daytrend

06/17/2013

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

Closing Stats
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

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

COMPARED TO YESTERDAY’S RANGE
33.2% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
11.1% are below yesterday’s low.
55.7% are inside yesterday’s range.
63.8% of stocks with today’s high > yesterday’s high. (36.2% less than).
25.2% of stocks with today’s low < yesterday’s low. (74.8% greater than).

EVIDENCE OF INTRADAY TREND
50.9% of stocks are above today’s open. (47.8% are below).
50.2% of stocks are above today’s open and yesterday’s close.
22.7% are below both.
20.2% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
76.6% of stocks are above yesterday’s close. (23.4% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
4.0% are up 3.5% or more. 0.6% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:13.5%…>=80:29.9%…>=50:72.2%…<=20:6.3%…<=10:2.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:54.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.2% above previous 1 highs, 11.1% below previous 1 lows
31.3% above previous 2 highs, 3.0% below previous 2 lows
24.9% above previous 3 highs, 2.7% below previous 3 lows
22.2% above previous 4 highs, 2.2% below previous 4 lows
16.1% above previous 5 highs, 2.2% below previous 5 lows
15.1% above previous 6 highs, 2.1% below previous 6 lows
14.9% above previous 7 highs, 1.6% below previous 7 lows
14.1% above previous 8 highs, 1.6% below previous 8 lows
11.7% above previous 9 highs, 1.6% below previous 9 lows
10.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.6% are above or equal to 6/14 close (1 days ago), 23.4% are below.
56.5% are above or equal to 6/13 close (2 days ago), 43.5% are below.
85.2% are above or equal to 6/12 close (3 days ago), 14.8% are below.
70.0% are above or equal to 6/11 close (4 days ago), 30.0% are below.
44.0% are above or equal to 6/10 close (5 days ago), 56.0% are below.
44.4% are above or equal to 6/7 close (6 days ago), 55.6% are below.
62.2% are above or equal to 6/6 close (7 days ago), 37.8% are below.
72.4% are above or equal to 6/5 close (8 days ago), 27.6% are below.
57.7% are above or equal to 6/4 close (9 days ago), 42.3% are below.
48.8% are above or equal to 6/3 close (10 days ago), 51.2% are below.
49.9% are above or equal to 5/31 close (11 days ago), 50.1% are below.
35.5% are above or equal to 5/30 close (12 days ago), 64.5% are below.
42.7% are above or equal to 5/29 close (13 days ago), 57.3% are below.
35.9% are above or equal to 5/28 close (14 days ago), 64.1% are below.
42.2% are above or equal to 5/24 close (15 days ago), 57.8% are below.
41.0% are above or equal to 5/23 close (16 days ago), 59.0% are below.
39.9% are above or equal to 5/22 close (17 days ago), 60.1% are below.
28.7% are above or equal to 5/21 close (18 days ago), 71.3% are below.
29.8% are above or equal to 5/20 close (19 days ago), 70.2% are below.
32.7% are above or equal to 5/17 close (20 days ago), 67.3% are below.
39.9% are above or equal to 5/16 close (21 days ago), 60.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.0% new highs, 3.7% new lows
21d: 6.8% new highs, 3.5% new lows
42d: 6.0% new highs, 1.6% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 5.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.5% above, 24.5% below
3-day: 67.4% above, 32.6% below
4-day: 76.1% above, 23.9% below
5-day: 74.9% above, 25.1% below
8-day: 62.2% above, 37.8% below
10-day: 63.4% above, 36.6% below
20-day: 47.3% above, 52.7% below
50-day: 59.5% above, 40.5% below
200-day: 77.7% above, 22.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 1.65% Top=CRZO EXXI RRC UPL HP NBR PTEN FTI ….. MPC ETE PBF DK HFC IOC EVEP WNR=Bottom (Energy)
ELEC(51): 1.54% Top=CSIQ TSL APH SPRD GRMN MRVL CY AMAT ….. KLAC LRCX SWKS IPGP FCS INVN SCTY VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 1.22% Top=SPF PHM MTH TOL MDC FLR RYL WM ….. BZH CLH RSG FWLT RYN TTS MDR FAST=Bottom (Materials & Construction)
COSW(70): 1.21% Top=SFLY GWRE TRLA SINA YELP YNDX EA RAX ….. TIBX SYMC CTRX RHT LNKD TSS AWAY BIDU=Bottom (Computer Software/Internet)
INSU(38): 1.13% Top=MTG WSH PRU AXS UNM MET LNC GNW ….. VR AFL MBI ORI FNF AGO AIG CLGX=Bottom (Insurance)
FINA(76): 1.11% Top=LAZ WETF EVR ICE SEIC BX SCHW CME ….. CG WU ARCC EFX KKR AINV OCN ACAS=Bottom (Banks/Financials)
LEIS(27): 0.88% Top=BLMN PNK WYNN MPEL EXPE BKW BYD MGM ….. PENN EAT KKD DPZ MAR CCL WEN JACK=Bottom (Leisure)
RETA(69): 0.86% Top=NFLX FIVE DANG BIG SPLS DLTR BBY LL ….. SIG DSW PETM ROST HD TJX GME ARO=Bottom (Retail & Specialty Retail)
CONS(52): 0.85% Top=KS SCSS FBHS ECL EL HAR AVP IP ….. MAT CROX TWI COH DECK NWL GT LULU=Bottom (Consumer)
HEAL(43): 0.65% Top=PKI ALGN ZMH ESRX HUM AET BDX BSX ….. MR BCR CYH UHS HLS SIRO HCA THC=Bottom (Health)
DISV(43): 0.48% Top=Z HPY RHI PAYX JEC VRSK GA MA ….. ACTG RCII WOOF SBAC APOL VNTV URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.44% Top=FMC DD EMN PPG CHMT CYT ROC MOS ….. SHW GRA CF CE ASH MON HUN IPI=Bottom (Chemicals/Fertilizers)
MANU(37): 0.20% Top=ROP DDD HON MHK DRC ATI DHR PLL ….. MRC PCP PPO JOY PNR AME MTW TEX=Bottom (Manufacturing)
COHW(41): 0.08% Top=SNDK SSYS CSCO NTAP HPQ ARRS WDC ARUN ….. TDC SYNA FNSR WIN INFN FIO PLCM BRCD=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.04% Top=TDW SAVE EXPD UPS CHRW WAB AIRM GLNG ….. LUV UNP FDX CP ODFL ALK UAL SWFT=Bottom (Transportation)
REAL(80): -0.12% Top=RLGY CUBE BAM CWH SPG VTR RHP EXR ….. O CLNY CYS IVR HTS TWO NLY SBY=Bottom (Real Estate)
META(26): -0.15% Top=CCJ AEM SLW SLCA IAG NEM NUE KGC ….. CLF ABX RGLD SWC MCP X WLT ANR=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:25 pm ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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
27.2% of stocks are above yesterday’s high.
55.7% are above yesterday’s midpoint. (44.3% are below.)
14.3% are below yesterday’s low.
58.5% are inside yesterday’s range.
63.4% of stocks with today’s high > yesterday’s high. (36.6% less than).
25.1% of stocks with today’s low < yesterday’s low. (74.9% greater than).

EVIDENCE OF INTRADAY TREND
42.4% of stocks are above today’s open. (56.5% are below).
41.8% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
20.2% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% 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.
6.3% are in the top 20%.
27.1% are in the top half. 72.9% of stocks are in the bottom half of today’s range.
28.2% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN
71.1% of stocks are above yesterday’s close. (28.9% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
56.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.0%…>=90:11.8%…>=80:25.7%…>=50:66.1%…<=20:7.3%…<=10:2.6%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:50.7%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.2% above previous 1 highs, 14.3% below previous 1 lows
25.2% above previous 2 highs, 4.0% below previous 2 lows
20.0% above previous 3 highs, 3.5% below previous 3 lows
18.0% above previous 4 highs, 3.0% below previous 4 lows
13.0% above previous 5 highs, 3.0% below previous 5 lows
12.4% above previous 6 highs, 2.7% below previous 6 lows
12.2% above previous 7 highs, 1.8% below previous 7 lows
11.7% above previous 8 highs, 1.8% below previous 8 lows
9.9% above previous 9 highs, 1.8% below previous 9 lows
9.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.1% are above or equal to 6/14 close (1 days ago), 28.9% are below.
50.5% are above or equal to 6/13 close (2 days ago), 49.5% are below.
82.3% are above or equal to 6/12 close (3 days ago), 17.7% are below.
65.0% are above or equal to 6/11 close (4 days ago), 35.0% are below.
39.6% are above or equal to 6/10 close (5 days ago), 60.4% are below.
41.8% are above or equal to 6/7 close (6 days ago), 58.2% are below.
59.9% are above or equal to 6/6 close (7 days ago), 40.1% are below.
71.0% are above or equal to 6/5 close (8 days ago), 29.0% are below.
54.8% are above or equal to 6/4 close (9 days ago), 45.2% are below.
45.5% are above or equal to 6/3 close (10 days ago), 54.5% are below.
46.7% are above or equal to 5/31 close (11 days ago), 53.3% are below.
32.4% are above or equal to 5/30 close (12 days ago), 67.6% are below.
39.6% are above or equal to 5/29 close (13 days ago), 60.4% are below.
32.2% are above or equal to 5/28 close (14 days ago), 67.8% are below.
40.1% are above or equal to 5/24 close (15 days ago), 59.9% are below.
38.2% are above or equal to 5/23 close (16 days ago), 61.8% are below.
37.4% are above or equal to 5/22 close (17 days ago), 62.6% are below.
27.0% are above or equal to 5/21 close (18 days ago), 73.0% are below.
28.3% are above or equal to 5/20 close (19 days ago), 71.7% are below.
31.2% are above or equal to 5/17 close (20 days ago), 68.8% are below.
37.3% are above or equal to 5/16 close (21 days ago), 62.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.0% new highs, 3.5% new lows
21d: 6.8% new highs, 3.4% new lows
42d: 6.0% new highs, 1.6% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 5.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.0% above, 30.0% below
3-day: 59.1% above, 40.9% below
4-day: 71.2% above, 28.8% below
5-day: 68.7% above, 31.3% below
8-day: 57.2% above, 42.8% below
10-day: 59.0% above, 41.0% below
20-day: 42.0% above, 58.0% below
50-day: 57.0% above, 43.0% below
200-day: 77.4% above, 22.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.31% Top=CSIQ TSL APH SPRD GRMN CY MRVL AMAT ….. KLAC SWKS LRCX IPGP FCS SCTY INVN VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(89): 1.31% Top=CRZO EXXI RRC UPL NBR PXD FTI HP ….. MPC PBF IOC ETE HFC DK EVEP WNR=Bottom (Energy)
COSW(70): 1.00% Top=SFLY TRLA GWRE RAX SINA EA YELP YNDX ….. DNB CTRX SYMC TSS RHT LNKD AWAY BIDU=Bottom (Computer Software/Internet)
MATE(27): 0.98% Top=SPF WM TOL OC PHM CVA MTH MDC ….. BZH CLH LEN RSG RYN FWLT FAST MDR=Bottom (Materials & Construction)
FINA(76): 0.88% Top=LAZ ICE WETF EVR SEIC BX SCHW CME ….. CG WU KKR EFX FHN AINV ACAS OCN=Bottom (Banks/Financials)
INSU(38): 0.82% Top=WSH MTG PRU UNM AXS MET GNW LNC ….. L AFL ORI VR FNF MBI AIG CLGX=Bottom (Insurance)
LEIS(27): 0.70% Top=PNK BLMN BKW BYD MPEL WYNN EXPE LVS ….. MCD WEN EAT MAR KKD DPZ CCL JACK=Bottom (Leisure)
CONS(52): 0.56% Top=KS FBHS SCSS EL ECL HAR AVP RL ….. COH MAT CROX TWI DECK NWL GT LULU=Bottom (Consumer)
RETA(69): 0.54% Top=NFLX BIG FIVE SPLS DANG DLTR LL GNC ….. ASNA URBN PETM HD ROST TJX GME ARO=Bottom (Retail & Specialty Retail)
HEAL(43): 0.51% Top=PKI ALGN ZMH BDX ESRX AET XRAY HUM ….. MR BCR HLS CYH UHS SIRO HCA THC=Bottom (Health)
DISV(43): 0.27% Top=Z RHI PAYX HPY VRSK PCLN JEC BLOX ….. GEO ACTG RCII SBAC VNTV APOL URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.25% Top=FMC DD EMN PPG CHMT CYT ROC WPZ ….. SIAL DOW SHW CE ASH HUN MON IPI=Bottom (Chemicals/Fertilizers)
META(26): -0.00% Top=AEM CCJ IAG KGC SLW SLCA NEM GG ….. RGLD CNX CLF SWC MCP WLT X ANR=Bottom (Metals & Mining)
MANU(37): -0.01% Top=ROP MHK DDD HON ATI DHR DRC PLL ….. MRC PCP PPO JOY PNR AME MTW TEX=Bottom (Manufacturing)
COHW(41): -0.25% Top=SNDK SSYS CSCO NTAP HPQ ARRS WDC QCOM ….. TDC SYNA NIHD WIN INFN BRCD PLCM FIO=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.26% Top=TDW SAVE AIRM EXPD UPS CHRW WAB GLNG ….. CP ODFL UNP FDX KSU ALK UAL SWFT=Bottom (Transportation)
REAL(80): -0.38% Top=RLGY BAM CUBE CWH EXR RHP VTR DRE ….. O RWT CYS IVR HTS TWO NLY SBY=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:30 pm

Market Stats at 2:29 pm ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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

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

COMPARED TO YESTERDAY’S RANGE
29.5% of stocks are above yesterday’s high.
58.0% are above yesterday’s midpoint. (42.0% are below.)
14.8% are below yesterday’s low.
55.7% are inside yesterday’s range.
63.1% of stocks with today’s high > yesterday’s high. (36.9% less than).
22.0% of stocks with today’s low < yesterday’s low. (78.0% greater than).

EVIDENCE OF INTRADAY TREND
45.1% of stocks are above today’s open. (52.9% are below).
44.3% of stocks are above today’s open and yesterday’s close.
28.7% are below both.
20.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.1% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
30.5% are in the top half. 69.5% of stocks are in the bottom half of today’s range.
40.7% are in the bottom 20%.
28.8% are in the bottom 10%.

GAIN
70.5% of stocks are above yesterday’s close. (29.5% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.4% are up 3.5% or more. 0.7% are down 3.5% or more.
53.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.9%…>=90:12.6%…>=80:27.4%…>=50:67.2%…<=20:7.7%…<=10:2.8%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:52.4%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.5% above previous 1 highs, 14.8% below previous 1 lows
28.0% above previous 2 highs, 3.9% below previous 2 lows
22.0% above previous 3 highs, 3.9% below previous 3 lows
19.9% above previous 4 highs, 3.2% below previous 4 lows
14.2% above previous 5 highs, 3.2% below previous 5 lows
13.6% above previous 6 highs, 2.9% below previous 6 lows
13.2% above previous 7 highs, 2.1% below previous 7 lows
12.2% above previous 8 highs, 2.0% below previous 8 lows
9.8% above previous 9 highs, 2.0% below previous 9 lows
9.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.5% are above or equal to 6/14 close (1 days ago), 29.5% are below.
51.2% are above or equal to 6/13 close (2 days ago), 48.8% are below.
82.9% are above or equal to 6/12 close (3 days ago), 17.1% are below.
66.4% are above or equal to 6/11 close (4 days ago), 33.6% are below.
41.1% are above or equal to 6/10 close (5 days ago), 58.9% are below.
42.5% are above or equal to 6/7 close (6 days ago), 57.5% are below.
60.4% are above or equal to 6/6 close (7 days ago), 39.6% are below.
70.5% are above or equal to 6/5 close (8 days ago), 29.5% are below.
55.1% are above or equal to 6/4 close (9 days ago), 44.9% are below.
46.8% are above or equal to 6/3 close (10 days ago), 53.2% are below.
47.5% are above or equal to 5/31 close (11 days ago), 52.5% are below.
33.3% are above or equal to 5/30 close (12 days ago), 66.7% are below.
40.0% are above or equal to 5/29 close (13 days ago), 60.0% are below.
33.3% are above or equal to 5/28 close (14 days ago), 66.7% are below.
40.4% are above or equal to 5/24 close (15 days ago), 59.6% are below.
38.8% are above or equal to 5/23 close (16 days ago), 61.2% are below.
38.5% are above or equal to 5/22 close (17 days ago), 61.5% are below.
27.5% are above or equal to 5/21 close (18 days ago), 72.5% are below.
28.6% are above or equal to 5/20 close (19 days ago), 71.4% are below.
32.0% are above or equal to 5/17 close (20 days ago), 68.0% are below.
38.6% are above or equal to 5/16 close (21 days ago), 61.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 2.7% new lows
21d: 6.7% new highs, 2.7% new lows
42d: 6.0% new highs, 1.2% new lows
63d: 5.4% new highs, 1.0% new lows
126d: 5.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.2% above, 30.8% below
3-day: 60.3% above, 39.7% below
4-day: 71.9% above, 28.1% below
5-day: 70.0% above, 30.0% below
8-day: 58.1% above, 41.9% below
10-day: 59.7% above, 40.3% below
20-day: 43.5% above, 56.5% below
50-day: 57.6% above, 42.4% below
200-day: 77.2% above, 22.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.51% Top=CSIQ TSL APH SPRD GRMN CY MRVL FSL ….. SPWR SNPS LRCX IPGP FCS SCTY INVN VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): 1.32% Top=CRZO EXXI NBR PTEN RRC HP PXD ROSE ….. MPC VLO PBF IOC ETE HFC EVEP WNR=Bottom (Energy)
COSW(70): 1.15% Top=SFLY SINA GWRE RAX TRLA YNDX EA FIRE ….. TIBX TSS MDRX CSOD CTRX AWAY LNKD BIDU=Bottom (Computer Software/Internet)
MATE(27): 1.00% Top=SPF PHM WM OC MTH TOL CVA MDC ….. MAS PWR LEN RSG FWLT FAST MDR RYN=Bottom (Materials & Construction)
LEIS(27): 0.98% Top=BKW PNK BLMN MPEL BYD WYNN MGM EXPE ….. DRI WEN MAR EAT KKD DPZ CCL JACK=Bottom (Leisure)
INSU(38): 0.95% Top=MTG GNW PRU WSH AXS MET UNM LNC ….. AON AFL VR FNF ORI MBI AIG CLGX=Bottom (Insurance)
FINA(76): 0.79% Top=LAZ BX WETF SEIC SCHW ICE PSEC EVR ….. ARCC RF CG KKR AINV FHN OCN ACAS=Bottom (Banks/Financials)
CONS(52): 0.72% Top=KS SCSS FBHS EL ECL HAR RL AVP ….. MAT CROX DECK COH TWI GT NWL LULU=Bottom (Consumer)
RETA(69): 0.66% Top=NFLX LL SPLS DANG BIG FIVE CSTR DLTR ….. ROST HD PETM VSI DG TJX ARO GME=Bottom (Retail & Specialty Retail)
HEAL(43): 0.52% Top=ALGN ZMH PKI STJ WCG BSX VAR BDX ….. HLS VOLC BCR UHS SIRO CYH THC HCA=Bottom (Health)
DISV(43): 0.38% Top=Z HPY GA VRSK PAYX RHI JEC BLOX ….. SBAC RCII GEO APOL CAR VNTV URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.22% Top=DD EMN FMC PPG CHMT WPZ ROC CYT ….. SIAL APD DOW SHW CE HUN MON IPI=Bottom (Chemicals/Fertilizers)
MANU(37): 0.13% Top=MHK DDD ROP HON DHR ATI DRC PLL ….. ATU MRC PPO JOY PNR AME MTW TEX=Bottom (Manufacturing)
COHW(41): -0.10% Top=SNDK CSCO SSYS NTAP ARUN ARRS HPQ LVLT ….. FNSR SYNA WIN NIHD PLCM INFN BRCD FIO=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.19% Top=TDW AIRM SAVE EXPD WAB TRN CHRW UPS ….. DAL UNP CP CSX LUV ALK UAL SWFT=Bottom (Transportation)
REAL(80): -0.55% Top=BAM CUBE CWH RLGY EXR RHP MPW VTR ….. CBL CYS O HTS TWO IVR NLY SBY=Bottom (Real Estate)
META(26): -0.79% Top=CCJ AEM SLW STLD SCCO NUE AA NEM ….. CNX CLF SWC RGLD MCP X WLT ANR=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:29 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:59 pm

Market Stats at 1:58 pm ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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
44.1% of stocks are above yesterday’s high.
70.9% are above yesterday’s midpoint. (29.1% are below.)
8.0% are below yesterday’s low.
47.8% are inside yesterday’s range.
62.9% of stocks with today’s high > yesterday’s high. (37.1% less than).
17.4% of stocks with today’s low < yesterday’s low. (82.6% greater than).

EVIDENCE OF INTRADAY TREND
63.8% of stocks are above today’s open. (34.8% are below).
63.2% of stocks are above today’s open and yesterday’s close.
18.5% are below both.
20.2% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.7% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
60.1% are in the top half. 39.9% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN
80.9% of stocks are above yesterday’s close. (19.1% are below.)
2.3% are up 4.5% or more. 0.4% are down 4.5% or more.
4.0% are up 3.5% or more. 0.4% are down 3.5% or more.
42.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.2%…>=90:15.4%…>=80:35.7%…>=50:78.8%…<=20:5.6%…<=10:2.1%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:59.6%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.1% above previous 1 highs, 8.0% below previous 1 lows
41.1% above previous 2 highs, 2.4% below previous 2 lows
34.1% above previous 3 highs, 2.2% below previous 3 lows
30.7% above previous 4 highs, 2.0% below previous 4 lows
22.7% above previous 5 highs, 2.0% below previous 5 lows
21.2% above previous 6 highs, 1.7% below previous 6 lows
20.6% above previous 7 highs, 1.2% below previous 7 lows
19.6% above previous 8 highs, 1.2% below previous 8 lows
16.2% above previous 9 highs, 1.2% below previous 9 lows
15.1% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.9% are above or equal to 6/14 close (1 days ago), 19.1% are below.
63.9% are above or equal to 6/13 close (2 days ago), 36.1% are below.
87.8% are above or equal to 6/12 close (3 days ago), 12.2% are below.
75.2% are above or equal to 6/11 close (4 days ago), 24.8% are below.
50.0% are above or equal to 6/10 close (5 days ago), 50.0% are below.
49.4% are above or equal to 6/7 close (6 days ago), 50.6% are below.
65.6% are above or equal to 6/6 close (7 days ago), 34.4% are below.
74.9% are above or equal to 6/5 close (8 days ago), 25.1% are below.
60.6% are above or equal to 6/4 close (9 days ago), 39.4% are below.
52.2% are above or equal to 6/3 close (10 days ago), 47.8% are below.
52.6% are above or equal to 5/31 close (11 days ago), 47.4% are below.
39.0% are above or equal to 5/30 close (12 days ago), 61.0% are below.
45.4% are above or equal to 5/29 close (13 days ago), 54.6% are below.
39.3% are above or equal to 5/28 close (14 days ago), 60.7% are below.
44.8% are above or equal to 5/24 close (15 days ago), 55.2% are below.
43.4% are above or equal to 5/23 close (16 days ago), 56.6% are below.
43.4% are above or equal to 5/22 close (17 days ago), 56.6% are below.
30.9% are above or equal to 5/21 close (18 days ago), 69.1% are below.
31.5% are above or equal to 5/20 close (19 days ago), 68.5% are below.
34.0% are above or equal to 5/17 close (20 days ago), 66.0% are below.
42.2% are above or equal to 5/16 close (21 days ago), 57.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 2.1% new lows
21d: 6.7% new highs, 2.1% new lows
42d: 6.0% new highs, 1.0% new lows
63d: 5.4% new highs, 0.9% new lows
126d: 5.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.2% above, 19.8% below
3-day: 73.7% above, 26.3% below
4-day: 82.8% above, 17.2% below
5-day: 80.0% above, 20.0% below
8-day: 69.3% above, 30.7% below
10-day: 69.6% above, 30.4% below
20-day: 52.1% above, 47.9% below
50-day: 61.7% above, 38.3% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 1.93% Top=CRZO NBR EXXI PTEN PXD HP ROSE RRC ….. DK MPC IOC HFC ETE PBF WNR EVEP=Bottom (Energy)
ELEC(51): 1.89% Top=CSIQ TSL APH GRMN SPRD CY MXIM MRVL ….. CPHD LRCX SNPS IPGP FCS SCTY VECO INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 1.84% Top=SPF TOL PHM KBH MDC MTH BZH OC ….. PWR TTS CLH RSG MDR FWLT FAST RYN=Bottom (Materials & Construction)
COSW(70): 1.55% Top=SFLY RAX TRLA SINA EA GWRE FIRE YNDX ….. MCRS TSS SYMC MDRX CTRX AWAY LNKD BIDU=Bottom (Computer Software/Internet)
INSU(38): 1.47% Top=MTG RDN PRU GNW HIG UNM WSH LNC ….. AON FNF AFL ORI WRB VR AIG CLGX=Bottom (Insurance)
LEIS(27): 1.40% Top=BKW PNK BYD BLMN WYNN MPEL MGM LVS ….. DRI EAT WEN KKD DPZ MAR CCL JACK=Bottom (Leisure)
FINA(76): 1.35% Top=LAZ WETF BX SEIC PSEC ICE SCHW CME ….. ARCC CG WU FHN ACAS AINV OCN KKR=Bottom (Banks/Financials)
CONS(52): 1.21% Top=KS SCSS FBHS HAR EL ECL FNP RL ….. MWV BLL GT NWL COH TWI DECK LULU=Bottom (Consumer)
RETA(69): 1.08% Top=NFLX LL BIG DANG SPLS FIVE DLTR WFM ….. DG SWY ASNA PETM VSI TJX ARO GME=Bottom (Retail & Specialty Retail)
HEAL(43): 0.91% Top=ALGN ZMH AET BSX WCG UNH STJ VAR ….. HLS VOLC BCR UHS SIRO CYH THC HCA=Bottom (Health)
DISV(43): 0.82% Top=Z HPY VRSK PAYX RHI BLOX JEC GA ….. WOOF RCII GEO APOL SBAC VNTV URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.69% Top=DD PPG EMN FMC CHMT ROC CYT AGU ….. GRA SHW APD ALB CE HUN MON IPI=Bottom (Chemicals/Fertilizers)
MANU(37): 0.55% Top=MHK DDD ROP DRC HON DHR AGCO ATI ….. MRC JOY ATU PNR PPO AME MTW TEX=Bottom (Manufacturing)
COHW(41): 0.46% Top=SNDK SSYS CSCO NTAP ARUN HPQ ARRS LVLT ….. SYNA NIHD FNSR WIN PLCM INFN FIO BRCD=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.22% Top=TDW EXPD AIRM SAVE WAB UPS TRN CHRW ….. CP UNP LUV DAL ODFL ALK SWFT UAL=Bottom (Transportation)
REAL(80): 0.07% Top=BAM CUBE RLGY CWH EXR RHP MPW DRE ….. CBL O HTS CYS IVR PPS NLY SBY=Bottom (Real Estate)
META(26): -0.60% Top=STLD CCJ AEM NUE SLW CNX IAG SCCO ….. AUY PAAS SWC MCP RGLD X WLT ANR=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:58 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:21 am

Market Stats at 12:21 pm ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
37.6% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
6.5% are below yesterday’s low.
55.9% are inside yesterday’s range.
60.4% of stocks with today’s high > yesterday’s high. (39.6% less than).
14.9% of stocks with today’s low < yesterday’s low. (85.1% greater than).

EVIDENCE OF INTRADAY TREND
58.9% of stocks are above today’s open. (39.6% are below).
58.0% of stocks are above today’s open and yesterday’s close.
18.7% are below both.
20.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
24.8% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
21.6% are in the bottom 20%.
12.6% are in the bottom 10%.

GAIN
80.5% of stocks are above yesterday’s close. (19.5% are below.)
1.2% are up 4.5% or more. 0.4% are down 4.5% or more.
4.4% are up 3.5% or more. 0.4% are down 3.5% or more.
49.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.6%…>=90:14.5%…>=80:32.6%…>=50:76.8%…<=20:5.0%…<=10:2.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:57.4%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.6% above previous 1 highs, 6.5% below previous 1 lows
35.8% above previous 2 highs, 1.8% below previous 2 lows
29.8% above previous 3 highs, 1.7% below previous 3 lows
26.7% above previous 4 highs, 1.3% below previous 4 lows
18.8% above previous 5 highs, 1.3% below previous 5 lows
18.4% above previous 6 highs, 1.1% below previous 6 lows
18.2% above previous 7 highs, 1.0% below previous 7 lows
17.5% above previous 8 highs, 1.0% below previous 8 lows
13.9% above previous 9 highs, 1.0% below previous 9 lows
12.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.5% are above or equal to 6/14 close (1 days ago), 19.5% are below.
61.2% are above or equal to 6/13 close (2 days ago), 38.8% are below.
87.2% are above or equal to 6/12 close (3 days ago), 12.8% are below.
73.5% are above or equal to 6/11 close (4 days ago), 26.5% are below.
46.9% are above or equal to 6/10 close (5 days ago), 53.1% are below.
45.9% are above or equal to 6/7 close (6 days ago), 54.1% are below.
64.8% are above or equal to 6/6 close (7 days ago), 35.2% are below.
74.1% are above or equal to 6/5 close (8 days ago), 25.9% are below.
58.7% are above or equal to 6/4 close (9 days ago), 41.3% are below.
50.7% are above or equal to 6/3 close (10 days ago), 49.3% are below.
51.5% are above or equal to 5/31 close (11 days ago), 48.5% are below.
37.1% are above or equal to 5/30 close (12 days ago), 62.9% are below.
43.8% are above or equal to 5/29 close (13 days ago), 56.2% are below.
36.4% are above or equal to 5/28 close (14 days ago), 63.6% are below.
43.8% are above or equal to 5/24 close (15 days ago), 56.2% are below.
42.4% are above or equal to 5/23 close (16 days ago), 57.6% are below.
40.4% are above or equal to 5/22 close (17 days ago), 59.6% are below.
29.3% are above or equal to 5/21 close (18 days ago), 70.7% are below.
30.5% are above or equal to 5/20 close (19 days ago), 69.5% are below.
33.5% are above or equal to 5/17 close (20 days ago), 66.5% are below.
41.1% are above or equal to 5/16 close (21 days ago), 58.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.6% new highs, 1.8% new lows
21d: 6.5% new highs, 1.8% new lows
42d: 5.7% new highs, 1.0% new lows
63d: 5.3% new highs, 0.9% new lows
126d: 4.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.0% above, 21.0% below
3-day: 71.9% above, 28.1% below
4-day: 80.6% above, 19.4% below
5-day: 78.6% above, 21.4% below
8-day: 66.5% above, 33.5% below
10-day: 68.5% above, 31.5% below
20-day: 50.3% above, 49.7% below
50-day: 60.8% above, 39.2% below
200-day: 78.3% above, 21.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(27): 2.01% Top=SPF PHM TOL KBH BZH DHI MDC HOV ….. TTS MTZ RSG CLH FWLT MDR FAST RYN=Bottom (Materials & Construction)
ELEC(51): 1.84% Top=CSIQ TSL GRMN APH SPRD SPWR AMAT CY ….. LRCX SWKS TQNT FCS SNPS VECO INVN SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): 1.56% Top=CRZO EXXI PTEN HP NBR ROSE HK PXD ….. MPC KMR ETE PBF IOC HFC WNR EVEP=Bottom (Energy)
LEIS(27): 1.49% Top=BLMN PNK BKW BYD WYNN MPEL MGM LVS ….. DNKN DRI MAR EAT WEN DPZ CCL JACK=Bottom (Leisure)
COSW(70): 1.40% Top=SINA TRLA EA RAX ANGI GWRE SFLY YNDX ….. TSS CSOD SYMC LNKD IRM MDRX AWAY BIDU=Bottom (Computer Software/Internet)
INSU(38): 1.25% Top=MTG RDN MBI PRU GNW LNC AGO MET ….. ACGL RNR AFL VR ORI WRB AIG CLGX=Bottom (Insurance)
FINA(76): 1.24% Top=LAZ SEIC BX ICE WETF PSEC EVR BLK ….. SLM PHH KKR ZION FHN WU AINV ACAS=Bottom (Banks/Financials)
CONS(52): 0.99% Top=KS FBHS EL HAR AVP SCSS ECL IP ….. MAT CROX FL BLL PAY COH DECK LULU=Bottom (Consumer)
RETA(69): 0.95% Top=NFLX BIG DANG SPLS LL FIVE DLTR CSTR ….. ROST PETM AN VSI SWY TJX GME ARO=Bottom (Retail & Specialty Retail)
HEAL(43): 0.92% Top=ZMH ALGN BSX WCG AET VAR BDX COO ….. BCR UHS VOLC CFN CYH SIRO THC HCA=Bottom (Health)
DISV(43): 0.74% Top=Z HPY GA JEC RBA BLOX VRSK PAYX ….. RRD SBAC VNTV WOOF GEO RCII URI MYGN=Bottom (Diversified Services)
CHEM(25): 0.51% Top=DD CHMT EMN PPG ROC CYT FMC MOS ….. ALB CF APD SHW CE MON HUN IPI=Bottom (Chemicals/Fertilizers)
COHW(41): 0.51% Top=SNDK ARUN CSCO NTAP SSYS HPQ WDC ARRS ….. TDC SYNA WIN NIHD INFN PLCM FIO BRCD=Bottom (Computer Hardware/Telecom)
MANU(37): 0.44% Top=MHK DDD ROP AOS DRC HON PLL ATI ….. GNRC PNR ATU PPO MRC AME MTW TEX=Bottom (Manufacturing)
TRAN(26): 0.13% Top=TDW EXPD SAVE AIRM CNW CHRW UPS WAB ….. ODFL CSX CP LUV DAL SWFT ALK UAL=Bottom (Transportation)
REAL(80): -0.02% Top=BAM CUBE CWH EXR RLGY RHP BEE DLR ….. HTS CBL O CYS PMT PPS NLY SBY=Bottom (Real Estate)
META(26): -0.64% Top=STLD NEM AEM CCJ NUE SLW GG SCCO ….. SLCA RGLD CLF X SWC MCP ANR WLT=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:21 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 11:40 am ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
37.4% of stocks are above yesterday’s high.
70.6% are above yesterday’s midpoint. (29.4% are below.)
5.9% are below yesterday’s low.
56.8% are inside yesterday’s range.
59.8% of stocks with today’s high > yesterday’s high. (40.2% less than).
13.8% of stocks with today’s low < yesterday’s low. (86.2% greater than).

EVIDENCE OF INTRADAY TREND
59.2% of stocks are above today’s open. (39.8% are below).
58.1% of stocks are above today’s open and yesterday’s close.
16.6% are below both.
20.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.3% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
54.2% are in the top half. 45.8% of stocks are in the bottom half of today’s range.
20.0% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN
82.2% of stocks are above yesterday’s close. (17.8% are below.)
1.3% are up 4.5% or more. 0.4% are down 4.5% or more.
3.7% are up 3.5% or more. 0.6% are down 3.5% or more.
49.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.5%…>=90:14.4%…>=80:33.7%…>=50:78.0%…<=20:4.9%…<=10:2.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:57.9%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.4% above previous 1 highs, 5.9% below previous 1 lows
35.2% above previous 2 highs, 1.8% below previous 2 lows
28.4% above previous 3 highs, 1.8% below previous 3 lows
25.2% above previous 4 highs, 1.3% below previous 4 lows
18.9% above previous 5 highs, 1.3% below previous 5 lows
17.9% above previous 6 highs, 1.2% below previous 6 lows
17.7% above previous 7 highs, 1.1% below previous 7 lows
17.0% above previous 8 highs, 1.1% below previous 8 lows
13.2% above previous 9 highs, 1.1% below previous 9 lows
12.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.2% are above or equal to 6/14 close (1 days ago), 17.8% are below.
62.1% are above or equal to 6/13 close (2 days ago), 37.9% are below.
88.3% are above or equal to 6/12 close (3 days ago), 11.7% are below.
74.1% are above or equal to 6/11 close (4 days ago), 25.9% are below.
46.6% are above or equal to 6/10 close (5 days ago), 53.4% are below.
47.0% are above or equal to 6/7 close (6 days ago), 53.0% are below.
65.2% are above or equal to 6/6 close (7 days ago), 34.8% are below.
74.8% are above or equal to 6/5 close (8 days ago), 25.2% are below.
60.0% are above or equal to 6/4 close (9 days ago), 40.0% are below.
51.3% are above or equal to 6/3 close (10 days ago), 48.7% are below.
52.5% are above or equal to 5/31 close (11 days ago), 47.5% are below.
37.1% are above or equal to 5/30 close (12 days ago), 62.9% are below.
43.3% are above or equal to 5/29 close (13 days ago), 56.7% are below.
36.9% are above or equal to 5/28 close (14 days ago), 63.1% are below.
43.3% are above or equal to 5/24 close (15 days ago), 56.7% are below.
43.1% are above or equal to 5/23 close (16 days ago), 56.9% are below.
40.4% are above or equal to 5/22 close (17 days ago), 59.6% are below.
28.8% are above or equal to 5/21 close (18 days ago), 71.2% are below.
30.2% are above or equal to 5/20 close (19 days ago), 69.8% are below.
33.0% are above or equal to 5/17 close (20 days ago), 67.0% are below.
41.3% are above or equal to 5/16 close (21 days ago), 58.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.5% new highs, 1.6% new lows
21d: 6.3% new highs, 1.6% new lows
42d: 5.7% new highs, 1.0% new lows
63d: 5.3% new highs, 0.9% new lows
126d: 4.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.4% above, 18.6% below
3-day: 72.5% above, 27.5% below
4-day: 82.5% above, 17.5% below
5-day: 80.1% above, 19.9% below
8-day: 67.6% above, 32.4% below
10-day: 69.0% above, 31.0% below
20-day: 49.9% above, 50.1% below
50-day: 60.3% above, 39.7% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(27): 1.88% Top=SPF PHM TOL KBH BZH HOV FLR MTH ….. TTS RSG MTZ CLH MDR FAST RYN FWLT=Bottom (Materials & Construction)
ELEC(51): 1.83% Top=CSIQ TSL APH GRMN SPRD AMAT SPWR OVTI ….. IPGP SWKS TQNT SNPS SCTY VECO FCS INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27): 1.48% Top=PNK BLMN WYNN BYD MPEL BKW MGM LVS ….. CAKE DPZ CCL DRI MAR EAT WEN JACK=Bottom (Leisure)
ENER(88): 1.47% Top=CRZO HP EXXI NBR PTEN HK ROSE PXD ….. KMR OKS ETE PBF HFC WNR IOC EVEP=Bottom (Energy)
COSW(70): 1.33% Top=SINA RAX TRLA ANGI EA YNDX GWRE SFLY ….. RHT TSS WDAY MDRX MCRS IRM AWAY BIDU=Bottom (Computer Software/Internet)
FINA(76): 1.30% Top=LAZ WETF BX SEIC ICE LM PSEC BLK ….. PHH FRC SLM WU AINV ZION ACAS FHN=Bottom (Banks/Financials)
INSU(38): 1.26% Top=MTG MBI RDN LNC GNW HIG PRU AGO ….. PRE ORI WRB AFL RNR VR AIG CLGX=Bottom (Insurance)
CONS(52): 0.99% Top=KS FBHS EL HAR FOSL SCSS IP ENR ….. GT BLL FL CROX DECK TWI PAY LULU=Bottom (Consumer)
RETA(69): 0.93% Top=NFLX DANG CSTR LL EBAY DLTR BIG SPLS ….. ASNA AN DSW SWY PETM TJX GME ARO=Bottom (Retail & Specialty Retail)
HEAL(43): 0.88% Top=ZMH ALGN BSX VAR BDX WCG STJ HMA ….. HLS CYH BCR UHS HNT SIRO THC HCA=Bottom (Health)
DISV(43): 0.80% Top=Z BLOX HPY JEC RBA MA PAYX VRSK ….. SBAC GEO WOOF RCII VNTV APOL URI MYGN=Bottom (Diversified Services)
COHW(41): 0.55% Top=SNDK ARUN CSCO SSYS NTAP HPQ ARRS WDC ….. TDC SYNA NIHD WIN FIO INFN BRCD PLCM=Bottom (Computer Hardware/Telecom)
CHEM(25): 0.49% Top=DD CHMT EMN PPG CYT ROC AXLL AGU ….. CE APD WPZ CF MON HUN SHW IPI=Bottom (Chemicals/Fertilizers)
MANU(37): 0.28% Top=MHK DDD ROP DHR DRC HON AOS ATI ….. ATU PPO JOY MRC AME PNR MTW TEX=Bottom (Manufacturing)
TRAN(26): 0.25% Top=TDW EXPD SAVE AIRM CNW CHRW WAB UPS ….. LUV SWFT CSX CP ODFL ALK DAL UAL=Bottom (Transportation)
REAL(80): 0.13% Top=BAM CUBE RLGY EXR CWH RHP MPW VTR ….. HTS O CBL PMT PPS CYS NLY SBY=Bottom (Real Estate)
META(26): -0.58% Top=KGC NEM STLD CCJ SLW GG AEM SCCO ….. RGLD SWC X BTU CLF MCP WLT ANR=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:40 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:13 am

Market Stats at 10:13 am ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
37.2% of stocks are above yesterday’s high.
74.7% are above yesterday’s midpoint. (25.3% are below.)
4.0% are below yesterday’s low.
58.7% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
9.5% of stocks with today’s low < yesterday’s low. (90.5% greater than).

EVIDENCE OF INTRADAY TREND
64.1% of stocks are above today’s open. (34.7% are below).
63.4% of stocks are above today’s open and yesterday’s close.
9.9% are below both.
20.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.6% of stocks are in the top 10% of today’s range.
34.7% are in the top 20%.
61.3% are in the top half. 38.7% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN
89.3% of stocks are above yesterday’s close. (10.7% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
2.4% are up 3.5% or more. 0.1% are down 3.5% or more.
50.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.5%…>=90:15.9%…>=80:35.8%…>=50:83.3%…<=20:3.9%…<=10:1.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:59.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.2% above previous 1 highs, 4.0% below previous 1 lows
34.7% above previous 2 highs, 0.6% below previous 2 lows
27.8% above previous 3 highs, 0.6% below previous 3 lows
25.3% above previous 4 highs, 0.6% below previous 4 lows
18.1% above previous 5 highs, 0.6% below previous 5 lows
16.8% above previous 6 highs, 0.6% below previous 6 lows
16.6% above previous 7 highs, 0.5% below previous 7 lows
15.8% above previous 8 highs, 0.5% below previous 8 lows
13.2% above previous 9 highs, 0.5% below previous 9 lows
12.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
89.3% are above or equal to 6/14 close (1 days ago), 10.7% are below.
64.2% are above or equal to 6/13 close (2 days ago), 35.8% are below.
88.5% are above or equal to 6/12 close (3 days ago), 11.5% are below.
75.9% are above or equal to 6/11 close (4 days ago), 24.1% are below.
49.0% are above or equal to 6/10 close (5 days ago), 51.0% are below.
49.9% are above or equal to 6/7 close (6 days ago), 50.1% are below.
67.8% are above or equal to 6/6 close (7 days ago), 32.2% are below.
75.6% are above or equal to 6/5 close (8 days ago), 24.4% are below.
60.8% are above or equal to 6/4 close (9 days ago), 39.2% are below.
52.9% are above or equal to 6/3 close (10 days ago), 47.1% are below.
53.1% are above or equal to 5/31 close (11 days ago), 46.9% are below.
38.1% are above or equal to 5/30 close (12 days ago), 61.9% are below.
44.1% are above or equal to 5/29 close (13 days ago), 55.9% are below.
38.2% are above or equal to 5/28 close (14 days ago), 61.8% are below.
44.1% are above or equal to 5/24 close (15 days ago), 55.9% are below.
42.5% are above or equal to 5/23 close (16 days ago), 57.5% are below.
41.0% are above or equal to 5/22 close (17 days ago), 59.0% are below.
29.2% are above or equal to 5/21 close (18 days ago), 70.8% are below.
30.8% are above or equal to 5/20 close (19 days ago), 69.2% are below.
33.6% are above or equal to 5/17 close (20 days ago), 66.4% are below.
41.4% are above or equal to 5/16 close (21 days ago), 58.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.7% new highs, 1.0% new lows
21d: 5.6% new highs, 1.0% new lows
42d: 5.0% new highs, 0.7% new lows
63d: 4.6% new highs, 0.6% new lows
126d: 4.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 88.4% above, 11.6% below
3-day: 77.8% above, 22.2% below
4-day: 85.5% above, 14.5% below
5-day: 82.9% above, 17.1% below
8-day: 69.0% above, 31.0% below
10-day: 70.2% above, 29.8% below
20-day: 50.2% above, 49.8% below
50-day: 61.4% above, 38.6% below
200-day: 79.0% above, 21.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(27): 1.94% Top=SPF KBH TOL MDC PHM BZH DHI HOV ….. CVA MDR RSG MTZ FWLT CLH FAST RYN=Bottom (Materials & Construction)
ELEC(51): 1.92% Top=CSIQ TSL FSLR SPWR CY AMAT APH MRVL ….. CPHD TRMB SPRD SNPS SCTY IPGP VECO INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(27): 1.66% Top=PNK BKW BYD BLMN MPEL WYNN MGM YUM ….. PENN EXPE MAR WEN JACK WYN DPZ CCL=Bottom (Leisure)
ENER(88): 1.48% Top=HK CRZO PXD UPL ROSE EXXI HP KOG ….. IOC TSO VLO HFC RIG WNR EVEP PBF=Bottom (Energy)
INSU(38): 1.35% Top=MTG RDN GNW HIG PRU LNC CNO UNM ….. ORI RNR WRB AFL ACE VR CLGX AIG=Bottom (Insurance)
FINA(76): 1.27% Top=LM BX WETF LAZ IVZ CIT ICE EV ….. RF EWBC NYCB FRC SLM CG WU FHN=Bottom (Banks/Financials)
RETA(69): 1.20% Top=NFLX DANG SPLS BIG DLTR LL FIVE SHLD ….. VSI KORS GME ASNA URBN PETM TJX SWY=Bottom (Retail & Specialty Retail)
COSW(70): 1.15% Top=YNDX ANGI SINA EA AOL RAX TTWO FB ….. VMW EQIX RHT LNKD MDRX MCRS IRM BIDU=Bottom (Computer Software/Internet)
CONS(52): 1.08% Top=KS HAR FBHS SCSS IP FOSL HAS WHR ….. ZQK MWV BLL CCK PAY CROX LULU TWI=Bottom (Consumer)
HEAL(43): 0.90% Top=ALGN ZMH RMD BDX BSX BKD A AET ….. MR HNT HLS THOR CYH SIRO THC HCA=Bottom (Health)
DISV(43): 0.90% Top=Z BLOX RBA JEC PAYX HPY RHI FISV ….. CAR ACTG WOOF TYC GEO RCII MYGN URI=Bottom (Diversified Services)
COHW(41): 0.81% Top=SNDK CSCO SSYS HPQ NTAP TMUS LVLT XLS ….. TDC RVBD SYNA FIO PLCM NIHD BRCD INFN=Bottom (Computer Hardware/Telecom)
CHEM(25): 0.64% Top=DD ROC EMN CHMT CYT DOW PX PPG ….. SHW MOS FMC APD AXLL CF MON IPI=Bottom (Chemicals/Fertilizers)
REAL(80): 0.40% Top=CUBE EXR BAM MPW PSA WAC HST VTR ….. HTS IVR MTGE O NCT NLY CYS SBY=Bottom (Real Estate)
MANU(37): 0.36% Top=MHK DDD PLL AOS DRC ROP SWK DHR ….. CAT PPO AME DE MRC JOY MTW TEX=Bottom (Manufacturing)
TRAN(26): 0.30% Top=TDW EXPD CHRW SAVE TRN GLNG JBLU AIRM ….. GWR CNI LUV CP UAL ODFL DAL CSX=Bottom (Transportation)
META(26): -0.06% Top=KGC STLD CCJ CNX SCCO NUE FCX SWC ….. AUY EGO WLT IAG CLF ABX RGLD ANR=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:13 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:52 am ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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

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

COMPARED TO YESTERDAY’S RANGE
34.1% of stocks are above yesterday’s high.
76.8% are above yesterday’s midpoint. (23.2% are below.)
1.6% are below yesterday’s low.
64.3% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
6.3% of stocks with today’s low < yesterday’s low. (93.7% greater than).

EVIDENCE OF INTRADAY TREND
65.6% of stocks are above today’s open. (32.2% are below).
64.6% of stocks are above today’s open and yesterday’s close.
5.9% are below both.
20.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.3% of stocks are in the top 10% of today’s range.
28.0% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
93.2% of stocks are above yesterday’s close. (6.8% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.1% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:14.3%…>=80:34.1%…>=50:85.8%…<=20:3.1%…<=10:1.2%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:57.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.1% above previous 1 highs, 1.6% below previous 1 lows
31.6% above previous 2 highs, 0.2% below previous 2 lows
24.3% above previous 3 highs, 0.2% below previous 3 lows
21.9% above previous 4 highs, 0.2% below previous 4 lows
14.9% above previous 5 highs, 0.2% below previous 5 lows
13.3% above previous 6 highs, 0.2% below previous 6 lows
13.2% above previous 7 highs, 0.1% below previous 7 lows
12.1% above previous 8 highs, 0.1% below previous 8 lows
9.6% above previous 9 highs, 0.1% below previous 9 lows
9.2% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.2% are above or equal to 6/14 close (1 days ago), 6.8% are below.
64.2% are above or equal to 6/13 close (2 days ago), 35.8% are below.
89.9% are above or equal to 6/12 close (3 days ago), 10.1% are below.
75.9% are above or equal to 6/11 close (4 days ago), 24.1% are below.
49.0% are above or equal to 6/10 close (5 days ago), 51.0% are below.
49.9% are above or equal to 6/7 close (6 days ago), 50.1% are below.
66.4% are above or equal to 6/6 close (7 days ago), 33.6% are below.
75.9% are above or equal to 6/5 close (8 days ago), 24.1% are below.
60.0% are above or equal to 6/4 close (9 days ago), 40.0% are below.
51.6% are above or equal to 6/3 close (10 days ago), 48.4% are below.
52.6% are above or equal to 5/31 close (11 days ago), 47.4% are below.
36.3% are above or equal to 5/30 close (12 days ago), 63.7% are below.
43.3% are above or equal to 5/29 close (13 days ago), 56.7% are below.
37.2% are above or equal to 5/28 close (14 days ago), 62.8% are below.
43.5% are above or equal to 5/24 close (15 days ago), 56.5% are below.
41.0% are above or equal to 5/23 close (16 days ago), 59.0% are below.
39.8% are above or equal to 5/22 close (17 days ago), 60.2% are below.
29.1% are above or equal to 5/21 close (18 days ago), 70.9% are below.
30.2% are above or equal to 5/20 close (19 days ago), 69.8% are below.
33.2% are above or equal to 5/17 close (20 days ago), 66.8% are below.
41.1% are above or equal to 5/16 close (21 days ago), 58.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.4% new highs, 0.4% new lows
21d: 4.2% new highs, 0.4% new lows
42d: 3.4% new highs, 0.2% new lows
63d: 3.1% new highs, 0.1% new lows
126d: 2.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.8% above, 7.2% below
3-day: 79.7% above, 20.3% below
4-day: 87.3% above, 12.7% below
5-day: 84.1% above, 15.9% below
8-day: 70.7% above, 29.3% below
10-day: 70.0% above, 30.0% below
20-day: 47.7% above, 52.3% below
50-day: 60.2% above, 39.8% below
200-day: 79.2% above, 20.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.64% Top=CSIQ TSL SPWR FSLR AMAT MRVL APH FSL ….. ATML TXN CPHD SNPS INVN SPRD VECO SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): 1.43% Top=CRZO UPL PXD CRK HK ROSE SWN NBR ….. ETP KMP MPC TSO MWE WNR EVEP PBF=Bottom (Energy)
LEIS(27): 1.35% Top=PNK BYD BKW BLMN MPEL WYNN EXPE BYI ….. MGM DNKN HOT WEN DPZ MAR JACK WYN=Bottom (Leisure)
FINA(76): 1.35% Top=BX LAZ LM CIT APO EVR PSEC IVZ ….. FHN FRC EWBC NYCB ZION WU SLM CG=Bottom (Banks/Financials)
INSU(38): 1.13% Top=MTG PRU HIG LNC UNM RDN GNW TRV ….. WSH PRE RNR AFL VR ACE CLGX AIG=Bottom (Insurance)
RETA(69): 1.08% Top=NFLX BIG SPLS DLTR DANG SHLD FIVE KSS ….. MW DSW ASNA URBN SWY GME PETM TJX=Bottom (Retail & Specialty Retail)
MATE(27): 1.02% Top=SPF PWR FLR WM HOV OC BZH LEN ….. MAS PHM TTS TOL CVA MTH RYN CLH=Bottom (Materials & Construction)
CONS(52): 0.91% Top=KS HAR DECK IP RL ECL OI HAS ….. CCK ZQK CROX CRI PAY MWV LULU TWI=Bottom (Consumer)
HEAL(43): 0.86% Top=ALGN ESRX ZMH DVA RMD BDX AET LH ….. PRXL EW THOR MR HMA SIRO HCA THC=Bottom (Health)
COSW(70): 0.85% Top=SFLY YNDX RAX ANGI SINA NTES EA IGT ….. FTNT MDRX INTU LNKD GRPN IRM MCRS BIDU=Bottom (Computer Software/Internet)
REAL(80): 0.81% Top=CUBE EXR DFT PSA BAM MPW VTR CWH ….. BRE BPO ACC KIM NCT NLY CYS SBY=Bottom (Real Estate)
CHEM(25): 0.75% Top=EMN DD CHMT DOW CYT HUN GRA ROC ….. CF SIAL APD SHW WPZ MON AXLL IPI=Bottom (Chemicals/Fertilizers)
COHW(41): 0.74% Top=SNDK CSCO SSYS NTAP HPQ ARRS JDSU XLS ….. CCI RVBD JNPR TDC BRCD FIO SYNA INFN=Bottom (Computer Hardware/Telecom)
META(26): 0.74% Top=WLT KGC SWC CCJ STLD FCX SCCO CNX ….. GG SLW PAAS EGO AEM AUY RGLD ANR=Bottom (Metals & Mining)
DISV(43): 0.73% Top=RBA HPY BLOX HRB APOL PAYX V FLT ….. RRD TYC KBR ULTA SBAC GEO RCII URI=Bottom (Diversified Services)
TRAN(26): 0.50% Top=GLNG TDW EXPD JBLU CNW CHRW TRN AIRM ….. DAL GWR ODFL CNI ALK CP CSX UAL=Bottom (Transportation)
MANU(37): 0.14% Top=DDD MHK PLL DRC DHR ATI ROP HON ….. AME CAT PNR DE MRC JOY MTW TEX=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:52 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:38 am ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
24.4% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
2.0% are below yesterday’s low.
73.6% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
4.6% of stocks with today’s low < yesterday’s low. (95.4% greater than).

EVIDENCE OF INTRADAY TREND
57.8% of stocks are above today’s open. (39.7% are below).
57.0% of stocks are above today’s open and yesterday’s close.
5.0% are below both.
20.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.0% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
23.0% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN
94.1% of stocks are above yesterday’s close. (5.9% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
0.7% are up 3.5% or more. 0.1% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.8%…>=90:12.1%…>=80:30.4%…>=50:84.5%…<=20:2.3%…<=10:0.7%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:54.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.4% above previous 1 highs, 2.0% below previous 1 lows
22.3% above previous 2 highs, 0.5% below previous 2 lows
17.2% above previous 3 highs, 0.5% below previous 3 lows
15.5% above previous 4 highs, 0.5% below previous 4 lows
10.4% above previous 5 highs, 0.5% below previous 5 lows
9.4% above previous 6 highs, 0.5% below previous 6 lows
9.0% above previous 7 highs, 0.2% below previous 7 lows
8.5% above previous 8 highs, 0.2% below previous 8 lows
7.0% above previous 9 highs, 0.2% below previous 9 lows
6.8% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
94.1% are above or equal to 6/14 close (1 days ago), 5.9% are below.
59.0% are above or equal to 6/13 close (2 days ago), 41.0% are below.
88.3% are above or equal to 6/12 close (3 days ago), 11.7% are below.
72.0% are above or equal to 6/11 close (4 days ago), 28.0% are below.
46.3% are above or equal to 6/10 close (5 days ago), 53.7% are below.
46.6% are above or equal to 6/7 close (6 days ago), 53.4% are below.
64.2% are above or equal to 6/6 close (7 days ago), 35.8% are below.
74.1% are above or equal to 6/5 close (8 days ago), 25.9% are below.
58.6% are above or equal to 6/4 close (9 days ago), 41.4% are below.
49.6% are above or equal to 6/3 close (10 days ago), 50.4% are below.
50.4% are above or equal to 5/31 close (11 days ago), 49.6% are below.
33.8% are above or equal to 5/30 close (12 days ago), 66.2% are below.
40.8% are above or equal to 5/29 close (13 days ago), 59.2% are below.
35.3% are above or equal to 5/28 close (14 days ago), 64.7% are below.
41.9% are above or equal to 5/24 close (15 days ago), 58.1% are below.
39.4% are above or equal to 5/23 close (16 days ago), 60.6% are below.
38.1% are above or equal to 5/22 close (17 days ago), 61.9% are below.
27.6% are above or equal to 5/21 close (18 days ago), 72.4% are below.
29.8% are above or equal to 5/20 close (19 days ago), 70.2% are below.
32.5% are above or equal to 5/17 close (20 days ago), 67.5% are below.
40.0% are above or equal to 5/16 close (21 days ago), 60.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.4% new highs, 0.2% new lows
21d: 3.2% new highs, 0.2% new lows
42d: 3.1% new highs, 0.2% new lows
63d: 2.8% new highs, 0.1% new lows
126d: 2.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 93.8% above, 6.2% below
3-day: 78.8% above, 21.2% below
4-day: 85.8% above, 14.2% below
5-day: 81.9% above, 18.1% below
8-day: 66.9% above, 33.1% below
10-day: 67.2% above, 32.8% below
20-day: 44.3% above, 55.7% below
50-day: 59.1% above, 40.9% below
200-day: 78.9% above, 21.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(88): 1.26% Top=CRZO PXD CRK ROSE UPL COG NFX BBG ….. OKS MWE EVEP PBF TSO MPC DK WNR=Bottom (Energy)
ELEC(51): 1.15% Top=CSIQ TSL FSLR SPWR MRVL CY ALTR OVTI ….. TQNT DLB SWKS IPGP ATML SMTC SNPS INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): 1.05% Top=NFLX BIG DLTR DANG SPLS FIVE KAR KMX ….. WMT AAP MW WAG PETM GME ASNA TJX=Bottom (Retail & Specialty Retail)
META(26): 1.00% Top=WLT KGC CCJ SLCA BTU CNX NUE STLD ….. SCCO ANR GG X EGO SLW AUY RGLD=Bottom (Metals & Mining)
FINA(76): 1.00% Top=LAZ BX CIT FMER APO PSEC JNS MS ….. FSC FRC WU CG EWBC NYCB ACAS FHN=Bottom (Banks/Financials)
LEIS(27): 0.90% Top=PNK BLMN BKW BYD MPEL DPZ DRI RCL ….. CAKE MAR HOT PENN BYI CCL WYN DNKN=Bottom (Leisure)
CONS(52): 0.87% Top=KS HAR TPX OI DECK FBHS RKT PVH ….. CRI MAT PBI GT AVY TWI LULU MWV=Bottom (Consumer)
MATE(27): 0.83% Top=SPF HOV MDR PWR OC BZH KBH PHM ….. MDC CLH TOL RSG MAS TTS MTH MTZ=Bottom (Materials & Construction)
INSU(38): 0.78% Top=MTG PRU HIG RDN FNF MET TRV AON ….. PGR ACE AFL MMC PRE VR CINF AIG=Bottom (Insurance)
HEAL(43): 0.77% Top=ALGN ZMH UNH ESRX AET A STJ SYK ….. TMO MR DGX THOR HMA SIRO HCA THC=Bottom (Health)
COSW(70): 0.76% Top=TIBX YNDX IGT NTES SFLY INFA RAX TTWO ….. CTRX LNKD MCRS BIDU CRM INTU GRPN IRM=Bottom (Computer Software/Internet)
REAL(80): 0.74% Top=CUBE BEE EXR CWH PSA SPG DLR VTR ….. HCP KIM GGP BPO CYS BRE NLY SBY=Bottom (Real Estate)
CHEM(25): 0.71% Top=HUN EMN CHMT GRA DD ROC PX DOW ….. ASH APD AXLL FMC CF IPI MON WPZ=Bottom (Chemicals/Fertilizers)
COHW(41): 0.70% Top=ARUN PANW CSCO SSYS SNDK NTAP CTL FNSR ….. T PLCM JNPR TDC BRCD FIO SYNA INFN=Bottom (Computer Hardware/Telecom)
DISV(43): 0.62% Top=MYGN HPY APOL RBA FLT AL PAYX ADT ….. WOOF ULTA KBR R TYC ACTG RCII URI=Bottom (Diversified Services)
TRAN(26): 0.36% Top=GLNG SWFT TDW CNW CHRW JBLU TRN AIRM ….. UAL UNP NSC CNI LUV KSU CP CSX=Bottom (Transportation)
MANU(37): -0.01% Top=DRC DDD ATI DHR MHK PLL ROP HON ….. ETN ATU DE PNR CAT JOY MTW TEX=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:38 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 7:48 am

PRE – Market Stats at 8:48 am ET
by daytrend on 20130617. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 488.

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

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

COMPARED TO YESTERDAY’S RANGE
7.2% of stocks are above yesterday’s high.
45.3% are above yesterday’s midpoint. (54.7% are below.)
5.1% are below yesterday’s low.
87.7% are inside yesterday’s range.
7.2% of stocks with today’s high > yesterday’s high. (92.8% less than).
5.1% of stocks with today’s low < yesterday’s low. (94.9% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
7.2% of stocks opened above yesterday’s high.
75.6% of stocks opened above yesterday’s close. (24.4% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
75.6% of stocks are above yesterday’s close. (24.4% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.6% are down 3.5% or more.
82.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.8%…>=90:6.8%…>=80:19.3%…>=50:63.5%…<=20:7.0%…<=10:1.4%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:46.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.2% above previous 1 highs, 5.1% below previous 1 lows
7.0% above previous 2 highs, 1.4% below previous 2 lows
5.3% above previous 3 highs, 1.2% below previous 3 lows
5.1% above previous 4 highs, 1.0% below previous 4 lows
3.7% above previous 5 highs, 1.0% below previous 5 lows
3.7% above previous 6 highs, 1.0% below previous 6 lows
3.5% above previous 7 highs, 1.0% below previous 7 lows
3.3% above previous 8 highs, 1.0% below previous 8 lows
2.7% above previous 9 highs, 1.0% below previous 9 lows
2.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.6% are above or equal to 6/14 close (1 days ago), 24.4% are below.
40.2% are above or equal to 6/13 close (2 days ago), 59.8% are below.
82.6% are above or equal to 6/12 close (3 days ago), 17.4% are below.
59.6% are above or equal to 6/11 close (4 days ago), 40.4% are below.
34.8% are above or equal to 6/10 close (5 days ago), 65.2% are below.
38.5% are above or equal to 6/7 close (6 days ago), 61.5% are below.
55.9% are above or equal to 6/6 close (7 days ago), 44.1% are below.
66.0% are above or equal to 6/5 close (8 days ago), 34.0% are below.
51.6% are above or equal to 6/4 close (9 days ago), 48.4% are below.
44.1% are above or equal to 6/3 close (10 days ago), 55.9% are below.
46.3% are above or equal to 5/31 close (11 days ago), 53.7% are below.
29.1% are above or equal to 5/30 close (12 days ago), 70.9% are below.
37.9% are above or equal to 5/29 close (13 days ago), 62.1% are below.
33.8% are above or equal to 5/28 close (14 days ago), 66.2% are below.
38.3% are above or equal to 5/24 close (15 days ago), 61.7% are below.
36.5% are above or equal to 5/23 close (16 days ago), 63.5% are below.
34.6% are above or equal to 5/22 close (17 days ago), 65.4% are below.
26.4% are above or equal to 5/21 close (18 days ago), 73.6% are below.
27.9% are above or equal to 5/20 close (19 days ago), 72.1% are below.
29.3% are above or equal to 5/17 close (20 days ago), 70.7% are below.
36.7% are above or equal to 5/16 close (21 days ago), 63.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 0.6% new lows
21d: 1.0% new highs, 0.6% new lows
42d: 0.8% new highs, 0.2% new lows
63d: 0.8% new highs, 0.2% new lows
126d: 0.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.6% above, 24.4% below
3-day: 49.6% above, 50.4% below
4-day: 72.3% above, 27.7% below
5-day: 67.6% above, 32.4% below
8-day: 54.3% above, 45.7% below
10-day: 57.0% above, 43.0% below
20-day: 38.5% above, 61.5% below
50-day: 56.6% above, 43.4% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(29): 0.70% Top=CSIQ TSL SPWR SCTY INVN MRVL FSLR AMAT ….. CPHD MOLX FSL VSH LRCX DLB CY ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(16): 0.62% Top=MPEL LVS WYNN RCL SBUX MCD BYD MGM ….. WEN CCL DPZ CAKE PENN BYI BKW JACK=Bottom (Leisure)
COHW(29): 0.59% Top=NIHD PANW QCOM JNPR CTL HPQ EMC CSCO ….. FNSR SSYS WDC SYNA LXK WIN TDC INFN=Bottom (Computer Hardware/Telecom)
TRAN(18): 0.55% Top=AIRM GLNG TRN FDX JBHT DAL WAB ALK ….. KSU LUV ODFL UNP CNI CSX CHRW SAVE=Bottom (Transportation)
RETA(42): 0.55% Top=NFLX GME WSM JCP DANG KAR AEO ANF ….. SIG CSTR SHLD ASNA AAP BID GNC BBY=Bottom (Retail & Specialty Retail)
CHEM(14): 0.50% Top=EMN GRA HUN ROC DOW SHW DD ALB ….. DD ALB POT AGU MON WPZ SIAL CF=Bottom (Chemicals/Fertilizers)
INSU(18): 0.43% Top=RDN MTG HIG UNM LNC AFL PRU AIG ….. CNO L TRV BRO AXS PRE MET GNW=Bottom (Insurance)
MATE(15): 0.41% Top=HOV LEN SPF TOL KBH TTS RYL DHI ….. DHI MAS PWR USG WM MDC RSG FWLT=Bottom (Materials & Construction)
FINA(39): 0.41% Top=BX OCN RF BLK MS PSEC KEY BBT ….. TROW HBHC ZION OAK ARCC ACAS WETF NDAQ=Bottom (Banks/Financials)
ENER(53): 0.40% Top=CRZO HERO HK KOG WNR HFC KEG SLB ….. ROSE KMI XTEX NTI KMR CIE MRO PBF=Bottom (Energy)
DISV(28): 0.33% Top=HTZ MYGN GPN FLT MA ULTA PCLN V ….. Z APOL BFAM FISV RCII ADT SAI URI=Bottom (Diversified Services)
COSW(51): 0.33% Top=AKAM NOW TIBX SPLK FB YELP INFA GRPN ….. CNQR DBD BIDU RHT RAX CRM YNDX SWI=Bottom (Computer Software/Internet)
META(21): 0.24% Top=CLF BTU SCCO ANR MCP SWC AA X ….. EGO ABX KGC AUY SLW AEM IAG PAAS=Bottom (Metals & Mining)
HEAL(24): 0.21% Top=CYH DGX HNT HOLX UHS BCR CI HUM ….. PRXL XRAY ALGN EW PKI HMA COO BKD=Bottom (Health)
CONS(32): 0.18% Top=TWI LULU NUS PAY ECL KMB UA RKT ….. CRI CL HBI SKX EL PVH KS DECK=Bottom (Consumer)
REAL(29): 0.16% Top=CUBE PMT HTS EXR OHI CYS VTR BEE ….. UDR ARE TCO WRI BPO DLR LXP SBY=Bottom (Real Estate)
MANU(30): -0.39% Top=DDD GE PH DCI HON DOV MHK TKR ….. JOY PLL AME CMI ETN GNRC MTW TEX=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
PRE – Market Stats at 8:48 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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