MRC ….. CRS EMR ATI ROK CFX JKS GTLS DDD=Bottom (Manufacturing)
ELEC(63): -1.66% Top=BRCM QLGC MSCC TXN ISIL ONNN MPWR GRMN ….. CAVM TQNT VECO JASO SUNE TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): -2.27% Top=TLLP EEP VLO PAA NGL ENLK BPL GEL ….. PVA LGCY WTI ROSE SFY SGY AREX GDP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 1:54 pm ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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
18.2% of stocks are above yesterday’s high.
57.9% are above yesterday’s midpoint. (42.1% are below.)
15.0% are below yesterday’s low.
66.8% are inside yesterday’s range.
75.0% of stocks with today’s high > yesterday’s high. (25.0% less than).
20.7% of stocks with today’s low < yesterday’s low. (79.3% greater than).

EVIDENCE OF INTRADAY TREND
22.9% of stocks are above today’s open. (75.9% are below).
20.4% of stocks are above today’s open and yesterday’s close.
65.9% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
2.7% are in the top 20%.
17.0% are in the top half. 83.0% of stocks are in the bottom half of today’s range.
51.8% are in the bottom 20%.
27.6% are in the bottom 10%.

GAIN
31.4% of stocks are above yesterday’s close. (68.6% are below.)
0.7% are up 4.5% or more. 2.6% are down 4.5% or more.
1.1% are up 3.5% or more. 6.0% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.4%…>=90:26.1%…>=80:37.1%…>=50:76.7%…<=20:2.0%…<=10:0.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:63.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:50.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.2% above previous 1 highs, 15.0% below previous 1 lows
17.9% above previous 2 highs, 2.9% below previous 2 lows
16.9% above previous 3 highs, 2.5% below previous 3 lows
16.5% above previous 4 highs, 1.4% below previous 4 lows
15.6% above previous 5 highs, 0.8% below previous 5 lows
14.9% above previous 6 highs, 0.8% below previous 6 lows
14.7% above previous 7 highs, 0.7% below previous 7 lows
12.9% above previous 8 highs, 0.7% below previous 8 lows
11.3% above previous 9 highs, 0.7% below previous 9 lows
11.3% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.4% are above or equal to 10/21 close (1 days ago), 68.6% are below.
83.5% are above or equal to 10/20 close (2 days ago), 16.5% are below.
90.4% are above or equal to 10/17 close (3 days ago), 9.6% are below.
88.3% are above or equal to 10/16 close (4 days ago), 11.7% are below.
90.6% are above or equal to 10/15 close (5 days ago), 9.4% are below.
89.9% are above or equal to 10/14 close (6 days ago), 10.1% are below.
91.8% are above or equal to 10/13 close (7 days ago), 8.2% are below.
82.8% are above or equal to 10/10 close (8 days ago), 17.2% are below.
68.4% are above or equal to 10/9 close (9 days ago), 31.6% are below.
45.1% are above or equal to 10/8 close (10 days ago), 54.9% are below.
58.2% are above or equal to 10/7 close (11 days ago), 41.8% are below.
43.7% are above or equal to 10/6 close (12 days ago), 56.3% are below.
40.3% are above or equal to 10/3 close (13 days ago), 59.7% are below.
47.0% are above or equal to 10/2 close (14 days ago), 53.0% are below.
50.1% are above or equal to 10/1 close (15 days ago), 49.9% are below.
38.2% are above or equal to 9/30 close (16 days ago), 61.8% are below.
34.7% are above or equal to 9/29 close (17 days ago), 65.3% are below.
34.0% are above or equal to 9/26 close (18 days ago), 66.0% are below.
38.8% are above or equal to 9/25 close (19 days ago), 61.2% are below.
29.4% are above or equal to 9/24 close (20 days ago), 70.6% are below.
32.7% are above or equal to 9/23 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.0% new lows
21d: 18.9% new highs, 1.0% new lows
42d: 8.6% new highs, 1.0% new lows
63d: 6.8% new highs, 1.0% new lows
126d: 5.3% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.2% above, 69.8% below
3-day: 66.2% above, 33.8% below
4-day: 81.3% above, 18.7% below
5-day: 85.4% above, 14.6% below
8-day: 91.3% above, 8.7% below
10-day: 89.3% above, 10.7% below
20-day: 58.6% above, 41.4% below
50-day: 31.6% above, 68.4% below
200-day: 42.0% above, 58.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 1:54 pm ET)
LEIS(34): 0.46% Top=SIX SONC BLMN H SEAS JACK DPZ MAR ….. PNK YUM EXPE WYNN MGM LTM LVS SGMS=Bottom (Leisure)
REAL(94): -0.06% Top=BDN CUBE BRX CBG LHO DDR EQY BEE ….. RWT GOV ACC BAM WAC HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.15% Top=TRV AEL VR RGA AXS AWH AGO AFG ….. PRU MBI GNW CNO BRO RDN AFSI MTG=Bottom (Insurance)
RETA(70): -0.21% Top=NFLX GNC BBY VSI KR CPRT SHLD BURL ….. CAB TCS PIR BID TFM RH FIVE ABG=Bottom (Retail & Specialty Retail)
CONS(60): -0.22% Top=IRBT SHOO GPK MAT KMB SKX HBI DECK ….. CCK BMS PKG RKT CRI OI NUS TUP=Bottom (Consumer)
MATE(31): -0.25% Top=OC MAS WCN DHI MDC PHM TOL RSG ….. EME TPH FAST MTZ DAR USG EXP FLR=Bottom (Materials & Construction)
COSW(85): -0.37% Top=UIS YHOO MANH NCR VNET GOOG SNCR GOOGL ….. EQIX N XRX PFPT RHT SPLK DWRE VMW=Bottom (Computer Software/Internet)
DISV(55): -0.44% Top=MYGN XRS RHI GPN KBR RCII ADS BAH ….. VPRT YY BLOX URI HTZ Z CAR R=Bottom (Diversified Services)
CHEM(37): -0.46% Top=CF GPRE MOS AXLL ASH MON DD EMN ….. CHMT FUL MEOH GRA FTK ALB TROX SZYM=Bottom (Chemicals/Fertilizers)
HEAL(54): -0.61% Top=STE BSX KND WMGI BDX SYK DVA LH ….. OPK THC HCA DXCM HLS PKI IRWD TMO=Bottom (Health)
FINA(97): -0.67% Top=SEIC OZRK SBNY EWBC SLM NYCB RF WBS ….. JNS WDR EV DFS FNGN NTRS LPLA OCN=Bottom (Banks/Financials)
COHW(51): -0.90% Top=NTAP EMC BRCD AAPL ARRS CTL FTR WIN ….. UBNT SWIR RKUS CIEN LXK CNSL ANET SSYS=Bottom (Computer Hardware/Telecom)
TRAN(33): -0.95% Top=HA BRS CHRW DAL SAVE JBHT ALK CNI ….. ODFL KEX JBLU NSC TK KNX GLNG TDW=Bottom (Transportation)
MANU(49): -1.33% Top=GNRC SWK LII PNR ZBRA DOV MRC AOS ….. ROK CRS ATI EMR CFX GTLS JKS DDD=Bottom (Manufacturing)
META(25): -1.35% Top=CLF STLD NUE CENX NEM SLCA CMC CNX ….. X GG SLW CLD PAAS BTU AEM AKS=Bottom (Metals & Mining)
ELEC(63): -1.35% Top=BRCM QLGC ISIL MSCC TXN GRMN ONNN AMKR ….. RFMD CSIQ TQNT JASO VECO TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): -1.92% Top=TLLP EEP GEL NGL ENLK PAA SXL VLO ….. GLF SFY SN SGY ROSE LGCY AREX GDP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:29 am

Market Stats at 12:29 pm ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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

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

COMPARED TO YESTERDAY’S RANGE
33.4% of stocks are above yesterday’s high.
75.8% are above yesterday’s midpoint. (24.2% are below.)
5.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
74.8% of stocks with today’s high > yesterday’s high. (25.2% less than).
11.8% of stocks with today’s low < yesterday’s low. (88.2% greater than).

EVIDENCE OF INTRADAY TREND
43.7% of stocks are above today’s open. (55.2% are below).
40.5% of stocks are above today’s open and yesterday’s close.
44.1% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.1% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
43.4% are in the top half. 56.6% of stocks are in the bottom half of today’s range.
25.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
52.6% of stocks are above yesterday’s close. (47.4% are below.)
0.8% are up 4.5% or more. 1.3% are down 4.5% or more.
1.6% are up 3.5% or more. 2.0% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:28.5%…>=90:46.7%…>=80:59.5%…>=50:88.3%…<=20:1.6%…<=10:0.6%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:71.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.4% above previous 1 highs, 5.7% below previous 1 lows
32.9% above previous 2 highs, 2.0% below previous 2 lows
31.5% above previous 3 highs, 1.4% below previous 3 lows
30.8% above previous 4 highs, 0.7% below previous 4 lows
29.8% above previous 5 highs, 0.6% below previous 5 lows
28.3% above previous 6 highs, 0.6% below previous 6 lows
27.1% above previous 7 highs, 0.6% below previous 7 lows
24.5% above previous 8 highs, 0.6% below previous 8 lows
20.6% above previous 9 highs, 0.6% below previous 9 lows
20.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.6% are above or equal to 10/21 close (1 days ago), 47.4% are below.
90.6% are above or equal to 10/20 close (2 days ago), 9.4% are below.
93.9% are above or equal to 10/17 close (3 days ago), 6.1% are below.
91.4% are above or equal to 10/16 close (4 days ago), 8.6% are below.
92.5% are above or equal to 10/15 close (5 days ago), 7.5% are below.
92.1% are above or equal to 10/14 close (6 days ago), 7.9% are below.
93.1% are above or equal to 10/13 close (7 days ago), 6.9% are below.
85.4% are above or equal to 10/10 close (8 days ago), 14.6% are below.
73.1% are above or equal to 10/9 close (9 days ago), 26.9% are below.
50.8% are above or equal to 10/8 close (10 days ago), 49.2% are below.
64.3% are above or equal to 10/7 close (11 days ago), 35.7% are below.
49.2% are above or equal to 10/6 close (12 days ago), 50.8% are below.
44.7% are above or equal to 10/3 close (13 days ago), 55.3% are below.
51.2% are above or equal to 10/2 close (14 days ago), 48.8% are below.
53.5% are above or equal to 10/1 close (15 days ago), 46.5% are below.
43.0% are above or equal to 9/30 close (16 days ago), 57.0% are below.
38.4% are above or equal to 9/29 close (17 days ago), 61.6% are below.
37.8% are above or equal to 9/26 close (18 days ago), 62.2% are below.
42.5% are above or equal to 9/25 close (19 days ago), 57.5% are below.
32.4% are above or equal to 9/24 close (20 days ago), 67.6% are below.
36.8% are above or equal to 9/23 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 0.9% new lows
21d: 18.9% new highs, 0.9% new lows
42d: 8.6% new highs, 0.9% new lows
63d: 6.8% new highs, 0.9% new lows
126d: 5.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.2% above, 48.8% below
3-day: 83.5% above, 16.5% below
4-day: 90.5% above, 9.5% below
5-day: 91.5% above, 8.5% below
8-day: 94.6% above, 5.4% below
10-day: 92.5% above, 7.5% below
20-day: 66.4% above, 33.6% below
50-day: 35.2% above, 64.8% below
200-day: 44.5% above, 55.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 12:29 pm ET)
LEIS(34): 1.23% Top=SIX SONC BLMN OWW SEAS MAR JACK BYD ….. MGM HOT LTM WYNN SGMS YUM LVS PNRA=Bottom (Leisure)
INSU(42): 0.45% Top=AGO TRV AEL RGA AXS VR AWH AFG ….. MET L RDN ACE CNO PRU BRO MTG=Bottom (Insurance)
RETA(70): 0.44% Top=NFLX GNC BBY VSI CPRT SHLD KR KMX ….. QVCA SFM LB ANF RH CAB BID ABG=Bottom (Retail & Specialty Retail)
REAL(94): 0.39% Top=BDN CBG DDR LHO RLGY BRX CBL DEI ….. GOV BAM ACC NSM DFT WAC HPT HLSS=Bottom (Real Estate)
CONS(60): 0.38% Top=IRBT SHOO GPK LULU MAT HBI KMB SKX ….. RKT UFS CCK CRI BMS OI NUS TUP=Bottom (Consumer)
CHEM(37): 0.24% Top=GPRE CF AXLL ASH MOS DD CBT APD ….. POL IPI CHMT FTK ALB GRA TROX SZYM=Bottom (Chemicals/Fertilizers)
MATE(31): 0.15% Top=OC MAS MDC RSG KBH WCN SPF DHI ….. EME FAST TPH USG DAR MTZ EXP FLR=Bottom (Materials & Construction)
DISV(55): 0.03% Top=XRS MYGN RHI GPN ADS KBR BAH RCII ….. APOL YY VPRT HTZ BLOX CAR Z R=Bottom (Diversified Services)
COSW(85): -0.04% Top=UIS YHOO VNET NCR SNCR MANH GOOG JD ….. CSOD EQIX RHT VEEV PFPT SPLK DWRE VMW=Bottom (Computer Software/Internet)
FINA(97): -0.10% Top=SEIC SBNY EWBC OZRK SLM NYCB BX FHN ….. WDR PACW WETF DFS FNGN NTRS LPLA OCN=Bottom (Banks/Financials)
HEAL(54): -0.15% Top=BSX KND STE MASI WMGI LH BDX DVA ….. THC ESRX OPK HLS IRWD PKI TMO DXCM=Bottom (Health)
TRAN(33): -0.20% Top=HA SAVE BRS DAL WAB UAL GBX CNI ….. CNW ODFL XPO NSC KSU GLNG KNX TDW=Bottom (Transportation)
META(25): -0.22% Top=CLF STLD SLCA NUE CENX CNX CMC AA ….. AKS BTU EGO CLD SLW GG PAAS AEM=Bottom (Metals & Mining)
COHW(51): -0.33% Top=ARRS BRCD NTAP XLS VIP SYNA FTR CAMP ….. SWIR CIEN RKUS CCOI CNSL SSYS ANET LXK=Bottom (Computer Hardware/Telecom)
ENER(137): -0.42% Top=TLLP EEP NGL SXL PAA CJES SWN SSE ….. SGY ROSE SFY ECA GLF ARP LGCY GDP=Bottom (Energy)
MANU(49): -0.63% Top=GNRC SWK PNR LII DOV ITW ZBRA DE ….. ATI ROK CRS EMR CFX GTLS JKS DDD=Bottom (Manufacturing)
ELEC(63): -0.86% Top=BRCM QLGC ONNN AMKR GRMN ISIL OVTI MRVL ….. CAVM CRUS TQNT VECO JASO TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:16 am

Market Stats at 12:16 pm ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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

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

COMPARED TO YESTERDAY’S RANGE
33.3% of stocks are above yesterday’s high.
76.1% are above yesterday’s midpoint. (23.9% are below.)
5.8% are below yesterday’s low.
60.9% are inside yesterday’s range.
74.8% of stocks with today’s high > yesterday’s high. (25.2% less than).
11.1% of stocks with today’s low < yesterday’s low. (88.9% greater than).

EVIDENCE OF INTRADAY TREND
43.8% of stocks are above today’s open. (55.1% are below).
40.4% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.5% of stocks are in the top 10% of today’s range.
14.7% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
26.6% are in the bottom 20%.
17.4% are in the bottom 10%.

GAIN
54.1% of stocks are above yesterday’s close. (45.9% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
1.4% are up 3.5% or more. 2.5% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:29.6%…>=90:46.9%…>=80:59.5%…>=50:89.3%…<=20:1.5%…<=10:0.6%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:72.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:57.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.3% above previous 1 highs, 5.8% below previous 1 lows
32.9% above previous 2 highs, 1.8% below previous 2 lows
31.6% above previous 3 highs, 1.5% below previous 3 lows
30.8% above previous 4 highs, 0.9% below previous 4 lows
29.9% above previous 5 highs, 0.8% below previous 5 lows
28.2% above previous 6 highs, 0.8% below previous 6 lows
27.2% above previous 7 highs, 0.7% below previous 7 lows
24.4% above previous 8 highs, 0.7% below previous 8 lows
20.1% above previous 9 highs, 0.7% below previous 9 lows
19.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.1% are above or equal to 10/21 close (1 days ago), 45.9% are below.
90.7% are above or equal to 10/20 close (2 days ago), 9.3% are below.
94.0% are above or equal to 10/17 close (3 days ago), 6.0% are below.
91.2% are above or equal to 10/16 close (4 days ago), 8.8% are below.
92.4% are above or equal to 10/15 close (5 days ago), 7.6% are below.
92.1% are above or equal to 10/14 close (6 days ago), 7.9% are below.
93.7% are above or equal to 10/13 close (7 days ago), 6.3% are below.
85.3% are above or equal to 10/10 close (8 days ago), 14.7% are below.
73.5% are above or equal to 10/9 close (9 days ago), 26.5% are below.
51.7% are above or equal to 10/8 close (10 days ago), 48.3% are below.
64.8% are above or equal to 10/7 close (11 days ago), 35.2% are below.
49.4% are above or equal to 10/6 close (12 days ago), 50.6% are below.
44.8% are above or equal to 10/3 close (13 days ago), 55.2% are below.
51.5% are above or equal to 10/2 close (14 days ago), 48.5% are below.
54.0% are above or equal to 10/1 close (15 days ago), 46.0% are below.
43.4% are above or equal to 9/30 close (16 days ago), 56.6% are below.
38.8% are above or equal to 9/29 close (17 days ago), 61.2% are below.
38.2% are above or equal to 9/26 close (18 days ago), 61.8% are below.
43.0% are above or equal to 9/25 close (19 days ago), 57.0% are below.
32.6% are above or equal to 9/24 close (20 days ago), 67.4% are below.
36.8% are above or equal to 9/23 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.0% new highs, 0.9% new lows
21d: 18.8% new highs, 0.9% new lows
42d: 8.6% new highs, 0.9% new lows
63d: 6.8% new highs, 0.9% new lows
126d: 5.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.6% above, 47.4% below
3-day: 83.6% above, 16.4% below
4-day: 90.9% above, 9.1% below
5-day: 91.2% above, 8.8% below
8-day: 94.4% above, 5.6% below
10-day: 92.7% above, 7.3% below
20-day: 67.1% above, 32.9% below
50-day: 35.4% above, 64.6% below
200-day: 44.5% above, 55.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 12:16 pm ET)
LEIS(34): 1.17% Top=SIX SONC BLMN SEAS JACK MAR OWW H ….. HOT MGM LTM WYNN YUM PNRA SGMS LVS=Bottom (Leisure)
INSU(42): 0.49% Top=TRV AEL AGO RGA AXS AWH VR AFG ….. CLGX L CNO ACE RDN PRU MTG BRO=Bottom (Insurance)
RETA(70): 0.46% Top=NFLX GNC BBY VSI KR CPRT KMX FRAN ….. DKS QVCA FIVE ANF CAB LB BID ABG=Bottom (Retail & Specialty Retail)
CONS(60): 0.38% Top=IRBT GPK SHOO MAT KMB HBI SKX LULU ….. CSL CCK RKT BMS OI CRI NUS TUP=Bottom (Consumer)
CHEM(37): 0.36% Top=GPRE CF CBT ASH AXLL DD MOS APD ….. WPZ FTK IPI ALB CHMT GRA TROX SZYM=Bottom (Chemicals/Fertilizers)
REAL(94): 0.30% Top=BDN RLGY CBG DDR LHO DEI CBL WRI ….. PMT GOV WAC ACC BAM DFT HPT HLSS=Bottom (Real Estate)
MATE(31): 0.16% Top=OC MAS MDC RSG WCN KBH SPF DHI ….. EME TPH FAST DAR EXP MTZ USG FLR=Bottom (Materials & Construction)
DISV(55): 0.06% Top=MYGN RHI XRS GPN KBR BAH ADS RCII ….. APOL YY VPRT BLOX HTZ Z CAR R=Bottom (Diversified Services)
COSW(85): -0.01% Top=UIS YHOO VNET NCR MANH SNCR GOOG NTCT ….. EQIX DATA RHT VEEV PFPT SPLK VMW DWRE=Bottom (Computer Software/Internet)
FINA(97): -0.05% Top=EWBC SEIC OZRK SBNY NYCB SLM CFR ETFC ….. WDR WETF PACW DFS NTRS FNGN LPLA OCN=Bottom (Banks/Financials)
HEAL(54): -0.19% Top=BSX KND STE BDX WMGI DVA LH SYK ….. THC ESRX HLS IRWD PKI OPK DXCM TMO=Bottom (Health)
TRAN(33): -0.23% Top=HA BRS SAVE WAB CP ALK DAL LUV ….. XPO CNW SWFT KSU NSC GLNG TDW KNX=Bottom (Transportation)
COHW(51): -0.27% Top=ARRS NTAP FTR BRCD VIP COMM CTL XLS ….. CIEN INFN RKUS CCOI CNSL SSYS ANET LXK=Bottom (Computer Hardware/Telecom)
ENER(137): -0.32% Top=TLLP EEP NGL SSE PAA CRK SXL VLO ….. ARP ROSE BAS SFY ECA GLF LGCY GDP=Bottom (Energy)
META(25): -0.44% Top=CLF SLCA STLD NUE CENX CMC AA CNX ….. RGLD BTU CLD EGO SLW GG PAAS AEM=Bottom (Metals & Mining)
MANU(49): -0.69% Top=GNRC SWK PNR LII DOV ZBRA KMT ITW ….. ATI ROK EMR CRS CFX GTLS JKS DDD=Bottom (Manufacturing)
ELEC(63): -0.87% Top=BRCM QLGC AMKR ONNN ISIL GRMN OVTI TXN ….. RFMD CAVM TQNT VECO JASO TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 10:49 am ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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
34.8% of stocks are above yesterday’s high.
81.0% are above yesterday’s midpoint. (19.0% are below.)
3.1% are below yesterday’s low.
62.0% are inside yesterday’s range.
72.2% of stocks with today’s high > yesterday’s high. (27.8% less than).
9.0% of stocks with today’s low < yesterday’s low. (91.0% greater than).

EVIDENCE OF INTRADAY TREND
47.0% of stocks are above today’s open. (50.9% are below).
43.3% of stocks are above today’s open and yesterday’s close.
37.5% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% 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.
17.0% are in the top 20%.
53.7% are in the top half. 46.3% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN
58.6% of stocks are above yesterday’s close. (41.4% are below.)
0.9% are up 4.5% or more. 0.9% are down 4.5% or more.
1.3% are up 3.5% or more. 1.3% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:32.8%…>=90:49.7%…>=80:66.6%…>=50:92.4%…<=20:1.5%…<=10:0.6%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:74.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.8% above previous 1 highs, 3.1% below previous 1 lows
34.3% above previous 2 highs, 1.2% below previous 2 lows
32.4% above previous 3 highs, 0.8% below previous 3 lows
31.9% above previous 4 highs, 0.8% below previous 4 lows
30.8% above previous 5 highs, 0.6% below previous 5 lows
29.9% above previous 6 highs, 0.6% below previous 6 lows
29.1% above previous 7 highs, 0.6% below previous 7 lows
26.4% above previous 8 highs, 0.6% below previous 8 lows
21.2% above previous 9 highs, 0.6% below previous 9 lows
20.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.6% are above or equal to 10/21 close (1 days ago), 41.4% are below.
92.1% are above or equal to 10/20 close (2 days ago), 7.9% are below.
95.0% are above or equal to 10/17 close (3 days ago), 5.0% are below.
93.1% are above or equal to 10/16 close (4 days ago), 6.9% are below.
93.4% are above or equal to 10/15 close (5 days ago), 6.6% are below.
92.3% are above or equal to 10/14 close (6 days ago), 7.7% are below.
93.7% are above or equal to 10/13 close (7 days ago), 6.3% are below.
86.7% are above or equal to 10/10 close (8 days ago), 13.3% are below.
75.3% are above or equal to 10/9 close (9 days ago), 24.7% are below.
53.2% are above or equal to 10/8 close (10 days ago), 46.8% are below.
64.4% are above or equal to 10/7 close (11 days ago), 35.6% are below.
51.2% are above or equal to 10/6 close (12 days ago), 48.8% are below.
46.9% are above or equal to 10/3 close (13 days ago), 53.1% are below.
52.9% are above or equal to 10/2 close (14 days ago), 47.1% are below.
54.6% are above or equal to 10/1 close (15 days ago), 45.4% are below.
44.3% are above or equal to 9/30 close (16 days ago), 55.7% are below.
39.2% are above or equal to 9/29 close (17 days ago), 60.8% are below.
38.2% are above or equal to 9/26 close (18 days ago), 61.8% are below.
43.7% are above or equal to 9/25 close (19 days ago), 56.3% are below.
33.4% are above or equal to 9/24 close (20 days ago), 66.6% are below.
37.5% are above or equal to 9/23 close (21 days ago), 62.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.9% new highs, 0.9% new lows
21d: 17.4% new highs, 0.9% new lows
42d: 7.9% new highs, 0.9% new lows
63d: 6.2% new highs, 0.9% new lows
126d: 4.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.9% above, 43.1% below
3-day: 87.9% above, 12.1% below
4-day: 93.7% above, 6.3% below
5-day: 93.1% above, 6.9% below
8-day: 95.2% above, 4.8% below
10-day: 92.9% above, 7.1% below
20-day: 67.8% above, 32.2% below
50-day: 35.7% above, 64.3% below
200-day: 44.9% above, 55.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 10:49 am ET)
LEIS(34): 1.08% Top=SIX SONC LOCO CMG BLMN SGMS TXRH H ….. LTM CCL MCD LQ LVS WYNN SEAS YUM=Bottom (Leisure)
CONS(60): 0.55% Top=IRBT GPK SHOO SKX MAT GT LULU DECK ….. SCSS FOSL CSL UA BMS CRI FL TUP=Bottom (Consumer)
CHEM(37): 0.50% Top=GPRE DOW SZYM CBT ASH MOS AXLL DD ….. IPI FMC WPZ CHMT ALB MEOH TROX GRA=Bottom (Chemicals/Fertilizers)
RETA(70): 0.47% Top=NFLX SHLD CPRT BBY KMX KR URBN EBAY ….. DDS AAP QVCA DKS FIVE CAB BID ABG=Bottom (Retail & Specialty Retail)
COSW(85): 0.37% Top=UIS YHOO VNET AOL GOOG GOOGL SNCR TWTR ….. FFIV N RHT SPLK VEEV PFPT DWRE VMW=Bottom (Computer Software/Internet)
INSU(42): 0.31% Top=AGO AEL VR TRV AXS AFSI AWH RGA ….. ACE MBI CNO GNW PRU RDN MTG BRO=Bottom (Insurance)
META(25): 0.30% Top=CLF SLCA CCJ STLD AKS NUE BTU CMC ….. RGLD X EGO SLW GG CLD PAAS AEM=Bottom (Metals & Mining)
DISV(55): 0.26% Top=RHI XRS GPN ADS KBR ASGN BAH MYGN ….. ALLE BLOX Z VPRT PRAA HTZ CAR R=Bottom (Diversified Services)
MATE(31): 0.24% Top=OC MAS RSG WCN MDC VMC MLM CVA ….. MTZ EME EXP RYL FAST USG AWI FLR=Bottom (Materials & Construction)
REAL(94): 0.13% Top=RLGY BEE DDR CBG BRX BDN CBL PEB ….. VTR DFT AIV BAM ACC GOV HPT HLSS=Bottom (Real Estate)
TRAN(33): 0.01% Top=HA BRS WAB SAVE LUV FDX CHRW ALK ….. KSU GBX KNX UNP CSX TDW GLNG NSC=Bottom (Transportation)
ENER(137): 0.00% Top=LPI TLLP PDS ECR EGY EEP CRK MWE ….. PDCE SFY ARP GLF ECA REXX GDP LGCY=Bottom (Energy)
FINA(97): -0.04% Top=SEIC ETFC EVR SBNY EWBC BX OZRK CFR ….. FNB STT PACW FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
COHW(51): -0.06% Top=ARRS BRCD FTR XLS NTAP WIN CTL VIP ….. TMUS S CIEN CCOI CNSL ANET SSYS LXK=Bottom (Computer Hardware/Telecom)
HEAL(54): -0.07% Top=BSX KND STE DGX WMGI SYK LH MR ….. OPK A THC ESRX HLS PKI DXCM TMO=Bottom (Health)
MANU(49): -0.29% Top=GNRC SWK LII DOV PNR BGC WOR NDSN ….. FLS JKS CRS EMR CFX ATI GTLS DDD=Bottom (Manufacturing)
ELEC(63): -0.36% Top=BRCM AMBA GRMN ISIL ONNN OVTI TXN CGNX ….. JASO TSL VECO RFMD CRUS TQNT APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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

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

COMPARED TO YESTERDAY’S RANGE
26.6% of stocks are above yesterday’s high.
77.7% are above yesterday’s midpoint. (22.3% are below.)
4.1% are below yesterday’s low.
69.2% are inside yesterday’s range.
69.6% of stocks with today’s high > yesterday’s high. (30.4% less than).
8.0% of stocks with today’s low < yesterday’s low. (92.0% greater than).

EVIDENCE OF INTRADAY TREND
34.4% of stocks are above today’s open. (64.2% are below).
30.8% of stocks are above today’s open and yesterday’s close.
45.8% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.1% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
20.4% are in the bottom 10%.

GAIN
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.9% are up 4.5% or more. 1.0% are down 4.5% or more.
1.2% are up 3.5% or more. 1.1% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:26.1%…>=90:42.4%…>=80:59.6%…>=50:91.3%…<=20:1.6%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:72.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.6% above previous 1 highs, 4.1% below previous 1 lows
26.4% above previous 2 highs, 1.5% below previous 2 lows
23.7% above previous 3 highs, 1.3% below previous 3 lows
23.2% above previous 4 highs, 0.8% below previous 4 lows
22.1% above previous 5 highs, 0.6% below previous 5 lows
21.3% above previous 6 highs, 0.6% below previous 6 lows
20.3% above previous 7 highs, 0.6% below previous 7 lows
17.7% above previous 8 highs, 0.6% below previous 8 lows
13.6% above previous 9 highs, 0.6% below previous 9 lows
13.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.3% are above or equal to 10/21 close (1 days ago), 49.7% are below.
90.8% are above or equal to 10/20 close (2 days ago), 9.2% are below.
94.2% are above or equal to 10/17 close (3 days ago), 5.8% are below.
91.9% are above or equal to 10/16 close (4 days ago), 8.1% are below.
93.0% are above or equal to 10/15 close (5 days ago), 7.0% are below.
92.2% are above or equal to 10/14 close (6 days ago), 7.8% are below.
93.0% are above or equal to 10/13 close (7 days ago), 7.0% are below.
86.5% are above or equal to 10/10 close (8 days ago), 13.5% are below.
73.4% are above or equal to 10/9 close (9 days ago), 26.6% are below.
51.0% are above or equal to 10/8 close (10 days ago), 49.0% are below.
63.4% are above or equal to 10/7 close (11 days ago), 36.6% are below.
49.2% are above or equal to 10/6 close (12 days ago), 50.8% are below.
44.6% are above or equal to 10/3 close (13 days ago), 55.4% are below.
51.5% are above or equal to 10/2 close (14 days ago), 48.5% are below.
53.3% are above or equal to 10/1 close (15 days ago), 46.7% are below.
43.0% are above or equal to 9/30 close (16 days ago), 57.0% are below.
37.7% are above or equal to 9/29 close (17 days ago), 62.3% are below.
36.7% are above or equal to 9/26 close (18 days ago), 63.3% are below.
41.4% are above or equal to 9/25 close (19 days ago), 58.6% are below.
32.4% are above or equal to 9/24 close (20 days ago), 67.6% are below.
36.3% are above or equal to 9/23 close (21 days ago), 63.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.1% new highs, 0.9% new lows
21d: 16.7% new highs, 0.9% new lows
42d: 7.4% new highs, 0.9% new lows
63d: 5.8% new highs, 0.9% new lows
126d: 4.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.1% above, 51.9% below
3-day: 86.3% above, 13.7% below
4-day: 92.0% above, 8.0% below
5-day: 92.2% above, 7.8% below
8-day: 94.9% above, 5.1% below
10-day: 92.5% above, 7.5% below
20-day: 66.3% above, 33.7% below
50-day: 33.5% above, 66.5% below
200-day: 43.6% above, 56.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 10:10 am ET)
LEIS(34): 0.88% Top=SIX SONC LOCO BLMN JACK EAT CAKE SGMS ….. BYD YUM WYNN MCD CCL LVS OWW LQ=Bottom (Leisure)
CHEM(37): 0.57% Top=SZYM DOW AXLL HUN POT CF MOS CBT ….. CYT OLN TROX MEOH POL CHMT WPZ GRA=Bottom (Chemicals/Fertilizers)
ENER(137): 0.45% Top=PDS CRK EGY HLX PVA EPE LPI BBEP ….. NS OKS GLF PE ECA RGP PAGP GDP=Bottom (Energy)
CONS(60): 0.37% Top=IRBT GPK SKX NUS SHOO MAT KMB GT ….. CRI HAS SCSS CSL JAH BMS FL TUP=Bottom (Consumer)
INSU(42): 0.24% Top=TRV AGO AFSI VR MTG AHL PGR CB ….. MMC MBI FAF UNM GNW LNC PRU BRO=Bottom (Insurance)
RETA(70): 0.16% Top=CPRT KMX DANG NFLX AN URBN KR BURL ….. FINL DDS ABG ANF CAB BID TCS FIVE=Bottom (Retail & Specialty Retail)
COSW(85): 0.04% Top=UIS YHOO VNET TWTR AOL GOOG GOOGL SNCR ….. FFIV N DWRE RHT PFPT SPLK SFUN VMW=Bottom (Computer Software/Internet)
DISV(55): -0.04% Top=RHI XRS GPN KBR ADS MYGN MAN LDOS ….. BLOX TYC URI HMSY HTZ YY CAR R=Bottom (Diversified Services)
MATE(31): -0.06% Top=OC MAS RSG WCN CVA MDC WM SPF ….. FAST TPH EXP AWI MTZ USG RYL FLR=Bottom (Materials & Construction)
REAL(94): -0.08% Top=RLGY BRX PEB WAC KIM AMH CLNY DEI ….. HST ACC VTR BAM GOV HPT NSM HLSS=Bottom (Real Estate)
FINA(97): -0.26% Top=ETFC EVR EWBC SEIC BX SBNY AMTD HCBK ….. AMG FNB PACW FNGN NTRS DFS LPLA OCN=Bottom (Banks/Financials)
HEAL(54): -0.27% Top=BSX KND STE DGX MR MDT EVHC DVA ….. EW A OPK ESRX HLS PKI DXCM TMO=Bottom (Health)
META(25): -0.29% Top=CLF SLCA BTU CCJ STLD CNX NUE SCCO ….. SLW GG RGLD EGO CLD AKS PAAS AEM=Bottom (Metals & Mining)
COHW(51): -0.33% Top=ARRS BRCD GOGO XLS VIP NTAP NSR CAMP ….. CCOI UBNT RKUS PANW CIEN CNSL LXK SSYS=Bottom (Computer Hardware/Telecom)
TRAN(33): -0.49% Top=HA BRS WAB CHRW FDX CNI TK KEX ….. SAVE UAL XPO UNP CP NSC GLNG GBX=Bottom (Transportation)
MANU(49): -0.55% Top=SWK GNRC AGCO PNR DE TEX LII ATU ….. FLS RS CRS JKS CFX ATI GTLS DDD=Bottom (Manufacturing)
ELEC(63): -1.03% Top=BRCM OVTI GLW GRMN SCTY AMBA CGNX CSIQ ….. FCS CAVM VECO CRUS RFMD TQNT APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1016.

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
29.1% of stocks are above yesterday’s high.
84.6% are above yesterday’s midpoint. (15.4% are below.)
3.0% are below yesterday’s low.
67.9% are inside yesterday’s range.
63.8% of stocks with today’s high > yesterday’s high. (36.2% less than).
6.8% of stocks with today’s low < yesterday’s low. (93.2% greater than).

EVIDENCE OF INTRADAY TREND
41.9% of stocks are above today’s open. (56.0% are below).
38.2% of stocks are above today’s open and yesterday’s close.
36.7% are below both.
31.6% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.4% of stocks are in the top 10% of today’s range.
21.9% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN
59.6% of stocks are above yesterday’s close. (40.4% are below.)
0.7% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 1.2% are down 3.5% or more.
80.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:31.6%…>=90:50.6%…>=80:68.7%…>=50:92.9%…<=20:1.5%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:73.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.1% above previous 1 highs, 3.0% below previous 1 lows
28.6% above previous 2 highs, 1.4% below previous 2 lows
26.9% above previous 3 highs, 1.3% below previous 3 lows
26.5% above previous 4 highs, 0.9% below previous 4 lows
25.7% above previous 5 highs, 0.7% below previous 5 lows
24.6% above previous 6 highs, 0.7% below previous 6 lows
23.4% above previous 7 highs, 0.7% below previous 7 lows
20.8% above previous 8 highs, 0.7% below previous 8 lows
16.0% above previous 9 highs, 0.7% below previous 9 lows
15.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.6% are above or equal to 10/21 close (1 days ago), 40.4% are below.
92.2% are above or equal to 10/20 close (2 days ago), 7.8% are below.
95.5% are above or equal to 10/17 close (3 days ago), 4.5% are below.
92.0% are above or equal to 10/16 close (4 days ago), 8.0% are below.
92.5% are above or equal to 10/15 close (5 days ago), 7.5% are below.
91.8% are above or equal to 10/14 close (6 days ago), 8.2% are below.
93.1% are above or equal to 10/13 close (7 days ago), 6.9% are below.
86.6% are above or equal to 10/10 close (8 days ago), 13.4% are below.
73.8% are above or equal to 10/9 close (9 days ago), 26.2% are below.
52.9% are above or equal to 10/8 close (10 days ago), 47.1% are below.
64.5% are above or equal to 10/7 close (11 days ago), 35.5% are below.
49.4% are above or equal to 10/6 close (12 days ago), 50.6% are below.
45.7% are above or equal to 10/3 close (13 days ago), 54.3% are below.
52.9% are above or equal to 10/2 close (14 days ago), 47.1% are below.
54.7% are above or equal to 10/1 close (15 days ago), 45.3% are below.
44.2% are above or equal to 9/30 close (16 days ago), 55.8% are below.
38.9% are above or equal to 9/29 close (17 days ago), 61.1% are below.
37.4% are above or equal to 9/26 close (18 days ago), 62.6% are below.
43.1% are above or equal to 9/25 close (19 days ago), 56.9% are below.
32.8% are above or equal to 9/24 close (20 days ago), 67.2% are below.
37.0% are above or equal to 9/23 close (21 days ago), 63.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.5% new highs, 0.9% new lows
21d: 15.1% new highs, 0.9% new lows
42d: 6.4% new highs, 0.9% new lows
63d: 4.6% new highs, 0.9% new lows
126d: 3.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.2% above, 42.8% below
3-day: 90.1% above, 9.9% below
4-day: 93.6% above, 6.4% below
5-day: 93.8% above, 6.2% below
8-day: 95.0% above, 5.0% below
10-day: 92.6% above, 7.4% below
20-day: 67.4% above, 32.6% below
50-day: 34.8% above, 65.2% below
200-day: 44.3% above, 55.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 9:49 am ET)
LEIS(34): 0.69% Top=SIX SONC BLMN PNK EXPE EAT CAKE LOCO ….. DPZ SBUX SGMS WYNN YUM PNRA LVS LQ=Bottom (Leisure)
CHEM(37): 0.52% Top=HUN DOW AXLL ASH CBT CE ALB MON ….. VAL WPZ AGU TAM MEOH GRA CHMT IPI=Bottom (Chemicals/Fertilizers)
ENER(137): 0.47% Top=PDS HLX BCEI RICE SSE CRZO LNCO RSPP ….. PTEN REXX ERF LGCY FTI GLF ECA GDP=Bottom (Energy)
CONS(60): 0.38% Top=IRBT MAT SEE GT SHOO SKX BERY NUS ….. FOSL KS TPX PG HAR HAS FL TUP=Bottom (Consumer)
RETA(70): 0.34% Top=SHLD AN BBY CPRT DANG URBN KMX BURL ….. KSS SFM TCS CAB BID ANF FIVE ABG=Bottom (Retail & Specialty Retail)
MATE(31): 0.27% Top=OC MAS MDC RSG DHI SPF KBH WCN ….. CLH MLM DAR FAST AWI RYL MTZ FLR=Bottom (Materials & Construction)
COSW(85): 0.26% Top=UIS YHOO NQ VNET YELP XRX MANH GOOG ….. DATA RHT SPLK DWRE N PFPT SFUN VMW=Bottom (Computer Software/Internet)
DISV(55): 0.18% Top=XRS RHI GPN KBR MAN MYGN ADS BAH ….. MA YY ATHN HTZ HMSY BLOX CAR R=Bottom (Diversified Services)
TRAN(33): 0.12% Top=HA KNX SWFT CNI KEX BRS FDX ALK ….. ODFL CNW UAL UNP NSC GLNG TRN GBX=Bottom (Transportation)
INSU(42): 0.11% Top=AGO MTG TRV ORI VR RDN AFSI ACGL ….. FAF AON GNW MMC LNC UNM PRU BRO=Bottom (Insurance)
REAL(94): 0.03% Top=RLGY DDR PEB LPT BRX CBG BDN AMH ….. EDR VTR BAM ACC GOV HPT NSM HLSS=Bottom (Real Estate)
COHW(50): -0.07% Top=ARRS GOGO CAMP OLED WIN SWIR NTAP S ….. EFII BCE CIEN EMC PANW CNSL LXK SSYS=Bottom (Computer Hardware/Telecom)
HEAL(54): -0.11% Top=BSX STE KND MR EVHC MASI LH DGX ….. OPK PRXL A ESRX HLS DXCM PKI TMO=Bottom (Health)
MANU(49): -0.17% Top=GNRC SWK TEX PNR AGCO BGC DE RXN ….. CRS ETN GTLS FLS RS CFX ATI DDD=Bottom (Manufacturing)
FINA(97): -0.21% Top=EVR ETFC SEIC EWBC SNV BX SBNY C ….. STT FNGN FNB PACW DFS NTRS LPLA OCN=Bottom (Banks/Financials)
ELEC(63): -0.31% Top=BRCM AMBA SPWR CSIQ OVTI SCTY ONNN CGNX ….. TQNT CRUS TER BRKR TEL VECO APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -0.58% Top=CLF SLCA CNX BTU STLD NUE FCX CMC ….. CLD AKS RGLD SLW GG EGO PAAS 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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/21/2014

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

Closing Stats
by daytrend on 20141021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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
85.8% of stocks are above yesterday’s high.
96.6% are above yesterday’s midpoint. (3.4% are below.)
1.3% are below yesterday’s low.
12.9% are inside yesterday’s range.
95.7% of stocks with today’s high > yesterday’s high. (4.3% less than).
4.2% of stocks with today’s low < yesterday’s low. (95.8% greater than).

EVIDENCE OF INTRADAY TREND
88.6% of stocks are above today’s open. (10.7% are below).
87.9% of stocks are above today’s open and yesterday’s close.
5.2% are below both.
64.6% of stocks opened above yesterday’s high.
92.6% of stocks opened above yesterday’s close. (5.1% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
39.2% of stocks are in the top 10% of today’s range.
61.2% are in the top 20%.
86.8% are in the top half. 13.2% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN
94.1% of stocks are above yesterday’s close. (5.9% are below.)
8.4% are up 4.5% or more. 0.8% are down 4.5% or more.
19.6% are up 3.5% or more. 0.9% are down 3.5% or more.
16.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:43.4%…>=90:67.9%…>=80:84.3%…>=50:96.2%…<=20:0.8%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:73.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:57.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
85.8% above previous 1 highs, 1.3% below previous 1 lows
73.4% above previous 2 highs, 1.1% below previous 2 lows
72.0% above previous 3 highs, 0.8% below previous 3 lows
69.6% above previous 4 highs, 0.8% below previous 4 lows
65.7% above previous 5 highs, 0.7% below previous 5 lows
62.0% above previous 6 highs, 0.6% below previous 6 lows
50.7% above previous 7 highs, 0.5% below previous 7 lows
34.8% above previous 8 highs, 0.5% below previous 8 lows
33.5% above previous 9 highs, 0.5% below previous 9 lows
30.1% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
94.1% are above or equal to 10/20 close (1 days ago), 5.9% are below.
96.7% are above or equal to 10/17 close (2 days ago), 3.3% are below.
93.0% are above or equal to 10/16 close (3 days ago), 7.0% are below.
93.0% are above or equal to 10/15 close (4 days ago), 7.0% are below.
92.1% are above or equal to 10/14 close (5 days ago), 7.9% are below.
93.6% are above or equal to 10/13 close (6 days ago), 6.4% are below.
88.0% are above or equal to 10/10 close (7 days ago), 12.0% are below.
74.0% are above or equal to 10/9 close (8 days ago), 26.0% are below.
51.2% are above or equal to 10/8 close (9 days ago), 48.8% are below.
65.4% are above or equal to 10/7 close (10 days ago), 34.6% are below.
48.7% are above or equal to 10/6 close (11 days ago), 51.3% are below.
44.5% are above or equal to 10/3 close (12 days ago), 55.5% are below.
52.0% are above or equal to 10/2 close (13 days ago), 48.0% are below.
54.2% are above or equal to 10/1 close (14 days ago), 45.8% are below.
43.0% are above or equal to 9/30 close (15 days ago), 57.0% are below.
37.5% are above or equal to 9/29 close (16 days ago), 62.5% are below.
37.4% are above or equal to 9/26 close (17 days ago), 62.6% are below.
42.9% are above or equal to 9/25 close (18 days ago), 57.1% are below.
32.3% are above or equal to 9/24 close (19 days ago), 67.7% are below.
36.6% are above or equal to 9/23 close (20 days ago), 63.4% are below.
30.9% are above or equal to 9/22 close (21 days ago), 69.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.0% new highs, 0.7% new lows
21d: 16.1% new highs, 0.7% new lows
42d: 5.8% new highs, 0.5% new lows
63d: 4.6% new highs, 0.4% new lows
126d: 3.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 93.7% above, 6.3% below
3-day: 96.4% above, 3.6% below
4-day: 96.0% above, 4.0% below
5-day: 95.7% above, 4.3% below
8-day: 94.9% above, 5.1% below
10-day: 91.8% above, 8.2% below
20-day: 64.2% above, 35.8% below
50-day: 32.9% above, 67.1% below
200-day: 44.2% above, 55.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141021 Closing)
TRAN(32): 3.58% Top=TRN AAL SAVE GLNG GBX LUV KEX UAL ….. EXPD TDW TK CSX CP CHRW BRS XPO=Bottom (Transportation)
ELEC(63): 3.40% Top=WAT CSIQ SUNE FSL AMBA AMKR SWKS TXN ….. GRMN SMTC TRMB VECO INVN CREE CRUS OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(136): 2.97% Top=HLX PES PTEN WFT LPI PSX CPE PDS ….. ENLK APL BBEP DO SFY SSE GLF GDP=Bottom (Energy)
MANU(49): 2.88% Top=BGC CFX GTLS SPW AOS MRC TEX PH ….. CAT SWK DE CRS GE PNR ATI B=Bottom (Manufacturing)
CHEM(37): 2.65% Top=HUN CE AXLL SZYM WLK MEOH FMC DOW ….. DD POT WPZ MON IPI APD FTK TAM=Bottom (Chemicals/Fertilizers)
CONS(61): 2.63% Top=PKG CSL NUS KS PAY RKT OI VFC ….. CLX ENR COH PG SCSS AVP MAT GPK=Bottom (Consumer)
HEAL(54): 2.51% Top=DXCM CYH PRXL THC MD PKI EW BSX ….. THOR IRWD STE MOH MASI BDX OPK KND=Bottom (Health)
META(25): 2.41% Top=AKS X CENX CLD SLCA AA STLD TCK ….. SLW NEM PAAS AEM GG ABX EGO CLF=Bottom (Metals & Mining)
DISV(55): 2.17% Top=AL WOOF RHI CAR SERV MYGN GMT URI ….. LDOS CXW ASGN URS EXAM ULTA XRS RCII=Bottom (Diversified Services)
COHW(50): 2.15% Top=LXK SNDK ARRS UBNT CIEN OLED PANW WDC ….. EMC ARUN VZ CCOI GOGO FNSR SYNA BBRY=Bottom (Computer Hardware/Telecom)
INSU(42): 2.14% Top=AFSI GNW CNO LNC MBI PRU AGO ORI ….. WSH CB TRV AEL AJG RDN BRO MTG=Bottom (Insurance)
FINA(97): 2.12% Top=EWBC SNV BX FNGN WETF BXS TCBI KKR ….. ARCC AINV CBOE SLM PSEC ICE XOOM OCN=Bottom (Banks/Financials)
COSW(85): 1.99% Top=VNET DATA TRIP SYMC N DWRE SPLK XRX ….. NTCT GRPN INFA JD TWTR CDNS IBM NQ=Bottom (Computer Software/Internet)
MATE(31): 1.74% Top=MTZ USG PWR EXP SRCL OC FAST FLR ….. CVA MAS RYN MDC SPF TPH TOL LEN=Bottom (Materials & Construction)
RETA(70): 1.73% Top=DANG BID TFM KMX EBAY MELI RH AMZN ….. GME ASNA FIVE SHLD TCS JCP ABG VSI=Bottom (Retail & Specialty Retail)
REAL(93): 0.95% Top=PEB LHO RHP HST RLJ WMC RLGY HPT ….. HR GLPI LPT SNH GOV HCP MPW WAC=Bottom (Real Estate)
LEIS(34): 0.80% Top=CCL SIX EXPE RCL PNK MGM OWW SGMS ….. SONC PNRA LOCO TXRH BLMN CAKE EAT CMG=Bottom (Leisure)

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/

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