daytrend

11/26/2014

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

Market Stats at 10:12 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 10:12 am ET)
13.5% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
19.2% are below yesterday’s low.
67.3% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 10:12 am ET)
45.3% of stocks are above today’s open. (52.3% are below).
39.3% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 10:12 am ET)
13.9% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20141126 10:12 am ET)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.4% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY (20141126 10:12 am ET)
2-day: >=95:10.7%…>=90:18.4%…>=80:30.6%…>=50:59.9%…<=20:15.0%…<=10:4.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.4%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 10:12 am ET)
13.5% above previous 1 highs, 19.2% below previous 1 lows
11.5% above previous 2 highs, 14.0% below previous 2 lows
9.9% above previous 3 highs, 12.5% below previous 3 lows
9.7% above previous 4 highs, 6.7% below previous 4 lows
9.0% above previous 5 highs, 4.4% below previous 5 lows
8.0% above previous 6 highs, 3.9% below previous 6 lows
7.8% above previous 7 highs, 3.3% below previous 7 lows
7.6% above previous 8 highs, 3.1% below previous 8 lows
7.0% above previous 9 highs, 2.5% below previous 9 lows
6.8% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 10:12 am ET)
49.2% are above or equal to 11/25 close (1 days ago), 50.8% are below.
49.2% are above or equal to 11/24 close (2 days ago), 50.8% are below.
63.8% are above or equal to 11/21 close (3 days ago), 36.2% are below.
71.5% are above or equal to 11/20 close (4 days ago), 28.5% are below.
79.1% are above or equal to 11/19 close (5 days ago), 20.9% are below.
72.6% are above or equal to 11/18 close (6 days ago), 27.4% are below.
76.6% are above or equal to 11/17 close (7 days ago), 23.4% are below.
71.2% are above or equal to 11/14 close (8 days ago), 28.8% are below.
73.1% are above or equal to 11/13 close (9 days ago), 26.9% are below.
66.2% are above or equal to 11/12 close (10 days ago), 33.8% are below.
66.9% are above or equal to 11/11 close (11 days ago), 33.1% are below.
65.4% are above or equal to 11/10 close (12 days ago), 34.6% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
71.2% are above or equal to 11/6 close (14 days ago), 28.8% are below.
71.8% are above or equal to 11/5 close (15 days ago), 28.2% are below.
76.1% are above or equal to 11/4 close (16 days ago), 23.9% are below.
69.7% are above or equal to 11/3 close (17 days ago), 30.3% are below.
70.2% are above or equal to 10/31 close (18 days ago), 29.8% are below.
76.7% are above or equal to 10/30 close (19 days ago), 23.3% are below.
76.2% are above or equal to 10/29 close (20 days ago), 23.8% are below.
74.4% are above or equal to 10/28 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 10:12 am ET)
20d: 10.0% new highs, 1.8% new lows
21d: 10.0% new highs, 1.8% new lows
42d: 9.0% new highs, 0.8% new lows
63d: 6.4% new highs, 0.8% new lows
126d: 5.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 10:12 am ET)
2-day: 47.5% above, 52.5% below
3-day: 48.3% above, 51.7% below
4-day: 58.1% above, 41.9% below
5-day: 64.2% above, 35.8% below
8-day: 71.7% above, 28.3% below
10-day: 71.9% above, 28.1% below
20-day: 73.0% above, 27.0% below
50-day: 76.0% above, 24.0% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 10:12 am ET)
ELEC(53): 0.63% Top=ADI AMBA SWKS JASO CODE CY CAVM FSL ….. TEL VSH GLW WAT TRMB INVN BRKR KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.44% Top=ANET HPQ CTL ARRS INFN COMM UBNT TMUS ….. JNPR OLED LXK QCOM SWIR BRCD PANW FNSR=Bottom (Computer Hardware/Telecom)
REAL(81): 0.32% Top=EJ AVB ARCP NSM DFT EQR DLR UDR ….. CBG HLSS BEE PCL WAC GLPI NYMT RLGY=Bottom (Real Estate)
HEAL(58): 0.29% Top=BDX ABMD PINC ZLTQ GMED PODD MOH EVHC ….. LH HOLX PKI MR SIRO BKD THC SPNC=Bottom (Health)
TRAN(33): 0.22% Top=XPO HA AAL SAVE LUV JBHT WERN ALK ….. SWFT JBLU EXPD KEX GBX YRCW TK TDW=Bottom (Transportation)
DISV(49): 0.16% Top=BLOX Z WTW GEO MAN RHI BAH CXW ….. ATHN MYGN R CAR PCLN AAN JEC HTZ=Bottom (Diversified Services)
COSW(80): 0.14% Top=VEEV TWTR DATA SPLK SNCR LOCK CTRX CSOD ….. ACIW COUP FFIV NCR VDSI ZEN TRUE VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.10% Top=SGMS GPRO BYD DRI LQ SONC NCLH HOT ….. WYNN JACK CCL SBUX RCL MCD BWLD BLMN=Bottom (Leisure)
INSU(39): 0.00% Top=AFSI MTG RDN PTP PRU GNW CINF TMK ….. UNM AIZ ORI LNC FNF AON L HIG=Bottom (Insurance)
RETA(72): -0.01% Top=DANG MIK DSW CPRT LB WAG TJX HIBB ….. BID GES ANF SHLD SIG SPLS TIF OUTR=Bottom (Retail & Specialty Retail)
FINA(83): -0.07% Top=SLM OCN HBAN APO KKR WFC JNS BMO ….. TCB MTB ACAS FNFG FMER ESNT EV RCAP=Bottom (Banks/Financials)
CONS(59): -0.20% Top=JAH UA PAY GT ENR WWW HBI NKE ….. LULU COH OI PKG PBI IRBT KS UFS=Bottom (Consumer)
MATE(31): -0.30% Top=BECN MTZ CVA WCN WM BZH RSG DAR ….. RYN AWI DHI MLM USG OC EXP FLR=Bottom (Materials & Construction)
MANU(42): -0.36% Top=DDD GNRC JKS KMT ATU GE DHR PLL ….. JOY MRC DOV FLS TEX GTLS AGCO DE=Bottom (Manufacturing)
CHEM(33): -0.54% Top=OLN WPZ CHMT SHW PX PPG ALB MON ….. MOS WLK CBT FTK PEIX CF AGU MEOH=Bottom (Chemicals/Fertilizers)
META(27): -0.87% Top=CENX CCJ SCCO FCX CLF AA ABX CNX ….. TCK AEM SWC PAAS AKS HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(130): -1.24% Top=CMLP WNR TLLP RICE MPC HMHC DK ALJ ….. MTDR EXXI EPE PVA RIG GDP WTI DO=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 9:57 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 9:57 am ET)
14.0% of stocks are above yesterday’s high.
46.9% are above yesterday’s midpoint. (53.1% are below.)
19.2% are below yesterday’s low.
66.8% are inside yesterday’s range.
26.6% of stocks with today’s high > yesterday’s high. (73.4% less than).
36.5% of stocks with today’s low < yesterday’s low. (63.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 9:57 am ET)
44.4% of stocks are above today’s open. (52.6% are below).
39.4% of stocks are above today’s open and yesterday’s close.
44.6% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 9:57 am ET)
15.4% of stocks are in the top 10% of today’s range.
26.0% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20141126 9:57 am ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
0.4% are up 3.5% or more. 1.5% are down 3.5% or more.
76.9% are between +1% and -1%.

RSI on DAILY (20141126 9:57 am ET)
2-day: >=95:11.7%…>=90:20.2%…>=80:30.7%…>=50:60.4%…<=20:16.3%…<=10:4.7%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.8%…>=50:75.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:76.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 9:57 am ET)
14.0% above previous 1 highs, 19.2% below previous 1 lows
11.6% above previous 2 highs, 15.9% below previous 2 lows
10.2% above previous 3 highs, 14.1% below previous 3 lows
10.1% above previous 4 highs, 7.2% below previous 4 lows
9.5% above previous 5 highs, 5.1% below previous 5 lows
9.0% above previous 6 highs, 4.4% below previous 6 lows
8.5% above previous 7 highs, 4.2% below previous 7 lows
8.2% above previous 8 highs, 3.9% below previous 8 lows
7.5% above previous 9 highs, 3.1% below previous 9 lows
7.5% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 9:57 am ET)
50.2% are above or equal to 11/25 close (1 days ago), 49.8% are below.
48.2% are above or equal to 11/24 close (2 days ago), 51.8% are below.
63.5% are above or equal to 11/21 close (3 days ago), 36.5% are below.
70.8% are above or equal to 11/20 close (4 days ago), 29.2% are below.
79.5% are above or equal to 11/19 close (5 days ago), 20.5% are below.
72.4% are above or equal to 11/18 close (6 days ago), 27.6% are below.
76.5% are above or equal to 11/17 close (7 days ago), 23.5% are below.
72.1% are above or equal to 11/14 close (8 days ago), 27.9% are below.
72.9% are above or equal to 11/13 close (9 days ago), 27.1% are below.
66.3% are above or equal to 11/12 close (10 days ago), 33.7% are below.
67.1% are above or equal to 11/11 close (11 days ago), 32.9% are below.
65.8% are above or equal to 11/10 close (12 days ago), 34.2% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
71.1% are above or equal to 11/6 close (14 days ago), 28.9% are below.
71.7% are above or equal to 11/5 close (15 days ago), 28.3% are below.
76.0% are above or equal to 11/4 close (16 days ago), 24.0% are below.
69.5% are above or equal to 11/3 close (17 days ago), 30.5% are below.
69.4% are above or equal to 10/31 close (18 days ago), 30.6% are below.
76.1% are above or equal to 10/30 close (19 days ago), 23.9% are below.
76.1% are above or equal to 10/29 close (20 days ago), 23.9% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 9:57 am ET)
20d: 9.2% new highs, 1.8% new lows
21d: 9.2% new highs, 1.8% new lows
42d: 8.3% new highs, 0.8% new lows
63d: 6.1% new highs, 0.8% new lows
126d: 5.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 9:57 am ET)
2-day: 47.8% above, 52.2% below
3-day: 49.3% above, 50.7% below
4-day: 57.4% above, 42.6% below
5-day: 63.9% above, 36.1% below
8-day: 71.7% above, 28.3% below
10-day: 71.3% above, 28.7% below
20-day: 73.1% above, 26.9% below
50-day: 75.4% above, 24.6% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 9:57 am ET)
ELEC(53): 0.45% Top=ADI SWKS JASO CAVM AMBA FCS FSL TXN ….. JBL WAT APH TRMB BRKR TSL INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): 0.42% Top=EJ ARCP DFT AVB DLR NRF EQR AMH ….. BRX BEE CBG RLGY PCL NYMT HLSS WAC=Bottom (Real Estate)
HEAL(58): 0.41% Top=PINC BDX ABMD ZLTQ GMED DXCM MOH CNC ….. THC THOR SPNC ALGN PKI MR BKD SIRO=Bottom (Health)
COHW(47): 0.34% Top=ANET HPQ CTL SSYS COMM ARRS AAPL LVLT ….. CSCO JNPR PANW HRS QCOM JDSU OLED FNSR=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.26% Top=SGMS GPRO DRI BYD SONC LQ HOT NCLH ….. WYNN LOCO CCL BWLD SBUX RCL MCD BLMN=Bottom (Leisure)
TRAN(33): 0.20% Top=AAL XPO SAVE HA LUV JBHT WERN ALK ….. JBLU KEX YRCW EXPD TK GLNG GBX TDW=Bottom (Transportation)
DISV(49): 0.13% Top=BLOX Z WTW RHI MCO BAH EIGI GEO ….. R AAN ACM TYC MYGN PCLN JEC CAR=Bottom (Diversified Services)
COSW(80): 0.12% Top=VEEV DATA TWTR SPLK LOCK SNCR CSOD TRIP ….. SLH COUP QLIK CTXS VDSI ZEN NCR VNET=Bottom (Computer Software/Internet)
RETA(72): 0.07% Top=DANG DSW FIVE LB CPRT TJX MIK HIBB ….. AMZN KMX SIG SPLS ANF TIF SHLD OUTR=Bottom (Retail & Specialty Retail)
INSU(39): -0.05% Top=AFSI MTG RDN PTP TRV VR WRB FNF ….. ORI MBI AIZ CNO UNM L LNC HIG=Bottom (Insurance)
FINA(83): -0.11% Top=SLM APO KKR MC HBAN WFC RY BMO ….. ACAS LM PACW ESNT FNFG FMER EV RCAP=Bottom (Banks/Financials)
CONS(59): -0.13% Top=JAH UA ENR COTY HBI WWW PAY FL ….. MAT IP PKG KS IRBT OI PBI UFS=Bottom (Consumer)
MATE(31): -0.35% Top=BECN MTZ WCN WLH WM RSG DAR CVA ….. TOL PHM OC AWI DHI USG EXP FLR=Bottom (Materials & Construction)
MANU(42): -0.42% Top=JKS GNRC DDD KMT PCP HON GE ZBRA ….. DOV GTLS JOY MRC FLS TEX DE AGCO=Bottom (Manufacturing)
CHEM(33): -0.59% Top=OLN CHMT SHW WPZ PPG MON PX RPM ….. EMN WLK GPRE CBT FTK CF AGU MEOH=Bottom (Chemicals/Fertilizers)
META(27): -0.89% Top=CENX SCCO CCJ ABX FCX EGO CLF AA ….. TCK PAAS BTU AEM AKS HCLP SLCA FMSA=Bottom (Metals & Mining)
ENER(130): -1.52% Top=ALJ MPC WNR HMHC RICE HFC BPL DK ….. GDP HLX WTI RDC NE RIG PVA DO=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 9:36 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 9:36 am ET)
8.9% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
19.8% are below yesterday’s low.
71.3% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
28.5% of stocks with today’s low < yesterday’s low. (71.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 9:36 am ET)
34.9% of stocks are above today’s open. (62.4% are below).
28.3% of stocks are above today’s open and yesterday’s close.
50.5% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 9:36 am ET)
13.6% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
38.8% are in the top half. 61.2% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20141126 9:36 am ET)
43.0% of stocks are above yesterday’s close. (57.0% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.2% are up 3.5% or more. 0.9% are down 3.5% or more.
85.0% are between +1% and -1%.

RSI on DAILY (20141126 9:36 am ET)
2-day: >=95:9.1%…>=90:16.4%…>=80:27.8%…>=50:59.0%…<=20:16.2%…<=10:5.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.6%…>=50:75.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 9:36 am ET)
8.9% above previous 1 highs, 19.8% below previous 1 lows
7.3% above previous 2 highs, 15.2% below previous 2 lows
6.1% above previous 3 highs, 13.8% below previous 3 lows
5.9% above previous 4 highs, 6.7% below previous 4 lows
5.5% above previous 5 highs, 4.5% below previous 5 lows
5.4% above previous 6 highs, 4.0% below previous 6 lows
5.0% above previous 7 highs, 3.5% below previous 7 lows
4.5% above previous 8 highs, 3.4% below previous 8 lows
4.2% above previous 9 highs, 2.4% below previous 9 lows
4.0% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 9:36 am ET)
43.0% are above or equal to 11/25 close (1 days ago), 57.0% are below.
45.7% are above or equal to 11/24 close (2 days ago), 54.3% are below.
62.2% are above or equal to 11/21 close (3 days ago), 37.8% are below.
69.8% are above or equal to 11/20 close (4 days ago), 30.2% are below.
78.9% are above or equal to 11/19 close (5 days ago), 21.1% are below.
71.4% are above or equal to 11/18 close (6 days ago), 28.6% are below.
76.0% are above or equal to 11/17 close (7 days ago), 24.0% are below.
71.3% are above or equal to 11/14 close (8 days ago), 28.7% are below.
71.4% are above or equal to 11/13 close (9 days ago), 28.6% are below.
65.2% are above or equal to 11/12 close (10 days ago), 34.8% are below.
66.8% are above or equal to 11/11 close (11 days ago), 33.2% are below.
65.2% are above or equal to 11/10 close (12 days ago), 34.8% are below.
69.1% are above or equal to 11/7 close (13 days ago), 30.9% are below.
70.1% are above or equal to 11/6 close (14 days ago), 29.9% are below.
71.2% are above or equal to 11/5 close (15 days ago), 28.8% are below.
75.6% are above or equal to 11/4 close (16 days ago), 24.4% are below.
69.5% are above or equal to 11/3 close (17 days ago), 30.5% are below.
69.1% are above or equal to 10/31 close (18 days ago), 30.9% are below.
76.2% are above or equal to 10/30 close (19 days ago), 23.8% are below.
76.1% are above or equal to 10/29 close (20 days ago), 23.9% are below.
73.7% are above or equal to 10/28 close (21 days ago), 26.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 9:36 am ET)
20d: 5.5% new highs, 1.3% new lows
21d: 5.5% new highs, 1.3% new lows
42d: 5.1% new highs, 0.5% new lows
63d: 3.7% new highs, 0.5% new lows
126d: 3.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 9:36 am ET)
2-day: 39.4% above, 60.6% below
3-day: 43.0% above, 57.0% below
4-day: 55.2% above, 44.8% below
5-day: 62.6% above, 37.4% below
8-day: 71.2% above, 28.8% below
10-day: 70.5% above, 29.5% below
20-day: 72.7% above, 27.3% below
50-day: 75.2% above, 24.8% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 9:36 am ET)
REAL(81): 0.29% Top=DFT AVB CBL AMH EQR ARCP UDR HCN ….. CBG RLGY BEE RWT WAC NSM NYMT HLSS=Bottom (Real Estate)
HEAL(58): 0.28% Top=BDX PINC PODD BSX RMD PRXL DGX BCR ….. CYBX XRAY BKD PKI ALGN COO LPNT SPNC=Bottom (Health)
COHW(47): 0.13% Top=ANET CTL SSYS SYNA LVLT T VZ ADTN ….. UBNT BRCD SWIR QCOM VSAT WDC PANW OLED=Bottom (Computer Hardware/Telecom)
DISV(49): 0.12% Top=BLOX EIGI BAH TMH MCO RHI HMSY GEO ….. ULTA HRB ADT PCLN JEC EXAM TYC HTZ=Bottom (Diversified Services)
TRAN(33): 0.08% Top=HA SAVE LUV CNW AAL DAL JBHT UAL ….. KSU WAB EXPD YRCW GBX GLNG TRN TDW=Bottom (Transportation)
RETA(72): -0.01% Top=DANG HIBB JCP COST TJX DSW CONN FINL ….. RH KMX AMZN GES TIF VSI ANF SHLD=Bottom (Retail & Specialty Retail)
INSU(39): -0.01% Top=RDN AFSI RNR WRB MTG ACE VR AWH ….. AON WSH LNC GNW L AIZ MBI HIG=Bottom (Insurance)
LEIS(32): -0.14% Top=GPRO DRI MAR SONC DNKN LOCO BYD YUM ….. LVS SBUX RCL BLMN WYNN WYN MCD JACK=Bottom (Leisure)
ELEC(53): -0.14% Top=ADI FCS SWKS CAVM AMAT ATML TXN LLTC ….. JBL SUNE CSIQ SCTY SPWR INVN TSL KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -0.14% Top=GT JAH COTY CRI EL ENR UA PAY ….. PKG FOSL OI RKT IP IRBT LULU UFS=Bottom (Consumer)
FINA(83): -0.15% Top=SLM APO MC TD BMO RY HBAN BLK ….. ESNT FNGN ICE TCB PSEC JNS RCAP FMER=Bottom (Banks/Financials)
MATE(31): -0.16% Top=WY WLH WM BECN RSG MTZ AWI CVA ….. PWR RYL MLM OC EXP TPH USG FLR=Bottom (Materials & Construction)
COSW(80): -0.18% Top=VEEV SNCR NQ CTRX CERN CSOD LOCK TRI ….. QLIK FEYE EA DWRE JD TRUE VDSI VNET=Bottom (Computer Software/Internet)
MANU(42): -0.49% Top=GNRC GE PLL JKS RS HON DHR PCP ….. JOY CMI FLS MRC GTLS TEX AGCO DE=Bottom (Manufacturing)
CHEM(33): -0.61% Top=OLN MON WPZ PX PPG CF CHMT RPM ….. HUN WLK VAL AGU PEIX MEOH FTK GPRE=Bottom (Chemicals/Fertilizers)
META(27): -1.02% Top=ABX AA CCJ CENX STLD SCCO NUE FCX ….. BTU EGO SWC PAAS AEM HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(130): -1.45% Top=HMHC BPL MPC MWE TLLP NFG ETP CVX ….. RSPP NE HLX RDC MTDR WTI RIG DO=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/25/2014

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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 (20141125 Closing)
24.1% of stocks are above yesterday’s high.
54.5% are above yesterday’s midpoint. (45.5% are below.)
19.7% are below yesterday’s low.
56.2% are inside yesterday’s range.
61.7% of stocks with today’s high > yesterday’s high. (38.3% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND (20141125 Closing)
37.0% of stocks are above today’s open. (61.6% are below).
34.9% of stocks are above today’s open and yesterday’s close.
51.4% are below both.
16.6% of stocks opened above yesterday’s high.
67.3% of stocks opened above yesterday’s close. (24.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 Closing)
7.9% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
41.6% are in the top half. 58.4% of stocks are in the bottom half of today’s range.
25.3% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20141125 Closing)
46.6% of stocks are above yesterday’s close. (53.4% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
1.6% are up 3.5% or more. 2.8% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20141125 Closing)
2-day: >=95:14.1%…>=90:24.7%…>=80:38.6%…>=50:65.9%…<=20:9.2%…<=10:2.6%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:6.4%…>=50:79.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:78.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 Closing)
24.1% above previous 1 highs, 19.7% below previous 1 lows
17.7% above previous 2 highs, 16.0% below previous 2 lows
17.4% above previous 3 highs, 5.2% below previous 3 lows
17.0% above previous 4 highs, 3.1% below previous 4 lows
15.5% above previous 5 highs, 2.5% below previous 5 lows
15.1% above previous 6 highs, 2.0% below previous 6 lows
14.5% above previous 7 highs, 1.7% below previous 7 lows
13.4% above previous 8 highs, 1.5% below previous 8 lows
12.9% above previous 9 highs, 1.5% below previous 9 lows
12.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 Closing)
46.6% are above or equal to 11/24 close (1 days ago), 53.4% are below.
64.2% are above or equal to 11/21 close (2 days ago), 35.8% are below.
71.8% are above or equal to 11/20 close (3 days ago), 28.2% are below.
83.0% are above or equal to 11/19 close (4 days ago), 17.0% are below.
74.2% are above or equal to 11/18 close (5 days ago), 25.8% are below.
80.1% are above or equal to 11/17 close (6 days ago), 19.9% are below.
74.7% are above or equal to 11/14 close (7 days ago), 25.3% are below.
75.4% are above or equal to 11/13 close (8 days ago), 24.6% are below.
68.4% are above or equal to 11/12 close (9 days ago), 31.6% are below.
67.7% are above or equal to 11/11 close (10 days ago), 32.3% are below.
67.1% are above or equal to 11/10 close (11 days ago), 32.9% are below.
70.7% are above or equal to 11/7 close (12 days ago), 29.3% are below.
72.7% are above or equal to 11/6 close (13 days ago), 27.3% are below.
73.6% are above or equal to 11/5 close (14 days ago), 26.4% are below.
76.9% are above or equal to 11/4 close (15 days ago), 23.1% are below.
70.4% are above or equal to 11/3 close (16 days ago), 29.6% are below.
68.9% are above or equal to 10/31 close (17 days ago), 31.1% are below.
77.6% are above or equal to 10/30 close (18 days ago), 22.4% are below.
76.9% are above or equal to 10/29 close (19 days ago), 23.1% are below.
75.0% are above or equal to 10/28 close (20 days ago), 25.0% are below.
81.0% are above or equal to 10/27 close (21 days ago), 19.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 Closing)
20d: 24.0% new highs, 1.0% new lows
21d: 23.9% new highs, 1.0% new lows
42d: 21.3% new highs, 0.2% new lows
63d: 16.0% new highs, 0.2% new lows
126d: 12.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 Closing)
2-day: 45.3% above, 54.7% below
3-day: 57.8% above, 42.2% below
4-day: 66.2% above, 33.8% below
5-day: 71.5% above, 28.5% below
8-day: 74.6% above, 25.4% below
10-day: 74.7% above, 25.3% below
20-day: 75.9% above, 24.1% below
50-day: 76.1% above, 23.9% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 Closing)
META(28): 1.64% Top=EGO CENX SSRI PAAS AKS GG SLW AEM ….. HCLP SCCO FMSA BTU CNX SLCA CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.57% Top=HMSY HTZ WTW URI CAR TYC R SBAC ….. ULTA MAN FLT RHI TNET MCO ATHN EIGI=Bottom (Diversified Services)
TRAN(32): 0.23% Top=HA EXPD AAL CNI JBLU DAL ALK YRCW ….. WAB FDX GBX JBHT ODFL GLNG TK TDW=Bottom (Transportation)
MANU(42): 0.20% Top=PLL RXN TKR CMI ZBRA CRS ATI HON ….. ATU GNRC MHK FLS JKS MRC GTLS DDD=Bottom (Manufacturing)
COHW(47): 0.09% Top=PANW FNSR SYNA ARRS ADTN HRS LXK NTAP ….. AAPL UBNT OLED SMCI CTL BRCD LVLT ARUN=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.08% Top=BYD GPRO WYN EAT SGMS STAY LQ CCL ….. HOT LVS DNKN SEAS WYNN JACK BLMN DRI=Bottom (Leisure)
REAL(82): 0.07% Top=AMT NRF NYMT HTA RPAI BAM CUBE HST ….. CBG RLGY DEI AGNC AMH PDM WAC EJ=Bottom (Real Estate)
MATE(31): 0.01% Top=MTZ RYN WY BZH DAR CVA CLH RSG ….. PHM TOL EXP LEN VMC BCC MLM OC=Bottom (Materials & Construction)
FINA(83): -0.00% Top=JNS EV ESNT FNFG LPLA ACAS ISBC PACW ….. CIT MS ZION JPM WETF ETFC PSEC RCAP=Bottom (Banks/Financials)
HEAL(59): -0.05% Top=BDX PINC WMGI THC A UNH ZMH UHS ….. LH STE DGX HUM COO ACHC KND BSX=Bottom (Health)
COSW(86): -0.13% Top=VDSI TRUE VMW FB CRM ATVI VNET NUAN ….. CERN SPLK ZEN NQ VIPS LOCK SFUN DWRE=Bottom (Computer Software/Internet)
INSU(39): -0.17% Top=FNF CNO ORI FAF AGO MTG RDN VR ….. GNW AIG MET WSH CLGX L CINF AFSI=Bottom (Insurance)
CONS(59): -0.22% Top=LULU IRBT PBI MOV BERY HAS COTY RKT ….. SCSS COH ECL UFS FBHS TUP HAR JAH=Bottom (Consumer)
RETA(71): -0.25% Top=SIG TIF TFM DSW FIVE CHS KORS TJX ….. DDS BID HD GPS PIR NFLX ANN DANG=Bottom (Retail & Specialty Retail)
ELEC(54): -0.31% Top=TSL TSRA LRCX MRVL SCTY FSLR KLAC APH ….. BRKR TER CAVM CRUS CSIQ INVN JASO GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.60% Top=WLK APD WPZ POT CHMT POL MOS ASH ….. EMN FTK CBT OLN PEIX CF DOW GPRE=Bottom (Chemicals/Fertilizers)
ENER(130): -1.66% Top=REXX PBF TLLP CJES TCP LGCY ENLK NS ….. CRZO SGY OAS SN NBR WLL CRR EXXI=Bottom (Energy)

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 @ 3:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 3:23 pm ET)
26.1% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint. (39.6% are below.)
17.9% are below yesterday’s low.
56.0% are inside yesterday’s range.
60.7% of stocks with today’s high > yesterday’s high. (39.3% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 3:23 pm ET)
42.3% of stocks are above today’s open. (56.2% are below).
39.6% of stocks are above today’s open and yesterday’s close.
47.2% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 3:23 pm ET)
10.9% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20141125 3:23 pm ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.7% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 2.7% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20141125 3:23 pm ET)
2-day: >=95:15.9%…>=90:28.6%…>=80:41.5%…>=50:67.9%…<=20:9.1%…<=10:2.4%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.9%…>=50:79.4%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 3:23 pm ET)
26.1% above previous 1 highs, 17.9% below previous 1 lows
19.6% above previous 2 highs, 15.0% below previous 2 lows
19.3% above previous 3 highs, 5.1% below previous 3 lows
18.9% above previous 4 highs, 2.9% below previous 4 lows
17.5% above previous 5 highs, 2.2% below previous 5 lows
17.1% above previous 6 highs, 1.7% below previous 6 lows
16.4% above previous 7 highs, 1.6% below previous 7 lows
14.9% above previous 8 highs, 1.4% below previous 8 lows
14.3% above previous 9 highs, 1.2% below previous 9 lows
13.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 3:23 pm ET)
50.2% are above or equal to 11/24 close (1 days ago), 49.8% are below.
67.0% are above or equal to 11/21 close (2 days ago), 33.0% are below.
73.5% are above or equal to 11/20 close (3 days ago), 26.5% are below.
83.9% are above or equal to 11/19 close (4 days ago), 16.1% are below.
75.3% are above or equal to 11/18 close (5 days ago), 24.7% are below.
80.1% are above or equal to 11/17 close (6 days ago), 19.9% are below.
75.1% are above or equal to 11/14 close (7 days ago), 24.9% are below.
76.3% are above or equal to 11/13 close (8 days ago), 23.7% are below.
69.3% are above or equal to 11/12 close (9 days ago), 30.7% are below.
68.8% are above or equal to 11/11 close (10 days ago), 31.2% are below.
68.6% are above or equal to 11/10 close (11 days ago), 31.4% are below.
70.9% are above or equal to 11/7 close (12 days ago), 29.1% are below.
73.4% are above or equal to 11/6 close (13 days ago), 26.6% are below.
74.3% are above or equal to 11/5 close (14 days ago), 25.7% are below.
77.5% are above or equal to 11/4 close (15 days ago), 22.5% are below.
71.2% are above or equal to 11/3 close (16 days ago), 28.8% are below.
70.3% are above or equal to 10/31 close (17 days ago), 29.7% are below.
78.3% are above or equal to 10/30 close (18 days ago), 21.7% are below.
76.9% are above or equal to 10/29 close (19 days ago), 23.1% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
80.9% are above or equal to 10/27 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 3:23 pm ET)
20d: 23.4% new highs, 0.9% new lows
21d: 23.4% new highs, 0.9% new lows
42d: 20.9% new highs, 0.2% new lows
63d: 15.7% new highs, 0.2% new lows
126d: 12.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 3:23 pm ET)
2-day: 48.8% above, 51.2% below
3-day: 61.4% above, 38.6% below
4-day: 67.7% above, 32.3% below
5-day: 73.9% above, 26.1% below
8-day: 74.5% above, 25.5% below
10-day: 76.1% above, 23.9% below
20-day: 76.0% above, 24.0% below
50-day: 75.6% above, 24.4% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 3:23 pm ET)
META(27): 0.93% Top=CENX EGO AKS PAAS X SLW SWC STLD ….. SCCO HCLP FMSA BTU CNX SLCA CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.57% Top=HMSY WTW HTZ URI TYC CAR R MA ….. ALLE Z RHI TNET ULTA MCO ATHN EIGI=Bottom (Diversified Services)
TRAN(32): 0.38% Top=HA AAL EXPD CNI JBLU DAL ALK YRCW ….. FDX WAB ODFL JBHT GBX GLNG TK TDW=Bottom (Transportation)
REAL(82): 0.22% Top=AMT HTA NRF NYMT EXR BAM SBRA HST ….. HPT RLGY CBG AMH AGNC PDM WAC EJ=Bottom (Real Estate)
MANU(42): 0.21% Top=PLL TKR RXN HON CRS RS CMI ETN ….. DCI MHK MRC FLS JKS GNRC GTLS DDD=Bottom (Manufacturing)
LEIS(32): 0.19% Top=BYD GPRO SGMS WYN LQ EAT CCL SIX ….. HOT DNKN SEAS BLMN LVS JACK WYNN DRI=Bottom (Leisure)
COHW(47): 0.17% Top=PANW SYNA HRS ADTN FNSR ANET NTAP ARRS ….. RKUS SMCI CTL UBNT OLED ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
HEAL(59): 0.05% Top=BDX PINC WLP UNH A WMGI EVHC UHS ….. MD GMED STE LH COO ACHC KND BSX=Bottom (Health)
FINA(83): 0.04% Top=EV ESNT JNS FNFG MC LPLA ACAS ISBC ….. FNGN MS ZION ETFC JPM PSEC WETF RCAP=Bottom (Banks/Financials)
MATE(31): 0.03% Top=MTZ DAR WY CLH RYN CVA BZH KBH ….. EXP LEN SPF USG VMC MLM BCC OC=Bottom (Materials & Construction)
INSU(39): -0.07% Top=FNF CNO ORI MTG RDN FAF AGO VR ….. MET PGR AIG WSH CLGX L CINF AFSI=Bottom (Insurance)
RETA(71): -0.08% Top=SIG TFM DSW TIF SHLD KORS FIVE CHS ….. DDS HD HIBB PIR GPS NFLX ANN DANG=Bottom (Retail & Specialty Retail)
COSW(86): -0.09% Top=VDSI NUAN TRUE ATVI FB VMW CRM IMPV ….. FEYE SPLK ZEN LOCK VIPS NQ SFUN DWRE=Bottom (Computer Software/Internet)
CONS(59): -0.17% Top=LULU IRBT PBI MOV HAS BERY SKX COTY ….. NWL ECL COH SCSS FBHS TUP HAR JAH=Bottom (Consumer)
ELEC(54): -0.31% Top=TSL TSRA MRVL LRCX INTC GLW FSLR APH ….. BRKR CRUS ISIL CAVM INVN CSIQ JASO GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.42% Top=WLK APD POT WPZ CHMT PPG ASH MOS ….. CBT ALB DOW OLN CF FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
ENER(130): -1.78% Top=REXX PBF TCP CJES VLO WMB PAGP LGCY ….. NBR OAS PDCE CRK WLL CRZO CRR EXXI=Bottom (Energy)

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 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 12:34 pm ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 12:34 pm ET)
19.6% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
17.2% are below yesterday’s low.
63.2% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 12:34 pm ET)
35.5% of stocks are above today’s open. (63.5% are below).
33.4% of stocks are above today’s open and yesterday’s close.
52.6% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 12:34 pm ET)
8.3% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20141125 12:34 pm ET)
45.4% of stocks are above yesterday’s close. (54.6% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 1.7% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20141125 12:34 pm ET)
2-day: >=95:12.6%…>=90:22.2%…>=80:36.0%…>=50:65.0%…<=20:6.9%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.8%…>=50:79.1%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:77.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 12:34 pm ET)
19.6% above previous 1 highs, 17.2% below previous 1 lows
13.7% above previous 2 highs, 13.1% below previous 2 lows
13.4% above previous 3 highs, 3.5% below previous 3 lows
13.1% above previous 4 highs, 2.5% below previous 4 lows
11.5% above previous 5 highs, 1.8% below previous 5 lows
11.2% above previous 6 highs, 1.5% below previous 6 lows
10.6% above previous 7 highs, 1.3% below previous 7 lows
9.7% above previous 8 highs, 1.2% below previous 8 lows
9.3% above previous 9 highs, 1.0% below previous 9 lows
8.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 12:34 pm ET)
45.4% are above or equal to 11/24 close (1 days ago), 54.6% are below.
64.4% are above or equal to 11/21 close (2 days ago), 35.6% are below.
73.9% are above or equal to 11/20 close (3 days ago), 26.1% are below.
83.4% are above or equal to 11/19 close (4 days ago), 16.6% are below.
75.8% are above or equal to 11/18 close (5 days ago), 24.2% are below.
80.6% are above or equal to 11/17 close (6 days ago), 19.4% are below.
75.2% are above or equal to 11/14 close (7 days ago), 24.8% are below.
74.6% are above or equal to 11/13 close (8 days ago), 25.4% are below.
68.2% are above or equal to 11/12 close (9 days ago), 31.8% are below.
68.3% are above or equal to 11/11 close (10 days ago), 31.7% are below.
67.4% are above or equal to 11/10 close (11 days ago), 32.6% are below.
69.5% are above or equal to 11/7 close (12 days ago), 30.5% are below.
72.0% are above or equal to 11/6 close (13 days ago), 28.0% are below.
74.1% are above or equal to 11/5 close (14 days ago), 25.9% are below.
76.3% are above or equal to 11/4 close (15 days ago), 23.7% are below.
70.0% are above or equal to 11/3 close (16 days ago), 30.0% are below.
69.6% are above or equal to 10/31 close (17 days ago), 30.4% are below.
78.0% are above or equal to 10/30 close (18 days ago), 22.0% are below.
76.7% are above or equal to 10/29 close (19 days ago), 23.3% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
81.0% are above or equal to 10/27 close (21 days ago), 19.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 12:34 pm ET)
20d: 20.9% new highs, 0.8% new lows
21d: 20.9% new highs, 0.8% new lows
42d: 18.6% new highs, 0.1% new lows
63d: 14.3% new highs, 0.1% new lows
126d: 11.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 12:34 pm ET)
2-day: 43.9% above, 56.1% below
3-day: 57.8% above, 42.2% below
4-day: 66.2% above, 33.8% below
5-day: 72.9% above, 27.1% below
8-day: 75.3% above, 24.7% below
10-day: 75.8% above, 24.2% below
20-day: 75.6% above, 24.4% below
50-day: 75.7% above, 24.3% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 12:34 pm ET)
TRAN(32): 0.49% Top=HA CNI AAL DAL JBLU EXPD ALK UAL ….. JBHT CNW XPO ODFL FDX TRN TK TDW=Bottom (Transportation)
META(27): 0.41% Top=CENX AKS EGO X GG STLD NUE PAAS ….. RGLD SCCO SLCA HCLP CNX BTU CLD CLF=Bottom (Metals & Mining)
DISV(48): 0.26% Top=HMSY URI WTW R AL MA CAR AAN ….. ALLE CXW ATHN MCO Z EIGI ULTA TNET=Bottom (Diversified Services)
COHW(47): 0.21% Top=PANW SWIR ANET SYNA HPQ ADTN HRS NTAP ….. SMCI CIEN GOGO UBNT ARUN CTL BRCD LVLT=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.14% Top=BYD LOCO GPRO SONC SGMS CCL EAT SIX ….. WEN LVS BLMN PNK DRI WYNN HOT JACK=Bottom (Leisure)
MANU(42): 0.06% Top=PLL TKR RXN AME ZBRA CMI RS HON ….. MHK GTLS GNRC CFX FLS MRC JKS DDD=Bottom (Manufacturing)
CHEM(32): -0.01% Top=POT MEOH WLK WPZ MOS APD PPG CHMT ….. AGU OLN PEIX FTK ALB CBT CF GPRE=Bottom (Chemicals/Fertilizers)
REAL(82): -0.03% Top=BAM AMT NRF PCL NYMT MPW EXR HCN ….. DLR AMH CBG HPT AGNC RLGY PDM EJ=Bottom (Real Estate)
FINA(83): -0.09% Top=EV FNFG MC APO LPLA ESNT BMO TD ….. LAZ CIT ETFC ZION JPM WETF PSEC RCAP=Bottom (Banks/Financials)
COSW(86): -0.11% Top=VDSI NUAN SNCR TRUE VMW FB CRM EA ….. CERN MDSO JD SPLK VNET VIPS LOCK DWRE=Bottom (Computer Software/Internet)
RETA(71): -0.15% Top=SIG JCP TFM CHS DSW TIF KORS FIVE ….. ANN GPS HIBB HD GME PIR NFLX DANG=Bottom (Retail & Specialty Retail)
HEAL(59): -0.24% Top=BDX PINC UNH WLP EVHC OPK SYK A ….. SPNC ACHC CYBX PRXL KND STE COO BSX=Bottom (Health)
INSU(39): -0.27% Top=FNF CNO MTG RDN ORI VR BRO FAF ….. ALL CB MET AIG L CLGX AFSI CINF=Bottom (Insurance)
MATE(31): -0.28% Top=MTZ PWR CVA BZH AWI WY FAST WLH ….. TOL USG SPF LEN VMC OC BCC MLM=Bottom (Materials & Construction)
CONS(59): -0.30% Top=LULU MOV IRBT BERY SKX PBI ENR HAS ….. AVY NWL FBHS SCSS TUP COH HAR JAH=Bottom (Consumer)
ELEC(54): -0.35% Top=TSL TSRA SCTY MRVL LRCX APH SANM INTC ….. CRUS SPWR SUNE IDTI BRKR CSIQ PLNR GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(130): -1.28% Top=REXX PBF TCP MMP LGCY CJES VLO ERF ….. CRR OAS SN GLF EXXI CRZO WTI GDP=Bottom (Energy)

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 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 11:48 am ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 11:48 am ET)
17.3% of stocks are above yesterday’s high.
52.5% are above yesterday’s midpoint. (47.5% are below.)
20.3% are below yesterday’s low.
62.4% are inside yesterday’s range.
53.5% of stocks with today’s high > yesterday’s high. (46.5% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND (20141125 11:48 am ET)
30.5% of stocks are above today’s open. (68.1% are below).
27.5% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 11:48 am ET)
5.1% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
30.7% are in the top half. 69.3% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20141125 11:48 am ET)
40.6% of stocks are above yesterday’s close. (59.4% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 2.4% are down 3.5% or more.
71.2% are between +1% and -1%.

RSI on DAILY (20141125 11:48 am ET)
2-day: >=95:11.3%…>=90:19.5%…>=80:33.2%…>=50:62.6%…<=20:9.5%…<=10:2.7%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.8%…>=50:77.5%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:76.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 11:48 am ET)
17.3% above previous 1 highs, 20.3% below previous 1 lows
12.2% above previous 2 highs, 15.6% below previous 2 lows
11.9% above previous 3 highs, 4.4% below previous 3 lows
11.6% above previous 4 highs, 2.7% below previous 4 lows
10.2% above previous 5 highs, 2.1% below previous 5 lows
9.7% above previous 6 highs, 1.8% below previous 6 lows
9.1% above previous 7 highs, 1.7% below previous 7 lows
8.3% above previous 8 highs, 1.5% below previous 8 lows
7.9% above previous 9 highs, 1.2% below previous 9 lows
7.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 11:48 am ET)
40.6% are above or equal to 11/24 close (1 days ago), 59.4% are below.
61.7% are above or equal to 11/21 close (2 days ago), 38.3% are below.
71.1% are above or equal to 11/20 close (3 days ago), 28.9% are below.
82.4% are above or equal to 11/19 close (4 days ago), 17.6% are below.
73.0% are above or equal to 11/18 close (5 days ago), 27.0% are below.
78.8% are above or equal to 11/17 close (6 days ago), 21.2% are below.
73.4% are above or equal to 11/14 close (7 days ago), 26.6% are below.
73.1% are above or equal to 11/13 close (8 days ago), 26.9% are below.
65.6% are above or equal to 11/12 close (9 days ago), 34.4% are below.
66.5% are above or equal to 11/11 close (10 days ago), 33.5% are below.
65.0% are above or equal to 11/10 close (11 days ago), 35.0% are below.
68.8% are above or equal to 11/7 close (12 days ago), 31.2% are below.
71.0% are above or equal to 11/6 close (13 days ago), 29.0% are below.
72.7% are above or equal to 11/5 close (14 days ago), 27.3% are below.
75.2% are above or equal to 11/4 close (15 days ago), 24.8% are below.
69.3% are above or equal to 11/3 close (16 days ago), 30.7% are below.
68.9% are above or equal to 10/31 close (17 days ago), 31.1% are below.
76.9% are above or equal to 10/30 close (18 days ago), 23.1% are below.
76.1% are above or equal to 10/29 close (19 days ago), 23.9% are below.
74.2% are above or equal to 10/28 close (20 days ago), 25.8% are below.
80.3% are above or equal to 10/27 close (21 days ago), 19.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 11:48 am ET)
20d: 20.4% new highs, 0.7% new lows
21d: 20.4% new highs, 0.7% new lows
42d: 18.1% new highs, 0.1% new lows
63d: 13.9% new highs, 0.1% new lows
126d: 11.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 11:48 am ET)
2-day: 39.3% above, 60.7% below
3-day: 53.9% above, 46.1% below
4-day: 63.7% above, 36.3% below
5-day: 69.9% above, 30.1% below
8-day: 74.1% above, 25.9% below
10-day: 73.5% above, 26.5% below
20-day: 73.5% above, 26.5% below
50-day: 74.4% above, 25.6% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 11:48 am ET)
TRAN(32): 0.37% Top=HA CNI AAL JBLU DAL UAL ALK EXPD ….. JBHT CNW XPO TRN ODFL GLNG TK TDW=Bottom (Transportation)
META(27): 0.36% Top=CENX EGO AKS PAAS SLW GG AA NEM ….. SLCA SCCO FMSA HCLP CNX CLD BTU CLF=Bottom (Metals & Mining)
COHW(47): 0.16% Top=PANW ANET SWIR SYNA BBRY HPQ FTR NTAP ….. GOGO CIEN UBNT OLED CTL ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
DISV(48): 0.10% Top=HMSY R URI MA WTW AL YY AAN ….. ALLE GEO CXW MAN ULTA MCO EIGI TNET=Bottom (Diversified Services)
LEIS(32): 0.09% Top=BYD GPRO SGMS LOCO SONC TXRH EAT SIX ….. BLMN DRI JACK HOT LVS RCL PNK WYNN=Bottom (Leisure)
MANU(42): -0.05% Top=PLL RXN TKR AME ZBRA CMI PNR ROK ….. JKS MHK GTLS JOY CFX FLS MRC DDD=Bottom (Manufacturing)
REAL(82): -0.06% Top=BAM AMT NRF NYMT VTR OHI BRX DDR ….. DEI AMH HPT RLGY CBG PDM AGNC EJ=Bottom (Real Estate)
COSW(86): -0.17% Top=VDSI NUAN TRUE SNCR FB VMW CRM ATVI ….. NQ CSOD JD SFUN LOCK VIPS VNET DWRE=Bottom (Computer Software/Internet)
FINA(83): -0.19% Top=EV FNFG MC LPLA TD WU ISBC DFS ….. BKU ZION ETFC JPM PSEC OCN WETF RCAP=Bottom (Banks/Financials)
CHEM(32): -0.22% Top=MEOH POT APD MOS WLK PPG CHMT GRA ….. FMC OLN DOW ALB CBT FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
RETA(71): -0.23% Top=SIG DSW JCP CHS TJX TIF KORS ANF ….. RH GME PIR CAB HIBB OUTR NFLX DANG=Bottom (Retail & Specialty Retail)
HEAL(59): -0.29% Top=BDX PINC UNH EVHC WLP OPK SYK ZMH ….. SPNC ACHC STE CYBX PRXL KND COO BSX=Bottom (Health)
ELEC(54): -0.34% Top=TSL TSRA SCTY MRVL AMBA LRCX SANM CPHD ….. VSH SPWR CRUS BRKR IDTI CSIQ PLNR GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.36% Top=FNF MTG RDN CNO FAF ORI BRO AJG ….. UNM PGR AIZ HIG AFSI L AIG CINF=Bottom (Insurance)
MATE(31): -0.39% Top=MTZ WLH BZH AWI PWR WY DHI FAST ….. SPF TOL USG LEN VMC OC MLM BCC=Bottom (Materials & Construction)
CONS(59): -0.41% Top=LULU MOV SKX IRBT BERY PBI ENR KATE ….. PAY NWL SCSS FBHS TUP COH HAR JAH=Bottom (Consumer)
ENER(130): -1.78% Top=TCP LGCY REXX MMP PBF VLO NS ETP ….. CRZO OAS EXXI SFY AREX SN WTI CRK=Bottom (Energy)

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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 11:21 am ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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 (20141125 11:21 am ET)
14.9% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
22.6% are below yesterday’s low.
62.5% are inside yesterday’s range.
52.7% of stocks with today’s high > yesterday’s high. (47.3% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND (20141125 11:21 am ET)
26.8% of stocks are above today’s open. (72.2% are below).
24.2% of stocks are above today’s open and yesterday’s close.
60.7% are below both.
16.7% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 11:21 am ET)
4.4% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
30.0% are in the bottom 10%.

GAIN (20141125 11:21 am ET)
36.6% of stocks are above yesterday’s close. (63.4% are below.)
0.4% are up 4.5% or more. 1.5% are down 4.5% or more.
0.6% are up 3.5% or more. 3.4% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20141125 11:21 am ET)
2-day: >=95:8.9%…>=90:16.5%…>=80:28.5%…>=50:60.4%…<=20:11.1%…<=10:2.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.1%…>=50:76.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:75.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 11:21 am ET)
14.9% above previous 1 highs, 22.6% below previous 1 lows
11.2% above previous 2 highs, 17.9% below previous 2 lows
11.0% above previous 3 highs, 5.1% below previous 3 lows
10.7% above previous 4 highs, 2.6% below previous 4 lows
9.6% above previous 5 highs, 2.1% below previous 5 lows
9.4% above previous 6 highs, 1.7% below previous 6 lows
8.8% above previous 7 highs, 1.5% below previous 7 lows
8.1% above previous 8 highs, 1.3% below previous 8 lows
7.5% above previous 9 highs, 1.0% below previous 9 lows
7.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 11:21 am ET)
36.6% are above or equal to 11/24 close (1 days ago), 63.4% are below.
59.5% are above or equal to 11/21 close (2 days ago), 40.5% are below.
68.7% are above or equal to 11/20 close (3 days ago), 31.3% are below.
80.5% are above or equal to 11/19 close (4 days ago), 19.5% are below.
71.9% are above or equal to 11/18 close (5 days ago), 28.1% are below.
77.7% are above or equal to 11/17 close (6 days ago), 22.3% are below.
71.8% are above or equal to 11/14 close (7 days ago), 28.2% are below.
71.8% are above or equal to 11/13 close (8 days ago), 28.2% are below.
65.1% are above or equal to 11/12 close (9 days ago), 34.9% are below.
65.7% are above or equal to 11/11 close (10 days ago), 34.3% are below.
64.7% are above or equal to 11/10 close (11 days ago), 35.3% are below.
67.8% are above or equal to 11/7 close (12 days ago), 32.2% are below.
70.3% are above or equal to 11/6 close (13 days ago), 29.7% are below.
72.0% are above or equal to 11/5 close (14 days ago), 28.0% are below.
74.9% are above or equal to 11/4 close (15 days ago), 25.1% are below.
68.9% are above or equal to 11/3 close (16 days ago), 31.1% are below.
67.8% are above or equal to 10/31 close (17 days ago), 32.2% are below.
76.8% are above or equal to 10/30 close (18 days ago), 23.2% are below.
75.6% are above or equal to 10/29 close (19 days ago), 24.4% are below.
73.8% are above or equal to 10/28 close (20 days ago), 26.2% are below.
80.3% are above or equal to 10/27 close (21 days ago), 19.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 11:21 am ET)
20d: 20.4% new highs, 0.6% new lows
21d: 20.4% new highs, 0.6% new lows
42d: 18.1% new highs, 0.1% new lows
63d: 13.9% new highs, 0.1% new lows
126d: 11.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 11:21 am ET)
2-day: 34.5% above, 65.5% below
3-day: 51.3% above, 48.7% below
4-day: 60.8% above, 39.2% below
5-day: 67.8% above, 32.2% below
8-day: 72.6% above, 27.4% below
10-day: 71.7% above, 28.3% below
20-day: 72.5% above, 27.5% below
50-day: 74.3% above, 25.7% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 11:21 am ET)
META(27): 0.26% Top=CENX EGO PAAS AKS GG SLW AA X ….. SCCO SLCA FMSA CNX HCLP BTU CLD CLF=Bottom (Metals & Mining)
TRAN(32): 0.11% Top=HA CNI JBLU AAL DAL UAL ALK EXPD ….. TRN GBX TK SWFT YRCW XPO GLNG TDW=Bottom (Transportation)
DISV(48): 0.07% Top=HMSY R WTW URI YY AAN MA HTZ ….. Z CXW RHI MAN EIGI TNET MCO ULTA=Bottom (Diversified Services)
LEIS(32): 0.01% Top=BYD GPRO LOCO SONC EAT LQ SGMS TXRH ….. SEAS JACK RCL LVS BLMN PNK HOT WYNN=Bottom (Leisure)
REAL(82): -0.02% Top=BAM AMT NRF NYMT MPW SBRA EXR OHI ….. CUZ ARCP HPT CBG RLGY PDM AGNC EJ=Bottom (Real Estate)
COHW(47): -0.08% Top=PANW SYNA BBRY ANET HPQ SWIR ARRS QCOM ….. CIEN VRSN OLED FNSR CTL ARUN BRCD LVLT=Bottom (Computer Hardware/Telecom)
COSW(86): -0.15% Top=VDSI NUAN TRUE SNCR FB VMW EA ADBE ….. WB SFUN NQ JD VNET LOCK VIPS DWRE=Bottom (Computer Software/Internet)
MANU(42): -0.22% Top=PLL RXN TKR AME ROK PNR CMI ZBRA ….. JOY GNRC CFX GTLS FLS TEX DDD MRC=Bottom (Manufacturing)
HEAL(59): -0.28% Top=BDX PINC UNH EVHC WLP EW A PKI ….. PODD GMED STE COO PRXL BSX CYBX KND=Bottom (Health)
FINA(83): -0.29% Top=EV FNFG MC TD TCBI ISBC RY WU ….. BKU WETF PSEC WDR CG JPM OCN RCAP=Bottom (Banks/Financials)
ELEC(54): -0.35% Top=TSRA TSL SCTY LRCX MRVL CPHD APH SANM ….. IDTI SUNE VSH BRKR PLNR SPWR CSIQ GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(71): -0.38% Top=SIG DSW JCP TIF CHS TJX KORS ANF ….. HD ANN GPS OUTR PIR NFLX HIBB DANG=Bottom (Retail & Specialty Retail)
CHEM(32): -0.40% Top=POT MOS MEOH APD CHMT PPG ASH WLK ….. FMC DD EMN DOW CBT FTK PEIX GPRE=Bottom (Chemicals/Fertilizers)
INSU(39): -0.43% Top=FNF RDN MTG CNO ORI BRO VR MBI ….. LNC GNW MET AWH L AFSI AIG CINF=Bottom (Insurance)
CONS(59): -0.51% Top=MOV LULU IRBT SKX BERY PBI COTY ENR ….. NWL PAY SCSS FBHS TUP COH HAR JAH=Bottom (Consumer)
MATE(31): -0.61% Top=MTZ WLH WY AWI RYN PWR FAST DAR ….. TOL KBH LEN VMC RYL OC MLM BCC=Bottom (Materials & Construction)
ENER(130): -2.03% Top=TCP LGCY REXX CJES MMP NS ENLK PBF ….. CIE OAS SN CRK EXXI SFY CRZO GDP=Bottom (Energy)

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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:39 am

Market Stats at 10:38 am ET
by daytrend on 20141125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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 (20141125 10:38 am ET)
21.3% of stocks are above yesterday’s high.
59.3% are above yesterday’s midpoint. (40.7% are below.)
9.9% are below yesterday’s low.
68.8% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND (20141125 10:38 am ET)
37.5% of stocks are above today’s open. (60.3% are below).
34.7% of stocks are above today’s open and yesterday’s close.
46.2% are below both.
16.6% of stocks opened above yesterday’s high.
67.3% of stocks opened above yesterday’s close. (24.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141125 10:38 am ET)
6.5% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
38.7% are in the top half. 61.3% of stocks are in the bottom half of today’s range.
27.3% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20141125 10:38 am ET)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.4% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY (20141125 10:38 am ET)
2-day: >=95:13.7%…>=90:23.2%…>=80:38.4%…>=50:72.9%…<=20:4.3%…<=10:2.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.5%…>=50:82.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:79.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141125 10:38 am ET)
21.3% above previous 1 highs, 9.9% below previous 1 lows
15.2% above previous 2 highs, 6.9% below previous 2 lows
15.0% above previous 3 highs, 1.6% below previous 3 lows
14.6% above previous 4 highs, 1.0% below previous 4 lows
13.1% above previous 5 highs, 0.9% below previous 5 lows
12.6% above previous 6 highs, 0.8% below previous 6 lows
11.9% above previous 7 highs, 0.8% below previous 7 lows
10.9% above previous 8 highs, 0.7% below previous 8 lows
10.4% above previous 9 highs, 0.7% below previous 9 lows
9.9% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141125 10:38 am ET)
51.0% are above or equal to 11/24 close (1 days ago), 49.0% are below.
66.7% are above or equal to 11/21 close (2 days ago), 33.3% are below.
77.2% are above or equal to 11/20 close (3 days ago), 22.8% are below.
86.7% are above or equal to 11/19 close (4 days ago), 13.3% are below.
77.2% are above or equal to 11/18 close (5 days ago), 22.8% are below.
81.5% are above or equal to 11/17 close (6 days ago), 18.5% are below.
78.5% are above or equal to 11/14 close (7 days ago), 21.5% are below.
76.3% are above or equal to 11/13 close (8 days ago), 23.7% are below.
70.7% are above or equal to 11/12 close (9 days ago), 29.3% are below.
69.3% are above or equal to 11/11 close (10 days ago), 30.7% are below.
69.5% are above or equal to 11/10 close (11 days ago), 30.5% are below.
69.7% are above or equal to 11/7 close (12 days ago), 30.3% are below.
74.2% are above or equal to 11/6 close (13 days ago), 25.8% are below.
75.8% are above or equal to 11/5 close (14 days ago), 24.2% are below.
75.9% are above or equal to 11/4 close (15 days ago), 24.1% are below.
71.4% are above or equal to 11/3 close (16 days ago), 28.6% are below.
71.3% are above or equal to 10/31 close (17 days ago), 28.7% are below.
79.4% are above or equal to 10/30 close (18 days ago), 20.6% are below.
78.0% are above or equal to 10/29 close (19 days ago), 22.0% are below.
75.6% are above or equal to 10/28 close (20 days ago), 24.4% are below.
81.7% are above or equal to 10/27 close (21 days ago), 18.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141125 10:38 am ET)
20d: 19.9% new highs, 0.6% new lows
21d: 19.9% new highs, 0.6% new lows
42d: 17.6% new highs, 0.1% new lows
63d: 13.4% new highs, 0.1% new lows
126d: 10.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141125 10:38 am ET)
2-day: 49.0% above, 51.0% below
3-day: 61.4% above, 38.6% below
4-day: 71.6% above, 28.4% below
5-day: 78.5% above, 21.5% below
8-day: 81.9% above, 18.1% below
10-day: 80.5% above, 19.5% below
20-day: 78.6% above, 21.4% below
50-day: 76.2% above, 23.8% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141125 10:38 am ET)
META(28): 1.18% Top=SSRI CENX EGO PAAS SLW AKS AEM GG ….. FCX FMSA SCCO HCLP CNX CLD BTU CLF=Bottom (Metals & Mining)
LEIS(32): 0.38% Top=SGMS BYD LOCO GPRO BWLD SONC EAT TXRH ….. RCL LVS BLMN HOT PNK SEAS WYNN JACK=Bottom (Leisure)
CHEM(32): 0.23% Top=MEOH MOS WLK POT APD HUN WPZ CHMT ….. GPRE CE FTK CF DOW EMN DD CBT=Bottom (Chemicals/Fertilizers)
DISV(48): 0.21% Top=URI R WTW HTZ MA HMSY AAN AL ….. RHI MAN ULTA MCO ALLE Z TNET EIGI=Bottom (Diversified Services)
TRAN(32): 0.17% Top=CNI HA JBLU EXPD NSC TRN CP AAL ….. GBX SAVE ODFL UAL FDX XPO SWFT TDW=Bottom (Transportation)
COSW(86): 0.10% Top=VDSI NUAN TRUE SNCR FB CRM VMW ADBE ….. LOCK JD WB CSOD VNET VIPS NQ DWRE=Bottom (Computer Software/Internet)
RETA(71): 0.04% Top=SIG JCP DSW CHS ANF TJX TIF KORS ….. AAP HD TSCO RH PIR HIBB NFLX DANG=Bottom (Retail & Specialty Retail)
REAL(82): 0.00% Top=NYMT BAM AMT HTA MPW PCL TWO RPAI ….. NNN CUZ DEI CBG RLGY AGNC PDM EJ=Bottom (Real Estate)
MANU(42): -0.01% Top=PLL RXN PNR GTLS TKR ATI CMI AME ….. JOY GNRC AGCO DOV TEX MRC CFX FLS=Bottom (Manufacturing)
COHW(47): -0.02% Top=PANW SWIR SYNA ARRS BBRY HPQ AAPL ANET ….. VZ UBNT T OLED ARUN BRCD CTL LVLT=Bottom (Computer Hardware/Telecom)
HEAL(59): -0.04% Top=BDX PINC A EW WLP ZMH ALGN PKI ….. BCR THOR PRXL STE CYBX HRC BSX COO=Bottom (Health)
ELEC(54): -0.13% Top=TSRA TSL CODE SANM SCTY LRCX CREE APH ….. IDTI SPWR BRKR CRUS VSH PLNR CSIQ GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.14% Top=CNO FNF RDN MTG AEL VR GNW FAF ….. ALL WSH AWH PGR AFSI L AIG CINF=Bottom (Insurance)
FINA(83): -0.18% Top=FNFG MC EV TCBI ISBC TD CME JNS ….. CG FNGN BKU SLM JPM PSEC WDR RCAP=Bottom (Banks/Financials)
MATE(31): -0.18% Top=MTZ WLH BZH PWR AWI FAST EXP FLR ….. SPF RYL MDC LEN OC VMC MLM BCC=Bottom (Materials & Construction)
ENER(130): -0.19% Top=REXX CJES TCP ERF PBF PE MMP SEMG ….. HLX OXY OAS MRD CRR HOS DO GLF=Bottom (Energy)
CONS(59): -0.31% Top=LULU MOV IRBT KATE COTY SKX DECK PBI ….. LEG SCSS PAY HAR FBHS COH TUP JAH=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/24/2014

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20141124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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 (20141124 Closing)
27.1% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
12.9% are below yesterday’s low.
59.9% are inside yesterday’s range.
44.8% of stocks with today’s high > yesterday’s high. (55.2% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20141124 Closing)
62.3% of stocks are above today’s open. (35.2% are below).
59.9% of stocks are above today’s open and yesterday’s close.
27.5% are below both.
8.6% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141124 Closing)
18.8% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20141124 Closing)
69.5% of stocks are above yesterday’s close. (30.5% are below.)
1.3% are up 4.5% or more. 0.8% are down 4.5% or more.
2.9% are up 3.5% or more. 1.7% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20141124 Closing)
2-day: >=95:17.5%…>=90:33.0%…>=80:53.4%…>=50:80.9%…<=20:4.4%…<=10:1.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.4%…>=80:8.0%…>=50:84.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:79.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141124 Closing)
27.1% above previous 1 highs, 12.9% below previous 1 lows
26.5% above previous 2 highs, 3.1% below previous 2 lows
24.3% above previous 3 highs, 2.5% below previous 3 lows
21.1% above previous 4 highs, 2.0% below previous 4 lows
20.6% above previous 5 highs, 1.5% below previous 5 lows
18.5% above previous 6 highs, 1.3% below previous 6 lows
17.1% above previous 7 highs, 1.1% below previous 7 lows
16.2% above previous 8 highs, 0.9% below previous 8 lows
15.0% above previous 9 highs, 0.9% below previous 9 lows
14.5% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141124 Closing)
69.5% are above or equal to 11/21 close (1 days ago), 30.5% are below.
80.6% are above or equal to 11/20 close (2 days ago), 19.4% are below.
87.3% are above or equal to 11/19 close (3 days ago), 12.7% are below.
78.7% are above or equal to 11/18 close (4 days ago), 21.3% are below.
81.7% are above or equal to 11/17 close (5 days ago), 18.3% are below.
77.7% are above or equal to 11/14 close (6 days ago), 22.3% are below.
76.9% are above or equal to 11/13 close (7 days ago), 23.1% are below.
70.1% are above or equal to 11/12 close (8 days ago), 29.9% are below.
69.9% are above or equal to 11/11 close (9 days ago), 30.1% are below.
69.0% are above or equal to 11/10 close (10 days ago), 31.0% are below.
70.4% are above or equal to 11/7 close (11 days ago), 29.6% are below.
74.1% are above or equal to 11/6 close (12 days ago), 25.9% are below.
76.3% are above or equal to 11/5 close (13 days ago), 23.7% are below.
76.8% are above or equal to 11/4 close (14 days ago), 23.2% are below.
72.0% are above or equal to 11/3 close (15 days ago), 28.0% are below.
71.2% are above or equal to 10/31 close (16 days ago), 28.8% are below.
79.9% are above or equal to 10/30 close (17 days ago), 20.1% are below.
77.7% are above or equal to 10/29 close (18 days ago), 22.3% are below.
76.4% are above or equal to 10/28 close (19 days ago), 23.6% are below.
81.5% are above or equal to 10/27 close (20 days ago), 18.5% are below.
79.7% are above or equal to 10/24 close (21 days ago), 20.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141124 Closing)
20d: 20.8% new highs, 0.4% new lows
21d: 20.6% new highs, 0.4% new lows
42d: 17.3% new highs, 0.0% new lows
63d: 13.9% new highs, 0.0% new lows
126d: 11.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141124 Closing)
2-day: 67.8% above, 32.2% below
3-day: 77.7% above, 22.3% below
4-day: 84.2% above, 15.8% below
5-day: 84.3% above, 15.7% below
8-day: 83.4% above, 16.6% below
10-day: 80.9% above, 19.1% below
20-day: 81.2% above, 18.8% below
50-day: 76.9% above, 23.1% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141124 Closing)
LEIS(34): 1.38% Top=SGMS SONC LOCO NDLS GPRO WYN BWLD HOT ….. LQ LVS MGM MCD CAKE WYNN SEAS STAY=Bottom (Leisure)
RETA(69): 1.30% Top=JCP SHLD URBN BURL CONN GPS CDW FINL ….. EBAY TJX ROST GME SFM PETM ANN NFLX=Bottom (Retail & Specialty Retail)
ELEC(55): 1.21% Top=TQNT AMBA RFMD CAVM CREE IDTI CODE CPHD ….. OPLK INVN XLNX ATML SPWR MRVL TRMB TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(32): 1.12% Top=HA SAVE KNX TRN XPO SWFT CP ALK ….. KEX CNW GLNG TDW UPS EXPD AAL CHRW=Bottom (Transportation)
HEAL(59): 1.00% Top=WCG CYBX EW HUM ALGN ACHC GMED STJ ….. DVA MR LPNT CYH ZMH ZLTQ BKD KND=Bottom (Health)
CONS(59): 0.96% Top=KATE BERY FL COLM COH FBHS SKX GPK ….. KMB CL PBI PG MAT KS AVP JAH=Bottom (Consumer)
COSW(87): 0.96% Top=NQ TRUE VDSI VNET QLIK LOCK DWRE TTWO ….. VMW BIDU WWWW MSFT SFUN ADSK MDRX WBMD=Bottom (Computer Software/Internet)
DISV(49): 0.75% Top=YY TNET WTW HTZ RCII MYGN EXAM GPN ….. XRS ADT VRSK ALLE ULTA TYC JEC KBR=Bottom (Diversified Services)
COHW(47): 0.70% Top=PANW ARUN SYNA ARRS ADTN SSYS SNDK SWIR ….. GOGO FNSR BCE HRS VZ ANET T FTR=Bottom (Computer Hardware/Telecom)
FINA(83): 0.70% Top=PACW KEY EWBC SEIC LPLA TCBI FNGN CMA ….. NTRS ESNT RY LAZ TD WETF CG KKR=Bottom (Banks/Financials)
INSU(37): 0.64% Top=AFSI FNF ORI AEL PRU CNO WSH AON ….. MBI TRV PGR VR MTG AIZ RDN GNW=Bottom (Insurance)
MATE(31): 0.49% Top=MDC BCC CVA TPH OC WY KBH MAS ….. VMC WLH SPF AWI PHM EXP DAR FLR=Bottom (Materials & Construction)
REAL(82): 0.39% Top=WAC RLGY DFT RWT KRG ACC IVR SRC ….. NRF EQR BRX PDM GLPI HCN DLR AMH=Bottom (Real Estate)
MANU(43): 0.37% Top=DDD GTLS MHK DCI ATU ETN FLS LII ….. PLL CAT TKR ATI JKS AGCO JOY KMT=Bottom (Manufacturing)
CHEM(32): -0.59% Top=PEIX CYT POL FMC CHMT GPRE OLN PPG ….. PX WPZ DOW WLK AGU FTK MOS POT=Bottom (Chemicals/Fertilizers)
META(27): -1.16% Top=EGO AKS FMSA CMC X HCLP STLD CENX ….. FCX ABX BTU AEM NEM CCJ PAAS TCK=Bottom (Metals & Mining)
ENER(132): -1.31% Top=PAGP CJES CRR TLLP VLO EXH OII CVI ….. EPE NGL ERF WTI GDP NS CRK AREX=Bottom (Energy)

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/

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