daytrend

05/23/2013

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

Market Stats at 9:51 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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
0.7% of stocks are above yesterday’s high.
3.8% are above yesterday’s midpoint. (96.2% are below.)
74.5% are below yesterday’s low.
24.8% are inside yesterday’s range.
1.0% of stocks with today’s high > yesterday’s high. (99.0% less than).
93.4% of stocks with today’s low < yesterday’s low. (6.6% greater than).

EVIDENCE OF INTRADAY TREND
42.4% of stocks are above today’s open. (56.6% are below).
6.0% of stocks are above today’s open and yesterday’s close.
55.3% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.9% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
17.2% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.3% are up 4.5% or more. 0.9% are down 4.5% or more.
0.6% are up 3.5% or more. 3.0% are down 3.5% or more.
37.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.3%…>=90:0.3%…>=80:1.3%…>=50:6.2%…<=20:73.3%…<=10:43.5%…<=5:18.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:44.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
0.7% above previous 1 highs, 74.5% below previous 1 lows
0.6% above previous 2 highs, 68.8% below previous 2 lows
0.6% above previous 3 highs, 61.5% below previous 3 lows
0.5% above previous 4 highs, 51.2% below previous 4 lows
0.5% above previous 5 highs, 45.3% below previous 5 lows
0.5% above previous 6 highs, 38.9% below previous 6 lows
0.5% above previous 7 highs, 33.8% below previous 7 lows
0.3% above previous 8 highs, 28.6% below previous 8 lows
0.3% above previous 9 highs, 26.0% below previous 9 lows
0.3% above previous 10 highs, 23.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
7.9% are above or equal to 5/22 close (1 days ago), 92.1% are below.
5.2% are above or equal to 5/21 close (2 days ago), 94.8% are below.
8.8% are above or equal to 5/20 close (3 days ago), 91.2% are below.
15.1% are above or equal to 5/17 close (4 days ago), 84.9% are below.
33.3% are above or equal to 5/16 close (5 days ago), 66.7% are below.
26.0% are above or equal to 5/15 close (6 days ago), 74.0% are below.
32.1% are above or equal to 5/14 close (7 days ago), 67.9% are below.
44.9% are above or equal to 5/13 close (8 days ago), 55.1% are below.
41.7% are above or equal to 5/10 close (9 days ago), 58.3% are below.
49.3% are above or equal to 5/9 close (10 days ago), 50.7% are below.
46.4% are above or equal to 5/8 close (11 days ago), 53.6% are below.
51.8% are above or equal to 5/7 close (12 days ago), 48.2% are below.
57.5% are above or equal to 5/6 close (13 days ago), 42.5% are below.
63.2% are above or equal to 5/3 close (14 days ago), 36.8% are below.
71.6% are above or equal to 5/2 close (15 days ago), 28.4% are below.
76.1% are above or equal to 5/1 close (16 days ago), 23.9% are below.
69.6% are above or equal to 4/30 close (17 days ago), 30.4% are below.
73.0% are above or equal to 4/29 close (18 days ago), 27.0% are below.
75.5% are above or equal to 4/26 close (19 days ago), 24.5% are below.
73.3% are above or equal to 4/25 close (20 days ago), 26.7% are below.
74.9% are above or equal to 4/24 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.7% new highs, 10.4% new lows
21d: 0.7% new highs, 9.8% new lows
42d: 0.6% new highs, 3.9% new lows
63d: 0.6% new highs, 3.0% new lows
126d: 0.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.3% above, 92.7% below
3-day: 4.7% above, 95.3% below
4-day: 5.5% above, 94.5% below
5-day: 7.0% above, 93.0% below
8-day: 16.2% above, 83.8% below
10-day: 21.6% above, 78.4% below
20-day: 51.8% above, 48.2% below
50-day: 71.2% above, 28.8% below
200-day: 84.1% above, 15.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(45): -0.46% Top=HPQ ARRS WDC MSI WIN VSAT CTL S ….. PLCM AMX VIP SNDK FIO RKUS INFN NIHD=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.68% Top=VOLC HNT THOR EW XRAY DGX HLS HOLX ….. UHS ALGN HCA VAR THC CYH HMA IRWD=Bottom (Health)
META(29): -0.70% Top=KGC RGLD IAG EGO AUY GG NEM AEM ….. ACI STLD X FCX SCCO SLCA WLT CLF=Bottom (Metals & Mining)
DISV(46): -0.70% Top=LPS HPY MYGN PAYX ABCO ATHN VRSK HMSY ….. ACM GEO LOPE CAR RRD KBR AL CXW=Bottom (Diversified Services)
RETA(66): -0.76% Top=DLTR PETM GME FDO SKS BIG BBBY DG ….. AAP AEO MELI KORS NFLX SIG CAB LL=Bottom (Retail & Specialty Retail)
INSU(41): -0.95% Top=FNF MBI WRB BRO ACGL AFSI WSH PGR ….. MET ORI PL CNO PRU HIG GNW RDN=Bottom (Insurance)
COSW(77): -0.98% Top=DBD WDAY FB CNQR CVLT EA ATVI XRX ….. LNKD CRM TRLA NTES SFLY SINA YNDX SOHU=Bottom (Computer Software/Internet)
TRAN(24): -1.06% Top=EXPD LUV ALK CHRW JBLU AIRM FDX JBHT ….. TDW NSC GLNG CSX CNW TRN CP SWFT=Bottom (Transportation)
MANU(40): -1.18% Top=DOV ATU BWC PLL DE DCI ITW AGCO ….. JOY ATI TEX SWK RS PPO MTW DDD=Bottom (Manufacturing)
MATE(29): -1.27% Top=RSG FAST WCN WM PWR CVA CLH RYL ….. DHI BZH MAS MDR PHM SPF EXP MTZ=Bottom (Materials & Construction)
CONS(56): -1.37% Top=PBI PAY CHD AVY EL ECL PG CL ….. IRBT TUP LF OI HBI DECK BERY RL=Bottom (Consumer)
CHEM(29): -1.37% Top=MON SIAL RPM PX TROX AGU SHW CYT ….. AXLL GRA DOW MEOH CHMT DD HUN CE=Bottom (Chemicals/Fertilizers)
ELEC(53): -1.42% Top=INVN NVDA SNPS DLB CSIQ APH UTEK SCTY ….. MRVL IPGP WFR ONNN JASO SPWR CRUS SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): -1.44% Top=DPZ EXPE HOT MAR DRI TXRH MCD KKD ….. CZR WEN BYD EAT LVS WYNN MGM MPEL=Bottom (Leisure)
FINA(76): -1.60% Top=HCBK BBT BNS FITB FSC CBOE FRC TCBI ….. GS RJF OCN BX OZM APO KKR WETF=Bottom (Banks/Financials)
ENER(100): -1.92% Top=EGN CVX XEC CRK XOM UPL OKS VNR ….. APA NFX PDCE GPOR DK PTEN PBF AREX=Bottom (Energy)
REAL(81): -2.01% Top=CLI BXP DLR CWH BRE EXR PMT EDR ….. HCN MPW GGP SNH WAC NNN O OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:44 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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
0.8% of stocks are above yesterday’s high.
2.9% are above yesterday’s midpoint. (97.1% are below.)
72.7% are below yesterday’s low.
26.4% are inside yesterday’s range.
1.0% of stocks with today’s high > yesterday’s high. (99.0% less than).
93.1% of stocks with today’s low < yesterday’s low. (6.9% greater than).

EVIDENCE OF INTRADAY TREND
47.1% of stocks are above today’s open. (51.3% are below).
6.7% of stocks are above today’s open and yesterday’s close.
49.9% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.7% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
12.5% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
8.3% of stocks are above yesterday’s close. (91.7% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.5% are up 3.5% or more. 2.2% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:0.5%…>=80:1.5%…>=50:6.7%…<=20:71.0%…<=10:42.4%…<=5:19.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:45.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
0.8% above previous 1 highs, 72.7% below previous 1 lows
0.8% above previous 2 highs, 67.2% below previous 2 lows
0.8% above previous 3 highs, 60.6% below previous 3 lows
0.7% above previous 4 highs, 51.2% below previous 4 lows
0.7% above previous 5 highs, 45.3% below previous 5 lows
0.6% above previous 6 highs, 38.9% below previous 6 lows
0.6% above previous 7 highs, 33.1% below previous 7 lows
0.5% above previous 8 highs, 27.7% below previous 8 lows
0.5% above previous 9 highs, 25.1% below previous 9 lows
0.5% above previous 10 highs, 23.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.3% are above or equal to 5/22 close (1 days ago), 91.7% are below.
5.9% are above or equal to 5/21 close (2 days ago), 94.1% are below.
9.0% are above or equal to 5/20 close (3 days ago), 91.0% are below.
16.5% are above or equal to 5/17 close (4 days ago), 83.5% are below.
33.4% are above or equal to 5/16 close (5 days ago), 66.6% are below.
27.0% are above or equal to 5/15 close (6 days ago), 73.0% are below.
32.8% are above or equal to 5/14 close (7 days ago), 67.2% are below.
45.3% are above or equal to 5/13 close (8 days ago), 54.7% are below.
43.5% are above or equal to 5/10 close (9 days ago), 56.5% are below.
50.2% are above or equal to 5/9 close (10 days ago), 49.8% are below.
47.7% are above or equal to 5/8 close (11 days ago), 52.3% are below.
53.3% are above or equal to 5/7 close (12 days ago), 46.7% are below.
59.0% are above or equal to 5/6 close (13 days ago), 41.0% are below.
63.6% are above or equal to 5/3 close (14 days ago), 36.4% are below.
72.7% are above or equal to 5/2 close (15 days ago), 27.3% are below.
76.3% are above or equal to 5/1 close (16 days ago), 23.7% are below.
70.8% are above or equal to 4/30 close (17 days ago), 29.2% are below.
73.3% are above or equal to 4/29 close (18 days ago), 26.7% are below.
76.0% are above or equal to 4/26 close (19 days ago), 24.0% are below.
73.8% are above or equal to 4/25 close (20 days ago), 26.2% are below.
74.9% are above or equal to 4/24 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.7% new highs, 10.2% new lows
21d: 0.7% new highs, 9.5% new lows
42d: 0.6% new highs, 3.8% new lows
63d: 0.6% new highs, 3.0% new lows
126d: 0.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 8.1% above, 91.9% below
3-day: 5.3% above, 94.7% below
4-day: 5.8% above, 94.2% below
5-day: 7.9% above, 92.1% below
8-day: 17.4% above, 82.6% below
10-day: 24.1% above, 75.9% below
20-day: 53.9% above, 46.1% below
50-day: 71.6% above, 28.4% below
200-day: 84.3% above, 15.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(45): -0.54% Top=HPQ ARRS WIN WDC MSI VSAT CTL ARUN ….. VIP NIHD TMUS SNDK SSYS FIO RKUS INFN=Bottom (Computer Hardware/Telecom)
RETA(66): -0.57% Top=DLTR PETM GME SKS FDO EXPR BIG ANN ….. LOW NFLX AAP KORS SIG CAB MELI LL=Bottom (Retail & Specialty Retail)
DISV(46): -0.67% Top=LPS HMSY ABCO PAYX VRSK MYGN HPY RCII ….. ACM RRD FLT GEO CAR KBR AL CXW=Bottom (Diversified Services)
HEAL(46): -0.69% Top=VOLC THOR XRAY BDX HNT DGX CNC EW ….. SIRO HCA A THC ALGN CYH HMA IRWD=Bottom (Health)
META(29): -0.70% Top=KGC EGO RGLD NEM AUY GG IAG ABX ….. CCJ MCP X WLT SCCO FCX SLCA CLF=Bottom (Metals & Mining)
INSU(41): -0.98% Top=MBI FNF WRB BRO CLGX WSH AFSI CB ….. AIG PRE PL CNO PRU GNW HIG RDN=Bottom (Insurance)
TRAN(24): -1.02% Top=EXPD CHRW AIRM LUV FDX UPS KSU ALK ….. SAVE CNW CP TDW CSX TRN GLNG SWFT=Bottom (Transportation)
COSW(77): -1.03% Top=DBD CNQR WDAY FB TRI XRX INFA VCLK ….. AWAY SINA NTES SFLY CRM ANGI YNDX SOHU=Bottom (Computer Software/Internet)
MANU(40): -1.04% Top=DOV ATU DCI PCP BWC ROP PLL XYL ….. MRC AOS ETN PPO JOY TEX MTW DDD=Bottom (Manufacturing)
CONS(56): -1.19% Top=PAY CHD AVY PBI EL PG ECL BLL ….. HBI TPX IRBT DECK FNP LF BERY RL=Bottom (Consumer)
ELEC(53): -1.24% Top=TSL INVN NVDA SNPS CSIQ DLB UTEK TEL ….. SCTY SPWR ONNN MRVL WFR IPGP CRUS SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): -1.30% Top=DPZ KKD HOT EXPE MAR TXRH MCD DRI ….. H WEN CZR WYNN EAT LVS MGM MPEL=Bottom (Leisure)
CHEM(29): -1.40% Top=MON SIAL RPM SHW PX CF AGU CYT ….. DOW GRA MEOH DD HUN CHMT AXLL CE=Bottom (Chemicals/Fertilizers)
MATE(29): -1.43% Top=RSG FAST WCN WM PWR CVA CLH RYN ….. MDC MTH SPF DHI EXP PHM BZH MTZ=Bottom (Materials & Construction)
FINA(76): -1.63% Top=HCBK BNS DFS FITB CIT AXP FRC FSC ….. RJF BAC OCN BX OZM APO KKR WETF=Bottom (Banks/Financials)
ENER(100): -1.82% Top=CVX XOM CRK EGN XEC PSX OKS FTI ….. HERO GPOR NFX BCEI PTEN SM PDCE AREX=Bottom (Energy)
REAL(81): -1.82% Top=CWH CLI PMT DLR PDM EXR RLJ AMT ….. MPW GGP NNN SNH TWO UDR O OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:44 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:35 am

Market Stats at 9:34 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
0.9% of stocks are above yesterday’s high.
3.9% are above yesterday’s midpoint. (96.1% are below.)
74.4% are below yesterday’s low.
24.6% are inside yesterday’s range.
1.1% of stocks with today’s high > yesterday’s high. (98.9% less than).
91.5% of stocks with today’s low < yesterday’s low. (8.5% greater than).

EVIDENCE OF INTRADAY TREND
38.6% of stocks are above today’s open. (58.6% are below).
6.3% of stocks are above today’s open and yesterday’s close.
57.2% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.0% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
50.5% are in the top half. 49.5% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
16.1% are in the bottom 10%.

GAIN
8.3% of stocks are above yesterday’s close. (91.7% are below.)
0.2% are up 4.5% or more. 2.1% are down 4.5% or more.
0.4% are up 3.5% or more. 4.7% are down 3.5% or more.
38.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:0.6%…>=80:1.6%…>=50:6.9%…<=20:74.3%…<=10:43.2%…<=5:20.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:44.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:59.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
0.9% above previous 1 highs, 74.4% below previous 1 lows
0.7% above previous 2 highs, 69.2% below previous 2 lows
0.6% above previous 3 highs, 62.7% below previous 3 lows
0.6% above previous 4 highs, 53.2% below previous 4 lows
0.6% above previous 5 highs, 46.3% below previous 5 lows
0.5% above previous 6 highs, 39.6% below previous 6 lows
0.5% above previous 7 highs, 34.0% below previous 7 lows
0.4% above previous 8 highs, 28.6% below previous 8 lows
0.4% above previous 9 highs, 25.6% below previous 9 lows
0.4% above previous 10 highs, 23.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.3% are above or equal to 5/22 close (1 days ago), 91.7% are below.
6.2% are above or equal to 5/21 close (2 days ago), 93.8% are below.
9.2% are above or equal to 5/20 close (3 days ago), 90.8% are below.
15.4% are above or equal to 5/17 close (4 days ago), 84.6% are below.
32.2% are above or equal to 5/16 close (5 days ago), 67.8% are below.
25.3% are above or equal to 5/15 close (6 days ago), 74.7% are below.
31.4% are above or equal to 5/14 close (7 days ago), 68.6% are below.
45.0% are above or equal to 5/13 close (8 days ago), 55.0% are below.
41.5% are above or equal to 5/10 close (9 days ago), 58.5% are below.
50.5% are above or equal to 5/9 close (10 days ago), 49.5% are below.
47.7% are above or equal to 5/8 close (11 days ago), 52.3% are below.
51.7% are above or equal to 5/7 close (12 days ago), 48.3% are below.
58.7% are above or equal to 5/6 close (13 days ago), 41.3% are below.
63.2% are above or equal to 5/3 close (14 days ago), 36.8% are below.
72.0% are above or equal to 5/2 close (15 days ago), 28.0% are below.
76.4% are above or equal to 5/1 close (16 days ago), 23.6% are below.
69.9% are above or equal to 4/30 close (17 days ago), 30.1% are below.
73.0% are above or equal to 4/29 close (18 days ago), 27.0% are below.
76.1% are above or equal to 4/26 close (19 days ago), 23.9% are below.
73.7% are above or equal to 4/25 close (20 days ago), 26.3% are below.
74.8% are above or equal to 4/24 close (21 days ago), 25.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.6% new highs, 8.6% new lows
21d: 0.6% new highs, 8.2% new lows
42d: 0.5% new highs, 3.3% new lows
63d: 0.5% new highs, 2.6% new lows
126d: 0.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.8% above, 92.2% below
3-day: 5.5% above, 94.5% below
4-day: 6.0% above, 94.0% below
5-day: 8.1% above, 91.9% below
8-day: 15.5% above, 84.5% below
10-day: 22.2% above, 77.8% below
20-day: 52.5% above, 47.5% below
50-day: 70.5% above, 29.5% below
200-day: 83.2% above, 16.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(46): -0.51% Top=AET DGX UNH VOLC EW XRAY RMD WCG ….. BSX BKD DXCM A ALGN CNC MR IRWD=Bottom (Health)
RETA(65): -0.67% Top=DLTR PETM WAG SKS KR BBBY LTD VSI ….. TFM SSI NFLX AAP JCP MELI KORS LL=Bottom (Retail & Specialty Retail)
META(29): -0.76% Top=KGC EGO IAG AUY NEM GG RGLD ABX ….. ANR BTU FCX ACI MCP SLCA WLT CLF=Bottom (Metals & Mining)
COHW(45): -0.77% Top=HPQ WIN MSI NTAP WDC LXK T CSCO ….. PLCM SNDK VIP SSYS AMX TMUS RKUS INFN=Bottom (Computer Hardware/Telecom)
INSU(40): -0.88% Top=FNF MBI WRB MMC BRO PGR VR WSH ….. PRU ORI AGO AIG MTG GNW HIG RDN=Bottom (Insurance)
DISV(46): -0.97% Top=LPS URS PAYX ABCO SAI FISV HPY TYC ….. HTZ R KBR CAR RRD CXW AL Z=Bottom (Diversified Services)
LEIS(28): -1.15% Top=DPZ PENN EXPE HOT MCD MAR TXRH SBUX ….. H BYD WEN WYNN CZR LVS MGM MPEL=Bottom (Leisure)
COSW(76): -1.16% Top=DBD XRX TRI EBIX BR CA INFA FIS ….. YNDX AWAY YHOO SPLK GRPN YELP SOHU CRM=Bottom (Computer Software/Internet)
TRAN(24): -1.33% Top=EXPD CHRW AIRM JBLU UPS FDX ALK LUV ….. TDW CSX CNW TRN SAVE DAL GLNG SWFT=Bottom (Transportation)
CONS(55): -1.35% Top=CHD PAY PG EL ICON AVY ECL PBI ….. DECK FBHS TUP NUS ZQK LF BERY RL=Bottom (Consumer)
MANU(38): -1.37% Top=DOV PCP DHR ATU ITW ROP DCI AGCO ….. ATI PPO RS JOY TEX DRC MTW DDD=Bottom (Manufacturing)
CHEM(28): -1.46% Top=MON PX TROX PPG SIAL CF RPM MOS ….. ALB VAL DOW MEOH HUN CHMT CE DD=Bottom (Chemicals/Fertilizers)
FINA(76): -1.56% Top=BNS HCBK WU AINV PHH FITB TD AXP ….. CG MS OCN OZM KKR BX APO WETF=Bottom (Banks/Financials)
MATE(28): -1.69% Top=RSG FAST WCN WM CVA PWR RYL CLH ….. TOL USG BZH DHI PHM FWLT MDR MTZ=Bottom (Materials & Construction)
ELEC(53): -1.74% Top=INVN SNPS NVDA INTC DLB TXN ALTR TEL ….. WFR IPGP CSIQ SCTY SMTC CRUS SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): -1.84% Top=CLI RHP PMT EDR BPO PCL BAM BMR ….. MPW DDR MTGE WAC SNH O GGP OHI=Bottom (Real Estate)
ENER(99): -2.09% Top=CVX XOM EPL CVE BPL EGN XEC VNR ….. HAL ETP KOG AREX WPX PDCE PTEN BCEI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:34 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:05 am

PRE – Market Stats at 9:05 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 576.

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.
10.9% are above yesterday’s midpoint. (89.1% are below.)
51.4% are below yesterday’s low.
47.0% are inside yesterday’s range.
1.6% of stocks with today’s high > yesterday’s high. (98.4% less than).
51.4% of stocks with today’s low < yesterday’s low. (48.6% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
1.6% of stocks opened above yesterday’s high.
31.8% of stocks opened above yesterday’s close. (68.2% opened below yesterday’s close).
51.4% of stocks opened below yesterday’s low.

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

GAIN
31.8% of stocks are above yesterday’s close. (68.2% are below.)
0.5% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 3.0% are down 3.5% or more.
46.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:1.4%…>=80:4.3%…>=50:20.1%…<=20:52.8%…<=10:28.5%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:54.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:66.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.6% above previous 1 highs, 51.4% below previous 1 lows
1.4% above previous 2 highs, 46.5% below previous 2 lows
1.4% above previous 3 highs, 41.5% below previous 3 lows
1.4% above previous 4 highs, 33.7% below previous 4 lows
1.4% above previous 5 highs, 29.5% below previous 5 lows
1.2% above previous 6 highs, 25.9% below previous 6 lows
1.2% above previous 7 highs, 21.4% below previous 7 lows
1.0% above previous 8 highs, 18.8% below previous 8 lows
1.0% above previous 9 highs, 17.9% below previous 9 lows
0.9% above previous 10 highs, 14.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.8% are above or equal to 5/22 close (1 days ago), 68.2% are below.
13.0% are above or equal to 5/21 close (2 days ago), 87.0% are below.
17.5% are above or equal to 5/20 close (3 days ago), 82.5% are below.
24.3% are above or equal to 5/17 close (4 days ago), 75.7% are below.
43.1% are above or equal to 5/16 close (5 days ago), 56.9% are below.
34.2% are above or equal to 5/15 close (6 days ago), 65.8% are below.
38.4% are above or equal to 5/14 close (7 days ago), 61.6% are below.
51.6% are above or equal to 5/13 close (8 days ago), 48.4% are below.
48.1% are above or equal to 5/10 close (9 days ago), 51.9% are below.
53.5% are above or equal to 5/9 close (10 days ago), 46.5% are below.
50.9% are above or equal to 5/8 close (11 days ago), 49.1% are below.
58.3% are above or equal to 5/7 close (12 days ago), 41.7% are below.
62.5% are above or equal to 5/6 close (13 days ago), 37.5% are below.
66.8% are above or equal to 5/3 close (14 days ago), 33.2% are below.
74.5% are above or equal to 5/2 close (15 days ago), 25.5% are below.
79.2% are above or equal to 5/1 close (16 days ago), 20.8% are below.
73.3% are above or equal to 4/30 close (17 days ago), 26.7% are below.
75.5% are above or equal to 4/29 close (18 days ago), 24.5% are below.
78.8% are above or equal to 4/26 close (19 days ago), 21.2% are below.
76.4% are above or equal to 4/25 close (20 days ago), 23.6% are below.
77.3% are above or equal to 4/24 close (21 days ago), 22.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 4.3% new lows
21d: 0.9% new highs, 3.6% new lows
42d: 0.5% new highs, 1.4% new lows
63d: 0.5% new highs, 1.4% new lows
126d: 0.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 31.8% above, 68.2% below
3-day: 16.3% above, 83.7% below
4-day: 14.9% above, 85.1% below
5-day: 17.2% above, 82.8% below
8-day: 24.5% above, 75.5% below
10-day: 31.4% above, 68.6% below
20-day: 59.5% above, 40.5% below
50-day: 75.0% above, 25.0% below
200-day: 82.5% above, 17.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
DISV(27): 0.38% Top=LPS WTW RRD FLT DV CXW GEO MA ….. Z V PCLN ULTA ADT HTZ CAR APOL=Bottom (Diversified Services)
REAL(45): 0.03% Top=CUBE LXP DRE DLR BPO TCO UDR WRI ….. HPT MTGE EQR SNH OHI TWO O NCT=Bottom (Real Estate)
TRAN(20): -0.13% Top=TRN CNI TDW CNW GLNG UAL NSC CP ….. JBLU UNP LUV DAL SWFT KSU ALK CSX=Bottom (Transportation)
HEAL(27): -0.20% Top=BKD STJ HCA ALR LH HOLX ZMH SIRO ….. BDX RMD DVA PKI AET TMO HUM MDT=Bottom (Health)
RETA(46): -0.29% Top=DLTR PETM GME MELI BID TFM KR SKS ….. AEO ANF WAG TJX NFLX GNC JCP KORS=Bottom (Retail & Specialty Retail)
FINA(47): -0.38% Top=BNS BLK LM EV JNS WDR COF BEN ….. GS DFS BAC KEY OCN KKR WETF BX=Bottom (Banks/Financials)
INSU(27): -0.58% Top=CNO CINF LNC UNM TRV TMK FNF ACE ….. GNW MTG HIG RDN PRU AIG MBI AIZ=Bottom (Insurance)
COHW(33): -0.60% Top=HPQ LVLT PLCM TDS CCI TWTC NIHD PANW ….. FIO EMC ARRS JNPR RVBD FNSR SSYS TMUS=Bottom (Computer Hardware/Telecom)
LEIS(19): -0.78% Top=DPZ CAKE HOT H PENN YUM DRI DNKN ….. RCL BYD WYN MAR CCL MGM MPEL LVS=Bottom (Leisure)
MANU(27): -0.82% Top=DOV MHK MRC CRS PCP TEX ATU AME ….. AGCO CMI ETN CAT JOY MTW DDD GNRC=Bottom (Manufacturing)
CHEM(19): -0.84% Top=RPM AXLL OLN ALB MEOH SHW EMN CYT ….. DD HUN MOS CF WPZ PPG DOW TROX=Bottom (Chemicals/Fertilizers)
MATE(24): -0.87% Top=PWR CLH WCN RSG DHI OC MDC MAS ….. MTZ MDR PHM KBH EXP TOL USG MTH=Bottom (Materials & Construction)
META(27): -0.89% Top=EGO AEM IAG ABX AUY NEM GG KGC ….. SCCO ANR CNX ACI MCP FCX CLF SLCA=Bottom (Metals & Mining)
COSW(50): -0.95% Top=TRLA IACI ET WDAY TSS RHT INFA NOW ….. RAX FTNT AKAM EA ATVI GRPN CRM SOHU=Bottom (Computer Software/Internet)
ENER(75): -0.97% Top=MWE CVE BCEI OIS EGN RDC NE KMI ….. EPL PWE TSO MRO CLR HK WMB SWN=Bottom (Energy)
CONS(30): -1.04% Top=TUP PAY RKT BMS MWV ENR FL TPX ….. LF WHR SCSS PVH DECK RL GT BC=Bottom (Consumer)
ELEC(33): -1.43% Top=IPGP DLB MRVL BRKR SNPS RFMD JBL CAVM ….. FSLR LSI WFR JASO SCTY CSIQ SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
PRE – Market Stats at 9:05 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

05/22/2013

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

Closing Stats
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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
3.5% of stocks are above yesterday’s high.
11.8% are above yesterday’s midpoint. (88.2% are below.)
69.3% are below yesterday’s low.
27.3% are inside yesterday’s range.
56.1% of stocks with today’s high > yesterday’s high. (43.9% less than).
82.6% of stocks with today’s low < yesterday’s low. (17.4% greater than).

EVIDENCE OF INTRADAY TREND
9.4% of stocks are above today’s open. (90.3% are below).
8.3% of stocks are above today’s open and yesterday’s close.
86.8% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
0.2% are in the top 20%.
4.2% are in the top half. 95.8% of stocks are in the bottom half of today’s range.
58.3% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN
12.2% of stocks are above yesterday’s close. (87.8% 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. 9.5% are down 3.5% or more.
31.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:4.0%…>=80:6.2%…>=50:16.7%…<=20:44.1%…<=10:21.6%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.0%…>=50:64.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:73.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.5% above previous 1 highs, 69.3% below previous 1 lows
2.4% above previous 2 highs, 54.3% below previous 2 lows
2.3% above previous 3 highs, 40.4% below previous 3 lows
2.1% above previous 4 highs, 33.1% below previous 4 lows
1.7% above previous 5 highs, 27.5% below previous 5 lows
1.7% above previous 6 highs, 22.1% below previous 6 lows
1.6% above previous 7 highs, 19.3% below previous 7 lows
1.5% above previous 8 highs, 16.6% below previous 8 lows
1.5% above previous 9 highs, 15.5% below previous 9 lows
1.5% above previous 10 highs, 13.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.2% are above or equal to 5/21 close (1 days ago), 87.8% are below.
17.0% are above or equal to 5/20 close (2 days ago), 83.0% are below.
27.7% are above or equal to 5/17 close (3 days ago), 72.3% are below.
50.1% are above or equal to 5/16 close (4 days ago), 49.9% are below.
43.5% are above or equal to 5/15 close (5 days ago), 56.5% are below.
47.5% are above or equal to 5/14 close (6 days ago), 52.5% are below.
59.8% are above or equal to 5/13 close (7 days ago), 40.2% are below.
57.3% are above or equal to 5/10 close (8 days ago), 42.7% are below.
62.6% are above or equal to 5/9 close (9 days ago), 37.4% are below.
59.8% are above or equal to 5/8 close (10 days ago), 40.2% are below.
64.9% are above or equal to 5/7 close (11 days ago), 35.1% are below.
69.2% are above or equal to 5/6 close (12 days ago), 30.8% are below.
73.3% are above or equal to 5/3 close (13 days ago), 26.7% are below.
77.9% are above or equal to 5/2 close (14 days ago), 22.1% are below.
82.3% are above or equal to 5/1 close (15 days ago), 17.7% are below.
76.3% are above or equal to 4/30 close (16 days ago), 23.7% are below.
79.3% are above or equal to 4/29 close (17 days ago), 20.7% are below.
81.2% are above or equal to 4/26 close (18 days ago), 18.8% are below.
78.3% are above or equal to 4/25 close (19 days ago), 21.7% are below.
79.3% are above or equal to 4/24 close (20 days ago), 20.7% are below.
80.1% are above or equal to 4/23 close (21 days ago), 19.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 6.1% new lows
21d: 31.1% new highs, 5.9% new lows
42d: 27.6% new highs, 2.9% new lows
63d: 26.2% new highs, 2.0% new lows
126d: 24.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.8% above, 88.2% below
3-day: 12.9% above, 87.1% below
4-day: 17.4% above, 82.6% below
5-day: 25.4% above, 74.6% below
8-day: 38.5% above, 61.5% below
10-day: 44.6% above, 55.4% below
20-day: 68.9% above, 31.1% below
50-day: 77.8% above, 22.2% below
200-day: 84.6% above, 15.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): -0.27% Top=KGC EGO SLW AEM IAG WLT GG RGLD ….. X NUE SWC STLD ANR ACI SLCA MCP=Bottom (Metals & Mining)
RETA(66): -0.84% Top=SKS SPLS VSI LOW HD AN AEO ARO ….. TSCO TJX CAB BID MELI NFLX SWY TGT=Bottom (Retail & Specialty Retail)
MATE(29): -0.97% Top=TOL HOV USG BECN SPF MDC WCN LEN ….. RYL PWR RYN PHM KBH MLM MTZ EXP=Bottom (Materials & Construction)
CHEM(30): -1.16% Top=APD CF CE SIAL FMC PX VAL SMG ….. CYT DOW MEOH CHMT HUN RPM MON AXLL=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.18% Top=ESRX HMA HNT CI UHS CNC CFN WCG ….. ALGN STJ EW BKD PODD DXCM HOLX IRWD=Bottom (Health)
TRAN(24): -1.31% Top=SAVE DAL ODFL SWFT UAL UNP AIRM UPS ….. JBLU LUV FDX CNW NSC GLNG KSU TDW=Bottom (Transportation)
ENER(99): -1.31% Top=PXD EGN PWE HFC CHK MMP TCP EPD ….. CIE PBF BBG HP HLX PDCE SGY EPL=Bottom (Energy)
INSU(41): -1.36% Top=BRO AXS TRV PRE VR ACE ALL L ….. AGO PL GNW AFSI RDN FNF MTG CLGX=Bottom (Insurance)
LEIS(28): -1.44% Top=BYI SBUX MCD YUM WYNN EXPE DPZ WEN ….. TXRH DRI RCL CZR PNK CCL MGM BYD=Bottom (Leisure)
FINA(77): -1.53% Top=JPM WU AMTD USB SF STT SLM BBT ….. WDR FII EV WETF BX APO OCN PHH=Bottom (Banks/Financials)
MANU(40): -1.57% Top=GE ETN ATU CAT ITW XYL HON SWK ….. CFX ROK TEX AGCO DCI JOY DDD ATI=Bottom (Manufacturing)
CONS(55): -1.65% Top=DECK CTB KMB PG PAY CL CCK OI ….. IRBT BC UFS SKX FOSL LULU SCSS TPX=Bottom (Consumer)
DISV(47): -1.70% Top=CAR KBR LOPE MAN RCII WBSN WOOF PAYX ….. RRD LPS ACM PCLN CXW APOL WTW Z=Bottom (Diversified Services)
COHW(46): -1.98% Top=NTAP INFN HPQ AAPL AMX WDC HRS SNDK ….. CCI TMUS XLS RKUS JDSU NIHD SSYS ARRS=Bottom (Computer Hardware/Telecom)
COSW(77): -2.27% Top=GRPN INTU CTSH DNB EBIX TRI NUAN FIS ….. ANGI TRLA BSFT WDAY WBMD YELP CVLT SWI=Bottom (Computer Software/Internet)
REAL(80): -2.50% Top=SBY PMT TWO MTGE MFA ARR NLY CYS ….. ARE HR BPO RLGY OHI O NCT WAC=Bottom (Real Estate)
ELEC(53): -2.75% Top=SPRD CREE TQNT XLNX VECO INTC SCTY AMAT ….. DLB APH IPGP FSLR SPWR CSIQ JASO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

Filed under: Market Stats — daytrend @ 2:39 pm

Market Stats at 3:39 pm ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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
1.7% of stocks are above yesterday’s high.
8.7% are above yesterday’s midpoint. (91.3% are below.)
76.3% are below yesterday’s low.
21.9% are inside yesterday’s range.
56.1% of stocks with today’s high > yesterday’s high. (43.9% less than).
81.9% of stocks with today’s low < yesterday’s low. (18.1% greater than).

EVIDENCE OF INTRADAY TREND
5.2% of stocks are above today’s open. (94.7% are below).
4.0% of stocks are above today’s open and yesterday’s close.
91.3% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
0.9% are in the top half. 99.1% of stocks are in the bottom half of today’s range.
90.6% are in the bottom 20%.
72.9% are in the bottom 10%.

GAIN
7.7% of stocks are above yesterday’s close. (92.3% are below.)
0.2% are up 4.5% or more. 6.6% are down 4.5% or more.
0.2% are up 3.5% or more. 15.2% are down 3.5% or more.
21.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:2.8%…>=80:3.9%…>=50:12.7%…<=20:49.7%…<=10:24.6%…<=5:10.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.3%…>=50:59.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:69.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.7% above previous 1 highs, 76.3% below previous 1 lows
1.3% above previous 2 highs, 61.5% below previous 2 lows
1.2% above previous 3 highs, 46.2% below previous 3 lows
1.2% above previous 4 highs, 37.8% below previous 4 lows
1.0% above previous 5 highs, 32.0% below previous 5 lows
1.0% above previous 6 highs, 26.0% below previous 6 lows
0.9% above previous 7 highs, 23.4% below previous 7 lows
0.9% above previous 8 highs, 20.7% below previous 8 lows
0.9% above previous 9 highs, 18.8% below previous 9 lows
0.9% above previous 10 highs, 17.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
7.7% are above or equal to 5/21 close (1 days ago), 92.3% are below.
12.2% are above or equal to 5/20 close (2 days ago), 87.8% are below.
22.9% are above or equal to 5/17 close (3 days ago), 77.1% are below.
44.3% are above or equal to 5/16 close (4 days ago), 55.7% are below.
37.9% are above or equal to 5/15 close (5 days ago), 62.1% are below.
42.5% are above or equal to 5/14 close (6 days ago), 57.5% are below.
56.0% are above or equal to 5/13 close (7 days ago), 44.0% are below.
52.3% are above or equal to 5/10 close (8 days ago), 47.7% are below.
58.9% are above or equal to 5/9 close (9 days ago), 41.1% are below.
56.8% are above or equal to 5/8 close (10 days ago), 43.2% are below.
61.4% are above or equal to 5/7 close (11 days ago), 38.6% are below.
66.1% are above or equal to 5/6 close (12 days ago), 33.9% are below.
71.0% are above or equal to 5/3 close (13 days ago), 29.0% are below.
76.3% are above or equal to 5/2 close (14 days ago), 23.7% are below.
81.4% are above or equal to 5/1 close (15 days ago), 18.6% are below.
74.0% are above or equal to 4/30 close (16 days ago), 26.0% are below.
77.6% are above or equal to 4/29 close (17 days ago), 22.4% are below.
79.4% are above or equal to 4/26 close (18 days ago), 20.6% are below.
76.4% are above or equal to 4/25 close (19 days ago), 23.6% are below.
78.3% are above or equal to 4/24 close (20 days ago), 21.7% are below.
78.8% are above or equal to 4/23 close (21 days ago), 21.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 5.9% new lows
21d: 31.1% new highs, 5.7% new lows
42d: 27.6% new highs, 2.8% new lows
63d: 26.2% new highs, 1.8% new lows
126d: 24.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.3% above, 92.7% below
3-day: 9.4% above, 90.6% below
4-day: 12.5% above, 87.5% below
5-day: 19.1% above, 80.9% below
8-day: 31.1% above, 68.9% below
10-day: 37.8% above, 62.2% below
20-day: 65.4% above, 34.6% below
50-day: 75.1% above, 24.9% below
200-day: 84.5% above, 15.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): -1.02% Top=KGC EGO SLW IAG AEM GG WLT AUY ….. X NUE SWC ANR STLD SLCA ACI MCP=Bottom (Metals & Mining)
RETA(66): -1.22% Top=SKS SPLS HD AEO VSI LOW AN EXPR ….. TSCO TJX BID CAB SWY MELI NFLX TGT=Bottom (Retail & Specialty Retail)
MATE(29): -1.40% Top=TOL HOV BECN USG SPF WCN MDC LEN ….. PWR MDR RYN PHM MLM KBH MTZ EXP=Bottom (Materials & Construction)
HEAL(45): -1.49% Top=ESRX HMA HNT CI CNC CFN WLP SIRO ….. SYK STJ EW BKD DXCM PODD HOLX IRWD=Bottom (Health)
CHEM(30): -1.50% Top=APD CF SIAL FMC SMG PX CE VAL ….. TROX DOW HUN RPM CHMT MON MEOH AXLL=Bottom (Chemicals/Fertilizers)
TRAN(24): -1.58% Top=SAVE DAL ODFL UNP UAL SWFT CNI UPS ….. ALK LUV NSC CNW FDX TDW KSU GLNG=Bottom (Transportation)
INSU(41): -1.70% Top=BRO AXS TRV PRE VR ACE RGA AON ….. AGO PL GNW AFSI RDN FNF CLGX MTG=Bottom (Insurance)
ENER(99): -1.78% Top=PXD EGN PWE HFC TCP CHK MMP MWE ….. CIE PBF HP HLX BBG SGY PDCE EPL=Bottom (Energy)
FINA(77): -1.80% Top=JPM WU USB STT AMTD SLM CIT EWBC ….. CG FII EV WETF APO OCN PHH BX=Bottom (Banks/Financials)
LEIS(28): -1.82% Top=BYI SBUX DPZ MCD YUM WYNN WEN EXPE ….. KKD DRI PENN CCL PNK CZR MGM BYD=Bottom (Leisure)
MANU(40): -1.90% Top=GE ETN PCP ATU BWC CAT SWK ITW ….. RS ROK TEX AGCO DCI JOY DDD ATI=Bottom (Manufacturing)
CONS(55): -1.96% Top=KMB PG DECK CTB RL CL CCK BMS ….. UFS SKX BC LF FOSL LULU SCSS TPX=Bottom (Consumer)
DISV(47): -2.06% Top=CAR KBR WBSN RCII MAN WOOF V TYC ….. LPS ACM URI PCLN CXW APOL WTW Z=Bottom (Diversified Services)
COHW(46): -2.34% Top=INFN NTAP HPQ AAPL HRS BCE WDC AMX ….. PLCM CCI RKUS SYNA JDSU NIHD SSYS ARRS=Bottom (Computer Hardware/Telecom)
COSW(77): -2.60% Top=GRPN DNB INTU EBIX TRI CTSH CDNS NCR ….. WBMD BSFT ANGI WDAY TRLA YELP CVLT SWI=Bottom (Computer Software/Internet)
REAL(80): -2.91% Top=SBY TWO PMT MTGE NLY MFA ARR RLJ ….. ARE MPW OHI RLGY HR NCT O WAC=Bottom (Real Estate)
ELEC(53): -3.35% Top=SPRD CREE TQNT VECO XLNX INTC KLAC LLTC ….. ATML IPGP SCTY FSLR CSIQ SPWR JASO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:39 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 3:13 pm ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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
3.9% of stocks are above yesterday’s high.
13.8% are above yesterday’s midpoint. (86.2% are below.)
63.5% are below yesterday’s low.
32.6% are inside yesterday’s range.
56.1% of stocks with today’s high > yesterday’s high. (43.9% less than).
75.1% of stocks with today’s low < yesterday’s low. (24.9% greater than).

EVIDENCE OF INTRADAY TREND
11.6% of stocks are above today’s open. (88.2% are below).
8.9% of stocks are above today’s open and yesterday’s close.
85.2% are below both.
4.9% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.1% are in the top 20%.
3.2% are in the top half. 96.8% of stocks are in the bottom half of today’s range.
73.8% are in the bottom 20%.
41.3% are in the bottom 10%.

GAIN
12.4% of stocks are above yesterday’s close. (87.6% are below.)
0.2% are up 4.5% or more. 3.2% are down 4.5% or more.
0.5% are up 3.5% or more. 7.1% are down 3.5% or more.
36.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:4.5%…>=80:7.1%…>=50:19.4%…<=20:40.1%…<=10:19.0%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.2%…>=50:67.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:74.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.9% above previous 1 highs, 63.5% below previous 1 lows
3.0% above previous 2 highs, 49.6% below previous 2 lows
2.9% above previous 3 highs, 35.8% below previous 3 lows
2.7% above previous 4 highs, 28.7% below previous 4 lows
2.3% above previous 5 highs, 23.0% below previous 5 lows
2.3% above previous 6 highs, 18.4% below previous 6 lows
2.2% above previous 7 highs, 16.3% below previous 7 lows
2.1% above previous 8 highs, 14.1% below previous 8 lows
2.0% above previous 9 highs, 12.9% below previous 9 lows
2.0% above previous 10 highs, 11.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.4% are above or equal to 5/21 close (1 days ago), 87.6% are below.
19.1% are above or equal to 5/20 close (2 days ago), 80.9% are below.
30.9% are above or equal to 5/17 close (3 days ago), 69.1% are below.
52.8% are above or equal to 5/16 close (4 days ago), 47.2% are below.
44.6% are above or equal to 5/15 close (5 days ago), 55.4% are below.
49.6% are above or equal to 5/14 close (6 days ago), 50.4% are below.
62.3% are above or equal to 5/13 close (7 days ago), 37.7% are below.
58.8% are above or equal to 5/10 close (8 days ago), 41.2% are below.
64.0% are above or equal to 5/9 close (9 days ago), 36.0% are below.
61.8% are above or equal to 5/8 close (10 days ago), 38.2% are below.
66.4% are above or equal to 5/7 close (11 days ago), 33.6% are below.
70.2% are above or equal to 5/6 close (12 days ago), 29.8% are below.
74.2% are above or equal to 5/3 close (13 days ago), 25.8% are below.
78.5% are above or equal to 5/2 close (14 days ago), 21.5% are below.
84.0% are above or equal to 5/1 close (15 days ago), 16.0% are below.
77.7% are above or equal to 4/30 close (16 days ago), 22.3% are below.
80.2% are above or equal to 4/29 close (17 days ago), 19.8% are below.
82.3% are above or equal to 4/26 close (18 days ago), 17.7% are below.
79.5% are above or equal to 4/25 close (19 days ago), 20.5% are below.
80.3% are above or equal to 4/24 close (20 days ago), 19.7% are below.
80.6% are above or equal to 4/23 close (21 days ago), 19.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 4.6% new lows
21d: 31.1% new highs, 4.6% new lows
42d: 27.6% new highs, 2.1% new lows
63d: 26.2% new highs, 1.3% new lows
126d: 24.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 11.7% above, 88.3% below
3-day: 14.8% above, 85.2% below
4-day: 19.1% above, 80.9% below
5-day: 28.0% above, 72.0% below
8-day: 42.5% above, 57.5% below
10-day: 47.9% above, 52.1% below
20-day: 70.8% above, 29.2% below
50-day: 79.1% above, 20.9% below
200-day: 85.0% above, 15.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): -0.72% Top=KGC WLT SLW EGO GG AEM CLF TRQ ….. X NUE STLD ANR SWC SLCA ACI MCP=Bottom (Metals & Mining)
RETA(66): -0.78% Top=SKS SPLS HD AEO AN VSI LOW EXPR ….. JOSB BID TJX CAB MELI SWY NFLX TGT=Bottom (Retail & Specialty Retail)
MATE(29): -0.83% Top=TOL HOV USG BECN SPF MDC WCN MTH ….. MTZ PWR MDR RYN KBH PHM EXP MLM=Bottom (Materials & Construction)
CHEM(30): -0.94% Top=APD FMC SIAL PX SMG CE CF VAL ….. HUN CYT DOW RPM CHMT MEOH MON AXLL=Bottom (Chemicals/Fertilizers)
TRAN(24): -1.04% Top=DAL SAVE UAL ODFL UNP SWFT CNI AIRM ….. CHRW LUV CNW NSC FDX KSU TDW GLNG=Bottom (Transportation)
INSU(41): -1.04% Top=BRO AXS TRV PRE ACE ORI CNO VR ….. RE PL GNW AFSI RDN FNF CLGX MTG=Bottom (Insurance)
HEAL(45): -1.07% Top=HMA ESRX HNT CI CNC WLP DGX CFN ….. SYK STJ EW BKD DXCM PODD HOLX IRWD=Bottom (Health)
FINA(77): -1.07% Top=JPM WU STT AMTD USB SF CIT EWBC ….. CG FII EV OCN WETF BX APO PHH=Bottom (Banks/Financials)
LEIS(28): -1.29% Top=BYI SBUX WYNN DPZ WEN MCD YUM HOT ….. MAR DRI PENN PNK CCL MGM CZR BYD=Bottom (Leisure)
MANU(40): -1.32% Top=GE ETN ATU SWK CAT ITW HON PCP ….. CFX RS ROK DCI AGCO DDD JOY ATI=Bottom (Manufacturing)
ENER(99): -1.33% Top=PXD EGN PWE CHK HFC TCP MMP MWE ….. CIE HLX HP PBF SGY BBG PDCE EPL=Bottom (Energy)
CONS(55): -1.35% Top=CTB KMB PG DECK RL RKT BMS CL ….. IRBT SKX UFS FOSL LF LULU SCSS TPX=Bottom (Consumer)
DISV(47): -1.53% Top=KBR CAR WBSN RCII MAN WOOF V LOPE ….. PCLN SBAC URI LPS CXW APOL WTW Z=Bottom (Diversified Services)
COHW(46): -1.73% Top=NTAP INFN HPQ AAPL SNDK HRS WDC CTL ….. CCI XLS JDSU SYNA RKUS NIHD SSYS ARRS=Bottom (Computer Hardware/Telecom)
REAL(80): -2.11% Top=TWO SBY PMT MTGE ARR CYS MFA NLY ….. BPO GGP OHI NCT RLGY O ARE WAC=Bottom (Real Estate)
COSW(77): -2.11% Top=INTU DNB GRPN CTSH TRI EBIX NCR CDNS ….. YNDX ANGI BIDU WDAY TRLA YELP CVLT SWI=Bottom (Computer Software/Internet)
ELEC(53): -2.38% Top=SPRD CREE SCTY TQNT VECO XLNX INTC KLAC ….. FCS FSL ATML FSLR CSIQ SPWR TSL JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:13 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:57 pm

Market Stats at 2:57 pm ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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

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

COMPARED TO YESTERDAY’S RANGE
4.3% of stocks are above yesterday’s high.
15.4% are above yesterday’s midpoint. (84.6% are below.)
60.3% are below yesterday’s low.
35.4% are inside yesterday’s range.
56.1% of stocks with today’s high > yesterday’s high. (43.9% less than).
74.5% of stocks with today’s low < yesterday’s low. (25.5% greater than).

EVIDENCE OF INTRADAY TREND
12.9% of stocks are above today’s open. (86.7% are below).
10.8% of stocks are above today’s open and yesterday’s close.
83.4% are below both.
4.9% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
3.5% are in the top half. 96.5% of stocks are in the bottom half of today’s range.
67.2% are in the bottom 20%.
29.2% are in the bottom 10%.

GAIN
14.7% of stocks are above yesterday’s close. (85.3% are below.)
0.2% are up 4.5% or more. 3.1% are down 4.5% or more.
0.6% are up 3.5% or more. 7.1% are down 3.5% or more.
41.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.7%…>=90:5.9%…>=80:8.0%…>=50:21.7%…<=20:38.6%…<=10:18.3%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.5%…>=50:67.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:74.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.3% above previous 1 highs, 60.3% below previous 1 lows
3.5% above previous 2 highs, 47.3% below previous 2 lows
3.2% above previous 3 highs, 34.5% below previous 3 lows
3.1% above previous 4 highs, 28.2% below previous 4 lows
2.5% above previous 5 highs, 22.3% below previous 5 lows
2.5% above previous 6 highs, 18.0% below previous 6 lows
2.4% above previous 7 highs, 15.8% below previous 7 lows
2.3% above previous 8 highs, 13.8% below previous 8 lows
2.3% above previous 9 highs, 12.7% below previous 9 lows
2.3% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
14.7% are above or equal to 5/21 close (1 days ago), 85.3% are below.
21.0% are above or equal to 5/20 close (2 days ago), 79.0% are below.
32.3% are above or equal to 5/17 close (3 days ago), 67.7% are below.
53.3% are above or equal to 5/16 close (4 days ago), 46.7% are below.
46.1% are above or equal to 5/15 close (5 days ago), 53.9% are below.
51.1% are above or equal to 5/14 close (6 days ago), 48.9% are below.
62.9% are above or equal to 5/13 close (7 days ago), 37.1% are below.
59.2% are above or equal to 5/10 close (8 days ago), 40.8% are below.
64.0% are above or equal to 5/9 close (9 days ago), 36.0% are below.
62.5% are above or equal to 5/8 close (10 days ago), 37.5% are below.
66.5% are above or equal to 5/7 close (11 days ago), 33.5% are below.
70.6% are above or equal to 5/6 close (12 days ago), 29.4% are below.
75.0% are above or equal to 5/3 close (13 days ago), 25.0% are below.
79.0% are above or equal to 5/2 close (14 days ago), 21.0% are below.
83.5% are above or equal to 5/1 close (15 days ago), 16.5% are below.
77.2% are above or equal to 4/30 close (16 days ago), 22.8% are below.
80.6% are above or equal to 4/29 close (17 days ago), 19.4% are below.
82.1% are above or equal to 4/26 close (18 days ago), 17.9% are below.
80.1% are above or equal to 4/25 close (19 days ago), 19.9% are below.
80.3% are above or equal to 4/24 close (20 days ago), 19.7% are below.
81.2% are above or equal to 4/23 close (21 days ago), 18.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 4.5% new lows
21d: 31.1% new highs, 4.5% new lows
42d: 27.6% new highs, 2.1% new lows
63d: 26.2% new highs, 1.3% new lows
126d: 24.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 14.1% above, 85.9% below
3-day: 16.9% above, 83.1% below
4-day: 20.9% above, 79.1% below
5-day: 31.0% above, 69.0% below
8-day: 44.5% above, 55.5% below
10-day: 49.6% above, 50.4% below
20-day: 71.4% above, 28.6% below
50-day: 79.0% above, 21.0% below
200-day: 85.0% above, 15.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): -0.60% Top=KGC WLT SLW EGO AEM GG RGLD TRQ ….. X NUE ANR SWC STLD SLCA ACI MCP=Bottom (Metals & Mining)
MATE(29): -0.66% Top=TOL HOV USG BECN MDC SPF CLH WCN ….. PWR RYN MTZ KBH MDR PHM EXP MLM=Bottom (Materials & Construction)
CHEM(30): -0.77% Top=APD CE SIAL FMC PX SMG CF ASH ….. DOW CYT RPM HUN AXLL CHMT MEOH MON=Bottom (Chemicals/Fertilizers)
RETA(66): -0.84% Top=SKS SPLS HD VSI AN EXPR TFM WAG ….. BID CAB TJX JOSB MELI NFLX SWY TGT=Bottom (Retail & Specialty Retail)
TRAN(24): -0.89% Top=DAL SAVE UNP UAL ODFL CNI SWFT JBLU ….. LUV CHRW CNW NSC FDX KSU GLNG TDW=Bottom (Transportation)
HEAL(45): -0.89% Top=ESRX HMA HNT CI CFN CNC WCG VOLC ….. SYK STJ EW BKD DXCM HOLX PODD IRWD=Bottom (Health)
FINA(77): -0.99% Top=JPM WU STT USB SF CIT AMTD BBT ….. ICE CG FII EV OCN BX PHH APO=Bottom (Banks/Financials)
LEIS(28): -1.12% Top=BYI SBUX WYNN WEN HOT DPZ MCD YUM ….. DRI PENN RCL PNK CCL CZR MGM BYD=Bottom (Leisure)
INSU(41): -1.13% Top=BRO AXS TRV PRE CNO RGA ACE AON ….. PL GNW AGO AFSI RDN FNF CLGX MTG=Bottom (Insurance)
ENER(99): -1.15% Top=PXD EGN PWE CHK MWE LPI TCP MMP ….. CIE HLX BBG HP SGY PBF PDCE EPL=Bottom (Energy)
MANU(40): -1.23% Top=GE ETN SWK ATU PCP CAT PPO HON ….. SPW RS ROK DCI DDD JOY AGCO ATI=Bottom (Manufacturing)
CONS(55): -1.24% Top=CTB KMB DECK PG RL RKT CL AVP ….. IRBT LF UFS SKX FOSL LULU SCSS TPX=Bottom (Consumer)
DISV(47): -1.40% Top=KBR CAR LOPE RCII WBSN V MAN WOOF ….. SBAC PCLN CXW APOL LPS URI WTW Z=Bottom (Diversified Services)
COHW(46): -1.57% Top=INFN NTAP HPQ AAPL SNDK WDC HRS CTL ….. JDSU TDC CCI RKUS SYNA NIHD SSYS ARRS=Bottom (Computer Hardware/Telecom)
COSW(77): -1.95% Top=INTU DNB CTSH GRPN TRI NUAN EBIX CDNS ….. BIDU BSFT ANGI WDAY TRLA CVLT YELP SWI=Bottom (Computer Software/Internet)
REAL(80): -2.23% Top=SBY TWO PMT ARR CYS MTGE MFA NLY ….. ACC GGP NCT RLGY O OHI ARE WAC=Bottom (Real Estate)
ELEC(53): -2.24% Top=SPRD CREE XLNX VECO TQNT SCTY INTC AMAT ….. FSL FCS ATML FSLR SPWR CSIQ TSL JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:57 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:45 pm ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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
9.9% of stocks are above yesterday’s high.
29.0% are above yesterday’s midpoint. (71.0% are below.)
38.8% are below yesterday’s low.
51.3% are inside yesterday’s range.
56.1% of stocks with today’s high > yesterday’s high. (43.9% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND
27.4% of stocks are above today’s open. (71.0% are below).
23.8% of stocks are above today’s open and yesterday’s close.
65.4% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.3% of stocks are in the top 10% of today’s range.
1.0% are in the top 20%.
12.2% are in the top half. 87.8% of stocks are in the bottom half of today’s range.
64.1% are in the bottom 20%.
50.9% are in the bottom 10%.

GAIN
30.7% of stocks are above yesterday’s close. (69.3% are below.)
0.6% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 2.7% are down 3.5% or more.
59.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:12.0%…>=80:18.1%…>=50:39.0%…<=20:24.9%…<=10:11.8%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.9%…>=50:75.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:79.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.9% above previous 1 highs, 38.8% below previous 1 lows
8.7% above previous 2 highs, 28.9% below previous 2 lows
8.3% above previous 3 highs, 20.4% below previous 3 lows
7.9% above previous 4 highs, 15.8% below previous 4 lows
7.4% above previous 5 highs, 11.8% below previous 5 lows
7.3% above previous 6 highs, 9.7% below previous 6 lows
6.8% above previous 7 highs, 8.3% below previous 7 lows
6.8% above previous 8 highs, 7.4% below previous 8 lows
6.6% above previous 9 highs, 6.4% below previous 9 lows
6.6% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
30.7% are above or equal to 5/21 close (1 days ago), 69.3% are below.
36.3% are above or equal to 5/20 close (2 days ago), 63.7% are below.
44.7% are above or equal to 5/17 close (3 days ago), 55.3% are below.
64.1% are above or equal to 5/16 close (4 days ago), 35.9% are below.
56.1% are above or equal to 5/15 close (5 days ago), 43.9% are below.
59.5% are above or equal to 5/14 close (6 days ago), 40.5% are below.
68.9% are above or equal to 5/13 close (7 days ago), 31.1% are below.
66.5% are above or equal to 5/10 close (8 days ago), 33.5% are below.
72.2% are above or equal to 5/9 close (9 days ago), 27.8% are below.
68.1% are above or equal to 5/8 close (10 days ago), 31.9% are below.
71.5% are above or equal to 5/7 close (11 days ago), 28.5% are below.
75.6% are above or equal to 5/6 close (12 days ago), 24.4% are below.
78.3% are above or equal to 5/3 close (13 days ago), 21.7% are below.
82.3% are above or equal to 5/2 close (14 days ago), 17.7% are below.
85.7% are above or equal to 5/1 close (15 days ago), 14.3% are below.
80.7% are above or equal to 4/30 close (16 days ago), 19.3% are below.
83.3% are above or equal to 4/29 close (17 days ago), 16.7% are below.
85.1% are above or equal to 4/26 close (18 days ago), 14.9% are below.
82.3% are above or equal to 4/25 close (19 days ago), 17.7% are below.
82.9% are above or equal to 4/24 close (20 days ago), 17.1% are below.
82.9% are above or equal to 4/23 close (21 days ago), 17.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 2.5% new lows
21d: 31.1% new highs, 2.5% new lows
42d: 27.6% new highs, 1.4% new lows
63d: 26.2% new highs, 0.7% new lows
126d: 24.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 29.3% above, 70.7% below
3-day: 31.6% above, 68.4% below
4-day: 36.4% above, 63.6% below
5-day: 46.7% above, 53.3% below
8-day: 56.9% above, 43.1% below
10-day: 62.1% above, 37.9% below
20-day: 76.9% above, 23.1% below
50-day: 81.2% above, 18.8% below
200-day: 85.2% above, 14.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.22% Top=TOL USG HOV MDC SPF BECN MTH DHI ….. PWR EXP RYN BZH PHM MDR MLM MTZ=Bottom (Materials & Construction)
RETA(66): -0.11% Top=SKS SPLS EXPR HD AEO GES LOW WAG ….. TJX BID JOSB NFLX SWY SHLD MELI TGT=Bottom (Retail & Specialty Retail)
TRAN(24): -0.19% Top=CP SWFT UNP ODFL JBHT UAL TRN EXPD ….. CHRW ALK FDX NSC LUV TDW KSU GLNG=Bottom (Transportation)
META(29): -0.21% Top=KGC WLT IAG SLW EGO TRQ AEM GG ….. X SLCA ANR BTU NUE SWC MCP STLD=Bottom (Metals & Mining)
INSU(41): -0.29% Top=BRO CNO AFL RGA PRU TRV PRE MET ….. AHL AFSI PL MTG RE AGO FNF CLGX=Bottom (Insurance)
ENER(99): -0.31% Top=PXD LPI EGN CHK PWE NFX WPX MWE ….. OAS HK MUR HLX CIE PDCE EPL PBF=Bottom (Energy)
FINA(77): -0.35% Top=JPM SF AMTD CIT STT GS COF USB ….. EV FII CG ICE OCN BX PHH APO=Bottom (Banks/Financials)
CHEM(30): -0.37% Top=CE APD SIAL CF EMN SMG TROX PX ….. DOW RPM HUN POT MON CHMT MEOH AXLL=Bottom (Chemicals/Fertilizers)
LEIS(28): -0.39% Top=DPZ WEN BYI WYNN SBUX LVS HOT WYN ….. MGM EXPE CMG PNK RCL CCL CZR BYD=Bottom (Leisure)
HEAL(45): -0.42% Top=ESRX HMA CI HNT CFN THC CNC WLP ….. DXCM EW STJ XRAY PODD HOLX BKD IRWD=Bottom (Health)
CONS(55): -0.56% Top=DECK OI RL RKT ZQK ICON AVP CRI ….. FOSL ECL UFS GT LULU SKX SCSS TPX=Bottom (Consumer)
MANU(40): -0.70% Top=GE ETN PPO MHK ATU SWK TEX PCP ….. DE SPW DDD RS DCI JOY ATI AGCO=Bottom (Manufacturing)
DISV(47): -0.75% Top=CAR KBR LOPE MAN ATHN RCII WOOF RRD ….. MCO CXW URI PCLN APOL SBAC WTW Z=Bottom (Diversified Services)
COHW(46): -0.83% Top=NTAP INFN HPQ WDC FNSR AAPL SNDK RVBD ….. XLS CCI SYNA RKUS TDC NIHD SSYS ARRS=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.05% Top=SPRD SCTY CREE TQNT VECO CAVM XLNX INTC ….. UTEK FSL APH FSLR SPWR CSIQ JASO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(80): -1.25% Top=TWO PMT ARR MTGE CYS SBY NLY MFA ….. O BPO CPT ACC NCT RLGY ARE WAC=Bottom (Real Estate)
COSW(77): -1.28% Top=DNB EA INTU CTSH NUAN GRPN RAX CDNS ….. SPLK WDAY SINA CTRX BIDU CVLT YELP SWI=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:45 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:54 am

Market Stats at 11:54 am ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
30.0% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
11.3% are below yesterday’s low.
58.7% are inside yesterday’s range.
55.7% of stocks with today’s high > yesterday’s high. (44.3% less than).
35.9% of stocks with today’s low < yesterday’s low. (64.1% greater than).

EVIDENCE OF INTRADAY TREND
68.9% of stocks are above today’s open. (30.3% are below).
63.9% of stocks are above today’s open and yesterday’s close.
24.7% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.4% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.5% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
63.6% are in the top half. 36.4% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
70.6% of stocks are above yesterday’s close. (29.4% are below.)
1.3% are up 4.5% or more. 0.6% are down 4.5% or more.
2.7% are up 3.5% or more. 0.7% are down 3.5% or more.
65.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.5%…>=90:27.7%…>=80:43.0%…>=50:73.0%…<=20:8.3%…<=10:4.3%…<=5:1.3%…
9-day: >=95:0.1%…>=90:1.0%…>=80:12.0%…>=50:84.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.5%…>=50:85.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.0% above previous 1 highs, 11.3% below previous 1 lows
23.6% above previous 2 highs, 6.9% below previous 2 lows
22.3% above previous 3 highs, 4.6% below previous 3 lows
21.1% above previous 4 highs, 4.2% below previous 4 lows
19.5% above previous 5 highs, 3.7% below previous 5 lows
19.0% above previous 6 highs, 3.5% below previous 6 lows
18.7% above previous 7 highs, 2.9% below previous 7 lows
18.5% above previous 8 highs, 2.5% below previous 8 lows
17.5% above previous 9 highs, 2.5% below previous 9 lows
17.5% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.6% are above or equal to 5/21 close (1 days ago), 29.4% are below.
64.8% are above or equal to 5/20 close (2 days ago), 35.2% are below.
65.3% are above or equal to 5/17 close (3 days ago), 34.7% are below.
80.0% are above or equal to 5/16 close (4 days ago), 20.0% are below.
71.5% are above or equal to 5/15 close (5 days ago), 28.5% are below.
73.2% are above or equal to 5/14 close (6 days ago), 26.8% are below.
79.9% are above or equal to 5/13 close (7 days ago), 20.1% are below.
76.5% are above or equal to 5/10 close (8 days ago), 23.5% are below.
79.7% are above or equal to 5/9 close (9 days ago), 20.3% are below.
76.7% are above or equal to 5/8 close (10 days ago), 23.3% are below.
79.4% are above or equal to 5/7 close (11 days ago), 20.6% are below.
81.4% are above or equal to 5/6 close (12 days ago), 18.6% are below.
83.4% are above or equal to 5/3 close (13 days ago), 16.6% are below.
86.6% are above or equal to 5/2 close (14 days ago), 13.4% are below.
88.6% are above or equal to 5/1 close (15 days ago), 11.4% are below.
85.1% are above or equal to 4/30 close (16 days ago), 14.9% are below.
85.4% are above or equal to 4/29 close (17 days ago), 14.6% are below.
87.3% are above or equal to 4/26 close (18 days ago), 12.7% are below.
84.8% are above or equal to 4/25 close (19 days ago), 15.2% are below.
85.6% are above or equal to 4/24 close (20 days ago), 14.4% are below.
85.8% are above or equal to 4/23 close (21 days ago), 14.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.7% new highs, 1.7% new lows
21d: 30.7% new highs, 1.7% new lows
42d: 27.2% new highs, 1.0% new lows
63d: 25.8% new highs, 0.6% new lows
126d: 24.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.9% above, 30.1% below
3-day: 68.4% above, 31.6% below
4-day: 68.5% above, 31.5% below
5-day: 73.4% above, 26.6% below
8-day: 78.2% above, 21.8% below
10-day: 78.4% above, 21.6% below
20-day: 84.9% above, 15.1% below
50-day: 84.0% above, 16.0% below
200-day: 86.4% above, 13.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.83% Top=TOL SPF MDC HOV USG MTH DHI LEN ….. CVA FLR WM RYN FAST RSG MDR MLM=Bottom (Materials & Construction)
META(29): 1.60% Top=KGC AEM EGO IAG WLT GG RGLD SLW ….. SWC ANR SLCA ACI BTU STLD NUE MCP=Bottom (Metals & Mining)
FINA(77): 0.86% Top=JPM SF LM AXP LPLA BEN BLK MS ….. CBOE FSC EFX OZM PHH CSE ICE APO=Bottom (Banks/Financials)
RETA(66): 0.70% Top=SKS ARO HD AEO SPLS BBY EXPR WAG ….. SHLD SWY AMZN TJX JOSB GME SSI TGT=Bottom (Retail & Specialty Retail)
ENER(100): 0.68% Top=EGN PXD WPX NFX PWE LPI CRZO CHK ….. WMB OXY MUR HP HLX SWN EPL PBF=Bottom (Energy)
HEAL(45): 0.64% Top=HMA ESRX THC CI HNT CNC CFN WCG ….. PKI PODD STJ EW THOR XRAY HOLX IRWD=Bottom (Health)
TRAN(24): 0.51% Top=SWFT JBHT TRN CP UNP ODFL DAL EXPD ….. CNW CHRW FDX LUV GLNG KSU NSC TDW=Bottom (Transportation)
INSU(41): 0.49% Top=RDN MTG LNC CNO PRU BRO AFL MBI ….. CLGX FNF ACGL RNR RE AGO AHL AFSI=Bottom (Insurance)
CHEM(30): 0.37% Top=CF CE EMN ASH ROC APD SIAL ALB ….. WPZ RPM MOS MON AXLL HUN MEOH POT=Bottom (Chemicals/Fertilizers)
REAL(80): 0.32% Top=TWO MFA NRF ARR MTGE OHI CUBE NLY ….. AIV ACC WAC CPT EQR BPO ARE NCT=Bottom (Real Estate)
CONS(55): 0.29% Top=DECK OI AVP ICON ZQK FNP CTB RKT ….. BERY FOSL GT SKX SCSS NUS UFS TPX=Bottom (Consumer)
ELEC(53): 0.29% Top=SCTY CREE SPRD VECO TQNT WFR CAVM AMAT ….. INVN UTEK ALTR BRKR APH CSIQ JASO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.25% Top=TEX MHK GE PPO AOS ATU SWK ETN ….. TKR DHR ATI ROK DE DCI JOY AGCO=Bottom (Manufacturing)
LEIS(28): 0.23% Top=LVS WYNN HOT WEN DPZ SBUX WYN MGM ….. EXPE DNKN DRI RCL CMG BYD CCL CZR=Bottom (Leisure)
DISV(47): 0.18% Top=CAR KBR RCII ATHN TMH ULTA V HRB ….. HPY SBAC URI ACM PCLN CXW WTW APOL=Bottom (Diversified Services)
COHW(46): 0.03% Top=NTAP INFN SNDK VSAT HPQ WDC FNSR AAPL ….. PANW RKUS VIP XLS SSYS NIHD TDC ARRS=Bottom (Computer Hardware/Telecom)
COSW(77): -0.05% Top=INTU DNB GRPN EA NUAN RAX FFIV ET ….. ORCL SOHU BIDU SINA YELP CTRX CVLT SWI=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:54 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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