daytrend

07/24/2014

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/

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

Market Stats at 1:25 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
19.2% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
20.1% are below yesterday’s low.
60.7% are inside yesterday’s range.
42.6% of stocks with today’s high > yesterday’s high. (57.4% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND
43.7% of stocks are above today’s open. (54.7% are below).
39.8% of stocks are above today’s open and yesterday’s close.
43.7% 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
8.2% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
19.9% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN
52.5% of stocks are above yesterday’s close. (47.5% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.8% are down 3.5% or more.
75.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:17.0%…>=80:31.1%…>=50:63.2%…<=20:11.7%…<=10:5.2%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:55.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.2% above previous 1 highs, 20.1% below previous 1 lows
17.8% above previous 2 highs, 10.0% below previous 2 lows
15.7% above previous 3 highs, 7.8% below previous 3 lows
13.6% above previous 4 highs, 6.4% below previous 4 lows
10.5% above previous 5 highs, 6.3% below previous 5 lows
10.0% above previous 6 highs, 6.0% below previous 6 lows
9.9% above previous 7 highs, 5.8% below previous 7 lows
9.8% above previous 8 highs, 5.5% below previous 8 lows
9.6% above previous 9 highs, 4.9% below previous 9 lows
9.1% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.5% are above or equal to 7/22 close (1 days ago), 47.5% are below.
69.6% are above or equal to 7/21 close (2 days ago), 30.4% are below.
60.2% are above or equal to 7/18 close (3 days ago), 39.8% are below.
78.6% are above or equal to 7/17 close (4 days ago), 21.4% are below.
56.6% are above or equal to 7/16 close (5 days ago), 43.4% are below.
59.4% are above or equal to 7/15 close (6 days ago), 40.6% are below.
54.2% are above or equal to 7/14 close (7 days ago), 45.8% are below.
59.2% are above or equal to 7/11 close (8 days ago), 40.8% are below.
58.5% are above or equal to 7/10 close (9 days ago), 41.5% are below.
50.4% are above or equal to 7/9 close (10 days ago), 49.6% are below.
54.2% are above or equal to 7/8 close (11 days ago), 45.8% are below.
44.2% are above or equal to 7/7 close (12 days ago), 55.8% are below.
37.2% are above or equal to 7/3 close (13 days ago), 62.8% are below.
43.0% are above or equal to 7/2 close (14 days ago), 57.0% are below.
41.3% are above or equal to 7/1 close (15 days ago), 58.7% are below.
46.0% are above or equal to 6/30 close (16 days ago), 54.0% are below.
48.0% are above or equal to 6/27 close (17 days ago), 52.0% are below.
52.3% are above or equal to 6/26 close (18 days ago), 47.7% are below.
50.6% are above or equal to 6/25 close (19 days ago), 49.4% are below.
55.6% are above or equal to 6/24 close (20 days ago), 44.4% are below.
46.9% are above or equal to 6/23 close (21 days ago), 53.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.4% new highs, 7.8% new lows
21d: 13.0% new highs, 7.8% new lows
42d: 11.3% new highs, 4.5% new lows
63d: 10.7% new highs, 3.2% new lows
126d: 8.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.4% above, 49.6% below
3-day: 63.9% above, 36.1% below
4-day: 62.4% above, 37.6% below
5-day: 70.4% above, 29.6% below
8-day: 62.4% above, 37.6% below
10-day: 62.3% above, 37.7% below
20-day: 50.6% above, 49.4% below
50-day: 65.0% above, 35.0% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 1:25 pm ET)
MATE(32): 0.79% Top=EXP USG KBH SPF LEN PHM RYL TOL ….. MTZ OC WY RYN WM FAST PWR DAR=Bottom (Materials & Construction)
TRAN(29): 0.42% Top=JBLU DAL TRN LUV AAL XPO UAL WERN ….. GLNG KSU CSX CNW NSC UNP HUBG TGP=Bottom (Transportation)
HEAL(52): 0.41% Top=ISRG VAR OPK HOLX COO MDT DXCM ZMH ….. ABT AET DGX HUM THOR KND MR ESRX=Bottom (Health)
INSU(34): 0.33% Top=MBI RDN MTG ACE AGO VR CB ALL ….. AFL BRO LNC TMK PGR MET PRU FAF=Bottom (Insurance)
ENER(115): 0.30% Top=FTI ATHL AREX PDCE HLX PDS XEC SN ….. EXH EGN MWE EOG NFG OII REXX KEG=Bottom (Energy)
META(26): 0.26% Top=CLF X SWC AKS SCCO CCJ EGO SLCA ….. RGLD ABX CMC SSRI CNX AUY NEM BTU=Bottom (Metals & Mining)
COSW(77): 0.25% Top=NQ SFUN LNKD TRIP FB CERN AWAY MDRX ….. XRX CSOD VRNT CNVR VEEV FEYE GLUU EA=Bottom (Computer Software/Internet)
REAL(77): 0.21% Top=EJ RLGY DLR CBL BEE GGP GRT LXP ….. SPG CBG LPT SHO GLPI SIR HTS HPT=Bottom (Real Estate)
DISV(45): 0.17% Top=RHI ATHN ADT HPY AAN VRSK LDOS CXW ….. TYC ALLE ACM MA WTW CATM XRS RRD=Bottom (Diversified Services)
CHEM(30): 0.12% Top=APD DOW WLK EMN DD TROX GPRE WPZ ….. PX RPM CF VAL OLN MON GRA AXLL=Bottom (Chemicals/Fertilizers)
FINA(89): -0.04% Top=SEIC NYCB GHL C MS FHN GS ETFC ….. IVZ BXS FNGN PVTB DFS GGAL JNS FULT=Bottom (Banks/Financials)
RETA(67): -0.04% Top=RH FINL GME TJX MELI DG PETM TGT ….. NFLX SIG CAB GNC FIVE DKS BURL SFM=Bottom (Retail & Specialty Retail)
CONS(58): -0.06% Top=KS UFS IP SCSS PKG TPX RKT CRI ….. SCS CROX HAS NUS PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): -0.25% Top=QUNR EXPE CCL LQ DRI YUM MAR CMG ….. DPZ WYNN SIX MCD LTM BYD BLMN PNK=Bottom (Leisure)
MANU(43): -0.58% Top=MIDD CFX MRC BWC BGC SWK TEX ZBRA ….. AOS CAT AGCO WWD PCP JKS ATI DRC=Bottom (Manufacturing)
COHW(46): -0.76% Top=AAPL EMC CCI BCE TDS GOGO BRCD VIP ….. LXK ARRS XLS FNSR COMM JDSU CIEN JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -2.12% Top=INVN CODE GRMN AYI GLW AMBA TRMB CPHD ….. LLTC TEL ONNN FCS FSL CAVM 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 1:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:18 am

Market Stats at 11:17 am 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
23.1% of stocks are above yesterday’s high.
60.5% are above yesterday’s midpoint. (39.5% are below.)
13.5% are below yesterday’s low.
63.5% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND
53.9% of stocks are above today’s open. (43.9% are below).
49.3% of stocks are above today’s open and yesterday’s close.
32.1% 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
23.0% of stocks are in the top 10% of today’s range.
36.8% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
63.7% of stocks are above yesterday’s close. (36.3% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 1.4% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.8%…>=90:19.3%…>=80:39.1%…>=50:73.4%…<=20:9.3%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:58.1%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:59.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.1% above previous 1 highs, 13.5% below previous 1 lows
22.0% above previous 2 highs, 7.6% below previous 2 lows
19.5% above previous 3 highs, 5.7% below previous 3 lows
17.5% above previous 4 highs, 5.0% below previous 4 lows
14.7% above previous 5 highs, 4.5% below previous 5 lows
13.8% above previous 6 highs, 4.3% below previous 6 lows
13.1% above previous 7 highs, 4.3% below previous 7 lows
13.0% above previous 8 highs, 4.3% below previous 8 lows
12.7% above previous 9 highs, 3.8% below previous 9 lows
11.5% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.7% are above or equal to 7/22 close (1 days ago), 36.3% are below.
74.8% are above or equal to 7/21 close (2 days ago), 25.2% are below.
64.8% are above or equal to 7/18 close (3 days ago), 35.2% are below.
81.6% are above or equal to 7/17 close (4 days ago), 18.4% are below.
60.7% are above or equal to 7/16 close (5 days ago), 39.3% are below.
61.5% are above or equal to 7/15 close (6 days ago), 38.5% are below.
58.4% are above or equal to 7/14 close (7 days ago), 41.6% are below.
62.1% are above or equal to 7/11 close (8 days ago), 37.9% are below.
61.4% are above or equal to 7/10 close (9 days ago), 38.6% are below.
52.9% are above or equal to 7/9 close (10 days ago), 47.1% are below.
56.8% are above or equal to 7/8 close (11 days ago), 43.2% are below.
46.9% are above or equal to 7/7 close (12 days ago), 53.1% are below.
38.5% are above or equal to 7/3 close (13 days ago), 61.5% are below.
44.3% are above or equal to 7/2 close (14 days ago), 55.7% are below.
42.9% are above or equal to 7/1 close (15 days ago), 57.1% are below.
47.1% are above or equal to 6/30 close (16 days ago), 52.9% are below.
50.0% are above or equal to 6/27 close (17 days ago), 50.0% are below.
53.9% are above or equal to 6/26 close (18 days ago), 46.1% are below.
52.6% are above or equal to 6/25 close (19 days ago), 47.4% are below.
57.2% are above or equal to 6/24 close (20 days ago), 42.8% are below.
48.7% are above or equal to 6/23 close (21 days ago), 51.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 7.0% new lows
21d: 11.6% new highs, 7.0% new lows
42d: 10.0% new highs, 4.2% new lows
63d: 9.5% new highs, 3.2% new lows
126d: 7.7% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.0% above, 39.0% below
3-day: 74.1% above, 25.9% below
4-day: 70.4% above, 29.6% below
5-day: 76.5% above, 23.5% below
8-day: 67.9% above, 32.1% below
10-day: 66.2% above, 33.8% below
20-day: 53.3% above, 46.7% below
50-day: 66.3% above, 33.7% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 11:17 am ET)
MATE(32): 1.07% Top=EXP SPF USG CVA PHM KBH VMC LEN ….. MTZ RYN DAR RSG WY WM FAST PWR=Bottom (Materials & Construction)
TRAN(29): 0.82% Top=DAL XPO GBX UAL TRN SWFT JBLU LUV ….. NSC JBHT CSX UNP HUBG GLNG CNW TGP=Bottom (Transportation)
ENER(115): 0.55% Top=FTI SN AREX XEC TSO APC MPC BCEI ….. EOG NS REXX SD RIG NFG KEG OII=Bottom (Energy)
META(26): 0.54% Top=X SWC PAAS AKS CCJ SSRI EGO RGLD ….. ABX TCK NUE CNX AA NEM CMC BTU=Bottom (Metals & Mining)
COSW(77): 0.53% Top=NQ SFUN LNKD MDRX TRLA CVLT FB AWAY ….. RP FFIV GWRE VEEV XRX FEYE EA GLUU=Bottom (Computer Software/Internet)
INSU(34): 0.49% Top=AGO MBI ACE MTG CLGX RDN GNW UNM ….. AHL FNF BRO TMK PRU MET PGR FAF=Bottom (Insurance)
DISV(45): 0.45% Top=RHI ATHN MYGN ADT BAH LDOS FLT VNTV ….. TYC URS ULTA MA RRD ACM WTW R=Bottom (Diversified Services)
HEAL(52): 0.36% Top=ISRG VAR OPK DXCM ZMH WMGI AMSG COO ….. LH HUM THC ESC BKD MR KND ESRX=Bottom (Health)
RETA(67): 0.23% Top=GME RH DANG FINL MELI ANN TJX BBY ….. TFM GNC SIG FIVE SFM CAB DKS BURL=Bottom (Retail & Specialty Retail)
FINA(89): 0.14% Top=SEIC NYCB GHL C MS PHH WETF BX ….. FII FMER FNGN BXS DFS JNS GGAL FULT=Bottom (Banks/Financials)
CHEM(30): 0.14% Top=APD DOW DD TROX WPZ POT CE EMN ….. GRA RPM CF VAL OLN PX MON AXLL=Bottom (Chemicals/Fertilizers)
REAL(77): 0.12% Top=EJ KRG BEE DLR JOE GGP RLGY CBL ….. AVB SPG SHO LPT GLPI SIR HTS HPT=Bottom (Real Estate)
CONS(58): 0.09% Top=KS UFS HAR SCSS TPX PKG IP RKT ….. CL NUS MAT CROX PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): 0.07% Top=OWW QUNR EXPE DRI MPEL MGM LQ MAR ….. BYI SIX BLMN LTM PNRA PNK EAT MCD=Bottom (Leisure)
MANU(43): -0.18% Top=MIDD CFX MRC TEX BWC SWK BGC ETN ….. JKS PCP CAT DE WWD AGCO ATI DRC=Bottom (Manufacturing)
COHW(46): -0.47% Top=AAPL SSYS BCE GOGO CCI CTL EMC QCOM ….. RKUS COMM XLS FNSR LXK CIEN JDSU JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.42% Top=CODE BRCM INVN JASO AMBA SCTY SPWR TSL ….. FCS ALTR CAVM IDTI LLTC TEL FSL 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 11:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:50 am 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
21.1% of stocks are above yesterday’s high.
56.7% are above yesterday’s midpoint. (43.3% are below.)
13.9% are below yesterday’s low.
65.0% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
39.8% of stocks with today’s low < yesterday’s low. (60.2% greater than).

EVIDENCE OF INTRADAY TREND
49.7% of stocks are above today’s open. (46.6% are below).
44.2% of stocks are above today’s open and yesterday’s close.
34.4% 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
16.7% of stocks are in the top 10% of today’s range.
29.4% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
8.9% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
59.8% of stocks are above yesterday’s close. (40.2% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
81.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.2%…>=90:17.2%…>=80:36.0%…>=50:71.4%…<=20:9.6%…<=10:4.4%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:57.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:58.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.1% above previous 1 highs, 13.9% below previous 1 lows
19.5% above previous 2 highs, 7.6% below previous 2 lows
17.4% above previous 3 highs, 6.1% below previous 3 lows
15.5% above previous 4 highs, 5.2% below previous 4 lows
12.9% above previous 5 highs, 4.9% below previous 5 lows
12.4% above previous 6 highs, 4.5% below previous 6 lows
11.9% above previous 7 highs, 4.4% below previous 7 lows
11.7% above previous 8 highs, 4.1% below previous 8 lows
11.5% above previous 9 highs, 3.6% below previous 9 lows
10.0% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.8% are above or equal to 7/22 close (1 days ago), 40.2% are below.
73.5% are above or equal to 7/21 close (2 days ago), 26.5% are below.
64.1% are above or equal to 7/18 close (3 days ago), 35.9% are below.
81.3% are above or equal to 7/17 close (4 days ago), 18.7% are below.
59.7% are above or equal to 7/16 close (5 days ago), 40.3% are below.
61.5% are above or equal to 7/15 close (6 days ago), 38.5% are below.
56.8% are above or equal to 7/14 close (7 days ago), 43.2% are below.
61.1% are above or equal to 7/11 close (8 days ago), 38.9% are below.
60.7% are above or equal to 7/10 close (9 days ago), 39.3% are below.
51.5% are above or equal to 7/9 close (10 days ago), 48.5% are below.
55.4% are above or equal to 7/8 close (11 days ago), 44.6% are below.
46.1% are above or equal to 7/7 close (12 days ago), 53.9% are below.
38.0% are above or equal to 7/3 close (13 days ago), 62.0% are below.
43.2% are above or equal to 7/2 close (14 days ago), 56.8% are below.
41.6% are above or equal to 7/1 close (15 days ago), 58.4% are below.
46.6% are above or equal to 6/30 close (16 days ago), 53.4% are below.
50.1% are above or equal to 6/27 close (17 days ago), 49.9% are below.
54.1% are above or equal to 6/26 close (18 days ago), 45.9% are below.
52.2% are above or equal to 6/25 close (19 days ago), 47.8% are below.
56.1% are above or equal to 6/24 close (20 days ago), 43.9% are below.
48.0% are above or equal to 6/23 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.0% new highs, 6.8% new lows
21d: 10.9% new highs, 6.8% new lows
42d: 9.6% new highs, 4.1% new lows
63d: 9.2% new highs, 3.2% new lows
126d: 7.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.7% above, 42.3% below
3-day: 71.0% above, 29.0% below
4-day: 69.2% above, 30.8% below
5-day: 75.4% above, 24.6% below
8-day: 67.2% above, 32.8% below
10-day: 64.9% above, 35.1% below
20-day: 52.2% above, 47.8% below
50-day: 66.2% above, 33.8% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 10:50 am ET)
MATE(32): 0.87% Top=EXP PHM USG KBH CVA SPF LEN RYL ….. DAR MTZ RYN RSG WY WM FAST PWR=Bottom (Materials & Construction)
TRAN(29): 0.76% Top=DAL AAL XPO JBLU UAL GBX LUV TRN ….. TDW CSX UNP GLNG JBHT NSC CNW TGP=Bottom (Transportation)
META(26): 0.51% Top=X SWC AKS PAAS SSRI SLCA EGO CCJ ….. TCK AUY ABX CNX NEM NUE CMC BTU=Bottom (Metals & Mining)
INSU(34): 0.43% Top=AGO MBI ACE RDN CLGX MTG FNF UNM ….. AIZ TRV MET BRO AHL TMK PGR FAF=Bottom (Insurance)
COSW(77): 0.38% Top=NQ SFUN LNKD MDRX VMW AWAY FB ATVI ….. QLIK FFIV RP XRX MKTO FEYE EA GLUU=Bottom (Computer Software/Internet)
HEAL(52): 0.34% Top=ISRG OPK VAR PODD DXCM ZMH WMGI HOLX ….. DGX MR CYH BKD ESC KND THC ESRX=Bottom (Health)
DISV(45): 0.32% Top=RHI ATHN MYGN LDOS AAN ADT BAH HPY ….. RRD WOOF Z ULTA ACM AL WTW R=Bottom (Diversified Services)
ENER(115): 0.28% Top=FTI PDCE SN PSX XEC RGP MPC CRK ….. EGN NOV BWP NFG RIG LPI OII KEG=Bottom (Energy)
CHEM(30): 0.26% Top=APD DOW TROX DD POT PPG SHW WPZ ….. MEOH VAL AGU GRA OLN PX MON AXLL=Bottom (Chemicals/Fertilizers)
RETA(67): 0.18% Top=RH GME FINL ANN TCS TJX MELI M ….. AMZN SIG GNC TFM SFM DKS CAB BURL=Bottom (Retail & Specialty Retail)
FINA(89): 0.14% Top=SEIC NYCB C WETF MS GHL SNV AMTD ….. PACW BXS FII FMER DFS JNS FULT GGAL=Bottom (Banks/Financials)
REAL(77): 0.05% Top=EJ KRG CYS BEE DLR CBL JOE IVR ….. SPG AVB LPT SHO SIR GLPI HPT HTS=Bottom (Real Estate)
CONS(58): 0.02% Top=KS SCSS TPX UFS HAR PKG CRI FOSL ….. CL CROX NUS MAT PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): 0.01% Top=OWW QUNR EXPE YUM DRI HOT LQ RCL ….. WYNN BYI BLMN LTM PNRA PNK MCD EAT=Bottom (Leisure)
MANU(43): -0.22% Top=MIDD CFX MRC TEX DDD BWC MHK SWK ….. DE CAT JKS WWD PCP AGCO ATI DRC=Bottom (Manufacturing)
COHW(46): -0.44% Top=AAPL SSYS BCE EMC CAMP CCI CTL WIN ….. RKUS XLS COMM FNSR JDSU LXK CIEN JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.29% Top=INVN CODE BRCM JASO AMBA SCTY SPWR GRMN ….. ADI CAVM ALTR IDTI FSL LLTC TEL 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 10:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:46 am

Market Stats at 9:45 am ET
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
7.4% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
22.0% are below yesterday’s low.
70.6% are inside yesterday’s range.
23.5% of stocks with today’s high > yesterday’s high. (76.5% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND
24.8% of stocks are above today’s open. (72.8% are below).
19.3% of stocks are above today’s open and yesterday’s close.
59.9% are below both.
9.2% of stocks opened above yesterday’s high.
60.0% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
10.8% are in the top 20%.
29.1% are in the top half. 70.9% of stocks are in the bottom half of today’s range.
40.3% are in the bottom 20%.
23.5% are in the bottom 10%.

GAIN
34.4% of stocks are above yesterday’s close. (65.6% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 1.3% are down 3.5% or more.
84.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:8.5%…>=80:19.4%…>=50:55.9%…<=20:13.6%…<=10:5.2%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:52.2%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:53.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.4% above previous 1 highs, 22.0% below previous 1 lows
7.0% above previous 2 highs, 9.6% below previous 2 lows
6.1% above previous 3 highs, 7.5% below previous 3 lows
5.3% above previous 4 highs, 6.2% below previous 4 lows
4.5% above previous 5 highs, 5.5% below previous 5 lows
4.2% above previous 6 highs, 5.5% below previous 6 lows
4.2% above previous 7 highs, 5.4% below previous 7 lows
4.2% above previous 8 highs, 5.2% below previous 8 lows
4.1% above previous 9 highs, 4.8% below previous 9 lows
4.0% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.4% are above or equal to 7/22 close (1 days ago), 65.6% are below.
63.6% are above or equal to 7/21 close (2 days ago), 36.4% are below.
54.8% are above or equal to 7/18 close (3 days ago), 45.2% are below.
76.7% are above or equal to 7/17 close (4 days ago), 23.3% are below.
52.7% are above or equal to 7/16 close (5 days ago), 47.3% are below.
55.7% are above or equal to 7/15 close (6 days ago), 44.3% are below.
49.4% are above or equal to 7/14 close (7 days ago), 50.6% are below.
56.0% are above or equal to 7/11 close (8 days ago), 44.0% are below.
55.7% are above or equal to 7/10 close (9 days ago), 44.3% are below.
46.4% are above or equal to 7/9 close (10 days ago), 53.6% are below.
49.8% are above or equal to 7/8 close (11 days ago), 50.2% are below.
41.7% are above or equal to 7/7 close (12 days ago), 58.3% are below.
34.9% are above or equal to 7/3 close (13 days ago), 65.1% are below.
40.6% are above or equal to 7/2 close (14 days ago), 59.4% are below.
39.1% are above or equal to 7/1 close (15 days ago), 60.9% are below.
44.1% are above or equal to 6/30 close (16 days ago), 55.9% are below.
46.3% are above or equal to 6/27 close (17 days ago), 53.7% are below.
50.4% are above or equal to 6/26 close (18 days ago), 49.6% are below.
49.1% are above or equal to 6/25 close (19 days ago), 50.9% are below.
53.0% are above or equal to 6/24 close (20 days ago), 47.0% are below.
45.7% are above or equal to 6/23 close (21 days ago), 54.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 5.2% new lows
21d: 8.0% new highs, 5.2% new lows
42d: 7.1% new highs, 3.2% new lows
63d: 6.7% new highs, 2.5% new lows
126d: 5.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.8% above, 67.2% below
3-day: 54.8% above, 45.2% below
4-day: 56.2% above, 43.8% below
5-day: 64.9% above, 35.1% below
8-day: 58.7% above, 41.3% below
10-day: 56.4% above, 43.6% below
20-day: 47.7% above, 52.3% below
50-day: 63.6% above, 36.4% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(29): 0.27% Top=DAL UAL AAL SWFT JBLU SAVE LUV WERN ….. ODFL JBHT EXPD CNI GBX CNW CSX TGP=Bottom (Transportation)
HEAL(52): 0.12% Top=ISRG OPK TMO BCR DXCM EW COO VAR ….. HCA MOH PKI BKD CYH ESRX THC KND=Bottom (Health)
REAL(77): 0.02% Top=EJ PLD DLR CYS AGNC CBL DCT HCP ….. CBG LPT GLPI SHO DRH SIR HPT HTS=Bottom (Real Estate)
DISV(45): 0.00% Top=RHI MYGN CATM ATHN MAN CXW HTZ AAN ….. URS TYC Z AL ACM ALLE R WTW=Bottom (Diversified Services)
COSW(76): -0.07% Top=SFUN VMW MDRX LNKD FB ATVI SINA CA ….. CSOD FFIV NCR QLIK CDNS XRX EA FEYE=Bottom (Computer Software/Internet)
META(26): -0.07% Top=PAAS TCK RGLD ABX CCJ EGO AEM SCCO ….. AA FCX HSC CNX AKS BTU CMC CLF=Bottom (Metals & Mining)
CHEM(30): -0.10% Top=APD DOW WLK EMN POL PPG GRA ASH ….. HUN OLN MEOH CHMT MON PX GPRE AXLL=Bottom (Chemicals/Fertilizers)
RETA(67): -0.11% Top=FINL GME TJX MELI GPS KSS KORS SBH ….. SHLD CPRT DKS PIR FIVE WFM TFM CAB=Bottom (Retail & Specialty Retail)
ENER(115): -0.13% Top=FTI FANG PDCE HLX PAGP EPD RGP PVA ….. AREX EXH EXXI APA WFT SPN HOS KEG=Bottom (Energy)
INSU(34): -0.17% Top=ACE CB AGO L WSH CLGX ALL FNF ….. GNW CNO TMK RDN MET PRU FAF LNC=Bottom (Insurance)
LEIS(33): -0.30% Top=OWW QUNR YUM EXPE DPZ LQ HOT MPEL ….. SONC RCL LVS PNK MGM MCD CAKE EAT=Bottom (Leisure)
FINA(89): -0.32% Top=SEIC NYCB OCN ARCC KEY WETF SBNY CIT ….. FMER ICE PVTB DFS BXS JNS GGAL FULT=Bottom (Banks/Financials)
MATE(32): -0.38% Top=CVA FLR USG RYN BECN MTZ DAR WY ….. VMC TOL RYL MTH DHI TPH TREX EXP=Bottom (Materials & Construction)
CONS(58): -0.55% Top=PKG HAR KMB HBI KS IP VFC CRI ….. FBHS UA CCK NUS SCSS AVP WHR IRBT=Bottom (Consumer)
MANU(43): -0.59% Top=CFX AOS DDD MIDD BWC MRC HON ZBRA ….. WWD DE AGCO CAT PCP JOY ATI DRC=Bottom (Manufacturing)
COHW(46): -0.86% Top=EMC AAPL BBRY BCE CCI WIN QCOM SSYS ….. CRAY FNSR INFN RKUS JDSU CIEN LXK JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.64% Top=BRCM CODE CSIQ CPHD GRMN SNPS OVTI TSL ….. FCS LLTC IDTI CAVM ALTR FSL TEL 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 9:45 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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