daytrend

07/24/2014

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

Closing Stats
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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

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

COMPARED TO YESTERDAY’S RANGE
33.3% of stocks are above yesterday’s high.
55.8% are above yesterday’s midpoint. (44.2% are below.)
22.9% are below yesterday’s low.
43.8% are inside yesterday’s range.
58.8% of stocks with today’s high > yesterday’s high. (41.2% less than).
40.5% of stocks with today’s low < yesterday’s low. (59.5% greater than).

EVIDENCE OF INTRADAY TREND
46.1% of stocks are above today’s open. (52.5% are below).
42.5% of stocks are above today’s open and yesterday’s close.
41.2% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.2% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
44.6% are in the top half. 55.4% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN
54.8% of stocks are above yesterday’s close. (45.2% are below.)
2.3% are up 4.5% or more. 1.8% are down 4.5% or more.
3.8% are up 3.5% or more. 3.1% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.1%…>=90:20.8%…>=80:34.4%…>=50:59.5%…<=20:14.7%…<=10:6.9%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:56.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:57.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.3% above previous 1 highs, 22.9% below previous 1 lows
25.3% above previous 2 highs, 17.2% below previous 2 lows
24.0% above previous 3 highs, 11.0% below previous 3 lows
22.8% above previous 4 highs, 9.0% below previous 4 lows
20.5% above previous 5 highs, 8.5% below previous 5 lows
16.8% above previous 6 highs, 7.8% below previous 6 lows
15.5% above previous 7 highs, 7.2% below previous 7 lows
14.2% above previous 8 highs, 7.0% below previous 8 lows
13.9% above previous 9 highs, 6.7% below previous 9 lows
13.7% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.8% are above or equal to 7/23 close (1 days ago), 45.2% are below.
54.7% are above or equal to 7/22 close (2 days ago), 45.3% are below.
67.7% are above or equal to 7/21 close (3 days ago), 32.3% are below.
60.3% are above or equal to 7/18 close (4 days ago), 39.7% are below.
76.6% are above or equal to 7/17 close (5 days ago), 23.4% are below.
58.0% are above or equal to 7/16 close (6 days ago), 42.0% are below.
60.5% are above or equal to 7/15 close (7 days ago), 39.5% are below.
55.2% are above or equal to 7/14 close (8 days ago), 44.8% are below.
59.5% are above or equal to 7/11 close (9 days ago), 40.5% are below.
57.8% are above or equal to 7/10 close (10 days ago), 42.2% are below.
51.9% are above or equal to 7/9 close (11 days ago), 48.1% are below.
54.8% are above or equal to 7/8 close (12 days ago), 45.2% are below.
47.4% are above or equal to 7/7 close (13 days ago), 52.6% are below.
39.3% are above or equal to 7/3 close (14 days ago), 60.7% are below.
45.7% are above or equal to 7/2 close (15 days ago), 54.3% are below.
43.3% are above or equal to 7/1 close (16 days ago), 56.7% are below.
48.3% are above or equal to 6/30 close (17 days ago), 51.7% are below.
50.7% are above or equal to 6/27 close (18 days ago), 49.3% are below.
53.9% are above or equal to 6/26 close (19 days ago), 46.1% are below.
53.3% are above or equal to 6/25 close (20 days ago), 46.7% are below.
56.5% are above or equal to 6/24 close (21 days ago), 43.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.0% new highs, 8.5% new lows
21d: 18.1% new highs, 8.5% new lows
42d: 14.9% new highs, 4.8% new lows
63d: 13.8% new highs, 2.6% new lows
126d: 10.9% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.5% above, 46.5% below
3-day: 54.7% above, 45.3% below
4-day: 60.4% above, 39.6% below
5-day: 61.0% above, 39.0% below
8-day: 64.6% above, 35.4% below
10-day: 63.0% above, 37.0% below
20-day: 52.1% above, 47.9% below
50-day: 64.5% above, 35.5% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 Closing)
CONS(59): 1.64% Top=UA KS SKX CRI RKT GPK IP LULU ….. PBI SCS SEE BERY FBHS CROX AVP UFS=Bottom (Consumer)
COSW(79): 1.47% Top=TRLA FTNT UIS FB CA CSOD QLIK CTXS ….. MDSO PTC MSFT GRPN GLUU AWAY TRIP NQ=Bottom (Computer Software/Internet)
RETA(65): 1.09% Top=TSCO DANG ORLY JCP GME URBN AAP DKS ….. LINTA TCS SIG WSM NFLX RH AN WMT=Bottom (Retail & Specialty Retail)
COHW(46): 0.78% Top=RKUS NSR PLCM BBRY JNPR PANW VRSN BRCD ….. COMM FNSR SYNA T TMUS JDSU CCI QCOM=Bottom (Computer Hardware/Telecom)
FINA(89): 0.69% Top=SEIC EFX FNFG LAZ NDAQ SLM ACAS RJF ….. APO WETF KKR OCN TROW ETFC BX XOOM=Bottom (Banks/Financials)
DISV(43): 0.36% Top=Z R ATHN TMH HRB AAN PAYX ULTA ….. ACM SBAC WTW RHI WOOF HTZ AL RCII=Bottom (Diversified Services)
HEAL(51): 0.02% Top=COO HNT ISRG BSX LPNT THC OPK TMO ….. HCA PRXL A WMGI SYK PODD ZMH VAR=Bottom (Health)
ENER(116): -0.12% Top=CAM TSO WFT HFC WPX DK ETP PTEN ….. HK MWE RIG GDP HLX NBL OII DO=Bottom (Energy)
LEIS(30): -0.12% Top=RCL QUNR CCL WYN DRI OWW SBUX BYI ….. MGM EXPE CAKE SIX PBPB DNKN HOT PNK=Bottom (Leisure)
ELEC(54): -0.21% Top=SCTY AMBA IDTI CAVM TEL ALTR TQNT GRMN ….. SPWR SWKS JASO SUNE FSL CPHD ATML TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(75): -0.21% Top=EJ AVB CLI LHO EQR SRC CBG UDR ….. SHO NNN O PMT BEE MAC CBL GLPI=Bottom (Real Estate)
CHEM(30): -0.26% Top=GRA ASH CF OLN AXLL CE TROX AGU ….. SIAL VAL ALB PX MEOH WPZ GPRE POL=Bottom (Chemicals/Fertilizers)
INSU(34): -0.35% Top=TRV PGR LNC MBI MMC BRO AFL UNM ….. AXS PRU TMK FNF FAF VR CLGX ORI=Bottom (Insurance)
MANU(44): -0.73% Top=FLS MRC CFX DHR ITT ZBRA GE PH ….. SWK MIDD CMI BGC CAT RS PCP TEX=Bottom (Manufacturing)
META(26): -0.82% Top=SLCA TCK BTU SCCO NUE CNX STLD CMC ….. PAAS NEM HSC AKS SSRI ABX FCX CLF=Bottom (Metals & Mining)
TRAN(29): -1.01% Top=CNW JBHT NSC HUBG EXPD TRN CHRW WERN ….. XPO SAVE JBLU UAL AAL DAL HA ALK=Bottom (Transportation)
MATE(31): -2.12% Top=FAST MLM AWI VMC WM RSG WCN RYN ….. MDC SPF MTH TOL USG RYL MTZ DHI=Bottom (Materials & Construction)

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 @ 2:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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
30.4% of stocks are above yesterday’s high.
52.5% are above yesterday’s midpoint. (47.5% are below.)
24.9% are below yesterday’s low.
44.7% are inside yesterday’s range.
58.6% of stocks with today’s high > yesterday’s high. (41.4% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND
43.3% of stocks are above today’s open. (55.3% are below).
40.2% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.6% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
34.3% are in the bottom 20%.
22.9% are in the bottom 10%.

GAIN
51.2% of stocks are above yesterday’s close. (48.8% are below.)
2.2% are up 4.5% or more. 2.2% are down 4.5% or more.
3.6% are up 3.5% or more. 3.3% are down 3.5% or more.
62.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.1%…>=90:19.0%…>=80:33.2%…>=50:57.0%…<=20:16.8%…<=10:7.1%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:55.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.4% above previous 1 highs, 24.9% below previous 1 lows
23.9% above previous 2 highs, 18.1% below previous 2 lows
22.5% above previous 3 highs, 12.3% below previous 3 lows
20.8% above previous 4 highs, 9.5% below previous 4 lows
18.1% above previous 5 highs, 8.8% below previous 5 lows
15.1% above previous 6 highs, 8.1% below previous 6 lows
14.3% above previous 7 highs, 7.8% below previous 7 lows
13.1% above previous 8 highs, 7.5% below previous 8 lows
12.9% above previous 9 highs, 7.2% below previous 9 lows
12.5% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.2% are above or equal to 7/23 close (1 days ago), 48.8% are below.
52.5% are above or equal to 7/22 close (2 days ago), 47.5% are below.
65.4% are above or equal to 7/21 close (3 days ago), 34.6% are below.
59.0% are above or equal to 7/18 close (4 days ago), 41.0% are below.
75.7% are above or equal to 7/17 close (5 days ago), 24.3% are below.
56.9% are above or equal to 7/16 close (6 days ago), 43.1% are below.
58.7% are above or equal to 7/15 close (7 days ago), 41.3% are below.
53.1% are above or equal to 7/14 close (8 days ago), 46.9% are below.
58.9% are above or equal to 7/11 close (9 days ago), 41.1% are below.
57.3% are above or equal to 7/10 close (10 days ago), 42.7% are below.
51.7% are above or equal to 7/9 close (11 days ago), 48.3% are below.
54.6% are above or equal to 7/8 close (12 days ago), 45.4% are below.
46.4% are above or equal to 7/7 close (13 days ago), 53.6% are below.
39.3% are above or equal to 7/3 close (14 days ago), 60.7% are below.
45.1% are above or equal to 7/2 close (15 days ago), 54.9% are below.
42.8% are above or equal to 7/1 close (16 days ago), 57.2% are below.
48.1% are above or equal to 6/30 close (17 days ago), 51.9% are below.
49.8% are above or equal to 6/27 close (18 days ago), 50.2% are below.
53.6% are above or equal to 6/26 close (19 days ago), 46.4% are below.
52.5% are above or equal to 6/25 close (20 days ago), 47.5% are below.
55.6% are above or equal to 6/24 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.5% new highs, 8.1% new lows
21d: 17.6% new highs, 8.0% new lows
42d: 14.5% new highs, 4.6% new lows
63d: 13.4% new highs, 2.6% new lows
126d: 10.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.5% above, 49.5% below
3-day: 51.6% above, 48.4% below
4-day: 58.0% above, 42.0% below
5-day: 58.3% above, 41.7% below
8-day: 63.4% above, 36.6% below
10-day: 61.3% above, 38.7% below
20-day: 51.1% above, 48.9% below
50-day: 64.0% above, 36.0% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 3:00 pm ET)
CONS(59): 1.47% Top=UA KS SKX RKT CRI GPK LULU IP ….. LEG PBI SCS SEE FBHS CROX AVP UFS=Bottom (Consumer)
COSW(79): 1.31% Top=TRLA UIS FTNT FB QLIK CA YHOO CSOD ….. WBMD MDSO MSFT GRPN GLUU AWAY TRIP NQ=Bottom (Computer Software/Internet)
RETA(65): 1.11% Top=TSCO DANG ORLY CAB JCP URBN GME AAP ….. KORS RH LINTA TCS WSM AN NFLX WMT=Bottom (Retail & Specialty Retail)
FINA(89): 0.63% Top=SEIC EFX LAZ FNFG NDAQ ACAS SLM ASBC ….. APO ETFC WETF KKR OCN TROW BX XOOM=Bottom (Banks/Financials)
COHW(46): 0.48% Top=NSR RKUS PLCM BBRY JNPR PANW VRSN TDC ….. FNSR TMUS T COMM JDSU INFN CCI QCOM=Bottom (Computer Hardware/Telecom)
DISV(43): 0.35% Top=Z ATHN R TMH HRB PAYX AAN ULTA ….. ACM APOL RRD WOOF SBAC AL RHI RCII=Bottom (Diversified Services)
HEAL(51): 0.05% Top=ISRG HNT COO THC BSX LPNT TMO OPK ….. HCA PRXL PODD A WMGI SYK ZMH VAR=Bottom (Health)
LEIS(30): -0.13% Top=RCL OWW CCL WYN QUNR DRI SBUX BLMN ….. EXPE YUM CAKE PBPB SIX DNKN PNK HOT=Bottom (Leisure)
ENER(116): -0.25% Top=CAM TSO PTEN HFC ETP WPX DK RSPP ….. RES RIG HK OII GDP NBL HLX DO=Bottom (Energy)
ELEC(54): -0.26% Top=SCTY AMBA CAVM IDTI TEL ALTR GRMN RFMD ….. SPWR JASO CGNX SWKS SUNE ATML CPHD TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.29% Top=GRA OLN ASH CF POT AXLL CE AGU ….. APD SIAL VAL PX ALB MEOH POL GPRE=Bottom (Chemicals/Fertilizers)
INSU(34): -0.30% Top=TRV AHL LNC PGR MBI AFL MMC CNO ….. AXS PRU TMK FNF VR FAF CLGX ORI=Bottom (Insurance)
REAL(75): -0.37% Top=EJ AVB CLI LHO AMH CBG UDR CWH ….. PMT SHO NNN O BEE CBL GLPI MAC=Bottom (Real Estate)
MANU(44): -0.78% Top=FLS MRC CFX GNRC DHR ZBRA PH PNR ….. SWK DDD MIDD BGC CAT RS PCP TEX=Bottom (Manufacturing)
META(26): -0.88% Top=SLCA BTU SCCO TCK NUE CNX AA CMC ….. SLW NEM PAAS CLF ABX AKS FCX SSRI=Bottom (Metals & Mining)
TRAN(29): -0.94% Top=TRN CNW NSC HUBG JBHT GBX EXPD CHRW ….. JBLU SAVE XPO UAL AAL DAL HA ALK=Bottom (Transportation)
MATE(31): -2.31% Top=FAST MLM RSG WM WCN VMC RYN AWI ….. KBH SPF USG TOL RYL MTH MTZ DHI=Bottom (Materials & Construction)

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 3:00 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:28 pm

Market Stats at 2:27 pm ET
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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
35.4% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.7% are below.)
19.9% are below yesterday’s low.
44.7% are inside yesterday’s range.
58.5% of stocks with today’s high > yesterday’s high. (41.5% less than).
37.3% of stocks with today’s low < yesterday’s low. (62.7% greater than).

EVIDENCE OF INTRADAY TREND
50.7% of stocks are above today’s open. (48.2% are below).
46.9% of stocks are above today’s open and yesterday’s close.
38.2% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.7% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
48.5% are in the top half. 51.5% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN
58.3% of stocks are above yesterday’s close. (41.7% are below.)
2.4% are up 4.5% or more. 2.0% are down 4.5% or more.
4.1% are up 3.5% or more. 2.9% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.0%…>=90:22.6%…>=80:37.0%…>=50:62.7%…<=20:13.4%…<=10:5.9%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:58.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.4% above previous 1 highs, 19.9% below previous 1 lows
28.1% above previous 2 highs, 15.1% below previous 2 lows
26.9% above previous 3 highs, 10.3% below previous 3 lows
25.1% above previous 4 highs, 8.1% below previous 4 lows
22.5% above previous 5 highs, 7.5% below previous 5 lows
18.5% above previous 6 highs, 7.0% below previous 6 lows
17.3% above previous 7 highs, 6.7% below previous 7 lows
16.0% above previous 8 highs, 6.4% below previous 8 lows
15.5% above previous 9 highs, 6.2% below previous 9 lows
15.2% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.3% are above or equal to 7/23 close (1 days ago), 41.7% are below.
56.9% are above or equal to 7/22 close (2 days ago), 43.1% are below.
68.4% are above or equal to 7/21 close (3 days ago), 31.6% are below.
60.5% are above or equal to 7/18 close (4 days ago), 39.5% are below.
77.7% are above or equal to 7/17 close (5 days ago), 22.3% are below.
60.0% are above or equal to 7/16 close (6 days ago), 40.0% are below.
61.0% are above or equal to 7/15 close (7 days ago), 39.0% are below.
55.4% are above or equal to 7/14 close (8 days ago), 44.6% are below.
60.5% are above or equal to 7/11 close (9 days ago), 39.5% are below.
59.4% are above or equal to 7/10 close (10 days ago), 40.6% are below.
52.8% are above or equal to 7/9 close (11 days ago), 47.2% are below.
55.5% are above or equal to 7/8 close (12 days ago), 44.5% are below.
47.9% are above or equal to 7/7 close (13 days ago), 52.1% are below.
40.2% are above or equal to 7/3 close (14 days ago), 59.8% are below.
47.2% are above or equal to 7/2 close (15 days ago), 52.8% are below.
43.6% are above or equal to 7/1 close (16 days ago), 56.4% are below.
48.6% are above or equal to 6/30 close (17 days ago), 51.4% are below.
51.1% are above or equal to 6/27 close (18 days ago), 48.9% are below.
54.8% are above or equal to 6/26 close (19 days ago), 45.2% are below.
54.2% are above or equal to 6/25 close (20 days ago), 45.8% are below.
57.7% are above or equal to 6/24 close (21 days ago), 42.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.4% new highs, 7.9% new lows
21d: 17.5% new highs, 7.8% new lows
42d: 14.5% new highs, 4.4% new lows
63d: 13.4% new highs, 2.3% new lows
126d: 10.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.4% above, 42.6% below
3-day: 57.0% above, 43.0% below
4-day: 62.9% above, 37.1% below
5-day: 63.2% above, 36.8% below
8-day: 65.7% above, 34.3% below
10-day: 62.9% above, 37.1% below
20-day: 53.5% above, 46.5% below
50-day: 65.4% above, 34.6% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 2:27 pm ET)
CONS(59): 1.58% Top=UA KS RKT SKX GPK CRI IP LULU ….. SEE PBI LEG SCS FBHS CROX AVP UFS=Bottom (Consumer)
COSW(79): 1.45% Top=TRLA UIS FTNT FB CSOD CA FEYE YHOO ….. WBMD MSFT MDAS GRPN GLUU AWAY NQ TRIP=Bottom (Computer Software/Internet)
RETA(65): 1.26% Top=TSCO DANG ORLY CAB URBN JCP GME AAP ….. LOW LINTA WSM TCS RH NFLX AN WMT=Bottom (Retail & Specialty Retail)
FINA(89): 0.69% Top=SEIC NDAQ FNFG LAZ EFX SBNY SLM RJF ….. APO WETF ETFC KKR OCN TROW XOOM BX=Bottom (Banks/Financials)
COHW(46): 0.64% Top=NSR RKUS PLCM BBRY JNPR PANW VRSN BRCD ….. TMUS FNSR T COMM JDSU INFN CCI QCOM=Bottom (Computer Hardware/Telecom)
DISV(43): 0.62% Top=Z ATHN R TMH HRB PAYX HPY ULTA ….. APOL ACM SBAC RRD WOOF AL RHI RCII=Bottom (Diversified Services)
HEAL(51): 0.26% Top=ISRG HNT COO THC LPNT OPK BSX CYH ….. A PRXL PODD HCA SYK WMGI ZMH VAR=Bottom (Health)
LEIS(30): 0.05% Top=RCL OWW WYN QUNR CCL DRI BYI SBUX ….. EXPE YUM CAKE PBPB SIX HOT DNKN PNK=Bottom (Leisure)
ENER(116): 0.01% Top=CAM TSO HFC PTEN WFT WNR ETP MPC ….. HOS RIG GDP HK HLX OII NBL DO=Bottom (Energy)
CHEM(30): -0.05% Top=GRA OLN AXLL CF ASH POT CE EMN ….. VAL SIAL WPZ PX ALB MEOH GPRE POL=Bottom (Chemicals/Fertilizers)
ELEC(54): -0.08% Top=SCTY AMBA CAVM IDTI INVN MU APH TEL ….. SPWR SWKS FSL SUNE CGNX CPHD ATML TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): -0.20% Top=TRV LNC PGR MBI AHL AFL MMC AIG ….. AIZ PRU TMK VR FNF FAF CLGX ORI=Bottom (Insurance)
REAL(75): -0.27% Top=EJ AVB CLI LHO AMH UDR SRC CBG ….. RLGY NNN PMT O BEE CBL MAC GLPI=Bottom (Real Estate)
TRAN(29): -0.53% Top=TRN NSC CNW HUBG JBHT CHRW GBX EXPD ….. CNI XPO AAL TDW UAL DAL HA ALK=Bottom (Transportation)
MANU(44): -0.58% Top=FLS CFX MRC GNRC PNR DHR ROK ITT ….. RXN DDD MIDD BGC CAT RS PCP TEX=Bottom (Manufacturing)
META(26): -0.74% Top=SLCA SCCO TCK BTU NUE CNX AA CCJ ….. HSC SLW NEM PAAS AKS ABX SSRI FCX=Bottom (Metals & Mining)
MATE(31): -2.07% Top=FAST MLM RSG VMC WM RYN WCN AWI ….. MDC SPF TOL RYL USG MTH MTZ DHI=Bottom (Materials & Construction)

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 2:27 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 12:25 pm ET
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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
35.5% of stocks are above yesterday’s high.
60.5% are above yesterday’s midpoint. (39.5% are below.)
16.0% are below yesterday’s low.
48.5% are inside yesterday’s range.
56.0% of stocks with today’s high > yesterday’s high. (44.0% less than).
32.6% of stocks with today’s low < yesterday’s low. (67.4% greater than).

EVIDENCE OF INTRADAY TREND
54.3% of stocks are above today’s open. (43.8% are below).
50.3% of stocks are above today’s open and yesterday’s close.
32.2% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.4% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
53.8% are in the top half. 46.2% of stocks are in the bottom half of today’s range.
15.2% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN
63.5% of stocks are above yesterday’s close. (36.5% are below.)
2.0% are up 4.5% or more. 1.6% are down 4.5% or more.
3.3% are up 3.5% or more. 2.4% are down 3.5% or more.
64.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.8%…>=90:24.6%…>=80:40.4%…>=50:66.7%…<=20:12.7%…<=10:5.8%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.4%…>=50:58.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:60.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.5% above previous 1 highs, 16.0% below previous 1 lows
28.7% above previous 2 highs, 12.8% below previous 2 lows
27.2% above previous 3 highs, 8.2% below previous 3 lows
25.6% above previous 4 highs, 7.2% below previous 4 lows
22.8% above previous 5 highs, 6.5% below previous 5 lows
19.2% above previous 6 highs, 6.1% below previous 6 lows
18.0% above previous 7 highs, 5.7% below previous 7 lows
16.4% above previous 8 highs, 5.7% below previous 8 lows
16.1% above previous 9 highs, 5.3% below previous 9 lows
15.4% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.5% are above or equal to 7/23 close (1 days ago), 36.5% are below.
60.9% are above or equal to 7/22 close (2 days ago), 39.1% are below.
72.0% are above or equal to 7/21 close (3 days ago), 28.0% are below.
64.7% are above or equal to 7/18 close (4 days ago), 35.3% are below.
79.5% are above or equal to 7/17 close (5 days ago), 20.5% are below.
61.5% are above or equal to 7/16 close (6 days ago), 38.5% are below.
62.6% are above or equal to 7/15 close (7 days ago), 37.4% are below.
57.3% are above or equal to 7/14 close (8 days ago), 42.7% are below.
61.8% are above or equal to 7/11 close (9 days ago), 38.2% are below.
60.6% are above or equal to 7/10 close (10 days ago), 39.4% are below.
52.8% are above or equal to 7/9 close (11 days ago), 47.2% are below.
56.0% are above or equal to 7/8 close (12 days ago), 44.0% are below.
48.6% are above or equal to 7/7 close (13 days ago), 51.4% are below.
41.2% are above or equal to 7/3 close (14 days ago), 58.8% are below.
46.8% are above or equal to 7/2 close (15 days ago), 53.2% are below.
44.5% are above or equal to 7/1 close (16 days ago), 55.5% are below.
50.4% are above or equal to 6/30 close (17 days ago), 49.6% are below.
52.1% are above or equal to 6/27 close (18 days ago), 47.9% are below.
55.5% are above or equal to 6/26 close (19 days ago), 44.5% are below.
54.9% are above or equal to 6/25 close (20 days ago), 45.1% are below.
58.3% are above or equal to 6/24 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.5% new highs, 6.4% new lows
21d: 16.8% new highs, 6.4% new lows
42d: 13.7% new highs, 3.8% new lows
63d: 12.8% new highs, 2.0% new lows
126d: 10.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.6% above, 38.4% below
3-day: 62.3% above, 37.7% below
4-day: 68.1% above, 31.9% below
5-day: 67.4% above, 32.6% below
8-day: 68.3% above, 31.7% below
10-day: 66.6% above, 33.4% below
20-day: 55.0% above, 45.0% below
50-day: 66.5% above, 33.5% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 12:25 pm ET)
CONS(59): 1.68% Top=UA RKT KS SKX GPK IP CRI PKG ….. SCS PAY EL CHD PBI CROX AVP UFS=Bottom (Consumer)
RETA(65): 1.18% Top=TSCO DANG ORLY CAB URBN JCP GME ASNA ….. KORS WSM TGT LINTA AN WMT NFLX RH=Bottom (Retail & Specialty Retail)
COSW(79): 0.90% Top=UIS FTNT FB CTXS CA FEYE QLIK YHOO ….. MSFT SINA MDAS GRPN GLUU AWAY NQ TRIP=Bottom (Computer Software/Internet)
FINA(89): 0.83% Top=RJF GGAL NDAQ JNS LAZ FNFG SBNY ASBC ….. OCN APO WETF XOOM ETFC KKR BX TROW=Bottom (Banks/Financials)
COHW(46): 0.76% Top=NSR PLCM RKUS BBRY PANW JNPR UBNT VIP ….. FNSR CIEN T GOGO JDSU COMM CCI QCOM=Bottom (Computer Hardware/Telecom)
ENER(116): 0.38% Top=CAM PTEN WFT BAS TSO WNR DK PBF ….. RES ESV NE GDP RIG NBL OII DO=Bottom (Energy)
DISV(43): 0.27% Top=ATHN TMH R VNTV HRB HPY ULTA PAYX ….. MYGN APOL RRD ACM WOOF AL MA RCII=Bottom (Diversified Services)
HEAL(51): 0.12% Top=HNT ISRG THC COO OPK LPNT UHS CYH ….. HOLX CFN HCA PRXL SYK WMGI ZMH VAR=Bottom (Health)
ELEC(54): 0.12% Top=SCTY INVN CAVM AMBA GRMN APH MU TEL ….. BRCM LLTC CY SWKS FSL CPHD TER ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.07% Top=GRA AXLL OLN ASH CF POT MOS AGU ….. WPZ VAL GPRE SIAL ALB PX MEOH POL=Bottom (Chemicals/Fertilizers)
LEIS(30): 0.01% Top=RCL WYN OWW CCL BYI BLMN QUNR DRI ….. YUM EXPE SIX PBPB CAKE HOT DNKN PNK=Bottom (Leisure)
REAL(75): 0.00% Top=EJ LHO AVB CLI CBG UDR AMH CWH ….. ARCP GRT NNN RLGY GLPI O CBL MAC=Bottom (Real Estate)
TRAN(29): -0.07% Top=UAL HUBG NSC GBX EXPD CHRW JBHT CNW ….. SWFT UNP DAL CNI XPO TDW HA ALK=Bottom (Transportation)
META(26): -0.35% Top=TCK SLCA SCCO BTU CNX NUE CMC STLD ….. AKS SLW PAAS EGO NEM FCX SSRI ABX=Bottom (Metals & Mining)
INSU(34): -0.38% Top=TRV LNC CNO MMC BRO PGR AIG AFL ….. AXS TMK AIZ VR FNF FAF ORI CLGX=Bottom (Insurance)
MANU(44): -0.40% Top=FLS MRC GNRC CFX JKS ITT DHR PNR ….. BGC DDD JOY MIDD CAT RS PCP TEX=Bottom (Manufacturing)
MATE(31): -1.59% Top=FAST MLM AWI RYN WY WCN EXP TREX ….. KBH SPF USG RYL MTH TOL MTZ DHI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 11:08 am ET
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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
31.6% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint. (39.6% are below.)
13.8% are below yesterday’s low.
54.6% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
30.7% of stocks with today’s low < yesterday’s low. (69.3% greater than).

EVIDENCE OF INTRADAY TREND
51.3% of stocks are above today’s open. (46.7% are below).
47.1% of stocks are above today’s open and yesterday’s close.
33.3% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.7% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
53.2% are in the top half. 46.8% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN
62.8% of stocks are above yesterday’s close. (37.2% are below.)
1.8% are up 4.5% or more. 1.6% are down 4.5% or more.
2.7% are up 3.5% or more. 2.1% are down 3.5% or more.
69.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.9%…>=90:23.0%…>=80:37.7%…>=50:67.3%…<=20:13.0%…<=10:5.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.4%…>=50:57.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:58.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.6% above previous 1 highs, 13.8% below previous 1 lows
25.9% above previous 2 highs, 12.1% below previous 2 lows
23.9% above previous 3 highs, 8.2% below previous 3 lows
22.2% above previous 4 highs, 7.0% below previous 4 lows
19.5% above previous 5 highs, 6.2% below previous 5 lows
16.9% above previous 6 highs, 5.7% below previous 6 lows
16.1% above previous 7 highs, 5.3% below previous 7 lows
14.7% above previous 8 highs, 5.1% below previous 8 lows
14.3% above previous 9 highs, 4.8% below previous 9 lows
13.5% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.8% are above or equal to 7/23 close (1 days ago), 37.2% are below.
59.9% are above or equal to 7/22 close (2 days ago), 40.1% are below.
70.5% are above or equal to 7/21 close (3 days ago), 29.5% are below.
63.7% are above or equal to 7/18 close (4 days ago), 36.3% are below.
78.2% are above or equal to 7/17 close (5 days ago), 21.8% are below.
60.8% are above or equal to 7/16 close (6 days ago), 39.2% are below.
61.7% are above or equal to 7/15 close (7 days ago), 38.3% are below.
56.0% are above or equal to 7/14 close (8 days ago), 44.0% are below.
60.7% are above or equal to 7/11 close (9 days ago), 39.3% are below.
60.7% are above or equal to 7/10 close (10 days ago), 39.3% are below.
51.6% are above or equal to 7/9 close (11 days ago), 48.4% are below.
55.9% are above or equal to 7/8 close (12 days ago), 44.1% are below.
47.4% are above or equal to 7/7 close (13 days ago), 52.6% are below.
40.4% are above or equal to 7/3 close (14 days ago), 59.6% are below.
45.9% are above or equal to 7/2 close (15 days ago), 54.1% are below.
45.1% are above or equal to 7/1 close (16 days ago), 54.9% are below.
49.8% are above or equal to 6/30 close (17 days ago), 50.2% are below.
51.3% are above or equal to 6/27 close (18 days ago), 48.7% are below.
54.8% are above or equal to 6/26 close (19 days ago), 45.2% are below.
53.6% are above or equal to 6/25 close (20 days ago), 46.4% are below.
56.9% are above or equal to 6/24 close (21 days ago), 43.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.9% new highs, 6.1% new lows
21d: 15.3% new highs, 6.1% new lows
42d: 12.4% new highs, 3.7% new lows
63d: 11.7% new highs, 2.0% new lows
126d: 9.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.0% above, 39.0% below
3-day: 61.8% above, 38.2% below
4-day: 67.3% above, 32.7% below
5-day: 66.9% above, 33.1% below
8-day: 66.7% above, 33.3% below
10-day: 64.6% above, 35.4% below
20-day: 53.8% above, 46.2% below
50-day: 66.0% above, 34.0% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 11:08 am ET)
CONS(59): 1.17% Top=UA SKX CRI GPK JAH BC HBI LULU ….. GT FBHS PAY SCS PBI CROX AVP UFS=Bottom (Consumer)
RETA(65): 1.05% Top=TSCO DANG ORLY CAB URBN SHLD JWN ANN ….. HD WSM TGT SIG AN WMT RH NFLX=Bottom (Retail & Specialty Retail)
COSW(79): 0.69% Top=UIS FB FTNT CTXS FEYE YHOO FFIV CA ….. SINA GRPN PTC NQ MDAS GLUU AWAY TRIP=Bottom (Computer Software/Internet)
COHW(46): 0.60% Top=NSR PLCM RKUS BBRY INFN VIP PANW TDC ….. AAPL SNDK T TMUS GOGO COMM CCI QCOM=Bottom (Computer Hardware/Telecom)
FINA(89): 0.48% Top=GGAL RJF NDAQ SEIC LAZ JNS FNFG ASBC ….. ICE ETFC APO XOOM WETF TROW KKR BX=Bottom (Banks/Financials)
ENER(116): 0.34% Top=CAM PTEN BAS WFT MHR PDS TSO WPX ….. RES ATW ESV NE RIG OII NBL DO=Bottom (Energy)
DISV(43): 0.28% Top=TMH VNTV V ATHN PAYX HRB R FISV ….. RCII JEC WOOF ACM FLT ADT KBR AL=Bottom (Diversified Services)
LEIS(30): 0.16% Top=RCL WYN CCL BYI BLMN QUNR MAR PNRA ….. CAKE SIX CMG YUM EXPE HOT DNKN PNK=Bottom (Leisure)
REAL(75): 0.07% Top=EJ AVB LHO CLI CHSP AMH CBG UDR ….. JOE GRT RLGY GLPI NNN CBL O MAC=Bottom (Real Estate)
CHEM(30): 0.06% Top=GRA POT ASH CF AXLL MOS OLN AGU ….. VAL HUN GPRE SIAL ALB MEOH PX POL=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.00% Top=HNT OPK THC ISRG UHS LPNT COO ESRX ….. HOLX THOR SYK PODD PRXL WMGI ZMH VAR=Bottom (Health)
TRAN(29): -0.09% Top=UAL HUBG TRN NSC CHRW EXPD GBX JBHT ….. CP UNP JBLU XPO CNI TDW ALK HA=Bottom (Transportation)
ELEC(54): -0.11% Top=INVN MU TSL OVTI GTAT SCTY AMBA CAVM ….. INTC CY LLTC CPHD AYI SWKS TER ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): -0.33% Top=FLS GNRC MRC CFX ROK ATU ZBRA GE ….. AGCO DDD MIDD JOY CAT RS PCP TEX=Bottom (Manufacturing)
META(26): -0.33% Top=TCK SCCO SLCA CLF CNX BTU CCJ STLD ….. PAAS SLW SSRI AEM EGO NEM ABX FCX=Bottom (Metals & Mining)
INSU(34): -0.46% Top=TRV MTG MMC BRO WSH AGO AJG CB ….. AXS AIZ TMK AHL VR FAF ORI CLGX=Bottom (Insurance)
MATE(31): -1.92% Top=FAST WCN WM RYN RSG AWI CVA WY ….. PHM RYL USG SPF TOL MTH MTZ DHI=Bottom (Materials & Construction)

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 11:08 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:18 am ET
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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
23.3% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
16.4% are below yesterday’s low.
60.3% are inside yesterday’s range.
48.9% of stocks with today’s high > yesterday’s high. (51.1% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND
41.4% of stocks are above today’s open. (56.0% are below).
36.7% of stocks are above today’s open and yesterday’s close.
40.7% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.5% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
39.3% are in the top half. 60.7% of stocks are in the bottom half of today’s range.
27.6% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN
54.6% of stocks are above yesterday’s close. (45.4% are below.)
1.7% are up 4.5% or more. 1.1% are down 4.5% or more.
2.9% are up 3.5% or more. 1.9% are down 3.5% or more.
75.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.4%…>=90:18.0%…>=80:30.9%…>=50:61.3%…<=20:12.4%…<=10:5.9%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:55.9%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.3% above previous 1 highs, 16.4% below previous 1 lows
18.3% above previous 2 highs, 13.0% below previous 2 lows
17.0% above previous 3 highs, 7.8% below previous 3 lows
15.5% above previous 4 highs, 6.3% below previous 4 lows
14.0% above previous 5 highs, 5.8% below previous 5 lows
11.8% above previous 6 highs, 5.1% below previous 6 lows
11.2% above previous 7 highs, 5.0% below previous 7 lows
10.4% above previous 8 highs, 4.9% below previous 8 lows
10.3% above previous 9 highs, 4.7% below previous 9 lows
10.0% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.6% are above or equal to 7/23 close (1 days ago), 45.4% are below.
54.7% are above or equal to 7/22 close (2 days ago), 45.3% are below.
68.8% are above or equal to 7/21 close (3 days ago), 31.2% are below.
61.2% are above or equal to 7/18 close (4 days ago), 38.8% are below.
78.1% are above or equal to 7/17 close (5 days ago), 21.9% are below.
58.3% are above or equal to 7/16 close (6 days ago), 41.7% are below.
58.6% are above or equal to 7/15 close (7 days ago), 41.4% are below.
53.6% are above or equal to 7/14 close (8 days ago), 46.4% are below.
59.4% are above or equal to 7/11 close (9 days ago), 40.6% are below.
58.2% are above or equal to 7/10 close (10 days ago), 41.8% are below.
50.1% are above or equal to 7/9 close (11 days ago), 49.9% are below.
54.6% are above or equal to 7/8 close (12 days ago), 45.4% are below.
46.1% are above or equal to 7/7 close (13 days ago), 53.9% are below.
39.7% are above or equal to 7/3 close (14 days ago), 60.3% are below.
44.1% are above or equal to 7/2 close (15 days ago), 55.9% are below.
43.2% are above or equal to 7/1 close (16 days ago), 56.8% are below.
48.5% are above or equal to 6/30 close (17 days ago), 51.5% are below.
50.3% are above or equal to 6/27 close (18 days ago), 49.7% are below.
53.8% are above or equal to 6/26 close (19 days ago), 46.2% are below.
52.8% are above or equal to 6/25 close (20 days ago), 47.2% are below.
56.3% are above or equal to 6/24 close (21 days ago), 43.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 5.2% new lows
21d: 13.4% new highs, 5.2% new lows
42d: 10.8% new highs, 3.1% new lows
63d: 10.1% new highs, 2.0% new lows
126d: 7.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.3% above, 46.7% below
3-day: 53.5% above, 46.5% below
4-day: 62.0% above, 38.0% below
5-day: 62.4% above, 37.6% below
8-day: 64.2% above, 35.8% below
10-day: 62.3% above, 37.7% below
20-day: 51.8% above, 48.2% below
50-day: 64.6% above, 35.4% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 10:18 am ET)
CONS(59): 1.03% Top=UA SKX CRI GPK JAH BC HBI LULU ….. TUP CHD CROX GT PAY PBI AVP UFS=Bottom (Consumer)
RETA(65): 1.02% Top=DANG TSCO ORLY CAB AEO ANN ASNA URBN ….. CVS WSM AN TGT SIG WMT RH NFLX=Bottom (Retail & Specialty Retail)
FINA(89): 0.47% Top=GGAL SEIC RJF LAZ JNS FNFG SBNY ASBC ….. APO FULT WETF XOOM BX KKR TROW ETFC=Bottom (Banks/Financials)
COSW(79): 0.34% Top=UIS FTNT FB FFIV CTXS SFUN YHOO CA ….. GRPN VMW NQ MDAS PTC GLUU AWAY TRIP=Bottom (Computer Software/Internet)
COHW(46): 0.22% Top=NSR RKUS PLCM PANW VIP INFN ARRS LXK ….. LVLT SSYS AAPL COMM T CCI GOGO QCOM=Bottom (Computer Hardware/Telecom)
DISV(43): 0.05% Top=VNTV V HPY ATHN WTW TMH RCII FISV ….. JEC ADT CATM FLT WOOF PCLN AL MYGN=Bottom (Diversified Services)
CHEM(30): 0.03% Top=GRA POT CF ASH MOS OLN AGU AXLL ….. HUN DOW ALB SIAL PX MEOH POL GPRE=Bottom (Chemicals/Fertilizers)
ELEC(54): -0.01% Top=INVN OVTI MU CRUS APH XLNX IDTI GRMN ….. CGNX SUNE SWKS SPWR AYI CPHD ATML TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(75): -0.13% Top=EJ AVB CLI DLR CBG AMH OHI UDR ….. ARCP RLJ GLPI RLGY NNN CBL O MAC=Bottom (Real Estate)
LEIS(30): -0.14% Top=RCL WYN CCL BLMN MAR WEN EAT SBUX ….. CMG PBPB CAKE YUM EXPE HOT DNKN PNK=Bottom (Leisure)
HEAL(51): -0.16% Top=HNT THC UHS HUM CYH RMD ISRG OPK ….. STJ HOLX SYK WMGI PODD PRXL ZMH VAR=Bottom (Health)
ENER(116): -0.18% Top=CAM PTEN WFT BAS MPC ECA PSX SN ….. NE BCEI RIG BBG NBL OII GDP DO=Bottom (Energy)
TRAN(29): -0.23% Top=UAL HUBG NSC EXPD CNW CSX JBHT CHRW ….. GBX GLNG XPO JBLU TDW LUV ALK HA=Bottom (Transportation)
INSU(34): -0.31% Top=MTG TRV MMC AJG BRO AGO PGR AFL ….. TMK AXS AIZ VR FAF AHL ORI CLGX=Bottom (Insurance)
MANU(44): -0.41% Top=FLS MRC GNRC ROK CFX ZBRA EMR GE ….. JOY BGC ATI DDD CAT RS PCP TEX=Bottom (Manufacturing)
META(26): -0.41% Top=TCK SCCO BTU STLD NUE CNX SWC SLCA ….. SLW EGO AEM CLF NEM SSRI FCX AKS=Bottom (Metals & Mining)
MATE(31): -1.50% Top=FAST AWI RSG RYN WCN WY WM EXP ….. LEN TOL SPF USG RYL MTH MTZ DHI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:18 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:50 am ET
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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
31.3% of stocks are above yesterday’s high.
67.1% are above yesterday’s midpoint. (32.9% are below.)
8.8% are below yesterday’s low.
59.9% are inside yesterday’s range.
46.9% of stocks with today’s high > yesterday’s high. (53.1% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND
60.4% of stocks are above today’s open. (37.6% are below).
55.6% of stocks are above today’s open and yesterday’s close.
23.8% are below both.
18.5% of stocks opened above yesterday’s high.
66.8% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.0% of stocks are in the top 10% of today’s range.
36.1% are in the top 20%.
64.8% are in the top half. 35.2% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
71.8% of stocks are above yesterday’s close. (28.2% are below.)
2.1% are up 4.5% or more. 0.9% are down 4.5% or more.
3.1% are up 3.5% or more. 1.2% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.8%…>=90:23.1%…>=80:39.1%…>=50:73.7%…<=20:8.4%…<=10:4.2%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:60.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.3% above previous 1 highs, 8.8% below previous 1 lows
23.2% above previous 2 highs, 6.5% below previous 2 lows
21.8% above previous 3 highs, 5.0% below previous 3 lows
20.6% above previous 4 highs, 4.3% below previous 4 lows
18.9% above previous 5 highs, 3.8% below previous 5 lows
15.4% above previous 6 highs, 3.3% below previous 6 lows
14.3% above previous 7 highs, 3.1% below previous 7 lows
13.0% above previous 8 highs, 3.1% below previous 8 lows
13.0% above previous 9 highs, 2.9% below previous 9 lows
12.8% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.8% are above or equal to 7/23 close (1 days ago), 28.2% are below.
65.7% are above or equal to 7/22 close (2 days ago), 34.3% are below.
74.3% are above or equal to 7/21 close (3 days ago), 25.7% are below.
66.7% are above or equal to 7/18 close (4 days ago), 33.3% are below.
80.9% are above or equal to 7/17 close (5 days ago), 19.1% are below.
62.2% are above or equal to 7/16 close (6 days ago), 37.8% are below.
63.6% are above or equal to 7/15 close (7 days ago), 36.4% are below.
57.9% are above or equal to 7/14 close (8 days ago), 42.1% are below.
62.9% are above or equal to 7/11 close (9 days ago), 37.1% are below.
61.6% are above or equal to 7/10 close (10 days ago), 38.4% are below.
54.3% are above or equal to 7/9 close (11 days ago), 45.7% are below.
58.4% are above or equal to 7/8 close (12 days ago), 41.6% are below.
48.7% are above or equal to 7/7 close (13 days ago), 51.3% are below.
41.1% are above or equal to 7/3 close (14 days ago), 58.9% are below.
45.3% are above or equal to 7/2 close (15 days ago), 54.7% are below.
45.2% are above or equal to 7/1 close (16 days ago), 54.8% are below.
49.8% are above or equal to 6/30 close (17 days ago), 50.2% are below.
51.9% are above or equal to 6/27 close (18 days ago), 48.1% are below.
55.2% are above or equal to 6/26 close (19 days ago), 44.8% are below.
54.3% are above or equal to 6/25 close (20 days ago), 45.7% are below.
58.5% are above or equal to 6/24 close (21 days ago), 41.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.8% new highs, 3.7% new lows
21d: 12.5% new highs, 3.7% new lows
42d: 9.9% new highs, 2.0% new lows
63d: 9.4% new highs, 1.2% new lows
126d: 7.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.1% above, 29.9% below
3-day: 67.7% above, 32.3% below
4-day: 73.5% above, 26.5% below
5-day: 71.4% above, 28.6% below
8-day: 70.7% above, 29.3% below
10-day: 68.7% above, 31.3% below
20-day: 55.7% above, 44.3% below
50-day: 66.8% above, 33.2% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 9:50 am ET)
CONS(59): 1.34% Top=UA SKX CRI GPK HBI JAH BC IRBT ….. CROX CL TUP GT PAY PBI AVP UFS=Bottom (Consumer)
RETA(65): 0.97% Top=DANG TSCO ORLY URBN ANN FIVE JCP ASNA ….. WAG RAD PETM RH AN WMT SIG NFLX=Bottom (Retail & Specialty Retail)
COSW(79): 0.81% Top=UIS FB FTNT CTXS FFIV SFUN TWTR IMS ….. SPLK MSFT NQ VMW GLUU PTC AWAY TRIP=Bottom (Computer Software/Internet)
FINA(89): 0.68% Top=SEIC RJF GGAL LAZ JNS WAFD FNFG NDAQ ….. ICE APO BKU XOOM KKR BX TROW ETFC=Bottom (Banks/Financials)
ELEC(54): 0.51% Top=INVN LSCC AMBA FSL FCS OVTI ALTR MU ….. WAT TQNT CPHD JASO AYI SWKS ATML TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): 0.50% Top=PLCM NSR RKUS PANW CAMP ARRS CRAY TDC ….. LVLT TMUS XLS GOGO COMM CCI T QCOM=Bottom (Computer Hardware/Telecom)
DISV(43): 0.41% Top=XRS WTW VNTV HPY V RCII FISV R ….. JEC SBAC HTZ ACM PCLN FLT MCO AL=Bottom (Diversified Services)
CHEM(30): 0.31% Top=POT CF GRA ASH MOS AGU TROX CHMT ….. MON APD ALB DOW PX MEOH SIAL POL=Bottom (Chemicals/Fertilizers)
TRAN(29): 0.30% Top=UAL HUBG NSC AAL EXPD TGP DAL CSX ….. GBX CNI SAVE TDW LUV HA UNP ALK=Bottom (Transportation)
HEAL(51): 0.10% Top=HNT AMSG WCG MOH ESC UHS BKD CNC ….. WMGI SYK HCA PRXL BSX DGX ZMH VAR=Bottom (Health)
LEIS(30): 0.08% Top=RCL CCL WYN BLMN SONC MAR SIX EAT ….. CMG QUNR YUM EXPE HOT CAKE DNKN PNK=Bottom (Leisure)
MANU(44): 0.06% Top=FLS ZBRA ATU RXN ROK MRC WWD EMR ….. DDD AGCO DHR JOY CAT RS PCP TEX=Bottom (Manufacturing)
REAL(75): 0.05% Top=EJ CLI AVB OHI DLR CHSP LHO AMH ….. SKT KRG GRT NNN GGP O CBL MAC=Bottom (Real Estate)
ENER(116): 0.02% Top=CAM PTEN WFT PDS NBR PBF TSO WNR ….. ESV NE RIG BCEI RES GDP NBL DO=Bottom (Energy)
INSU(34): -0.14% Top=AGO MBI TRV LNC AFL MTG MMC BRO ….. AXS MET AHL VR AIZ FAF ORI CLGX=Bottom (Insurance)
META(26): -0.43% Top=TCK SCCO NUE BTU STLD AA HSC CMC ….. AUY ABX AEM EGO CLF NEM FCX SSRI=Bottom (Metals & Mining)
MATE(31): -0.47% Top=FAST DAR TREX RSG WY TPH RYN WM ….. TOL RYL OC MTH VMC USG MTZ DHI=Bottom (Materials & Construction)

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 9:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:28 am

PRE – Market Stats at 9:27 am ET #premarket
by daytrend on 20140724. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 259.

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

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

COMPARED TO YESTERDAY’S RANGE
29.7% of stocks are above yesterday’s high.
58.7% are above yesterday’s midpoint. (41.3% are below.)
16.6% are below yesterday’s low.
53.7% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
16.6% of stocks with today’s low < yesterday’s low. (83.4% 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.
29.7% of stocks opened above yesterday’s high.
64.9% of stocks opened above yesterday’s close. (35.1% opened below yesterday’s close).
16.6% 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
64.9% of stocks are above yesterday’s close. (35.1% are below.)
2.7% are up 4.5% or more. 2.3% are down 4.5% or more.
5.8% are up 3.5% or more. 3.5% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.4%…>=90:25.1%…>=80:40.2%…>=50:63.3%…<=20:15.8%…<=10:7.3%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.6%…>=50:58.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:59.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.7% above previous 1 highs, 16.6% below previous 1 lows
25.5% above previous 2 highs, 14.3% below previous 2 lows
23.2% above previous 3 highs, 10.8% below previous 3 lows
22.8% above previous 4 highs, 8.9% below previous 4 lows
20.8% above previous 5 highs, 8.1% below previous 5 lows
18.9% above previous 6 highs, 6.9% below previous 6 lows
17.0% above previous 7 highs, 6.6% below previous 7 lows
16.6% above previous 8 highs, 6.6% below previous 8 lows
15.8% above previous 9 highs, 6.6% below previous 9 lows
15.8% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.9% are above or equal to 7/23 close (1 days ago), 35.1% are below.
57.9% are above or equal to 7/22 close (2 days ago), 42.1% are below.
67.2% are above or equal to 7/21 close (3 days ago), 32.8% are below.
64.9% are above or equal to 7/18 close (4 days ago), 35.1% are below.
74.9% are above or equal to 7/17 close (5 days ago), 25.1% are below.
59.8% are above or equal to 7/16 close (6 days ago), 40.2% are below.
64.9% are above or equal to 7/15 close (7 days ago), 35.1% are below.
60.2% are above or equal to 7/14 close (8 days ago), 39.8% are below.
64.1% are above or equal to 7/11 close (9 days ago), 35.9% are below.
59.8% are above or equal to 7/10 close (10 days ago), 40.2% are below.
53.7% are above or equal to 7/9 close (11 days ago), 46.3% are below.
57.5% are above or equal to 7/8 close (12 days ago), 42.5% are below.
50.6% are above or equal to 7/7 close (13 days ago), 49.4% are below.
43.6% are above or equal to 7/3 close (14 days ago), 56.4% are below.
49.4% are above or equal to 7/2 close (15 days ago), 50.6% are below.
47.1% are above or equal to 7/1 close (16 days ago), 52.9% are below.
51.7% are above or equal to 6/30 close (17 days ago), 48.3% are below.
54.4% are above or equal to 6/27 close (18 days ago), 45.6% are below.
57.9% are above or equal to 6/26 close (19 days ago), 42.1% are below.
57.9% are above or equal to 6/25 close (20 days ago), 42.1% are below.
62.5% are above or equal to 6/24 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.8% new highs, 4.6% new lows
21d: 9.7% new highs, 4.6% new lows
42d: 7.7% new highs, 3.5% new lows
63d: 7.3% new highs, 1.9% new lows
126d: 6.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.9% above, 35.1% below
3-day: 58.3% above, 41.7% below
4-day: 64.9% above, 35.1% below
5-day: 64.1% above, 35.9% below
8-day: 66.8% above, 33.2% below
10-day: 66.0% above, 34.0% below
20-day: 55.2% above, 44.8% below
50-day: 66.8% above, 33.2% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140724 9:27 am ET)
TRAN(11): 1.32% Top=UAL JBLU HA LUV SAVE TRN DAL ALK ….. LUV SAVE TRN DAL ALK NSC UNP AAL=Bottom (Transportation)
CONS(17): 1.19% Top=SKX UA TUP COH PVH LULU NKE CRI ….. PG CROX AVP WHR KATE NUS UFS FL=Bottom (Consumer)
COSW(31): 0.89% Top=FTNT FB TWTR UIS CTXS SFUN YELP FEYE ….. MSFT IBM QLIK ORCL DWRE ATVI TIBX TRIP=Bottom (Computer Software/Internet)
RETA(17): 0.80% Top=ORLY DANG TSCO CAB BID RH SPLS AMZN ….. BBY HD RAD NFLX WFM EBAY WMT TGT=Bottom (Retail & Specialty Retail)
DISV(9): 0.69% Top=XRS RCII V Z MA JEC FLT URI ….. RCII V Z MA JEC FLT URI PCLN=Bottom (Diversified Services)
ENER(27): 0.44% Top=WFT CAM PTEN COG PDS ECA CVRR MHR ….. NOV OII SD BHI RIG NE DO NBL=Bottom (Energy)
COHW(22): 0.30% Top=VRSN INFN RKUS VIP CAMP CIEN SNDK JNPR ….. AAPL EMC BBRY GOGO T CCI PLCM QCOM=Bottom (Computer Hardware/Telecom)
FINA(22): 0.25% Top=GGAL LAZ NYCB SBNY NDAQ BAC SEIC MS ….. STI CME HBAN JNS KKR BX ETFC TROW=Bottom (Banks/Financials)
REAL(5): 0.23% Top=EJ GLPI MFA AGNC NLY ….. EJ GLPI MFA AGNC NLY=Bottom (Real Estate)
HEAL(8): 0.11% Top=HNT TMO BSX OPK UNH MDT ISRG ZMH ….. HNT TMO BSX OPK UNH MDT ISRG ZMH=Bottom (Health)
ELEC(23): 0.02% Top=LSCC FCS IDTI TSL CSIQ INVN JASO GTAT ….. TXN FSLR SCTY INTC SWKS TQNT RFMD CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(3): -0.03% Top=AIG MTG TRV ….. AIG MTG TRV=Bottom (Insurance)
CHEM(8): -0.03% Top=POT ALB PX MON DD DOW APD POL ….. POT ALB PX MON DD DOW APD POL=Bottom (Chemicals/Fertilizers)
META(18): -0.10% Top=NUE TCK CLF X BTU AKS SCCO AA ….. AUY GG ABX NEM AEM FCX SSRI PAAS=Bottom (Metals & Mining)
LEIS(16): -0.13% Top=RCL CCL MPEL PBPB MGM LVS SBUX WYN ….. CMG MCD MAR EXPE HOT CAKE PNK DNKN=Bottom (Leisure)
MANU(13): -0.51% Top=FLS JKS ATI DDD ETN GE CMI DE ….. GE CMI DE JOY PCP RS CAT TEX=Bottom (Manufacturing)
MATE(9): -1.24% Top=CVA PHM RYN LEN KBH TOL OC DHI ….. PHM RYN LEN KBH TOL OC DHI USG=Bottom (Materials & Construction)

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 9:27 am ET #premarket $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/23/2014

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

Closing Stats
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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

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

COMPARED TO YESTERDAY’S RANGE
24.2% of stocks are above yesterday’s high.
54.3% are above yesterday’s midpoint. (45.7% are below.)
21.2% are below yesterday’s low.
54.6% are inside yesterday’s range.
46.9% of stocks with today’s high > yesterday’s high. (53.1% less than).
44.5% of stocks with today’s low < yesterday’s low. (55.5% greater than).

EVIDENCE OF INTRADAY TREND
47.2% of stocks are above today’s open. (50.7% are below).
43.7% of stocks are above today’s open and yesterday’s close.
41.4% are below both.
9.1% of stocks opened above yesterday’s high.
59.8% of stocks opened above yesterday’s close. (32.1% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
54.7% are in the top half. 45.3% of stocks are in the bottom half of today’s range.
20.3% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN
55.1% of stocks are above yesterday’s close. (44.9% are below.)
1.0% are up 4.5% or more. 1.3% are down 4.5% or more.
1.8% are up 3.5% or more. 2.1% are down 3.5% or more.
70.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.1%…>=90:18.8%…>=80:34.8%…>=50:64.9%…<=20:12.3%…<=10:5.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:55.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.2% above previous 1 highs, 21.2% below previous 1 lows
22.8% above previous 2 highs, 11.0% below previous 2 lows
20.4% above previous 3 highs, 8.4% below previous 3 lows
18.1% above previous 4 highs, 7.1% below previous 4 lows
14.8% above previous 5 highs, 6.5% below previous 5 lows
13.8% above previous 6 highs, 6.1% below previous 6 lows
13.1% above previous 7 highs, 6.1% below previous 7 lows
13.0% above previous 8 highs, 5.6% below previous 8 lows
12.8% above previous 9 highs, 5.2% below previous 9 lows
11.3% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.1% are above or equal to 7/22 close (1 days ago), 44.9% are below.
70.4% are above or equal to 7/21 close (2 days ago), 29.6% are below.
60.5% are above or equal to 7/18 close (3 days ago), 39.5% are below.
79.4% are above or equal to 7/17 close (4 days ago), 20.6% are below.
58.1% are above or equal to 7/16 close (5 days ago), 41.9% are below.
59.6% are above or equal to 7/15 close (6 days ago), 40.4% are below.
55.0% are above or equal to 7/14 close (7 days ago), 45.0% are below.
59.5% are above or equal to 7/11 close (8 days ago), 40.5% are below.
58.8% are above or equal to 7/10 close (9 days ago), 41.2% are below.
50.0% are above or equal to 7/9 close (10 days ago), 50.0% are below.
54.4% are above or equal to 7/8 close (11 days ago), 45.6% are below.
45.5% are above or equal to 7/7 close (12 days ago), 54.5% are below.
38.2% are above or equal to 7/3 close (13 days ago), 61.8% are below.
42.3% are above or equal to 7/2 close (14 days ago), 57.7% are below.
41.5% are above or equal to 7/1 close (15 days ago), 58.5% are below.
46.0% are above or equal to 6/30 close (16 days ago), 54.0% are below.
47.8% are above or equal to 6/27 close (17 days ago), 52.2% are below.
52.1% are above or equal to 6/26 close (18 days ago), 47.9% are below.
50.7% are above or equal to 6/25 close (19 days ago), 49.3% are below.
54.9% are above or equal to 6/24 close (20 days ago), 45.1% are below.
47.1% are above or equal to 6/23 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.8% new highs, 8.7% new lows
21d: 14.5% new highs, 8.7% new lows
42d: 12.9% new highs, 5.0% new lows
63d: 12.3% new highs, 3.4% new lows
126d: 9.8% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.4% above, 46.6% below
3-day: 64.9% above, 35.1% below
4-day: 65.1% above, 34.9% below
5-day: 71.6% above, 28.4% below
8-day: 63.5% above, 36.5% below
10-day: 62.1% above, 37.9% below
20-day: 51.5% above, 48.5% below
50-day: 64.8% above, 35.2% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 Closing)
MATE(32): 0.76% Top=EXP DHI SPF VMC PHM USG BECN RYL ….. RYN RSG WY WM PWR FAST DAR OC=Bottom (Materials & Construction)
HEAL(52): 0.65% Top=ISRG OPK VAR DXCM BCR HOLX BSX CFN ….. DGX AMSG A MD THOR ESRX KND MR=Bottom (Health)
TRAN(29): 0.60% Top=JBLU DAL LUV UAL AAL ALK SWFT SAVE ….. FDX CNI CNW CSX NSC KSU HUBG TGP=Bottom (Transportation)
ENER(115): 0.59% Top=HLX ECA FTI AREX HK APC PDCE GDP ….. NFG RIG PBF NGL SLB EXH KEG REXX=Bottom (Energy)
COSW(77): 0.45% Top=NQ SFUN LNKD DWRE YHOO TRIP CERN FB ….. VMW GLUU TTWO CNVR XRX FEYE VEEV EA=Bottom (Computer Software/Internet)
INSU(34): 0.40% Top=MBI MTG VR ACE RDN MMC AGO CB ….. BRO ORI PGR FAF LNC MET PRU TMK=Bottom (Insurance)
DISV(45): 0.29% Top=RHI ATHN RCII MYGN HPY ADT AAN CXW ….. MA ACM ALLE R TYC RRD WTW XRS=Bottom (Diversified Services)
REAL(77): 0.28% Top=EJ RLGY KRG CBL DLR GRT LXP PMT ….. SPG AVB PCL LPT SHO SIR HTS HPT=Bottom (Real Estate)
RETA(67): 0.18% Top=RH TGT FINL GME JCP DG TJX SPLS ….. BID TSCO KMX FIVE SIG BURL DKS SFM=Bottom (Retail & Specialty Retail)
FINA(89): 0.13% Top=SEIC NYCB GHL MS FHN BX AMTD C ….. ICE BLK GGAL FNGN JNS BXS DFS FULT=Bottom (Banks/Financials)
CHEM(30): 0.13% Top=APD DOW GPRE WLK TROX POT DD EMN ….. CE CF VAL RPM OLN AXLL MON GRA=Bottom (Chemicals/Fertilizers)
META(26): 0.09% Top=CLF AKS SCCO X EGO SWC TCK NUE ….. SLW FCX PAAS ABX NEM AUY BTU SSRI=Bottom (Metals & Mining)
CONS(58): 0.04% Top=KS UFS IP ENR WHR RKT PKG SCSS ….. SCS HAS PBI NUS PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): -0.30% Top=QUNR EXPE LQ DRI MAR DNKN SBUX MGM ….. EAT DPZ MCD PNK LTM BYD SIX BLMN=Bottom (Leisure)
MANU(43): -0.75% Top=MIDD CFX BWC BGC MRC GNRC TKR SWK ….. AOS CAT AGCO PCP WWD JKS ATI DRC=Bottom (Manufacturing)
COHW(46): -0.90% Top=AAPL BCE CCI TDS EMC CTL NTAP VIP ….. VRSN NSR FNSR JDSU CIEN SYNA COMM JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -2.48% Top=INVN GRMN MU GLW CODE CPHD TRMB AYI ….. ADI LLTC ONNN FCS CAVM FSL IDTI XLNX=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 @ 2:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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.
54.2% are above yesterday’s midpoint. (45.8% are below.)
21.1% are below yesterday’s low.
57.3% are inside yesterday’s range.
44.9% of stocks with today’s high > yesterday’s high. (55.1% less than).
43.7% of stocks with today’s low < yesterday’s low. (56.3% greater than).

EVIDENCE OF INTRADAY TREND
47.0% of stocks are above today’s open. (51.9% are below).
43.5% of stocks are above today’s open and yesterday’s close.
41.9% are below both.
9.3% of stocks opened above yesterday’s high.
60.0% of stocks opened above yesterday’s close. (32.1% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.4% of stocks are in the top 10% of today’s range.
21.4% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
19.8% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN
54.3% of stocks are above yesterday’s close. (45.7% are below.)
0.7% are up 4.5% or more. 1.3% are down 4.5% or more.
1.5% are up 3.5% or more. 2.2% are down 3.5% or more.
72.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.6%…>=90:18.0%…>=80:34.3%…>=50:65.0%…<=20:12.6%…<=10:5.4%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:56.0%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:57.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.6% above previous 1 highs, 21.1% below previous 1 lows
20.1% above previous 2 highs, 11.3% below previous 2 lows
17.7% above previous 3 highs, 8.5% below previous 3 lows
15.5% above previous 4 highs, 7.0% below previous 4 lows
12.1% above previous 5 highs, 6.6% below previous 5 lows
11.4% above previous 6 highs, 6.2% below previous 6 lows
11.1% above previous 7 highs, 6.1% below previous 7 lows
11.1% above previous 8 highs, 5.7% below previous 8 lows
10.8% above previous 9 highs, 5.1% below previous 9 lows
9.7% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.3% are above or equal to 7/22 close (1 days ago), 45.7% are below.
69.1% are above or equal to 7/21 close (2 days ago), 30.9% are below.
59.6% are above or equal to 7/18 close (3 days ago), 40.4% are below.
78.9% are above or equal to 7/17 close (4 days ago), 21.1% are below.
57.6% are above or equal to 7/16 close (5 days ago), 42.4% are below.
59.7% are above or equal to 7/15 close (6 days ago), 40.3% are below.
55.5% are above or equal to 7/14 close (7 days ago), 44.5% are below.
59.5% are above or equal to 7/11 close (8 days ago), 40.5% are below.
58.9% are above or equal to 7/10 close (9 days ago), 41.1% are below.
50.8% are above or equal to 7/9 close (10 days ago), 49.2% are below.
54.4% are above or equal to 7/8 close (11 days ago), 45.6% are below.
44.8% are above or equal to 7/7 close (12 days ago), 55.2% are below.
37.4% are above or equal to 7/3 close (13 days ago), 62.6% are below.
42.3% are above or equal to 7/2 close (14 days ago), 57.7% are below.
41.3% are above or equal to 7/1 close (15 days ago), 58.7% are below.
45.9% are above or equal to 6/30 close (16 days ago), 54.1% are below.
47.9% are above or equal to 6/27 close (17 days ago), 52.1% are below.
52.4% are above or equal to 6/26 close (18 days ago), 47.6% are below.
50.9% are above or equal to 6/25 close (19 days ago), 49.1% are below.
54.7% are above or equal to 6/24 close (20 days ago), 45.3% are below.
47.0% are above or equal to 6/23 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.0% new highs, 8.2% new lows
21d: 13.7% new highs, 8.2% new lows
42d: 11.9% new highs, 4.6% new lows
63d: 11.4% new highs, 3.3% new lows
126d: 9.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.1% above, 46.9% below
3-day: 64.3% above, 35.7% below
4-day: 63.5% above, 36.5% below
5-day: 70.0% above, 30.0% below
8-day: 63.5% above, 36.5% below
10-day: 62.0% above, 38.0% below
20-day: 50.9% above, 49.1% below
50-day: 65.3% above, 34.7% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 3:00 pm ET)
MATE(32): 0.76% Top=EXP SPF USG DHI BECN LEN PHM VMC ….. MTZ RYN WM WY OC PWR FAST DAR=Bottom (Materials & Construction)
HEAL(52): 0.66% Top=ISRG OPK VAR HOLX BCR DXCM BSX ZMH ….. AET ABT MD WCG THOR KND ESRX MR=Bottom (Health)
TRAN(29): 0.51% Top=JBLU DAL LUV UAL AAL SWFT SAVE ALK ….. UNP KSU CNI CSX CNW NSC HUBG TGP=Bottom (Transportation)
COSW(77): 0.42% Top=NQ SFUN LNKD CERN TRIP FB YHOO AWAY ….. VRNT GWRE CNVR XRX FEYE VEEV GLUU EA=Bottom (Computer Software/Internet)
ENER(115): 0.40% Top=HLX ECA FTI PDCE AREX APC ATHL HK ….. RIG EGN SLB SD PBF EXH KEG REXX=Bottom (Energy)
INSU(34): 0.35% Top=MBI MTG VR ACE RDN AGO MMC CB ….. ORI AXS LNC PGR MET PRU TMK FAF=Bottom (Insurance)
DISV(45): 0.30% Top=RHI ATHN RCII MYGN ADT BAH AAN HPY ….. TYC ALLE ACM CATM RRD R WTW XRS=Bottom (Diversified Services)
META(26): 0.24% Top=CLF SCCO X AKS SWC EGO STLD NUE ….. CMC AA ABX CNX SSRI NEM AUY BTU=Bottom (Metals & Mining)
CHEM(30): 0.22% Top=APD DOW WLK GPRE TROX DD POT EMN ….. ALB CF VAL RPM OLN MON AXLL GRA=Bottom (Chemicals/Fertilizers)
REAL(77): 0.17% Top=EJ RLGY CBL DLR GRT KRG GGP PMT ….. PCL GLPI LPT SHO SIR HTS SPG HPT=Bottom (Real Estate)
RETA(67): 0.13% Top=RH FINL TGT GME TJX GPS MELI DG ….. KMX GNC TSCO SIG FIVE BURL DKS SFM=Bottom (Retail & Specialty Retail)
FINA(89): 0.06% Top=SEIC NYCB GHL C MS FHN GS AMTD ….. VLY ICE FNGN BXS DFS JNS GGAL FULT=Bottom (Banks/Financials)
CONS(58): 0.01% Top=KS UFS CRI IP PKG RKT ENR SCSS ….. PBI SON SCS NUS PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): -0.21% Top=QUNR EXPE OWW SBUX MAR LQ CCL MGM ….. DPZ EAT MCD BYD SIX LTM PNK BLMN=Bottom (Leisure)
MANU(43): -0.71% Top=MIDD CFX BWC BGC MRC TKR DDD GNRC ….. AOS CAT AGCO PCP WWD JKS ATI DRC=Bottom (Manufacturing)
COHW(46): -0.97% Top=AAPL BCE CCI TDS CTL GOGO EMC NTAP ….. ARRS XLS FNSR SYNA JDSU CIEN COMM JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -2.46% Top=INVN MU GRMN BRCM GLW AYI TRMB CPHD ….. AMKR ONNN LLTC FCS CAVM FSL IDTI XLNX=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 3:00 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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