daytrend

09/22/2014

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Filed under: Market Stats — daytrend @ 1:00 pm

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

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

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

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

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

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

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

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

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

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

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

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

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

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

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

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

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

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

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

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
9.0% are in the top half. 91.0% of stocks are in the bottom half of today’s range.
71.4% are in the bottom 20%.
56.6% are in the bottom 10%.

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

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

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

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

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

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

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

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

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

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

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

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

EVIDENCE OF INTRADAY TREND
18.9% of stocks are above today’s open. (78.2% are below).
7.6% of stocks are above today’s open and yesterday’s close.
75.5% are below both.
1.0% of stocks opened above yesterday’s high.
13.0% of stocks opened above yesterday’s close. (82.1% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
25.6% are in the top half. 74.4% of stocks are in the bottom half of today’s range.
46.6% are in the bottom 20%.
30.9% are in the bottom 10%.

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

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

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

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

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

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

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

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/19/2014

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

Closing Stats
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
10.2% of stocks are above yesterday’s high.
31.1% are above yesterday’s midpoint. (68.9% are below.)
39.2% are below yesterday’s low.
50.6% are inside yesterday’s range.
53.8% of stocks with today’s high > yesterday’s high. (46.2% less than).
59.9% of stocks with today’s low < yesterday’s low. (40.1% greater than).

EVIDENCE OF INTRADAY TREND
14.4% of stocks are above today’s open. (84.6% are below).
14.2% of stocks are above today’s open and yesterday’s close.
71.2% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.4% of stocks are in the top 10% of today’s range.
4.9% are in the top 20%.
20.3% are in the top half. 79.7% of stocks are in the bottom half of today’s range.
41.2% are in the bottom 20%.
21.0% are in the bottom 10%.

GAIN
28.7% of stocks are above yesterday’s close. (71.3% are below.)
0.2% are up 4.5% or more. 0.8% are down 4.5% or more.
0.2% are up 3.5% or more. 2.7% are down 3.5% or more.
59.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.0%…>=90:11.0%…>=80:17.4%…>=50:38.4%…<=20:26.8%…<=10:14.4%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:47.0%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.2% above previous 1 highs, 39.2% below previous 1 lows
8.4% above previous 2 highs, 27.5% below previous 2 lows
8.2% above previous 3 highs, 18.1% below previous 3 lows
7.5% above previous 4 highs, 15.7% below previous 4 lows
6.5% above previous 5 highs, 15.2% below previous 5 lows
6.0% above previous 6 highs, 14.4% below previous 6 lows
5.8% above previous 7 highs, 13.5% below previous 7 lows
5.1% above previous 8 highs, 13.3% below previous 8 lows
4.4% above previous 9 highs, 13.2% below previous 9 lows
4.4% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.7% are above or equal to 9/18 close (1 days ago), 71.3% are below.
45.7% are above or equal to 9/17 close (2 days ago), 54.3% are below.
49.7% are above or equal to 9/16 close (3 days ago), 50.3% are below.
60.1% are above or equal to 9/15 close (4 days ago), 39.9% are below.
50.0% are above or equal to 9/12 close (5 days ago), 50.0% are below.
40.7% are above or equal to 9/11 close (6 days ago), 59.3% are below.
45.0% are above or equal to 9/10 close (7 days ago), 55.0% are below.
48.6% are above or equal to 9/9 close (8 days ago), 51.4% are below.
38.2% are above or equal to 9/8 close (9 days ago), 61.8% are below.
36.7% are above or equal to 9/5 close (10 days ago), 63.3% are below.
41.9% are above or equal to 9/4 close (11 days ago), 58.1% are below.
39.9% are above or equal to 9/3 close (12 days ago), 60.1% are below.
39.1% are above or equal to 9/2 close (13 days ago), 60.9% are below.
41.3% are above or equal to 8/29 close (14 days ago), 58.7% are below.
44.5% are above or equal to 8/28 close (15 days ago), 55.5% are below.
44.1% are above or equal to 8/27 close (16 days ago), 55.9% are below.
42.9% are above or equal to 8/26 close (17 days ago), 57.1% are below.
45.2% are above or equal to 8/25 close (18 days ago), 54.8% are below.
48.5% are above or equal to 8/22 close (19 days ago), 51.5% are below.
47.0% are above or equal to 8/21 close (20 days ago), 53.0% are below.
49.0% are above or equal to 8/20 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.3% new highs, 17.2% new lows
21d: 20.1% new highs, 16.9% new lows
42d: 15.7% new highs, 10.6% new lows
63d: 12.6% new highs, 9.0% new lows
126d: 10.4% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.3% above, 72.7% below
3-day: 35.7% above, 64.3% below
4-day: 40.8% above, 59.2% below
5-day: 47.0% above, 53.0% below
8-day: 45.7% above, 54.3% below
10-day: 44.2% above, 55.8% below
20-day: 42.9% above, 57.1% below
50-day: 54.2% above, 45.8% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 Closing)
REAL(76): 0.02% Top=BRX AGNC NRF NNN CBL KRG CUZ HCN ….. DRE RLJ LPT BAM RLGY LHO MPW EJ=Bottom (Real Estate)
HEAL(48): -0.27% Top=HCA UHS COO HUM CYH ZLTQ ALGN THC ….. GMED BKD SYK HOLX STJ IRWD PODD WMGI=Bottom (Health)
MANU(38): -0.29% Top=DRC RXN ATU ATI EMR AME PNR GE ….. MHK MRC JKS RS CAT JOY DDD GTLS=Bottom (Manufacturing)
LEIS(28): -0.29% Top=BLMN DRI CCL MCD WEN HOT WYN YUM ….. SIX MPEL MGM WYNN PZZA SGMS KKD LVS=Bottom (Leisure)
COSW(75): -0.32% Top=CNQR TWTR DWRE AWAY MSFT NOW DATA CSOD ….. YHOO AOL AKAM QLIK SFUN ORCL JD RHT=Bottom (Computer Software/Internet)
CHEM(28): -0.36% Top=POL APD IPI WPZ EMN PX DD POT ….. OLN HUN CHMT FTK GRA MEOH ALB GPRE=Bottom (Chemicals/Fertilizers)
RETA(67): -0.47% Top=FRAN AMZN DANG WMT VSI MELI PIR SFM ….. BID WFM KAR GME BIG FINL TFM JCP=Bottom (Retail & Specialty Retail)
CONS(56): -0.49% Top=WHR NWL DECK BERY EL CLX TPX ECL ….. KS NUS CROX WWW SHOO LULU GT ICON=Bottom (Consumer)
DISV(45): -0.66% Top=ULTA VNTV GEO HTZ CXW FISV HRB SERV ….. ADS AL ACM FLT AAN ALLE APOL HMSY=Bottom (Diversified Services)
INSU(35): -0.66% Top=AIZ CINF PRU MET ACGL HIG LNC AXS ….. MTG FNF CNO AGO ORI AIG AFSI MBI=Bottom (Insurance)
ENER(109): -0.67% Top=ETE PBF VLO MPC EEP EPD BWP ETP ….. REXX RSPP AREX RIG PDS GDP SN PWE=Bottom (Energy)
FINA(77): -0.73% Top=ARMK HCBK COF USB ZION NDAQ MTB WFC ….. EV SEIC RCAP PVTB JNS FMER OCN WETF=Bottom (Banks/Financials)
MATE(28): -0.80% Top=RSG MLM MDR PWR WM EXP KBH FAST ….. PHM MTRX MDC USG MAS SPF RYL TPH=Bottom (Materials & Construction)
TRAN(27): -0.83% Top=GLNG JBHT TRN JBLU CSX UNP EXPD NSC ….. TDW LUV DAL GBX SWFT XPO YRCW AAL=Bottom (Transportation)
COHW(46): -1.20% Top=VZ BBRY EFII FTR T CTL WIN S ….. SSYS JDSU UBNT NSR SWIR OLED SYNA VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.71% Top=MRVL TSL KLAC SWKS AMAT SNPS TXN ONNN ….. INVN RFMD ATML TQNT CAVM AMBA GTAT CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.47% Top=AA CNX FCX NUE NEM SWC BTU CMC ….. CCJ AKS AUY SLW AEM EGO TCK CLF=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
10.3% of stocks are above yesterday’s high.
33.3% are above yesterday’s midpoint. (66.7% are below.)
36.3% are below yesterday’s low.
53.4% are inside yesterday’s range.
53.4% of stocks with today’s high > yesterday’s high. (46.6% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND
14.0% of stocks are above today’s open. (85.5% are below).
13.9% of stocks are above today’s open and yesterday’s close.
70.6% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.4% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
20.2% are in the top half. 79.8% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN
29.2% of stocks are above yesterday’s close. (70.8% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.3% are up 3.5% or more. 2.3% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:11.3%…>=80:18.8%…>=50:38.5%…<=20:24.9%…<=10:13.5%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:47.1%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.3% above previous 1 highs, 36.3% below previous 1 lows
8.9% above previous 2 highs, 25.2% below previous 2 lows
8.5% above previous 3 highs, 15.9% below previous 3 lows
8.0% above previous 4 highs, 14.6% below previous 4 lows
7.0% above previous 5 highs, 14.2% below previous 5 lows
6.4% above previous 6 highs, 13.3% below previous 6 lows
6.3% above previous 7 highs, 12.4% below previous 7 lows
5.8% above previous 8 highs, 12.3% below previous 8 lows
5.1% above previous 9 highs, 12.1% below previous 9 lows
5.0% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.2% are above or equal to 9/18 close (1 days ago), 70.8% are below.
45.8% are above or equal to 9/17 close (2 days ago), 54.2% are below.
50.6% are above or equal to 9/16 close (3 days ago), 49.4% are below.
62.2% are above or equal to 9/15 close (4 days ago), 37.8% are below.
50.9% are above or equal to 9/12 close (5 days ago), 49.1% are below.
41.2% are above or equal to 9/11 close (6 days ago), 58.8% are below.
45.6% are above or equal to 9/10 close (7 days ago), 54.4% are below.
49.8% are above or equal to 9/9 close (8 days ago), 50.2% are below.
39.3% are above or equal to 9/8 close (9 days ago), 60.7% are below.
36.2% are above or equal to 9/5 close (10 days ago), 63.8% are below.
42.5% are above or equal to 9/4 close (11 days ago), 57.5% are below.
40.3% are above or equal to 9/3 close (12 days ago), 59.7% are below.
40.3% are above or equal to 9/2 close (13 days ago), 59.7% are below.
42.7% are above or equal to 8/29 close (14 days ago), 57.3% are below.
45.4% are above or equal to 8/28 close (15 days ago), 54.6% are below.
44.7% are above or equal to 8/27 close (16 days ago), 55.3% are below.
44.3% are above or equal to 8/26 close (17 days ago), 55.7% are below.
46.9% are above or equal to 8/25 close (18 days ago), 53.1% are below.
49.4% are above or equal to 8/22 close (19 days ago), 50.6% are below.
48.0% are above or equal to 8/21 close (20 days ago), 52.0% are below.
49.0% are above or equal to 8/20 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.8% new highs, 16.7% new lows
21d: 19.7% new highs, 16.5% new lows
42d: 15.4% new highs, 10.2% new lows
63d: 12.4% new highs, 8.7% new lows
126d: 10.2% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.1% above, 71.9% below
3-day: 38.1% above, 61.9% below
4-day: 42.9% above, 57.1% below
5-day: 48.4% above, 51.6% below
8-day: 46.1% above, 53.9% below
10-day: 45.4% above, 54.6% below
20-day: 43.6% above, 56.4% below
50-day: 54.6% above, 45.4% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 3:00 pm ET)
REAL(76): 0.00% Top=AGNC NNN CBL PLD BRX MFA O NLY ….. CLNY MPW NRF RLJ DRH LHO RLGY EJ=Bottom (Real Estate)
MANU(38): -0.18% Top=DRC ATI ATU GE AME RXN HON EMR ….. BWC MRC MHK RS CAT JOY DDD GTLS=Bottom (Manufacturing)
HEAL(48): -0.18% Top=UHS HCA COO HUM EW CYH THC ZLTQ ….. HNT GMED HOLX DXCM PODD STJ WMGI IRWD=Bottom (Health)
RETA(67): -0.40% Top=FRAN AMZN VSI DANG DSW HD MELI WMT ….. WSM BBY WFM KAR GME BIG SHLD JCP=Bottom (Retail & Specialty Retail)
CONS(56): -0.41% Top=DECK NWL WHR BERY EL CLX PG ECL ….. CROX UA WWW GT KS NUS LULU ICON=Bottom (Consumer)
LEIS(28): -0.44% Top=CCL DRI BLMN MCD HOT YUM SBUX WYN ….. SIX MPEL MGM WYNN PZZA LVS KKD SGMS=Bottom (Leisure)
CHEM(28): -0.46% Top=POL APD WPZ DD EMN IPI CE PX ….. MOS CHMT OLN FTK GRA ALB MEOH GPRE=Bottom (Chemicals/Fertilizers)
COSW(75): -0.49% Top=CNQR DWRE AWAY INTU TWTR TTWO DATA CRM ….. GWRE QLIK YHOO AOL ORCL SFUN RHT JD=Bottom (Computer Software/Internet)
INSU(35): -0.54% Top=AIZ PRU MET LNC TRV CINF HIG ALL ….. AON RDN MTG ORI AIG AGO AFSI MBI=Bottom (Insurance)
TRAN(27): -0.54% Top=GLNG TRN JBHT JBLU SAVE CSX UNP UPS ….. LUV XPO TDW DAL GBX SWFT AAL YRCW=Bottom (Transportation)
FINA(77): -0.57% Top=ARMK HCBK COF USB NDAQ MTB WFC ZION ….. SEIC FMER PVTB ETFC OCN JNS RCAP WETF=Bottom (Banks/Financials)
DISV(45): -0.60% Top=ULTA HTZ FISV V HRB SERV GEO CXW ….. ALLE KBR ADS AAN Z APOL TNET HMSY=Bottom (Diversified Services)
ENER(109): -0.67% Top=ETE EEP PAGP MPC RGP PTEN EPD BWP ….. RSPP GDP PDS BBG AREX SN RIG PWE=Bottom (Energy)
MATE(28): -0.85% Top=WM PWR RSG MLM EXP RYN FLR MDR ….. USG TOL MDC SPF MAS RYL MTRX TPH=Bottom (Materials & Construction)
COHW(46): -1.09% Top=S BBRY VZ T CTL WIN PANW AAPL ….. GOGO SSYS UBNT OLED SYNA NSR SWIR VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.47% Top=TSL MRVL AMAT TXN KLAC ONNN ADI SNPS ….. SPWR CGNX INVN SCTY RFMD TQNT CRUS GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.61% Top=AA CNX NUE FCX SWC CMC X NEM ….. AKS CCJ AUY SLW AEM TCK EGO CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:43 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
10.1% of stocks are above yesterday’s high.
32.8% are above yesterday’s midpoint. (67.2% are below.)
35.8% are below yesterday’s low.
54.1% are inside yesterday’s range.
53.2% of stocks with today’s high > yesterday’s high. (46.8% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND
13.2% of stocks are above today’s open. (85.7% are below).
13.1% of stocks are above today’s open and yesterday’s close.
71.1% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
5.0% are in the top 20%.
17.6% are in the top half. 82.4% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN
28.8% of stocks are above yesterday’s close. (71.2% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.3% are up 3.5% or more. 2.2% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.9%…>=90:11.3%…>=80:17.6%…>=50:38.7%…<=20:24.6%…<=10:12.8%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:47.2%…<=20:3.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.1% above previous 1 highs, 35.8% below previous 1 lows
8.4% above previous 2 highs, 24.7% below previous 2 lows
8.0% above previous 3 highs, 15.3% below previous 3 lows
7.5% above previous 4 highs, 14.2% below previous 4 lows
6.6% above previous 5 highs, 13.6% below previous 5 lows
6.0% above previous 6 highs, 13.0% below previous 6 lows
5.9% above previous 7 highs, 12.2% below previous 7 lows
5.5% above previous 8 highs, 12.1% below previous 8 lows
5.0% above previous 9 highs, 11.8% below previous 9 lows
5.0% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.8% are above or equal to 9/18 close (1 days ago), 71.2% are below.
46.8% are above or equal to 9/17 close (2 days ago), 53.2% are below.
50.8% are above or equal to 9/16 close (3 days ago), 49.2% are below.
62.2% are above or equal to 9/15 close (4 days ago), 37.8% are below.
50.8% are above or equal to 9/12 close (5 days ago), 49.2% are below.
40.7% are above or equal to 9/11 close (6 days ago), 59.3% are below.
46.2% are above or equal to 9/10 close (7 days ago), 53.8% are below.
50.0% are above or equal to 9/9 close (8 days ago), 50.0% are below.
39.1% are above or equal to 9/8 close (9 days ago), 60.9% are below.
36.7% are above or equal to 9/5 close (10 days ago), 63.3% are below.
42.3% are above or equal to 9/4 close (11 days ago), 57.7% are below.
40.3% are above or equal to 9/3 close (12 days ago), 59.7% are below.
40.4% are above or equal to 9/2 close (13 days ago), 59.6% are below.
42.6% are above or equal to 8/29 close (14 days ago), 57.4% are below.
45.7% are above or equal to 8/28 close (15 days ago), 54.3% are below.
44.9% are above or equal to 8/27 close (16 days ago), 55.1% are below.
44.3% are above or equal to 8/26 close (17 days ago), 55.7% are below.
47.1% are above or equal to 8/25 close (18 days ago), 52.9% are below.
49.4% are above or equal to 8/22 close (19 days ago), 50.6% are below.
47.7% are above or equal to 8/21 close (20 days ago), 52.3% are below.
49.8% are above or equal to 8/20 close (21 days ago), 50.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.7% new highs, 16.6% new lows
21d: 19.6% new highs, 16.4% new lows
42d: 15.3% new highs, 10.1% new lows
63d: 12.4% new highs, 8.7% new lows
126d: 10.2% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.1% above, 72.9% below
3-day: 37.0% above, 63.0% below
4-day: 42.2% above, 57.8% below
5-day: 48.7% above, 51.3% below
8-day: 46.5% above, 53.5% below
10-day: 45.8% above, 54.2% below
20-day: 43.6% above, 56.4% below
50-day: 54.6% above, 45.4% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 2:43 pm ET)
REAL(76): -0.04% Top=AGNC NNN CBL MFA PLD BRX KRG O ….. CLNY DRE MPW RLJ DRH RLGY LHO EJ=Bottom (Real Estate)
MANU(38): -0.16% Top=DRC ATI ATU RXN JKS AME GE DHR ….. BWC MRC RS MHK CAT JOY DDD GTLS=Bottom (Manufacturing)
HEAL(48): -0.16% Top=UHS HCA EW ZLTQ HUM THC CYH COO ….. SYK HNT PODD IRWD DXCM STJ WMGI HOLX=Bottom (Health)
RETA(67): -0.34% Top=FRAN AMZN DSW VSI DANG MELI HD WMT ….. CPRT BBY WFM KAR BIG GME SHLD JCP=Bottom (Retail & Specialty Retail)
LEIS(28): -0.34% Top=DRI CCL BLMN MCD YUM HOT SBUX WEN ….. EXPE MPEL MGM WYNN PZZA KKD LVS SGMS=Bottom (Leisure)
CONS(56): -0.40% Top=DECK WHR NWL BERY EL CLX BMS ECL ….. SHOO CROX WWW GT KS NUS LULU ICON=Bottom (Consumer)
CHEM(28): -0.44% Top=POL APD WPZ IPI DD EMN CE DOW ….. MOS AGU OLN FTK GRA ALB MEOH GPRE=Bottom (Chemicals/Fertilizers)
COSW(75): -0.44% Top=CNQR DWRE CSOD AWAY TTWO TWTR INTU DATA ….. AKAM QLIK YHOO AOL SFUN ORCL RHT JD=Bottom (Computer Software/Internet)
TRAN(27): -0.51% Top=GLNG TRN JBLU SAVE JBHT UNP CSX NSC ….. CNI TDW XPO DAL GBX SWFT YRCW AAL=Bottom (Transportation)
DISV(45): -0.56% Top=ULTA HTZ BLOX FISV HRB GEO V SERV ….. ALLE KBR AAN Z ADS TNET APOL HMSY=Bottom (Diversified Services)
FINA(77): -0.57% Top=ARMK HCBK COF NDAQ MTB USB ZION WFC ….. PVTB JNS FMER ETFC SEIC OCN RCAP WETF=Bottom (Banks/Financials)
ENER(109): -0.62% Top=ETE EEP MPC PAGP PDCE CJES BWP EPD ….. RSPP DO BBG AREX PDS SN RIG PWE=Bottom (Energy)
INSU(35): -0.64% Top=AIZ PRU MET LNC TRV HIG CINF ALL ….. AON RDN ORI MTG AIG AGO AFSI MBI=Bottom (Insurance)
MATE(28): -0.86% Top=WM PWR RSG FLR MLM EXP RYN CVA ….. TOL USG MDC SPF MAS RYL TPH MTRX=Bottom (Materials & Construction)
COHW(46): -1.06% Top=S BBRY VZ T CTL PANW WIN ARUN ….. TDC UBNT SSYS OLED SYNA NSR SWIR VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -1.39% Top=TSL MRVL SWKS AMAT TXN KLAC SNPS CSIQ ….. CGNX MU SCTY RFMD INVN TQNT CRUS GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.51% Top=AA CNX NUE SWC FCX CMC X NEM ….. AKS CCJ AUY SLW AEM TCK EGO CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:27 pm

Market Stats at 1:27 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
7.8% of stocks are above yesterday’s high.
23.9% are above yesterday’s midpoint. (76.1% are below.)
44.0% are below yesterday’s low.
48.3% are inside yesterday’s range.
53.1% of stocks with today’s high > yesterday’s high. (46.9% less than).
55.7% of stocks with today’s low < yesterday’s low. (44.3% greater than).

EVIDENCE OF INTRADAY TREND
9.2% of stocks are above today’s open. (89.9% are below).
9.0% of stocks are above today’s open and yesterday’s close.
77.4% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
1.7% are in the top 20%.
8.9% are in the top half. 91.1% of stocks are in the bottom half of today’s range.
68.8% are in the bottom 20%.
34.6% are in the bottom 10%.

GAIN
22.4% of stocks are above yesterday’s close. (77.6% are below.)
0.2% are up 4.5% or more. 1.5% are down 4.5% or more.
0.3% are up 3.5% or more. 3.2% are down 3.5% or more.
59.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:8.5%…>=80:12.6%…>=50:32.8%…<=20:30.6%…<=10:15.0%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:44.1%…<=20:3.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.8% above previous 1 highs, 44.0% below previous 1 lows
6.7% above previous 2 highs, 29.8% below previous 2 lows
6.4% above previous 3 highs, 18.3% below previous 3 lows
6.1% above previous 4 highs, 16.6% below previous 4 lows
5.3% above previous 5 highs, 15.7% below previous 5 lows
5.0% above previous 6 highs, 14.7% below previous 6 lows
4.6% above previous 7 highs, 13.8% below previous 7 lows
4.3% above previous 8 highs, 13.6% below previous 8 lows
3.9% above previous 9 highs, 13.5% below previous 9 lows
3.8% above previous 10 highs, 12.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.4% are above or equal to 9/18 close (1 days ago), 77.6% are below.
40.5% are above or equal to 9/17 close (2 days ago), 59.5% are below.
45.2% are above or equal to 9/16 close (3 days ago), 54.8% are below.
57.8% are above or equal to 9/15 close (4 days ago), 42.2% are below.
47.4% are above or equal to 9/12 close (5 days ago), 52.6% are below.
36.4% are above or equal to 9/11 close (6 days ago), 63.6% are below.
43.5% are above or equal to 9/10 close (7 days ago), 56.5% are below.
46.8% are above or equal to 9/9 close (8 days ago), 53.2% are below.
36.3% are above or equal to 9/8 close (9 days ago), 63.7% are below.
33.8% are above or equal to 9/5 close (10 days ago), 66.2% are below.
39.6% are above or equal to 9/4 close (11 days ago), 60.4% are below.
39.1% are above or equal to 9/3 close (12 days ago), 60.9% are below.
37.7% are above or equal to 9/2 close (13 days ago), 62.3% are below.
41.4% are above or equal to 8/29 close (14 days ago), 58.6% are below.
44.1% are above or equal to 8/28 close (15 days ago), 55.9% are below.
43.9% are above or equal to 8/27 close (16 days ago), 56.1% are below.
42.8% are above or equal to 8/26 close (17 days ago), 57.2% are below.
45.5% are above or equal to 8/25 close (18 days ago), 54.5% are below.
48.0% are above or equal to 8/22 close (19 days ago), 52.0% are below.
45.9% are above or equal to 8/21 close (20 days ago), 54.1% are below.
47.8% are above or equal to 8/20 close (21 days ago), 52.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 15.3% new lows
21d: 19.5% new highs, 15.1% new lows
42d: 15.2% new highs, 9.2% new lows
63d: 12.3% new highs, 7.9% new lows
126d: 10.1% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 21.1% above, 78.9% below
3-day: 29.9% above, 70.1% below
4-day: 36.0% above, 64.0% below
5-day: 42.1% above, 57.9% below
8-day: 40.7% above, 59.3% below
10-day: 41.4% above, 58.6% below
20-day: 41.3% above, 58.7% below
50-day: 53.4% above, 46.6% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 1:27 pm ET)
REAL(76): -0.16% Top=AGNC MFA GLPI PLD NNN BRX KRG DLR ….. RLJ DRE NRF DRH CLNY RLGY LHO EJ=Bottom (Real Estate)
HEAL(48): -0.37% Top=ZLTQ UHS HUM DGX THC EVHC COO CYH ….. HNT DXCM STJ MOH WMGI HOLX PODD IRWD=Bottom (Health)
CHEM(28): -0.46% Top=POL CF DD APD WPZ IPI CE EMN ….. FMC MOS CHMT GRA OLN ALB MEOH GPRE=Bottom (Chemicals/Fertilizers)
MANU(38): -0.49% Top=DRC ATI ATU AME GE DHR RXN HON ….. BWC TEX MHK CAT JKS JOY DDD GTLS=Bottom (Manufacturing)
ENER(109): -0.62% Top=ETE PDCE EEP VLO LNCO MMP COP EPD ….. RICE GDP RIG CRK SN PDS AREX PWE=Bottom (Energy)
LEIS(28): -0.64% Top=DRI CCL MCD YUM BLMN HOT SBUX SEAS ….. EXPE PZZA MPEL MGM WYNN LVS KKD SGMS=Bottom (Leisure)
FINA(77): -0.66% Top=ARMK HCBK USB COF MTB ZION SNV VLY ….. CBOE FMER SEIC JNS OCN ETFC RCAP WETF=Bottom (Banks/Financials)
RETA(67): -0.68% Top=FRAN AMZN DSW WMT CVS COST DANG CAB ….. BURL BIG FIVE BID TFM WFM SHLD JCP=Bottom (Retail & Specialty Retail)
CONS(56): -0.70% Top=DECK EL BERY PG NWL BMS CLX ECL ….. KATE FBHS KS WWW GT ICON LULU NUS=Bottom (Consumer)
INSU(35): -0.72% Top=VR AIZ LNC PRU TRV MET CINF ACGL ….. AON ORI RDN MBI AGO MTG AIG AFSI=Bottom (Insurance)
TRAN(27): -0.85% Top=GLNG JBLU JBHT SAVE TRN NSC UPS FDX ….. CNI DAL TDW XPO SWFT AAL GBX YRCW=Bottom (Transportation)
DISV(45): -0.88% Top=ULTA HTZ LDOS FISV GEO V VNTV CAR ….. YY AAN FLT ACM TNET APOL Z HMSY=Bottom (Diversified Services)
COSW(75): -0.93% Top=CNQR AWAY TTWO GRPN NOW DWRE XRX INTU ….. AOL SFUN QLIK AKAM YHOO ORCL JD RHT=Bottom (Computer Software/Internet)
MATE(28): -1.27% Top=WM RSG PWR EXP FLR MDR WY RYN ….. MDC TOL SPF MAS TPH USG RYL MTRX=Bottom (Materials & Construction)
COHW(46): -1.45% Top=CTL VZ T S BBRY WIN PANW ARUN ….. TDC SSYS GOGO SYNA UBNT NSR SWIR VIP=Bottom (Computer Hardware/Telecom)
ELEC(54): -2.04% Top=KLAC AMAT SNPS LRCX TXN ONNN MRVL ALTR ….. AMBA SPWR CAVM TQNT SCTY INVN CRUS GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.66% Top=AA SWC CNX NUE FCX SLCA CMC X ….. AUY CCJ SLW AEM EGO TCK AKS CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:58 am

Market Stats at 12:57 pm ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
8.5% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
42.6% are below yesterday’s low.
49.0% are inside yesterday’s range.
53.1% of stocks with today’s high > yesterday’s high. (46.9% less than).
51.3% of stocks with today’s low < yesterday’s low. (48.7% greater than).

EVIDENCE OF INTRADAY TREND
9.4% of stocks are above today’s open. (89.6% are below).
9.2% of stocks are above today’s open and yesterday’s close.
75.9% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
9.0% are in the top half. 91.0% of stocks are in the bottom half of today’s range.
72.6% are in the bottom 20%.
57.4% are in the bottom 10%.

GAIN
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.2% are up 3.5% or more. 3.4% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:9.4%…>=80:14.2%…>=50:32.6%…<=20:30.4%…<=10:15.0%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:44.9%…<=20:3.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.5% above previous 1 highs, 42.6% below previous 1 lows
7.3% above previous 2 highs, 28.5% below previous 2 lows
7.0% above previous 3 highs, 17.2% below previous 3 lows
6.6% above previous 4 highs, 16.0% below previous 4 lows
5.9% above previous 5 highs, 15.3% below previous 5 lows
5.3% above previous 6 highs, 14.6% below previous 6 lows
5.1% above previous 7 highs, 13.7% below previous 7 lows
4.6% above previous 8 highs, 13.5% below previous 8 lows
4.2% above previous 9 highs, 13.3% below previous 9 lows
4.1% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.9% are above or equal to 9/18 close (1 days ago), 76.1% are below.
40.3% are above or equal to 9/17 close (2 days ago), 59.7% are below.
45.6% are above or equal to 9/16 close (3 days ago), 54.4% are below.
58.4% are above or equal to 9/15 close (4 days ago), 41.6% are below.
48.1% are above or equal to 9/12 close (5 days ago), 51.9% are below.
37.1% are above or equal to 9/11 close (6 days ago), 62.9% are below.
43.2% are above or equal to 9/10 close (7 days ago), 56.8% are below.
47.7% are above or equal to 9/9 close (8 days ago), 52.3% are below.
36.5% are above or equal to 9/8 close (9 days ago), 63.5% are below.
34.2% are above or equal to 9/5 close (10 days ago), 65.8% are below.
40.4% are above or equal to 9/4 close (11 days ago), 59.6% are below.
39.3% are above or equal to 9/3 close (12 days ago), 60.7% are below.
37.6% are above or equal to 9/2 close (13 days ago), 62.4% are below.
41.5% are above or equal to 8/29 close (14 days ago), 58.5% are below.
43.7% are above or equal to 8/28 close (15 days ago), 56.3% are below.
44.3% are above or equal to 8/27 close (16 days ago), 55.7% are below.
43.0% are above or equal to 8/26 close (17 days ago), 57.0% are below.
45.7% are above or equal to 8/25 close (18 days ago), 54.3% are below.
47.9% are above or equal to 8/22 close (19 days ago), 52.1% are below.
46.4% are above or equal to 8/21 close (20 days ago), 53.6% are below.
48.3% are above or equal to 8/20 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 14.0% new lows
21d: 19.5% new highs, 13.8% new lows
42d: 15.2% new highs, 8.6% new lows
63d: 12.3% new highs, 7.3% new lows
126d: 10.1% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.9% above, 77.1% below
3-day: 30.4% above, 69.6% below
4-day: 36.0% above, 64.0% below
5-day: 41.8% above, 58.2% below
8-day: 41.6% above, 58.4% below
10-day: 41.9% above, 58.1% below
20-day: 42.1% above, 57.9% below
50-day: 53.5% above, 46.5% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 12:57 pm ET)
REAL(76): -0.19% Top=AGNC GLPI MFA CBL NNN BRX ARCP OFC ….. AMT DRE NRF DRH CLNY LHO RLGY EJ=Bottom (Real Estate)
CHEM(28): -0.34% Top=CF APD DD POL CE IPI EMN WPZ ….. CHMT POT MOS ALB GRA OLN MEOH GPRE=Bottom (Chemicals/Fertilizers)
MANU(38): -0.39% Top=DRC ATI RXN ATU DHR GE AME HON ….. CFX MRC MHK CAT JKS JOY DDD GTLS=Bottom (Manufacturing)
HEAL(48): -0.40% Top=EW UHS HUM HCA DGX COO THC ALGN ….. STJ OPK DXCM MOH HOLX PODD WMGI IRWD=Bottom (Health)
ENER(109): -0.49% Top=ETE PDCE EEP CPE CVX VLO BWP MPC ….. RIG CRK EXH SN AREX GDP PDS PWE=Bottom (Energy)
CONS(56): -0.60% Top=DECK NWL EL BMS WHR PG CLX ECL ….. HBI UFS GT WWW LULU KS ICON NUS=Bottom (Consumer)
INSU(35): -0.63% Top=VR AIZ LNC TRV MET PRU ACGL ACE ….. GNW CNO AFSI RDN MTG AGO MBI AIG=Bottom (Insurance)
LEIS(28): -0.64% Top=CCL DRI MCD HOT YUM WEN SBUX WYN ….. PZZA EXPE MGM MPEL WYNN LVS KKD SGMS=Bottom (Leisure)
FINA(77): -0.67% Top=ARMK COF HCBK USB ZION MTB NDAQ SNV ….. LAZ BEN SEIC ETFC RCAP JNS OCN WETF=Bottom (Banks/Financials)
RETA(67): -0.71% Top=FRAN AMZN DSW WMT CVS HD COST DANG ….. ANF FIVE BID BIG TFM WFM SHLD JCP=Bottom (Retail & Specialty Retail)
TRAN(27): -0.81% Top=JBLU GLNG JBHT TRN SAVE CSX FDX NSC ….. CHRW CNI DAL XPO SWFT AAL GBX YRCW=Bottom (Transportation)
DISV(45): -0.88% Top=ULTA LDOS HTZ GEO FISV VNTV CAR CXW ….. AAN YY ACM KBR APOL TNET HMSY Z=Bottom (Diversified Services)
COSW(75): -1.04% Top=CNQR NOW XRX AWAY TTWO INTU MANH FIS ….. SFUN AOL QLIK AKAM YHOO ORCL JD RHT=Bottom (Computer Software/Internet)
MATE(28): -1.26% Top=EXP WM PWR RSG FLR CVA RYN WY ….. MDC TOL SPF MAS TPH USG RYL MTRX=Bottom (Materials & Construction)
COHW(46): -1.41% Top=S CTL T BBRY VZ FTR ARUN WIN ….. INFN NSR SSYS GOGO SYNA UBNT VIP SWIR=Bottom (Computer Hardware/Telecom)
ELEC(54): -2.02% Top=KLAC AMAT TXN SNPS MRVL ALTR LRCX ONNN ….. CAVM SPWR TQNT AMBA SCTY CRUS GTAT INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -2.40% Top=AA SWC CNX NUE FCX X CMC NEM ….. CCJ SLW AUY AEM EGO TCK AKS CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:35 am

Market Stats at 11:34 am ET
by daytrend on 20140919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

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

COMPARED TO YESTERDAY’S RANGE
14.0% of stocks are above yesterday’s high.
37.1% are above yesterday’s midpoint. (62.9% are below.)
28.9% are below yesterday’s low.
57.1% are inside yesterday’s range.
52.9% of stocks with today’s high > yesterday’s high. (47.1% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND
16.9% of stocks are above today’s open. (81.8% are below).
16.7% of stocks are above today’s open and yesterday’s close.
63.6% are below both.
31.8% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
16.5% are in the top half. 83.5% of stocks are in the bottom half of today’s range.
58.5% are in the bottom 20%.
46.8% are in the bottom 10%.

GAIN
36.2% of stocks are above yesterday’s close. (63.8% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.3% are up 3.5% or more. 1.3% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.1%…>=90:16.0%…>=80:24.4%…>=50:44.7%…<=20:22.4%…<=10:11.5%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:50.0%…<=20:2.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:52.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.0% above previous 1 highs, 28.9% below previous 1 lows
11.9% above previous 2 highs, 19.6% below previous 2 lows
11.4% above previous 3 highs, 12.1% below previous 3 lows
10.7% above previous 4 highs, 10.8% below previous 4 lows
8.9% above previous 5 highs, 10.2% below previous 5 lows
8.5% above previous 6 highs, 10.0% below previous 6 lows
8.2% above previous 7 highs, 9.5% below previous 7 lows
7.7% above previous 8 highs, 9.5% below previous 8 lows
7.2% above previous 9 highs, 9.3% below previous 9 lows
7.1% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.2% are above or equal to 9/18 close (1 days ago), 63.8% are below.
50.7% are above or equal to 9/17 close (2 days ago), 49.3% are below.
52.6% are above or equal to 9/16 close (3 days ago), 47.4% are below.
65.2% are above or equal to 9/15 close (4 days ago), 34.8% are below.
54.5% are above or equal to 9/12 close (5 days ago), 45.5% are below.
43.3% are above or equal to 9/11 close (6 days ago), 56.7% are below.
47.6% are above or equal to 9/10 close (7 days ago), 52.4% are below.
52.0% are above or equal to 9/9 close (8 days ago), 48.0% are below.
41.6% are above or equal to 9/8 close (9 days ago), 58.4% are below.
39.6% are above or equal to 9/5 close (10 days ago), 60.4% are below.
44.5% are above or equal to 9/4 close (11 days ago), 55.5% are below.
42.9% are above or equal to 9/3 close (12 days ago), 57.1% are below.
41.5% are above or equal to 9/2 close (13 days ago), 58.5% are below.
44.1% are above or equal to 8/29 close (14 days ago), 55.9% are below.
47.2% are above or equal to 8/28 close (15 days ago), 52.8% are below.
46.4% are above or equal to 8/27 close (16 days ago), 53.6% are below.
45.9% are above or equal to 8/26 close (17 days ago), 54.1% are below.
47.9% are above or equal to 8/25 close (18 days ago), 52.1% are below.
50.3% are above or equal to 8/22 close (19 days ago), 49.7% are below.
49.2% are above or equal to 8/21 close (20 days ago), 50.8% are below.
50.1% are above or equal to 8/20 close (21 days ago), 49.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.6% new highs, 10.4% new lows
21d: 19.5% new highs, 10.4% new lows
42d: 15.1% new highs, 6.4% new lows
63d: 12.2% new highs, 5.5% new lows
126d: 10.0% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 42.7% above, 57.3% below
4-day: 46.1% above, 53.9% below
5-day: 52.4% above, 47.6% below
8-day: 51.3% above, 48.7% below
10-day: 48.7% above, 51.3% below
20-day: 45.9% above, 54.1% below
50-day: 56.4% above, 43.6% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140919 11:34 am ET)
LEIS(28): 0.04% Top=BLMN CCL DRI MCD YUM HOT CAKE WEN ….. SIX WYNN LTM MGM EXPE LVS KKD SGMS=Bottom (Leisure)
CHEM(28): 0.01% Top=POL DD CF IPI APD CHMT AXLL DOW ….. FMC HUN MOS TAM MEOH GRA ALB GPRE=Bottom (Chemicals/Fertilizers)
FINA(77): -0.04% Top=ZION HCBK SNV FHN USB BBT VLY MTB ….. LM RCAP SEIC WU BEN JNS WETF OCN=Bottom (Banks/Financials)
REAL(76): -0.07% Top=AGNC GLPI OFC MFA ARCP GRT KIM BRX ….. CUBE RHP DRE DRH LHO NRF RLGY EJ=Bottom (Real Estate)
HEAL(48): -0.12% Top=COO HUM ALGN WCG UHS HCA CNC MDT ….. BKD GMED MOH DXCM WMGI STJ PODD IRWD=Bottom (Health)
COSW(75): -0.18% Top=CNQR NOW GRPN MDSO MANH TTWO WWWW DATA ….. FTNT INFA AOL FFIV ADBE AKAM RHT ORCL=Bottom (Computer Software/Internet)
RETA(67): -0.23% Top=FRAN AMZN DANG HD SPLS WMT DSW LINTA ….. WSM ANF BBY WFM BIG TFM SHLD JCP=Bottom (Retail & Specialty Retail)
INSU(35): -0.27% Top=LNC MET VR AIZ PRU BRO TRV CINF ….. AFSI ORI MTG AGO AON RDN AIG MBI=Bottom (Insurance)
MANU(38): -0.28% Top=DRC ATI AME ATU DHR GE EMR HON ….. CMI MHK AGCO TEX CAT GTLS JOY DDD=Bottom (Manufacturing)
CONS(56): -0.31% Top=HAS DECK EL BERY NWL BMS WHR RKT ….. HBI SHOO FBHS KS GT ICON WWW NUS=Bottom (Consumer)
ENER(109): -0.36% Top=ETE VLO MPC PDCE WNR EEP PBF CJES ….. CRK SN EXH PDS LPI PWE AREX GDP=Bottom (Energy)
TRAN(27): -0.38% Top=GLNG JBLU JBHT TRN CNW EXPD SAVE CSX ….. TDW SWFT ALK LUV DAL AAL GBX YRCW=Bottom (Transportation)
DISV(45): -0.43% Top=ULTA LDOS MAN ASGN BLOX CAR GEO HTZ ….. TNET ADT ADS APOL ALLE Z AAN MYGN=Bottom (Diversified Services)
COHW(46): -0.90% Top=S BBRY ARUN CTL VZ T FTR EFII ….. LVLT NSR UBNT SSYS SWIR GOGO VIP LXK=Bottom (Computer Hardware/Telecom)
MATE(28): -0.96% Top=EXP CVA WM FLR RSG MLM VMC PWR ….. LEN RYL AWI MDC MAS USG SPF MTRX=Bottom (Materials & Construction)
ELEC(54): -1.28% Top=TXN SNPS MRVL AMAT ONNN ALTR INTC KLAC ….. IDTI RFMD SUNE CAVM TQNT INVN GTAT CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -1.59% Top=X AA SWC CNX NUE CMC BTU NEM ….. CCJ AKS SLW AEM AUY EGO TCK CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:34 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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