daytrend

09/02/2014

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

Closing Stats
by daytrend on 20140902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
36.0% of stocks are above yesterday’s high.
59.9% are above yesterday’s midpoint. (40.1% are below.)
21.4% are below yesterday’s low.
42.6% are inside yesterday’s range.
71.6% of stocks with today’s high > yesterday’s high. (28.4% less than).
41.1% of stocks with today’s low < yesterday’s low. (58.9% greater than).

EVIDENCE OF INTRADAY TREND
42.1% of stocks are above today’s open. (56.8% are below).
40.3% of stocks are above today’s open and yesterday’s close.
40.1% are below both.
31.9% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (22.6% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.0% of stocks are in the top 10% of today’s range.
18.8% are in the top 20%.
46.5% are in the top half. 53.5% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
57.8% of stocks are above yesterday’s close. (42.2% are below.)
2.1% are up 4.5% or more. 0.6% are down 4.5% or more.
2.8% are up 3.5% or more. 2.1% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.5%…>=90:20.8%…>=80:37.5%…>=50:62.1%…<=20:14.8%…<=10:7.7%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.4%…>=50:75.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:74.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.0% above previous 1 highs, 21.4% below previous 1 lows
34.4% above previous 2 highs, 13.6% below previous 2 lows
25.0% above previous 3 highs, 11.6% below previous 3 lows
22.0% above previous 4 highs, 10.6% below previous 4 lows
19.3% above previous 5 highs, 8.0% below previous 5 lows
17.9% above previous 6 highs, 7.0% below previous 6 lows
16.5% above previous 7 highs, 6.4% below previous 7 lows
16.3% above previous 8 highs, 5.6% below previous 8 lows
15.9% above previous 9 highs, 5.0% below previous 9 lows
15.8% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.8% are above or equal to 8/29 close (1 days ago), 42.2% are below.
67.0% are above or equal to 8/28 close (2 days ago), 33.0% are below.
61.1% are above or equal to 8/27 close (3 days ago), 38.9% are below.
57.5% are above or equal to 8/26 close (4 days ago), 42.5% are below.
61.4% are above or equal to 8/25 close (5 days ago), 38.6% are below.
69.0% are above or equal to 8/22 close (6 days ago), 31.0% are below.
63.0% are above or equal to 8/21 close (7 days ago), 37.0% are below.
67.7% are above or equal to 8/20 close (8 days ago), 32.3% are below.
69.8% are above or equal to 8/19 close (9 days ago), 30.2% are below.
74.9% are above or equal to 8/18 close (10 days ago), 25.1% are below.
84.5% are above or equal to 8/15 close (11 days ago), 15.5% are below.
83.1% are above or equal to 8/14 close (12 days ago), 16.9% are below.
83.6% are above or equal to 8/13 close (13 days ago), 16.4% are below.
86.3% are above or equal to 8/12 close (14 days ago), 13.7% are below.
81.5% are above or equal to 8/11 close (15 days ago), 18.5% are below.
84.1% are above or equal to 8/8 close (16 days ago), 15.9% are below.
88.6% are above or equal to 8/7 close (17 days ago), 11.4% are below.
86.0% are above or equal to 8/6 close (18 days ago), 14.0% are below.
85.2% are above or equal to 8/5 close (19 days ago), 14.8% are below.
78.2% are above or equal to 8/4 close (20 days ago), 21.8% are below.
83.2% are above or equal to 8/1 close (21 days ago), 16.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.2% new highs, 3.1% new lows
21d: 31.8% new highs, 3.1% new lows
42d: 17.9% new highs, 2.7% new lows
63d: 16.5% new highs, 2.1% new lows
126d: 13.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.2% above, 42.8% below
3-day: 61.4% above, 38.6% below
4-day: 61.0% above, 39.0% below
5-day: 62.3% above, 37.7% below
8-day: 65.5% above, 34.5% below
10-day: 66.8% above, 33.2% below
20-day: 82.0% above, 18.0% below
50-day: 65.7% above, 34.3% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140902 Closing)
TRAN(24): 2.13% Top=XPO UAL AAL ALK DAL JBLU LUV SAVE ….. KSU JBHT CSX UPS CNI NSC CHRW GLNG=Bottom (Transportation)
COSW(72): 1.22% Top=SPLK FEYE DATA GRPN BIDU YELP FTNT TWTR ….. MSFT SINA CVLT VEEV NUAN AWAY DWRE JD=Bottom (Computer Software/Internet)
CONS(58): 0.69% Top=SKX CCK UA KS RKT FL BC WWW ….. COH PVH KMB CL GT IRBT AVP NUS=Bottom (Consumer)
FINA(71): 0.49% Top=WDR WETF AMP BK UMPQ DFS FHN FMER ….. RY ICE TD ARCC SEIC KKR EVR APO=Bottom (Banks/Financials)
ELEC(51): 0.48% Top=CSIQ AMBA TSL FCS CGNX GTAT RFMD TQNT ….. AMAT GRMN ADI SCTY CODE SUNE MU INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(41): 0.44% Top=AL BAH XRS APOL RHI RRD ALLE URI ….. ACM MCO MA CAR AAN TYC HTZ MYGN=Bottom (Diversified Services)
COHW(44): 0.40% Top=PANW SYNA COMM ARRS SWIR UBNT BBRY OLED ….. LXK WDC QCOM CIEN WIN SNDK JDSU FNSR=Bottom (Computer Hardware/Telecom)
INSU(31): 0.37% Top=AFSI AGO UNM MET RDN CNO WSH BRO ….. FNF TRV L MBI AXS AJG AIG ORI=Bottom (Insurance)
RETA(64): 0.30% Top=SPLS GME TUES ANN DLTR DANG RAD TFM ….. CHS KMX DDS BBY RH SHLD HD JCP=Bottom (Retail & Specialty Retail)
CHEM(25): 0.19% Top=TROX MEOH WLK EMN OLN ALB ASH AXLL ….. DD WPZ APD AGU HUN MON POT MOS=Bottom (Chemicals/Fertilizers)
REAL(64): 0.19% Top=RLGY CUZ ARCP NRF LHO RLJ EXR CUBE ….. OHI ACC GGP VTR NLY TWO SNH EJ=Bottom (Real Estate)
MATE(28): 0.16% Top=USG PWR DAR AWI MTZ WM CVA MAS ….. KBH EXP MTH MLM TPH VMC MDR PHM=Bottom (Materials & Construction)
MANU(37): 0.14% Top=XYL GTLS FLS JKS ITT PLL ETN RXN ….. JOY DDD ATI TEX PCP GNRC AGCO DRC=Bottom (Manufacturing)
LEIS(28): 0.02% Top=OWW PNK EXPE SGMS LTM QUNR DRI RCL ….. MCD YUM MGM SIX MPEL NDLS WYNN LVS=Bottom (Leisure)
HEAL(50): -0.01% Top=SPNC WMGI TMO ALGN A DXCM CFN HOLX ….. HUM OPK WLP CYH CNC EW THC MOH=Bottom (Health)
ENER(106): -1.41% Top=MTDR EEP EXH APL RGP SE HAL CMLP ….. AREX PDS CRK RSPP BAS EPE EXXI MHR=Bottom (Energy)
META(23): -1.63% Top=CENX SLCA AA STLD NUE CNX AKS X ….. BTU AUY CLF AEM RGLD EGO SWC GG=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 12:44 pm

Market Stats at 1:44 pm ET
by daytrend on 20140902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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

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

COMPARED TO YESTERDAY’S RANGE
26.4% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
26.9% are below yesterday’s low.
46.6% are inside yesterday’s range.
70.3% of stocks with today’s high > yesterday’s high. (29.7% less than).
40.0% of stocks with today’s low < yesterday’s low. (60.0% greater than).

EVIDENCE OF INTRADAY TREND
30.6% of stocks are above today’s open. (68.1% are below).
28.4% of stocks are above today’s open and yesterday’s close.
52.6% are below both.
31.9% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (22.6% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
24.5% are in the top half. 75.5% of stocks are in the bottom half of today’s range.
42.4% are in the bottom 20%.
22.5% are in the bottom 10%.

GAIN
44.8% of stocks are above yesterday’s close. (55.2% are below.)
0.9% are up 4.5% or more. 1.2% are down 4.5% or more.
2.4% are up 3.5% or more. 2.6% are down 3.5% or more.
66.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.3%…>=90:14.7%…>=80:26.8%…>=50:52.8%…<=20:20.3%…<=10:10.3%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.9%…>=50:72.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.4% above previous 1 highs, 26.9% below previous 1 lows
24.6% above previous 2 highs, 16.6% below previous 2 lows
17.7% above previous 3 highs, 14.4% below previous 3 lows
15.5% above previous 4 highs, 13.2% below previous 4 lows
13.7% above previous 5 highs, 11.3% below previous 5 lows
12.9% above previous 6 highs, 9.5% below previous 6 lows
11.5% above previous 7 highs, 8.6% below previous 7 lows
11.3% above previous 8 highs, 7.1% below previous 8 lows
10.9% above previous 9 highs, 6.4% below previous 9 lows
10.9% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.8% are above or equal to 8/29 close (1 days ago), 55.2% are below.
58.1% are above or equal to 8/28 close (2 days ago), 41.9% are below.
51.8% are above or equal to 8/27 close (3 days ago), 48.2% are below.
50.3% are above or equal to 8/26 close (4 days ago), 49.7% are below.
53.1% are above or equal to 8/25 close (5 days ago), 46.9% are below.
62.4% are above or equal to 8/22 close (6 days ago), 37.6% are below.
57.9% are above or equal to 8/21 close (7 days ago), 42.1% are below.
61.4% are above or equal to 8/20 close (8 days ago), 38.6% are below.
65.7% are above or equal to 8/19 close (9 days ago), 34.3% are below.
72.1% are above or equal to 8/18 close (10 days ago), 27.9% are below.
82.6% are above or equal to 8/15 close (11 days ago), 17.4% are below.
80.2% are above or equal to 8/14 close (12 days ago), 19.8% are below.
81.2% are above or equal to 8/13 close (13 days ago), 18.8% are below.
84.8% are above or equal to 8/12 close (14 days ago), 15.2% are below.
80.3% are above or equal to 8/11 close (15 days ago), 19.7% are below.
83.4% are above or equal to 8/8 close (16 days ago), 16.6% are below.
88.1% are above or equal to 8/7 close (17 days ago), 11.9% are below.
84.9% are above or equal to 8/6 close (18 days ago), 15.1% are below.
83.7% are above or equal to 8/5 close (19 days ago), 16.3% are below.
77.7% are above or equal to 8/4 close (20 days ago), 22.3% are below.
82.1% are above or equal to 8/1 close (21 days ago), 17.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.8% new highs, 2.9% new lows
21d: 30.4% new highs, 2.9% new lows
42d: 17.0% new highs, 2.6% new lows
63d: 15.7% new highs, 1.8% new lows
126d: 12.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.7% above, 56.3% below
3-day: 52.5% above, 47.5% below
4-day: 52.4% above, 47.6% below
5-day: 51.8% above, 48.2% below
8-day: 56.5% above, 43.5% below
10-day: 59.0% above, 41.0% below
20-day: 78.7% above, 21.3% below
50-day: 64.6% above, 35.4% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140902 1:44 pm ET)
TRAN(24): 1.47% Top=XPO UAL ALK AAL DAL LUV SAVE JBLU ….. JBHT CSX KSU UPS CNI CHRW NSC GLNG=Bottom (Transportation)
COSW(72): 0.78% Top=FEYE SPLK DATA GRPN BIDU FTNT YELP TWTR ….. CNVR MSFT CVLT ADSK NUAN TRAK VEEV JD=Bottom (Computer Software/Internet)
INSU(31): 0.28% Top=AGO RDN AFSI MET MTG BRO UNM PGR ….. TRV CB L AXS ORI AJG PRU AIG=Bottom (Insurance)
CONS(58): 0.28% Top=CCK SKX UA KS RKT BLL FL BC ….. GT CL LULU COH PVH AVP IRBT NUS=Bottom (Consumer)
CHEM(25): 0.15% Top=TROX MEOH WLK OLN EMN AXLL ASH ALB ….. AGU GPRE DOW HUN MON APD POT MOS=Bottom (Chemicals/Fertilizers)
DISV(41): 0.13% Top=XRS AL BAH RRD APOL URI RHI V ….. ACM ASGN AAN TYC CAR WTW MYGN HTZ=Bottom (Diversified Services)
RETA(64): 0.11% Top=SPLS GME MELI ANN TUES DLTR TFM TJX ….. RH ANF AN BBY CHS GES JCP HD=Bottom (Retail & Specialty Retail)
FINA(71): 0.10% Top=WDR WETF DFS FHN UMPQ AMP BK LAZ ….. TD ARCC NDAQ FRC ICE APO KKR EVR=Bottom (Banks/Financials)
ELEC(51): 0.01% Top=CSIQ AMBA TSL FCS CGNX GTAT JASO RFMD ….. ADI GRMN AMAT CODE SCTY SUNE MU INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(64): 0.01% Top=LHO NRF RLGY RLJ WAC CUBE EXR CUZ ….. AMH ACC RHP VTR NLY TWO SNH EJ=Bottom (Real Estate)
COHW(44): -0.04% Top=PANW SYNA COMM ARRS UBNT BBRY TMUS RKUS ….. LXK WDC QCOM CIEN WIN JDSU SNDK FNSR=Bottom (Computer Hardware/Telecom)
MANU(37): -0.06% Top=GTLS JKS XYL ITT FLS PLL HON ETN ….. CMI JOY TEX PCP ATI GNRC DRC AGCO=Bottom (Manufacturing)
MATE(28): -0.10% Top=USG AWI PWR DAR CVA WM OC FLR ….. MDC KBH RYL MLM MDR VMC TPH PHM=Bottom (Materials & Construction)
HEAL(50): -0.27% Top=SPNC WMGI TMO ALGN HOLX HGR CFN A ….. CNC THOR OPK WLP CYH EW THC MOH=Bottom (Health)
LEIS(28): -0.64% Top=OWW PNK EXPE LTM DRI SGMS DNKN STAY ….. WEN YUM SIX MGM NDLS WYNN MPEL LVS=Bottom (Leisure)
META(23): -1.58% Top=CENX AA STLD SLCA AKS NUE CNX SCCO ….. NEM AUY CLF AEM RGLD SWC EGO GG=Bottom (Metals & Mining)
ENER(106): -1.60% Top=MTDR EXH EEP APL RGP SE BCEI EPD ….. FANG BBG OAS RSPP CRK EXXI MHR BAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:14 am

Market Stats at 12:14 pm ET
by daytrend on 20140902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
30.2% of stocks are above yesterday’s high.
58.6% are above yesterday’s midpoint. (41.4% are below.)
19.0% are below yesterday’s low.
50.8% are inside yesterday’s range.
69.6% of stocks with today’s high > yesterday’s high. (30.4% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND
36.6% of stocks are above today’s open. (61.8% are below).
34.4% of stocks are above today’s open and yesterday’s close.
42.2% are below both.
31.9% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (22.6% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.5% of stocks are in the top 10% of today’s range.
8.7% are in the top 20%.
31.8% are in the top half. 68.2% of stocks are in the bottom half of today’s range.
31.2% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN
55.1% of stocks are above yesterday’s close. (44.9% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
1.6% are up 3.5% or more. 1.7% are down 3.5% or more.
68.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.9%…>=90:17.3%…>=80:31.7%…>=50:59.6%…<=20:15.2%…<=10:7.6%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.9%…>=50:74.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.2% above previous 1 highs, 19.0% below previous 1 lows
27.7% above previous 2 highs, 10.3% below previous 2 lows
20.1% above previous 3 highs, 8.8% below previous 3 lows
16.8% above previous 4 highs, 8.1% below previous 4 lows
14.8% above previous 5 highs, 6.5% below previous 5 lows
14.1% above previous 6 highs, 5.5% below previous 6 lows
13.0% above previous 7 highs, 4.8% below previous 7 lows
12.9% above previous 8 highs, 3.8% below previous 8 lows
12.5% above previous 9 highs, 3.5% below previous 9 lows
12.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.1% are above or equal to 8/29 close (1 days ago), 44.9% are below.
66.1% are above or equal to 8/28 close (2 days ago), 33.9% are below.
58.4% are above or equal to 8/27 close (3 days ago), 41.6% are below.
53.7% are above or equal to 8/26 close (4 days ago), 46.3% are below.
59.2% are above or equal to 8/25 close (5 days ago), 40.8% are below.
67.0% are above or equal to 8/22 close (6 days ago), 33.0% are below.
61.8% are above or equal to 8/21 close (7 days ago), 38.2% are below.
64.6% are above or equal to 8/20 close (8 days ago), 35.4% are below.
69.4% are above or equal to 8/19 close (9 days ago), 30.6% are below.
74.5% are above or equal to 8/18 close (10 days ago), 25.5% are below.
84.8% are above or equal to 8/15 close (11 days ago), 15.2% are below.
83.1% are above or equal to 8/14 close (12 days ago), 16.9% are below.
82.9% are above or equal to 8/13 close (13 days ago), 17.1% are below.
86.4% are above or equal to 8/12 close (14 days ago), 13.6% are below.
81.8% are above or equal to 8/11 close (15 days ago), 18.2% are below.
84.2% are above or equal to 8/8 close (16 days ago), 15.8% are below.
88.4% are above or equal to 8/7 close (17 days ago), 11.6% are below.
86.2% are above or equal to 8/6 close (18 days ago), 13.8% are below.
84.6% are above or equal to 8/5 close (19 days ago), 15.4% are below.
79.3% are above or equal to 8/4 close (20 days ago), 20.7% are below.
83.0% are above or equal to 8/1 close (21 days ago), 17.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 29.7% new highs, 2.4% new lows
21d: 29.3% new highs, 2.3% new lows
42d: 16.3% new highs, 2.0% new lows
63d: 15.1% new highs, 1.3% new lows
126d: 11.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.2% above, 46.8% below
3-day: 61.2% above, 38.8% below
4-day: 59.1% above, 40.9% below
5-day: 58.3% above, 41.7% below
8-day: 61.8% above, 38.2% below
10-day: 63.9% above, 36.1% below
20-day: 82.1% above, 17.9% below
50-day: 65.1% above, 34.9% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140902 12:14 pm ET)
TRAN(24): 1.42% Top=XPO UAL DAL AAL ALK JBLU LUV SWFT ….. CSX JBHT UPS KSU NSC CNI CHRW GLNG=Bottom (Transportation)
COSW(72): 0.82% Top=SPLK FEYE DATA BIDU GRPN FTNT TWTR YELP ….. DWRE NUAN SFUN TRAK ADSK MSFT JD VEEV=Bottom (Computer Software/Internet)
INSU(31): 0.45% Top=AGO RDN BRO MET MTG UNM PGR AFSI ….. TRV CB AFL ORI L PRU AXS AIG=Bottom (Insurance)
CONS(58): 0.44% Top=CCK UA KS SKX RKT BLL FL PBI ….. TUP KMB MWV CL IRBT PVH AVP NUS=Bottom (Consumer)
FINA(71): 0.36% Top=WETF WDR DFS OCN FHN PSEC AMP BK ….. ARCC KKR RY TD ICE FRC APO EVR=Bottom (Banks/Financials)
RETA(64): 0.31% Top=SPLS GME DLTR TUES ANN TJX MELI BIG ….. DDS KMX AN BBY JCP RH CHS GES=Bottom (Retail & Specialty Retail)
DISV(41): 0.28% Top=XRS AL RRD BAH GPN ALLE APOL V ….. Z ULTA AAN ACM HTZ MYGN WTW HMSY=Bottom (Diversified Services)
ELEC(51): 0.24% Top=AMBA CSIQ TSL CGNX FCS GTAT JASO SMTC ….. GRMN ADI AMAT CODE SCTY INVN MU SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): 0.22% Top=TROX MEOH OLN POL EMN ALB ASH WLK ….. PPG AGU MON DOW APD GPRE POT MOS=Bottom (Chemicals/Fertilizers)
COHW(44): 0.22% Top=SYNA PANW ARRS COMM UBNT BBRY TMUS RKUS ….. WDC GOGO QCOM LXK JDSU SNDK WIN FNSR=Bottom (Computer Hardware/Telecom)
MANU(37): 0.14% Top=GTLS JKS XYL FLS ITT PLL ETN DDD ….. BWC AME TEX ATI PCP GNRC AGCO DRC=Bottom (Manufacturing)
MATE(28): 0.06% Top=USG AWI PWR DAR CVA FLR OC SPF ….. KBH MTH MDR MDC VMC PHM MLM TPH=Bottom (Materials & Construction)
REAL(64): 0.05% Top=LHO NRF WAC RLGY RLJ ARCP DRH EXR ….. MPW NLY EQR RHP VTR AMH SNH EJ=Bottom (Real Estate)
HEAL(50): -0.31% Top=TMO WMGI SPNC A CFN HGR ALGN HOLX ….. HUM AET CNC CYH THOR THC EW MOH=Bottom (Health)
LEIS(28): -0.50% Top=OWW EXPE PNK LTM DRI STAY BLMN SGMS ….. WEN YUM SIX MGM NDLS MPEL LVS WYNN=Bottom (Leisure)
ENER(106): -1.16% Top=MTDR EXH MWE EEP APL RGP SM LPI ….. SU OAS FANG RSPP CRK EXXI MHR BAS=Bottom (Energy)
META(23): -1.32% Top=CENX AA STLD SLCA NUE AKS CNX X ….. CLF ABX NEM AEM RGLD SWC EGO GG=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:59 am ET
by daytrend on 20140902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
42.8% of stocks are above yesterday’s high.
68.8% are above yesterday’s midpoint. (31.2% are below.)
12.4% are below yesterday’s low.
44.8% are inside yesterday’s range.
68.3% of stocks with today’s high > yesterday’s high. (31.7% less than).
26.4% of stocks with today’s low < yesterday’s low. (73.6% greater than).

EVIDENCE OF INTRADAY TREND
54.8% of stocks are above today’s open. (43.7% are below).
51.9% of stocks are above today’s open and yesterday’s close.
30.7% are below both.
31.9% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (22.6% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.5% of stocks are in the top 10% of today’s range.
31.2% are in the top 20%.
59.1% are in the top half. 40.9% of stocks are in the bottom half of today’s range.
20.2% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN
66.3% of stocks are above yesterday’s close. (33.7% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.7% are up 3.5% or more. 1.0% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.7%…>=90:24.0%…>=80:44.4%…>=50:71.0%…<=20:10.2%…<=10:5.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.9%…>=50:81.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.8% above previous 1 highs, 12.4% below previous 1 lows
40.4% above previous 2 highs, 7.2% below previous 2 lows
29.1% above previous 3 highs, 6.4% below previous 3 lows
24.4% above previous 4 highs, 5.8% below previous 4 lows
21.7% above previous 5 highs, 4.4% below previous 5 lows
20.8% above previous 6 highs, 3.9% below previous 6 lows
19.7% above previous 7 highs, 3.1% below previous 7 lows
19.1% above previous 8 highs, 2.6% below previous 8 lows
18.6% above previous 9 highs, 2.4% below previous 9 lows
18.2% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.3% are above or equal to 8/29 close (1 days ago), 33.7% are below.
73.8% are above or equal to 8/28 close (2 days ago), 26.2% are below.
69.3% are above or equal to 8/27 close (3 days ago), 30.7% are below.
64.7% are above or equal to 8/26 close (4 days ago), 35.3% are below.
68.5% are above or equal to 8/25 close (5 days ago), 31.5% are below.
73.6% are above or equal to 8/22 close (6 days ago), 26.4% are below.
67.8% are above or equal to 8/21 close (7 days ago), 32.2% are below.
71.4% are above or equal to 8/20 close (8 days ago), 28.6% are below.
72.6% are above or equal to 8/19 close (9 days ago), 27.4% are below.
78.3% are above or equal to 8/18 close (10 days ago), 21.7% are below.
86.4% are above or equal to 8/15 close (11 days ago), 13.6% are below.
85.6% are above or equal to 8/14 close (12 days ago), 14.4% are below.
85.7% are above or equal to 8/13 close (13 days ago), 14.3% are below.
87.9% are above or equal to 8/12 close (14 days ago), 12.1% are below.
84.6% are above or equal to 8/11 close (15 days ago), 15.4% are below.
86.0% are above or equal to 8/8 close (16 days ago), 14.0% are below.
89.6% are above or equal to 8/7 close (17 days ago), 10.4% are below.
87.1% are above or equal to 8/6 close (18 days ago), 12.9% are below.
86.7% are above or equal to 8/5 close (19 days ago), 13.3% are below.
80.5% are above or equal to 8/4 close (20 days ago), 19.5% are below.
85.1% are above or equal to 8/1 close (21 days ago), 14.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 28.8% new highs, 1.7% new lows
21d: 28.3% new highs, 1.7% new lows
42d: 15.4% new highs, 1.3% new lows
63d: 14.1% new highs, 1.0% new lows
126d: 11.1% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.9% above, 35.1% below
3-day: 70.7% above, 29.3% below
4-day: 70.9% above, 29.1% below
5-day: 69.5% above, 30.5% below
8-day: 72.9% above, 27.1% below
10-day: 73.9% above, 26.1% below
20-day: 85.3% above, 14.7% below
50-day: 67.7% above, 32.3% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140902 10:59 am ET)
TRAN(24): 1.58% Top=XPO DAL UAL GBX AAL ALK TRN JBLU ….. UNP KSU JBHT NSC UPS CNI CHRW GLNG=Bottom (Transportation)
INSU(31): 1.02% Top=AGO BRO AFSI MET RDN AON MTG AJG ….. AHL TRV MMC ORI CB AXS L AIG=Bottom (Insurance)
COSW(72): 0.99% Top=FEYE DATA SPLK BIDU TWTR GRPN SNCR FTNT ….. TTWO DWRE JD ADSK MSFT NQ SFUN VEEV=Bottom (Computer Software/Internet)
FINA(71): 0.78% Top=WETF WDR AMP FMER PSEC RJF LAZ UMPQ ….. ARCC APO NDAQ KKR RY OZM TD EVR=Bottom (Banks/Financials)
CONS(58): 0.75% Top=CCK UA KS SKX PKG RKT BLL FL ….. KMB PVH CL MAT UFS EL AVP NUS=Bottom (Consumer)
MANU(37): 0.70% Top=GTLS FLS XYL RXN ITT PLL ETN TKR ….. GE JOY SWK AGCO PCP ATI GNRC DRC=Bottom (Manufacturing)
DISV(41): 0.70% Top=XRS RRD AL BAH JEC KBR URI RHI ….. MA CAR SBAC ULTA HTZ AAN WTW HMSY=Bottom (Diversified Services)
COHW(44): 0.64% Top=SYNA PANW UBNT ARRS RKUS COMM TDC TMUS ….. CTL WDC QCOM SNDK LXK WIN JDSU FNSR=Bottom (Computer Hardware/Telecom)
ELEC(51): 0.50% Top=AMBA CGNX GTAT FCS TSL ATML TRMB APH ….. GRMN ADI INTC AMAT CODE MU SCTY SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 0.48% Top=PWR USG AWI MTZ FLR DAR CVA EXP ….. MAS KBH LEN RYL TPH MDC MLM PHM=Bottom (Materials & Construction)
CHEM(25): 0.40% Top=TROX POL OLN MEOH ASH WLK EMN ALB ….. MON CE DOW GPRE AGU APD MOS POT=Bottom (Chemicals/Fertilizers)
RETA(64): 0.38% Top=SPLS DANG DLTR TUES GME SIG KORS ORLY ….. AN SBH CHS WSM KMX JCP GES RH=Bottom (Retail & Specialty Retail)
REAL(64): 0.25% Top=RLGY WAC LHO RLJ NRF DRH EXR HLSS ….. HCN AMH NLY RHP KRG VTR SNH EJ=Bottom (Real Estate)
LEIS(28): 0.05% Top=OWW SGMS PNK LTM EXPE DRI BLMN DNKN ….. SEAS NDLS YUM SIX MGM LVS WYNN MPEL=Bottom (Leisure)
HEAL(50): -0.13% Top=TMO WMGI DXCM SPNC PKI CFN A ALGN ….. HUM WLP KND AET CYH THC EW MOH=Bottom (Health)
ENER(106): -0.70% Top=MTDR EXH APL ROSE EEP PXD RGP APC ….. RES SU EXXI EPE PDS CRK MHR BAS=Bottom (Energy)
META(23): -1.08% Top=CENX SLCA STLD AKS NUE AA CNX SCCO ….. AUY RGLD NEM ABX AEM EGO SWC GG=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/29/2014

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

Closing Stats
by daytrend on 20140829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
46.3% of stocks are above yesterday’s high.
80.0% are above yesterday’s midpoint. (20.0% are below.)
5.9% are below yesterday’s low.
47.9% are inside yesterday’s range.
73.9% of stocks with today’s high > yesterday’s high. (26.1% less than).
23.4% of stocks with today’s low < yesterday’s low. (76.6% greater than).

EVIDENCE OF INTRADAY TREND
61.9% of stocks are above today’s open. (36.0% are below).
61.0% of stocks are above today’s open and yesterday’s close.
22.9% are below both.
21.8% of stocks opened above yesterday’s high.
78.3% of stocks opened above yesterday’s close. (14.8% opened below yesterday’s close).
1.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
20.8% of stocks are in the top 10% of today’s range.
35.9% are in the top 20%.
71.6% are in the top half. 28.4% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN
76.1% of stocks are above yesterday’s close. (23.9% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
2.2% are up 3.5% or more. 0.0% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.7%…>=90:21.1%…>=80:35.7%…>=50:69.0%…<=20:13.6%…<=10:6.6%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.0%…>=50:78.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:77.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.3% above previous 1 highs, 5.9% below previous 1 lows
29.1% above previous 2 highs, 5.3% below previous 2 lows
24.1% above previous 3 highs, 4.7% below previous 3 lows
21.4% above previous 4 highs, 3.8% below previous 4 lows
20.3% above previous 5 highs, 3.4% below previous 5 lows
18.8% above previous 6 highs, 3.2% below previous 6 lows
18.2% above previous 7 highs, 2.4% below previous 7 lows
17.6% above previous 8 highs, 2.3% below previous 8 lows
17.6% above previous 9 highs, 2.1% below previous 9 lows
17.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.1% are above or equal to 8/28 close (1 days ago), 23.9% are below.
62.1% are above or equal to 8/27 close (2 days ago), 37.9% are below.
56.2% are above or equal to 8/26 close (3 days ago), 43.8% are below.
61.2% are above or equal to 8/25 close (4 days ago), 38.8% are below.
69.3% are above or equal to 8/22 close (5 days ago), 30.7% are below.
63.6% are above or equal to 8/21 close (6 days ago), 36.4% are below.
67.1% are above or equal to 8/20 close (7 days ago), 32.9% are below.
69.8% are above or equal to 8/19 close (8 days ago), 30.2% are below.
74.9% are above or equal to 8/18 close (9 days ago), 25.1% are below.
86.0% are above or equal to 8/15 close (10 days ago), 14.0% are below.
84.2% are above or equal to 8/14 close (11 days ago), 15.8% are below.
84.5% are above or equal to 8/13 close (12 days ago), 15.5% are below.
87.3% are above or equal to 8/12 close (13 days ago), 12.7% are below.
84.5% are above or equal to 8/11 close (14 days ago), 15.5% are below.
85.8% are above or equal to 8/8 close (15 days ago), 14.2% are below.
90.6% are above or equal to 8/7 close (16 days ago), 9.4% are below.
88.0% are above or equal to 8/6 close (17 days ago), 12.0% are below.
87.5% are above or equal to 8/5 close (18 days ago), 12.5% are below.
81.0% are above or equal to 8/4 close (19 days ago), 19.0% are below.
85.8% are above or equal to 8/1 close (20 days ago), 14.2% are below.
83.8% are above or equal to 7/31 close (21 days ago), 16.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.0% new highs, 1.7% new lows
21d: 21.1% new highs, 1.7% new lows
42d: 11.3% new highs, 1.5% new lows
63d: 10.5% new highs, 1.1% new lows
126d: 8.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.4% above, 25.6% below
3-day: 68.7% above, 31.3% below
4-day: 62.8% above, 37.2% below
5-day: 62.5% above, 37.5% below
8-day: 65.7% above, 34.3% below
10-day: 70.6% above, 29.4% below
20-day: 84.2% above, 15.8% below
50-day: 66.1% above, 33.9% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140829 Closing)
COSW(72): 1.44% Top=VEEV SPLK DATA TTWO FEYE SFUN NOW SNCR ….. NQ INTU TRIP CSC EPAM ADSK WWWW AZPN=Bottom (Computer Software/Internet)
ENER(106): 1.27% Top=EPE EXH BCEI ATHL GDP FANG NBR PDCE ….. CAM XOM BHI CIE OXY SLB HFC ETE=Bottom (Energy)
META(23): 1.17% Top=X AKS CNX AUY RGLD CENX SLCA BTU ….. NEM NUE FCX SLW STLD AA CLF TCK=Bottom (Metals & Mining)
ELEC(51): 1.06% Top=TQNT RFMD AMBA ATML CODE INVN SWKS MCHP ….. MRVL OVTI SUNE ADI APH TSL MU MXIM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.63% Top=MOH BSX DGX THC LH CYH HCA MDT ….. A MR DXCM ZMH ABT SPNC ALGN PRXL=Bottom (Health)
COHW(44): 0.62% Top=PANW SYNA SWIR PLCM SSYS FNSR INFN VRSN ….. UBNT WIN CCI QCOM SNDK RKUS BBRY NSR=Bottom (Computer Hardware/Telecom)
FINA(71): 0.50% Top=WETF OCN EVR SEIC LAZ FRC LM KEY ….. RY WU DFS SLM OZM WDR TD NDAQ=Bottom (Banks/Financials)
INSU(31): 0.47% Top=MTG RDN AGO GNW AXS MBI PRU LNC ….. AON AJG ACE FNF AFL AFSI AHL CINF=Bottom (Insurance)
REAL(64): 0.46% Top=DRE DDR GGP REG CBG KIM HIW DRH ….. CUZ OHI RLGY AMT DLR KRG NRF AMH=Bottom (Real Estate)
MATE(28): 0.23% Top=MTH SPF KBH EXP PHM CVA LEN RYL ….. DHI WY TPH USG MAS MTZ FLR MDR=Bottom (Materials & Construction)
MANU(37): 0.22% Top=AGCO PLL GTLS SWK JKS DRC PH MRC ….. TKR CFX DOV BWC EMR ITT GNRC PNR=Bottom (Manufacturing)
LEIS(28): 0.19% Top=OWW PNK SGMS CCL SEAS WYN RCL HOT ….. LTM MCD EXPE MPEL SIX MGM LVS WYNN=Bottom (Leisure)
CONS(58): 0.16% Top=BC RKT TPX PKG HAS KS BMS GPK ….. PVH MAT SHOO OI NUS IRBT LULU UA=Bottom (Consumer)
CHEM(25): 0.16% Top=AXLL WLK CE WPZ TROX ALB OLN GRA ….. MON HUN APD DOW AGU MOS POT CF=Bottom (Chemicals/Fertilizers)
DISV(41): 0.11% Top=TMH RRD RHI APOL MCO GPN ASGN FLT ….. MA PCLN ULTA CAR JEC V KBR HTZ=Bottom (Diversified Services)
TRAN(24): 0.07% Top=GLNG KSU TRN CNW XPO CSX NSC SWFT ….. LUV JBHT ALK AAL DAL SAVE JBLU UAL=Bottom (Transportation)
RETA(64): -0.24% Top=FIVE SIG HD GNC AN KMX LINTA KAR ….. VSI BBY TFM CHS RAD BIG SHLD GME=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:30 pm ET
by daytrend on 20140829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
41.6% of stocks are above yesterday’s high.
77.7% are above yesterday’s midpoint. (22.3% are below.)
5.8% are below yesterday’s low.
52.6% are inside yesterday’s range.
73.1% of stocks with today’s high > yesterday’s high. (26.9% less than).
22.8% of stocks with today’s low < yesterday’s low. (77.2% greater than).

EVIDENCE OF INTRADAY TREND
57.4% of stocks are above today’s open. (40.8% are below).
56.5% of stocks are above today’s open and yesterday’s close.
26.4% are below both.
21.8% of stocks opened above yesterday’s high.
78.5% of stocks opened above yesterday’s close. (15.1% opened below yesterday’s close).
1.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.0% of stocks are in the top 10% of today’s range.
31.6% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
72.5% of stocks are above yesterday’s close. (27.5% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.0% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.0%…>=90:19.7%…>=80:33.2%…>=50:64.5%…<=20:15.8%…<=10:7.8%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.8%…>=50:78.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:75.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.6% above previous 1 highs, 5.8% below previous 1 lows
26.4% above previous 2 highs, 5.6% below previous 2 lows
21.8% above previous 3 highs, 4.9% below previous 3 lows
19.5% above previous 4 highs, 4.3% below previous 4 lows
18.1% above previous 5 highs, 3.9% below previous 5 lows
16.6% above previous 6 highs, 3.7% below previous 6 lows
16.4% above previous 7 highs, 2.9% below previous 7 lows
15.8% above previous 8 highs, 2.4% below previous 8 lows
15.5% above previous 9 highs, 2.2% below previous 9 lows
15.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.5% are above or equal to 8/28 close (1 days ago), 27.5% are below.
57.3% are above or equal to 8/27 close (2 days ago), 42.7% are below.
53.4% are above or equal to 8/26 close (3 days ago), 46.6% are below.
59.4% are above or equal to 8/25 close (4 days ago), 40.6% are below.
67.0% are above or equal to 8/22 close (5 days ago), 33.0% are below.
62.4% are above or equal to 8/21 close (6 days ago), 37.6% are below.
65.4% are above or equal to 8/20 close (7 days ago), 34.6% are below.
68.7% are above or equal to 8/19 close (8 days ago), 31.3% are below.
74.2% are above or equal to 8/18 close (9 days ago), 25.8% are below.
85.1% are above or equal to 8/15 close (10 days ago), 14.9% are below.
83.6% are above or equal to 8/14 close (11 days ago), 16.4% are below.
83.7% are above or equal to 8/13 close (12 days ago), 16.3% are below.
86.9% are above or equal to 8/12 close (13 days ago), 13.1% are below.
84.2% are above or equal to 8/11 close (14 days ago), 15.8% are below.
85.3% are above or equal to 8/8 close (15 days ago), 14.7% are below.
90.0% are above or equal to 8/7 close (16 days ago), 10.0% are below.
87.5% are above or equal to 8/6 close (17 days ago), 12.5% are below.
86.8% are above or equal to 8/5 close (18 days ago), 13.2% are below.
80.0% are above or equal to 8/4 close (19 days ago), 20.0% are below.
84.9% are above or equal to 8/1 close (20 days ago), 15.1% are below.
83.0% are above or equal to 7/31 close (21 days ago), 17.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.9% new highs, 1.7% new lows
21d: 20.0% new highs, 1.7% new lows
42d: 10.6% new highs, 1.5% new lows
63d: 9.9% new highs, 1.1% new lows
126d: 8.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.3% above, 29.7% below
3-day: 63.8% above, 36.2% below
4-day: 58.8% above, 41.2% below
5-day: 58.9% above, 41.1% below
8-day: 64.3% above, 35.7% below
10-day: 67.7% above, 32.3% below
20-day: 84.3% above, 15.7% below
50-day: 65.7% above, 34.3% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140829 2:30 pm ET)
COSW(72): 1.19% Top=SPLK VEEV DATA TTWO FEYE NOW SNCR ULTI ….. INTU YELP CSC EPAM ADSK NQ AZPN WWWW=Bottom (Computer Software/Internet)
ENER(106): 1.06% Top=BCEI EXH FANG ATHL NBR EPE CXO WLL ….. PBF HFC PWE OXY SLB AREX CIE XOM=Bottom (Energy)
META(23): 0.95% Top=X AKS AUY RGLD CCJ CNX EGO AEM ….. CENX BTU NUE FCX TCK STLD AA CLF=Bottom (Metals & Mining)
ELEC(51): 0.91% Top=TQNT RFMD CODE ATML INVN SWKS AMBA CRUS ….. ADI SUNE APH TSL MU OVTI GTAT MXIM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.65% Top=BSX THC CYH EVHC MOH DGX LH HCA ….. TMO BAX SPNC ZMH ALGN DXCM ABT PRXL=Bottom (Health)
COHW(44): 0.57% Top=SWIR PANW SYNA PLCM SSYS FNSR WDC BRCD ….. JNPR OLED SNDK CCI WIN QCOM RKUS NSR=Bottom (Computer Hardware/Telecom)
INSU(31): 0.50% Top=GNW AXS RDN ORI LNC AGO CNO MBI ….. AJG MMC AHL ACE AFL CINF AFSI FNF=Bottom (Insurance)
REAL(64): 0.46% Top=DRE DDR GGP KIM RLJ REG AVB HIW ….. AMT OHI PCL NNN DLR NRF AMH RLGY=Bottom (Real Estate)
FINA(71): 0.38% Top=WETF EVR OCN SEIC FRC VOYA LAZ PFG ….. RY PBCT AINV OZM WDR PSEC NDAQ TD=Bottom (Banks/Financials)
MATE(28): 0.15% Top=MTH KBH EXP PHM SPF RYN RYL MDC ….. MAS WY FAST DHI USG MTZ FLR MDR=Bottom (Materials & Construction)
CONS(58): 0.13% Top=RKT BC TPX GPK HAS PKG KS BMS ….. PVH OI SHOO TUP NUS LULU UA IRBT=Bottom (Consumer)
CHEM(25): 0.08% Top=AXLL WPZ WLK CE ALB ASH POL OLN ….. DD FMC TROX APD AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
MANU(37): 0.07% Top=AGCO SWK PH DRC PLL ENS MRC JKS ….. EMR FLS GE GNRC BWC ITT JOY PNR=Bottom (Manufacturing)
DISV(41): -0.01% Top=TMH RRD MCO RHI APOL MYGN ASGN URI ….. ADT PCLN HMSY WTW V KBR JEC HTZ=Bottom (Diversified Services)
TRAN(24): -0.11% Top=GLNG TRN KSU CNW CNI SWFT CHRW CSX ….. LUV XPO ALK SAVE JBLU DAL AAL UAL=Bottom (Transportation)
LEIS(28): -0.18% Top=PNK CCL WYN SEAS SGMS HOT RCL MAR ….. EXPE MCD BLMN SIX MGM MPEL WYNN LVS=Bottom (Leisure)
RETA(64): -0.22% Top=SIG AN GES FIVE LINTA HD KMX GNC ….. BBY TFM RAD KORS CHS GME SHLD BIG=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 2:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/28/2014

Filed under: Market Stats — daytrend @ 3:07 pm

Closing Stats
by daytrend on 20140828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

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

COMPARED TO YESTERDAY’S RANGE
14.0% of stocks are above yesterday’s high.
36.4% are above yesterday’s midpoint. (63.6% are below.)
29.6% are below yesterday’s low.
56.4% are inside yesterday’s range.
26.5% of stocks with today’s high > yesterday’s high. (73.5% less than).
71.2% of stocks with today’s low < yesterday’s low. (28.8% greater than).

EVIDENCE OF INTRADAY TREND
61.4% of stocks are above today’s open. (36.8% are below).
35.0% of stocks are above today’s open and yesterday’s close.
35.8% are below both.
1.6% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
35.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.6% of stocks are in the top 10% of today’s range.
23.1% are in the top 20%.
67.4% are in the top half. 32.6% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN
38.5% of stocks are above yesterday’s close. (61.5% are below.)
0.4% are up 4.5% or more. 1.0% are down 4.5% or more.
0.6% are up 3.5% or more. 1.8% are down 3.5% or more.
79.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.0%…>=90:13.3%…>=80:20.0%…>=50:42.8%…<=20:24.7%…<=10:9.1%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:74.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:71.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.0% above previous 1 highs, 29.6% below previous 1 lows
10.9% above previous 2 highs, 22.5% below previous 2 lows
9.7% above previous 3 highs, 18.4% below previous 3 lows
9.2% above previous 4 highs, 11.5% below previous 4 lows
8.2% above previous 5 highs, 9.4% below previous 5 lows
7.5% above previous 6 highs, 7.9% below previous 6 lows
7.3% above previous 7 highs, 6.6% below previous 7 lows
7.0% above previous 8 highs, 5.6% below previous 8 lows
7.0% above previous 9 highs, 4.2% below previous 9 lows
6.8% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.5% are above or equal to 8/27 close (1 days ago), 61.5% are below.
37.9% are above or equal to 8/26 close (2 days ago), 62.1% are below.
48.5% are above or equal to 8/25 close (3 days ago), 51.5% are below.
56.6% are above or equal to 8/22 close (4 days ago), 43.4% are below.
53.6% are above or equal to 8/21 close (5 days ago), 46.4% are below.
58.7% are above or equal to 8/20 close (6 days ago), 41.3% are below.
62.6% are above or equal to 8/19 close (7 days ago), 37.4% are below.
70.3% are above or equal to 8/18 close (8 days ago), 29.7% are below.
82.8% are above or equal to 8/15 close (9 days ago), 17.2% are below.
81.2% are above or equal to 8/14 close (10 days ago), 18.8% are below.
81.4% are above or equal to 8/13 close (11 days ago), 18.6% are below.
85.3% are above or equal to 8/12 close (12 days ago), 14.7% are below.
81.6% are above or equal to 8/11 close (13 days ago), 18.4% are below.
84.1% are above or equal to 8/8 close (14 days ago), 15.9% are below.
88.6% are above or equal to 8/7 close (15 days ago), 11.4% are below.
85.2% are above or equal to 8/6 close (16 days ago), 14.8% are below.
84.5% are above or equal to 8/5 close (17 days ago), 15.5% are below.
77.9% are above or equal to 8/4 close (18 days ago), 22.1% are below.
83.9% are above or equal to 8/1 close (19 days ago), 16.1% are below.
79.8% are above or equal to 7/31 close (20 days ago), 20.2% are below.
63.8% are above or equal to 7/30 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.0% new highs, 3.0% new lows
21d: 9.9% new highs, 3.0% new lows
42d: 6.0% new highs, 1.9% new lows
63d: 5.5% new highs, 1.3% new lows
126d: 4.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.0% above, 64.0% below
3-day: 36.4% above, 63.6% below
4-day: 41.6% above, 58.4% below
5-day: 47.2% above, 52.8% below
8-day: 53.8% above, 46.2% below
10-day: 64.3% above, 35.7% below
20-day: 82.0% above, 18.0% below
50-day: 62.4% above, 37.6% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140828 Closing)
ELEC(52): 0.34% Top=CODE SMTC RFMD TQNT BRCM IDTI ONNN CAVM ….. SUNE GRMN AMBA TRMB JASO FSLR SCTY GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 0.21% Top=GDP MWE CIE RSPP RGP ETE ALJ BCEI ….. ETP WFT HAL CJES BAS CRK DO VNR=Bottom (Energy)
CHEM(28): 0.18% Top=EMN ALB AGU FMC OLN WLK HUN RPM ….. TROX ASH MON MEOH POL WPZ CHMT AXLL=Bottom (Chemicals/Fertilizers)
COHW(47): -0.09% Top=NSR TMUS TDC NTAP BRCD WIN INFN OLED ….. CIEN UBNT QCOM PLCM TDS JDSU GOGO SWIR=Bottom (Computer Hardware/Telecom)
LEIS(29): -0.13% Top=SGMS BLMN PNK MGM CAKE EAT WEN WYNN ….. NDLS DRI LTM RCL STAY SEAS CCL OWW=Bottom (Leisure)
REAL(65): -0.17% Top=RLGY HCP VTR KRG SKT ACC AIV TWO ….. CBL DRH RLJ SHO PCL CUBE CBG EJ=Bottom (Real Estate)
MANU(37): -0.19% Top=PLL DDD BWC RXN AME PCP FLS DE ….. AGCO KMT CFX JKS PH ATI JOY GTLS=Bottom (Manufacturing)
HEAL(51): -0.24% Top=CNC HNT MOH AET WCG RMD EW SYK ….. XRAY MD HOLX ESRX ALGN SPNC DXCM MR=Bottom (Health)
MATE(28): -0.26% Top=TPH USG MLM EXP PWR LEN CVA RYL ….. RSG OC WY AWI FLR DAR MTH MDR=Bottom (Materials & Construction)
DISV(43): -0.32% Top=WOOF AAN ATHN MYGN SCI WTW ACM TYC ….. RRD CAR V MAN XRS FLT HTZ ASGN=Bottom (Diversified Services)
FINA(72): -0.32% Top=BX LAZ AINV FHN KKR MCC ICE CBOE ….. MTB C FMER BAC HCBK LM VOYA BLK=Bottom (Banks/Financials)
INSU(33): -0.34% Top=MMC ACE FNF TMK AON AHL AXS CB ….. MET ORI AIG AGO MBI CNO HIG PRU=Bottom (Insurance)
TRAN(25): -0.39% Top=CNI JBHT XPO AAL JBLU UAL ALK UPS ….. DAL SWFT FDX EXPD GBX SAVE TRN GLNG=Bottom (Transportation)
META(23): -0.48% Top=SLCA RGLD AEM SLW NEM GG ABX AUY ….. SCCO STLD CNX TCK BTU AKS X CLF=Bottom (Metals & Mining)
COSW(75): -0.64% Top=TWTR TRAK FEYE GRPN IACI BR INTU INFA ….. TRIP WWWW PFPT DATA CSOD SFUN JD EPAM=Bottom (Computer Software/Internet)
RETA(64): -0.64% Top=SIG CHS BBY SPLS TSCO ANN SBH ORLY ….. PIR TUES JCP RH DANG ANF GES WSM=Bottom (Retail & Specialty Retail)
CONS(57): -1.45% Top=GT CCK AVY ECL GPK IP SKX BC ….. WWW AVP SHOO LULU NUS IRBT RDEN RKT=Bottom (Consumer)

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

Filed under: Market Stats — daytrend @ 2:13 pm

Market Stats at 3:13 pm ET
by daytrend on 20140828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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
14.2% of stocks are above yesterday’s high.
38.9% are above yesterday’s midpoint. (61.1% are below.)
28.2% are below yesterday’s low.
57.6% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
71.1% of stocks with today’s low < yesterday’s low. (28.9% greater than).

EVIDENCE OF INTRADAY TREND
61.6% of stocks are above today’s open. (36.7% are below).
36.6% of stocks are above today’s open and yesterday’s close.
35.7% are below both.
1.6% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
35.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
27.1% are in the top 20%.
70.0% are in the top half. 30.0% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN
39.3% of stocks are above yesterday’s close. (60.7% are below.)
0.2% are up 4.5% or more. 1.0% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
78.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.2%…>=90:13.4%…>=80:20.5%…>=50:45.6%…<=20:23.5%…<=10:9.4%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:74.3%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:71.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.2% above previous 1 highs, 28.2% below previous 1 lows
11.1% above previous 2 highs, 22.2% below previous 2 lows
9.9% above previous 3 highs, 17.7% below previous 3 lows
9.3% above previous 4 highs, 11.6% below previous 4 lows
8.5% above previous 5 highs, 9.7% below previous 5 lows
7.9% above previous 6 highs, 8.2% below previous 6 lows
7.4% above previous 7 highs, 6.8% below previous 7 lows
7.2% above previous 8 highs, 6.0% below previous 8 lows
7.0% above previous 9 highs, 4.2% below previous 9 lows
6.8% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.3% are above or equal to 8/27 close (1 days ago), 60.7% are below.
40.0% are above or equal to 8/26 close (2 days ago), 60.0% are below.
49.9% are above or equal to 8/25 close (3 days ago), 50.1% are below.
58.3% are above or equal to 8/22 close (4 days ago), 41.7% are below.
54.4% are above or equal to 8/21 close (5 days ago), 45.6% are below.
60.0% are above or equal to 8/20 close (6 days ago), 40.0% are below.
62.4% are above or equal to 8/19 close (7 days ago), 37.6% are below.
70.6% are above or equal to 8/18 close (8 days ago), 29.4% are below.
82.3% are above or equal to 8/15 close (9 days ago), 17.7% are below.
80.9% are above or equal to 8/14 close (10 days ago), 19.1% are below.
81.4% are above or equal to 8/13 close (11 days ago), 18.6% are below.
85.7% are above or equal to 8/12 close (12 days ago), 14.3% are below.
81.7% are above or equal to 8/11 close (13 days ago), 18.3% are below.
83.8% are above or equal to 8/8 close (14 days ago), 16.2% are below.
88.5% are above or equal to 8/7 close (15 days ago), 11.5% are below.
85.4% are above or equal to 8/6 close (16 days ago), 14.6% are below.
84.8% are above or equal to 8/5 close (17 days ago), 15.2% are below.
78.3% are above or equal to 8/4 close (18 days ago), 21.7% are below.
83.6% are above or equal to 8/1 close (19 days ago), 16.4% are below.
79.9% are above or equal to 7/31 close (20 days ago), 20.1% are below.
63.9% are above or equal to 7/30 close (21 days ago), 36.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.3% new highs, 3.0% new lows
21d: 9.3% new highs, 3.0% new lows
42d: 5.5% new highs, 1.9% new lows
63d: 5.0% new highs, 1.3% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.5% above, 62.5% below
3-day: 39.2% above, 60.8% below
4-day: 44.0% above, 56.0% below
5-day: 47.9% above, 52.1% below
8-day: 54.7% above, 45.3% below
10-day: 65.0% above, 35.0% below
20-day: 81.6% above, 18.4% below
50-day: 62.6% above, 37.4% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140828 3:13 pm ET)
ELEC(52): 0.32% Top=CODE SMTC TQNT RFMD IDTI BRCM ATML CAVM ….. MU AMBA JASO TRMB GRMN FSLR SCTY GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 0.17% Top=MWE GDP CIE RSPP RGP DK ALJ ETE ….. AREX BAS HAL WFT CJES VNR DO CRK=Bottom (Energy)
CHEM(28): 0.11% Top=ALB EMN FMC WLK AGU GRA DD OLN ….. MOS TROX GPRE MON POL CHMT WPZ AXLL=Bottom (Chemicals/Fertilizers)
LEIS(29): -0.04% Top=SGMS BLMN PNK MGM CAKE WEN EAT LVS ….. NDLS MCD LTM STAY RCL SEAS CCL OWW=Bottom (Leisure)
COHW(47): -0.07% Top=NSR TMUS MOBI NTAP TDC BRCD WIN OLED ….. QCOM UBNT BBRY TDS LVLT JDSU GOGO SWIR=Bottom (Computer Hardware/Telecom)
MANU(37): -0.15% Top=PLL DDD BWC RXN PCP AME FLS DE ….. DOV KMT JKS CFX PH GTLS JOY ATI=Bottom (Manufacturing)
REAL(65): -0.16% Top=RLGY HCP KRG VNO VTR HCN CYS SKT ….. RLJ DRH SHO NRF PCL CUBE CBG EJ=Bottom (Real Estate)
HEAL(51): -0.19% Top=CNC HNT AET MOH EW RMD WCG WLP ….. KND XRAY MD SPNC ESRX ALGN DXCM MR=Bottom (Health)
INSU(33): -0.22% Top=MMC FNF ACE TMK AHL AXS AON L ….. AGO UNM MET MBI CNO AIG HIG PRU=Bottom (Insurance)
DISV(43): -0.25% Top=WOOF AAN WTW ATHN SCI MYGN FISV ADT ….. V ALLE VNTV CAR DV XRS HTZ ASGN=Bottom (Diversified Services)
MATE(28): -0.26% Top=TPH MLM EXP CVA LEN USG PWR MTZ ….. RSG AWI WY OC FLR MTH DAR MDR=Bottom (Materials & Construction)
FINA(72): -0.30% Top=BX AINV KKR FHN LAZ MCC ARCC NDAQ ….. C MTB BAC LM FMER VOYA HCBK BLK=Bottom (Banks/Financials)
TRAN(25): -0.34% Top=CNI XPO JBHT AAL UAL JBLU UPS ALK ….. AIRM EXPD FDX SWFT SAVE GBX TRN GLNG=Bottom (Transportation)
META(23): -0.51% Top=SLCA RGLD NEM AEM SLW GG AUY ABX ….. FCX STLD CNX TCK BTU AKS X CLF=Bottom (Metals & Mining)
RETA(64): -0.58% Top=SIG CHS SPLS BBY DLTR TSCO ANN ORLY ….. PIR TUES RH JCP DANG ANF GES WSM=Bottom (Retail & Specialty Retail)
COSW(75): -0.63% Top=TWTR TRAK FEYE GRPN BR IACI INFA INTU ….. TRIP DATA DWRE PFPT CSOD SFUN JD EPAM=Bottom (Computer Software/Internet)
CONS(57): -1.47% Top=GT CCK SKX AVY ECL BLL IP PBI ….. FOSL WWW LULU SHOO NUS IRBT RDEN RKT=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:02 pm

Market Stats at 2:02 pm ET
by daytrend on 20140828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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
14.8% of stocks are above yesterday’s high.
41.8% are above yesterday’s midpoint. (58.2% are below.)
25.6% are below yesterday’s low.
59.6% are inside yesterday’s range.
24.6% of stocks with today’s high > yesterday’s high. (75.4% less than).
70.5% of stocks with today’s low < yesterday’s low. (29.5% greater than).

EVIDENCE OF INTRADAY TREND
63.6% of stocks are above today’s open. (34.6% are below).
40.4% of stocks are above today’s open and yesterday’s close.
33.7% are below both.
1.6% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
35.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.9% of stocks are in the top 10% of today’s range.
38.6% are in the top 20%.
72.9% are in the top half. 27.1% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
43.1% of stocks are above yesterday’s close. (56.9% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
80.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.2%…>=90:15.3%…>=80:22.6%…>=50:47.3%…<=20:20.8%…<=10:9.1%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:75.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:72.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.8% above previous 1 highs, 25.6% below previous 1 lows
11.4% above previous 2 highs, 19.7% below previous 2 lows
9.8% above previous 3 highs, 15.2% below previous 3 lows
9.3% above previous 4 highs, 10.9% below previous 4 lows
8.6% above previous 5 highs, 8.8% below previous 5 lows
8.0% above previous 6 highs, 7.4% below previous 6 lows
7.8% above previous 7 highs, 6.0% below previous 7 lows
7.4% above previous 8 highs, 5.3% below previous 8 lows
7.4% above previous 9 highs, 3.6% below previous 9 lows
7.2% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.1% are above or equal to 8/27 close (1 days ago), 56.9% are below.
40.9% are above or equal to 8/26 close (2 days ago), 59.1% are below.
51.6% are above or equal to 8/25 close (3 days ago), 48.4% are below.
59.1% are above or equal to 8/22 close (4 days ago), 40.9% are below.
56.8% are above or equal to 8/21 close (5 days ago), 43.2% are below.
61.1% are above or equal to 8/20 close (6 days ago), 38.9% are below.
64.3% are above or equal to 8/19 close (7 days ago), 35.7% are below.
71.7% are above or equal to 8/18 close (8 days ago), 28.3% are below.
83.6% are above or equal to 8/15 close (9 days ago), 16.4% are below.
81.4% are above or equal to 8/14 close (10 days ago), 18.6% are below.
81.5% are above or equal to 8/13 close (11 days ago), 18.5% are below.
85.7% are above or equal to 8/12 close (12 days ago), 14.3% are below.
82.1% are above or equal to 8/11 close (13 days ago), 17.9% are below.
84.8% are above or equal to 8/8 close (14 days ago), 15.2% are below.
89.0% are above or equal to 8/7 close (15 days ago), 11.0% are below.
85.5% are above or equal to 8/6 close (16 days ago), 14.5% are below.
84.9% are above or equal to 8/5 close (17 days ago), 15.1% are below.
78.5% are above or equal to 8/4 close (18 days ago), 21.5% are below.
84.1% are above or equal to 8/1 close (19 days ago), 15.9% are below.
81.0% are above or equal to 7/31 close (20 days ago), 19.0% are below.
64.4% are above or equal to 7/30 close (21 days ago), 35.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.8% new highs, 2.7% new lows
21d: 8.8% new highs, 2.7% new lows
42d: 5.4% new highs, 1.8% new lows
63d: 4.9% new highs, 1.3% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.7% below
3-day: 40.6% above, 59.4% below
4-day: 44.7% above, 55.3% below
5-day: 50.8% above, 49.2% below
8-day: 56.8% above, 43.2% below
10-day: 67.1% above, 32.9% below
20-day: 82.3% above, 17.7% below
50-day: 62.7% above, 37.3% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140828 2:02 pm ET)
ELEC(52): 0.28% Top=CODE SMTC TQNT RFMD BRCM IDTI CAVM SWKS ….. OVTI FSL GRMN MU FSLR JASO SCTY GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 0.25% Top=ALB EMN FMC WLK SHW AGU APD OLN ….. ASH CF POL CHMT AXLL MON GPRE WPZ=Bottom (Chemicals/Fertilizers)
ENER(108): 0.23% Top=GDP MWE RGP CIE DK RSPP ETE CXO ….. NFX CRK UPL WFT HAL CJES VNR DO=Bottom (Energy)
LEIS(29): -0.01% Top=BLMN SGMS CAKE MGM WEN EAT PNK WYNN ….. MCD SIX RCL LTM QUNR SEAS CCL OWW=Bottom (Leisure)
MANU(37): -0.08% Top=PLL DDD BWC PCP FLS RXN AME DE ….. MRC ETN JKS PH JOY ATI CFX GTLS=Bottom (Manufacturing)
COHW(47): -0.12% Top=NSR TMUS BRCD TDC MOBI NTAP OLED HRS ….. WDC SNDK TDS UBNT LVLT JDSU GOGO SWIR=Bottom (Computer Hardware/Telecom)
INSU(33): -0.13% Top=MMC ACE AON AXS FNF PGR AHL TMK ….. UNM MTG MET AGO MBI AIG HIG PRU=Bottom (Insurance)
HEAL(51): -0.14% Top=CNC HNT AET THOR MOH EW RMD WCG ….. HOLX MD XRAY ALGN SPNC ESRX DXCM MR=Bottom (Health)
DISV(43): -0.15% Top=WOOF AAN ATHN SCI ADT TYC CTAS ACM ….. ALLE FLT CAR TMH DV XRS HTZ ASGN=Bottom (Diversified Services)
FINA(72): -0.20% Top=BX FHN KKR EVR CBOE LAZ STT NDAQ ….. MTB HCBK C VOYA BAC OCN LM BLK=Bottom (Banks/Financials)
MATE(28): -0.22% Top=TPH MLM EXP CVA USG LEN RYN PWR ….. FLR MDC WY AWI OC DAR MTH MDR=Bottom (Materials & Construction)
REAL(65): -0.22% Top=RLGY KRG HCP TWO RHP CYS SKT EDR ….. NRF RLJ PCL CBG CUBE GLPI WAC EJ=Bottom (Real Estate)
TRAN(25): -0.31% Top=CNI JBHT XPO AAL ALK UAL JBLU UPS ….. SWFT CNW SAVE FDX EXPD GBX TRN GLNG=Bottom (Transportation)
META(23): -0.45% Top=SLCA RGLD SLW NEM AEM GG ABX AUY ….. STLD FCX CNX TCK BTU AKS X CLF=Bottom (Metals & Mining)
RETA(64): -0.47% Top=SIG CHS BBY SPLS DLTR ANN ORLY FIVE ….. WFM TUES RH JCP DANG ANF GES WSM=Bottom (Retail & Specialty Retail)
COSW(75): -0.59% Top=TWTR FEYE TRAK IACI BR GRPN MDAS INFA ….. PFPT DATA SNCR TRIP SFUN CSOD JD EPAM=Bottom (Computer Software/Internet)
CONS(57): -1.33% Top=CCK AVY ECL PBI TUP SKX OI GT ….. FOSL WWW LULU SHOO NUS IRBT RDEN RKT=Bottom (Consumer)

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 2:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:55 am

Market Stats at 11:55 am ET
by daytrend on 20140828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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
11.6% of stocks are above yesterday’s high.
35.1% are above yesterday’s midpoint. (64.9% are below.)
25.9% are below yesterday’s low.
62.5% are inside yesterday’s range.
19.2% of stocks with today’s high > yesterday’s high. (80.8% less than).
68.8% of stocks with today’s low < yesterday’s low. (31.2% greater than).

EVIDENCE OF INTRADAY TREND
62.1% of stocks are above today’s open. (36.2% are below).
34.9% of stocks are above today’s open and yesterday’s close.
34.6% are below both.
1.6% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
35.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
27.4% of stocks are in the top 10% of today’s range.
42.3% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN
38.8% of stocks are above yesterday’s close. (61.2% are below.)
0.1% are up 4.5% or more. 0.8% are down 4.5% or more.
0.1% are up 3.5% or more. 1.2% are down 3.5% or more.
82.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.5%…>=90:11.6%…>=80:18.5%…>=50:43.4%…<=20:22.6%…<=10:9.4%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:74.8%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:71.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.6% above previous 1 highs, 25.9% below previous 1 lows
8.5% above previous 2 highs, 19.5% below previous 2 lows
7.2% above previous 3 highs, 14.6% below previous 3 lows
7.0% above previous 4 highs, 10.3% below previous 4 lows
6.3% above previous 5 highs, 8.5% below previous 5 lows
6.0% above previous 6 highs, 6.5% below previous 6 lows
6.0% above previous 7 highs, 5.6% below previous 7 lows
5.9% above previous 8 highs, 4.4% below previous 8 lows
5.6% above previous 9 highs, 3.1% below previous 9 lows
5.4% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.8% are above or equal to 8/27 close (1 days ago), 61.2% are below.
38.1% are above or equal to 8/26 close (2 days ago), 61.9% are below.
48.6% are above or equal to 8/25 close (3 days ago), 51.4% are below.
57.5% are above or equal to 8/22 close (4 days ago), 42.5% are below.
54.7% are above or equal to 8/21 close (5 days ago), 45.3% are below.
60.0% are above or equal to 8/20 close (6 days ago), 40.0% are below.
62.6% are above or equal to 8/19 close (7 days ago), 37.4% are below.
71.1% are above or equal to 8/18 close (8 days ago), 28.9% are below.
83.5% are above or equal to 8/15 close (9 days ago), 16.5% are below.
80.0% are above or equal to 8/14 close (10 days ago), 20.0% are below.
81.2% are above or equal to 8/13 close (11 days ago), 18.8% are below.
84.8% are above or equal to 8/12 close (12 days ago), 15.2% are below.
81.7% are above or equal to 8/11 close (13 days ago), 18.3% are below.
83.4% are above or equal to 8/8 close (14 days ago), 16.6% are below.
88.4% are above or equal to 8/7 close (15 days ago), 11.6% are below.
85.7% are above or equal to 8/6 close (16 days ago), 14.3% are below.
84.0% are above or equal to 8/5 close (17 days ago), 16.0% are below.
78.6% are above or equal to 8/4 close (18 days ago), 21.4% are below.
83.4% are above or equal to 8/1 close (19 days ago), 16.6% are below.
80.5% are above or equal to 7/31 close (20 days ago), 19.5% are below.
63.9% are above or equal to 7/30 close (21 days ago), 36.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 2.6% new lows
21d: 6.5% new highs, 2.6% new lows
42d: 4.2% new highs, 1.7% new lows
63d: 3.7% new highs, 1.2% new lows
126d: 2.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.4% above, 63.6% below
3-day: 36.0% above, 64.0% below
4-day: 41.0% above, 59.0% below
5-day: 48.3% above, 51.7% below
8-day: 55.8% above, 44.2% below
10-day: 66.5% above, 33.5% below
20-day: 81.5% above, 18.5% below
50-day: 62.6% above, 37.4% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140828 11:55 am ET)
ELEC(52): 0.17% Top=TQNT SMTC RFMD TSL BRCM CSIQ INVN CODE ….. IDTI MU FSLR FSL TRMB SCTY GRMN GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 0.15% Top=RGP RSPP MWE DK CIE BBG EXH CXO ….. CJES HAL BAS RES WFT UPL DO VNR=Bottom (Energy)
CHEM(28): 0.02% Top=ALB EMN SHW FMC HUN RPM APD DD ….. MOS CHMT GPRE CF POT WPZ MON AXLL=Bottom (Chemicals/Fertilizers)
COHW(47): -0.12% Top=NSR MOBI TMUS TDC SSYS ARUN BRCD NTAP ….. WDC PLCM HPQ TDS INFN UBNT GOGO SWIR=Bottom (Computer Hardware/Telecom)
MANU(37): -0.14% Top=PLL DDD TEX RXN BWC PCP FLS AME ….. JKS AGCO ATI MRC PH GNRC JOY GTLS=Bottom (Manufacturing)
HEAL(51): -0.14% Top=CNC HNT AET RMD EW HUM MOH THOR ….. ALGN BAX HOLX ESRX XRAY SPNC MR DXCM=Bottom (Health)
LEIS(29): -0.15% Top=SGMS BLMN WEN CAKE YUM DNKN EAT MAR ….. PNRA PNK NDLS RCL LTM CCL OWW SEAS=Bottom (Leisure)
FINA(72): -0.18% Top=FHN CBOE BX KKR EVR ICE RJF LAZ ….. BAC HCBK VOYA FMER MTB LM OCN BLK=Bottom (Banks/Financials)
MATE(28): -0.18% Top=TPH MLM CVA USG EXP RYL LEN FAST ….. WM RSG PWR OC WY MTZ MTH MDR=Bottom (Materials & Construction)
DISV(43): -0.21% Top=WOOF MYGN AAN SCI ACM WTW ATHN KBR ….. DV TMH V CAR HTZ ALLE FLT ASGN=Bottom (Diversified Services)
INSU(33): -0.26% Top=AHL WSH MMC AXS ACE PGR AON CB ….. AGO LNC AIG GNW HIG PRU MBI FNF=Bottom (Insurance)
REAL(65): -0.30% Top=RLGY KRG HCP ACC EDR RHP ARCP PSA ….. HLSS MPW SHO CBG GLPI PCL WAC EJ=Bottom (Real Estate)
TRAN(25): -0.41% Top=XPO CNI AAL JBHT ALK UAL UPS KSU ….. UNP JBLU EXPD CNW FDX GBX TRN GLNG=Bottom (Transportation)
META(23): -0.45% Top=SLCA RGLD NEM GG SLW AEM CENX AUY ….. FCX STLD BTU TCK SCCO AKS X CLF=Bottom (Metals & Mining)
COSW(75): -0.46% Top=TWTR FEYE GRPN IACI BR ADSK TRAK INFA ….. SFUN JD TRIP PWRD CTSH DWRE SNCR EPAM=Bottom (Computer Software/Internet)
RETA(64): -0.74% Top=SIG CHS SPLS ORLY DLTR BBY LINTA TJX ….. PIR WFM JCP RH DANG ANF GES WSM=Bottom (Retail & Specialty Retail)
CONS(57): -1.42% Top=KATE ECL DECK JAH BLL CCK GPK AVY ….. COH SHOO WWW LULU NUS IRBT RDEN RKT=Bottom (Consumer)

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 11:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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