daytrend

09/29/2014

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20140929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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
21.6% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
16.4% are below yesterday’s low.
62.1% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
61.1% of stocks with today’s low < yesterday’s low. (38.9% greater than).

EVIDENCE OF INTRADAY TREND
77.8% of stocks are above today’s open. (21.2% are below).
36.4% of stocks are above today’s open and yesterday’s close.
20.7% are below both.
1.6% of stocks opened above yesterday’s high.
3.9% of stocks opened above yesterday’s close. (95.2% opened below yesterday’s close).
31.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.3% of stocks are in the top 10% of today’s range.
40.3% are in the top 20%.
76.8% are in the top half. 23.2% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
38.0% of stocks are above yesterday’s close. (62.0% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 1.1% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:2.8%…>=80:10.4%…>=50:41.2%…<=20:22.1%…<=10:11.2%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:23.1%…<=20:4.4%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.2%…<=20:2.0%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.6% above previous 1 highs, 16.4% below previous 1 lows
13.2% above previous 2 highs, 12.6% below previous 2 lows
9.6% above previous 3 highs, 11.9% below previous 3 lows
7.6% above previous 4 highs, 11.4% below previous 4 lows
5.6% above previous 5 highs, 11.3% below previous 5 lows
3.6% above previous 6 highs, 11.2% below previous 6 lows
3.1% above previous 7 highs, 11.2% below previous 7 lows
2.9% above previous 8 highs, 10.8% below previous 8 lows
2.9% above previous 9 highs, 10.3% below previous 9 lows
2.8% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.0% are above or equal to 9/26 close (1 days ago), 62.0% are below.
68.3% are above or equal to 9/25 close (2 days ago), 31.7% are below.
27.5% are above or equal to 9/24 close (3 days ago), 72.5% are below.
42.6% are above or equal to 9/23 close (4 days ago), 57.4% are below.
28.0% are above or equal to 9/22 close (5 days ago), 72.0% are below.
14.8% are above or equal to 9/19 close (6 days ago), 85.2% are below.
13.3% are above or equal to 9/18 close (7 days ago), 86.7% are below.
17.1% are above or equal to 9/17 close (8 days ago), 82.9% are below.
19.8% are above or equal to 9/16 close (9 days ago), 80.2% are below.
27.4% are above or equal to 9/15 close (10 days ago), 72.6% are below.
23.7% are above or equal to 9/12 close (11 days ago), 76.3% are below.
19.4% are above or equal to 9/11 close (12 days ago), 80.6% are below.
22.2% are above or equal to 9/10 close (13 days ago), 77.8% are below.
25.1% are above or equal to 9/9 close (14 days ago), 74.9% are below.
20.2% are above or equal to 9/8 close (15 days ago), 79.8% are below.
21.2% are above or equal to 9/5 close (16 days ago), 78.8% are below.
23.5% are above or equal to 9/4 close (17 days ago), 76.5% are below.
22.4% are above or equal to 9/3 close (18 days ago), 77.6% are below.
22.5% are above or equal to 9/2 close (19 days ago), 77.5% are below.
24.6% are above or equal to 8/29 close (20 days ago), 75.4% are below.
27.8% are above or equal to 8/28 close (21 days ago), 72.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.8% new highs, 32.1% new lows
21d: 2.8% new highs, 31.4% new lows
42d: 2.3% new highs, 15.2% new lows
63d: 1.8% new highs, 13.7% new lows
126d: 1.7% new highs, 7.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.8% above, 63.2% below
3-day: 56.1% above, 43.9% below
4-day: 42.0% above, 58.0% below
5-day: 42.1% above, 57.9% below
8-day: 24.6% above, 75.4% below
10-day: 21.5% above, 78.5% below
20-day: 19.6% above, 80.4% below
50-day: 35.1% above, 64.9% below
200-day: 51.7% above, 48.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140929 Closing)
ENER(117): 0.62% Top=ATHL RSPP LPI FANG CPE ETP EPE BCEI ….. ATW SN HLX PDCE RIG NE RDC DO=Bottom (Energy)
HEAL(49): 0.32% Top=IRWD THOR WCG ZLTQ PRXL A CNC DXCM ….. ABT BAX KND CI STJ AET BSX MDT=Bottom (Health)
COSW(79): 0.16% Top=NQ INFA CSC SNCR AWAY INTU VRNT QLIK ….. FFIV ATVI FEYE YELP JD CSOD WBMD SINA=Bottom (Computer Software/Internet)
DISV(49): -0.01% Top=RCII ATHN SERV MYGN XRS TMH GEO FLT ….. ALLE CAR PCLN MAN AAN HTZ Z GDOT=Bottom (Diversified Services)
ELEC(56): -0.02% Top=AMBA ENPH VSH SUNE MU VECO INTC CPHD ….. TRMB SPWR TEL GLW CSIQ GTAT TSL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.19% Top=SHLD BBY FINL BID AEO CPRT CST AN ….. M URBN VSI KSS MELI GNC SPLS PIR=Bottom (Retail & Specialty Retail)
TRAN(29): -0.24% Top=SWFT FDX CP KSU ODFL KNX TK XPO ….. TRN ALK UAL DAL GBX YRCW SAVE AAL=Bottom (Transportation)
REAL(88): -0.25% Top=PKY DCT EDR KRC ACC HST PSA BXP ….. HLSS PEI DRH BAM PEB LPT RLGY NLY=Bottom (Real Estate)
CHEM(33): -0.37% Top=FUL PPG AXLL GPRE CF OLN IFF MON ….. WLK APD PX FMC CE AGU ALB HUN=Bottom (Chemicals/Fertilizers)
COHW(46): -0.40% Top=LVLT FTR INFN SWIR PANW NSR PLCM BRCD ….. S HPQ FNSR UBNT WIN GOGO VIP XLS=Bottom (Computer Hardware/Telecom)
CONS(58): -0.40% Top=CROX SCSS BLL NWL SKX CLX BMS TPX ….. FBHS UFS LULU IRBT AVY HAR KATE KS=Bottom (Consumer)
INSU(36): -0.43% Top=AON WSH CINF PGR AFSI ACGL AFL CNO ….. AJG ACE MTG GNW AXS PRU FNF MBI=Bottom (Insurance)
LEIS(32): -0.46% Top=JACK MCD DNKN PNRA TXRH SONC EXPE KKD ….. SEAS PNK OWW BYD MPEL LVS WYNN SGMS=Bottom (Leisure)
MATE(29): -0.57% Top=OC RYN WM EXP CVA AWI PWR MAS ….. USG PHM MDC VMC MTH RYL TPH KBH=Bottom (Materials & Construction)
FINA(89): -0.61% Top=LM UMPQ EVR TCBI COF FRC FMER PVTB ….. RJF BLK ARMK IVZ BKU CG LAZ JNS=Bottom (Banks/Financials)
MANU(41): -0.84% Top=MRC TEX RXN HON KMT ATU PH DCI ….. RS PNR GTLS AME ATI CFX JKS BGC=Bottom (Manufacturing)
META(26): -1.12% Top=SWC CCJ CNX SLCA SCCO RGLD BTU GG ….. SSRI TCK PAAS X AUY AKS 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:09 pm

Market Stats at 3:09 pm ET
by daytrend on 20140929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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
16.7% of stocks are above yesterday’s high.
52.0% are above yesterday’s midpoint. (48.0% are below.)
16.7% are below yesterday’s low.
66.6% are inside yesterday’s range.
32.9% of stocks with today’s high > yesterday’s high. (67.1% less than).
60.7% of stocks with today’s low < yesterday’s low. (39.3% greater than).

EVIDENCE OF INTRADAY TREND
76.4% of stocks are above today’s open. (22.6% are below).
29.7% of stocks are above today’s open and yesterday’s close.
21.8% are below both.
1.6% of stocks opened above yesterday’s high.
3.9% of stocks opened above yesterday’s close. (95.2% opened below yesterday’s close).
31.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.8% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
73.8% are in the top half. 26.2% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
31.4% of stocks are above yesterday’s close. (68.6% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
71.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.7%…>=90:1.5%…>=80:7.6%…>=50:34.5%…<=20:22.3%…<=10:11.4%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:20.5%…<=20:4.6%…<=10:0.8%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.1%…<=20:2.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.7% above previous 1 highs, 16.7% below previous 1 lows
10.1% above previous 2 highs, 13.1% below previous 2 lows
7.4% above previous 3 highs, 12.6% below previous 3 lows
5.4% above previous 4 highs, 12.1% below previous 4 lows
3.8% above previous 5 highs, 11.9% below previous 5 lows
2.4% above previous 6 highs, 11.9% below previous 6 lows
2.1% above previous 7 highs, 11.9% below previous 7 lows
1.8% above previous 8 highs, 11.5% below previous 8 lows
1.7% above previous 9 highs, 11.1% below previous 9 lows
1.7% above previous 10 highs, 10.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.4% are above or equal to 9/26 close (1 days ago), 68.6% are below.
65.4% are above or equal to 9/25 close (2 days ago), 34.6% are below.
24.8% are above or equal to 9/24 close (3 days ago), 75.2% are below.
39.2% are above or equal to 9/23 close (4 days ago), 60.8% are below.
26.0% are above or equal to 9/22 close (5 days ago), 74.0% are below.
13.3% are above or equal to 9/19 close (6 days ago), 86.7% are below.
12.4% are above or equal to 9/18 close (7 days ago), 87.6% are below.
15.9% are above or equal to 9/17 close (8 days ago), 84.1% are below.
18.5% are above or equal to 9/16 close (9 days ago), 81.5% are below.
26.7% are above or equal to 9/15 close (10 days ago), 73.3% are below.
22.4% are above or equal to 9/12 close (11 days ago), 77.6% are below.
18.5% are above or equal to 9/11 close (12 days ago), 81.5% are below.
21.5% are above or equal to 9/10 close (13 days ago), 78.5% are below.
24.1% are above or equal to 9/9 close (14 days ago), 75.9% are below.
18.9% are above or equal to 9/8 close (15 days ago), 81.1% are below.
20.5% are above or equal to 9/5 close (16 days ago), 79.5% are below.
22.3% are above or equal to 9/4 close (17 days ago), 77.7% are below.
21.6% are above or equal to 9/3 close (18 days ago), 78.4% are below.
21.9% are above or equal to 9/2 close (19 days ago), 78.1% are below.
23.8% are above or equal to 8/29 close (20 days ago), 76.2% are below.
27.1% are above or equal to 8/28 close (21 days ago), 72.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 32.0% new lows
21d: 2.5% new highs, 31.3% new lows
42d: 2.3% new highs, 15.1% new lows
63d: 1.8% new highs, 13.5% new lows
126d: 1.7% new highs, 7.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.6% above, 69.4% below
3-day: 52.3% above, 47.7% below
4-day: 37.1% above, 62.9% below
5-day: 37.8% above, 62.2% below
8-day: 22.0% above, 78.0% below
10-day: 19.2% above, 80.8% below
20-day: 19.1% above, 80.9% below
50-day: 33.5% above, 66.5% below
200-day: 51.5% above, 48.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140929 3:09 pm ET)
ENER(117): 0.18% Top=ATHL LPI RSPP FANG PXD CPE ETP EGN ….. BWP PDCE EXXI SN RIG NE RDC DO=Bottom (Energy)
HEAL(49): 0.14% Top=IRWD WCG THOR PRXL A CNC HOLX MD ….. ABT BKD KND CI AET BSX STJ MDT=Bottom (Health)
COSW(79): -0.07% Top=NQ INFA SNCR INTU ADBE QLIK CERN VRNT ….. YELP CTRX ATVI FFIV CSOD WBMD JD SINA=Bottom (Computer Software/Internet)
DISV(49): -0.17% Top=RCII SERV MYGN ATHN XRS FLT TMH GEO ….. TNET CAR MAN HTZ PCLN AAN Z GDOT=Bottom (Diversified Services)
ELEC(56): -0.18% Top=AMBA ENPH MU SUNE INTC VECO VSH LLTC ….. CGNX SPWR GLW GTAT SCTY CSIQ TSL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.23% Top=SHLD FINL BBY AEO BID CPRT AN DLTR ….. GES M URBN MELI KSS GNC SPLS PIR=Bottom (Retail & Specialty Retail)
TRAN(29): -0.32% Top=SWFT CP FDX KSU KNX ODFL TK CNW ….. TRN UAL DAL TDW YRCW GBX SAVE AAL=Bottom (Transportation)
REAL(88): -0.35% Top=EDR PKY DCT KRC DDR ACC HST EQY ….. OHI BAM DRH HLSS PEB LPT RLGY NLY=Bottom (Real Estate)
LEIS(32): -0.43% Top=JACK MCD TXRH DNKN PNRA SONC CAKE YUM ….. PNK BYD OWW MPEL SEAS LVS WYNN SGMS=Bottom (Leisure)
CHEM(33): -0.46% Top=FUL GPRE PPG CF MON IFF OLN RPM ….. CE WLK WPZ APD PX ALB FMC HUN=Bottom (Chemicals/Fertilizers)
CONS(58): -0.50% Top=BLL CROX SCSS NWL SKX TPX BMS CLX ….. WWW FBHS UFS HAR KATE IRBT AVY KS=Bottom (Consumer)
COHW(46): -0.53% Top=LVLT INFN FTR PANW PLCM SWIR NSR CSCO ….. CIEN WDC S HPQ WIN GOGO VIP XLS=Bottom (Computer Hardware/Telecom)
INSU(36): -0.57% Top=WSH AFSI PGR AON CINF ACGL RDN AFL ….. ACE FAF MTG GNW FNF PRU AXS MBI=Bottom (Insurance)
MATE(29): -0.57% Top=OC RYN WM MDR CVA MAS AWI EXP ….. MDC PHM MTRX MTH VMC RYL TPH KBH=Bottom (Materials & Construction)
FINA(89): -0.72% Top=LM UMPQ COF EVR EWBC KKR CIT FRC ….. RJF BLK IVZ BKU LAZ ARMK CG JNS=Bottom (Banks/Financials)
MANU(41): -0.84% Top=MRC ATU HON KMT RXN TRS TEX PLL ….. RS GTLS PNR AME ATI CFX JKS BGC=Bottom (Manufacturing)
META(26): -0.85% Top=SWC CCJ CNX SLCA SCCO RGLD EGO AEM ….. AUY PAAS AA TCK X AKS 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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/26/2014

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

Closing Stats
by daytrend on 20140926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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
22.4% of stocks are above yesterday’s high.
58.1% are above yesterday’s midpoint. (41.9% are below.)
7.1% are below yesterday’s low.
70.5% are inside yesterday’s range.
34.1% of stocks with today’s high > yesterday’s high. (65.9% less than).
48.5% of stocks with today’s low < yesterday’s low. (51.5% greater than).

EVIDENCE OF INTRADAY TREND
79.2% of stocks are above today’s open. (19.6% are below).
76.3% of stocks are above today’s open and yesterday’s close.
13.5% are below both.
2.9% of stocks opened above yesterday’s high.
61.4% of stocks opened above yesterday’s close. (32.7% opened below yesterday’s close).
10.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
82.9% are in the top half. 17.1% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
0.9% are up 4.5% or more. 0.1% are down 4.5% or more.
2.6% are up 3.5% or more. 0.2% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:1.9%…>=80:6.3%…>=50:47.8%…<=20:16.7%…<=10:9.0%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:22.2%…<=20:4.7%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:27.2%…<=20:1.7%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.4% above previous 1 highs, 7.1% below previous 1 lows
12.6% above previous 2 highs, 6.5% below previous 2 lows
8.2% above previous 3 highs, 6.1% below previous 3 lows
4.6% above previous 4 highs, 6.1% below previous 4 lows
2.7% above previous 5 highs, 6.1% below previous 5 lows
2.3% above previous 6 highs, 6.0% below previous 6 lows
2.2% above previous 7 highs, 5.8% below previous 7 lows
2.1% above previous 8 highs, 5.1% below previous 8 lows
2.1% above previous 9 highs, 5.1% below previous 9 lows
2.0% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 9/25 close (1 days ago), 16.0% are below.
26.4% are above or equal to 9/24 close (2 days ago), 73.6% are below.
46.3% are above or equal to 9/23 close (3 days ago), 53.7% are below.
30.5% are above or equal to 9/22 close (4 days ago), 69.5% are below.
14.5% are above or equal to 9/19 close (5 days ago), 85.5% are below.
12.7% are above or equal to 9/18 close (6 days ago), 87.3% are below.
16.9% are above or equal to 9/17 close (7 days ago), 83.1% are below.
20.5% are above or equal to 9/16 close (8 days ago), 79.5% are below.
28.9% are above or equal to 9/15 close (9 days ago), 71.1% are below.
24.5% are above or equal to 9/12 close (10 days ago), 75.5% are below.
20.5% are above or equal to 9/11 close (11 days ago), 79.5% are below.
22.0% are above or equal to 9/10 close (12 days ago), 78.0% are below.
26.4% are above or equal to 9/9 close (13 days ago), 73.6% are below.
20.0% are above or equal to 9/8 close (14 days ago), 80.0% are below.
21.2% are above or equal to 9/5 close (15 days ago), 78.8% are below.
23.4% are above or equal to 9/4 close (16 days ago), 76.6% are below.
22.8% are above or equal to 9/3 close (17 days ago), 77.2% are below.
22.9% are above or equal to 9/2 close (18 days ago), 77.1% are below.
25.6% are above or equal to 8/29 close (19 days ago), 74.4% are below.
29.4% are above or equal to 8/28 close (20 days ago), 70.6% are below.
27.3% are above or equal to 8/27 close (21 days ago), 72.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.6% new highs, 29.8% new lows
21d: 1.5% new highs, 29.6% new lows
42d: 1.2% new highs, 16.6% new lows
63d: 0.9% new highs, 14.9% new lows
126d: 0.5% new highs, 7.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.1% above, 17.9% below
3-day: 48.6% above, 51.4% below
4-day: 46.6% above, 53.4% below
5-day: 41.3% above, 58.7% below
8-day: 22.4% above, 77.6% below
10-day: 21.6% above, 78.4% below
20-day: 20.4% above, 79.6% below
50-day: 35.8% above, 64.2% below
200-day: 52.4% above, 47.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140926 Closing)
ENER(117): 1.43% Top=CJES RES ATW EPE RDC HAL KOS BAS ….. MMP HMHC BPL EXXI SFY MMLP PWE HOS=Bottom (Energy)
LEIS(29): 1.38% Top=BYD LVS SGMS SIX PNK WEN KKD RCL ….. CCL MGM CAKE EAT LTM MCD MAR PNRA=Bottom (Leisure)
FINA(89): 1.32% Top=JNS LM BLK WETF FRC KKR APO CG ….. USB SNV LAZ CIT FITB OZRK EVR PSEC=Bottom (Banks/Financials)
TRAN(29): 1.25% Top=YRCW SAVE GBX ODFL AAL JBHT CNW JBLU ….. LUV EXPD UAL TRN TDW DAL GLNG SWFT=Bottom (Transportation)
ELEC(56): 1.14% Top=MU AMBA ENPH VECO IDTI TSL GTAT OVTI ….. SNPS SMTC WAT CSIQ SCTY ONNN SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.98% Top=AZPN YHOO AOL VDSI VRNT NQ LNKD SPLK ….. ADSK XRX TSS VNET SYMC RHT TRAK DWRE=Bottom (Computer Software/Internet)
CHEM(33): 0.91% Top=GPRE CHMT FUL CF MEOH WPZ AXLL APD ….. FTK MOS CYT ASH CE FMC MON AGU=Bottom (Chemicals/Fertilizers)
CONS(58): 0.88% Top=NKE UA NUS PKG HBI BC SCSS LULU ….. SEE BLL OI PBI CCK KATE MAT AVP=Bottom (Consumer)
REAL(87): 0.87% Top=EJ BEE PEB PEI RHP SHO PKY LPT ….. HTS HLSS NLY CYS BXMT TWO STWD AGNC=Bottom (Real Estate)
INSU(35): 0.79% Top=VR AJG HIG ORI MMC FAF L MBI ….. CINF ALL PRU RDN ACE MET WSH AXS=Bottom (Insurance)
MANU(41): 0.67% Top=JKS AME AGCO ETN ROK JOY DOV EMR ….. MHK AOS GTLS SWK DDD DE TRS ATU=Bottom (Manufacturing)
COHW(46): 0.63% Top=BBRY AAPL SWIR GOGO RKUS SNDK MSI CSCO ….. COMM ARUN CIEN VIP FNSR INFN FTR WIN=Bottom (Computer Hardware/Telecom)
DISV(49): 0.58% Top=BLOX ADS SBAC GEO GPN APOL FLT Z ….. WOOF ULTA TMH VNTV MYGN XRS TNET SERV=Bottom (Diversified Services)
MATE(29): 0.27% Top=FLR DAR WY FAST USG LEN WM MTZ ….. VMC KBH MTH RSG TPH SPF OC PHM=Bottom (Materials & Construction)
RETA(66): 0.26% Top=BURL FIVE DKS TSCO AEO TFM DSW ASNA ….. WAG SPLS BBY ANF KORS JCP SHLD FINL=Bottom (Retail & Specialty Retail)
HEAL(49): 0.24% Top=KND ZLTQ BAX THOR DXCM EVHC MDT HNT ….. WMGI HCA DVA ESRX A CYH THC UHS=Bottom (Health)
META(26): -0.42% Top=AA SLCA CNX CMC AKS CENX FCX SCCO ….. GG ABX RGLD EGO BTU SSRI AUY 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 @ 1:03 pm

Market Stats at 2:02 pm ET
by daytrend on 20140926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 917.

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
14.7% of stocks are above yesterday’s high.
43.8% are above yesterday’s midpoint. (56.2% are below.)
14.1% are below yesterday’s low.
71.2% are inside yesterday’s range.
24.9% of stocks with today’s high > yesterday’s high. (75.1% less than).
48.1% of stocks with today’s low < yesterday’s low. (51.9% greater than).

EVIDENCE OF INTRADAY TREND
64.6% of stocks are above today’s open. (33.2% are below).
62.3% of stocks are above today’s open and yesterday’s close.
24.3% are below both.
2.9% of stocks opened above yesterday’s high.
61.5% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
10.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.6% of stocks are in the top 10% of today’s range.
36.8% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
73.1% of stocks are above yesterday’s close. (26.9% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
1.9% are up 3.5% or more. 0.4% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.4%…>=90:1.6%…>=80:4.6%…>=50:36.3%…<=20:25.4%…<=10:15.0%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:19.2%…<=20:5.9%…<=10:1.0%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:24.3%…<=20:2.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.7% above previous 1 highs, 14.1% below previous 1 lows
8.7% above previous 2 highs, 12.9% below previous 2 lows
6.0% above previous 3 highs, 12.4% below previous 3 lows
3.7% above previous 4 highs, 12.0% below previous 4 lows
2.1% above previous 5 highs, 11.9% below previous 5 lows
1.7% above previous 6 highs, 11.5% below previous 6 lows
1.4% above previous 7 highs, 11.1% below previous 7 lows
1.4% above previous 8 highs, 10.7% below previous 8 lows
1.4% above previous 9 highs, 10.7% below previous 9 lows
1.1% above previous 10 highs, 10.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.1% are above or equal to 9/25 close (1 days ago), 26.9% are below.
19.7% are above or equal to 9/24 close (2 days ago), 80.3% are below.
39.0% are above or equal to 9/23 close (3 days ago), 61.0% are below.
25.5% are above or equal to 9/22 close (4 days ago), 74.5% are below.
12.9% are above or equal to 9/19 close (5 days ago), 87.1% are below.
10.1% are above or equal to 9/18 close (6 days ago), 89.9% are below.
14.4% are above or equal to 9/17 close (7 days ago), 85.6% are below.
17.8% are above or equal to 9/16 close (8 days ago), 82.2% are below.
25.3% are above or equal to 9/15 close (9 days ago), 74.7% are below.
22.5% are above or equal to 9/12 close (10 days ago), 77.5% are below.
18.8% are above or equal to 9/11 close (11 days ago), 81.2% are below.
19.6% are above or equal to 9/10 close (12 days ago), 80.4% are below.
23.7% are above or equal to 9/9 close (13 days ago), 76.3% are below.
18.4% are above or equal to 9/8 close (14 days ago), 81.6% are below.
19.6% are above or equal to 9/5 close (15 days ago), 80.4% are below.
20.9% are above or equal to 9/4 close (16 days ago), 79.1% are below.
21.0% are above or equal to 9/3 close (17 days ago), 79.0% are below.
21.6% are above or equal to 9/2 close (18 days ago), 78.4% are below.
23.0% are above or equal to 8/29 close (19 days ago), 77.0% are below.
27.3% are above or equal to 8/28 close (20 days ago), 72.7% are below.
25.7% are above or equal to 8/27 close (21 days ago), 74.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.6% new highs, 29.9% new lows
21d: 1.5% new highs, 29.7% new lows
42d: 1.2% new highs, 16.6% new lows
63d: 0.9% new highs, 14.9% new lows
126d: 0.5% new highs, 7.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.1% above, 28.9% below
3-day: 36.0% above, 64.0% below
4-day: 36.0% above, 64.0% below
5-day: 31.3% above, 68.7% below
8-day: 16.9% above, 83.1% below
10-day: 17.2% above, 82.8% below
20-day: 17.3% above, 82.7% below
50-day: 33.6% above, 66.4% below
200-day: 50.8% above, 49.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140926 2:02 pm ET)
ENER(116): 1.37% Top=CJES RES GDP ATHL KOS WLL EPE RSPP ….. CIE LPI EXXI RGP CAM MMLP PWE HOS=Bottom (Energy)
LEIS(29): 1.22% Top=BYD LVS PNK SIX SEAS MPEL WYNN HOT ….. CCL PZZA LTM MCD MAR BLMN CAKE PNRA=Bottom (Leisure)
TRAN(29): 1.13% Top=YRCW GBX SAVE ODFL JBHT CSX JBLU FDX ….. TK UAL TRN EXPD TDW GLNG DAL SWFT=Bottom (Transportation)
FINA(89): 0.90% Top=JNS LM BLK WETF FRC KKR APO DFS ….. SNV BXS EVR OZRK TCBI TCB UMPQ PSEC=Bottom (Banks/Financials)
ELEC(56): 0.74% Top=MU AMBA ENPH IDTI OVTI GTAT GRMN TSL ….. VSH ONNN TER MRVL INTC WAT SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.62% Top=AZPN YHOO NQ VDSI LNKD AOL VRNT GRPN ….. CA NUAN RHT SYMC MENT VNET TRAK DWRE=Bottom (Computer Software/Internet)
INSU(35): 0.61% Top=VR HIG AJG BRO AON AGO MMC AFSI ….. PRU WRB UNM MTG MET WSH ACE AXS=Bottom (Insurance)
CONS(58): 0.55% Top=NKE UA HBI NUS FL PKG SCSS HAS ….. BLL OI CCK KATE PBI IRBT MAT AVP=Bottom (Consumer)
CHEM(33): 0.48% Top=CF GPRE MEOH WPZ WLK CHMT AXLL TAM ….. OLN FMC MOS ASH POL MON FTK AGU=Bottom (Chemicals/Fertilizers)
COHW(46): 0.42% Top=BBRY TMUS SNDK AAPL XLS SWIR GOGO CSCO ….. PLCM CIEN LXK INFN FNSR VIP FTR WIN=Bottom (Computer Hardware/Telecom)
REAL(87): 0.40% Top=EJ BEE PEB EXR ARCP HPT LPT SHO ….. HLSS EPR CYS NLY BXMT TWO STWD AGNC=Bottom (Real Estate)
DISV(49): 0.34% Top=BLOX Z FLT GPN ADS GEO GDOT SBAC ….. AAN AL MYGN LDOS WOOF XRS TNET SERV=Bottom (Diversified Services)
MANU(41): 0.15% Top=JKS AME AGCO ETN ROK DOV PCP MRC ….. DE GTLS TRS GNRC RXN DDD BGC ATU=Bottom (Manufacturing)
RETA(66): -0.02% Top=BURL DSW KSS FIVE AEO M DKS TSCO ….. FRAN GES LINTA ANF KORS SHLD JCP FINL=Bottom (Retail & Specialty Retail)
MATE(29): -0.03% Top=FLR FAST WY WM DHI USG DAR CVA ….. RYN PHM MDC OC RYL TPH SPF KBH=Bottom (Materials & Construction)
HEAL(49): -0.13% Top=KND BAX DXCM MDT STJ THOR EVHC BSX ….. WCG A HCA ESRX MOH CYH THC UHS=Bottom (Health)
META(26): -0.68% Top=AA SLCA CENX CNX CMC AKS FCX SCCO ….. SSRI ABX GG RGLD BTU EGO AUY 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 2:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:52 am

Market Stats at 12:52 pm ET
by daytrend on 20140926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 917.

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
15.3% of stocks are above yesterday’s high.
52.7% are above yesterday’s midpoint. (47.3% are below.)
13.8% are below yesterday’s low.
70.9% are inside yesterday’s range.
37.8% of stocks with today’s high > yesterday’s high. (62.2% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND
56.6% of stocks are above today’s open. (41.2% are below).
35.4% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
0.0% of stocks opened above yesterday’s high.
37.1% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
0.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.1% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
51.0% are in the top half. 49.0% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
11.2% are in the bottom 10%.

GAIN
49.4% of stocks are above yesterday’s close. (50.6% are below.)
0.0% are up 4.5% or more. 0.1% are down 4.5% or more.
0.0% are up 3.5% or more. 0.2% are down 3.5% or more.
91.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.4%…>=90:1.1%…>=80:4.1%…>=50:32.4%…<=20:26.2%…<=10:13.4%…<=5:8.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:16.7%…<=20:6.1%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.8%…<=20:1.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.3% above previous 1 highs, 13.8% below previous 1 lows
6.5% above previous 2 highs, 8.5% below previous 2 lows
3.7% above previous 3 highs, 8.1% below previous 3 lows
2.1% above previous 4 highs, 8.0% below previous 4 lows
1.0% above previous 5 highs, 7.7% below previous 5 lows
0.5% above previous 6 highs, 7.7% below previous 6 lows
0.4% above previous 7 highs, 7.6% below previous 7 lows
0.3% above previous 8 highs, 7.3% below previous 8 lows
0.3% above previous 9 highs, 7.0% below previous 9 lows
0.3% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.4% are above or equal to 9/26 close (1 days ago), 50.6% are below.
65.5% are above or equal to 9/25 close (2 days ago), 34.5% are below.
17.8% are above or equal to 9/24 close (3 days ago), 82.2% are below.
33.8% are above or equal to 9/23 close (4 days ago), 66.2% are below.
22.0% are above or equal to 9/22 close (5 days ago), 78.0% are below.
10.9% are above or equal to 9/19 close (6 days ago), 89.1% are below.
8.9% are above or equal to 9/18 close (7 days ago), 91.1% are below.
12.6% are above or equal to 9/17 close (8 days ago), 87.4% are below.
16.1% are above or equal to 9/16 close (9 days ago), 83.9% are below.
23.3% are above or equal to 9/15 close (10 days ago), 76.7% are below.
20.1% are above or equal to 9/12 close (11 days ago), 79.9% are below.
16.6% are above or equal to 9/11 close (12 days ago), 83.4% are below.
18.9% are above or equal to 9/10 close (13 days ago), 81.1% are below.
21.8% are above or equal to 9/9 close (14 days ago), 78.2% are below.
16.9% are above or equal to 9/8 close (15 days ago), 83.1% are below.
18.0% are above or equal to 9/5 close (16 days ago), 82.0% are below.
19.8% are above or equal to 9/4 close (17 days ago), 80.2% are below.
20.2% are above or equal to 9/3 close (18 days ago), 79.8% are below.
20.3% are above or equal to 9/2 close (19 days ago), 79.7% are below.
21.9% are above or equal to 8/29 close (20 days ago), 78.1% are below.
25.3% are above or equal to 8/28 close (21 days ago), 74.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.5% new highs, 9.6% new lows
21d: 0.5% new highs, 9.2% new lows
42d: 0.4% new highs, 4.0% new lows
63d: 0.4% new highs, 3.4% new lows
126d: 0.3% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.8% above, 54.2% below
3-day: 57.8% above, 42.2% below
4-day: 30.0% above, 70.0% below
5-day: 29.9% above, 70.1% below
8-day: 15.8% above, 84.2% below
10-day: 13.6% above, 86.4% below
20-day: 15.8% above, 84.2% below
50-day: 31.8% above, 68.2% below
200-day: 49.8% above, 50.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140926 12:52 pm ET)
TRAN(29): 0.31% Top=ODFL CNW GBX JBLU CSX YRCW CP LUV ….. KSU SWFT EXPD TK DAL XPO TRN TDW=Bottom (Transportation)
COSW(79): 0.16% Top=YHOO AOL CDNS NOW AZPN VDSI SPLK WWWW ….. FFIV DBD LNKD XRX TWTR MDRX VNET TRAK=Bottom (Computer Software/Internet)
INSU(35): 0.09% Top=VR AFSI MTG WSH MMC ACGL AJG CB ….. FAF LNC ORI MET UNM CNO MBI PRU=Bottom (Insurance)
ELEC(56): 0.07% Top=TSL ENPH OVTI INVN FSL CODE TRMB JASO ….. ONNN CPHD FSLR TEL SUNE MRVL CAVM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(33): 0.06% Top=CF WPZ TAM POT WLK MEOH GPRE CHMT ….. CE FMC MON POL AXLL HUN APD FTK=Bottom (Chemicals/Fertilizers)
REAL(87): 0.05% Top=EJ TWO RLJ DRH HPT BAM BXP LHO ….. LXP NRF SLG BRX RLGY AMT HLSS AMH=Bottom (Real Estate)
COHW(46): 0.04% Top=WIN TMUS XLS GOGO OLED ARUN CTL CSCO ….. CIEN SYNA RKUS NSR BRCD VIP PLCM BBRY=Bottom (Computer Hardware/Telecom)
LEIS(29): -0.02% Top=SIX SGMS RCL SBUX SEAS HOT PNK CCL ….. LVS BYD PZZA PNRA WYNN MGM DNKN BLMN=Bottom (Leisure)
ENER(116): -0.03% Top=GPOR KOS CJES EPE MWE ETP WMB OKS ….. SGY CRK PDCE HOS SN AREX PVA REXX=Bottom (Energy)
MANU(41): -0.04% Top=JKS PLL CFX AME ETN TKR DOV PCP ….. BWC AOS RS GTLS ATI GNRC BGC DDD=Bottom (Manufacturing)
MATE(29): -0.04% Top=MDR DHI USG WM FAST FLR MLM EXP ….. MTZ MDC PHM SPF KBH TPH RYL DAR=Bottom (Materials & Construction)
FINA(89): -0.07% Top=JNS APO RCAP TD WETF RY SEIC BLK ….. OZRK CIT HBAN TCB SNV BXS HCBK TCBI=Bottom (Banks/Financials)
DISV(49): -0.07% Top=GDOT ADS MCO RHI URI ASGN V GEO ….. YY AL SERV TMH WOOF Z AAN RCII=Bottom (Diversified Services)
CONS(58): -0.21% Top=SKX PKG NKE HBI UA MWV JAH SON ….. FL IRBT ICON PBI SHOO FOSL AVP MAT=Bottom (Consumer)
RETA(66): -0.37% Top=DANG AMZN AN DLTR BURL DKS KAR CPRT ….. GES SPLS LINTA KORS FRAN FINL SHLD JCP=Bottom (Retail & Specialty Retail)
META(26): -0.38% Top=AA TCK AEM CNX NEM EGO SSRI SLCA ….. RGLD CENX STLD X PAAS AKS BTU CLF=Bottom (Metals & Mining)
HEAL(49): -0.40% Top=ALGN WCG EVHC MDT STJ HOLX THOR PRXL ….. HCA OPK CYH MOH THC UHS ZLTQ PODD=Bottom (Health)

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 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 11:55 am ET
by daytrend on 20140926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 917.

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

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

COMPARED TO YESTERDAY’S RANGE
11.3% of stocks are above yesterday’s high.
52.6% are above yesterday’s midpoint. (47.4% are below.)
12.2% are below yesterday’s low.
76.4% are inside yesterday’s range.
31.8% of stocks with today’s high > yesterday’s high. (68.2% less than).
23.6% of stocks with today’s low < yesterday’s low. (76.4% greater than).

EVIDENCE OF INTRADAY TREND
56.2% of stocks are above today’s open. (42.2% are below).
32.3% of stocks are above today’s open and yesterday’s close.
32.0% are below both.
0.0% of stocks opened above yesterday’s high.
37.1% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
0.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.3% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
45.4% of stocks are above yesterday’s close. (54.6% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.0% are up 3.5% or more. 0.0% are down 3.5% or more.
96.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.1%…>=90:1.0%…>=80:3.2%…>=50:29.9%…<=20:25.5%…<=10:12.4%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:16.2%…<=20:6.1%…<=10:0.8%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:21.4%…<=20:1.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.3% above previous 1 highs, 12.2% below previous 1 lows
4.7% above previous 2 highs, 7.6% below previous 2 lows
2.5% above previous 3 highs, 7.2% below previous 3 lows
1.3% above previous 4 highs, 6.8% below previous 4 lows
0.5% above previous 5 highs, 6.7% below previous 5 lows
0.3% above previous 6 highs, 6.5% below previous 6 lows
0.3% above previous 7 highs, 6.5% below previous 7 lows
0.3% above previous 8 highs, 6.1% below previous 8 lows
0.3% above previous 9 highs, 5.7% below previous 9 lows
0.3% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
45.4% are above or equal to 9/26 close (1 days ago), 54.6% are below.
63.8% are above or equal to 9/25 close (2 days ago), 36.2% are below.
17.1% are above or equal to 9/24 close (3 days ago), 82.9% are below.
33.4% are above or equal to 9/23 close (4 days ago), 66.6% are below.
22.2% are above or equal to 9/22 close (5 days ago), 77.8% are below.
10.4% are above or equal to 9/19 close (6 days ago), 89.6% are below.
8.7% are above or equal to 9/18 close (7 days ago), 91.3% are below.
12.3% are above or equal to 9/17 close (8 days ago), 87.7% are below.
15.3% are above or equal to 9/16 close (9 days ago), 84.7% are below.
22.5% are above or equal to 9/15 close (10 days ago), 77.5% are below.
19.8% are above or equal to 9/12 close (11 days ago), 80.2% are below.
15.7% are above or equal to 9/11 close (12 days ago), 84.3% are below.
18.5% are above or equal to 9/10 close (13 days ago), 81.5% are below.
21.6% are above or equal to 9/9 close (14 days ago), 78.4% are below.
17.7% are above or equal to 9/8 close (15 days ago), 82.3% are below.
17.8% are above or equal to 9/5 close (16 days ago), 82.2% are below.
19.8% are above or equal to 9/4 close (17 days ago), 80.2% are below.
20.2% are above or equal to 9/3 close (18 days ago), 79.8% are below.
20.4% are above or equal to 9/2 close (19 days ago), 79.6% are below.
22.0% are above or equal to 8/29 close (20 days ago), 78.0% are below.
26.0% are above or equal to 8/28 close (21 days ago), 74.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.2% new highs, 7.6% new lows
21d: 0.2% new highs, 7.3% new lows
42d: 0.1% new highs, 2.9% new lows
63d: 0.1% new highs, 2.3% new lows
126d: 0.1% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.2% above, 58.8% below
3-day: 56.7% above, 43.3% below
4-day: 29.8% above, 70.2% below
5-day: 29.4% above, 70.6% below
8-day: 15.3% above, 84.7% below
10-day: 13.7% above, 86.3% below
20-day: 15.2% above, 84.8% below
50-day: 31.8% above, 68.2% below
200-day: 49.8% above, 50.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140926 11:55 am ET)
TRAN(29): 0.25% Top=ODFL GBX JBLU CP CSX CNW JBHT UNP ….. EXPD CHRW ALK DAL SWFT TK UAL TRN=Bottom (Transportation)
ENER(116): 0.21% Top=KOS GPOR CJES MWE SXL ETP OKS EPE ….. RSPP PDS PVA HOS CRK MMLP SN REXX=Bottom (Energy)
CHEM(33): 0.06% Top=CF WPZ TAM GPRE CHMT OLN POT WLK ….. DD MON HUN CE ALB EMN POL FTK=Bottom (Chemicals/Fertilizers)
LEIS(29): 0.03% Top=SGMS OWW SIX PNK DRI HOT WEN SBUX ….. LVS BYD PNRA EXPE MGM WYNN DNKN BLMN=Bottom (Leisure)
COSW(79): 0.02% Top=AZPN NOW CDNS VEEV SPLK MDSO VMW MANH ….. TRAK AOL NCR TWTR VNET LNKD ADSK YELP=Bottom (Computer Software/Internet)
MANU(41): 0.02% Top=JKS PLL CFX DOV AME AGCO TKR XYL ….. MHK BWC RS DHR AOS GTLS DDD ATI=Bottom (Manufacturing)
COHW(46): -0.01% Top=WIN TMUS S CSCO FNSR OLED BCE LVLT ….. NTAP SSYS VIP RKUS BRCD SYNA PLCM BBRY=Bottom (Computer Hardware/Telecom)
ELEC(56): -0.01% Top=TSL IDTI OVTI ENPH JASO CGNX CODE MEI ….. FSLR GTAT CAVM TER MU SUNE SCTY AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): -0.03% Top=GDOT ADS BLOX ATHN HMSY GPN RHI URI ….. WOOF TMH KBR XRS RCII SERV YY Z=Bottom (Diversified Services)
INSU(35): -0.03% Top=MTG VR GNW WSH AJG ACGL MMC AFSI ….. CINF CNO AXS LNC MET UNM PRU ORI=Bottom (Insurance)
MATE(29): -0.08% Top=MDR USG MTH WM FAST CVA MTRX EXP ….. WY RYL MDC PHM MTZ SPF TPH DAR=Bottom (Materials & Construction)
REAL(87): -0.08% Top=TWO DRH LHO LPT EJ CBL HST RLJ ….. AVB BRX NLY BDN EPR HLSS SLG AMH=Bottom (Real Estate)
FINA(89): -0.11% Top=TD APO RY WU RCAP UMPQ KKR LAZ ….. IVZ GS C TCBI HCBK ARCC ACAS LM=Bottom (Banks/Financials)
CONS(58): -0.17% Top=NKE SKX PKG HAS LULU GPK IP MWV ….. BERY SHOO ICON PBI RL FOSL AVP MAT=Bottom (Consumer)
META(26): -0.19% Top=AA AEM CCJ EGO TCK CNX CMC RGLD ….. PAAS SCCO FCX SWC X BTU STLD CLF=Bottom (Metals & Mining)
RETA(66): -0.22% Top=DANG TFM FIVE AEO KAR CPRT KR DKS ….. BBY GES LINTA FRAN KORS SHLD FINL JCP=Bottom (Retail & Specialty Retail)
HEAL(49): -0.33% Top=IRWD THOR ALGN MDT WCG STJ EVHC BDX ….. HCA VAR A UHS THC MOH CYH ZLTQ=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/25/2014

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

Closing Stats
by daytrend on 20140925. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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.
11.7% are above yesterday’s midpoint. (88.3% are below.)
57.5% are below yesterday’s low.
40.7% are inside yesterday’s range.
16.9% of stocks with today’s high > yesterday’s high. (83.1% less than).
75.1% of stocks with today’s low < yesterday’s low. (24.9% greater than).

EVIDENCE OF INTRADAY TREND
7.3% of stocks are above today’s open. (92.2% are below).
4.4% of stocks are above today’s open and yesterday’s close.
91.4% are below both.
2.0% of stocks opened above yesterday’s high.
13.5% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.1% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
15.7% are in the top half. 84.3% of stocks are in the bottom half of today’s range.
52.9% are in the bottom 20%.
33.4% are in the bottom 10%.

GAIN
5.7% of stocks are above yesterday’s close. (94.3% are below.)
0.1% are up 4.5% or more. 2.3% are down 4.5% or more.
0.2% are up 3.5% or more. 6.1% are down 3.5% or more.
26.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.1%…>=90:0.4%…>=80:1.1%…>=50:7.0%…<=20:54.2%…<=10:33.9%…<=5:22.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:12.4%…<=20:9.6%…<=10:1.0%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:18.7%…<=20:2.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.7% above previous 1 highs, 57.5% below previous 1 lows
1.2% above previous 2 highs, 50.2% below previous 2 lows
1.0% above previous 3 highs, 49.1% below previous 3 lows
0.5% above previous 4 highs, 47.9% below previous 4 lows
0.5% above previous 5 highs, 46.7% below previous 5 lows
0.5% above previous 6 highs, 44.7% below previous 6 lows
0.5% above previous 7 highs, 40.6% below previous 7 lows
0.3% above previous 8 highs, 39.2% below previous 8 lows
0.3% above previous 9 highs, 38.2% below previous 9 lows
0.3% above previous 10 highs, 36.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
5.7% are above or equal to 9/24 close (1 days ago), 94.3% are below.
21.4% are above or equal to 9/23 close (2 days ago), 78.6% are below.
15.1% are above or equal to 9/22 close (3 days ago), 84.9% are below.
7.1% are above or equal to 9/19 close (4 days ago), 92.9% are below.
5.9% are above or equal to 9/18 close (5 days ago), 94.1% are below.
9.5% are above or equal to 9/17 close (6 days ago), 90.5% are below.
13.2% are above or equal to 9/16 close (7 days ago), 86.8% are below.
20.2% are above or equal to 9/15 close (8 days ago), 79.8% are below.
16.1% are above or equal to 9/12 close (9 days ago), 83.9% are below.
13.7% are above or equal to 9/11 close (10 days ago), 86.3% are below.
15.9% are above or equal to 9/10 close (11 days ago), 84.1% are below.
18.5% are above or equal to 9/9 close (12 days ago), 81.5% are below.
15.1% are above or equal to 9/8 close (13 days ago), 84.9% are below.
15.5% are above or equal to 9/5 close (14 days ago), 84.5% are below.
18.1% are above or equal to 9/4 close (15 days ago), 81.9% are below.
19.2% are above or equal to 9/3 close (16 days ago), 80.8% are below.
19.2% are above or equal to 9/2 close (17 days ago), 80.8% are below.
19.4% are above or equal to 8/29 close (18 days ago), 80.6% are below.
23.3% are above or equal to 8/28 close (19 days ago), 76.7% are below.
22.1% are above or equal to 8/27 close (20 days ago), 77.9% are below.
22.1% are above or equal to 8/26 close (21 days ago), 77.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 41.4% new lows
21d: 1.5% new highs, 41.0% new lows
42d: 1.3% new highs, 21.5% new lows
63d: 1.2% new highs, 19.4% new lows
126d: 0.7% new highs, 9.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 5.0% above, 95.0% below
3-day: 9.5% above, 90.5% below
4-day: 10.9% above, 89.1% below
5-day: 7.4% above, 92.6% below
8-day: 6.5% above, 93.5% below
10-day: 8.7% above, 91.3% below
20-day: 12.7% above, 87.3% below
50-day: 30.1% above, 69.9% below
200-day: 50.0% above, 50.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140925 Closing)
REAL(87): -0.58% Top=MPW HCP VTR NRF NLY ARE PSA ACC ….. RLGY PKY PLD WPC HIW MFA BAM EJ=Bottom (Real Estate)
TRAN(30): -1.16% Top=SWFT YRCW JBHT CNW SAVE HUBG TRN CSX ….. TDW JBLU UAL AAL ALK DAL GLNG XPO=Bottom (Transportation)
INSU(36): -1.19% Top=PGR FNF GNW VR MBI ACGL FAF RDN ….. CNO UNM CINF MTG MMC PRU MET LNC=Bottom (Insurance)
CONS(58): -1.30% Top=SKX DECK HBI WWW FOSL SHOO TUMI LEG ….. COH JAH UFS OI KS AVP PAY KATE=Bottom (Consumer)
LEIS(29): -1.36% Top=BLMN PZZA PNK CAKE DNKN DRI MCD LTM ….. RCL MGM LVS WYNN BYD MPEL SEAS SGMS=Bottom (Leisure)
MATE(29): -1.48% Top=AWI DAR SPF WY RSG MDC TPH WM ….. MTZ EXP VMC PWR MTRX FAST KBH MTH=Bottom (Materials & Construction)
RETA(66): -1.50% Top=AN GES BIG LB FRAN VSI PIR DSW ….. FIVE GME AEO ANF SHLD BID JCP DANG=Bottom (Retail & Specialty Retail)
HEAL(50): -1.54% Top=OPK IRWD EVHC BDX MD RMD EW BCR ….. MOH UHS WLP HUM WCG CI PODD ZLTQ=Bottom (Health)
FINA(88): -1.54% Top=LAZ RJF FRC BX APO CMA KKR PSEC ….. LPLA C PACW CME JNS TD ETFC RCAP=Bottom (Banks/Financials)
DISV(50): -1.58% Top=BLOX RCII CXW TNET XRS AAN PAYX GPN ….. URI YY MA HTZ KBR Z CAR GDOT=Bottom (Diversified Services)
META(26): -1.60% Top=SSRI RGLD GG ABX AEM NEM EGO AUY ….. X AKS SLCA TCK BTU SWC CENX CLF=Bottom (Metals & Mining)
MANU(41): -1.67% Top=BWC AOS GTLS MHK PNR KMT CFX AGCO ….. XYL MRC DHR EMR DDD JKS BGC ATI=Bottom (Manufacturing)
CHEM(32): -1.77% Top=POT SIAL CF TAM DOW OLN GRA CE ….. HUN AGU MEOH CYT POL AXLL ALB CHMT=Bottom (Chemicals/Fertilizers)
ENER(115): -1.87% Top=PVA MMLP RGP ATW GEL SGY PAA OKS ….. UPL WPX BBG SN ROSE CPE GDP EXXI=Bottom (Energy)
ELEC(55): -2.12% Top=TRMB BRCM SMTC SPWR MRVL ADI MCHP GRMN ….. AMBA TSL GTAT FSL SUNE CGNX INVN ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): -2.19% Top=CNQR CNVR AOL CDNS VEEV GWRE CERN ATVI ….. FEYE YELP SPLK NQ SFUN QLIK PFPT VDSI=Bottom (Computer Software/Internet)
COHW(46): -2.29% Top=BRCD MSI INFN COMM T VZ CCI FTR ….. TDC AAPL S VIP ARUN SWIR GOGO BBRY=Bottom (Computer Hardware/Telecom)

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

Filed under: Market Stats — daytrend @ 12:10 pm

Market Stats at 1:09 pm ET
by daytrend on 20140925. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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
1.9% of stocks are above yesterday’s high.
11.5% are above yesterday’s midpoint. (88.5% are below.)
51.3% are below yesterday’s low.
46.8% are inside yesterday’s range.
15.7% of stocks with today’s high > yesterday’s high. (84.3% less than).
71.9% of stocks with today’s low < yesterday’s low. (28.1% greater than).

EVIDENCE OF INTRADAY TREND
6.8% of stocks are above today’s open. (92.9% are below).
3.7% of stocks are above today’s open and yesterday’s close.
92.0% are below both.
2.1% of stocks opened above yesterday’s high.
13.6% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
5.0% 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.
3.1% are in the top 20%.
15.5% are in the top half. 84.5% of stocks are in the bottom half of today’s range.
44.0% are in the bottom 20%.
18.7% are in the bottom 10%.

GAIN
4.9% of stocks are above yesterday’s close. (95.1% are below.)
0.3% are up 4.5% or more. 1.3% are down 4.5% or more.
0.3% are up 3.5% or more. 2.7% are down 3.5% or more.
31.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.0%…>=90:0.4%…>=80:1.3%…>=50:6.0%…<=20:51.4%…<=10:31.9%…<=5:20.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:13.1%…<=20:9.6%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:18.8%…<=20:2.7%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.9% above previous 1 highs, 51.3% below previous 1 lows
1.2% above previous 2 highs, 44.4% below previous 2 lows
1.0% above previous 3 highs, 42.9% below previous 3 lows
0.5% above previous 4 highs, 41.9% below previous 4 lows
0.4% above previous 5 highs, 41.2% below previous 5 lows
0.3% above previous 6 highs, 39.0% below previous 6 lows
0.3% above previous 7 highs, 35.2% below previous 7 lows
0.2% above previous 8 highs, 34.3% below previous 8 lows
0.1% above previous 9 highs, 33.3% below previous 9 lows
0.1% above previous 10 highs, 32.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
4.9% are above or equal to 9/24 close (1 days ago), 95.1% are below.
24.9% are above or equal to 9/23 close (2 days ago), 75.1% are below.
16.6% are above or equal to 9/22 close (3 days ago), 83.4% are below.
7.4% are above or equal to 9/19 close (4 days ago), 92.6% are below.
5.8% are above or equal to 9/18 close (5 days ago), 94.2% are below.
10.3% are above or equal to 9/17 close (6 days ago), 89.7% are below.
13.4% are above or equal to 9/16 close (7 days ago), 86.6% are below.
20.7% are above or equal to 9/15 close (8 days ago), 79.3% are below.
17.4% are above or equal to 9/12 close (9 days ago), 82.6% are below.
15.3% are above or equal to 9/11 close (10 days ago), 84.7% are below.
17.5% are above or equal to 9/10 close (11 days ago), 82.5% are below.
20.7% are above or equal to 9/9 close (12 days ago), 79.3% are below.
16.8% are above or equal to 9/8 close (13 days ago), 83.2% are below.
17.0% are above or equal to 9/5 close (14 days ago), 83.0% are below.
19.8% are above or equal to 9/4 close (15 days ago), 80.2% are below.
20.2% are above or equal to 9/3 close (16 days ago), 79.8% are below.
19.9% are above or equal to 9/2 close (17 days ago), 80.1% are below.
21.8% are above or equal to 8/29 close (18 days ago), 78.2% are below.
24.9% are above or equal to 8/28 close (19 days ago), 75.1% are below.
23.2% are above or equal to 8/27 close (20 days ago), 76.8% are below.
23.5% are above or equal to 8/26 close (21 days ago), 76.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 38.9% new lows
21d: 1.4% new highs, 38.6% new lows
42d: 1.2% new highs, 19.9% new lows
63d: 1.1% new highs, 18.1% new lows
126d: 0.7% new highs, 8.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 4.8% above, 95.2% below
3-day: 9.2% above, 90.8% below
4-day: 10.6% above, 89.4% below
5-day: 7.7% above, 92.3% below
8-day: 6.6% above, 93.4% below
10-day: 8.6% above, 91.4% below
20-day: 13.9% above, 86.1% below
50-day: 31.7% above, 68.3% below
200-day: 50.5% above, 49.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140925 1:09 pm ET)
REAL(87): -0.64% Top=VTR STWD SNH HCP MPW DLR TWO NLY ….. SRC WPC HLSS PKY MFA HIW BAM EJ=Bottom (Real Estate)
INSU(36): -1.00% Top=MBI AFSI PGR ACGL GNW FNF AIZ WRB ….. UNM CINF MTG WSH MET PRU LNC MMC=Bottom (Insurance)
TRAN(30): -1.00% Top=SWFT YRCW HUBG JBHT SAVE CNW KNX TRN ….. GBX ALK UAL DAL TDW GLNG AAL XPO=Bottom (Transportation)
LEIS(29): -1.14% Top=BLMN PZZA LTM PNK CAKE DNKN EAT DRI ….. EXPE MGM RCL MPEL LVS WYNN SEAS SGMS=Bottom (Leisure)
CONS(58): -1.19% Top=SKX DECK WWW SHOO FOSL HBI SCSS PBI ….. WHR BC GPK KS UFS PAY KATE AVP=Bottom (Consumer)
FINA(88): -1.23% Top=FRC CMA RJF LAZ FMER KEY ARMK KKR ….. PACW FII RCAP BLK JNS CME TD ETFC=Bottom (Banks/Financials)
RETA(66): -1.36% Top=AN CST GES LB DSW FINL VSI FRAN ….. KORS CAB RH TFM WFM BBY JCP DANG=Bottom (Retail & Specialty Retail)
DISV(50): -1.43% Top=BLOX RCII AAN GPN XRS TNET CXW PAYX ….. URI Z MA ACM HTZ CAR KBR GDOT=Bottom (Diversified Services)
HEAL(50): -1.44% Top=IRWD OPK EVHC BDX EW MD RMD COO ….. WLP UHS PODD MOH HUM WCG CI ZLTQ=Bottom (Health)
ENER(116): -1.45% Top=MHR SGY PVA MMLP PDCE ATW GEL CLR ….. HOS RICE WPX SN BBG CPE EXXI GDP=Bottom (Energy)
MATE(28): -1.49% Top=DAR AWI TPH USG RSG WY MAS WM ….. PWR FAST RYL MTRX VMC EXP MTH KBH=Bottom (Materials & Construction)
MANU(41): -1.51% Top=BWC GTLS CFX AOS KMT PNR AGCO DE ….. XYL DHR EMR DDD MRC BGC JKS ATI=Bottom (Manufacturing)
CHEM(32): -1.54% Top=TAM SIAL POT DOW DD CF GRA MOS ….. HUN CYT FMC AXLL MEOH AGU ALB CHMT=Bottom (Chemicals/Fertilizers)
COSW(80): -1.78% Top=CNQR CNVR GWRE AOL ATVI TRAK JD MSCI ….. DBD VRNT QLIK FEYE SFUN SINA PFPT VDSI=Bottom (Computer Software/Internet)
COHW(46): -1.92% Top=BRCD INFN MSI COMM FTR WIN TMUS BCE ….. SNDK EMC SSYS AAPL BBRY VIP ARUN SWIR=Bottom (Computer Hardware/Telecom)
ELEC(55): -1.99% Top=TRMB BRCM SMTC SPWR MRVL ADI SNPS MCHP ….. TSL FSL AMBA CGNX IDTI TER INVN ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): -2.22% Top=SSRI AEM ABX GG RGLD NEM CCJ SLW ….. X AKS SLCA BTU TCK SWC 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 1:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:36 pm ET
by daytrend on 20140925. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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
1.4% of stocks are above yesterday’s high.
11.8% are above yesterday’s midpoint. (88.2% are below.)
54.2% are below yesterday’s low.
44.3% are inside yesterday’s range.
15.4% of stocks with today’s high > yesterday’s high. (84.6% less than).
71.4% of stocks with today’s low < yesterday’s low. (28.6% greater than).

EVIDENCE OF INTRADAY TREND
6.0% of stocks are above today’s open. (93.5% are below).
3.6% of stocks are above today’s open and yesterday’s close.
92.6% are below both.
2.1% of stocks opened above yesterday’s high.
13.6% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.3% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
13.5% are in the top half. 86.5% of stocks are in the bottom half of today’s range.
50.5% are in the bottom 20%.
25.7% are in the bottom 10%.

GAIN
5.1% of stocks are above yesterday’s close. (94.9% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.4% are up 3.5% or more. 2.4% are down 3.5% or more.
29.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.0%…>=90:0.4%…>=80:1.4%…>=50:5.4%…<=20:51.6%…<=10:33.0%…<=5:21.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:13.2%…<=20:9.5%…<=10:1.0%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:18.5%…<=20:2.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.4% above previous 1 highs, 54.2% below previous 1 lows
1.1% above previous 2 highs, 47.8% below previous 2 lows
0.7% above previous 3 highs, 46.1% below previous 3 lows
0.4% above previous 4 highs, 45.1% below previous 4 lows
0.3% above previous 5 highs, 43.9% below previous 5 lows
0.3% above previous 6 highs, 41.5% below previous 6 lows
0.3% above previous 7 highs, 37.5% below previous 7 lows
0.2% above previous 8 highs, 36.2% below previous 8 lows
0.1% above previous 9 highs, 35.0% below previous 9 lows
0.1% above previous 10 highs, 33.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
5.1% are above or equal to 9/24 close (1 days ago), 94.9% are below.
24.7% are above or equal to 9/23 close (2 days ago), 75.3% are below.
17.0% are above or equal to 9/22 close (3 days ago), 83.0% are below.
7.6% are above or equal to 9/19 close (4 days ago), 92.4% are below.
5.7% are above or equal to 9/18 close (5 days ago), 94.3% are below.
10.2% are above or equal to 9/17 close (6 days ago), 89.8% are below.
13.0% are above or equal to 9/16 close (7 days ago), 87.0% are below.
20.4% are above or equal to 9/15 close (8 days ago), 79.6% are below.
17.3% are above or equal to 9/12 close (9 days ago), 82.7% are below.
14.6% are above or equal to 9/11 close (10 days ago), 85.4% are below.
17.5% are above or equal to 9/10 close (11 days ago), 82.5% are below.
20.5% are above or equal to 9/9 close (12 days ago), 79.5% are below.
17.0% are above or equal to 9/8 close (13 days ago), 83.0% are below.
16.1% are above or equal to 9/5 close (14 days ago), 83.9% are below.
19.3% are above or equal to 9/4 close (15 days ago), 80.7% are below.
19.6% are above or equal to 9/3 close (16 days ago), 80.4% are below.
20.0% are above or equal to 9/2 close (17 days ago), 80.0% are below.
21.0% are above or equal to 8/29 close (18 days ago), 79.0% are below.
24.6% are above or equal to 8/28 close (19 days ago), 75.4% are below.
23.4% are above or equal to 8/27 close (20 days ago), 76.6% are below.
23.3% are above or equal to 8/26 close (21 days ago), 76.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 38.3% new lows
21d: 1.4% new highs, 38.0% new lows
42d: 1.2% new highs, 19.7% new lows
63d: 1.0% new highs, 18.0% new lows
126d: 0.7% new highs, 8.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 4.1% above, 95.9% below
3-day: 9.3% above, 90.7% below
4-day: 10.5% above, 89.5% below
5-day: 7.6% above, 92.4% below
8-day: 6.9% above, 93.1% below
10-day: 8.9% above, 91.1% below
20-day: 13.9% above, 86.1% below
50-day: 30.8% above, 69.2% below
200-day: 50.9% above, 49.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140925 12:36 pm ET)
REAL(87): -0.65% Top=VTR STWD HCP MPW SNH DLR EQR CBG ….. HIW KRG PKY SRC WPC MFA BAM EJ=Bottom (Real Estate)
INSU(36): -0.91% Top=AFSI GNW MBI PGR ACGL AXS FNF VR ….. AJG MTG UNM WSH MET PRU MMC LNC=Bottom (Insurance)
LEIS(29): -1.16% Top=BLMN PZZA LTM PNK WEN DNKN EAT MCD ….. BYD MGM RCL MPEL LVS WYNN SGMS SEAS=Bottom (Leisure)
CONS(58): -1.21% Top=SKX DECK WWW SHOO FOSL HBI SCSS PBI ….. RL GPK BC UFS KS PAY KATE AVP=Bottom (Consumer)
TRAN(30): -1.22% Top=SWFT YRCW HUBG JBHT SAVE CNW KNX CSX ….. KSU ALK GLNG UAL DAL AAL TDW XPO=Bottom (Transportation)
FINA(88): -1.38% Top=FRC RJF CMA ARMK WU KKR FMER PSEC ….. OCN IBKR PACW FII CME TD JNS ETFC=Bottom (Banks/Financials)
ENER(116): -1.39% Top=MHR PVA SGY PDCE ATW MMLP GEL SDLP ….. HOS BBG CVE ETE SN CPE EXXI GDP=Bottom (Energy)
RETA(66): -1.44% Top=AN DSW CST GES GNC KAR VSI FRAN ….. FIVE RH KMX TFM AEO BBY JCP DANG=Bottom (Retail & Specialty Retail)
HEAL(50): -1.51% Top=IRWD OPK EVHC BDX EW MD KND MDT ….. WLP UHS WCG HUM MOH ZLTQ CI PODD=Bottom (Health)
DISV(50): -1.53% Top=RCII BLOX GPN TNET XRS AAN CXW SERV ….. URI MA Z ACM HTZ CAR KBR GDOT=Bottom (Diversified Services)
MATE(28): -1.53% Top=AWI DAR TPH WY RSG USG WM MAS ….. PWR FAST MTRX RYL VMC EXP MTH KBH=Bottom (Materials & Construction)
MANU(41): -1.54% Top=BWC GTLS AOS PNR AGCO DE KMT RXN ….. RS DDD DHR EMR BGC JKS MRC ATI=Bottom (Manufacturing)
CHEM(32): -1.56% Top=TAM POT SIAL CF MOS GRA DD WPZ ….. FTK CYT FMC AXLL AGU MEOH ALB CHMT=Bottom (Chemicals/Fertilizers)
COSW(80): -1.87% Top=CNQR CNVR AOL ATVI TTWO IACI TRAK NCR ….. QLIK SINA VRNT FEYE NQ DBD PFPT VDSI=Bottom (Computer Software/Internet)
COHW(46): -1.91% Top=BRCD MSI INFN COMM TMUS VZ FTR WIN ….. FNSR LVLT EMC AAPL SNDK VIP SWIR ARUN=Bottom (Computer Hardware/Telecom)
META(26): -1.98% Top=SSRI AEM ABX GG RGLD NEM CCJ AUY ….. X SLCA AKS BTU TCK SWC CENX CLF=Bottom (Metals & Mining)
ELEC(55): -2.12% Top=BRCM TRMB SPWR ADI SMTC MRVL TXN MCHP ….. AMBA ISIL CGNX FSL IDTI INVN TER ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:25 am ET
by daytrend on 20140925. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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
1.1% of stocks are above yesterday’s high.
11.2% are above yesterday’s midpoint. (88.8% are below.)
50.2% are below yesterday’s low.
48.7% are inside yesterday’s range.
14.8% of stocks with today’s high > yesterday’s high. (85.2% less than).
68.4% of stocks with today’s low < yesterday’s low. (31.6% greater than).

EVIDENCE OF INTRADAY TREND
6.2% of stocks are above today’s open. (93.4% are below).
3.2% of stocks are above today’s open and yesterday’s close.
92.7% are below both.
2.1% of stocks opened above yesterday’s high.
13.6% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
5.0% 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.
1.5% are in the top 20%.
10.7% are in the top half. 89.3% of stocks are in the bottom half of today’s range.
46.5% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN
4.0% of stocks are above yesterday’s close. (96.0% are below.)
0.2% are up 4.5% or more. 1.3% are down 4.5% or more.
0.2% are up 3.5% or more. 2.8% are down 3.5% or more.
32.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.1%…>=90:0.7%…>=80:1.3%…>=50:5.7%…<=20:50.7%…<=10:32.4%…<=5:21.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:13.9%…<=20:9.7%…<=10:0.9%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:19.5%…<=20:2.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.1% above previous 1 highs, 50.2% below previous 1 lows
0.8% above previous 2 highs, 43.1% below previous 2 lows
0.8% above previous 3 highs, 42.0% below previous 3 lows
0.4% above previous 4 highs, 41.4% below previous 4 lows
0.2% above previous 5 highs, 40.8% below previous 5 lows
0.2% above previous 6 highs, 38.2% below previous 6 lows
0.2% above previous 7 highs, 33.8% below previous 7 lows
0.1% above previous 8 highs, 32.9% below previous 8 lows
0.1% above previous 9 highs, 32.1% below previous 9 lows
0.1% above previous 10 highs, 31.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
4.0% are above or equal to 9/24 close (1 days ago), 96.0% are below.
25.1% are above or equal to 9/23 close (2 days ago), 74.9% are below.
16.8% are above or equal to 9/22 close (3 days ago), 83.2% are below.
7.8% are above or equal to 9/19 close (4 days ago), 92.2% are below.
6.2% are above or equal to 9/18 close (5 days ago), 93.8% are below.
10.7% are above or equal to 9/17 close (6 days ago), 89.3% are below.
14.4% are above or equal to 9/16 close (7 days ago), 85.6% are below.
21.1% are above or equal to 9/15 close (8 days ago), 78.9% are below.
18.3% are above or equal to 9/12 close (9 days ago), 81.7% are below.
14.9% are above or equal to 9/11 close (10 days ago), 85.1% are below.
17.5% are above or equal to 9/10 close (11 days ago), 82.5% are below.
20.9% are above or equal to 9/9 close (12 days ago), 79.1% are below.
16.6% are above or equal to 9/8 close (13 days ago), 83.4% are below.
16.7% are above or equal to 9/5 close (14 days ago), 83.3% are below.
20.2% are above or equal to 9/4 close (15 days ago), 79.8% are below.
20.6% are above or equal to 9/3 close (16 days ago), 79.4% are below.
20.4% are above or equal to 9/2 close (17 days ago), 79.6% are below.
22.0% are above or equal to 8/29 close (18 days ago), 78.0% are below.
24.8% are above or equal to 8/28 close (19 days ago), 75.2% are below.
24.1% are above or equal to 8/27 close (20 days ago), 75.9% are below.
23.5% are above or equal to 8/26 close (21 days ago), 76.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 35.9% new lows
21d: 1.4% new highs, 35.7% new lows
42d: 1.2% new highs, 18.7% new lows
63d: 1.0% new highs, 17.0% new lows
126d: 0.7% new highs, 8.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 3.9% above, 96.1% below
3-day: 9.2% above, 90.8% below
4-day: 10.5% above, 89.5% below
5-day: 8.4% above, 91.6% below
8-day: 7.2% above, 92.8% below
10-day: 8.6% above, 91.4% below
20-day: 14.9% above, 85.1% below
50-day: 32.2% above, 67.8% below
200-day: 51.2% above, 48.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140925 11:25 am ET)
REAL(87): -0.64% Top=SNH VTR DLR AGNC EQR CBG GLPI ACC ….. PLD PKY HLSS HIW BAM MFA WPC EJ=Bottom (Real Estate)
INSU(36): -0.97% Top=AFSI AXS ACGL GNW PGR VR FNF MBI ….. AIG UNM MTG MMC PRU MET WSH LNC=Bottom (Insurance)
CONS(58): -1.13% Top=SKX FOSL HBI WWW DECK SCSS PBI PG ….. UFS IRBT COTY KS KATE BC AVP PAY=Bottom (Consumer)
LEIS(29): -1.19% Top=BLMN PZZA DNKN CCL LTM EAT MAR PNK ….. KKD LVS WYNN MPEL SEAS OWW BYD SGMS=Bottom (Leisure)
HEAL(50): -1.34% Top=OPK IRWD EVHC MD BDX EW MDT ESRX ….. BSX HUM PRXL CI MOH ZLTQ PODD WCG=Bottom (Health)
FINA(88): -1.34% Top=FRC RJF ARMK CMA KEY BX PSEC KKR ….. FII IBKR CME RCAP TD PACW ETFC JNS=Bottom (Banks/Financials)
CHEM(32): -1.34% Top=TAM POT CF SIAL GRA WPZ MOS DD ….. AXLL FMC FTK CYT MEOH ALB AGU CHMT=Bottom (Chemicals/Fertilizers)
MANU(41): -1.35% Top=AOS BWC PNR DE AGCO CFX PH CMI ….. ITT CAT DHR EMR MRC JKS BGC ATI=Bottom (Manufacturing)
RETA(66): -1.42% Top=VSI AN CST GNC FRAN KAR LOW TIF ….. BBY KORS MELI FIVE KMX RH JCP DANG=Bottom (Retail & Specialty Retail)
MATE(28): -1.43% Top=DAR RSG TPH WY AWI USG MAS WM ….. FAST MTZ VMC RYL MTRX EXP MTH KBH=Bottom (Materials & Construction)
DISV(50): -1.44% Top=BLOX RCII TNET ULTA XRS GPN AAN LDOS ….. CAR MA KBR ACM ATHN Z HMSY GDOT=Bottom (Diversified Services)
ENER(116): -1.48% Top=MHR PDCE SGY PVA ATW SDLP MWE EEP ….. BBG RSPP REXX EXXI CPE SN AREX GDP=Bottom (Energy)
COHW(46): -1.68% Top=BRCD MSI VZ INFN FTR T COMM CTL ….. SNDK SSYS UBNT EMC BBRY AAPL SWIR ARUN=Bottom (Computer Hardware/Telecom)
TRAN(30): -1.73% Top=SAVE HUBG JBHT UPS CSX YRCW FDX UNP ….. UAL SWFT AAL GBX GLNG DAL TDW XPO=Bottom (Transportation)
META(26): -1.82% Top=GG AEM ABX SSRI NEM RGLD SLW CCJ ….. CMC X SLCA TCK BTU SWC CENX CLF=Bottom (Metals & Mining)
ELEC(55): -2.02% Top=TRMB BRCM SPWR TXN GRMN ADI MRVL CPHD ….. ISIL SUNE CREE GTAT TER AMBA ENPH INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): -2.03% Top=CNQR CNVR AOL NCR ATVI CERN TRAK IACI ….. QLIK SINA DBD SFUN NQ SPLK PFPT VDSI=Bottom (Computer Software/Internet)

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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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