daytrend

09/19/2014

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

Closing Stats
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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
10.2% of stocks are above yesterday’s high.
31.1% are above yesterday’s midpoint. (68.9% are below.)
39.2% are below yesterday’s low.
50.6% are inside yesterday’s range.
53.8% of stocks with today’s high > yesterday’s high. (46.2% less than).
59.9% of stocks with today’s low < yesterday’s low. (40.1% greater than).

EVIDENCE OF INTRADAY TREND
14.4% of stocks are above today’s open. (84.6% are below).
14.2% of stocks are above today’s open and yesterday’s close.
71.2% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.4% of stocks are in the top 10% of today’s range.
4.9% are in the top 20%.
20.3% are in the top half. 79.7% of stocks are in the bottom half of today’s range.
41.2% are in the bottom 20%.
21.0% are in the bottom 10%.

GAIN
28.7% of stocks are above yesterday’s close. (71.3% are below.)
0.2% are up 4.5% or more. 0.8% are down 4.5% or more.
0.2% are up 3.5% or more. 2.7% are down 3.5% or more.
59.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.0%…>=90:11.0%…>=80:17.4%…>=50:38.4%…<=20:26.8%…<=10:14.4%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:47.0%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.2% above previous 1 highs, 39.2% below previous 1 lows
8.4% above previous 2 highs, 27.5% below previous 2 lows
8.2% above previous 3 highs, 18.1% below previous 3 lows
7.5% above previous 4 highs, 15.7% below previous 4 lows
6.5% above previous 5 highs, 15.2% below previous 5 lows
6.0% above previous 6 highs, 14.4% below previous 6 lows
5.8% above previous 7 highs, 13.5% below previous 7 lows
5.1% above previous 8 highs, 13.3% below previous 8 lows
4.4% above previous 9 highs, 13.2% below previous 9 lows
4.4% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.7% are above or equal to 9/18 close (1 days ago), 71.3% are below.
45.7% are above or equal to 9/17 close (2 days ago), 54.3% are below.
49.7% are above or equal to 9/16 close (3 days ago), 50.3% are below.
60.1% are above or equal to 9/15 close (4 days ago), 39.9% are below.
50.0% are above or equal to 9/12 close (5 days ago), 50.0% are below.
40.7% are above or equal to 9/11 close (6 days ago), 59.3% are below.
45.0% are above or equal to 9/10 close (7 days ago), 55.0% are below.
48.6% are above or equal to 9/9 close (8 days ago), 51.4% are below.
38.2% are above or equal to 9/8 close (9 days ago), 61.8% are below.
36.7% are above or equal to 9/5 close (10 days ago), 63.3% are below.
41.9% are above or equal to 9/4 close (11 days ago), 58.1% are below.
39.9% are above or equal to 9/3 close (12 days ago), 60.1% are below.
39.1% are above or equal to 9/2 close (13 days ago), 60.9% are below.
41.3% are above or equal to 8/29 close (14 days ago), 58.7% are below.
44.5% are above or equal to 8/28 close (15 days ago), 55.5% are below.
44.1% are above or equal to 8/27 close (16 days ago), 55.9% are below.
42.9% are above or equal to 8/26 close (17 days ago), 57.1% are below.
45.2% are above or equal to 8/25 close (18 days ago), 54.8% are below.
48.5% are above or equal to 8/22 close (19 days ago), 51.5% are below.
47.0% are above or equal to 8/21 close (20 days ago), 53.0% are below.
49.0% are above or equal to 8/20 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.3% new highs, 17.2% new lows
21d: 20.1% new highs, 16.9% new lows
42d: 15.7% new highs, 10.6% new lows
63d: 12.6% new highs, 9.0% new lows
126d: 10.4% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.3% above, 72.7% below
3-day: 35.7% above, 64.3% below
4-day: 40.8% above, 59.2% below
5-day: 47.0% above, 53.0% below
8-day: 45.7% above, 54.3% below
10-day: 44.2% above, 55.8% below
20-day: 42.9% above, 57.1% below
50-day: 54.2% above, 45.8% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 Closing)
REAL(76): 0.02% Top=BRX AGNC NRF NNN CBL KRG CUZ HCN ….. DRE RLJ LPT BAM RLGY LHO MPW EJ=Bottom (Real Estate)
HEAL(48): -0.27% Top=HCA UHS COO HUM CYH ZLTQ ALGN THC ….. GMED BKD SYK HOLX STJ IRWD PODD WMGI=Bottom (Health)
MANU(38): -0.29% Top=DRC RXN ATU ATI EMR AME PNR GE ….. MHK MRC JKS RS CAT JOY DDD GTLS=Bottom (Manufacturing)
LEIS(28): -0.29% Top=BLMN DRI CCL MCD WEN HOT WYN YUM ….. SIX MPEL MGM WYNN PZZA SGMS KKD LVS=Bottom (Leisure)
COSW(75): -0.32% Top=CNQR TWTR DWRE AWAY MSFT NOW DATA CSOD ….. YHOO AOL AKAM QLIK SFUN ORCL JD RHT=Bottom (Computer Software/Internet)
CHEM(28): -0.36% Top=POL APD IPI WPZ EMN PX DD POT ….. OLN HUN CHMT FTK GRA MEOH ALB GPRE=Bottom (Chemicals/Fertilizers)
RETA(67): -0.47% Top=FRAN AMZN DANG WMT VSI MELI PIR SFM ….. BID WFM KAR GME BIG FINL TFM JCP=Bottom (Retail & Specialty Retail)
CONS(56): -0.49% Top=WHR NWL DECK BERY EL CLX TPX ECL ….. KS NUS CROX WWW SHOO LULU GT ICON=Bottom (Consumer)
DISV(45): -0.66% Top=ULTA VNTV GEO HTZ CXW FISV HRB SERV ….. ADS AL ACM FLT AAN ALLE APOL HMSY=Bottom (Diversified Services)
INSU(35): -0.66% Top=AIZ CINF PRU MET ACGL HIG LNC AXS ….. MTG FNF CNO AGO ORI AIG AFSI MBI=Bottom (Insurance)
ENER(109): -0.67% Top=ETE PBF VLO MPC EEP EPD BWP ETP ….. REXX RSPP AREX RIG PDS GDP SN PWE=Bottom (Energy)
FINA(77): -0.73% Top=ARMK HCBK COF USB ZION NDAQ MTB WFC ….. EV SEIC RCAP PVTB JNS FMER OCN WETF=Bottom (Banks/Financials)
MATE(28): -0.80% Top=RSG MLM MDR PWR WM EXP KBH FAST ….. PHM MTRX MDC USG MAS SPF RYL TPH=Bottom (Materials & Construction)
TRAN(27): -0.83% Top=GLNG JBHT TRN JBLU CSX UNP EXPD NSC ….. TDW LUV DAL GBX SWFT XPO YRCW AAL=Bottom (Transportation)
COHW(46): -1.20% Top=VZ BBRY EFII FTR T CTL WIN S ….. SSYS JDSU UBNT NSR SWIR OLED SYNA VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.71% Top=MRVL TSL KLAC SWKS AMAT SNPS TXN ONNN ….. INVN RFMD ATML TQNT CAVM AMBA GTAT CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.47% Top=AA CNX FCX NUE NEM SWC BTU CMC ….. CCJ AKS AUY SLW AEM EGO TCK CLF=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 @ 2:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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
10.3% of stocks are above yesterday’s high.
33.3% are above yesterday’s midpoint. (66.7% are below.)
36.3% are below yesterday’s low.
53.4% are inside yesterday’s range.
53.4% of stocks with today’s high > yesterday’s high. (46.6% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND
14.0% of stocks are above today’s open. (85.5% are below).
13.9% of stocks are above today’s open and yesterday’s close.
70.6% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.4% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
20.2% are in the top half. 79.8% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN
29.2% of stocks are above yesterday’s close. (70.8% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.3% are up 3.5% or more. 2.3% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:11.3%…>=80:18.8%…>=50:38.5%…<=20:24.9%…<=10:13.5%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:47.1%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.3% above previous 1 highs, 36.3% below previous 1 lows
8.9% above previous 2 highs, 25.2% below previous 2 lows
8.5% above previous 3 highs, 15.9% below previous 3 lows
8.0% above previous 4 highs, 14.6% below previous 4 lows
7.0% above previous 5 highs, 14.2% below previous 5 lows
6.4% above previous 6 highs, 13.3% below previous 6 lows
6.3% above previous 7 highs, 12.4% below previous 7 lows
5.8% above previous 8 highs, 12.3% below previous 8 lows
5.1% above previous 9 highs, 12.1% below previous 9 lows
5.0% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.2% are above or equal to 9/18 close (1 days ago), 70.8% are below.
45.8% are above or equal to 9/17 close (2 days ago), 54.2% are below.
50.6% are above or equal to 9/16 close (3 days ago), 49.4% are below.
62.2% are above or equal to 9/15 close (4 days ago), 37.8% are below.
50.9% are above or equal to 9/12 close (5 days ago), 49.1% are below.
41.2% are above or equal to 9/11 close (6 days ago), 58.8% are below.
45.6% are above or equal to 9/10 close (7 days ago), 54.4% are below.
49.8% are above or equal to 9/9 close (8 days ago), 50.2% are below.
39.3% are above or equal to 9/8 close (9 days ago), 60.7% are below.
36.2% are above or equal to 9/5 close (10 days ago), 63.8% are below.
42.5% are above or equal to 9/4 close (11 days ago), 57.5% are below.
40.3% are above or equal to 9/3 close (12 days ago), 59.7% are below.
40.3% are above or equal to 9/2 close (13 days ago), 59.7% are below.
42.7% are above or equal to 8/29 close (14 days ago), 57.3% are below.
45.4% are above or equal to 8/28 close (15 days ago), 54.6% are below.
44.7% are above or equal to 8/27 close (16 days ago), 55.3% are below.
44.3% are above or equal to 8/26 close (17 days ago), 55.7% are below.
46.9% are above or equal to 8/25 close (18 days ago), 53.1% are below.
49.4% are above or equal to 8/22 close (19 days ago), 50.6% are below.
48.0% are above or equal to 8/21 close (20 days ago), 52.0% are below.
49.0% are above or equal to 8/20 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.8% new highs, 16.7% new lows
21d: 19.7% new highs, 16.5% new lows
42d: 15.4% new highs, 10.2% new lows
63d: 12.4% new highs, 8.7% new lows
126d: 10.2% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.1% above, 71.9% below
3-day: 38.1% above, 61.9% below
4-day: 42.9% above, 57.1% below
5-day: 48.4% above, 51.6% below
8-day: 46.1% above, 53.9% below
10-day: 45.4% above, 54.6% below
20-day: 43.6% above, 56.4% below
50-day: 54.6% above, 45.4% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 3:00 pm ET)
REAL(76): 0.00% Top=AGNC NNN CBL PLD BRX MFA O NLY ….. CLNY MPW NRF RLJ DRH LHO RLGY EJ=Bottom (Real Estate)
MANU(38): -0.18% Top=DRC ATI ATU GE AME RXN HON EMR ….. BWC MRC MHK RS CAT JOY DDD GTLS=Bottom (Manufacturing)
HEAL(48): -0.18% Top=UHS HCA COO HUM EW CYH THC ZLTQ ….. HNT GMED HOLX DXCM PODD STJ WMGI IRWD=Bottom (Health)
RETA(67): -0.40% Top=FRAN AMZN VSI DANG DSW HD MELI WMT ….. WSM BBY WFM KAR GME BIG SHLD JCP=Bottom (Retail & Specialty Retail)
CONS(56): -0.41% Top=DECK NWL WHR BERY EL CLX PG ECL ….. CROX UA WWW GT KS NUS LULU ICON=Bottom (Consumer)
LEIS(28): -0.44% Top=CCL DRI BLMN MCD HOT YUM SBUX WYN ….. SIX MPEL MGM WYNN PZZA LVS KKD SGMS=Bottom (Leisure)
CHEM(28): -0.46% Top=POL APD WPZ DD EMN IPI CE PX ….. MOS CHMT OLN FTK GRA ALB MEOH GPRE=Bottom (Chemicals/Fertilizers)
COSW(75): -0.49% Top=CNQR DWRE AWAY INTU TWTR TTWO DATA CRM ….. GWRE QLIK YHOO AOL ORCL SFUN RHT JD=Bottom (Computer Software/Internet)
INSU(35): -0.54% Top=AIZ PRU MET LNC TRV CINF HIG ALL ….. AON RDN MTG ORI AIG AGO AFSI MBI=Bottom (Insurance)
TRAN(27): -0.54% Top=GLNG TRN JBHT JBLU SAVE CSX UNP UPS ….. LUV XPO TDW DAL GBX SWFT AAL YRCW=Bottom (Transportation)
FINA(77): -0.57% Top=ARMK HCBK COF USB NDAQ MTB WFC ZION ….. SEIC FMER PVTB ETFC OCN JNS RCAP WETF=Bottom (Banks/Financials)
DISV(45): -0.60% Top=ULTA HTZ FISV V HRB SERV GEO CXW ….. ALLE KBR ADS AAN Z APOL TNET HMSY=Bottom (Diversified Services)
ENER(109): -0.67% Top=ETE EEP PAGP MPC RGP PTEN EPD BWP ….. RSPP GDP PDS BBG AREX SN RIG PWE=Bottom (Energy)
MATE(28): -0.85% Top=WM PWR RSG MLM EXP RYN FLR MDR ….. USG TOL MDC SPF MAS RYL MTRX TPH=Bottom (Materials & Construction)
COHW(46): -1.09% Top=S BBRY VZ T CTL WIN PANW AAPL ….. GOGO SSYS UBNT OLED SYNA NSR SWIR VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.47% Top=TSL MRVL AMAT TXN KLAC ONNN ADI SNPS ….. SPWR CGNX INVN SCTY RFMD TQNT CRUS GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.61% Top=AA CNX NUE FCX SWC CMC X NEM ….. AKS CCJ AUY SLW AEM TCK EGO CLF=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 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:43 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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
10.1% of stocks are above yesterday’s high.
32.8% are above yesterday’s midpoint. (67.2% are below.)
35.8% are below yesterday’s low.
54.1% are inside yesterday’s range.
53.2% of stocks with today’s high > yesterday’s high. (46.8% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND
13.2% of stocks are above today’s open. (85.7% are below).
13.1% of stocks are above today’s open and yesterday’s close.
71.1% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
5.0% are in the top 20%.
17.6% are in the top half. 82.4% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN
28.8% of stocks are above yesterday’s close. (71.2% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.3% are up 3.5% or more. 2.2% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.9%…>=90:11.3%…>=80:17.6%…>=50:38.7%…<=20:24.6%…<=10:12.8%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:47.2%…<=20:3.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.1% above previous 1 highs, 35.8% below previous 1 lows
8.4% above previous 2 highs, 24.7% below previous 2 lows
8.0% above previous 3 highs, 15.3% below previous 3 lows
7.5% above previous 4 highs, 14.2% below previous 4 lows
6.6% above previous 5 highs, 13.6% below previous 5 lows
6.0% above previous 6 highs, 13.0% below previous 6 lows
5.9% above previous 7 highs, 12.2% below previous 7 lows
5.5% above previous 8 highs, 12.1% below previous 8 lows
5.0% above previous 9 highs, 11.8% below previous 9 lows
5.0% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.8% are above or equal to 9/18 close (1 days ago), 71.2% are below.
46.8% are above or equal to 9/17 close (2 days ago), 53.2% are below.
50.8% are above or equal to 9/16 close (3 days ago), 49.2% are below.
62.2% are above or equal to 9/15 close (4 days ago), 37.8% are below.
50.8% are above or equal to 9/12 close (5 days ago), 49.2% are below.
40.7% are above or equal to 9/11 close (6 days ago), 59.3% are below.
46.2% are above or equal to 9/10 close (7 days ago), 53.8% are below.
50.0% are above or equal to 9/9 close (8 days ago), 50.0% are below.
39.1% are above or equal to 9/8 close (9 days ago), 60.9% are below.
36.7% are above or equal to 9/5 close (10 days ago), 63.3% are below.
42.3% are above or equal to 9/4 close (11 days ago), 57.7% are below.
40.3% are above or equal to 9/3 close (12 days ago), 59.7% are below.
40.4% are above or equal to 9/2 close (13 days ago), 59.6% are below.
42.6% are above or equal to 8/29 close (14 days ago), 57.4% are below.
45.7% are above or equal to 8/28 close (15 days ago), 54.3% are below.
44.9% are above or equal to 8/27 close (16 days ago), 55.1% are below.
44.3% are above or equal to 8/26 close (17 days ago), 55.7% are below.
47.1% are above or equal to 8/25 close (18 days ago), 52.9% are below.
49.4% are above or equal to 8/22 close (19 days ago), 50.6% are below.
47.7% are above or equal to 8/21 close (20 days ago), 52.3% are below.
49.8% are above or equal to 8/20 close (21 days ago), 50.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.7% new highs, 16.6% new lows
21d: 19.6% new highs, 16.4% new lows
42d: 15.3% new highs, 10.1% new lows
63d: 12.4% new highs, 8.7% new lows
126d: 10.2% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.1% above, 72.9% below
3-day: 37.0% above, 63.0% below
4-day: 42.2% above, 57.8% below
5-day: 48.7% above, 51.3% below
8-day: 46.5% above, 53.5% below
10-day: 45.8% above, 54.2% below
20-day: 43.6% above, 56.4% below
50-day: 54.6% above, 45.4% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 2:43 pm ET)
REAL(76): -0.04% Top=AGNC NNN CBL MFA PLD BRX KRG O ….. CLNY DRE MPW RLJ DRH RLGY LHO EJ=Bottom (Real Estate)
MANU(38): -0.16% Top=DRC ATI ATU RXN JKS AME GE DHR ….. BWC MRC RS MHK CAT JOY DDD GTLS=Bottom (Manufacturing)
HEAL(48): -0.16% Top=UHS HCA EW ZLTQ HUM THC CYH COO ….. SYK HNT PODD IRWD DXCM STJ WMGI HOLX=Bottom (Health)
RETA(67): -0.34% Top=FRAN AMZN DSW VSI DANG MELI HD WMT ….. CPRT BBY WFM KAR BIG GME SHLD JCP=Bottom (Retail & Specialty Retail)
LEIS(28): -0.34% Top=DRI CCL BLMN MCD YUM HOT SBUX WEN ….. EXPE MPEL MGM WYNN PZZA KKD LVS SGMS=Bottom (Leisure)
CONS(56): -0.40% Top=DECK WHR NWL BERY EL CLX BMS ECL ….. SHOO CROX WWW GT KS NUS LULU ICON=Bottom (Consumer)
CHEM(28): -0.44% Top=POL APD WPZ IPI DD EMN CE DOW ….. MOS AGU OLN FTK GRA ALB MEOH GPRE=Bottom (Chemicals/Fertilizers)
COSW(75): -0.44% Top=CNQR DWRE CSOD AWAY TTWO TWTR INTU DATA ….. AKAM QLIK YHOO AOL SFUN ORCL RHT JD=Bottom (Computer Software/Internet)
TRAN(27): -0.51% Top=GLNG TRN JBLU SAVE JBHT UNP CSX NSC ….. CNI TDW XPO DAL GBX SWFT YRCW AAL=Bottom (Transportation)
DISV(45): -0.56% Top=ULTA HTZ BLOX FISV HRB GEO V SERV ….. ALLE KBR AAN Z ADS TNET APOL HMSY=Bottom (Diversified Services)
FINA(77): -0.57% Top=ARMK HCBK COF NDAQ MTB USB ZION WFC ….. PVTB JNS FMER ETFC SEIC OCN RCAP WETF=Bottom (Banks/Financials)
ENER(109): -0.62% Top=ETE EEP MPC PAGP PDCE CJES BWP EPD ….. RSPP DO BBG AREX PDS SN RIG PWE=Bottom (Energy)
INSU(35): -0.64% Top=AIZ PRU MET LNC TRV HIG CINF ALL ….. AON RDN ORI MTG AIG AGO AFSI MBI=Bottom (Insurance)
MATE(28): -0.86% Top=WM PWR RSG FLR MLM EXP RYN CVA ….. TOL USG MDC SPF MAS RYL TPH MTRX=Bottom (Materials & Construction)
COHW(46): -1.06% Top=S BBRY VZ T CTL PANW WIN ARUN ….. TDC UBNT SSYS OLED SYNA NSR SWIR VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.39% Top=TSL MRVL SWKS AMAT TXN KLAC SNPS CSIQ ….. CGNX MU SCTY RFMD INVN TQNT CRUS GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.51% Top=AA CNX NUE SWC FCX CMC X NEM ….. AKS CCJ AUY SLW AEM TCK EGO CLF=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 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:27 pm

Market Stats at 1:27 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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
7.8% of stocks are above yesterday’s high.
23.9% are above yesterday’s midpoint. (76.1% are below.)
44.0% are below yesterday’s low.
48.3% are inside yesterday’s range.
53.1% of stocks with today’s high > yesterday’s high. (46.9% less than).
55.7% of stocks with today’s low < yesterday’s low. (44.3% greater than).

EVIDENCE OF INTRADAY TREND
9.2% of stocks are above today’s open. (89.9% are below).
9.0% of stocks are above today’s open and yesterday’s close.
77.4% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% 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.
1.7% are in the top 20%.
8.9% are in the top half. 91.1% of stocks are in the bottom half of today’s range.
68.8% are in the bottom 20%.
34.6% are in the bottom 10%.

GAIN
22.4% of stocks are above yesterday’s close. (77.6% are below.)
0.2% are up 4.5% or more. 1.5% are down 4.5% or more.
0.3% are up 3.5% or more. 3.2% are down 3.5% or more.
59.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:8.5%…>=80:12.6%…>=50:32.8%…<=20:30.6%…<=10:15.0%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:44.1%…<=20:3.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.8% above previous 1 highs, 44.0% below previous 1 lows
6.7% above previous 2 highs, 29.8% below previous 2 lows
6.4% above previous 3 highs, 18.3% below previous 3 lows
6.1% above previous 4 highs, 16.6% below previous 4 lows
5.3% above previous 5 highs, 15.7% below previous 5 lows
5.0% above previous 6 highs, 14.7% below previous 6 lows
4.6% above previous 7 highs, 13.8% below previous 7 lows
4.3% above previous 8 highs, 13.6% below previous 8 lows
3.9% above previous 9 highs, 13.5% below previous 9 lows
3.8% above previous 10 highs, 12.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.4% are above or equal to 9/18 close (1 days ago), 77.6% are below.
40.5% are above or equal to 9/17 close (2 days ago), 59.5% are below.
45.2% are above or equal to 9/16 close (3 days ago), 54.8% are below.
57.8% are above or equal to 9/15 close (4 days ago), 42.2% are below.
47.4% are above or equal to 9/12 close (5 days ago), 52.6% are below.
36.4% are above or equal to 9/11 close (6 days ago), 63.6% are below.
43.5% are above or equal to 9/10 close (7 days ago), 56.5% are below.
46.8% are above or equal to 9/9 close (8 days ago), 53.2% are below.
36.3% are above or equal to 9/8 close (9 days ago), 63.7% are below.
33.8% are above or equal to 9/5 close (10 days ago), 66.2% are below.
39.6% are above or equal to 9/4 close (11 days ago), 60.4% are below.
39.1% are above or equal to 9/3 close (12 days ago), 60.9% are below.
37.7% are above or equal to 9/2 close (13 days ago), 62.3% are below.
41.4% are above or equal to 8/29 close (14 days ago), 58.6% are below.
44.1% are above or equal to 8/28 close (15 days ago), 55.9% are below.
43.9% are above or equal to 8/27 close (16 days ago), 56.1% are below.
42.8% are above or equal to 8/26 close (17 days ago), 57.2% are below.
45.5% are above or equal to 8/25 close (18 days ago), 54.5% are below.
48.0% are above or equal to 8/22 close (19 days ago), 52.0% are below.
45.9% are above or equal to 8/21 close (20 days ago), 54.1% are below.
47.8% are above or equal to 8/20 close (21 days ago), 52.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 15.3% new lows
21d: 19.5% new highs, 15.1% new lows
42d: 15.2% new highs, 9.2% new lows
63d: 12.3% new highs, 7.9% new lows
126d: 10.1% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 21.1% above, 78.9% below
3-day: 29.9% above, 70.1% below
4-day: 36.0% above, 64.0% below
5-day: 42.1% above, 57.9% below
8-day: 40.7% above, 59.3% below
10-day: 41.4% above, 58.6% below
20-day: 41.3% above, 58.7% below
50-day: 53.4% above, 46.6% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 1:27 pm ET)
REAL(76): -0.16% Top=AGNC MFA GLPI PLD NNN BRX KRG DLR ….. RLJ DRE NRF DRH CLNY RLGY LHO EJ=Bottom (Real Estate)
HEAL(48): -0.37% Top=ZLTQ UHS HUM DGX THC EVHC COO CYH ….. HNT DXCM STJ MOH WMGI HOLX PODD IRWD=Bottom (Health)
CHEM(28): -0.46% Top=POL CF DD APD WPZ IPI CE EMN ….. FMC MOS CHMT GRA OLN ALB MEOH GPRE=Bottom (Chemicals/Fertilizers)
MANU(38): -0.49% Top=DRC ATI ATU AME GE DHR RXN HON ….. BWC TEX MHK CAT JKS JOY DDD GTLS=Bottom (Manufacturing)
ENER(109): -0.62% Top=ETE PDCE EEP VLO LNCO MMP COP EPD ….. RICE GDP RIG CRK SN PDS AREX PWE=Bottom (Energy)
LEIS(28): -0.64% Top=DRI CCL MCD YUM BLMN HOT SBUX SEAS ….. EXPE PZZA MPEL MGM WYNN LVS KKD SGMS=Bottom (Leisure)
FINA(77): -0.66% Top=ARMK HCBK USB COF MTB ZION SNV VLY ….. CBOE FMER SEIC JNS OCN ETFC RCAP WETF=Bottom (Banks/Financials)
RETA(67): -0.68% Top=FRAN AMZN DSW WMT CVS COST DANG CAB ….. BURL BIG FIVE BID TFM WFM SHLD JCP=Bottom (Retail & Specialty Retail)
CONS(56): -0.70% Top=DECK EL BERY PG NWL BMS CLX ECL ….. KATE FBHS KS WWW GT ICON LULU NUS=Bottom (Consumer)
INSU(35): -0.72% Top=VR AIZ LNC PRU TRV MET CINF ACGL ….. AON ORI RDN MBI AGO MTG AIG AFSI=Bottom (Insurance)
TRAN(27): -0.85% Top=GLNG JBLU JBHT SAVE TRN NSC UPS FDX ….. CNI DAL TDW XPO SWFT AAL GBX YRCW=Bottom (Transportation)
DISV(45): -0.88% Top=ULTA HTZ LDOS FISV GEO V VNTV CAR ….. YY AAN FLT ACM TNET APOL Z HMSY=Bottom (Diversified Services)
COSW(75): -0.93% Top=CNQR AWAY TTWO GRPN NOW DWRE XRX INTU ….. AOL SFUN QLIK AKAM YHOO ORCL JD RHT=Bottom (Computer Software/Internet)
MATE(28): -1.27% Top=WM RSG PWR EXP FLR MDR WY RYN ….. MDC TOL SPF MAS TPH USG RYL MTRX=Bottom (Materials & Construction)
COHW(46): -1.45% Top=CTL VZ T S BBRY WIN PANW ARUN ….. TDC SSYS GOGO SYNA UBNT NSR SWIR VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -2.04% Top=KLAC AMAT SNPS LRCX TXN ONNN MRVL ALTR ….. AMBA SPWR CAVM TQNT SCTY INVN CRUS GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.66% Top=AA SWC CNX NUE FCX SLCA CMC X ….. AUY CCJ SLW AEM EGO TCK AKS CLF=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 1:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:58 am

Market Stats at 12:57 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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
8.5% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
42.6% are below yesterday’s low.
49.0% are inside yesterday’s range.
53.1% of stocks with today’s high > yesterday’s high. (46.9% less than).
51.3% of stocks with today’s low < yesterday’s low. (48.7% greater than).

EVIDENCE OF INTRADAY TREND
9.4% of stocks are above today’s open. (89.6% are below).
9.2% of stocks are above today’s open and yesterday’s close.
75.9% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% 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%.
9.0% are in the top half. 91.0% of stocks are in the bottom half of today’s range.
72.6% are in the bottom 20%.
57.4% are in the bottom 10%.

GAIN
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.2% are up 3.5% or more. 3.4% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:9.4%…>=80:14.2%…>=50:32.6%…<=20:30.4%…<=10:15.0%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:44.9%…<=20:3.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.5% above previous 1 highs, 42.6% below previous 1 lows
7.3% above previous 2 highs, 28.5% below previous 2 lows
7.0% above previous 3 highs, 17.2% below previous 3 lows
6.6% above previous 4 highs, 16.0% below previous 4 lows
5.9% above previous 5 highs, 15.3% below previous 5 lows
5.3% above previous 6 highs, 14.6% below previous 6 lows
5.1% above previous 7 highs, 13.7% below previous 7 lows
4.6% above previous 8 highs, 13.5% below previous 8 lows
4.2% above previous 9 highs, 13.3% below previous 9 lows
4.1% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.9% are above or equal to 9/18 close (1 days ago), 76.1% are below.
40.3% are above or equal to 9/17 close (2 days ago), 59.7% are below.
45.6% are above or equal to 9/16 close (3 days ago), 54.4% are below.
58.4% are above or equal to 9/15 close (4 days ago), 41.6% are below.
48.1% are above or equal to 9/12 close (5 days ago), 51.9% are below.
37.1% are above or equal to 9/11 close (6 days ago), 62.9% are below.
43.2% are above or equal to 9/10 close (7 days ago), 56.8% are below.
47.7% are above or equal to 9/9 close (8 days ago), 52.3% are below.
36.5% are above or equal to 9/8 close (9 days ago), 63.5% are below.
34.2% are above or equal to 9/5 close (10 days ago), 65.8% are below.
40.4% are above or equal to 9/4 close (11 days ago), 59.6% are below.
39.3% are above or equal to 9/3 close (12 days ago), 60.7% are below.
37.6% are above or equal to 9/2 close (13 days ago), 62.4% are below.
41.5% are above or equal to 8/29 close (14 days ago), 58.5% are below.
43.7% are above or equal to 8/28 close (15 days ago), 56.3% are below.
44.3% are above or equal to 8/27 close (16 days ago), 55.7% are below.
43.0% are above or equal to 8/26 close (17 days ago), 57.0% are below.
45.7% are above or equal to 8/25 close (18 days ago), 54.3% are below.
47.9% are above or equal to 8/22 close (19 days ago), 52.1% are below.
46.4% are above or equal to 8/21 close (20 days ago), 53.6% are below.
48.3% are above or equal to 8/20 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 14.0% new lows
21d: 19.5% new highs, 13.8% new lows
42d: 15.2% new highs, 8.6% new lows
63d: 12.3% new highs, 7.3% new lows
126d: 10.1% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.9% above, 77.1% below
3-day: 30.4% above, 69.6% below
4-day: 36.0% above, 64.0% below
5-day: 41.8% above, 58.2% below
8-day: 41.6% above, 58.4% below
10-day: 41.9% above, 58.1% below
20-day: 42.1% above, 57.9% below
50-day: 53.5% above, 46.5% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 12:57 pm ET)
REAL(76): -0.19% Top=AGNC GLPI MFA CBL NNN BRX ARCP OFC ….. AMT DRE NRF DRH CLNY LHO RLGY EJ=Bottom (Real Estate)
CHEM(28): -0.34% Top=CF APD DD POL CE IPI EMN WPZ ….. CHMT POT MOS ALB GRA OLN MEOH GPRE=Bottom (Chemicals/Fertilizers)
MANU(38): -0.39% Top=DRC ATI RXN ATU DHR GE AME HON ….. CFX MRC MHK CAT JKS JOY DDD GTLS=Bottom (Manufacturing)
HEAL(48): -0.40% Top=EW UHS HUM HCA DGX COO THC ALGN ….. STJ OPK DXCM MOH HOLX PODD WMGI IRWD=Bottom (Health)
ENER(109): -0.49% Top=ETE PDCE EEP CPE CVX VLO BWP MPC ….. RIG CRK EXH SN AREX GDP PDS PWE=Bottom (Energy)
CONS(56): -0.60% Top=DECK NWL EL BMS WHR PG CLX ECL ….. HBI UFS GT WWW LULU KS ICON NUS=Bottom (Consumer)
INSU(35): -0.63% Top=VR AIZ LNC TRV MET PRU ACGL ACE ….. GNW CNO AFSI RDN MTG AGO MBI AIG=Bottom (Insurance)
LEIS(28): -0.64% Top=CCL DRI MCD HOT YUM WEN SBUX WYN ….. PZZA EXPE MGM MPEL WYNN LVS KKD SGMS=Bottom (Leisure)
FINA(77): -0.67% Top=ARMK COF HCBK USB ZION MTB NDAQ SNV ….. LAZ BEN SEIC ETFC RCAP JNS OCN WETF=Bottom (Banks/Financials)
RETA(67): -0.71% Top=FRAN AMZN DSW WMT CVS HD COST DANG ….. ANF FIVE BID BIG TFM WFM SHLD JCP=Bottom (Retail & Specialty Retail)
TRAN(27): -0.81% Top=JBLU GLNG JBHT TRN SAVE CSX FDX NSC ….. CHRW CNI DAL XPO SWFT AAL GBX YRCW=Bottom (Transportation)
DISV(45): -0.88% Top=ULTA LDOS HTZ GEO FISV VNTV CAR CXW ….. AAN YY ACM KBR APOL TNET HMSY Z=Bottom (Diversified Services)
COSW(75): -1.04% Top=CNQR NOW XRX AWAY TTWO INTU MANH FIS ….. SFUN AOL QLIK AKAM YHOO ORCL JD RHT=Bottom (Computer Software/Internet)
MATE(28): -1.26% Top=EXP WM PWR RSG FLR CVA RYN WY ….. MDC TOL SPF MAS TPH USG RYL MTRX=Bottom (Materials & Construction)
COHW(46): -1.41% Top=S CTL T BBRY VZ FTR ARUN WIN ….. INFN NSR SSYS GOGO SYNA UBNT VIP SWIR=Bottom (Computer Hardware/Telecom)
ELEC(54): -2.02% Top=KLAC AMAT TXN SNPS MRVL ALTR LRCX ONNN ….. CAVM SPWR TQNT AMBA SCTY CRUS GTAT INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.40% Top=AA SWC CNX NUE FCX X CMC NEM ….. CCJ SLW AUY AEM EGO TCK AKS CLF=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 12:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:35 am

Market Stats at 11:34 am ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
14.0% of stocks are above yesterday’s high.
37.1% are above yesterday’s midpoint. (62.9% are below.)
28.9% are below yesterday’s low.
57.1% are inside yesterday’s range.
52.9% of stocks with today’s high > yesterday’s high. (47.1% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND
16.9% of stocks are above today’s open. (81.8% are below).
16.7% of stocks are above today’s open and yesterday’s close.
63.6% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
16.5% are in the top half. 83.5% of stocks are in the bottom half of today’s range.
58.5% are in the bottom 20%.
46.8% are in the bottom 10%.

GAIN
36.2% of stocks are above yesterday’s close. (63.8% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.3% are up 3.5% or more. 1.3% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.1%…>=90:16.0%…>=80:24.4%…>=50:44.7%…<=20:22.4%…<=10:11.5%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:50.0%…<=20:2.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:52.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.0% above previous 1 highs, 28.9% below previous 1 lows
11.9% above previous 2 highs, 19.6% below previous 2 lows
11.4% above previous 3 highs, 12.1% below previous 3 lows
10.7% above previous 4 highs, 10.8% below previous 4 lows
8.9% above previous 5 highs, 10.2% below previous 5 lows
8.5% above previous 6 highs, 10.0% below previous 6 lows
8.2% above previous 7 highs, 9.5% below previous 7 lows
7.7% above previous 8 highs, 9.5% below previous 8 lows
7.2% above previous 9 highs, 9.3% below previous 9 lows
7.1% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.2% are above or equal to 9/18 close (1 days ago), 63.8% are below.
50.7% are above or equal to 9/17 close (2 days ago), 49.3% are below.
52.6% are above or equal to 9/16 close (3 days ago), 47.4% are below.
65.2% are above or equal to 9/15 close (4 days ago), 34.8% are below.
54.5% are above or equal to 9/12 close (5 days ago), 45.5% are below.
43.3% are above or equal to 9/11 close (6 days ago), 56.7% are below.
47.6% are above or equal to 9/10 close (7 days ago), 52.4% are below.
52.0% are above or equal to 9/9 close (8 days ago), 48.0% are below.
41.6% are above or equal to 9/8 close (9 days ago), 58.4% are below.
39.6% are above or equal to 9/5 close (10 days ago), 60.4% are below.
44.5% are above or equal to 9/4 close (11 days ago), 55.5% are below.
42.9% are above or equal to 9/3 close (12 days ago), 57.1% are below.
41.5% are above or equal to 9/2 close (13 days ago), 58.5% are below.
44.1% are above or equal to 8/29 close (14 days ago), 55.9% are below.
47.2% are above or equal to 8/28 close (15 days ago), 52.8% are below.
46.4% are above or equal to 8/27 close (16 days ago), 53.6% are below.
45.9% are above or equal to 8/26 close (17 days ago), 54.1% are below.
47.9% are above or equal to 8/25 close (18 days ago), 52.1% are below.
50.3% are above or equal to 8/22 close (19 days ago), 49.7% are below.
49.2% are above or equal to 8/21 close (20 days ago), 50.8% are below.
50.1% are above or equal to 8/20 close (21 days ago), 49.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 10.4% new lows
21d: 19.5% new highs, 10.4% new lows
42d: 15.1% new highs, 6.4% new lows
63d: 12.2% new highs, 5.5% new lows
126d: 10.0% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 42.7% above, 57.3% below
4-day: 46.1% above, 53.9% below
5-day: 52.4% above, 47.6% below
8-day: 51.3% above, 48.7% below
10-day: 48.7% above, 51.3% below
20-day: 45.9% above, 54.1% below
50-day: 56.4% above, 43.6% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 11:34 am ET)
LEIS(28): 0.04% Top=BLMN CCL DRI MCD YUM HOT CAKE WEN ….. SIX WYNN LTM MGM EXPE LVS KKD SGMS=Bottom (Leisure)
CHEM(28): 0.01% Top=POL DD CF IPI APD CHMT AXLL DOW ….. FMC HUN MOS TAM MEOH GRA ALB GPRE=Bottom (Chemicals/Fertilizers)
FINA(77): -0.04% Top=ZION HCBK SNV FHN USB BBT VLY MTB ….. LM RCAP SEIC WU BEN JNS WETF OCN=Bottom (Banks/Financials)
REAL(76): -0.07% Top=AGNC GLPI OFC MFA ARCP GRT KIM BRX ….. CUBE RHP DRE DRH LHO NRF RLGY EJ=Bottom (Real Estate)
HEAL(48): -0.12% Top=COO HUM ALGN WCG UHS HCA CNC MDT ….. BKD GMED MOH DXCM WMGI STJ PODD IRWD=Bottom (Health)
COSW(75): -0.18% Top=CNQR NOW GRPN MDSO MANH TTWO WWWW DATA ….. FTNT INFA AOL FFIV ADBE AKAM RHT ORCL=Bottom (Computer Software/Internet)
RETA(67): -0.23% Top=FRAN AMZN DANG HD SPLS WMT DSW LINTA ….. WSM ANF BBY WFM BIG TFM SHLD JCP=Bottom (Retail & Specialty Retail)
INSU(35): -0.27% Top=LNC MET VR AIZ PRU BRO TRV CINF ….. AFSI ORI MTG AGO AON RDN AIG MBI=Bottom (Insurance)
MANU(38): -0.28% Top=DRC ATI AME ATU DHR GE EMR HON ….. CMI MHK AGCO TEX CAT GTLS JOY DDD=Bottom (Manufacturing)
CONS(56): -0.31% Top=HAS DECK EL BERY NWL BMS WHR RKT ….. HBI SHOO FBHS KS GT ICON WWW NUS=Bottom (Consumer)
ENER(109): -0.36% Top=ETE VLO MPC PDCE WNR EEP PBF CJES ….. CRK SN EXH PDS LPI PWE AREX GDP=Bottom (Energy)
TRAN(27): -0.38% Top=GLNG JBLU JBHT TRN CNW EXPD SAVE CSX ….. TDW SWFT ALK LUV DAL AAL GBX YRCW=Bottom (Transportation)
DISV(45): -0.43% Top=ULTA LDOS MAN ASGN BLOX CAR GEO HTZ ….. TNET ADT ADS APOL ALLE Z AAN MYGN=Bottom (Diversified Services)
COHW(46): -0.90% Top=S BBRY ARUN CTL VZ T FTR EFII ….. LVLT NSR UBNT SSYS SWIR GOGO VIP LXK=Bottom (Computer Hardware/Telecom)
MATE(28): -0.96% Top=EXP CVA WM FLR RSG MLM VMC PWR ….. LEN RYL AWI MDC MAS USG SPF MTRX=Bottom (Materials & Construction)
ELEC(54): -1.28% Top=TXN SNPS MRVL AMAT ONNN ALTR INTC KLAC ….. IDTI RFMD SUNE CAVM TQNT INVN GTAT CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -1.59% Top=X AA SWC CNX NUE CMC BTU NEM ….. CCJ AKS SLW AEM AUY EGO TCK CLF=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 11:34 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:41 am

Market Stats at 10:41 am ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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
16.4% of stocks are above yesterday’s high.
47.0% are above yesterday’s midpoint. (53.0% are below.)
20.8% are below yesterday’s low.
62.9% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
26.7% of stocks with today’s low < yesterday’s low. (73.3% greater than).

EVIDENCE OF INTRADAY TREND
20.6% of stocks are above today’s open. (78.1% are below).
20.2% of stocks are above today’s open and yesterday’s close.
54.4% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.7% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
19.6% are in the top half. 80.4% of stocks are in the bottom half of today’s range.
50.2% are in the bottom 20%.
35.8% are in the bottom 10%.

GAIN
45.1% of stocks are above yesterday’s close. (54.9% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.3% are down 3.5% or more.
80.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.7%…>=90:20.5%…>=80:29.8%…>=50:54.1%…<=20:18.8%…<=10:10.0%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.5%…>=50:52.6%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:54.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.4% above previous 1 highs, 20.8% below previous 1 lows
13.8% above previous 2 highs, 13.6% below previous 2 lows
13.2% above previous 3 highs, 8.5% below previous 3 lows
12.3% above previous 4 highs, 7.9% below previous 4 lows
11.0% above previous 5 highs, 7.5% below previous 5 lows
10.6% above previous 6 highs, 7.2% below previous 6 lows
10.3% above previous 7 highs, 7.0% below previous 7 lows
9.7% above previous 8 highs, 7.0% below previous 8 lows
8.9% above previous 9 highs, 6.6% below previous 9 lows
8.7% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.1% are above or equal to 9/18 close (1 days ago), 54.9% are below.
56.5% are above or equal to 9/17 close (2 days ago), 43.5% are below.
57.2% are above or equal to 9/16 close (3 days ago), 42.8% are below.
68.4% are above or equal to 9/15 close (4 days ago), 31.6% are below.
58.2% are above or equal to 9/12 close (5 days ago), 41.8% are below.
45.7% are above or equal to 9/11 close (6 days ago), 54.3% are below.
49.9% are above or equal to 9/10 close (7 days ago), 50.1% are below.
53.2% are above or equal to 9/9 close (8 days ago), 46.8% are below.
43.5% are above or equal to 9/8 close (9 days ago), 56.5% are below.
42.5% are above or equal to 9/5 close (10 days ago), 57.5% are below.
47.6% are above or equal to 9/4 close (11 days ago), 52.4% are below.
45.6% are above or equal to 9/3 close (12 days ago), 54.4% are below.
43.2% are above or equal to 9/2 close (13 days ago), 56.8% are below.
44.8% are above or equal to 8/29 close (14 days ago), 55.2% are below.
48.4% are above or equal to 8/28 close (15 days ago), 51.6% are below.
48.1% are above or equal to 8/27 close (16 days ago), 51.9% are below.
46.6% are above or equal to 8/26 close (17 days ago), 53.4% are below.
49.5% are above or equal to 8/25 close (18 days ago), 50.5% are below.
52.3% are above or equal to 8/22 close (19 days ago), 47.7% are below.
50.2% are above or equal to 8/21 close (20 days ago), 49.8% are below.
52.2% are above or equal to 8/20 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.4% new highs, 7.8% new lows
21d: 19.3% new highs, 7.8% new lows
42d: 15.0% new highs, 5.1% new lows
63d: 12.1% new highs, 4.4% new lows
126d: 9.9% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.9% above, 57.1% below
3-day: 52.9% above, 47.1% below
4-day: 53.9% above, 46.1% below
5-day: 60.0% above, 40.0% below
8-day: 54.8% above, 45.2% below
10-day: 53.2% above, 46.8% below
20-day: 48.8% above, 51.2% below
50-day: 57.8% above, 42.2% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 10:41 am ET)
LEIS(28): 0.39% Top=BLMN CCL PZZA DRI WEN MCD MPEL HOT ….. SIX MGM BYD LTM KKD SGMS EXPE LVS=Bottom (Leisure)
CHEM(28): 0.22% Top=POL DD APD DOW CF IPI CE AXLL ….. HUN POT MOS FMC GRA MEOH ALB GPRE=Bottom (Chemicals/Fertilizers)
MANU(38): 0.17% Top=DRC ATI SWK AME ATU GE DOV DHR ….. RS MHK AGCO TEX GTLS CAT JOY DDD=Bottom (Manufacturing)
FINA(77): 0.11% Top=SNV ZION HCBK FHN VLY USB BBT COF ….. TD LAZ RY EV BEN CBOE WETF JNS=Bottom (Banks/Financials)
REAL(76): 0.03% Top=AGNC OFC KRG CBG CUZ KIM GLPI DCT ….. RLGY CLNY SNH DRE AMT CUBE NRF EJ=Bottom (Real Estate)
HEAL(48): 0.02% Top=ZLTQ UHS EW WCG THC COO ALGN ABT ….. PODD RMD BAX BDX HNT STJ MOH IRWD=Bottom (Health)
COSW(75): -0.02% Top=CNQR NOW DWRE MDSO WWWW FEYE CRM GRPN ….. ADBE FFIV QLIK INFA JD AOL ORCL RHT=Bottom (Computer Software/Internet)
TRAN(27): -0.02% Top=GLNG JBHT CNW HUBG EXPD JBLU TRN SWFT ….. CNI LUV ALK UAL DAL AAL YRCW GBX=Bottom (Transportation)
ENER(109): -0.08% Top=PDCE PBF PTEN WNR ETE EEP HFC ALJ ….. RIG PWE RICE ESV GDP PDS AREX RSPP=Bottom (Energy)
CONS(56): -0.09% Top=HAS DECK RKT WHR BERY EL GPK TUMI ….. FBHS CROX HBI SHOO ICON GT WWW NUS=Bottom (Consumer)
INSU(35): -0.13% Top=LNC PRU AIZ MET VR TMK TRV BRO ….. GNW RDN AFSI FNF AON AGO MBI AIG=Bottom (Insurance)
RETA(67): -0.13% Top=FRAN AMZN AEO HD SPLS DSW LINTA RH ….. HIBB BIG AAP FINL ANF GME TFM JCP=Bottom (Retail & Specialty Retail)
DISV(45): -0.19% Top=BLOX ULTA LDOS CAR HTZ ASGN MAN FISV ….. AAN AL ADS TNET Z ALLE ADT APOL=Bottom (Diversified Services)
COHW(46): -0.37% Top=ARUN S BBRY FTR VZ RKUS INFN XLS ….. LVLT NSR SYNA SSYS OLED SWIR VIP UBNT=Bottom (Computer Hardware/Telecom)
ELEC(54): -0.59% Top=TSL TXN ALTR ONNN FSLR MEI SNPS VSH ….. CAVM MU ATML INVN RFMD AMBA TQNT CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): -0.61% Top=EXP PWR CVA FAST MDR FLR WM DAR ….. AWI RYL SPF LEN MAS TPH USG MTRX=Bottom (Materials & Construction)
META(25): -1.29% Top=AA X CNX CMC SWC NUE FCX NEM ….. RGLD EGO CCJ SLW AEM TCK AUY CLF=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 10:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:21 am

Market Stats at 10:20 am ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
22.6% of stocks are above yesterday’s high.
53.8% are above yesterday’s midpoint. (46.2% are below.)
13.3% are below yesterday’s low.
64.0% are inside yesterday’s range.
52.2% of stocks with today’s high > yesterday’s high. (47.8% less than).
19.5% of stocks with today’s low < yesterday’s low. (80.5% greater than).

EVIDENCE OF INTRADAY TREND
29.7% of stocks are above today’s open. (68.7% are below).
29.4% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.0% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
31.6% are in the top half. 68.4% of stocks are in the bottom half of today’s range.
39.0% are in the bottom 20%.
25.2% are in the bottom 10%.

GAIN
56.8% of stocks are above yesterday’s close. (43.2% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.2% are down 3.5% or more.
83.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.1%…>=90:24.0%…>=80:35.3%…>=50:61.3%…<=20:13.8%…<=10:7.2%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.1%…>=50:56.3%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:56.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.6% above previous 1 highs, 13.3% below previous 1 lows
18.7% above previous 2 highs, 8.6% below previous 2 lows
17.7% above previous 3 highs, 5.8% below previous 3 lows
16.9% above previous 4 highs, 5.3% below previous 4 lows
14.5% above previous 5 highs, 5.2% below previous 5 lows
13.8% above previous 6 highs, 4.9% below previous 6 lows
13.6% above previous 7 highs, 4.6% below previous 7 lows
13.0% above previous 8 highs, 4.6% below previous 8 lows
11.6% above previous 9 highs, 4.5% below previous 9 lows
11.5% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.8% are above or equal to 9/18 close (1 days ago), 43.2% are below.
63.5% are above or equal to 9/17 close (2 days ago), 36.5% are below.
63.0% are above or equal to 9/16 close (3 days ago), 37.0% are below.
71.3% are above or equal to 9/15 close (4 days ago), 28.7% are below.
61.9% are above or equal to 9/12 close (5 days ago), 38.1% are below.
49.2% are above or equal to 9/11 close (6 days ago), 50.8% are below.
53.0% are above or equal to 9/10 close (7 days ago), 47.0% are below.
55.7% are above or equal to 9/9 close (8 days ago), 44.3% are below.
45.8% are above or equal to 9/8 close (9 days ago), 54.2% are below.
43.7% are above or equal to 9/5 close (10 days ago), 56.3% are below.
48.8% are above or equal to 9/4 close (11 days ago), 51.2% are below.
47.6% are above or equal to 9/3 close (12 days ago), 52.4% are below.
45.6% are above or equal to 9/2 close (13 days ago), 54.4% are below.
46.3% are above or equal to 8/29 close (14 days ago), 53.7% are below.
50.3% are above or equal to 8/28 close (15 days ago), 49.7% are below.
49.5% are above or equal to 8/27 close (16 days ago), 50.5% are below.
48.5% are above or equal to 8/26 close (17 days ago), 51.5% are below.
51.2% are above or equal to 8/25 close (18 days ago), 48.8% are below.
53.6% are above or equal to 8/22 close (19 days ago), 46.4% are below.
51.5% are above or equal to 8/21 close (20 days ago), 48.5% are below.
53.4% are above or equal to 8/20 close (21 days ago), 46.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.3% new highs, 5.3% new lows
21d: 19.1% new highs, 5.3% new lows
42d: 14.8% new highs, 3.4% new lows
63d: 11.9% new highs, 2.8% new lows
126d: 9.9% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 54.8% above, 45.2% below
3-day: 62.2% above, 37.8% below
4-day: 62.5% above, 37.5% below
5-day: 66.7% above, 33.3% below
8-day: 58.8% above, 41.2% below
10-day: 57.2% above, 42.8% below
20-day: 51.2% above, 48.8% below
50-day: 58.4% above, 41.6% below
200-day: 66.8% above, 33.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 10:20 am ET)
LEIS(28): 0.72% Top=BLMN CCL PZZA WEN DRI MPEL MCD WYN ….. WYNN SIX SEAS EXPE LTM LVS SGMS KKD=Bottom (Leisure)
RETA(67): 0.39% Top=FRAN AEO AMZN RH DSW SFM HD DANG ….. BIG CPRT WSM AAP ANF TFM JCP GME=Bottom (Retail & Specialty Retail)
CHEM(28): 0.35% Top=POL APD DOW CHMT CE DD AXLL IPI ….. MEOH FMC AGU POT GRA MOS ALB GPRE=Bottom (Chemicals/Fertilizers)
MANU(38): 0.32% Top=DRC ATI SWK AME ITT ATU DOV RXN ….. JKS GTLS TEX MRC RS CAT JOY DDD=Bottom (Manufacturing)
COSW(75): 0.32% Top=CNQR DWRE MDSO NOW FEYE CRM AWAY GRPN ….. AKAM VMW FFIV JD INFA AOL ORCL RHT=Bottom (Computer Software/Internet)
REAL(76): 0.23% Top=OFC EDR KRG CUZ DCT AGNC CBG PLD ….. NNN SNH DRE CUBE AMT RLGY NRF EJ=Bottom (Real Estate)
CONS(56): 0.22% Top=DECK WHR HAS RKT BERY GPK NWL UFS ….. JAH FL KS SHOO FBHS WWW GT NUS=Bottom (Consumer)
FINA(77): 0.22% Top=SNV ZION HCBK FHN VLY RCAP BBT MTB ….. CBOE WETF JNS BEN LAZ GS APO RY=Bottom (Banks/Financials)
HEAL(48): 0.21% Top=ZLTQ UHS WCG THC CYH ALGN COO OPK ….. HNT BSX RMD BDX BAX IRWD STJ MOH=Bottom (Health)
TRAN(27): 0.16% Top=GLNG JBHT XPO HUBG SWFT CNW EXPD TRN ….. CNI YRCW UAL DAL LUV TDW AAL GBX=Bottom (Transportation)
INSU(35): 0.01% Top=PRU LNC AIZ MET VR HIG ORI TMK ….. ACGL GNW AGO AFSI AON MBI AIG FNF=Bottom (Insurance)
DISV(45): -0.04% Top=BLOX ULTA ASGN LDOS GEO MAN CAR FISV ….. AAN XRS HMSY ADT APOL Z ALLE YY=Bottom (Diversified Services)
COHW(46): -0.06% Top=ARUN S GOGO BBRY FTR INFN VZ XLS ….. SNDK SYNA LVLT SSYS VIP OLED UBNT SWIR=Bottom (Computer Hardware/Telecom)
ENER(109): -0.10% Top=PDCE PBF WNR HFC ALJ EEP ETE PTEN ….. GDP MTDR LPI ESV BBG PDS AREX RSPP=Bottom (Energy)
MATE(28): -0.24% Top=FAST EXP PWR CVA FLR DAR MTZ WY ….. AWI SPF USG TOL RYL LEN MAS MTRX=Bottom (Materials & Construction)
ELEC(54): -0.43% Top=TSL VSH ONNN ALTR SNPS CY FSLR GLW ….. INVN TRMB CAVM ATML TQNT AMBA MU CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -0.81% Top=SWC CENX CMC X AA PAAS BTU CNX ….. ABX SLW CCJ AUY EGO TCK CLF 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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:42 am ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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
21.9% of stocks are above yesterday’s high.
61.8% are above yesterday’s midpoint. (38.2% are below.)
5.0% are below yesterday’s low.
73.1% are inside yesterday’s range.
48.1% of stocks with today’s high > yesterday’s high. (51.9% less than).
9.3% of stocks with today’s low < yesterday’s low. (90.7% greater than).

EVIDENCE OF INTRADAY TREND
32.3% of stocks are above today’s open. (65.2% are below).
31.4% of stocks are above today’s open and yesterday’s close.
30.2% are below both.
31.7% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.6% of stocks are in the top 10% of today’s range.
10.2% are in the top 20%.
33.4% are in the top half. 66.6% of stocks are in the bottom half of today’s range.
35.8% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN
68.7% of stocks are above yesterday’s close. (31.3% are below.)
0.3% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.2% are down 3.5% or more.
91.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.4%…>=90:26.7%…>=80:39.6%…>=50:68.4%…<=20:9.4%…<=10:4.9%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.6%…>=50:57.2%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:57.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.9% above previous 1 highs, 5.0% below previous 1 lows
18.8% above previous 2 highs, 2.9% below previous 2 lows
17.7% above previous 3 highs, 2.0% below previous 3 lows
16.8% above previous 4 highs, 1.7% below previous 4 lows
14.7% above previous 5 highs, 1.7% below previous 5 lows
13.8% above previous 6 highs, 1.6% below previous 6 lows
13.2% above previous 7 highs, 1.6% below previous 7 lows
12.3% above previous 8 highs, 1.6% below previous 8 lows
10.7% above previous 9 highs, 1.5% below previous 9 lows
10.4% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.7% are above or equal to 9/18 close (1 days ago), 31.3% are below.
67.3% are above or equal to 9/17 close (2 days ago), 32.7% are below.
63.5% are above or equal to 9/16 close (3 days ago), 36.5% are below.
73.5% are above or equal to 9/15 close (4 days ago), 26.5% are below.
63.7% are above or equal to 9/12 close (5 days ago), 36.3% are below.
49.8% are above or equal to 9/11 close (6 days ago), 50.2% are below.
53.1% are above or equal to 9/10 close (7 days ago), 46.9% are below.
57.1% are above or equal to 9/9 close (8 days ago), 42.9% are below.
48.1% are above or equal to 9/8 close (9 days ago), 51.9% are below.
45.7% are above or equal to 9/5 close (10 days ago), 54.3% are below.
50.8% are above or equal to 9/4 close (11 days ago), 49.2% are below.
48.4% are above or equal to 9/3 close (12 days ago), 51.6% are below.
45.7% are above or equal to 9/2 close (13 days ago), 54.3% are below.
47.4% are above or equal to 8/29 close (14 days ago), 52.6% are below.
51.8% are above or equal to 8/28 close (15 days ago), 48.2% are below.
50.2% are above or equal to 8/27 close (16 days ago), 49.8% are below.
49.1% are above or equal to 8/26 close (17 days ago), 50.9% are below.
51.4% are above or equal to 8/25 close (18 days ago), 48.6% are below.
54.6% are above or equal to 8/22 close (19 days ago), 45.4% are below.
53.3% are above or equal to 8/21 close (20 days ago), 46.7% are below.
54.2% are above or equal to 8/20 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.6% new highs, 2.5% new lows
21d: 17.6% new highs, 2.5% new lows
42d: 13.6% new highs, 1.7% new lows
63d: 10.8% new highs, 1.3% new lows
126d: 8.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.0% above, 33.0% below
3-day: 68.3% above, 31.7% below
4-day: 66.4% above, 33.6% below
5-day: 70.5% above, 29.5% below
8-day: 60.0% above, 40.0% below
10-day: 58.5% above, 41.5% below
20-day: 53.0% above, 47.0% below
50-day: 58.9% above, 41.1% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 9:42 am ET)
LEIS(28): 0.56% Top=MPEL CCL DRI WEN PNK PZZA BYD MAR ….. SBUX SEAS EXPE KKD WYNN PNRA MGM LVS=Bottom (Leisure)
COSW(75): 0.40% Top=CNQR DWRE FEYE NOW CSOD VRNT AWAY TRAK ….. AZPN SFUN QLIK INFA AOL CTXS ORCL RHT=Bottom (Computer Software/Internet)
MANU(38): 0.37% Top=DRC ATI SWK RXN GE DHR PCP ATU ….. MRC JKS BWC TEX TKR DDD CAT JOY=Bottom (Manufacturing)
FINA(77): 0.31% Top=SNV FHN USB BBT ZION BKU NDAQ VLY ….. SCHW SEIC PSEC GS RCAP WU WDR WETF=Bottom (Banks/Financials)
REAL(76): 0.30% Top=BRX MFA KRG OFC EDR CBG AGNC AVB ….. CUBE AMH MPW STWD EJ NRF AMT RLGY=Bottom (Real Estate)
ENER(110): 0.29% Top=PDCE PTEN PBF BAS CJES SN CVX MRO ….. ESV RICE GDP AREX RSPP SGY ECA UPL=Bottom (Energy)
CHEM(28): 0.28% Top=POL DD DOW APD IPI CE PPG CF ….. HUN POT WPZ AGU GRA MOS ALB GPRE=Bottom (Chemicals/Fertilizers)
RETA(67): 0.26% Top=FRAN AEO GES AMZN SFM HD VSI DSW ….. GME FINL KORS WSM CPRT TFM FIVE ANF=Bottom (Retail & Specialty Retail)
COHW(46): 0.24% Top=BBRY INFN ARUN RKUS VZ S CTL FTR ….. TMUS VIP ARRS SWIR LXK SSYS LVLT UBNT=Bottom (Computer Hardware/Telecom)
TRAN(27): 0.21% Top=GLNG JBLU YRCW CNW EXPD XPO JBHT UPS ….. CNI ALK SAVE LUV AAL UAL DAL GBX=Bottom (Transportation)
INSU(35): 0.20% Top=LNC PRU HIG MET TMK ORI CINF MTG ….. AXS WSH CB FNF AIG AON AFSI ACGL=Bottom (Insurance)
HEAL(48): 0.18% Top=ZLTQ ABT UNH WCG GMED HUM HRC COO ….. HCA CNC DXCM PODD STJ RMD THOR HNT=Bottom (Health)
CONS(56): 0.17% Top=TPX VFC TUMI SKX ECL AVP RKT MWV ….. ICON UA GT HBI KS WWW SHOO CROX=Bottom (Consumer)
DISV(45): 0.14% Top=YY ULTA SERV ASGN FISV GEO BLOX MA ….. AAN KBR ADS MYGN ALLE ADT APOL XRS=Bottom (Diversified Services)
MATE(28): 0.03% Top=PWR WM FAST MDR WY MDC FLR CVA ….. RYL MAS TOL RYN KBH VMC MLM DAR=Bottom (Materials & Construction)
ELEC(54): -0.04% Top=INVN ALTR TSL GTAT ONNN SWKS LRCX XLNX ….. SPWR JASO MU ATML CRUS RFMD AMBA TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -0.27% Top=AKS BTU AA CNX NUE CENX FCX AUY ….. GG CCJ ABX EGO TCK CLF SLW 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 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/18/2014

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

Closing Stats
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
32.1% of stocks are above yesterday’s high.
56.9% are above yesterday’s midpoint. (43.1% are below.)
21.9% are below yesterday’s low.
46.0% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
34.8% of stocks with today’s low < yesterday’s low. (65.2% greater than).

EVIDENCE OF INTRADAY TREND
52.7% of stocks are above today’s open. (46.2% are below).
51.8% of stocks are above today’s open and yesterday’s close.
35.6% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN
63.2% of stocks are above yesterday’s close. (36.8% are below.)
0.7% are up 4.5% or more. 1.3% are down 4.5% or more.
2.7% are up 3.5% or more. 1.8% are down 3.5% or more.
57.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.0%…>=90:24.6%…>=80:40.6%…>=50:62.3%…<=20:17.4%…<=10:9.6%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.2%…>=50:56.0%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.1% above previous 1 highs, 21.9% below previous 1 lows
30.6% above previous 2 highs, 12.0% below previous 2 lows
27.5% above previous 3 highs, 9.5% below previous 3 lows
24.3% above previous 4 highs, 8.8% below previous 4 lows
22.8% above previous 5 highs, 8.5% below previous 5 lows
21.9% above previous 6 highs, 8.3% below previous 6 lows
19.8% above previous 7 highs, 8.3% below previous 7 lows
17.6% above previous 8 highs, 8.2% below previous 8 lows
17.2% above previous 9 highs, 8.2% below previous 9 lows
15.8% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.2% are above or equal to 9/17 close (1 days ago), 36.8% are below.
61.6% are above or equal to 9/16 close (2 days ago), 38.4% are below.
72.0% are above or equal to 9/15 close (3 days ago), 28.0% are below.
59.9% are above or equal to 9/12 close (4 days ago), 40.1% are below.
47.7% are above or equal to 9/11 close (5 days ago), 52.3% are below.
51.3% are above or equal to 9/10 close (6 days ago), 48.7% are below.
55.1% are above or equal to 9/9 close (7 days ago), 44.9% are below.
44.8% are above or equal to 9/8 close (8 days ago), 55.2% are below.
43.1% are above or equal to 9/5 close (9 days ago), 56.9% are below.
49.5% are above or equal to 9/4 close (10 days ago), 50.5% are below.
47.0% are above or equal to 9/3 close (11 days ago), 53.0% are below.
44.3% are above or equal to 9/2 close (12 days ago), 55.7% are below.
46.6% are above or equal to 8/29 close (13 days ago), 53.4% are below.
49.4% are above or equal to 8/28 close (14 days ago), 50.6% are below.
48.3% are above or equal to 8/27 close (15 days ago), 51.7% are below.
47.5% are above or equal to 8/26 close (16 days ago), 52.5% are below.
50.2% are above or equal to 8/25 close (17 days ago), 49.8% are below.
53.0% are above or equal to 8/22 close (18 days ago), 47.0% are below.
52.0% are above or equal to 8/21 close (19 days ago), 48.0% are below.
52.7% are above or equal to 8/20 close (20 days ago), 47.3% are below.
55.5% are above or equal to 8/19 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.1% new highs, 11.6% new lows
21d: 19.1% new highs, 11.3% new lows
42d: 14.9% new highs, 8.3% new lows
63d: 11.9% new highs, 6.8% new lows
126d: 8.9% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.8% above, 37.2% below
3-day: 61.1% above, 38.9% below
4-day: 66.4% above, 33.6% below
5-day: 63.9% above, 36.1% below
8-day: 57.4% above, 42.6% below
10-day: 54.3% above, 45.7% below
20-day: 50.9% above, 49.1% below
50-day: 58.6% above, 41.4% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 Closing)
ELEC(55): 1.30% Top=AMBA INVN RFMD CY TQNT CODE FSL SWKS ….. TRMB GTAT JBL OVTI TSL JASO CSIQ SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.01% Top=FHN WETF PVTB CME SLM C SCHW OCN ….. ARCC NDAQ JNS KKR PSEC ACAS APO WU=Bottom (Banks/Financials)
COHW(46): 0.98% Top=INFN GOGO LVLT SNDK RKUS SWIR S EFII ….. TMUS CSCO NSR JNPR WIN UBNT VIP BBRY=Bottom (Computer Hardware/Telecom)
LEIS(26): 0.94% Top=KKD WYNN MGM MPEL WEN BLMN LVS SIX ….. YUM BYD HOT SEAS LTM MCD PNK DNKN=Bottom (Leisure)
COSW(73): 0.85% Top=JD BIDU DWRE VRNT AOL AKAM MANH WWWW ….. SPLK RHT GRPN YHOO DATA WBMD FEYE CSOD=Bottom (Computer Software/Internet)
HEAL(48): 0.78% Top=PODD IRWD EVHC CNC WMGI HNT DXCM BSX ….. CYH RMD LH COO HOLX ZLTQ OPK A=Bottom (Health)
INSU(35): 0.75% Top=PRU LNC L ACE AHL TRV AXS UNM ….. RDN GNW AFSI FNF AJG ORI AGO MBI=Bottom (Insurance)
TRAN(27): 0.60% Top=GBX SAVE TRN LUV CNW UAL AAL ALK ….. GLNG UNP JBHT FDX XPO CP TDW YRCW=Bottom (Transportation)
MANU(37): 0.52% Top=TKR DCI ROK MRC SWK ITT PCP CFX ….. RXN AGCO JOY GE MHK DDD JKS ATI=Bottom (Manufacturing)
CHEM(28): 0.29% Top=DD IPI APD MON CF EMN FTK RPM ….. POT AXLL TAM OLN FMC DOW POL GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.21% Top=BERY SKX NUS IRBT HAR VFC DECK BC ….. PBI BLL KS LEG CROX FBHS TPX OI=Bottom (Consumer)
DISV(45): 0.15% Top=VNTV XRS MA PCLN TYC TMH ADT RHI ….. MYGN GEO AAN RRD BLOX CXW YY ASGN=Bottom (Diversified Services)
RETA(68): 0.11% Top=VSI GNC TFM BURL AEO SFM TGT DLTR ….. BID BBBY CVS MELI JCP ANF SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.19% Top=DAR MTZ TPH FLR FAST CVA OC EXP ….. MAS MDC MTRX VMC RYN RYL USG PHM=Bottom (Materials & Construction)
ENER(108): -0.76% Top=EEP ETP MMP RGP CJES BWP PAGP SLB ….. SGY CRK PVA EXXI SN OAS MHR CLR=Bottom (Energy)
REAL(77): -0.84% Top=RLGY BAM DRH EJ RHP RLJ CBG AMT ….. CBL NNN LPT AGNC O ARCP OFC HTS=Bottom (Real Estate)
META(25): -1.38% Top=CCJ X CMC SCCO NUE STLD AA FCX ….. PAAS GG CNX EGO SWC AEM BTU AKS=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/

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