daytrend

04/23/2014

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

Closing Stats
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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
18.5% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
23.1% are below yesterday’s low.
58.4% are inside yesterday’s range.
49.4% of stocks with today’s high > yesterday’s high. (50.6% less than).
39.0% of stocks with today’s low < yesterday’s low. (61.0% greater than).

EVIDENCE OF INTRADAY TREND
39.6% of stocks are above today’s open. (58.8% are below).
33.5% of stocks are above today’s open and yesterday’s close.
52.9% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
11.8% are in the top 20%.
38.1% are in the top half. 61.9% of stocks are in the bottom half of today’s range.
28.4% are in the bottom 20%.
16.0% are in the bottom 10%.

GAIN
40.7% of stocks are above yesterday’s close. (59.3% are below.)
1.0% are up 4.5% or more. 2.4% are down 4.5% or more.
1.9% are up 3.5% or more. 4.5% are down 3.5% or more.
62.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.3%…>=90:22.1%…>=80:32.6%…>=50:58.4%…<=20:12.3%…<=10:5.0%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:59.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:55.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.5% above previous 1 highs, 23.1% below previous 1 lows
16.4% above previous 2 highs, 12.6% below previous 2 lows
14.5% above previous 3 highs, 9.2% below previous 3 lows
13.0% above previous 4 highs, 7.0% below previous 4 lows
12.3% above previous 5 highs, 3.5% below previous 5 lows
12.2% above previous 6 highs, 3.0% below previous 6 lows
11.9% above previous 7 highs, 2.8% below previous 7 lows
9.2% above previous 8 highs, 2.8% below previous 8 lows
8.8% above previous 9 highs, 2.7% below previous 9 lows
8.7% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.7% are above or equal to 4/22 close (1 days ago), 59.3% are below.
62.1% are above or equal to 4/21 close (2 days ago), 37.9% are below.
65.8% are above or equal to 4/17 close (3 days ago), 34.2% are below.
68.3% are above or equal to 4/16 close (4 days ago), 31.7% are below.
77.4% are above or equal to 4/15 close (5 days ago), 22.6% are below.
82.0% are above or equal to 4/14 close (6 days ago), 18.0% are below.
85.3% are above or equal to 4/11 close (7 days ago), 14.7% are below.
73.6% are above or equal to 4/10 close (8 days ago), 26.4% are below.
48.0% are above or equal to 4/9 close (9 days ago), 52.0% are below.
57.1% are above or equal to 4/8 close (10 days ago), 42.9% are below.
65.5% are above or equal to 4/7 close (11 days ago), 34.5% are below.
48.5% are above or equal to 4/4 close (12 days ago), 51.5% are below.
36.5% are above or equal to 4/3 close (13 days ago), 63.5% are below.
34.1% are above or equal to 4/2 close (14 days ago), 65.9% are below.
38.7% are above or equal to 4/1 close (15 days ago), 61.3% are below.
44.1% are above or equal to 3/31 close (16 days ago), 55.9% are below.
54.0% are above or equal to 3/28 close (17 days ago), 46.0% are below.
58.2% are above or equal to 3/27 close (18 days ago), 41.8% are below.
55.5% are above or equal to 3/26 close (19 days ago), 44.5% are below.
48.5% are above or equal to 3/25 close (20 days ago), 51.5% are below.
49.4% are above or equal to 3/24 close (21 days ago), 50.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.0% new highs, 4.0% new lows
21d: 14.7% new highs, 4.0% new lows
42d: 11.6% new highs, 3.2% new lows
63d: 9.9% new highs, 1.7% new lows
126d: 7.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.6% above, 60.4% below
3-day: 52.2% above, 47.8% below
4-day: 57.2% above, 42.8% below
5-day: 62.3% above, 37.7% below
8-day: 77.3% above, 22.7% below
10-day: 73.3% above, 26.7% below
20-day: 57.4% above, 42.6% below
50-day: 51.5% above, 48.5% below
200-day: 70.6% above, 29.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.41% Top=AKS WLT AEM NEM PAAS RGLD STLD CNX ….. TCK SLCA NUE HSC SWC SCCO CLF CCJ=Bottom (Metals & Mining)
ENER(114): 0.64% Top=GDP RES FTI EPE HLX CRK MTDR SD ….. EPD ETE UPL SN BAS IOC SFY PVA=Bottom (Energy)
FINA(93): 0.13% Top=XOOM EFX FULT VLY SEIC BK WETF HCBK ….. BX RJF APO AMTD OCN UMPQ CSH FNGN=Bottom (Banks/Financials)
INSU(40): 0.11% Top=BRO TRV PRE AIG ENH ACGL CINF RGA ….. AON PGR CNO MTG RDN MBI GNW AMBC=Bottom (Insurance)
MANU(44): -0.17% Top=ATI IEX ZBRA AOS EMR PCP SWK HON ….. MTW BGC MHK ATU LII TKR DDD LECO=Bottom (Manufacturing)
TRAN(30): -0.30% Top=DAL ALK SAVE LUV UAL EXPD UPS CNI ….. XPO HUBG CP NAT GLNG NSC WERN KNX=Bottom (Transportation)
HEAL(55): -0.38% Top=THC CYH HCA LPNT MOH CNC UHS WCG ….. SPNC STJ RMD OPK PODD IRWD BCR ISRG=Bottom (Health)
RETA(71): -0.43% Top=SHLD DKS TFM JWN MELI COST M BIG ….. KORS ANN FIVE CONN GNC LOW NFLX GME=Bottom (Retail & Specialty Retail)
ELEC(57): -0.44% Top=SWKS SPWR CGNX SUNE BRCM FLDM NVDA ATML ….. CY OVTI GTAT SCTY VECO CPHD PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): -0.50% Top=MAN R VNTV BAH RHI URS MYGN ATHN ….. URI FLT AAN RRD APOL HMSY HPY BCO=Bottom (Diversified Services)
REAL(88): -0.52% Top=AVIV NRF WPC IVR NYMT HCP OHI HLSS ….. LXP GRT CUBE STWD CBL HPT NSM EJ=Bottom (Real Estate)
CONS(56): -0.60% Top=SKX CROX HAR COH UA VFC GT CCK ….. LULU TPX TUP PAY HBI SCSS AVY IRBT=Bottom (Consumer)
CHEM(34): -0.64% Top=DOW AXLL CF FTK WPZ MON IFF FMC ….. ALB LYB HUN POT POL CHMT MEOH GRA=Bottom (Chemicals/Fertilizers)
COHW(49): -0.86% Top=ADTN COMM LXK SYNA WIN CIEN BBRY JDSU ….. SSYS PANW EMC NSR T TMUS RKUS UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -0.97% Top=CVA CLH WY RSG WCN MDR WM RYN ….. FAST MTZ TOL SPF DHI RYL OC MTH=Bottom (Materials & Construction)
LEIS(32): -1.47% Top=LTM RCL KKD DRI PNK MAR SEAS CCL ….. DNKN MGM BLMN BYI WYNN SGMS MPEL EAT=Bottom (Leisure)
COSW(91): -1.68% Top=MDSO XRX LOCK IRM FIS ANSS NQ CPWR ….. CSOD WDAY SPLK DWRE FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

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

Filed under: Market Stats — daytrend @ 1:40 pm

Market Stats at 2:39 pm ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 962.

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
18.3% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
21.2% are below yesterday’s low.
60.5% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND
40.4% of stocks are above today’s open. (57.6% are below).
34.9% of stocks are above today’s open and yesterday’s close.
52.0% are below both.
8.0% of stocks opened above yesterday’s high.
43.8% of stocks opened above yesterday’s close. (50.8% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.9% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
41.5% are in the top half. 58.5% of stocks are in the bottom half of today’s range.
28.1% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN
42.4% of stocks are above yesterday’s close. (57.6% are below.)
1.5% are up 4.5% or more. 1.9% are down 4.5% or more.
1.9% are up 3.5% or more. 4.2% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.1%…>=90:23.2%…>=80:34.5%…>=50:59.0%…<=20:10.9%…<=10:4.6%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:61.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.3% above previous 1 highs, 21.2% below previous 1 lows
16.6% above previous 2 highs, 11.0% below previous 2 lows
14.9% above previous 3 highs, 7.5% below previous 3 lows
13.8% above previous 4 highs, 6.0% below previous 4 lows
13.3% above previous 5 highs, 3.2% below previous 5 lows
12.9% above previous 6 highs, 2.7% below previous 6 lows
12.3% above previous 7 highs, 2.5% below previous 7 lows
9.6% above previous 8 highs, 2.5% below previous 8 lows
9.0% above previous 9 highs, 2.4% below previous 9 lows
8.8% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.4% are above or equal to 4/22 close (1 days ago), 57.6% are below.
63.3% are above or equal to 4/21 close (2 days ago), 36.7% are below.
66.3% are above or equal to 4/17 close (3 days ago), 33.7% are below.
68.5% are above or equal to 4/16 close (4 days ago), 31.5% are below.
79.2% are above or equal to 4/15 close (5 days ago), 20.8% are below.
82.4% are above or equal to 4/14 close (6 days ago), 17.6% are below.
85.9% are above or equal to 4/11 close (7 days ago), 14.1% are below.
74.5% are above or equal to 4/10 close (8 days ago), 25.5% are below.
48.1% are above or equal to 4/9 close (9 days ago), 51.9% are below.
57.8% are above or equal to 4/8 close (10 days ago), 42.2% are below.
65.5% are above or equal to 4/7 close (11 days ago), 34.5% are below.
50.0% are above or equal to 4/4 close (12 days ago), 50.0% are below.
37.6% are above or equal to 4/3 close (13 days ago), 62.4% are below.
34.7% are above or equal to 4/2 close (14 days ago), 65.3% are below.
39.3% are above or equal to 4/1 close (15 days ago), 60.7% are below.
44.7% are above or equal to 3/31 close (16 days ago), 55.3% are below.
54.8% are above or equal to 3/28 close (17 days ago), 45.2% are below.
59.1% are above or equal to 3/27 close (18 days ago), 40.9% are below.
57.2% are above or equal to 3/26 close (19 days ago), 42.8% are below.
48.9% are above or equal to 3/25 close (20 days ago), 51.1% are below.
49.3% are above or equal to 3/24 close (21 days ago), 50.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 3.8% new lows
21d: 14.3% new highs, 3.8% new lows
42d: 11.3% new highs, 3.1% new lows
63d: 9.7% new highs, 1.7% new lows
126d: 7.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.2% above, 58.8% below
3-day: 53.4% above, 46.6% below
4-day: 59.5% above, 40.5% below
5-day: 63.9% above, 36.1% below
8-day: 78.9% above, 21.1% below
10-day: 74.2% above, 25.8% below
20-day: 58.3% above, 41.7% below
50-day: 52.1% above, 47.9% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 1.71% Top=AKS NEM WLT PAAS RGLD AEM ABX GG ….. FCX TCK SWC CLF CLD HSC SCCO CCJ=Bottom (Metals & Mining)
ENER(114): 0.89% Top=GDP RES FTI EPE MTDR HLX SD CRK ….. RGP EPD IOC BAS EEP ENLK UPL PVA=Bottom (Energy)
FINA(93): 0.08% Top=XOOM BK EFX SEIC FULT PBCT NTRS VLY ….. BX PHH APO OCN AMTD UMPQ CSH FNGN=Bottom (Banks/Financials)
INSU(40): 0.02% Top=PRE TRV BRO AIG ENH RNR CINF AIZ ….. CNO PGR AGO CLGX RDN MBI GNW AMBC=Bottom (Insurance)
MANU(44): -0.09% Top=ATI IEX AOS PCP MRC SWK EMR ZBRA ….. AME CFX LII MHK ATU TKR DDD LECO=Bottom (Manufacturing)
TRAN(30): -0.15% Top=DAL ALK LUV SAVE JBLU EXPD UPS CNI ….. SWFT JBHT NAT WERN YRCW NSC GLNG KNX=Bottom (Transportation)
RETA(71): -0.27% Top=SHLD DKS BIG TFM JWN JCP KSS CHS ….. DSW RAD KORS LOW FIVE GNC GME NFLX=Bottom (Retail & Specialty Retail)
HEAL(55): -0.31% Top=THC CYH HCA UHS LPNT CNC MOH ALGN ….. STJ WX IRWD OPK PODD RMD BCR ISRG=Bottom (Health)
DISV(52): -0.34% Top=MAN R ATHN VNTV RHI URS BAH TMH ….. ACTG FLT MA URI APOL HPY HMSY BCO=Bottom (Diversified Services)
CHEM(34): -0.41% Top=AXLL DOW CF FTK WPZ EMN FMC MON ….. POT ALB LYB CE POL MEOH CHMT GRA=Bottom (Chemicals/Fertilizers)
ELEC(57): -0.43% Top=SWKS SPWR CGNX BRCM VSH SUNE LLTC NVDA ….. OVTI MXWL GTAT SCTY CPHD VECO PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.50% Top=SKX CROX COH UA GT FL CCK COTY ….. OI TUP TPX PKG SCSS PAY AVY IRBT=Bottom (Consumer)
REAL(88): -0.58% Top=NRF AVIV IVR HLSS HTA OHI NYMT WPC ….. STWD LPT CUBE CBL DLR HPT NSM EJ=Bottom (Real Estate)
COHW(49): -0.90% Top=GOGO BBRY ADTN LXK COMM TWTC CIEN WIN ….. VIP RKUS TMUS SSYS EMC T PANW UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -1.02% Top=CVA CLH WY RSG MDR WCN PWR VMC ….. MDC TOL KBH SPF RYL DHI OC MTH=Bottom (Materials & Construction)
LEIS(32): -1.37% Top=LTM RCL KKD DRI CCL MAR PNK SEAS ….. DNKN SONC MGM EAT SGMS BYI WYNN MPEL=Bottom (Leisure)
COSW(91): -1.57% Top=MDSO XRX NQ LOCK FIS IRM ANSS RAX ….. SINA CSOD SPLK DWRE FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:39 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:45 pm ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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

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

COMPARED TO YESTERDAY’S RANGE
20.3% of stocks are above yesterday’s high.
53.3% are above yesterday’s midpoint. (46.7% are below.)
18.7% are below yesterday’s low.
61.0% are inside yesterday’s range.
47.6% of stocks with today’s high > yesterday’s high. (52.4% less than).
36.4% of stocks with today’s low < yesterday’s low. (63.6% greater than).

EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open. (54.5% are below).
38.0% of stocks are above today’s open and yesterday’s close.
48.3% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% 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.
16.1% are in the top 20%.
44.8% are in the top half. 55.2% of stocks are in the bottom half of today’s range.
22.0% are in the bottom 20%.
12.6% are in the bottom 10%.

GAIN
45.9% of stocks are above yesterday’s close. (54.1% are below.)
1.1% are up 4.5% or more. 1.8% are down 4.5% or more.
1.9% are up 3.5% or more. 3.3% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.7%…>=90:24.9%…>=80:36.4%…>=50:63.0%…<=20:10.0%…<=10:3.4%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:61.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.3% above previous 1 highs, 18.7% below previous 1 lows
17.9% above previous 2 highs, 9.5% below previous 2 lows
15.8% above previous 3 highs, 6.7% below previous 3 lows
14.5% above previous 4 highs, 5.0% below previous 4 lows
13.9% above previous 5 highs, 2.5% below previous 5 lows
13.4% above previous 6 highs, 2.2% below previous 6 lows
13.0% above previous 7 highs, 1.9% below previous 7 lows
10.5% above previous 8 highs, 1.9% below previous 8 lows
10.0% above previous 9 highs, 1.9% below previous 9 lows
9.9% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.9% are above or equal to 4/22 close (1 days ago), 54.1% are below.
66.0% are above or equal to 4/21 close (2 days ago), 34.0% are below.
68.6% are above or equal to 4/17 close (3 days ago), 31.4% are below.
70.1% are above or equal to 4/16 close (4 days ago), 29.9% are below.
79.4% are above or equal to 4/15 close (5 days ago), 20.6% are below.
82.6% are above or equal to 4/14 close (6 days ago), 17.4% are below.
86.7% are above or equal to 4/11 close (7 days ago), 13.3% are below.
75.9% are above or equal to 4/10 close (8 days ago), 24.1% are below.
48.8% are above or equal to 4/9 close (9 days ago), 51.2% are below.
58.8% are above or equal to 4/8 close (10 days ago), 41.2% are below.
66.9% are above or equal to 4/7 close (11 days ago), 33.1% are below.
50.7% are above or equal to 4/4 close (12 days ago), 49.3% are below.
38.3% are above or equal to 4/3 close (13 days ago), 61.7% are below.
35.9% are above or equal to 4/2 close (14 days ago), 64.1% are below.
40.2% are above or equal to 4/1 close (15 days ago), 59.8% are below.
45.3% are above or equal to 3/31 close (16 days ago), 54.7% are below.
55.2% are above or equal to 3/28 close (17 days ago), 44.8% are below.
59.6% are above or equal to 3/27 close (18 days ago), 40.4% are below.
56.7% are above or equal to 3/26 close (19 days ago), 43.3% are below.
49.1% are above or equal to 3/25 close (20 days ago), 50.9% are below.
50.3% are above or equal to 3/24 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.5% new highs, 3.6% new lows
21d: 14.2% new highs, 3.6% new lows
42d: 11.2% new highs, 2.9% new lows
63d: 9.6% new highs, 1.7% new lows
126d: 6.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.8% above, 56.2% below
3-day: 57.2% above, 42.8% below
4-day: 62.6% above, 37.4% below
5-day: 66.1% above, 33.9% below
8-day: 79.6% above, 20.4% below
10-day: 75.2% above, 24.8% below
20-day: 58.7% above, 41.3% below
50-day: 53.0% above, 47.0% below
200-day: 71.3% above, 28.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.32% Top=AKS PAAS NEM WLT RGLD X AEM GG ….. TCK HSC SLCA BTU CLD CLF SCCO CCJ=Bottom (Metals & Mining)
ENER(114): 1.03% Top=GDP FTI MTDR RES SD HLX CRK SU ….. BAS SWN ENLK ETE EEP UPL IOC PVA=Bottom (Energy)
FINA(93): 0.07% Top=XOOM EFX SEIC FULT VLY NTRS PBCT JNS ….. SCHW APO FIG AMTD UMPQ OCN CSH FNGN=Bottom (Banks/Financials)
INSU(40): 0.05% Top=TRV AHL AIG PRE RNR ENH CINF AIZ ….. CLGX RDN AGO MBI PGR CNO GNW AMBC=Bottom (Insurance)
TRAN(30): 0.04% Top=DAL ALK LUV SAVE CNW EXPD CNI UPS ….. CP HUBG WERN KNX NAT YRCW NSC GLNG=Bottom (Transportation)
MANU(44): -0.03% Top=ATI AOS IEX PCP JKS HON SWK EMR ….. MTW LII ATU MHK CFX TKR DDD LECO=Bottom (Manufacturing)
RETA(71): -0.17% Top=SHLD FINL DKS TFM BIG KSS JWN GPS ….. DANG KORS CONN LOW GNC FIVE GME NFLX=Bottom (Retail & Specialty Retail)
DISV(52): -0.20% Top=MAN R RHI ATHN URS BAH VNTV TMH ….. URI MGI FLT MA BLOX HMSY HPY BCO=Bottom (Diversified Services)
HEAL(55): -0.24% Top=THC CYH HCA UHS MOH ALGN LPNT MR ….. TMO STJ RMD OPK IRWD PODD BCR ISRG=Bottom (Health)
ELEC(57): -0.28% Top=SWKS SPWR CGNX SUNE FLDM NVDA BRCM LLTC ….. CRUS OVTI GTAT CPHD SCTY VECO PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.35% Top=SKX CROX COH FL HAR CCK VFC UFS ….. SON OI PKG LULU SCSS PAY AVY IRBT=Bottom (Consumer)
CHEM(34): -0.35% Top=AXLL DOW CF FTK WPZ OLN EMN FMC ….. HUN CE ALB LYB MEOH POL CHMT GRA=Bottom (Chemicals/Fertilizers)
REAL(88): -0.39% Top=AVIV NRF HLSS IVR OHI WPC NYMT CMO ….. LPT CUBE CBL STWD WAC HPT NSM EJ=Bottom (Real Estate)
MATE(29): -0.78% Top=CVA CLH WY MDR RSG WCN PWR EXP ….. FAST KBH SPF USG DHI RYL OC MTH=Bottom (Materials & Construction)
COHW(49): -0.85% Top=ADTN GOGO BBRY SYNA JDSU CIEN CTL WIN ….. FIO SSYS VIP NSR T EMC PANW UBNT=Bottom (Computer Hardware/Telecom)
LEIS(32): -1.28% Top=LTM RCL KKD DRI CCL MAR PNK SEAS ….. BKW DNKN MGM WYNN EAT BYI MPEL SGMS=Bottom (Leisure)
COSW(91): -1.62% Top=MDSO XRX NQ FIS LOCK IRM ANSS DNB ….. YELP SINA SPLK DWRE FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:45 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:10 pm

Market Stats at 1:09 pm ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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
19.9% of stocks are above yesterday’s high.
55.5% are above yesterday’s midpoint. (44.5% are below.)
17.1% are below yesterday’s low.
63.1% are inside yesterday’s range.
46.7% of stocks with today’s high > yesterday’s high. (53.3% less than).
35.6% of stocks with today’s low < yesterday’s low. (64.4% greater than).

EVIDENCE OF INTRADAY TREND
44.3% of stocks are above today’s open. (54.2% are below).
37.3% of stocks are above today’s open and yesterday’s close.
47.6% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
47.8% are in the top half. 52.2% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN
45.4% of stocks are above yesterday’s close. (54.6% are below.)
1.4% are up 4.5% or more. 1.6% are down 4.5% or more.
1.6% are up 3.5% or more. 2.5% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.7%…>=90:24.8%…>=80:35.3%…>=50:64.6%…<=20:8.7%…<=10:3.7%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:62.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.9% above previous 1 highs, 17.1% below previous 1 lows
17.9% above previous 2 highs, 8.1% below previous 2 lows
15.6% above previous 3 highs, 6.0% below previous 3 lows
14.5% above previous 4 highs, 4.5% below previous 4 lows
13.9% above previous 5 highs, 2.5% below previous 5 lows
13.6% above previous 6 highs, 2.2% below previous 6 lows
13.2% above previous 7 highs, 2.0% below previous 7 lows
10.8% above previous 8 highs, 2.0% below previous 8 lows
10.4% above previous 9 highs, 2.0% below previous 9 lows
10.2% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.4% are above or equal to 4/22 close (1 days ago), 54.6% are below.
66.8% are above or equal to 4/21 close (2 days ago), 33.2% are below.
70.0% are above or equal to 4/17 close (3 days ago), 30.0% are below.
70.8% are above or equal to 4/16 close (4 days ago), 29.2% are below.
80.1% are above or equal to 4/15 close (5 days ago), 19.9% are below.
83.4% are above or equal to 4/14 close (6 days ago), 16.6% are below.
86.8% are above or equal to 4/11 close (7 days ago), 13.2% are below.
76.1% are above or equal to 4/10 close (8 days ago), 23.9% are below.
49.2% are above or equal to 4/9 close (9 days ago), 50.8% are below.
60.5% are above or equal to 4/8 close (10 days ago), 39.5% are below.
67.0% are above or equal to 4/7 close (11 days ago), 33.0% are below.
50.9% are above or equal to 4/4 close (12 days ago), 49.1% are below.
38.3% are above or equal to 4/3 close (13 days ago), 61.7% are below.
35.6% are above or equal to 4/2 close (14 days ago), 64.4% are below.
39.9% are above or equal to 4/1 close (15 days ago), 60.1% are below.
45.7% are above or equal to 3/31 close (16 days ago), 54.3% are below.
54.6% are above or equal to 3/28 close (17 days ago), 45.4% are below.
59.5% are above or equal to 3/27 close (18 days ago), 40.5% are below.
57.1% are above or equal to 3/26 close (19 days ago), 42.9% are below.
49.2% are above or equal to 3/25 close (20 days ago), 50.8% are below.
50.4% are above or equal to 3/24 close (21 days ago), 49.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.2% new highs, 3.4% new lows
21d: 13.8% new highs, 3.4% new lows
42d: 11.0% new highs, 2.8% new lows
63d: 9.4% new highs, 1.7% new lows
126d: 6.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.9% above, 56.1% below
3-day: 58.6% above, 41.4% below
4-day: 64.0% above, 36.0% below
5-day: 67.2% above, 32.8% below
8-day: 80.4% above, 19.6% below
10-day: 76.5% above, 23.5% below
20-day: 58.9% above, 41.1% below
50-day: 52.7% above, 47.3% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.05% Top=AKS NEM PAAS RGLD AEM GG WLT ABX ….. NUE CLD FCX TCK CLF BTU SCCO CCJ=Bottom (Metals & Mining)
ENER(114): 0.99% Top=GDP FTI MTDR RES HLX SD EPE CRK ….. ETE VLO DO IOC EEP UPL BAS PVA=Bottom (Energy)
TRAN(30): 0.17% Top=DAL ALK LUV CNW EXPD CNI UPS UAL ….. ODFL WERN HUBG CP KNX YRCW GLNG NSC=Bottom (Transportation)
FINA(93): 0.09% Top=XOOM EFX SEIC FULT PBCT NTRS VLY WFC ….. SCHW OCN CG CSH UMPQ AMTD FIG FNGN=Bottom (Banks/Financials)
INSU(40): 0.06% Top=AIG TRV AHL RNR PRE ENH CINF MTG ….. AGO PGR CLGX MBI CNO RDN GNW AMBC=Bottom (Insurance)
MANU(44): -0.02% Top=IEX ATI AOS JKS PCP EMR HON SWK ….. LII GNRC ATU CFX MHK TKR DDD LECO=Bottom (Manufacturing)
DISV(52): -0.10% Top=MAN R ATHN RHI BAH VNTV ADS URS ….. RCII APOL HMSY URI FLT HPY MA BCO=Bottom (Diversified Services)
RETA(71): -0.11% Top=SHLD DKS TFM FINL BIG AAP WFM GPS ….. KORS CONN EXPR FIVE LOW GNC GME NFLX=Bottom (Retail & Specialty Retail)
ELEC(57): -0.22% Top=SPWR SWKS CGNX SUNE FLDM VSH NVDA RFMD ….. CRUS TRMB OVTI MXWL CPHD VECO PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(55): -0.22% Top=THC CYH HCA UHS MOH CNC HNT LPNT ….. STJ RMD TMO OPK PODD IRWD BCR ISRG=Bottom (Health)
REAL(88): -0.35% Top=AVIV NRF OHI WPC HLSS CMO NYMT BMR ….. DFT CUBE CBL STWD WAC HPT NSM EJ=Bottom (Real Estate)
CHEM(34): -0.36% Top=AXLL DOW CF FTK WPZ OLN MON GPRE ….. POT SIAL ALB MEOH LYB POL CHMT GRA=Bottom (Chemicals/Fertilizers)
CONS(56): -0.37% Top=SKX CROX FL HAR COH VFC CCK UFS ….. HBI SON SCSS OI PKG PAY AVY IRBT=Bottom (Consumer)
COHW(49): -0.69% Top=GOGO ADTN BBRY SYNA CIEN JDSU WIN CTL ….. RKUS VIP SSYS T NSR EMC PANW UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -0.91% Top=CVA CLH WY MDR WCN RSG VMC PWR ….. SPF TOL USG KBH DHI RYL OC MTH=Bottom (Materials & Construction)
LEIS(32): -0.98% Top=KKD PNK RCL LTM DRI CCL MAR MCD ….. WYNN YUM BKW DNKN MPEL BYI EAT SGMS=Bottom (Leisure)
COSW(91): -1.51% Top=MDSO XRX NQ IRM FIS LOCK DNB ANSS ….. CSOD DWRE SINA YELP FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:09 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:53 am

Market Stats at 12:52 pm ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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

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

COMPARED TO YESTERDAY’S RANGE
20.3% of stocks are above yesterday’s high.
57.8% are above yesterday’s midpoint. (42.2% are below.)
16.0% are below yesterday’s low.
63.7% are inside yesterday’s range.
46.3% of stocks with today’s high > yesterday’s high. (53.7% less than).
35.3% of stocks with today’s low < yesterday’s low. (64.7% greater than).

EVIDENCE OF INTRADAY TREND
46.2% of stocks are above today’s open. (52.7% are below).
39.5% of stocks are above today’s open and yesterday’s close.
45.9% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.7% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
51.3% are in the top half. 48.7% of stocks are in the bottom half of today’s range.
17.3% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN
48.0% of stocks are above yesterday’s close. (52.0% are below.)
1.1% are up 4.5% or more. 1.6% are down 4.5% or more.
1.6% are up 3.5% or more. 2.4% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.3%…>=90:25.4%…>=80:37.1%…>=50:66.8%…<=20:8.3%…<=10:3.7%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:63.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.3% above previous 1 highs, 16.0% below previous 1 lows
18.0% above previous 2 highs, 8.2% below previous 2 lows
16.1% above previous 3 highs, 5.6% below previous 3 lows
14.7% above previous 4 highs, 4.6% below previous 4 lows
14.2% above previous 5 highs, 2.6% below previous 5 lows
13.9% above previous 6 highs, 2.2% below previous 6 lows
13.5% above previous 7 highs, 2.0% below previous 7 lows
11.1% above previous 8 highs, 2.0% below previous 8 lows
10.7% above previous 9 highs, 1.9% below previous 9 lows
10.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.0% are above or equal to 4/22 close (1 days ago), 52.0% are below.
68.6% are above or equal to 4/21 close (2 days ago), 31.4% are below.
70.8% are above or equal to 4/17 close (3 days ago), 29.2% are below.
72.0% are above or equal to 4/16 close (4 days ago), 28.0% are below.
81.2% are above or equal to 4/15 close (5 days ago), 18.8% are below.
83.7% are above or equal to 4/14 close (6 days ago), 16.3% are below.
87.5% are above or equal to 4/11 close (7 days ago), 12.5% are below.
76.4% are above or equal to 4/10 close (8 days ago), 23.6% are below.
49.3% are above or equal to 4/9 close (9 days ago), 50.7% are below.
60.8% are above or equal to 4/8 close (10 days ago), 39.2% are below.
67.4% are above or equal to 4/7 close (11 days ago), 32.6% are below.
51.9% are above or equal to 4/4 close (12 days ago), 48.1% are below.
39.0% are above or equal to 4/3 close (13 days ago), 61.0% are below.
36.1% are above or equal to 4/2 close (14 days ago), 63.9% are below.
40.3% are above or equal to 4/1 close (15 days ago), 59.7% are below.
45.5% are above or equal to 3/31 close (16 days ago), 54.5% are below.
54.6% are above or equal to 3/28 close (17 days ago), 45.4% are below.
60.0% are above or equal to 3/27 close (18 days ago), 40.0% are below.
57.6% are above or equal to 3/26 close (19 days ago), 42.4% are below.
49.1% are above or equal to 3/25 close (20 days ago), 50.9% are below.
50.8% are above or equal to 3/24 close (21 days ago), 49.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 3.4% new lows
21d: 13.6% new highs, 3.4% new lows
42d: 10.9% new highs, 2.8% new lows
63d: 9.3% new highs, 1.7% new lows
126d: 6.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.1% above, 53.9% below
3-day: 61.5% above, 38.5% below
4-day: 65.9% above, 34.1% below
5-day: 69.3% above, 30.7% below
8-day: 81.1% above, 18.9% below
10-day: 77.3% above, 22.7% below
20-day: 59.8% above, 40.2% below
50-day: 52.7% above, 47.3% below
200-day: 71.9% above, 28.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.05% Top=AKS NEM RGLD PAAS AEM WLT GG ABX ….. FCX SWC NUE TCK CLF BTU SCCO CCJ=Bottom (Metals & Mining)
ENER(114): 1.03% Top=GDP FTI MTDR RES EPE SD HLX CRK ….. ETE EPD VLO DO EEP BAS PVA UPL=Bottom (Energy)
TRAN(30): 0.21% Top=DAL ALK LUV CNW EXPD CNI SAVE UPS ….. JBHT WERN HUBG KNX GLNG CP YRCW NSC=Bottom (Transportation)
INSU(40): 0.21% Top=TRV AIG AHL PRE ENH RNR CINF MTG ….. CNO AFL MBI AGO PGR RDN GNW AMBC=Bottom (Insurance)
FINA(93): 0.11% Top=XOOM EFX SEIC FULT NTRS PBCT JNS WFC ….. OCN SCHW CG CSH AMTD UMPQ FNGN FIG=Bottom (Banks/Financials)
MANU(44): 0.06% Top=IEX AOS ATI JKS PCP EMR AGCO PNR ….. AME ATU LII CFX TKR MHK DDD LECO=Bottom (Manufacturing)
DISV(52): -0.05% Top=MAN R ATHN RHI BAH VNTV URS GEO ….. HPY FLT APOL RCII URI HMSY MA BCO=Bottom (Diversified Services)
RETA(71): -0.07% Top=SHLD BIG DKS FINL AAP TFM GPS JWN ….. EBAY AMZN EXPR FIVE LOW GME GNC NFLX=Bottom (Retail & Specialty Retail)
ELEC(57): -0.14% Top=SPWR SWKS CGNX SUNE FLDM RFMD TQNT NVDA ….. CY TRMB CRUS OVTI CPHD VECO PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(55): -0.18% Top=THC CYH HCA UHS CNC MOH HNT MR ….. STJ RMD TMO OPK PODD IRWD BCR ISRG=Bottom (Health)
REAL(88): -0.26% Top=AVIV OHI NRF WPC HLSS CMO RHP BMR ….. DLR STWD CBL DFT WAC HPT NSM EJ=Bottom (Real Estate)
CONS(56): -0.28% Top=SKX FL CROX HAR COH GT CCK UFS ….. HBI LULU SCSS PKG OI PAY AVY IRBT=Bottom (Consumer)
CHEM(34): -0.35% Top=AXLL DOW CF GPRE WPZ FTK MON OLN ….. CE SIAL ALB LYB MEOH POL CHMT GRA=Bottom (Chemicals/Fertilizers)
COHW(49): -0.62% Top=GOGO ADTN CIEN SYNA WIN BBRY JDSU LXK ….. TMUS SSYS VIP EMC T NSR PANW UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -0.81% Top=CVA CLH MDR WY VMC WCN RSG RYN ….. USG SPF TOL KBH DHI OC RYL MTH=Bottom (Materials & Construction)
LEIS(32): -0.91% Top=KKD RCL LTM PNK DRI CCL MAR SEAS ….. WYNN YUM BKW DNKN SGMS MPEL BYI EAT=Bottom (Leisure)
COSW(91): -1.42% Top=MDSO XRX NQ LOCK FIS IRM DNB ANSS ….. SINA YELP CSOD DWRE FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:52 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:46 am

Market Stats at 11:46 am ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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
18.7% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
16.0% are below yesterday’s low.
65.2% are inside yesterday’s range.
43.5% of stocks with today’s high > yesterday’s high. (56.5% less than).
33.8% of stocks with today’s low < yesterday’s low. (66.2% greater than).

EVIDENCE OF INTRADAY TREND
45.3% of stocks are above today’s open. (53.1% are below).
37.6% of stocks are above today’s open and yesterday’s close.
46.6% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.3% of stocks are in the top 10% of today’s range.
16.9% are in the top 20%.
47.0% are in the top half. 53.0% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN
46.4% of stocks are above yesterday’s close. (53.6% are below.)
1.1% are up 4.5% or more. 1.2% are down 4.5% or more.
1.5% are up 3.5% or more. 2.0% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.9%…>=90:24.3%…>=80:36.5%…>=50:66.0%…<=20:8.3%…<=10:3.4%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.7% above previous 1 highs, 16.0% below previous 1 lows
16.9% above previous 2 highs, 8.2% below previous 2 lows
14.7% above previous 3 highs, 5.6% below previous 3 lows
13.7% above previous 4 highs, 4.1% below previous 4 lows
13.2% above previous 5 highs, 2.4% below previous 5 lows
13.0% above previous 6 highs, 2.0% below previous 6 lows
12.7% above previous 7 highs, 2.0% below previous 7 lows
9.6% above previous 8 highs, 2.0% below previous 8 lows
9.4% above previous 9 highs, 1.9% below previous 9 lows
9.2% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.4% are above or equal to 4/22 close (1 days ago), 53.6% are below.
67.2% are above or equal to 4/21 close (2 days ago), 32.8% are below.
71.5% are above or equal to 4/17 close (3 days ago), 28.5% are below.
71.6% are above or equal to 4/16 close (4 days ago), 28.4% are below.
80.9% are above or equal to 4/15 close (5 days ago), 19.1% are below.
83.8% are above or equal to 4/14 close (6 days ago), 16.2% are below.
87.2% are above or equal to 4/11 close (7 days ago), 12.8% are below.
76.9% are above or equal to 4/10 close (8 days ago), 23.1% are below.
49.5% are above or equal to 4/9 close (9 days ago), 50.5% are below.
60.5% are above or equal to 4/8 close (10 days ago), 39.5% are below.
67.8% are above or equal to 4/7 close (11 days ago), 32.2% are below.
51.2% are above or equal to 4/4 close (12 days ago), 48.8% are below.
38.8% are above or equal to 4/3 close (13 days ago), 61.2% are below.
36.0% are above or equal to 4/2 close (14 days ago), 64.0% are below.
40.4% are above or equal to 4/1 close (15 days ago), 59.6% are below.
46.3% are above or equal to 3/31 close (16 days ago), 53.7% are below.
54.8% are above or equal to 3/28 close (17 days ago), 45.2% are below.
59.4% are above or equal to 3/27 close (18 days ago), 40.6% are below.
57.8% are above or equal to 3/26 close (19 days ago), 42.2% are below.
49.7% are above or equal to 3/25 close (20 days ago), 50.3% are below.
50.9% are above or equal to 3/24 close (21 days ago), 49.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.9% new highs, 3.3% new lows
21d: 12.6% new highs, 3.2% new lows
42d: 9.9% new highs, 2.7% new lows
63d: 8.4% new highs, 1.6% new lows
126d: 6.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 44.3% above, 55.7% below
3-day: 59.5% above, 40.5% below
4-day: 65.7% above, 34.3% below
5-day: 69.3% above, 30.7% below
8-day: 81.6% above, 18.4% below
10-day: 76.2% above, 23.8% below
20-day: 59.1% above, 40.9% below
50-day: 53.1% above, 46.9% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 0.92% Top=AKS NEM WLT AEM RGLD PAAS CLD GG ….. SWC AA TCK NUE SCCO BTU CLF CCJ=Bottom (Metals & Mining)
ENER(114): 0.88% Top=GDP FTI MTDR EPE SD CRK WTI SU ….. ROSE UPL DO EPD FANG IOC EEP PVA=Bottom (Energy)
TRAN(30): 0.13% Top=DAL ALK LUV SAVE JBLU CNI EXPD UPS ….. JBHT NAT WERN GLNG KNX CP SWFT NSC=Bottom (Transportation)
MANU(44): 0.08% Top=AOS ATI IEX PNR MRC EMR SWK MTW ….. BGC RS LII CFX MHK TKR DDD LECO=Bottom (Manufacturing)
INSU(40): 0.01% Top=TRV AHL ENH RNR AEL AIG CINF PRE ….. MTG CLGX RDN CNO AGO MBI GNW AMBC=Bottom (Insurance)
RETA(71): 0.00% Top=SHLD RH FINL BIG VSI AAP GPS DKS ….. ANN EBAY CONN GME LOW FIVE GNC NFLX=Bottom (Retail & Specialty Retail)
DISV(52): -0.04% Top=MAN R ATHN RHI VNTV ADS URS SCI ….. MYGN JEC BCO APOL URI MA RCII HMSY=Bottom (Diversified Services)
FINA(93): -0.08% Top=XOOM EFX SEIC WU NTRS FULT FNFG USB ….. KEY SCHW OCN ETFC FIG AMTD FNGN UMPQ=Bottom (Banks/Financials)
ELEC(57): -0.10% Top=SPWR CGNX SWKS FLDM RFMD TQNT SUNE CAVM ….. CRUS GTAT TRMB SCTY VECO CPHD PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(88): -0.24% Top=AVIV WPC OHI HLSS NRF CMO CBG IVR ….. RLGY DLR CBL DFT WAC NSM HPT EJ=Bottom (Real Estate)
HEAL(55): -0.24% Top=THC CYH HCA CNC PKI UHS MOH HNT ….. RMD OPK WMGI TMO PODD BCR IRWD ISRG=Bottom (Health)
CONS(56): -0.28% Top=SKX HAR FL COH WWW CROX UFS GT ….. PAY SON LULU OI PKG PG AVY IRBT=Bottom (Consumer)
CHEM(34): -0.43% Top=AXLL DOW CF FTK GPRE MON FMC OLN ….. ALB WLK POL CE MEOH LYB CHMT GRA=Bottom (Chemicals/Fertilizers)
COHW(49): -0.57% Top=GOGO CIEN ADTN SYNA LXK JDSU WIN CTL ….. TDC TMUS VIP NSR T SSYS EMC UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -0.78% Top=CVA CLH WCN RSG MDR WY WM EXP ….. USG TOL SPF DHI KBH OC RYL MTH=Bottom (Materials & Construction)
LEIS(32): -0.89% Top=KKD DRI RCL CCL LTM MAR SEAS WYN ….. SONC BYI DNKN YUM SGMS MPEL BKW EAT=Bottom (Leisure)
COSW(91): -1.27% Top=MDSO XRX EPAM LOCK IRM RAX ANSS FIS ….. VEEV SINA YELP DWRE FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:46 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 10:42 am ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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
18.8% of stocks are above yesterday’s high.
60.8% are above yesterday’s midpoint. (39.2% are below.)
13.2% are below yesterday’s low.
68.0% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND
49.5% of stocks are above today’s open. (48.0% are below).
42.5% of stocks are above today’s open and yesterday’s close.
40.9% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.4% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
56.7% are in the top half. 43.3% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN
51.5% of stocks are above yesterday’s close. (48.5% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
1.2% are up 3.5% or more. 1.9% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.8%…>=90:26.3%…>=80:40.1%…>=50:69.0%…<=20:6.9%…<=10:2.9%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.2%…>=50:64.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.8% above previous 1 highs, 13.2% below previous 1 lows
16.2% above previous 2 highs, 6.5% below previous 2 lows
14.6% above previous 3 highs, 4.3% below previous 3 lows
13.8% above previous 4 highs, 3.1% below previous 4 lows
13.3% above previous 5 highs, 2.4% below previous 5 lows
13.1% above previous 6 highs, 1.9% below previous 6 lows
12.8% above previous 7 highs, 1.9% below previous 7 lows
9.3% above previous 8 highs, 1.9% below previous 8 lows
8.5% above previous 9 highs, 1.9% below previous 9 lows
8.5% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.5% are above or equal to 4/22 close (1 days ago), 48.5% are below.
70.3% are above or equal to 4/21 close (2 days ago), 29.7% are below.
73.5% are above or equal to 4/17 close (3 days ago), 26.5% are below.
72.9% are above or equal to 4/16 close (4 days ago), 27.1% are below.
82.4% are above or equal to 4/15 close (5 days ago), 17.6% are below.
84.1% are above or equal to 4/14 close (6 days ago), 15.9% are below.
87.5% are above or equal to 4/11 close (7 days ago), 12.5% are below.
77.8% are above or equal to 4/10 close (8 days ago), 22.2% are below.
50.1% are above or equal to 4/9 close (9 days ago), 49.9% are below.
61.6% are above or equal to 4/8 close (10 days ago), 38.4% are below.
68.6% are above or equal to 4/7 close (11 days ago), 31.4% are below.
52.3% are above or equal to 4/4 close (12 days ago), 47.7% are below.
40.4% are above or equal to 4/3 close (13 days ago), 59.6% are below.
36.2% are above or equal to 4/2 close (14 days ago), 63.8% are below.
40.7% are above or equal to 4/1 close (15 days ago), 59.3% are below.
46.6% are above or equal to 3/31 close (16 days ago), 53.4% are below.
56.4% are above or equal to 3/28 close (17 days ago), 43.6% are below.
60.0% are above or equal to 3/27 close (18 days ago), 40.0% are below.
58.9% are above or equal to 3/26 close (19 days ago), 41.1% are below.
50.2% are above or equal to 3/25 close (20 days ago), 49.8% are below.
51.0% are above or equal to 3/24 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.2% new highs, 3.0% new lows
21d: 10.8% new highs, 3.0% new lows
42d: 8.5% new highs, 2.6% new lows
63d: 7.1% new highs, 1.5% new lows
126d: 5.2% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.9% above, 51.1% below
3-day: 62.9% above, 37.1% below
4-day: 68.1% above, 31.9% below
5-day: 72.4% above, 27.6% below
8-day: 83.1% above, 16.9% below
10-day: 78.1% above, 21.9% below
20-day: 59.9% above, 40.1% below
50-day: 53.1% above, 46.9% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(114): 0.60% Top=FTI GDP RES EPE HAL NBR EXH PTEN ….. PXD CIE NFX KOG AREX VLO SFY PVA=Bottom (Energy)
META(26): 0.27% Top=AKS NEM SLCA AEM RGLD WLT STLD CLD ….. NUE SWC AUY TCK CCJ BTU SCCO CLF=Bottom (Metals & Mining)
MANU(44): 0.23% Top=IEX ATI AOS MTW JKS PCP GNRC SWK ….. CFX BGC LII RS MHK TKR LECO DDD=Bottom (Manufacturing)
INSU(40): 0.18% Top=TRV AEL PRE ENH RNR AIG ACE AHL ….. MBI BRO MTG AGO CLGX RDN AMBC GNW=Bottom (Insurance)
ELEC(57): 0.15% Top=CGNX SPWR SWKS FLDM RFMD TQNT FSLR SUNE ….. CRUS AYI CPHD VECO TRMB SCTY PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 0.14% Top=MAN R ATHN VNTV ADS GEO RHI AL ….. RCII URI FLT MA APOL BCO BLOX HMSY=Bottom (Diversified Services)
TRAN(30): 0.12% Top=DAL ALK SAVE LUV CNI EXPD YRCW WAB ….. WERN CP NAT HUBG KNX XPO SWFT NSC=Bottom (Transportation)
FINA(93): 0.08% Top=XOOM EFX FULT SEIC NTRS RF PBCT PACW ….. SCHW OZM KEY FIG ETFC AMTD FNGN UMPQ=Bottom (Banks/Financials)
RETA(71): 0.06% Top=FINL ANF GPS RH SHLD CHS BIG MELI ….. BID RAD HD LOW FIVE CONN GNC NFLX=Bottom (Retail & Specialty Retail)
REAL(88): -0.04% Top=AVIV ACC NRF HTA WPC CYS AHT CBG ….. STWD CUBE CBL RLGY DLR NSM EJ HPT=Bottom (Real Estate)
CHEM(34): -0.20% Top=DOW CF AXLL ROC PPG OLN TROX EMN ….. SIAL POL POT LYB CE GRA CHMT MEOH=Bottom (Chemicals/Fertilizers)
CONS(56): -0.24% Top=SKX FL HAR GT COH WWW KATE VFC ….. WHR PAY KS OI PKG PG AVY IRBT=Bottom (Consumer)
HEAL(55): -0.29% Top=THC HCA CYH CNC UHS PKI ALGN LPNT ….. PODD OPK STJ WMGI TMO IRWD BCR ISRG=Bottom (Health)
LEIS(32): -0.61% Top=KKD RCL DRI SEAS PNK CCL WYN MCD ….. YUM BKW EXPE DNKN BYI MPEL SGMS EAT=Bottom (Leisure)
COHW(49): -0.65% Top=GOGO CIEN ADTN LXK WIN SYNA XLS MSI ….. NSR TMUS VIP FIO SSYS EMC T UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -0.79% Top=CVA WCN MDR CLH DAR RSG FLR WM ….. TOL SPF LEN DHI KBH RYL OC MTH=Bottom (Materials & Construction)
COSW(91): -1.04% Top=XRX MDSO MANH LOCK EPAM FIS RAX IRM ….. YELP QLIK SINA DWRE FEYE VMW IGT UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:42 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:21 am ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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
16.8% of stocks are above yesterday’s high.
56.9% are above yesterday’s midpoint. (43.1% are below.)
16.0% are below yesterday’s low.
67.2% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
30.7% of stocks with today’s low < yesterday’s low. (69.3% greater than).

EVIDENCE OF INTRADAY TREND
43.6% of stocks are above today’s open. (53.8% are below).
36.7% of stocks are above today’s open and yesterday’s close.
48.1% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.3% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
46.7% are in the top half. 53.3% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
43.9% of stocks are above yesterday’s close. (56.1% are below.)
1.0% are up 4.5% or more. 1.2% are down 4.5% or more.
1.1% are up 3.5% or more. 2.3% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.6%…>=90:21.5%…>=80:34.0%…>=50:65.8%…<=20:8.3%…<=10:3.3%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.1%…>=50:62.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.8% above previous 1 highs, 16.0% below previous 1 lows
14.5% above previous 2 highs, 7.6% below previous 2 lows
11.8% above previous 3 highs, 5.3% below previous 3 lows
10.9% above previous 4 highs, 4.0% below previous 4 lows
10.4% above previous 5 highs, 2.4% below previous 5 lows
10.1% above previous 6 highs, 2.0% below previous 6 lows
10.0% above previous 7 highs, 1.8% below previous 7 lows
8.2% above previous 8 highs, 1.8% below previous 8 lows
7.9% above previous 9 highs, 1.8% below previous 9 lows
7.9% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.9% are above or equal to 4/22 close (1 days ago), 56.1% are below.
67.0% are above or equal to 4/21 close (2 days ago), 33.0% are below.
71.3% are above or equal to 4/17 close (3 days ago), 28.7% are below.
71.3% are above or equal to 4/16 close (4 days ago), 28.7% are below.
80.7% are above or equal to 4/15 close (5 days ago), 19.3% are below.
83.8% are above or equal to 4/14 close (6 days ago), 16.2% are below.
87.2% are above or equal to 4/11 close (7 days ago), 12.8% are below.
76.5% are above or equal to 4/10 close (8 days ago), 23.5% are below.
49.3% are above or equal to 4/9 close (9 days ago), 50.7% are below.
59.6% are above or equal to 4/8 close (10 days ago), 40.4% are below.
67.5% are above or equal to 4/7 close (11 days ago), 32.5% are below.
51.1% are above or equal to 4/4 close (12 days ago), 48.9% are below.
38.2% are above or equal to 4/3 close (13 days ago), 61.8% are below.
35.6% are above or equal to 4/2 close (14 days ago), 64.4% are below.
39.8% are above or equal to 4/1 close (15 days ago), 60.2% are below.
46.5% are above or equal to 3/31 close (16 days ago), 53.5% are below.
55.0% are above or equal to 3/28 close (17 days ago), 45.0% are below.
59.5% are above or equal to 3/27 close (18 days ago), 40.5% are below.
58.0% are above or equal to 3/26 close (19 days ago), 42.0% are below.
49.7% are above or equal to 3/25 close (20 days ago), 50.3% are below.
50.7% are above or equal to 3/24 close (21 days ago), 49.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 2.9% new lows
21d: 10.1% new highs, 2.9% new lows
42d: 8.2% new highs, 2.5% new lows
63d: 6.8% new highs, 1.4% new lows
126d: 4.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.7% above, 57.3% below
3-day: 59.7% above, 40.3% below
4-day: 64.5% above, 35.5% below
5-day: 67.7% above, 32.3% below
8-day: 81.7% above, 18.3% below
10-day: 77.1% above, 22.9% below
20-day: 58.8% above, 41.2% below
50-day: 52.3% above, 47.7% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(114): 0.69% Top=FTI GDP EXH NBR WTI QEP HAL PTEN ….. HFC CIE EEP EPD IOC VLO NFX PVA=Bottom (Energy)
META(26): 0.30% Top=AKS AEM NEM SLCA RGLD STLD CLD ABX ….. FCX SWC AUY TCK SCCO BTU CLF CCJ=Bottom (Metals & Mining)
MANU(44): 0.17% Top=IEX AOS ATI PNR EMR PCP MRC ITW ….. RS ZBRA CFX BGC TKR MHK LECO DDD=Bottom (Manufacturing)
RETA(71): 0.14% Top=RH FINL ANF GPS BIG AEO CHS M ….. SBH HD RAD LOW FIVE CONN GNC NFLX=Bottom (Retail & Specialty Retail)
TRAN(30): 0.10% Top=DAL ALK SAVE CNI UAL WAB EXPD JBLU ….. HUBG KSU NAT GBX KNX SWFT XPO NSC=Bottom (Transportation)
INSU(40): 0.09% Top=TRV AEL AHL ENH PRE AXS AIG ACE ….. AGO CLGX MBI BRO RDN AMBC MTG GNW=Bottom (Insurance)
FINA(93): 0.03% Top=XOOM SEIC EFX FULT NTRS PACW RF NYCB ….. KKR KEY SCHW OZM FNGN FIG AMTD UMPQ=Bottom (Banks/Financials)
DISV(52): 0.02% Top=MAN R ATHN RHI VNTV ADS AL MCO ….. FLT MA BCO MYGN APOL HMSY URI BLOX=Bottom (Diversified Services)
ELEC(57): -0.19% Top=CGNX SWKS SPWR RFMD FLDM TQNT VSH SUNE ….. VECO IDTI TRMB AMBA AYI SCTY PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): -0.23% Top=DOW CF PPG AXLL ROC FTK OLN TROX ….. MEOH POT SIAL POL WLK LYB CE CHMT=Bottom (Chemicals/Fertilizers)
REAL(88): -0.29% Top=ACC CYS AVIV HLSS IVR CMO NRF AGNC ….. CBL DFT SNH DRE NSM DLR EJ HPT=Bottom (Real Estate)
CONS(56): -0.29% Top=SKX FL HAR COH WWW GT VFC CROX ….. WHR GPK PAY KS PKG PG AVY IRBT=Bottom (Consumer)
LEIS(32): -0.55% Top=RCL DRI KKD CCL SEAS SONC PNK MCD ….. BYD DNKN SIX EXPE MPEL BYI EAT SGMS=Bottom (Leisure)
HEAL(55): -0.56% Top=THC CNC CYH HCA MR LPNT AET EW ….. STJ PODD WMGI OPK TMO BCR IRWD ISRG=Bottom (Health)
COHW(49): -0.83% Top=GOGO WIN LXK ADTN CIEN XLS CTL SYNA ….. FIO TMUS VIP PANW T SSYS EMC UBNT=Bottom (Computer Hardware/Telecom)
MATE(29): -0.92% Top=CVA WCN CLH DAR MDR RSG FLR WM ….. DHI TOL SPF LEN RYL OC KBH MTH=Bottom (Materials & Construction)
COSW(91): -1.39% Top=XRX MANH MDSO LOCK FIS EPAM BR IRM ….. CSOD VEEV FEYE QLIK DWRE IGT VMW UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:21 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:48 am ET
by daytrend on 20140423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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
14.4% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
15.7% are below yesterday’s low.
69.9% are inside yesterday’s range.
33.2% of stocks with today’s high > yesterday’s high. (66.8% less than).
23.4% of stocks with today’s low < yesterday’s low. (76.6% greater than).

EVIDENCE OF INTRADAY TREND
42.1% of stocks are above today’s open. (55.3% are below).
35.3% of stocks are above today’s open and yesterday’s close.
48.5% are below both.
8.0% of stocks opened above yesterday’s high.
43.7% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.3% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
38.1% are in the top half. 61.9% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN
43.8% of stocks are above yesterday’s close. (56.2% are below.)
0.8% are up 4.5% or more. 1.0% are down 4.5% or more.
1.0% are up 3.5% or more. 1.5% are down 3.5% or more.
78.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.9%…>=90:19.9%…>=80:32.9%…>=50:67.0%…<=20:7.9%…<=10:3.2%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.2%…>=50:63.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:57.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.4% above previous 1 highs, 15.7% below previous 1 lows
11.9% above previous 2 highs, 6.6% below previous 2 lows
10.1% above previous 3 highs, 3.9% below previous 3 lows
9.6% above previous 4 highs, 3.1% below previous 4 lows
9.1% above previous 5 highs, 1.7% below previous 5 lows
8.8% above previous 6 highs, 1.4% below previous 6 lows
8.6% above previous 7 highs, 1.4% below previous 7 lows
6.8% above previous 8 highs, 1.4% below previous 8 lows
6.7% above previous 9 highs, 1.4% below previous 9 lows
6.7% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.8% are above or equal to 4/22 close (1 days ago), 56.2% are below.
66.6% are above or equal to 4/21 close (2 days ago), 33.4% are below.
71.0% are above or equal to 4/17 close (3 days ago), 29.0% are below.
71.5% are above or equal to 4/16 close (4 days ago), 28.5% are below.
81.3% are above or equal to 4/15 close (5 days ago), 18.7% are below.
83.8% are above or equal to 4/14 close (6 days ago), 16.2% are below.
87.1% are above or equal to 4/11 close (7 days ago), 12.9% are below.
77.1% are above or equal to 4/10 close (8 days ago), 22.9% are below.
48.4% are above or equal to 4/9 close (9 days ago), 51.6% are below.
60.0% are above or equal to 4/8 close (10 days ago), 40.0% are below.
67.3% are above or equal to 4/7 close (11 days ago), 32.7% are below.
51.4% are above or equal to 4/4 close (12 days ago), 48.6% are below.
38.6% are above or equal to 4/3 close (13 days ago), 61.4% are below.
35.8% are above or equal to 4/2 close (14 days ago), 64.2% are below.
39.5% are above or equal to 4/1 close (15 days ago), 60.5% are below.
46.1% are above or equal to 3/31 close (16 days ago), 53.9% are below.
54.2% are above or equal to 3/28 close (17 days ago), 45.8% are below.
59.9% are above or equal to 3/27 close (18 days ago), 40.1% are below.
57.6% are above or equal to 3/26 close (19 days ago), 42.4% are below.
49.6% are above or equal to 3/25 close (20 days ago), 50.4% are below.
50.4% are above or equal to 3/24 close (21 days ago), 49.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.4% new highs, 1.7% new lows
21d: 8.9% new highs, 1.7% new lows
42d: 7.6% new highs, 1.4% new lows
63d: 6.3% new highs, 0.7% new lows
126d: 4.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.1% above, 57.9% below
3-day: 59.3% above, 40.7% below
4-day: 65.2% above, 34.8% below
5-day: 68.9% above, 31.1% below
8-day: 81.9% above, 18.1% below
10-day: 77.5% above, 22.5% below
20-day: 58.9% above, 41.1% below
50-day: 51.9% above, 48.1% below
200-day: 71.5% above, 28.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(114): 0.46% Top=FTI NBR GDP WPX KEG RDC RES EXH ….. SFY CRZO APC PAA UPL VLO GPOR PVA=Bottom (Energy)
FINA(93): 0.23% Top=XOOM FULT SEIC EFX NTRS APO PACW RF ….. SCHW WETF DFS NDAQ OZM AMTD FIG UMPQ=Bottom (Banks/Financials)
TRAN(30): 0.14% Top=DAL ALK WAB CNI UAL JBLU GLNG SAVE ….. SWFT GBX WERN TRN KNX CP XPO NSC=Bottom (Transportation)
DISV(52): 0.08% Top=MAN ATHN RHI R MCO GEO ADS SCI ….. MA WTW HMSY RRD APOL BCO BLOX URI=Bottom (Diversified Services)
META(26): 0.06% Top=AKS AEM SLCA STLD NEM CLD X RGLD ….. AUY TCK NUE SCCO BTU SWC CCJ CLF=Bottom (Metals & Mining)
RETA(71): 0.06% Top=RH VSI ANF BIG SHLD KSS JCP GPS ….. EBAY RAD FIVE DANG LQDT CONN NFLX GNC=Bottom (Retail & Specialty Retail)
INSU(40): 0.04% Top=AHL VR TRV ENH AXS ACGL LNC FNF ….. AGO AMBC AJG CNO RDN MTG BRO GNW=Bottom (Insurance)
MANU(44): 0.01% Top=AOS IEX ATI PCP MTW MRC PNR SWK ….. CFX JOY ZBRA TKR BGC JKS DDD LECO=Bottom (Manufacturing)
ELEC(57): -0.03% Top=SWKS SPWR CGNX RFMD TQNT FLDM BRCM ATML ….. TSL TRMB CPHD MXWL AMBA SCTY PLUG CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.07% Top=SKX HAR WWW FL COH VFC SCSS TUP ….. EL BC GPK PAY KS PG IRBT AVY=Bottom (Consumer)
CHEM(34): -0.16% Top=DOW FTK AXLL SHW PPG CF FMC OLN ….. POT RPM GPRE PX MEOH CE APD CHMT=Bottom (Chemicals/Fertilizers)
REAL(88): -0.32% Top=NRF CYS ACC CMO IVR TWO HLSS AGNC ….. DCT DLR DFT GRT DRE NSM EJ HPT=Bottom (Real Estate)
MATE(29): -0.38% Top=CVA WCN MDR CLH RSG DAR MDC FLR ….. VMC MTZ SPF KBH DHI FAST MTH OC=Bottom (Materials & Construction)
HEAL(55): -0.47% Top=THC HCA CYH UHS LPNT ALGN DGX PKI ….. RMD HAE SPNC OPK TMO IRWD BCR ISRG=Bottom (Health)
LEIS(32): -0.53% Top=YUM RCL DRI SONC CCL SEAS BKW PNK ….. LVS WYNN EXPE CAKE SGMS SIX MPEL EAT=Bottom (Leisure)
COHW(49): -0.91% Top=GOGO WIN LXK SYNA CTL HPQ BRCD CBEY ….. RKUS VIP TMUS PANW SSYS T UBNT EMC=Bottom (Computer Hardware/Telecom)
COSW(91): -1.35% Top=MANH XRX LOCK MDSO FIS EPAM IRM FTNT ….. PFPT FEYE WDAY QLIK DWRE IGT VMW UIS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

04/22/2014

Filed under: Market Stats — daytrend @ 4:28 pm

Closing Stats
by daytrend on 20140422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 970.

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
50.0% of stocks are above yesterday’s high.
78.9% are above yesterday’s midpoint. (21.1% are below.)
6.2% are below yesterday’s low.
43.8% are inside yesterday’s range.
76.1% of stocks with today’s high > yesterday’s high. (23.9% less than).
22.5% of stocks with today’s low < yesterday’s low. (77.5% greater than).

EVIDENCE OF INTRADAY TREND
73.7% of stocks are above today’s open. (25.3% are below).
69.9% of stocks are above today’s open and yesterday’s close.
20.2% are below both.
14.6% of stocks opened above yesterday’s high.
58.4% of stocks opened above yesterday’s close. (34.2% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.9% of stocks are in the top 10% of today’s range.
25.5% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN
76.3% of stocks are above yesterday’s close. (23.7% are below.)
4.1% are up 4.5% or more. 0.4% are down 4.5% or more.
6.4% are up 3.5% or more. 0.6% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:22.3%…>=90:37.3%…>=80:56.9%…>=50:81.6%…<=20:5.3%…<=10:2.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:66.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:59.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.0% above previous 1 highs, 6.2% below previous 1 lows
42.4% above previous 2 highs, 4.1% below previous 2 lows
38.1% above previous 3 highs, 2.9% below previous 3 lows
36.8% above previous 4 highs, 2.0% below previous 4 lows
34.7% above previous 5 highs, 1.4% below previous 5 lows
33.7% above previous 6 highs, 1.2% below previous 6 lows
20.4% above previous 7 highs, 1.1% below previous 7 lows
19.2% above previous 8 highs, 1.1% below previous 8 lows
18.9% above previous 9 highs, 1.1% below previous 9 lows
17.1% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.3% are above or equal to 4/21 close (1 days ago), 23.7% are below.
77.3% are above or equal to 4/17 close (2 days ago), 22.7% are below.
77.0% are above or equal to 4/16 close (3 days ago), 23.0% are below.
84.3% are above or equal to 4/15 close (4 days ago), 15.7% are below.
86.6% are above or equal to 4/14 close (5 days ago), 13.4% are below.
89.4% are above or equal to 4/11 close (6 days ago), 10.6% are below.
79.5% are above or equal to 4/10 close (7 days ago), 20.5% are below.
50.7% are above or equal to 4/9 close (8 days ago), 49.3% are below.
63.0% are above or equal to 4/8 close (9 days ago), 37.0% are below.
70.1% are above or equal to 4/7 close (10 days ago), 29.9% are below.
55.4% are above or equal to 4/4 close (11 days ago), 44.6% are below.
41.1% are above or equal to 4/3 close (12 days ago), 58.9% are below.
36.8% are above or equal to 4/2 close (13 days ago), 63.2% are below.
40.6% are above or equal to 4/1 close (14 days ago), 59.4% are below.
47.5% are above or equal to 3/31 close (15 days ago), 52.5% are below.
57.4% are above or equal to 3/28 close (16 days ago), 42.6% are below.
62.2% are above or equal to 3/27 close (17 days ago), 37.8% are below.
59.1% are above or equal to 3/26 close (18 days ago), 40.9% are below.
50.2% are above or equal to 3/25 close (19 days ago), 49.8% are below.
51.3% are above or equal to 3/24 close (20 days ago), 48.7% are below.
45.2% are above or equal to 3/21 close (21 days ago), 54.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.5% new highs, 2.3% new lows
21d: 13.0% new highs, 2.3% new lows
42d: 10.1% new highs, 2.0% new lows
63d: 8.5% new highs, 0.5% new lows
126d: 6.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.1% above, 24.9% below
3-day: 77.7% above, 22.3% below
4-day: 78.7% above, 21.3% below
5-day: 81.6% above, 18.4% below
8-day: 86.0% above, 14.0% below
10-day: 79.8% above, 20.2% below
20-day: 60.8% above, 39.2% below
50-day: 53.4% above, 46.6% below
200-day: 72.0% above, 28.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(33): 2.12% Top=SGMS LVS WYNN MPEL MGM DRI BYD PNRA ….. JACK SBUX WEN LTM BLMN CCL BYI MCD=Bottom (Leisure)
ELEC(57): 1.84% Top=SUNE CSIQ TSL SPWR SCTY OVTI IDTI MU ….. TEL MRVL XLNX INTC GRMN CPHD AYI PLUG=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(40): 1.33% Top=AMBC MTG GNW RDN MBI AGO CNO ORI ….. AFL ACGL CB AHL L AJG PGR BRO=Bottom (Insurance)
TRAN(29): 1.26% Top=CP UAL GBX SAVE DAL TRN ODFL CNW ….. UNP CSX UPS NSC KSU NAT EXPD JBLU=Bottom (Transportation)
DISV(52): 1.25% Top=RCII ACTG MGI MYGN URI BAH BCO BLOX ….. FISV ULTA TMH WOOF ADT HRB ADS ATHN=Bottom (Diversified Services)
RETA(72): 1.13% Top=CONN NFLX DDS DANG ANF GME RAD SHLD ….. CVS SIG KSS BBBY BIG LQDT AN JCP=Bottom (Retail & Specialty Retail)
FINA(94): 1.09% Top=JNS BX LAZ XOOM OZM NDAQ ETFC AMTD ….. TD DFS SLM WETF SIVB ZION UMPQ FMER=Bottom (Banks/Financials)
COSW(92): 0.95% Top=NQ PFPT FEYE VEEV TRLA AWAY SFUN DWRE ….. MCRS YHOO CERN SYMC QLIK MDRX RAX MDSO=Bottom (Computer Software/Internet)
MATE(30): 0.78% Top=WCN USG OC CLH SPF MTH MAS MDR ….. PHM RYL PWR DAR EXP KBH VMC MTZ=Bottom (Materials & Construction)
HEAL(57): 0.76% Top=CNC IRWD MOH HNT WCG ISRG HUM HAE ….. SYK PKI BAX MDT WMGI PRXL DGX CVD=Bottom (Health)
COHW(48): 0.70% Top=RKUS UBNT PANW SSYS FIO CCOI ADTN GOGO ….. BCE QCOM HPQ EMC COMM VIP NSR LXK=Bottom (Computer Hardware/Telecom)
CHEM(35): 0.69% Top=CE SHW FTK WLK APD GPRE AGU TROX ….. FMC PPG MEOH GRA POL PX MON CHMT=Bottom (Chemicals/Fertilizers)
CONS(57): 0.64% Top=PAY NUS SKX DECK KATE HAR JAH TPX ….. MAT CL BLL CHD CLX SCSS LULU KMB=Bottom (Consumer)
MANU(44): 0.54% Top=JKS DDD ZBRA TEX MTW CFX TKR BWC ….. PCP PLL LECO FLS LII DHR ATI PNR=Bottom (Manufacturing)
META(28): 0.42% Top=TCK SSRI CDE GG ABX SLW WLT SCCO ….. AUY STLD PAAS BTU CMC CNX AKS CLD=Bottom (Metals & Mining)
REAL(88): 0.40% Top=EJ CLI CBL AIV DCT SRC BDN NRF ….. BAM WMC HCN VTR MAC CWH CYS NSM=Bottom (Real Estate)
ENER(114): 0.23% Top=NFG LPI UPL PDCE BAS KEG IOC NBR ….. GPOR EOG WLL ATHL PTEN CXO QEP OAS=Bottom (Energy)

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

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