daytrend

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/

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:07 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
9.4% of stocks are above yesterday’s high.
31.2% are above yesterday’s midpoint. (68.8% are below.)
31.4% are below yesterday’s low.
59.1% are inside yesterday’s range.
16.5% of stocks with today’s high > yesterday’s high. (83.5% less than).
67.9% of stocks with today’s low < yesterday’s low. (32.1% greater than).

EVIDENCE OF INTRADAY TREND
56.3% of stocks are above today’s open. (42.2% are below).
28.8% of stocks are above today’s open and yesterday’s close.
40.6% 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
18.2% of stocks are in the top 10% of today’s range.
33.5% are in the top 20%.
69.5% are in the top half. 30.5% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN
32.1% of stocks are above yesterday’s close. (67.9% are below.)
0.1% are up 4.5% or more. 1.0% are down 4.5% or more.
0.4% are up 3.5% or more. 1.3% are down 3.5% or more.
81.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.5%…>=90:9.8%…>=80:15.5%…>=50:38.5%…<=20:24.9%…<=10:9.7%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:72.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:71.2%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.4% above previous 1 highs, 31.4% below previous 1 lows
7.0% above previous 2 highs, 23.4% below previous 2 lows
6.6% above previous 3 highs, 18.4% below previous 3 lows
6.2% above previous 4 highs, 12.5% below previous 4 lows
5.6% above previous 5 highs, 9.8% below previous 5 lows
5.3% above previous 6 highs, 7.5% below previous 6 lows
5.1% above previous 7 highs, 6.6% below previous 7 lows
4.9% above previous 8 highs, 5.1% below previous 8 lows
4.8% above previous 9 highs, 3.5% below previous 9 lows
4.7% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.1% are above or equal to 8/27 close (1 days ago), 67.9% are below.
35.0% are above or equal to 8/26 close (2 days ago), 65.0% are below.
46.5% are above or equal to 8/25 close (3 days ago), 53.5% are below.
54.5% are above or equal to 8/22 close (4 days ago), 45.5% are below.
51.3% are above or equal to 8/21 close (5 days ago), 48.7% are below.
58.1% are above or equal to 8/20 close (6 days ago), 41.9% are below.
62.1% are above or equal to 8/19 close (7 days ago), 37.9% are below.
69.2% are above or equal to 8/18 close (8 days ago), 30.8% are below.
82.3% are above or equal to 8/15 close (9 days ago), 17.7% are below.
80.6% are above or equal to 8/14 close (10 days ago), 19.4% are below.
80.9% are above or equal to 8/13 close (11 days ago), 19.1% are below.
84.9% are above or equal to 8/12 close (12 days ago), 15.1% are below.
80.8% are above or equal to 8/11 close (13 days ago), 19.2% are below.
83.0% are above or equal to 8/8 close (14 days ago), 17.0% are below.
87.9% are above or equal to 8/7 close (15 days ago), 12.1% are below.
84.8% are above or equal to 8/6 close (16 days ago), 15.2% are below.
84.2% are above or equal to 8/5 close (17 days ago), 15.8% 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.
79.8% are above or equal to 7/31 close (20 days ago), 20.2% are below.
63.1% are above or equal to 7/30 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.3% new highs, 2.6% new lows
21d: 5.6% new highs, 2.6% new lows
42d: 3.9% new highs, 1.7% new lows
63d: 3.5% new highs, 1.2% new lows
126d: 2.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.1% above, 69.9% below
3-day: 31.3% above, 68.7% below
4-day: 38.4% above, 61.6% below
5-day: 44.4% above, 55.6% below
8-day: 51.5% above, 48.5% below
10-day: 63.2% above, 36.8% below
20-day: 81.2% above, 18.8% below
50-day: 61.5% above, 38.5% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140828 11:07 am ET)
ENER(108): 0.14% Top=RSPP CIE DK RGP MHR ETE GDP ALJ ….. CJES WFT HAL AREX DO BAS RES VNR=Bottom (Energy)
ELEC(52): -0.05% Top=SMTC CSIQ TSL INVN TQNT CODE BRCM RFMD ….. MU GRMN FSLR SCTY AMBA TRMB FSL GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.14% Top=ALB EMN HUN OLN SHW APD DD FMC ….. MEOH WLK CHMT CF POT WPZ MON AXLL=Bottom (Chemicals/Fertilizers)
REAL(65): -0.14% Top=RLGY KRG RHP CYS HCP EDR AMT ACC ….. AVB MPW NRF PCL GLPI CBG WAC EJ=Bottom (Real Estate)
HEAL(51): -0.16% Top=CNC HNT AET HUM MOH RMD UNH PKI ….. BCR BAX ALGN SPNC XRAY HOLX MR DXCM=Bottom (Health)
MANU(37): -0.21% Top=PLL DDD RXN TEX FLS PCP BWC DRC ….. XYL JKS MRC GNRC PH ATI GTLS JOY=Bottom (Manufacturing)
LEIS(29): -0.28% Top=BLMN NDLS WEN CAKE SIX DNKN EXPE EAT ….. PNRA MGM LTM WYNN RCL CCL SEAS OWW=Bottom (Leisure)
DISV(43): -0.31% Top=WOOF MYGN ATHN AAN KBR HMSY VRSK CTAS ….. V XRS ALLE CAR TMH HTZ FLT ASGN=Bottom (Diversified Services)
MATE(28): -0.34% Top=CVA MLM EXP TPH RYL RYN FAST USG ….. PWR MDC DHI DAR MTZ OC MTH MDR=Bottom (Materials & Construction)
COHW(47): -0.37% Top=TMUS NSR SSYS BRCD NTAP LXK WIN AAPL ….. SNDK PLCM JDSU LVLT BBRY TDS GOGO SWIR=Bottom (Computer Hardware/Telecom)
FINA(72): -0.39% Top=BX KKR ICE EVR FHN MCC CBOE ETFC ….. C BAC OCN MTB VOYA LM BLK FMER=Bottom (Banks/Financials)
INSU(33): -0.45% Top=PGR WSH MMC AXS ACE AON CB AHL ….. MTG GNW FNF AGO HIG LNC PRU MBI=Bottom (Insurance)
TRAN(25): -0.48% Top=AAL CNI JBHT ALK XPO UAL UPS KSU ….. SWFT CNW JBLU FDX AIRM TRN GBX GLNG=Bottom (Transportation)
META(23): -0.56% Top=SLCA RGLD NEM GG AUY AEM SLW ABX ….. STLD TCK FCX SCCO BTU AKS X CLF=Bottom (Metals & Mining)
COSW(75): -0.61% Top=TWTR FEYE TRAK GRPN IACI BR YHOO CNVR ….. TRIP MDSO PFPT VEEV DATA CTSH SNCR EPAM=Bottom (Computer Software/Internet)
RETA(64): -0.84% Top=SIG CHS DLTR ORLY VSI SPLS LINTA TJX ….. WFM AEO JCP RH DANG ANF GES WSM=Bottom (Retail & Specialty Retail)
CONS(57): -1.46% Top=KATE GPK GT PBI ECL SKX TUP WHR ….. FOSL COH 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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:32 am

Market Stats at 10:30 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
6.8% of stocks are above yesterday’s high.
25.8% are above yesterday’s midpoint. (74.2% are below.)
37.6% are below yesterday’s low.
55.6% are inside yesterday’s range.
12.9% of stocks with today’s high > yesterday’s high. (87.1% less than).
67.0% of stocks with today’s low < yesterday’s low. (33.0% greater than).

EVIDENCE OF INTRADAY TREND
48.1% of stocks are above today’s open. (49.8% are below).
19.2% of stocks are above today’s open and yesterday’s close.
47.7% 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
12.5% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
56.3% are in the top half. 43.7% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.1% are up 4.5% or more. 0.8% are down 4.5% or more.
0.2% are up 3.5% or more. 1.4% are down 3.5% or more.
79.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.4%…>=90:9.1%…>=80:12.5%…>=50:31.5%…<=20:30.1%…<=10:11.8%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:70.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:69.5%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.8% above previous 1 highs, 37.6% below previous 1 lows
5.0% above previous 2 highs, 29.0% below previous 2 lows
4.8% above previous 3 highs, 23.5% below previous 3 lows
4.4% above previous 4 highs, 16.6% below previous 4 lows
3.9% above previous 5 highs, 13.4% below previous 5 lows
3.8% above previous 6 highs, 10.4% below previous 6 lows
3.7% above previous 7 highs, 9.2% below previous 7 lows
3.5% above previous 8 highs, 6.8% below previous 8 lows
3.5% above previous 9 highs, 4.8% below previous 9 lows
3.3% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.9% are above or equal to 8/27 close (1 days ago), 76.1% are below.
31.8% are above or equal to 8/26 close (2 days ago), 68.2% are below.
43.1% are above or equal to 8/25 close (3 days ago), 56.9% are below.
52.3% are above or equal to 8/22 close (4 days ago), 47.7% are below.
47.8% are above or equal to 8/21 close (5 days ago), 52.2% are below.
55.1% are above or equal to 8/20 close (6 days ago), 44.9% are below.
59.1% are above or equal to 8/19 close (7 days ago), 40.9% are below.
66.8% are above or equal to 8/18 close (8 days ago), 33.2% are below.
81.1% are above or equal to 8/15 close (9 days ago), 18.9% are below.
79.6% are above or equal to 8/14 close (10 days ago), 20.4% are below.
80.2% are above or equal to 8/13 close (11 days ago), 19.8% are below.
83.9% are above or equal to 8/12 close (12 days ago), 16.1% are below.
79.6% are above or equal to 8/11 close (13 days ago), 20.4% are below.
82.3% are above or equal to 8/8 close (14 days ago), 17.7% are below.
87.5% are above or equal to 8/7 close (15 days ago), 12.5% are below.
83.9% are above or equal to 8/6 close (16 days ago), 16.1% are below.
83.8% are above or equal to 8/5 close (17 days ago), 16.2% are below.
77.4% are above or equal to 8/4 close (18 days ago), 22.6% are below.
82.8% are above or equal to 8/1 close (19 days ago), 17.2% are below.
79.2% are above or equal to 7/31 close (20 days ago), 20.8% are below.
62.4% are above or equal to 7/30 close (21 days ago), 37.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.1% new highs, 2.6% new lows
21d: 4.5% new highs, 2.6% new lows
42d: 2.6% new highs, 1.7% new lows
63d: 2.5% new highs, 1.2% new lows
126d: 2.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 21.4% above, 78.6% below
3-day: 25.1% above, 74.9% below
4-day: 32.9% above, 67.1% below
5-day: 38.8% above, 61.2% below
8-day: 47.3% above, 52.7% below
10-day: 57.7% above, 42.3% below
20-day: 80.4% above, 19.6% below
50-day: 60.7% above, 39.3% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140828 10:30 am ET)
HEAL(51): -0.14% Top=CNC HNT MOH AET HUM RMD WCG CYH ….. BCR SPNC MR OPK XRAY DXCM ALGN HOLX=Bottom (Health)
REAL(65): -0.17% Top=RLGY RHP HCP CYS EDR AMH ACC ARCP ….. SRC MPW NRF PCL CBG GLPI WAC EJ=Bottom (Real Estate)
ENER(108): -0.17% Top=RSPP DK CIE GDP MWE RGP CXO PWE ….. NBR BAS HFC HAL UPL CJES VNR RES=Bottom (Energy)
CHEM(28): -0.22% Top=ALB EMN APD DD PPG FMC MOS HUN ….. POT CE MON MEOH WLK WPZ GPRE AXLL=Bottom (Chemicals/Fertilizers)
ELEC(52): -0.33% Top=SMTC INVN CSIQ CODE TQNT BRCM TSL RFMD ….. IDTI SCTY TRMB FSLR GRMN FSL AMBA GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.33% Top=PLL DDD RXN BWC PCP FLS ROK CAT ….. MHK GTLS PH MRC GNRC JKS ATI JOY=Bottom (Manufacturing)
DISV(43): -0.40% Top=ATHN WOOF MYGN HMSY SCI Z MCO KBR ….. XRS MAN V CAR DV FLT HTZ ASGN=Bottom (Diversified Services)
LEIS(29): -0.43% Top=BLMN NDLS WEN EXPE QUNR SIX CAKE SGMS ….. MPEL PNK WYNN MGM CCL OWW RCL SEAS=Bottom (Leisure)
COHW(47): -0.44% Top=NSR NTAP LXK MOBI WIN TMUS VRSN TDC ….. GOGO PANW HPQ JNPR BBRY TDS LVLT SWIR=Bottom (Computer Hardware/Telecom)
INSU(33): -0.47% Top=AXS MMC AON ACE PGR CB ACGL WSH ….. HIG RDN GNW FNF LNC MTG MBI PRU=Bottom (Insurance)
FINA(72): -0.49% Top=OZM KKR BX CBOE MCC ICE FHN WU ….. BAC JPM LM WETF KEY MTB BLK FMER=Bottom (Banks/Financials)
MATE(28): -0.53% Top=CVA RYN MLM EXP MAS MTZ TPH FAST ….. OC AWI PHM TOL DHI MDC MTH MDR=Bottom (Materials & Construction)
TRAN(25): -0.58% Top=AAL CNI ALK JBHT XPO UAL CP UPS ….. DAL CNW SWFT FDX AIRM GLNG TRN GBX=Bottom (Transportation)
COSW(75): -0.71% Top=TWTR FEYE TRAK MDAS PWRD CNVR GRPN ATVI ….. VEEV MDSO DATA JD ULTI PFPT SNCR EPAM=Bottom (Computer Software/Internet)
RETA(64): -0.90% Top=SIG CHS SPLS DLTR ORLY VSI ANN HD ….. TFM WFM JCP RH DANG ANF GES WSM=Bottom (Retail & Specialty Retail)
META(23): -0.93% Top=SLCA RGLD GG AUY NEM AEM ABX SLW ….. SWC TCK BTU FCX SCCO X AKS CLF=Bottom (Metals & Mining)
CONS(57): -1.63% Top=CCK GPK PBI BLL ECL BERY CLX PKG ….. COH FOSL 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 10:30 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/27/2014

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

Closing Stats
by daytrend on 20140827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
17.3% of stocks are above yesterday’s high.
44.5% are above yesterday’s midpoint. (55.5% are below.)
25.6% are below yesterday’s low.
57.1% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
49.1% of stocks with today’s low < yesterday’s low. (50.9% greater than).

EVIDENCE OF INTRADAY TREND
37.8% of stocks are above today’s open. (59.6% are below).
34.1% of stocks are above today’s open and yesterday’s close.
51.2% are below both.
9.4% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.2% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
42.7% are in the top half. 57.3% of stocks are in the bottom half of today’s range.
21.1% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN
45.2% of stocks are above yesterday’s close. (54.8% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.9% are up 3.5% or more. 0.7% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.3%…>=90:18.2%…>=80:28.8%…>=50:56.5%…<=20:13.3%…<=10:5.6%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.6%…>=50:77.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:74.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.3% above previous 1 highs, 25.6% below previous 1 lows
14.5% above previous 2 highs, 17.2% below previous 2 lows
13.3% above previous 3 highs, 9.6% below previous 3 lows
11.8% above previous 4 highs, 7.3% below previous 4 lows
11.3% above previous 5 highs, 6.2% below previous 5 lows
10.9% above previous 6 highs, 4.7% below previous 6 lows
10.5% above previous 7 highs, 3.4% below previous 7 lows
10.4% above previous 8 highs, 1.9% below previous 8 lows
10.1% above previous 9 highs, 1.6% below previous 9 lows
10.0% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.2% are above or equal to 8/26 close (1 days ago), 54.8% are below.
57.4% are above or equal to 8/25 close (2 days ago), 42.6% are below.
63.6% are above or equal to 8/22 close (3 days ago), 36.4% are below.
58.9% are above or equal to 8/21 close (4 days ago), 41.1% are below.
62.7% are above or equal to 8/20 close (5 days ago), 37.3% are below.
67.4% are above or equal to 8/19 close (6 days ago), 32.6% are below.
74.0% are above or equal to 8/18 close (7 days ago), 26.0% are below.
85.9% are above or equal to 8/15 close (8 days ago), 14.1% are below.
84.4% are above or equal to 8/14 close (9 days ago), 15.6% are below.
84.0% are above or equal to 8/13 close (10 days ago), 16.0% are below.
86.9% are above or equal to 8/12 close (11 days ago), 13.1% are below.
82.8% are above or equal to 8/11 close (12 days ago), 17.2% are below.
84.2% are above or equal to 8/8 close (13 days ago), 15.8% are below.
90.6% are above or equal to 8/7 close (14 days ago), 9.4% are below.
86.6% are above or equal to 8/6 close (15 days ago), 13.4% are below.
86.1% are above or equal to 8/5 close (16 days ago), 13.9% are below.
80.2% are above or equal to 8/4 close (17 days ago), 19.8% are below.
84.7% are above or equal to 8/1 close (18 days ago), 15.3% are below.
80.7% are above or equal to 7/31 close (19 days ago), 19.3% are below.
66.5% are above or equal to 7/30 close (20 days ago), 33.5% are below.
66.7% are above or equal to 7/29 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 0.7% new lows
21d: 15.5% new highs, 0.7% new lows
42d: 9.4% new highs, 0.4% new lows
63d: 8.6% new highs, 0.1% new lows
126d: 6.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.8% above, 57.2% below
3-day: 51.9% above, 48.1% below
4-day: 58.0% above, 42.0% below
5-day: 56.2% above, 43.8% below
8-day: 66.0% above, 34.0% below
10-day: 75.9% above, 24.1% below
20-day: 84.1% above, 15.9% below
50-day: 63.8% above, 36.2% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140827 Closing)
RETA(64): 0.28% Top=BBY SPLS VSI JCP SHLD WFM TFM AEO ….. TUES RAD ANF BID CAB DANG ANN CHS=Bottom (Retail & Specialty Retail)
INSU(33): 0.19% Top=UNM AGO AHL ORI GNW WSH AXS TRV ….. CINF CNO L AON MTG ALL FNF AFSI=Bottom (Insurance)
TRAN(27): 0.10% Top=AIRM GBX NSC LUV KSU CNI SWFT DAL ….. AAL UNP CHRW JBLU HA JBHT SAVE GLNG=Bottom (Transportation)
MATE(29): 0.09% Top=AWI EXP WM OC MTZ MDR PHM DHI ….. CVA VMC WY FLR PWR MLM FAST USG=Bottom (Materials & Construction)
CONS(57): 0.08% Top=RDEN FL GT ENR IRBT KS TPX IP ….. ECL FBHS KATE HAR UA DECK SKX CROX=Bottom (Consumer)
CHEM(28): 0.01% Top=GPRE DOW AXLL MOS WPZ WLK HUN FMC ….. POL RPM PPG ASH GRA MEOH MON OLN=Bottom (Chemicals/Fertilizers)
ENER(108): -0.03% Top=PWE WFT WPX ECA SM ETP PDS APL ….. WNR SGY HAL EXXI LPI CRK BCEI PXD=Bottom (Energy)
HEAL(52): -0.03% Top=HUM UNH HNT HGR AET EVHC WLP CYH ….. A GMED PKI OPK ZMH EW DXCM ALGN=Bottom (Health)
REAL(66): -0.04% Top=STWD HCP SNH HST MPW EDR SRC GOV ….. CUZ BEE REG RLGY HLSS KRG WAC EJ=Bottom (Real Estate)
COHW(47): -0.17% Top=ARUN LVLT BBRY SSYS AAPL BCE HPQ FTR ….. INFN GOGO XLS ARRS MOBI JDSU PANW FNSR=Bottom (Computer Hardware/Telecom)
MANU(37): -0.18% Top=DDD CMI KMT CAT GE JKS AGCO ITW ….. XYL MRC DOV DHR GTLS BWC ATI GNRC=Bottom (Manufacturing)
META(24): -0.23% Top=CENX BTU CNX SLCA AA SWC SCCO HSC ….. EGO ABX SLW RGLD X CLF CCJ AKS=Bottom (Metals & Mining)
DISV(46): -0.25% Top=RRD TMH HTZ BAH SBAC ULTA TYC ASGN ….. AL KBR ACM MYGN PCLN AAN FLT Z=Bottom (Diversified Services)
ELEC(52): -0.28% Top=MRVL AMAT TSL CPHD OVTI ALTR TXN KLAC ….. CSIQ FSLR TEL SUNE CAVM ADI CGNX GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(77): -0.41% Top=JD FEYE TTWO DATA VEEV GRPN YHOO TRI ….. DWRE EPAM FB SINA PFPT TRIP AWAY SFUN=Bottom (Computer Software/Internet)
LEIS(30): -0.50% Top=SEAS OWW MCD QUNR STAY PNK SBUX BLMN ….. YUM MGM EXPE PNRA WYNN WEN SGMS NDLS=Bottom (Leisure)
FINA(73): -0.50% Top=OZM RY TD KKR ARCC PFG VOYA ZION ….. UMPQ FMER EVR WDR FNGN CBOE WETF PSEC=Bottom (Banks/Financials)

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 @ 2:03 pm

Market Stats at 3:02 pm ET
by daytrend on 20140827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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.
38.7% are above yesterday’s midpoint. (61.3% are below.)
30.6% are below yesterday’s low.
55.4% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
47.6% of stocks with today’s low < yesterday’s low. (52.4% greater than).

EVIDENCE OF INTRADAY TREND
30.4% of stocks are above today’s open. (68.2% are below).
27.6% of stocks are above today’s open and yesterday’s close.
59.3% are below both.
9.4% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.6% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
30.7% are in the top half. 69.3% of stocks are in the bottom half of today’s range.
38.9% are in the bottom 20%.
26.5% are in the bottom 10%.

GAIN
37.6% of stocks are above yesterday’s close. (62.4% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
74.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.5%…>=90:14.9%…>=80:24.5%…>=50:49.6%…<=20:15.9%…<=10:6.8%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:74.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.0% above previous 1 highs, 30.6% below previous 1 lows
12.2% above previous 2 highs, 20.7% below previous 2 lows
11.6% above previous 3 highs, 11.4% below previous 3 lows
10.0% above previous 4 highs, 9.1% below previous 4 lows
9.3% above previous 5 highs, 7.2% below previous 5 lows
8.8% above previous 6 highs, 5.9% below previous 6 lows
8.4% above previous 7 highs, 4.1% below previous 7 lows
8.0% above previous 8 highs, 2.8% below previous 8 lows
7.9% above previous 9 highs, 2.4% below previous 9 lows
7.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.6% are above or equal to 8/26 close (1 days ago), 62.4% are below.
52.0% are above or equal to 8/25 close (2 days ago), 48.0% are below.
59.9% are above or equal to 8/22 close (3 days ago), 40.1% are below.
55.5% are above or equal to 8/21 close (4 days ago), 44.5% are below.
61.5% are above or equal to 8/20 close (5 days ago), 38.5% are below.
65.2% are above or equal to 8/19 close (6 days ago), 34.8% are below.
72.5% are above or equal to 8/18 close (7 days ago), 27.5% are below.
84.2% are above or equal to 8/15 close (8 days ago), 15.8% are below.
83.1% are above or equal to 8/14 close (9 days ago), 16.9% are below.
82.7% are above or equal to 8/13 close (10 days ago), 17.3% are below.
85.8% are above or equal to 8/12 close (11 days ago), 14.2% are below.
81.3% are above or equal to 8/11 close (12 days ago), 18.7% are below.
83.4% are above or equal to 8/8 close (13 days ago), 16.6% are below.
90.1% are above or equal to 8/7 close (14 days ago), 9.9% are below.
86.6% are above or equal to 8/6 close (15 days ago), 13.4% are below.
85.4% are above or equal to 8/5 close (16 days ago), 14.6% are below.
78.8% are above or equal to 8/4 close (17 days ago), 21.2% are below.
84.5% are above or equal to 8/1 close (18 days ago), 15.5% are below.
80.1% are above or equal to 7/31 close (19 days ago), 19.9% are below.
64.6% are above or equal to 7/30 close (20 days ago), 35.4% are below.
64.5% are above or equal to 7/29 close (21 days ago), 35.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.4% new highs, 0.7% new lows
21d: 15.2% new highs, 0.7% new lows
42d: 9.2% new highs, 0.4% new lows
63d: 8.4% new highs, 0.1% new lows
126d: 6.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.6% above, 63.4% below
3-day: 44.2% above, 55.8% below
4-day: 50.7% above, 49.3% below
5-day: 52.0% above, 48.0% below
8-day: 61.2% above, 38.8% below
10-day: 71.8% above, 28.2% below
20-day: 82.5% above, 17.5% below
50-day: 62.2% above, 37.8% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140827 3:02 pm ET)
RETA(64): 0.26% Top=BBY VSI WFM TFM SPLS JCP SHLD AEO ….. KORS NFLX DANG BID RAD CAB ANN CHS=Bottom (Retail & Specialty Retail)
INSU(33): 0.13% Top=UNM AGO GNW ORI MBI WSH TRV AFL ….. CNO LNC CINF L AON ALL FNF AFSI=Bottom (Insurance)
TRAN(27): 0.01% Top=GBX AIRM NSC LUV KSU TRN SWFT CNI ….. CHRW UNP EXPD AAL JBHT JBLU SAVE GLNG=Bottom (Transportation)
CONS(57): 0.00% Top=RDEN FL GT ENR KS IRBT IP TPX ….. HAR ECL FBHS KATE UA DECK SKX CROX=Bottom (Consumer)
HEAL(52): -0.11% Top=UNH HUM HGR CYH HNT EVHC AET WLP ….. PKI BCR GMED KND EW OPK DXCM ALGN=Bottom (Health)
MATE(29): -0.13% Top=AWI MDR EXP WM MTZ TPH OC DHI ….. CVA VMC WY FLR PWR FAST MLM USG=Bottom (Materials & Construction)
CHEM(28): -0.14% Top=GPRE DOW HUN MOS WLK TROX CF FMC ….. APD RPM GRA ASH PPG MEOH MON OLN=Bottom (Chemicals/Fertilizers)
REAL(66): -0.18% Top=SNH MPW HCP HST ACC STWD SRC GOV ….. NRF RLGY REG BEE KRG HLSS WAC EJ=Bottom (Real Estate)
COHW(47): -0.19% Top=ARUN LVLT BBRY SSYS AAPL BCE TDS WDC ….. GOGO VRSN XLS INFN ARRS JDSU PANW FNSR=Bottom (Computer Hardware/Telecom)
ENER(108): -0.21% Top=PWE WFT WPX ECA APL SM PDS ETP ….. EXXI BBG EPE LPI HAL CRK PXD BCEI=Bottom (Energy)
META(24): -0.29% Top=CENX BTU CNX SLCA AA SWC NEM SCCO ….. AEM SLW AUY RGLD X CLF CCJ AKS=Bottom (Metals & Mining)
MANU(37): -0.38% Top=DDD CMI CAT KMT GE AGCO JKS EMR ….. FLS DHR XYL DOV GTLS BWC ATI GNRC=Bottom (Manufacturing)
DISV(46): -0.41% Top=HTZ RRD TMH ULTA CAR GEO SBAC WOOF ….. ADT PCLN WTW FLT ACM AAN MYGN Z=Bottom (Diversified Services)
ELEC(52): -0.44% Top=MRVL TSL AMAT CPHD CODE SPWR OVTI KLAC ….. TRMB TEL FSLR SUNE CAVM ADI CGNX GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(77): -0.50% Top=VEEV JD FEYE TTWO DATA YHOO TRI CTSH ….. FB RHT CSOD SINA AWAY TRIP SFUN PFPT=Bottom (Computer Software/Internet)
LEIS(30): -0.60% Top=SEAS OWW MCD PNK STAY SBUX QUNR JACK ….. SIX MGM EXPE PNRA WEN SGMS WYNN NDLS=Bottom (Leisure)
FINA(73): -0.61% Top=OZM RY TD VOYA KKR PFG ARCC NDAQ ….. SCHW STI FMER WDR WETF PSEC CBOE FNGN=Bottom (Banks/Financials)

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 3:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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