daytrend

09/23/2014

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

Closing Stats
by daytrend on 20140923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
4.0% of stocks are above yesterday’s high.
13.7% are above yesterday’s midpoint. (86.3% are below.)
58.7% are below yesterday’s low.
37.3% are inside yesterday’s range.
17.5% of stocks with today’s high > yesterday’s high. (82.5% less than).
76.0% of stocks with today’s low < yesterday’s low. (24.0% greater than).

EVIDENCE OF INTRADAY TREND
30.5% of stocks are above today’s open. (68.2% are below).
18.6% of stocks are above today’s open and yesterday’s close.
66.4% are below both.
1.4% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
32.6% 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.
2.7% are in the top 20%.
17.5% are in the top half. 82.5% of stocks are in the bottom half of today’s range.
55.2% are in the bottom 20%.
38.9% are in the bottom 10%.

GAIN
21.3% of stocks are above yesterday’s close. (78.7% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 0.8% are down 3.5% or more.
58.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.4%…>=90:0.8%…>=80:1.9%…>=50:8.5%…<=20:70.9%…<=10:45.4%…<=5:24.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:18.0%…<=20:7.7%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:25.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.0% above previous 1 highs, 58.7% below previous 1 lows
1.0% above previous 2 highs, 56.6% below previous 2 lows
0.8% above previous 3 highs, 53.3% below previous 3 lows
0.6% above previous 4 highs, 47.7% below previous 4 lows
0.6% above previous 5 highs, 38.6% below previous 5 lows
0.3% above previous 6 highs, 36.8% below previous 6 lows
0.3% above previous 7 highs, 35.8% below previous 7 lows
0.3% above previous 8 highs, 34.0% below previous 8 lows
0.3% above previous 9 highs, 32.7% below previous 9 lows
0.3% above previous 10 highs, 31.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.3% are above or equal to 9/22 close (1 days ago), 78.7% are below.
7.6% are above or equal to 9/19 close (2 days ago), 92.4% are below.
6.0% are above or equal to 9/18 close (3 days ago), 94.0% are below.
13.0% are above or equal to 9/17 close (4 days ago), 87.0% are below.
17.0% are above or equal to 9/16 close (5 days ago), 83.0% are below.
26.4% are above or equal to 9/15 close (6 days ago), 73.6% are below.
22.9% are above or equal to 9/12 close (7 days ago), 77.1% are below.
17.6% are above or equal to 9/11 close (8 days ago), 82.4% are below.
21.7% are above or equal to 9/10 close (9 days ago), 78.3% are below.
25.4% are above or equal to 9/9 close (10 days ago), 74.6% are below.
20.2% are above or equal to 9/8 close (11 days ago), 79.8% are below.
20.8% are above or equal to 9/5 close (12 days ago), 79.2% are below.
23.8% are above or equal to 9/4 close (13 days ago), 76.2% are below.
24.2% are above or equal to 9/3 close (14 days ago), 75.8% are below.
24.4% are above or equal to 9/2 close (15 days ago), 75.6% are below.
26.4% are above or equal to 8/29 close (16 days ago), 73.6% are below.
29.2% are above or equal to 8/28 close (17 days ago), 70.8% are below.
27.8% are above or equal to 8/27 close (18 days ago), 72.2% are below.
28.4% are above or equal to 8/26 close (19 days ago), 71.6% are below.
30.7% are above or equal to 8/25 close (20 days ago), 69.3% are below.
32.5% are above or equal to 8/22 close (21 days ago), 67.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 34.9% new lows
21d: 1.2% new highs, 33.9% new lows
42d: 1.0% new highs, 16.2% new lows
63d: 0.9% new highs, 15.1% new lows
126d: 0.6% new highs, 7.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.4% above, 79.6% below
3-day: 8.7% above, 91.3% below
4-day: 6.4% above, 93.6% below
5-day: 6.7% above, 93.3% below
8-day: 11.6% above, 88.4% below
10-day: 13.5% above, 86.5% below
20-day: 18.8% above, 81.2% below
50-day: 38.1% above, 61.9% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140923 Closing)
META(26): 0.53% Top=SSRI EGO PAAS AKS RGLD BTU AEM NEM ….. STLD NUE FCX AA CNX CLF CCJ SLCA=Bottom (Metals & Mining)
ENER(111): -0.19% Top=ATHL CPE ERF PDS CJES EXXI NBR PTEN ….. SXL EPD BPL MMP REXX ALJ OAS COG=Bottom (Energy)
MATE(29): -0.31% Top=MTH MLM KBH PHM LEN RYL MAS RSG ….. WY PWR MTZ RYN OC EXP DAR MDR=Bottom (Materials & Construction)
CHEM(31): -0.32% Top=CF AGU MEOH FTK ASH POT DOW ALB ….. WPZ OLN CHMT HUN TAM EMN GRA IFF=Bottom (Chemicals/Fertilizers)
ELEC(55): -0.32% Top=GTAT AMBA MU CODE CREE INVN RFMD TQNT ….. GLW CGNX MEI GRMN APH TEL TER FSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(29): -0.36% Top=LTM OWW LVS MGM WYNN MPEL EXPE CCL ….. DNKN WEN RCL PZZA SEAS SIX HOT SGMS=Bottom (Leisure)
MANU(39): -0.37% Top=DDD GTLS GNRC AGCO JKS ATU XYL ETN ….. CMI TKR EMR ITW AME HON PCP DOV=Bottom (Manufacturing)
COHW(46): -0.49% Top=GOGO AAPL CCI VIP UBNT EMC SNDK NTAP ….. LXK TMUS HPQ EFII S SWIR INFN BBRY=Bottom (Computer Hardware/Telecom)
CONS(58): -0.64% Top=NUS IRBT TUMI COH UA LULU KATE NWL ….. GPK KS BC WWW GT AVY MAT CLX=Bottom (Consumer)
COSW(78): -0.73% Top=SFUN FB WWWW YHOO AWAY ADBE VNET CNVR ….. INFA FTNT VDSI EQIX NOW MDSO AZPN PFPT=Bottom (Computer Software/Internet)
DISV(49): -0.80% Top=YY BLOX ADS ATHN PCLN SBAC WOOF FLT ….. VNTV JEC HMSY ULTA HRB LDOS ADT TNET=Bottom (Diversified Services)
REAL(86): -0.86% Top=NRF GLPI BXMT STWD EQR NLY GRT HTS ….. PEI SHO GOV HLSS HST WPC DRH HPT=Bottom (Real Estate)
RETA(66): -0.90% Top=AEO DANG RH WAG VSI SHLD ANF EBAY ….. DKS CAB FINL AN GME CDW KMX ASNA=Bottom (Retail & Specialty Retail)
FINA(88): -0.94% Top=APO RCAP WBS BAC JPM FII GS ARCC ….. CME GBCI BX BXS EVR HBHC LAZ OZRK=Bottom (Banks/Financials)
HEAL(48): -1.00% Top=PODD PRXL CYH VAR BDX THC DXCM UHS ….. CI ALGN HRC WLP MOH ABT MDT THOR=Bottom (Health)
INSU(36): -1.10% Top=AJG AON CNO PGR HIG MMC AIG BRO ….. CINF ORI FAF UNM MBI AGO VR MTG=Bottom (Insurance)
TRAN(30): -1.16% Top=UAL XPO FDX KNX GBX CHRW KSU ODFL ….. TRN GLNG SAVE ALK CNW LUV TK YRCW=Bottom (Transportation)

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

Filed under: Market Stats — daytrend @ 1:38 pm

Market Stats at 2:37 pm ET
by daytrend on 20140923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
4.3% of stocks are above yesterday’s high.
15.8% are above yesterday’s midpoint. (84.2% are below.)
51.7% are below yesterday’s low.
44.0% are inside yesterday’s range.
17.1% of stocks with today’s high > yesterday’s high. (82.9% less than).
74.7% of stocks with today’s low < yesterday’s low. (25.3% greater than).

EVIDENCE OF INTRADAY TREND
35.6% of stocks are above today’s open. (62.7% are below).
22.8% of stocks are above today’s open and yesterday’s close.
60.8% are below both.
1.4% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
32.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.4% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
22.5% are in the top half. 77.5% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN
25.3% of stocks are above yesterday’s close. (74.7% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
0.9% are up 3.5% or more. 0.8% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.3%…>=90:1.0%…>=80:2.3%…>=50:9.3%…<=20:67.0%…<=10:39.8%…<=5:20.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:20.0%…<=20:6.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:28.2%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.3% above previous 1 highs, 51.7% below previous 1 lows
1.0% above previous 2 highs, 49.5% below previous 2 lows
0.7% above previous 3 highs, 46.3% below previous 3 lows
0.6% above previous 4 highs, 39.6% below previous 4 lows
0.6% above previous 5 highs, 32.5% below previous 5 lows
0.4% above previous 6 highs, 30.9% below previous 6 lows
0.3% above previous 7 highs, 30.3% below previous 7 lows
0.3% above previous 8 highs, 29.3% below previous 8 lows
0.3% above previous 9 highs, 28.0% below previous 9 lows
0.3% above previous 10 highs, 26.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
25.3% are above or equal to 9/22 close (1 days ago), 74.7% are below.
8.4% are above or equal to 9/19 close (2 days ago), 91.6% are below.
6.6% are above or equal to 9/18 close (3 days ago), 93.4% are below.
14.0% are above or equal to 9/17 close (4 days ago), 86.0% are below.
20.4% are above or equal to 9/16 close (5 days ago), 79.6% are below.
28.6% are above or equal to 9/15 close (6 days ago), 71.4% are below.
24.3% are above or equal to 9/12 close (7 days ago), 75.7% are below.
19.6% are above or equal to 9/11 close (8 days ago), 80.4% are below.
23.3% are above or equal to 9/10 close (9 days ago), 76.7% are below.
26.6% are above or equal to 9/9 close (10 days ago), 73.4% are below.
21.2% are above or equal to 9/8 close (11 days ago), 78.8% are below.
21.5% are above or equal to 9/5 close (12 days ago), 78.5% are below.
24.3% are above or equal to 9/4 close (13 days ago), 75.7% are below.
25.1% are above or equal to 9/3 close (14 days ago), 74.9% are below.
24.6% are above or equal to 9/2 close (15 days ago), 75.4% are below.
27.8% are above or equal to 8/29 close (16 days ago), 72.2% are below.
30.6% are above or equal to 8/28 close (17 days ago), 69.4% are below.
29.3% are above or equal to 8/27 close (18 days ago), 70.7% are below.
29.6% are above or equal to 8/26 close (19 days ago), 70.4% are below.
32.0% are above or equal to 8/25 close (20 days ago), 68.0% are below.
34.0% are above or equal to 8/22 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.1% new highs, 33.3% new lows
21d: 1.1% new highs, 32.6% new lows
42d: 0.9% new highs, 15.5% new lows
63d: 0.8% new highs, 14.3% new lows
126d: 0.4% new highs, 6.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 24.3% above, 75.7% below
3-day: 10.5% above, 89.5% below
4-day: 6.7% above, 93.3% below
5-day: 7.4% above, 92.6% below
8-day: 13.7% above, 86.3% below
10-day: 14.6% above, 85.4% below
20-day: 21.0% above, 79.0% below
50-day: 39.9% above, 60.1% below
200-day: 55.9% above, 44.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140923 2:37 pm ET)
META(26): 0.94% Top=SSRI EGO PAAS AKS RGLD BTU NEM AEM ….. CMC CNX NUE FCX CLF AA CCJ SLCA=Bottom (Metals & Mining)
ELEC(55): -0.02% Top=AMBA GTAT CREE MU CODE INVN CSIQ ATML ….. AMAT GRMN CGNX APH MEI TEL FSL TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): -0.15% Top=CF AGU MEOH ASH FTK POT CYT DOW ….. OLN TAM WPZ EMN AXLL CHMT GRA IFF=Bottom (Chemicals/Fertilizers)
ENER(111): -0.20% Top=ATHL PDS EXXI NBR PTEN ERF WPX CJES ….. EPD WNR ETE GDP EEP COG ALJ OAS=Bottom (Energy)
MATE(29): -0.31% Top=MTH KBH MTRX MLM PHM RSG MAS RYL ….. PWR MTZ DHI RYN EXP OC DAR MDR=Bottom (Materials & Construction)
MANU(39): -0.31% Top=DDD TRS GNRC JKS AGCO TEX ATU XYL ….. MHK DCI EMR AME ITW PCP HON DOV=Bottom (Manufacturing)
LEIS(29): -0.37% Top=LTM OWW LVS MGM WYNN EXPE BLMN MPEL ….. SBUX SEAS WEN PZZA RCL SIX HOT SGMS=Bottom (Leisure)
COHW(46): -0.38% Top=GOGO AAPL VIP CCI SYNA EMC UBNT SSYS ….. S SWIR LXK HPQ TMUS EFII INFN BBRY=Bottom (Computer Hardware/Telecom)
CONS(58): -0.48% Top=NUS LULU SCSS COH TUMI KATE IRBT UA ….. KS WWW SKX GPK AVY MAT GT CLX=Bottom (Consumer)
DISV(49): -0.54% Top=YY BLOX ADS ATHN MYGN SBAC PCLN CXW ….. ULTA TW VNTV LDOS JEC HRB ADT TNET=Bottom (Diversified Services)
COSW(78): -0.57% Top=VNET SFUN FB WWWW ADBE CA YHOO EA ….. VDSI EQIX MDSO WBMD AZPN NOW DATA PFPT=Bottom (Computer Software/Internet)
REAL(86): -0.64% Top=GLPI NRF PEB BXMT EQR STWD GGP NLY ….. EQY PEI RLJ WPC HST MPW DRH HPT=Bottom (Real Estate)
FINA(88): -0.68% Top=RCAP APO BAC CIT JPM FRC IBKR ARCC ….. WU HBHC BXS BX WETF LAZ EVR OZRK=Bottom (Banks/Financials)
RETA(66): -0.73% Top=AEO RH DANG ANF WAG VSI URBN JCP ….. DKS LINTA WFM AN GME CDW KMX ASNA=Bottom (Retail & Specialty Retail)
HEAL(48): -0.80% Top=PODD PRXL IRWD CYH VAR ZLTQ THC BDX ….. HRC MOH ABT CI WLP HUM MDT THOR=Bottom (Health)
TRAN(30): -0.85% Top=XPO UAL FDX KNX GBX AAL TDW KSU ….. CNW ALK TRN CNI GLNG LUV TK YRCW=Bottom (Transportation)
INSU(36): -0.88% Top=AJG CNO AON BRO PGR AHL MMC ACGL ….. RDN VR WSH FAF UNM MBI AGO MTG=Bottom (Insurance)

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 2:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:00 am

Market Stats at 11:00 am ET
by daytrend on 20140923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
5.6% of stocks are above yesterday’s high.
25.9% are above yesterday’s midpoint. (74.1% are below.)
27.8% are below yesterday’s low.
66.5% are inside yesterday’s range.
14.1% of stocks with today’s high > yesterday’s high. (85.9% less than).
67.0% of stocks with today’s low < yesterday’s low. (33.0% greater than).

EVIDENCE OF INTRADAY TREND
63.9% of stocks are above today’s open. (34.5% are below).
42.4% of stocks are above today’s open and yesterday’s close.
31.4% are below both.
1.4% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
32.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.2% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
56.8% are in the top half. 43.2% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
0.6% are up 3.5% or more. 0.3% are down 3.5% or more.
80.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:0.9%…>=80:2.7%…>=50:16.1%…<=20:45.3%…<=10:24.4%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:25.9%…<=20:4.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:33.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.6% above previous 1 highs, 27.8% below previous 1 lows
1.1% above previous 2 highs, 26.4% below previous 2 lows
0.8% above previous 3 highs, 23.5% below previous 3 lows
0.7% above previous 4 highs, 19.9% below previous 4 lows
0.7% above previous 5 highs, 15.8% below previous 5 lows
0.4% above previous 6 highs, 14.6% below previous 6 lows
0.4% above previous 7 highs, 14.1% below previous 7 lows
0.3% above previous 8 highs, 13.1% below previous 8 lows
0.3% above previous 9 highs, 12.5% below previous 9 lows
0.3% above previous 10 highs, 11.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.1% are above or equal to 9/22 close (1 days ago), 51.9% are below.
11.0% are above or equal to 9/19 close (2 days ago), 89.0% are below.
10.2% are above or equal to 9/18 close (3 days ago), 89.8% are below.
19.3% are above or equal to 9/17 close (4 days ago), 80.7% are below.
26.4% are above or equal to 9/16 close (5 days ago), 73.6% are below.
37.0% are above or equal to 9/15 close (6 days ago), 63.0% are below.
30.8% are above or equal to 9/12 close (7 days ago), 69.2% are below.
23.9% are above or equal to 9/11 close (8 days ago), 76.1% are below.
27.1% are above or equal to 9/10 close (9 days ago), 72.9% are below.
31.2% are above or equal to 9/9 close (10 days ago), 68.8% are below.
24.9% are above or equal to 9/8 close (11 days ago), 75.1% are below.
24.3% are above or equal to 9/5 close (12 days ago), 75.7% are below.
29.2% are above or equal to 9/4 close (13 days ago), 70.8% are below.
28.0% are above or equal to 9/3 close (14 days ago), 72.0% are below.
27.6% are above or equal to 9/2 close (15 days ago), 72.4% are below.
30.8% are above or equal to 8/29 close (16 days ago), 69.2% are below.
33.6% are above or equal to 8/28 close (17 days ago), 66.4% are below.
32.9% are above or equal to 8/27 close (18 days ago), 67.1% are below.
33.0% are above or equal to 8/26 close (19 days ago), 67.0% are below.
34.8% are above or equal to 8/25 close (20 days ago), 65.2% are below.
38.2% are above or equal to 8/22 close (21 days ago), 61.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.8% new highs, 26.6% new lows
21d: 0.8% new highs, 26.4% new lows
42d: 0.6% new highs, 12.4% new lows
63d: 0.6% new highs, 11.3% new lows
126d: 0.4% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.0% above, 55.0% below
3-day: 16.8% above, 83.2% below
4-day: 10.6% above, 89.4% below
5-day: 12.4% above, 87.6% below
8-day: 20.2% above, 79.8% below
10-day: 21.3% above, 78.7% below
20-day: 25.2% above, 74.8% below
50-day: 44.4% above, 55.6% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140923 11:00 am ET)
ENER(111): 0.84% Top=GDP MTDR CPE PVA ATHL PDS ERF AREX ….. PAA EPD COG MMP EOG EEP ETE BPL=Bottom (Energy)
META(26): 0.68% Top=BTU AKS EGO TCK SSRI RGLD PAAS CENX ….. NEM CMC AA SLW NUE FCX CCJ SLCA=Bottom (Metals & Mining)
ELEC(55): 0.40% Top=AMBA GTAT CREE TSL CSIQ INVN FSLR CRUS ….. MEI BRKR ONNN FSL APH TER GLW CGNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 0.10% Top=CF AGU GPRE MEOH FTK ASH POL CYT ….. IPI PX AXLL TAM CHMT EMN GRA IFF=Bottom (Chemicals/Fertilizers)
MATE(29): 0.09% Top=KBH MLM MTRX LEN MTH PHM RYL VMC ….. PWR RYN FAST MDR EXP FLR DAR TPH=Bottom (Materials & Construction)
REAL(86): 0.09% Top=NRF PEB EQR SRC SHO AVB UDR OFC ….. HPT DLR RLGY DRH CYS EJ RPAI WPC=Bottom (Real Estate)
LEIS(29): -0.07% Top=OWW LTM MGM EXPE LVS WYNN BYD BLMN ….. YUM PNRA DNKN WEN PZZA SEAS RCL SGMS=Bottom (Leisure)
CONS(58): -0.08% Top=COH LULU KATE UA TUMI FOSL SCSS AVP ….. EL WHR MAT SEE GPK AVY CLX GT=Bottom (Consumer)
MANU(39): -0.11% Top=JKS TEX TRS RXN ATU CFX GNRC ATI ….. BWC PLL ITW CMI PH HON PCP DOV=Bottom (Manufacturing)
FINA(88): -0.14% Top=RCAP APO IBKR MS BAC WBS SLM GS ….. BXS WU OZRK HBHC AINV JNS EVR WETF=Bottom (Banks/Financials)
COHW(46): -0.17% Top=BRCD EMC CCI AAPL VIP SYNA FTR NSR ….. CSCO LXK GOGO INFN OLED TMUS S BBRY=Bottom (Computer Hardware/Telecom)
DISV(49): -0.18% Top=YY SBAC BLOX ADS ATHN HTZ MAN CXW ….. HMSY VNTV RRD HRB ADT TW JEC TNET=Bottom (Diversified Services)
COSW(78): -0.27% Top=SFUN AWAY WWWW VEEV CTSH EPAM ADBE CERN ….. EQIX NOW MDSO SNCR PFPT ORCL VNET DATA=Bottom (Computer Software/Internet)
INSU(36): -0.27% Top=MBI CNO AJG AHL LNC MMC HIG BRO ….. ACE UNM VR CINF AGO MTG GNW AFSI=Bottom (Insurance)
HEAL(48): -0.34% Top=IRWD PRXL CYH OPK EVHC BKD THC PODD ….. WLP BSX ABT HUM MOH COO MDT THOR=Bottom (Health)
RETA(66): -0.36% Top=AEO RH WAG JCP SHLD DANG ANF FIVE ….. GME CDW LINTA DKS WFM AN KMX ASNA=Bottom (Retail & Specialty Retail)
TRAN(30): -0.55% Top=XPO UAL FDX TDW GBX JBLU KNX ODFL ….. SWFT TK ALK CNI YRCW TRN LUV GLNG=Bottom (Transportation)

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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:26 am

Market Stats at 10:25 am ET
by daytrend on 20140923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
8.5% of stocks are above yesterday’s high.
31.9% are above yesterday’s midpoint. (68.1% are below.)
17.6% are below yesterday’s low.
73.9% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
65.1% of stocks with today’s low < yesterday’s low. (34.9% greater than).

EVIDENCE OF INTRADAY TREND
76.7% of stocks are above today’s open. (21.2% are below).
54.7% of stocks are above today’s open and yesterday’s close.
18.6% are below both.
1.4% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (82.0% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.8% of stocks are in the top 10% of today’s range.
44.0% are in the top 20%.
80.7% are in the top half. 19.3% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
59.8% of stocks are above yesterday’s close. (40.2% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
1.0% are up 3.5% or more. 0.2% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.4%…>=80:3.3%…>=50:22.7%…<=20:33.8%…<=10:16.7%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:28.7%…<=20:3.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:35.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.5% above previous 1 highs, 17.6% below previous 1 lows
1.7% above previous 2 highs, 16.1% below previous 2 lows
1.0% above previous 3 highs, 14.0% below previous 3 lows
0.8% above previous 4 highs, 12.2% below previous 4 lows
0.8% above previous 5 highs, 9.6% below previous 5 lows
0.6% above previous 6 highs, 9.4% below previous 6 lows
0.6% above previous 7 highs, 9.0% below previous 7 lows
0.4% above previous 8 highs, 8.2% below previous 8 lows
0.4% above previous 9 highs, 7.5% below previous 9 lows
0.4% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.8% are above or equal to 9/22 close (1 days ago), 40.2% are below.
14.7% are above or equal to 9/19 close (2 days ago), 85.3% are below.
12.5% are above or equal to 9/18 close (3 days ago), 87.5% are below.
22.3% are above or equal to 9/17 close (4 days ago), 77.7% are below.
30.8% are above or equal to 9/16 close (5 days ago), 69.2% are below.
40.2% are above or equal to 9/15 close (6 days ago), 59.8% are below.
33.6% are above or equal to 9/12 close (7 days ago), 66.4% are below.
26.3% are above or equal to 9/11 close (8 days ago), 73.7% are below.
29.0% are above or equal to 9/10 close (9 days ago), 71.0% are below.
33.1% are above or equal to 9/9 close (10 days ago), 66.9% are below.
26.4% are above or equal to 9/8 close (11 days ago), 73.6% are below.
25.7% are above or equal to 9/5 close (12 days ago), 74.3% are below.
30.7% are above or equal to 9/4 close (13 days ago), 69.3% are below.
29.7% are above or equal to 9/3 close (14 days ago), 70.3% are below.
28.7% are above or equal to 9/2 close (15 days ago), 71.3% are below.
31.7% are above or equal to 8/29 close (16 days ago), 68.3% are below.
35.7% are above or equal to 8/28 close (17 days ago), 64.3% are below.
34.1% are above or equal to 8/27 close (18 days ago), 65.9% are below.
33.9% are above or equal to 8/26 close (19 days ago), 66.1% are below.
36.0% are above or equal to 8/25 close (20 days ago), 64.0% are below.
38.9% are above or equal to 8/22 close (21 days ago), 61.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.8% new highs, 26.0% new lows
21d: 0.8% new highs, 25.9% new lows
42d: 0.6% new highs, 12.0% new lows
63d: 0.6% new highs, 10.8% new lows
126d: 0.4% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.2% above, 42.8% below
3-day: 24.1% above, 75.9% below
4-day: 15.7% above, 84.3% below
5-day: 15.8% above, 84.2% below
8-day: 24.8% above, 75.2% below
10-day: 24.8% above, 75.2% below
20-day: 28.0% above, 72.0% below
50-day: 46.0% above, 54.0% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140923 10:25 am ET)
ENER(111): 1.26% Top=GDP CPE PVA AREX ATHL CRK WLL NFX ….. PAA EPD ETP BPL EEP EOG MMP ETE=Bottom (Energy)
META(26): 0.97% Top=BTU SSRI EGO TCK AKS CLF CENX SWC ….. CMC STLD AA SLW NUE FCX CCJ SLCA=Bottom (Metals & Mining)
ELEC(55): 0.65% Top=AMBA TSL CSIQ GTAT CREE FSLR SUNE CODE ….. AMAT BRKR TER APH FSL INTC ONNN MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 0.27% Top=GPRE CF AGU MEOH POL DOW FTK ASH ….. WPZ CHMT AXLL PX EMN TAM IFF GRA=Bottom (Chemicals/Fertilizers)
LEIS(29): 0.27% Top=OWW LTM MGM BYD CCL LVS BLMN EXPE ….. PNRA RCL WEN YUM DNKN PZZA SEAS SGMS=Bottom (Leisure)
MATE(29): 0.27% Top=MTZ USG MTRX KBH MDR MTH MLM AWI ….. FAST OC EXP CVA PWR DAR TPH FLR=Bottom (Materials & Construction)
REAL(86): 0.21% Top=NRF PEB EQR SRC UDR BXMT PLD GGP ….. NLY EJ AGNC DRH RLGY DLR CYS WPC=Bottom (Real Estate)
COHW(46): 0.14% Top=BRCD CIEN UBNT CCI SYNA AAPL FTR SWIR ….. EFII CSCO INFN PANW LXK TMUS S BBRY=Bottom (Computer Hardware/Telecom)
FINA(88): 0.11% Top=RCAP IBKR MS GS BKU SLM NYCB BAC ….. HBHC WDR EVR BX JNS AINV LAZ WETF=Bottom (Banks/Financials)
CONS(58): 0.08% Top=COH UA KATE LULU TUMI FOSL FL JAH ….. WHR KMB EL SEE GPK AVY GT CLX=Bottom (Consumer)
COSW(78): 0.06% Top=SFUN VEEV TRAK BIDU RATE LNKD CTSH CSOD ….. PFPT VNET MDSO ORCL FTNT EQIX DATA SNCR=Bottom (Computer Software/Internet)
MANU(39): 0.02% Top=JKS ATI TEX CFX RXN TRS JOY ATU ….. PH ITW CMI MHK DCI HON PCP DOV=Bottom (Manufacturing)
DISV(49): 0.01% Top=YY ATHN BLOX ADS SBAC Z HTZ PCLN ….. LDOS HRB RRD VNTV HMSY TW JEC TNET=Bottom (Diversified Services)
INSU(36): -0.05% Top=CNO MBI LNC HIG PRU MET MMC AHL ….. VR CB AXS CINF RDN AFSI GNW MTG=Bottom (Insurance)
TRAN(30): -0.05% Top=XPO UAL TDW GBX FDX JBLU SAVE ODFL ….. SWFT TRN YRCW ALK CNI GLNG EXPD LUV=Bottom (Transportation)
HEAL(48): -0.15% Top=IRWD PRXL OPK CYH EVHC THC ZLTQ HCA ….. HRC HOLX BSX CFN ABT COO MDT THOR=Bottom (Health)
RETA(66): -0.33% Top=AEO RH DANG SHLD FIVE ANF WAG BURL ….. TFM SBH DKS GME WFM AN KMX ASNA=Bottom (Retail & Specialty Retail)

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 10:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:51 am

Market Stats at 9:50 am ET
by daytrend on 20140923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
4.3% of stocks are above yesterday’s high.
26.7% are above yesterday’s midpoint. (73.3% are below.)
21.7% are below yesterday’s low.
74.0% are inside yesterday’s range.
6.6% of stocks with today’s high > yesterday’s high. (93.4% less than).
63.9% of stocks with today’s low < yesterday’s low. (36.1% greater than).

EVIDENCE OF INTRADAY TREND
69.7% of stocks are above today’s open. (27.3% are below).
45.3% of stocks are above today’s open and yesterday’s close.
24.2% are below both.
1.4% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (82.0% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
34.6% of stocks are in the top 10% of today’s range.
50.7% are in the top 20%.
78.0% are in the top half. 22.0% of stocks are in the bottom half of today’s range.
3.9% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
51.0% of stocks are above yesterday’s close. (49.0% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.3% are up 3.5% or more. 0.2% are down 3.5% or more.
87.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.2%…>=80:2.7%…>=50:13.8%…<=20:42.1%…<=10:22.2%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:28.6%…<=20:5.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:34.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.3% above previous 1 highs, 21.7% below previous 1 lows
0.8% above previous 2 highs, 20.7% below previous 2 lows
0.7% above previous 3 highs, 17.7% below previous 3 lows
0.6% above previous 4 highs, 16.0% below previous 4 lows
0.6% above previous 5 highs, 13.0% below previous 5 lows
0.3% above previous 6 highs, 12.5% below previous 6 lows
0.3% above previous 7 highs, 12.3% below previous 7 lows
0.1% above previous 8 highs, 11.3% below previous 8 lows
0.1% above previous 9 highs, 10.9% below previous 9 lows
0.1% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.0% are above or equal to 9/22 close (1 days ago), 49.0% are below.
9.4% are above or equal to 9/19 close (2 days ago), 90.6% are below.
10.8% are above or equal to 9/18 close (3 days ago), 89.2% are below.
20.6% are above or equal to 9/17 close (4 days ago), 79.4% are below.
28.5% are above or equal to 9/16 close (5 days ago), 71.5% are below.
37.5% are above or equal to 9/15 close (6 days ago), 62.5% are below.
31.6% are above or equal to 9/12 close (7 days ago), 68.4% are below.
24.9% are above or equal to 9/11 close (8 days ago), 75.1% are below.
27.8% are above or equal to 9/10 close (9 days ago), 72.2% are below.
31.9% are above or equal to 9/9 close (10 days ago), 68.1% are below.
25.9% are above or equal to 9/8 close (11 days ago), 74.1% are below.
25.3% are above or equal to 9/5 close (12 days ago), 74.7% are below.
29.1% are above or equal to 9/4 close (13 days ago), 70.9% are below.
29.7% are above or equal to 9/3 close (14 days ago), 70.3% are below.
28.5% are above or equal to 9/2 close (15 days ago), 71.5% are below.
31.6% are above or equal to 8/29 close (16 days ago), 68.4% are below.
34.7% are above or equal to 8/28 close (17 days ago), 65.3% are below.
33.3% are above or equal to 8/27 close (18 days ago), 66.7% are below.
33.0% are above or equal to 8/26 close (19 days ago), 67.0% are below.
35.8% are above or equal to 8/25 close (20 days ago), 64.2% are below.
38.5% are above or equal to 8/22 close (21 days ago), 61.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.3% new highs, 25.5% new lows
21d: 0.3% new highs, 25.5% new lows
42d: 0.3% new highs, 11.7% new lows
63d: 0.3% new highs, 10.5% new lows
126d: 0.2% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.1% above, 51.9% below
3-day: 16.1% above, 83.9% below
4-day: 9.7% above, 90.3% below
5-day: 11.9% above, 88.1% below
8-day: 22.0% above, 78.0% below
10-day: 22.3% above, 77.7% below
20-day: 27.0% above, 73.0% below
50-day: 45.4% above, 54.6% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140923 9:50 am ET)
META(26): 1.15% Top=BTU SSRI AKS EGO PAAS SWC AEM CLF ….. SLW CNX NUE STLD SLCA AA FCX CCJ=Bottom (Metals & Mining)
ENER(111): 0.59% Top=GDP PVA AREX BBG ALJ WNR PBF DK ….. LNCO SXL ETP SWN BPL MDU EOG RIG=Bottom (Energy)
ELEC(55): 0.44% Top=CSIQ TSL GTAT FSLR AMBA CREE INVN SUNE ….. CPHD TRMB CGNX BRKR APH AMAT ONNN GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(29): 0.30% Top=OWW LTM BYD LVS CCL EXPE MGM WYNN ….. WYN RCL HOT SEAS PZZA DNKN WEN PNRA=Bottom (Leisure)
CHEM(31): 0.22% Top=CF GPRE AGU MEOH POL DOW CYT POT ….. RPM TAM PX EMN DD AXLL IFF GRA=Bottom (Chemicals/Fertilizers)
COHW(46): 0.06% Top=UBNT BRCD SNDK CCI SSYS AAPL FTR SYNA ….. WDC HRS TMUS PANW NSR OLED S BBRY=Bottom (Computer Hardware/Telecom)
REAL(86): 0.01% Top=NRF BXMT HLSS ARCP AMT RHP PEB CUZ ….. CBL GOV ARE CYS BXP HPT EJ WPC=Bottom (Real Estate)
TRAN(30): -0.01% Top=UAL XPO YRCW KNX JBLU HUBG FDX DAL ….. NSC EXPD SAVE CNI AAL ALK LUV TRN=Bottom (Transportation)
CONS(58): -0.02% Top=COH KATE JAH SCSS FL UA FOSL NUS ….. HAR MAT CCK BERY GT SEE AVY CLX=Bottom (Consumer)
FINA(88): -0.05% Top=FRC MS IBKR GS SCHW FMER BAC BKU ….. ZION WU RCAP LAZ BX OCN JNS WETF=Bottom (Banks/Financials)
INSU(36): -0.08% Top=CNO PRU LNC MET MBI ORI BRO HIG ….. ALL PGR VR AFSI AXS AGO MTG GNW=Bottom (Insurance)
MATE(29): -0.10% Top=MTZ MTH USG MAS MDC RSG PHM LEN ….. MTRX MDR AWI FAST DAR PWR TPH FLR=Bottom (Materials & Construction)
COSW(78): -0.11% Top=SPLK VEEV SFUN BIDU CTSH CSOD YHOO RATE ….. FTNT ATVI WBMD PFPT MDSO SNCR EQIX VNET=Bottom (Computer Software/Internet)
MANU(39): -0.12% Top=JKS ATI TRS RXN TEX DDD GTLS RS ….. CMI MRC PCP ITW PH ITT ETN DOV=Bottom (Manufacturing)
DISV(49): -0.20% Top=YY BLOX ATHN ADS SBAC PCLN MCO FLT ….. ACM HMSY VNTV ALLE AL TW JEC TNET=Bottom (Diversified Services)
RETA(66): -0.27% Top=AEO RH FRAN FIVE ANF AMZN SHLD BURL ….. WFM BBBY DSW AN GPS DKS KMX ASNA=Bottom (Retail & Specialty Retail)
HEAL(48): -0.30% Top=IRWD OPK PRXL EVHC CYH UHS ZLTQ HCA ….. ALGN HUM COO EW ABT THOR CFN MDT=Bottom (Health)

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 9:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/22/2014

Filed under: Market Stats — daytrend @ 4:45 pm

Closing Stats
by daytrend on 20140922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
1.3% of stocks are above yesterday’s high.
6.0% are above yesterday’s midpoint. (94.0% are below.)
77.5% are below yesterday’s low.
21.1% are inside yesterday’s range.
7.0% of stocks with today’s high > yesterday’s high. (93.0% less than).
90.0% of stocks with today’s low < yesterday’s low. (10.0% greater than).

EVIDENCE OF INTRADAY TREND
10.9% of stocks are above today’s open. (88.8% are below).
6.2% of stocks are above today’s open and yesterday’s close.
87.3% are below both.
1.0% of stocks opened above yesterday’s high.
13.0% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.6% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
18.2% are in the top half. 81.8% of stocks are in the bottom half of today’s range.
44.8% are in the bottom 20%.
24.8% are in the bottom 10%.

GAIN
8.2% of stocks are above yesterday’s close. (91.8% are below.)
0.2% are up 4.5% or more. 3.6% are down 4.5% or more.
0.2% are up 3.5% or more. 7.9% are down 3.5% or more.
35.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.0%…>=80:3.0%…>=50:9.9%…<=20:59.4%…<=10:34.5%…<=5:18.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:27.9%…<=20:7.1%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.9%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.3% above previous 1 highs, 77.5% below previous 1 lows
1.1% above previous 2 highs, 67.0% below previous 2 lows
1.0% above previous 3 highs, 56.6% below previous 3 lows
1.0% above previous 4 highs, 42.9% below previous 4 lows
0.9% above previous 5 highs, 38.3% below previous 5 lows
0.9% above previous 6 highs, 36.8% below previous 6 lows
0.8% above previous 7 highs, 35.0% below previous 7 lows
0.8% above previous 8 highs, 33.1% below previous 8 lows
0.8% above previous 9 highs, 32.3% below previous 9 lows
0.7% above previous 10 highs, 31.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.2% are above or equal to 9/19 close (1 days ago), 91.8% are below.
9.6% are above or equal to 9/18 close (2 days ago), 90.4% are below.
19.9% are above or equal to 9/17 close (3 days ago), 80.1% are below.
28.3% are above or equal to 9/16 close (4 days ago), 71.7% are below.
36.7% are above or equal to 9/15 close (5 days ago), 63.3% are below.
30.7% are above or equal to 9/12 close (6 days ago), 69.3% are below.
24.7% are above or equal to 9/11 close (7 days ago), 75.3% are below.
28.9% are above or equal to 9/10 close (8 days ago), 71.1% are below.
32.4% are above or equal to 9/9 close (9 days ago), 67.6% are below.
26.3% are above or equal to 9/8 close (10 days ago), 73.7% are below.
25.5% are above or equal to 9/5 close (11 days ago), 74.5% are below.
29.0% are above or equal to 9/4 close (12 days ago), 71.0% are below.
29.8% are above or equal to 9/3 close (13 days ago), 70.2% are below.
28.7% are above or equal to 9/2 close (14 days ago), 71.3% are below.
32.0% are above or equal to 8/29 close (15 days ago), 68.0% are below.
34.5% are above or equal to 8/28 close (16 days ago), 65.5% are below.
33.8% are above or equal to 8/27 close (17 days ago), 66.2% are below.
33.4% are above or equal to 8/26 close (18 days ago), 66.6% are below.
34.8% are above or equal to 8/25 close (19 days ago), 65.2% are below.
38.3% are above or equal to 8/22 close (20 days ago), 61.7% are below.
37.4% are above or equal to 8/21 close (21 days ago), 62.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 35.2% new lows
21d: 2.1% new highs, 34.1% new lows
42d: 1.8% new highs, 19.0% new lows
63d: 1.7% new highs, 17.6% new lows
126d: 1.7% new highs, 7.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.6% above, 92.4% below
3-day: 7.1% above, 92.9% below
4-day: 10.2% above, 89.8% below
5-day: 13.7% above, 86.3% below
8-day: 21.7% above, 78.3% below
10-day: 24.0% above, 76.0% below
20-day: 27.8% above, 72.2% below
50-day: 45.5% above, 54.5% below
200-day: 58.7% above, 41.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140922 Closing)
INSU(36): -0.74% Top=GNW AFL AXS ACGL TRV PGR AFSI ACE ….. MBI PRU LNC AGO FAF VR WSH UNM=Bottom (Insurance)
HEAL(48): -0.79% Top=THOR HOLX PKI PRXL STJ CNC EW UNH ….. ALGN RMD DGX ESRX CYH IRWD DXCM ZLTQ=Bottom (Health)
CONS(58): -0.94% Top=CLX KS KMB CHD CL LEG GT IP ….. JAH NUS PAY UA MAT LULU KATE SCSS=Bottom (Consumer)
REAL(86): -0.97% Top=EJ RHP CUBE GRT EQR BXMT AVB NNN ….. CBL LXP NRF HTA PEI RPAI RLGY CYS=Bottom (Real Estate)
CHEM(30): -1.01% Top=POL TAM DD OLN MON CHMT APD PX ….. PPG RPM GRA MEOH GPRE HUN AXLL IPI=Bottom (Chemicals/Fertilizers)
FINA(87): -1.09% Top=BAC NTRS TCBI APO ARMK PSEC DFS SEIC ….. BX PACW GBCI LAZ BXS UMPQ RCAP WETF=Bottom (Banks/Financials)
DISV(49): -1.47% Top=MYGN AAN HRB CTAS SERV GEO TYC HMSY ….. YY FLT ACM CAR XRS HTZ ATHN Z=Bottom (Diversified Services)
COSW(76): -1.49% Top=SFUN VMW MANH SNCR AOL ADBE VEEV CNQR ….. DWRE TRIP BIDU AWAY JD YELP YHOO CSOD=Bottom (Computer Software/Internet)
LEIS(29): -1.54% Top=PZZA SIX OWW PNK MCD RCL MAR YUM ….. DNKN KKD MPEL EAT MGM BYD LVS SGMS=Bottom (Leisure)
MANU(38): -1.56% Top=DE RS ATU BWC DCI GE GTLS GNRC ….. ETN CFX MHK ATI DDD MRC RXN JKS=Bottom (Manufacturing)
RETA(67): -1.60% Top=ANN EBAY LB GME SBH VSI RH KR ….. NFLX BID FIVE WAG SFM PIR ANF DANG=Bottom (Retail & Specialty Retail)
MATE(29): -1.65% Top=MTZ CVA DAR PWR MLM RSG WM AWI ….. DHI LEN KBH MDC SPF TOL RYL TPH=Bottom (Materials & Construction)
COHW(46): -1.73% Top=QCOM EMC BBRY NSR AAPL CTL T NTAP ….. LXK TMUS GOGO RKUS OLED SWIR CIEN UBNT=Bottom (Computer Hardware/Telecom)
TRAN(29): -1.79% Top=XPO FDX UNP HUBG NSC JBHT GBX LUV ….. ALK EXPD SWFT AAL UAL TRN JBLU SAVE=Bottom (Transportation)
ELEC(54): -1.88% Top=AMBA GTAT CPHD ADI TXN INTC APH LLTC ….. MU CSIQ SUNE SPWR TSL FSLR SCTY INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(111): -2.37% Top=ERF OIS SWN ATW BPL EEP DO XOM ….. XEC GPOR HLX SM REXX EXXI PVA GDP=Bottom (Energy)
META(26): -3.12% Top=NUE GG CNX CMC ABX STLD TCK EGO ….. AEM RGLD BTU SLCA CENX AKS SCCO 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 @ 1:00 pm

Market Stats at 2:00 pm ET
by daytrend on 20140922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
1.6% of stocks are above yesterday’s high.
6.3% are above yesterday’s midpoint. (93.7% are below.)
76.2% are below yesterday’s low.
22.2% are inside yesterday’s range.
6.8% of stocks with today’s high > yesterday’s high. (93.2% less than).
88.8% of stocks with today’s low < yesterday’s low. (11.2% greater than).

EVIDENCE OF INTRADAY TREND
10.1% of stocks are above today’s open. (89.0% are below).
5.8% of stocks are above today’s open and yesterday’s close.
87.8% are below both.
1.0% of stocks opened above yesterday’s high.
13.0% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.6% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
17.5% are in the top half. 82.5% of stocks are in the bottom half of today’s range.
42.8% are in the bottom 20%.
20.7% are in the bottom 10%.

GAIN
8.1% of stocks are above yesterday’s close. (91.9% are below.)
0.2% are up 4.5% or more. 3.3% are down 4.5% or more.
0.3% are up 3.5% or more. 7.3% are down 3.5% or more.
41.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.0%…>=80:3.3%…>=50:10.2%…<=20:59.0%…<=10:33.3%…<=5:17.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:28.3%…<=20:6.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:35.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.6% above previous 1 highs, 76.2% below previous 1 lows
1.1% above previous 2 highs, 64.6% below previous 2 lows
1.1% above previous 3 highs, 53.6% below previous 3 lows
1.0% above previous 4 highs, 40.6% below previous 4 lows
0.9% above previous 5 highs, 35.9% below previous 5 lows
0.9% above previous 6 highs, 35.0% below previous 6 lows
0.8% above previous 7 highs, 33.5% below previous 7 lows
0.8% above previous 8 highs, 31.9% below previous 8 lows
0.8% above previous 9 highs, 30.8% below previous 9 lows
0.8% above previous 10 highs, 30.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.1% are above or equal to 9/19 close (1 days ago), 91.9% are below.
11.0% are above or equal to 9/18 close (2 days ago), 89.0% are below.
20.7% are above or equal to 9/17 close (3 days ago), 79.3% are below.
28.0% are above or equal to 9/16 close (4 days ago), 72.0% are below.
37.6% are above or equal to 9/15 close (5 days ago), 62.4% are below.
31.8% are above or equal to 9/12 close (6 days ago), 68.2% are below.
25.6% are above or equal to 9/11 close (7 days ago), 74.4% are below.
29.3% are above or equal to 9/10 close (8 days ago), 70.7% are below.
33.3% are above or equal to 9/9 close (9 days ago), 66.7% are below.
27.1% are above or equal to 9/8 close (10 days ago), 72.9% are below.
26.5% are above or equal to 9/5 close (11 days ago), 73.5% are below.
30.4% are above or equal to 9/4 close (12 days ago), 69.6% are below.
30.1% are above or equal to 9/3 close (13 days ago), 69.9% are below.
28.8% are above or equal to 9/2 close (14 days ago), 71.2% are below.
33.0% are above or equal to 8/29 close (15 days ago), 67.0% are below.
35.2% are above or equal to 8/28 close (16 days ago), 64.8% are below.
34.4% are above or equal to 8/27 close (17 days ago), 65.6% are below.
33.8% are above or equal to 8/26 close (18 days ago), 66.2% are below.
35.7% are above or equal to 8/25 close (19 days ago), 64.3% are below.
38.5% are above or equal to 8/22 close (20 days ago), 61.5% are below.
37.9% are above or equal to 8/21 close (21 days ago), 62.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 33.8% new lows
21d: 2.1% new highs, 32.9% new lows
42d: 1.8% new highs, 18.1% new lows
63d: 1.7% new highs, 16.5% new lows
126d: 1.7% new highs, 7.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.1% above, 92.9% below
3-day: 7.2% above, 92.8% below
4-day: 10.3% above, 89.7% below
5-day: 14.9% above, 85.1% below
8-day: 22.1% above, 77.9% below
10-day: 24.5% above, 75.5% below
20-day: 27.9% above, 72.1% below
50-day: 46.3% above, 53.7% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140922 2:00 pm ET)
INSU(36): -0.47% Top=GNW TRV ACGL AFL MBI PGR CB ORI ….. FNF FAF AGO MTG LNC PRU RDN UNM=Bottom (Insurance)
HEAL(48): -0.80% Top=THOR HOLX WLP PKI CNC UNH PRXL MD ….. ALGN CYH ESRX OPK PODD DXCM IRWD ZLTQ=Bottom (Health)
REAL(86): -0.81% Top=EJ EQR EPR GRT NNN AVB HST VTR ….. SHO BEE HTA PEI NRF RPAI RLGY CYS=Bottom (Real Estate)
CHEM(30): -0.89% Top=POL TAM DD MON OLN APD FMC PX ….. RPM GRA POT GPRE HUN MEOH AXLL IPI=Bottom (Chemicals/Fertilizers)
CONS(58): -0.89% Top=CLX KS IP LEG KMB CL CHD RKT ….. PVH PAY MAT SKX LULU UA KATE SCSS=Bottom (Consumer)
FINA(87): -0.99% Top=BAC APO PSEC NTRS GS DFS JPM PNC ….. FHN GBCI WDR LAZ BX EVR RCAP WETF=Bottom (Banks/Financials)
DISV(49): -1.44% Top=AAN MYGN SERV GEO CTAS TYC LDOS GPN ….. PCLN AL CAR XRS YY HTZ Z ATHN=Bottom (Diversified Services)
MATE(29): -1.46% Top=CVA MTZ MLM PWR DAR RSG EXP WM ….. MDC KBH TOL PHM DHI RYL MTH TPH=Bottom (Materials & Construction)
MANU(38): -1.53% Top=DE BWC GNRC GE RS GTLS ATU ITW ….. CFX ETN MRC ATI TEX RXN DDD JKS=Bottom (Manufacturing)
TRAN(29): -1.58% Top=XPO FDX NSC UNP HUBG LUV CP JBHT ….. GLNG YRCW SWFT AAL UAL JBLU SAVE TRN=Bottom (Transportation)
RETA(67): -1.59% Top=ANN VSI GME LB KR SBH KMX WMT ….. FINL FIVE SFM NFLX WAG PIR ANF DANG=Bottom (Retail & Specialty Retail)
COHW(46): -1.63% Top=EMC NSR QCOM WIN CTL T BBRY AAPL ….. SSYS RKUS TMUS OLED GOGO CIEN SWIR UBNT=Bottom (Computer Hardware/Telecom)
COSW(76): -1.64% Top=VMW MANH SNCR AOL CNQR CNVR CERN TRAK ….. SINA TRIP BIDU JD AWAY YHOO CSOD YELP=Bottom (Computer Software/Internet)
LEIS(29): -1.69% Top=SIX PZZA MCD RCL PNK OWW CCL WYN ….. EAT EXPE KKD MGM MPEL WYNN LVS SGMS=Bottom (Leisure)
ELEC(54): -1.95% Top=AMBA ADI APH CPHD SNPS INTC TXN CODE ….. MU SUNE FSLR SPWR TSL CSIQ SCTY INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(111): -2.15% Top=ERF OIS ATW SWN BPL MEMP EEP DO ….. XEC ATHL SM PDS REXX EXXI PVA GDP=Bottom (Energy)
META(26): -2.72% Top=GG SSRI ABX NUE EGO SLW CMC CNX ….. TCK X BTU SLCA CENX SCCO 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 2:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 10:55 am ET
by daytrend on 20140922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
1.3% of stocks are above yesterday’s high.
5.8% are above yesterday’s midpoint. (94.2% are below.)
75.2% are below yesterday’s low.
23.5% are inside yesterday’s range.
6.2% of stocks with today’s high > yesterday’s high. (93.8% less than).
82.4% of stocks with today’s low < yesterday’s low. (17.6% greater than).

EVIDENCE OF INTRADAY TREND
9.2% of stocks are above today’s open. (89.8% are below).
4.1% of stocks are above today’s open and yesterday’s close.
88.0% are below both.
1.0% of stocks opened above yesterday’s high.
13.0% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
1.2% 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.
71.4% are in the bottom 20%.
56.6% are in the bottom 10%.

GAIN
6.3% of stocks are above yesterday’s close. (93.7% are below.)
0.1% are up 4.5% or more. 1.9% are down 4.5% or more.
0.2% are up 3.5% or more. 5.6% are down 3.5% or more.
43.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.0%…>=80:3.4%…>=50:9.6%…<=20:57.4%…<=10:32.6%…<=5:17.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:29.5%…<=20:6.2%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:36.2%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.3% above previous 1 highs, 75.2% below previous 1 lows
1.1% above previous 2 highs, 64.1% below previous 2 lows
0.9% above previous 3 highs, 51.9% below previous 3 lows
0.8% above previous 4 highs, 39.5% below previous 4 lows
0.7% above previous 5 highs, 35.0% below previous 5 lows
0.7% above previous 6 highs, 34.5% below previous 6 lows
0.7% above previous 7 highs, 32.1% below previous 7 lows
0.7% above previous 8 highs, 30.8% below previous 8 lows
0.7% above previous 9 highs, 30.3% below previous 9 lows
0.6% above previous 10 highs, 29.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
6.3% are above or equal to 9/19 close (1 days ago), 93.7% are below.
10.7% are above or equal to 9/18 close (2 days ago), 89.3% are below.
20.6% are above or equal to 9/17 close (3 days ago), 79.4% are below.
28.9% are above or equal to 9/16 close (4 days ago), 71.1% are below.
37.6% are above or equal to 9/15 close (5 days ago), 62.4% are below.
33.3% are above or equal to 9/12 close (6 days ago), 66.7% are below.
26.0% are above or equal to 9/11 close (7 days ago), 74.0% are below.
29.4% are above or equal to 9/10 close (8 days ago), 70.6% are below.
33.8% are above or equal to 9/9 close (9 days ago), 66.2% are below.
26.5% are above or equal to 9/8 close (10 days ago), 73.5% are below.
27.5% are above or equal to 9/5 close (11 days ago), 72.5% are below.
30.3% are above or equal to 9/4 close (12 days ago), 69.7% are below.
30.9% are above or equal to 9/3 close (13 days ago), 69.1% are below.
29.4% are above or equal to 9/2 close (14 days ago), 70.6% are below.
32.6% are above or equal to 8/29 close (15 days ago), 67.4% are below.
35.9% are above or equal to 8/28 close (16 days ago), 64.1% are below.
35.0% are above or equal to 8/27 close (17 days ago), 65.0% are below.
34.8% are above or equal to 8/26 close (18 days ago), 65.2% are below.
36.2% are above or equal to 8/25 close (19 days ago), 63.8% are below.
39.2% are above or equal to 8/22 close (20 days ago), 60.8% are below.
38.6% are above or equal to 8/21 close (21 days ago), 61.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 28.8% new lows
21d: 2.1% new highs, 27.8% new lows
42d: 1.8% new highs, 14.6% new lows
63d: 1.7% new highs, 12.9% new lows
126d: 1.7% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 5.9% above, 94.1% below
3-day: 7.3% above, 92.7% below
4-day: 11.1% above, 88.9% below
5-day: 14.9% above, 85.1% below
8-day: 22.6% above, 77.4% below
10-day: 25.3% above, 74.7% below
20-day: 29.5% above, 70.5% below
50-day: 46.8% above, 53.2% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140922 10:55 am ET)
CHEM(30): -0.58% Top=POL DD PX MON FMC GPRE CE APD ….. WPZ EMN AXLL MEOH HUN GRA FTK IPI=Bottom (Chemicals/Fertilizers)
REAL(86): -0.60% Top=NLY HST GRT EPR VTR STWD EQR DRH ….. HTA LXP CBL SHO NRF PEI CYS RLGY=Bottom (Real Estate)
INSU(36): -0.64% Top=GNW AFSI TRV ACGL PGR AFL AXS ACE ….. ORI FAF MET LNC HIG PRU CNO UNM=Bottom (Insurance)
CONS(58): -0.70% Top=CLX IP KS CL CHD LEG PG RKT ….. JAH MAT KATE PAY SCSS LULU SKX UA=Bottom (Consumer)
FINA(87): -0.86% Top=APO BAC JPM COF PSEC ARCC GS AXP ….. EVR OZRK FII JNS RCAP WDR ETFC WETF=Bottom (Banks/Financials)
HEAL(48): -0.89% Top=THOR HOLX EW PKI CNC HUM COO WLP ….. WCG EVHC DGX ESRX OPK DXCM ZLTQ IRWD=Bottom (Health)
TRAN(29): -1.37% Top=CNI FDX CP NSC UNP LUV HUBG XPO ….. AAL GLNG YRCW GBX SAVE UAL JBLU TRN=Bottom (Transportation)
LEIS(29): -1.43% Top=MCD SIX PZZA PNK OWW HOT SEAS MAR ….. EXPE KKD BYD LVS WYNN MGM MPEL SGMS=Bottom (Leisure)
RETA(67): -1.45% Top=VSI BBBY LB WMT ANN KR DLTR HD ….. PIR BURL FIVE SFM NFLX ANF FINL DANG=Bottom (Retail & Specialty Retail)
MATE(29): -1.49% Top=CVA MLM MTZ RSG PWR WM EXP RYN ….. MTRX LEN USG KBH SPF RYL MTH TPH=Bottom (Materials & Construction)
MANU(38): -1.49% Top=DE GNRC RS BWC JOY GE PCP ATU ….. PH ETN RXN ATI MRC TEX DDD JKS=Bottom (Manufacturing)
DISV(49): -1.49% Top=AAN GEO MYGN GPN TYC LDOS CTAS MCO ….. MAN XRS BLOX HTZ TNET Z YY ATHN=Bottom (Diversified Services)
COHW(46): -1.56% Top=EMC FTR CTL BBRY JNPR QCOM AAPL WIN ….. RKUS GOGO SYNA TMUS OLED SSYS SWIR UBNT=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.75% Top=AMBA INTC TQNT APH KLAC SNPS RFMD NVDA ….. JASO FSLR TSL CSIQ SPWR SUNE SCTY INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): -1.90% Top=VMW CNQR MANH IBM CNVR CERN TRI AOL ….. SFUN MDSO AWAY BIDU YELP JD YHOO CSOD=Bottom (Computer Software/Internet)
ENER(111): -2.18% Top=ERF HFC MMP ETE EEP BPL OIS VLO ….. REXX CRK SM ROSE SGY CXO PVA GDP=Bottom (Energy)
META(26): -2.81% Top=CMC NUE STLD CCJ CNX FCX ABX AA ….. EGO AKS TCK SLCA SSRI CENX SCCO 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 10:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:38 am ET
by daytrend on 20140922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
1.8% of stocks are above yesterday’s high.
10.2% are above yesterday’s midpoint. (89.8% are below.)
52.7% are below yesterday’s low.
45.5% are inside yesterday’s range.
4.9% of stocks with today’s high > yesterday’s high. (95.1% less than).
65.6% of stocks with today’s low < yesterday’s low. (34.4% greater than).

EVIDENCE OF INTRADAY TREND
18.9% of stocks are above today’s open. (78.2% are below).
7.6% of stocks are above today’s open and yesterday’s close.
75.5% are below both.
1.0% of stocks opened above yesterday’s high.
13.0% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
27.1% 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.
9.3% are in the top 20%.
25.6% are in the top half. 74.4% of stocks are in the bottom half of today’s range.
46.6% are in the bottom 20%.
30.9% are in the bottom 10%.

GAIN
10.8% of stocks are above yesterday’s close. (89.2% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.6% are down 3.5% or more.
72.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.8%…>=90:3.2%…>=80:5.3%…>=50:17.9%…<=20:43.7%…<=10:24.5%…<=5:12.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:37.4%…<=20:4.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.8% above previous 1 highs, 52.7% below previous 1 lows
1.6% above previous 2 highs, 40.9% below previous 2 lows
1.2% above previous 3 highs, 31.7% below previous 3 lows
1.0% above previous 4 highs, 22.2% below previous 4 lows
1.0% above previous 5 highs, 18.9% below previous 5 lows
1.0% above previous 6 highs, 18.7% below previous 6 lows
1.0% above previous 7 highs, 17.7% below previous 7 lows
1.0% above previous 8 highs, 16.6% below previous 8 lows
1.0% above previous 9 highs, 16.1% below previous 9 lows
1.0% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
10.8% are above or equal to 9/19 close (1 days ago), 89.2% are below.
18.6% are above or equal to 9/18 close (2 days ago), 81.4% are below.
30.4% are above or equal to 9/17 close (3 days ago), 69.6% are below.
37.6% are above or equal to 9/16 close (4 days ago), 62.4% are below.
48.2% are above or equal to 9/15 close (5 days ago), 51.8% are below.
41.9% are above or equal to 9/12 close (6 days ago), 58.1% are below.
31.7% are above or equal to 9/11 close (7 days ago), 68.3% are below.
36.4% are above or equal to 9/10 close (8 days ago), 63.6% are below.
40.6% are above or equal to 9/9 close (9 days ago), 59.4% are below.
32.5% are above or equal to 9/8 close (10 days ago), 67.5% are below.
31.6% are above or equal to 9/5 close (11 days ago), 68.4% are below.
34.9% are above or equal to 9/4 close (12 days ago), 65.1% are below.
35.4% are above or equal to 9/3 close (13 days ago), 64.6% are below.
33.7% are above or equal to 9/2 close (14 days ago), 66.3% are below.
37.3% are above or equal to 8/29 close (15 days ago), 62.7% are below.
40.6% are above or equal to 8/28 close (16 days ago), 59.4% are below.
39.3% are above or equal to 8/27 close (17 days ago), 60.7% are below.
38.9% are above or equal to 8/26 close (18 days ago), 61.1% are below.
41.7% are above or equal to 8/25 close (19 days ago), 58.3% are below.
43.8% are above or equal to 8/22 close (20 days ago), 56.2% are below.
42.9% are above or equal to 8/21 close (21 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 18.0% new lows
21d: 1.9% new highs, 17.5% new lows
42d: 1.4% new highs, 10.0% new lows
63d: 1.3% new highs, 8.7% new lows
126d: 1.3% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 10.1% above, 89.9% below
3-day: 14.0% above, 86.0% below
4-day: 18.8% above, 81.2% below
5-day: 24.7% above, 75.3% below
8-day: 32.5% above, 67.5% below
10-day: 32.7% above, 67.3% below
20-day: 34.8% above, 65.2% below
50-day: 50.5% above, 49.5% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140922 9:38 am ET)
CONS(58): -0.16% Top=CLX KS IP RKT PKG LEG CHD CL ….. HAR FBHS ICON WHR SCSS KATE IRBT PAY=Bottom (Consumer)
HEAL(48): -0.26% Top=HOLX WLP THOR UNH PKI CI CNC HUM ….. PRXL DGX GMED RMD IRWD PODD DXCM ZLTQ=Bottom (Health)
CHEM(30): -0.28% Top=POL DD CE ALB PPG CYT CHMT DOW ….. CF POT OLN EMN AXLL IPI FTK GPRE=Bottom (Chemicals/Fertilizers)
INSU(36): -0.33% Top=GNW AFSI AIG WRB AFL ACGL TRV VR ….. PRU LNC MTG AIZ UNM HIG CNO RDN=Bottom (Insurance)
REAL(86): -0.35% Top=EJ BXP LHO HCP VTR NLY PSA HTS ….. CBL LXP HTA SHO NRF AMH CYS RLGY=Bottom (Real Estate)
FINA(87): -0.40% Top=APO BAC C JPM PSEC GS COF SCHW ….. FMER OCN BKU UMPQ PVTB GBCI RCAP BXS=Bottom (Banks/Financials)
TRAN(29): -0.50% Top=NSC CNI AAL UNP CSX FDX LUV KSU ….. CHRW CNW SWFT TDW UAL EXPD JBLU TRN=Bottom (Transportation)
DISV(49): -0.66% Top=YY LDOS URI AAN MCO TMH CXW TYC ….. ADS BLOX KBR SERV TNET ACM AL Z=Bottom (Diversified Services)
COHW(46): -0.72% Top=PANW AAPL EMC HPQ BBRY VRSN NTAP VIP ….. OLED EFII SYNA RKUS SWIR LXK GOGO UBNT=Bottom (Computer Hardware/Telecom)
RETA(67): -0.73% Top=VSI BBBY DSW MELI SPLS ROST KR DLTR ….. FIVE SFM AMZN KAR SHLD WAG PIR FINL=Bottom (Retail & Specialty Retail)
LEIS(29): -0.81% Top=OWW SIX MAR MCD HOT RCL SEAS KKD ….. DNKN BYD WEN WYNN MGM LVS SGMS MPEL=Bottom (Leisure)
COSW(76): -0.87% Top=CNQR VEEV IBM EPAM CNVR BR CTXS PTC ….. NOW SPLK RATE FEYE CSOD AWAY YHOO JD=Bottom (Computer Software/Internet)
MATE(29): -0.92% Top=MTZ CVA MLM RSG WY EXP WM PWR ….. FLR MDC MTH SPF RYL MTRX MDR TPH=Bottom (Materials & Construction)
MANU(38): -0.95% Top=BWC ROK JOY PLL DE GE AME MRC ….. DCI PH TKR TEX JKS GTLS RXN ATI=Bottom (Manufacturing)
ENER(111): -1.04% Top=ERF MMP BWP TSO RRC HES WNR CVX ….. BCEI PDS REXX BAS HMHC MTDR PVA GDP=Bottom (Energy)
ELEC(54): -1.08% Top=BRKR INTC SNPS MCHP CODE GRMN AMBA APH ….. MEI SPWR SCTY VSH CSIQ CAVM TSL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): -1.59% Top=NUE AKS PAAS GG BTU NEM CCJ ABX ….. AA EGO TCK RGLD SLCA SCCO CENX 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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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/

Older Posts »

The Silver is the New Black Theme. Create a free website or blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 57 other followers