daytrend

08/01/2014

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

Closing Stats
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.7% of stocks are above yesterday’s high.
18.0% are above yesterday’s midpoint. (82.0% are below.)
47.5% are below yesterday’s low.
47.9% are inside yesterday’s range.
15.6% of stocks with today’s high > yesterday’s high. (84.4% less than).
79.8% of stocks with today’s low < yesterday’s low. (20.2% greater than).

EVIDENCE OF INTRADAY TREND
42.4% of stocks are above today’s open. (57.0% are below).
33.0% of stocks are above today’s open and yesterday’s close.
54.1% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.9% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
44.7% are in the top half. 55.3% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN
36.6% of stocks are above yesterday’s close. (63.4% are below.)
1.0% are up 4.5% or more. 1.8% are down 4.5% or more.
1.2% are up 3.5% or more. 3.7% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:1.4%…>=80:3.1%…>=50:14.0%…<=20:58.0%…<=10:40.3%…<=5:26.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:18.0%…<=20:8.6%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.4%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.7% above previous 1 highs, 47.5% below previous 1 lows
2.3% above previous 2 highs, 45.5% below previous 2 lows
1.8% above previous 3 highs, 43.1% below previous 3 lows
1.8% above previous 4 highs, 39.9% below previous 4 lows
1.4% above previous 5 highs, 38.5% below previous 5 lows
1.2% above previous 6 highs, 36.6% below previous 6 lows
1.2% above previous 7 highs, 33.2% below previous 7 lows
1.1% above previous 8 highs, 32.5% below previous 8 lows
1.1% above previous 9 highs, 30.8% below previous 9 lows
1.1% above previous 10 highs, 29.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.6% are above or equal to 7/31 close (1 days ago), 63.4% are below.
9.2% are above or equal to 7/30 close (2 days ago), 90.8% are below.
14.1% are above or equal to 7/29 close (3 days ago), 85.9% are below.
15.2% are above or equal to 7/28 close (4 days ago), 84.8% are below.
17.7% are above or equal to 7/25 close (5 days ago), 82.3% are below.
15.0% are above or equal to 7/24 close (6 days ago), 85.0% are below.
19.7% are above or equal to 7/23 close (7 days ago), 80.3% are below.
21.2% are above or equal to 7/22 close (8 days ago), 78.8% are below.
26.2% are above or equal to 7/21 close (9 days ago), 73.8% are below.
24.1% are above or equal to 7/18 close (10 days ago), 75.9% are below.
32.8% are above or equal to 7/17 close (11 days ago), 67.2% are below.
25.5% are above or equal to 7/16 close (12 days ago), 74.5% are below.
27.7% are above or equal to 7/15 close (13 days ago), 72.3% are below.
24.5% are above or equal to 7/14 close (14 days ago), 75.5% are below.
28.1% are above or equal to 7/11 close (15 days ago), 71.9% are below.
29.0% are above or equal to 7/10 close (16 days ago), 71.0% are below.
25.8% are above or equal to 7/9 close (17 days ago), 74.2% are below.
27.7% are above or equal to 7/8 close (18 days ago), 72.3% are below.
22.9% are above or equal to 7/7 close (19 days ago), 77.1% are below.
20.6% are above or equal to 7/3 close (20 days ago), 79.4% are below.
22.4% are above or equal to 7/2 close (21 days ago), 77.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.8% new highs, 45.0% new lows
21d: 1.8% new highs, 44.6% new lows
42d: 1.3% new highs, 29.4% new lows
63d: 1.1% new highs, 16.0% new lows
126d: 0.7% new highs, 6.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.6% above, 64.4% below
3-day: 13.1% above, 86.9% below
4-day: 12.2% above, 87.8% below
5-day: 13.3% above, 86.7% below
8-day: 14.1% above, 85.9% below
10-day: 15.7% above, 84.3% below
20-day: 21.0% above, 79.0% below
50-day: 29.7% above, 70.3% below
200-day: 55.4% above, 44.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 Closing)
MATE(31): 0.45% Top=AWI BZH MAS MLM USG RYL PWR DAR ….. FAST MDC MTH WM DHI TPH MDR RYN=Bottom (Materials & Construction)
META(26): 0.32% Top=EGO CENX AUY AEM NEM GG RGLD ABX ….. CLF NUE TCK CMC FCX STLD SCCO CCJ=Bottom (Metals & Mining)
CONS(59): 0.14% Top=ENR PG CLX KS CHD BERY FL WWW ….. VFC CRI CCK PAY BC PVH GT COH=Bottom (Consumer)
ELEC(59): 0.13% Top=OVTI CPHD ONNN SWKS AMKR ATML MCHP TQNT ….. FSL SCTY INVN SUNE JASO TSL CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.08% Top=GPRE HUN GRA CF APD CHMT TROX ALB ….. EMN AGU WPZ SHW RPM POT ASH MEOH=Bottom (Chemicals/Fertilizers)
LEIS(28): -0.01% Top=EXPE HOT YUM PNRA OWW CCL DNKN QUNR ….. SBUX EAT WYNN LVS LTM MGM DPZ MPEL=Bottom (Leisure)
TRAN(28): -0.09% Top=AAL ALK JBLU UAL GLNG EXPD TRN LUV ….. GBX HA CSX KSU CNI JBHT CP XPO=Bottom (Transportation)
INSU(38): -0.14% Top=FNF AXS AHL RNR RE FAF ORI VR ….. CLGX CNO PGR AFL PRU UNM LNC MBI=Bottom (Insurance)
REAL(80): -0.18% Top=EJ HCN NRF NLY ARCP CYS AGNC HCP ….. KRC RPAI DEI ACC AMH OFC RLGY AIV=Bottom (Real Estate)
DISV(51): -0.23% Top=TTEK MYGN XRS CAR MA ULTA R VNTV ….. ADS FLT HTZ ALLE RRD ATHN ADT WTW=Bottom (Diversified Services)
RETA(63): -0.33% Top=JCP WAG KMX FINL GNC DG PAG RAD ….. SFM BBY AMZN SHLD ANF FIVE BBBY AEO=Bottom (Retail & Specialty Retail)
HEAL(55): -0.44% Top=EW HNT AET DVA WLP HUM CI KND ….. ALGN IRWD BSX SPNC EVHC MD PKI RMD=Bottom (Health)
MANU(41): -0.64% Top=MHK GE AOS ITT TKR ATI PCP CFX ….. ETN JOY FLS RXN BGC JKS MRC DDD=Bottom (Manufacturing)
COHW(45): -0.92% Top=SYNA XLS UBNT CAMP TMUS SNDK COMM AAPL ….. CIEN GOGO SSYS RKUS PANW PLCM INFN ARRS=Bottom (Computer Hardware/Telecom)
FINA(85): -0.96% Top=WETF CBOE JNS SLM FRC IVZ ACAS CME ….. MS LAZ FITB PACW GGAL FNGN WU OCN=Bottom (Banks/Financials)
ENER(119): -1.38% Top=SPN PES RGP SFY DO HLX NFG UPL ….. MTDR WLL SN SGY GDP RSPP ATHL BBG=Bottom (Energy)
COSW(85): -1.49% Top=LNKD AOL CVLT CDNS NCR PTC CTSH RHT ….. SINA PFPT MKTO DATA VEEV SPLK FEYE WWWW=Bottom (Computer Software/Internet)

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

Filed under: Market Stats — daytrend @ 1:52 pm

Market Stats at 2:52 pm ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.6% of stocks are above yesterday’s high.
19.9% are above yesterday’s midpoint. (80.1% are below.)
45.7% are below yesterday’s low.
49.7% are inside yesterday’s range.
15.3% of stocks with today’s high > yesterday’s high. (84.7% less than).
79.5% of stocks with today’s low < yesterday’s low. (20.5% greater than).

EVIDENCE OF INTRADAY TREND
44.7% of stocks are above today’s open. (54.2% are below).
34.1% of stocks are above today’s open and yesterday’s close.
51.2% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.6% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
50.2% are in the top half. 49.8% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
37.8% of stocks are above yesterday’s close. (62.2% are below.)
0.8% are up 4.5% or more. 2.2% are down 4.5% or more.
1.5% are up 3.5% or more. 3.8% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.5%…>=80:3.3%…>=50:13.5%…<=20:57.4%…<=10:38.7%…<=5:25.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:18.5%…<=20:7.6%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:22.3%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.6% above previous 1 highs, 45.7% below previous 1 lows
2.1% above previous 2 highs, 43.8% below previous 2 lows
1.7% above previous 3 highs, 41.7% below previous 3 lows
1.5% above previous 4 highs, 38.8% below previous 4 lows
1.2% above previous 5 highs, 37.2% below previous 5 lows
1.0% above previous 6 highs, 35.0% below previous 6 lows
1.0% above previous 7 highs, 31.9% below previous 7 lows
1.0% above previous 8 highs, 31.1% below previous 8 lows
1.0% above previous 9 highs, 29.0% below previous 9 lows
1.0% above previous 10 highs, 28.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.8% are above or equal to 7/31 close (1 days ago), 62.2% are below.
9.2% are above or equal to 7/30 close (2 days ago), 90.8% are below.
14.0% are above or equal to 7/29 close (3 days ago), 86.0% are below.
15.4% are above or equal to 7/28 close (4 days ago), 84.6% are below.
17.7% are above or equal to 7/25 close (5 days ago), 82.3% are below.
14.8% are above or equal to 7/24 close (6 days ago), 85.2% are below.
19.9% are above or equal to 7/23 close (7 days ago), 80.1% are below.
21.0% are above or equal to 7/22 close (8 days ago), 79.0% are below.
25.7% are above or equal to 7/21 close (9 days ago), 74.3% are below.
24.4% are above or equal to 7/18 close (10 days ago), 75.6% are below.
33.2% are above or equal to 7/17 close (11 days ago), 66.8% are below.
26.0% are above or equal to 7/16 close (12 days ago), 74.0% are below.
27.6% are above or equal to 7/15 close (13 days ago), 72.4% are below.
25.4% are above or equal to 7/14 close (14 days ago), 74.6% are below.
28.7% are above or equal to 7/11 close (15 days ago), 71.3% are below.
29.6% are above or equal to 7/10 close (16 days ago), 70.4% are below.
25.9% are above or equal to 7/9 close (17 days ago), 74.1% are below.
28.2% are above or equal to 7/8 close (18 days ago), 71.8% are below.
23.0% are above or equal to 7/7 close (19 days ago), 77.0% are below.
20.7% are above or equal to 7/3 close (20 days ago), 79.3% are below.
22.8% are above or equal to 7/2 close (21 days ago), 77.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 44.6% new lows
21d: 1.7% new highs, 44.3% new lows
42d: 1.3% new highs, 29.1% new lows
63d: 1.1% new highs, 15.9% new lows
126d: 0.7% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.4% above, 63.6% below
3-day: 13.4% above, 86.6% below
4-day: 12.2% above, 87.8% below
5-day: 13.3% above, 86.7% below
8-day: 13.9% above, 86.1% below
10-day: 15.0% above, 85.0% below
20-day: 21.3% above, 78.7% below
50-day: 30.0% above, 70.0% below
200-day: 55.5% above, 44.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 2:52 pm ET)
MATE(31): 0.49% Top=AWI BZH RYL MAS MLM DAR PWR EXP ….. WY MDC MTH WM MDR TPH DHI RYN=Bottom (Materials & Construction)
META(26): 0.39% Top=EGO CENX AUY GG AEM RGLD NEM ABX ….. TCK CLF SLCA FCX CMC SCCO STLD CCJ=Bottom (Metals & Mining)
CONS(59): 0.20% Top=PG ENR CHD KS CLX CL KMB BERY ….. CRI HAR PAY PVH CCK BC COH GT=Bottom (Consumer)
CHEM(30): 0.13% Top=GPRE HUN GRA TROX APD AXLL CF ALB ….. AGU POL SHW WPZ RPM POT ASH MEOH=Bottom (Chemicals/Fertilizers)
REAL(80): 0.10% Top=EJ HCN NRF NLY CYS VTR HCP DFT ….. HLSS RPAI DEI AMH ACC OFC RLGY AIV=Bottom (Real Estate)
INSU(38): -0.03% Top=AXS FNF RNR AHL RE CB ORI AGO ….. RDN CNO MET AFL PRU UNM MBI LNC=Bottom (Insurance)
ELEC(59): -0.07% Top=OVTI SWKS CPHD AMKR ONNN MCHP ATML TQNT ….. SCTY INVN FSL SUNE JASO TSL CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): -0.07% Top=EXPE HOT YUM PNRA CCL OWW WYN DNKN ….. EAT BLMN WYNN LVS LTM MGM DPZ MPEL=Bottom (Leisure)
DISV(51): -0.38% Top=TTEK XRS MYGN MA CAR R SCI V ….. Z HTZ RRD FLT ALLE ADT ATHN WTW=Bottom (Diversified Services)
TRAN(28): -0.40% Top=TRN EXPD AAL CHRW GLNG ALK UPS LUV ….. GBX CSX CNI KSU JBHT CP HA XPO=Bottom (Transportation)
RETA(63): -0.43% Top=JCP FINL KMX WAG GNC RH DG KR ….. BBY SFM AMZN SHLD ANF FIVE BBBY AEO=Bottom (Retail & Specialty Retail)
HEAL(55): -0.44% Top=HNT EW AET DVA WLP CI HUM UNH ….. BSX IRWD EVHC MD ZLTQ SPNC PKI RMD=Bottom (Health)
MANU(41): -0.55% Top=MHK AOS ATI GE TKR SWK PCP BWC ….. FLS TEX JOY RXN GNRC MRC JKS DDD=Bottom (Manufacturing)
FINA(85): -0.94% Top=WETF JNS CBOE FRC SLM IVZ CME EV ….. MS FITB FULT GGAL PACW WU FNGN OCN=Bottom (Banks/Financials)
COHW(45): -0.94% Top=SYNA XLS SNDK TMUS CAMP AAPL MSI UBNT ….. NSR PLCM VIP PANW SSYS INFN GOGO ARRS=Bottom (Computer Hardware/Telecom)
ENER(119): -1.12% Top=RGP SPN UPL NFG HLX DO SFY CRK ….. OAS SGY GDP SN WLL RSPP ATHL BBG=Bottom (Energy)
COSW(85): -1.61% Top=LNKD AOL CVLT CDNS NCR CSC EA PTC ….. CSOD DATA LOCK MKTO SPLK VEEV FEYE WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:52 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 2:22 pm ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
5.6% of stocks are above yesterday’s high.
21.8% are above yesterday’s midpoint. (78.2% are below.)
42.5% are below yesterday’s low.
51.9% are inside yesterday’s range.
14.8% of stocks with today’s high > yesterday’s high. (85.2% less than).
79.4% of stocks with today’s low < yesterday’s low. (20.6% greater than).

EVIDENCE OF INTRADAY TREND
48.0% of stocks are above today’s open. (50.5% are below).
36.7% of stocks are above today’s open and yesterday’s close.
47.0% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.5% of stocks are in the top 10% of today’s range.
19.7% are in the top 20%.
55.9% are in the top half. 44.1% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN
41.5% of stocks are above yesterday’s close. (58.5% are below.)
0.9% are up 4.5% or more. 1.6% are down 4.5% or more.
1.4% are up 3.5% or more. 3.6% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.4%…>=80:3.4%…>=50:14.7%…<=20:53.6%…<=10:35.2%…<=5:23.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:19.0%…<=20:6.8%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:22.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.6% above previous 1 highs, 42.5% below previous 1 lows
2.1% above previous 2 highs, 40.8% below previous 2 lows
1.6% above previous 3 highs, 38.7% below previous 3 lows
1.6% above previous 4 highs, 36.2% below previous 4 lows
1.3% above previous 5 highs, 34.8% below previous 5 lows
1.1% above previous 6 highs, 32.5% below previous 6 lows
1.1% above previous 7 highs, 29.9% below previous 7 lows
1.1% above previous 8 highs, 29.1% below previous 8 lows
1.1% above previous 9 highs, 27.0% below previous 9 lows
1.1% above previous 10 highs, 25.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.5% are above or equal to 7/31 close (1 days ago), 58.5% are below.
9.8% are above or equal to 7/30 close (2 days ago), 90.2% are below.
14.3% are above or equal to 7/29 close (3 days ago), 85.7% are below.
16.6% are above or equal to 7/28 close (4 days ago), 83.4% are below.
18.9% are above or equal to 7/25 close (5 days ago), 81.1% are below.
15.4% are above or equal to 7/24 close (6 days ago), 84.6% are below.
20.4% are above or equal to 7/23 close (7 days ago), 79.6% are below.
22.0% are above or equal to 7/22 close (8 days ago), 78.0% are below.
27.0% are above or equal to 7/21 close (9 days ago), 73.0% are below.
25.5% are above or equal to 7/18 close (10 days ago), 74.5% are below.
34.0% are above or equal to 7/17 close (11 days ago), 66.0% are below.
26.5% are above or equal to 7/16 close (12 days ago), 73.5% are below.
28.6% are above or equal to 7/15 close (13 days ago), 71.4% are below.
26.1% are above or equal to 7/14 close (14 days ago), 73.9% are below.
29.7% are above or equal to 7/11 close (15 days ago), 70.3% are below.
30.4% are above or equal to 7/10 close (16 days ago), 69.6% are below.
26.7% are above or equal to 7/9 close (17 days ago), 73.3% are below.
29.1% are above or equal to 7/8 close (18 days ago), 70.9% are below.
23.4% are above or equal to 7/7 close (19 days ago), 76.6% are below.
21.0% are above or equal to 7/3 close (20 days ago), 79.0% are below.
23.1% are above or equal to 7/2 close (21 days ago), 76.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 44.5% new lows
21d: 1.7% new highs, 44.2% new lows
42d: 1.3% new highs, 29.0% new lows
63d: 1.1% new highs, 15.9% new lows
126d: 0.7% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.0% above, 60.0% below
3-day: 14.6% above, 85.4% below
4-day: 12.7% above, 87.3% below
5-day: 13.7% above, 86.3% below
8-day: 14.6% above, 85.4% below
10-day: 16.0% above, 84.0% below
20-day: 22.2% above, 77.8% below
50-day: 30.0% above, 70.0% below
200-day: 56.6% above, 43.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 2:22 pm ET)
MATE(31): 0.62% Top=AWI BZH MAS MLM RYL DAR EXP PWR ….. SPF WM MTH MDC MDR DHI TPH RYN=Bottom (Materials & Construction)
META(26): 0.54% Top=EGO CENX AUY GG AEM RGLD ABX NEM ….. TCK SLCA NUE CMC FCX SCCO STLD CCJ=Bottom (Metals & Mining)
CONS(59): 0.28% Top=PG ENR CHD KS CLX CL UA KMB ….. CRI HAR CCK PAY BC PVH COH GT=Bottom (Consumer)
CHEM(30): 0.25% Top=GPRE HUN GRA ALB TROX APD CF AXLL ….. POL OLN AGU SHW RPM POT ASH MEOH=Bottom (Chemicals/Fertilizers)
ELEC(59): 0.08% Top=OVTI AMKR SWKS CPHD ATML MCHP ONNN TQNT ….. SUNE INVN FSL SCTY JASO TSL CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): 0.05% Top=FNF AXS RNR AHL RE CB ORI VR ….. CNO RDN BRO AFL PRU UNM MBI LNC=Bottom (Insurance)
REAL(80): 0.04% Top=EJ HCN NRF NLY VTR CYS CBG HCP ….. KRG PDM KRC DEI AIV RLGY OFC ACC=Bottom (Real Estate)
LEIS(28): 0.02% Top=EXPE HOT PNRA CCL YUM OWW QUNR WYN ….. EAT BLMN LVS WYNN MGM LTM MPEL DPZ=Bottom (Leisure)
TRAN(28): -0.14% Top=AAL TRN ALK EXPD CHRW GLNG DAL LUV ….. WAB CSX KSU CNI JBHT HA CP XPO=Bottom (Transportation)
DISV(51): -0.22% Top=TTEK XRS MYGN MA CAR R V ULTA ….. SBAC ADT RRD Z FLT ALLE ATHN WTW=Bottom (Diversified Services)
HEAL(55): -0.30% Top=AET HNT WLP DVA EW CI UNH HUM ….. THOR BSX EVHC SPNC ZLTQ MD PKI RMD=Bottom (Health)
RETA(63): -0.32% Top=JCP KMX FINL WAG RH GNC DG PAG ….. MELI AMZN SFM ANF BBBY FIVE SHLD AEO=Bottom (Retail & Specialty Retail)
MANU(41): -0.45% Top=MHK GE ATI AOS CFX PCP SWK PLL ….. JOY FLS TEX RXN GNRC JKS MRC DDD=Bottom (Manufacturing)
FINA(85): -0.80% Top=WETF JNS CBOE FRC SLM IVZ CME EV ….. AXP FITB FULT PACW GGAL WU FNGN OCN=Bottom (Banks/Financials)
COHW(45): -0.86% Top=SYNA XLS SNDK TMUS AAPL CAMP UBNT HRS ….. NSR INFN VIP PANW SSYS TDS GOGO ARRS=Bottom (Computer Hardware/Telecom)
ENER(119): -1.00% Top=SFY UPL SPN RGP MPC HLX DO NBL ….. EXXI OAS SN GDP WLL RSPP ATHL BBG=Bottom (Energy)
COSW(85): -1.44% Top=LNKD AOL NCR CVLT EA CDNS CSC MANH ….. ANGI DATA CSOD MKTO SPLK VEEV FEYE WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:22 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:56 pm

Market Stats at 1:56 pm ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.7% of stocks are above yesterday’s high.
18.5% are above yesterday’s midpoint. (81.5% are below.)
46.6% are below yesterday’s low.
48.8% are inside yesterday’s range.
14.3% of stocks with today’s high > yesterday’s high. (85.7% less than).
79.4% of stocks with today’s low < yesterday’s low. (20.6% greater than).

EVIDENCE OF INTRADAY TREND
42.4% of stocks are above today’s open. (56.1% are below).
31.9% of stocks are above today’s open and yesterday’s close.
52.7% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
45.6% are in the top half. 54.4% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
36.7% of stocks are above yesterday’s close. (63.3% are below.)
0.8% are up 4.5% or more. 2.1% are down 4.5% or more.
1.3% are up 3.5% or more. 4.2% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.3%…>=80:2.9%…>=50:12.8%…<=20:58.5%…<=10:39.3%…<=5:25.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:18.1%…<=20:7.5%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:22.1%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.7% above previous 1 highs, 46.6% below previous 1 lows
2.0% above previous 2 highs, 45.2% below previous 2 lows
1.5% above previous 3 highs, 42.9% below previous 3 lows
1.4% above previous 4 highs, 40.2% below previous 4 lows
1.3% above previous 5 highs, 38.5% below previous 5 lows
1.0% above previous 6 highs, 36.5% below previous 6 lows
1.0% above previous 7 highs, 33.9% below previous 7 lows
1.0% above previous 8 highs, 32.9% below previous 8 lows
1.0% above previous 9 highs, 30.9% below previous 9 lows
1.0% above previous 10 highs, 29.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.7% are above or equal to 7/31 close (1 days ago), 63.3% are below.
9.0% are above or equal to 7/30 close (2 days ago), 91.0% are below.
13.5% are above or equal to 7/29 close (3 days ago), 86.5% are below.
15.2% are above or equal to 7/28 close (4 days ago), 84.8% are below.
17.7% are above or equal to 7/25 close (5 days ago), 82.3% are below.
14.5% are above or equal to 7/24 close (6 days ago), 85.5% are below.
18.7% are above or equal to 7/23 close (7 days ago), 81.3% are below.
21.1% are above or equal to 7/22 close (8 days ago), 78.9% are below.
25.9% are above or equal to 7/21 close (9 days ago), 74.1% are below.
24.5% are above or equal to 7/18 close (10 days ago), 75.5% are below.
33.6% are above or equal to 7/17 close (11 days ago), 66.4% are below.
25.7% are above or equal to 7/16 close (12 days ago), 74.3% are below.
27.7% are above or equal to 7/15 close (13 days ago), 72.3% are below.
25.4% are above or equal to 7/14 close (14 days ago), 74.6% are below.
28.9% are above or equal to 7/11 close (15 days ago), 71.1% are below.
29.5% are above or equal to 7/10 close (16 days ago), 70.5% are below.
25.8% are above or equal to 7/9 close (17 days ago), 74.2% are below.
28.3% are above or equal to 7/8 close (18 days ago), 71.7% are below.
23.3% are above or equal to 7/7 close (19 days ago), 76.7% are below.
20.4% are above or equal to 7/3 close (20 days ago), 79.6% are below.
22.9% are above or equal to 7/2 close (21 days ago), 77.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 44.5% new lows
21d: 1.7% new highs, 44.2% new lows
42d: 1.3% new highs, 29.0% new lows
63d: 1.1% new highs, 15.9% new lows
126d: 0.7% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.3% above, 64.7% below
3-day: 12.7% above, 87.3% below
4-day: 11.5% above, 88.5% below
5-day: 12.2% above, 87.8% below
8-day: 13.5% above, 86.5% below
10-day: 14.1% above, 85.9% below
20-day: 21.6% above, 78.4% below
50-day: 29.8% above, 70.2% below
200-day: 56.0% above, 44.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 1:56 pm ET)
MATE(31): 0.47% Top=AWI BZH MAS MLM DAR EXP RYL OC ….. WM WCN MDC MTH DHI TPH MDR RYN=Bottom (Materials & Construction)
META(26): 0.42% Top=EGO CENX AUY GG AEM CNX RGLD NEM ….. CLF NUE SLCA SCCO FCX CMC CCJ STLD=Bottom (Metals & Mining)
CHEM(30): 0.21% Top=GPRE HUN ALB TROX GRA APD CHMT MON ….. POL OLN AGU SHW RPM POT ASH MEOH=Bottom (Chemicals/Fertilizers)
CONS(59): 0.20% Top=PG ENR CHD KS CLX CL MWV KMB ….. HAR CRI CCK BC PAY PVH COH GT=Bottom (Consumer)
REAL(80): 0.02% Top=EJ HCN NRF VTR NLY CYS HCP CBG ….. DEI KRC AIV HLSS AMH OFC RLGY ACC=Bottom (Real Estate)
LEIS(28): -0.05% Top=EXPE HOT YUM PNRA CCL QUNR OWW WYN ….. SBUX BLMN WYNN LVS MGM LTM DPZ MPEL=Bottom (Leisure)
INSU(38): -0.10% Top=AXS FNF AHL RNR RE CB VR L ….. CNO MET AFL PRU UNM RDN MBI LNC=Bottom (Insurance)
ELEC(59): -0.17% Top=OVTI MCHP SWKS RFMD TQNT AMKR ATML CPHD ….. AMBA FSL JASO INVN SCTY CSIQ TSL SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): -0.28% Top=AAL CHRW ALK DAL TRN UAL LUV GLNG ….. CSX KSU CNI WAB JBHT HA CP XPO=Bottom (Transportation)
DISV(51): -0.29% Top=TTEK XRS MYGN CAR MA ACM V R ….. TMH Z RRD FLT ALLE ADT ATHN WTW=Bottom (Diversified Services)
HEAL(55): -0.43% Top=AET DVA WLP HNT EW CI UNH HUM ….. DXCM EVHC IRWD SPNC MD ZLTQ RMD PKI=Bottom (Health)
RETA(63): -0.54% Top=JCP FINL KMX RH WAG GNC DG KR ….. SPLS AMZN SFM BBBY ANF FIVE SHLD AEO=Bottom (Retail & Specialty Retail)
MANU(41): -0.56% Top=MHK GE ATI PCP AOS CFX PLL TKR ….. AGCO JOY TEX RXN GNRC MRC JKS DDD=Bottom (Manufacturing)
FINA(85): -1.08% Top=WETF JNS CBOE FRC CME COF EV IVZ ….. TCB BXS FULT PACW WU FNGN GGAL OCN=Bottom (Banks/Financials)
COHW(45): -1.10% Top=SYNA XLS SNDK TMUS CAMP AAPL UBNT HRS ….. NSR INFN VIP TDS GOGO PANW SSYS ARRS=Bottom (Computer Hardware/Telecom)
ENER(119): -1.15% Top=RGP MPC DO SPN SFY UPL NBL NFG ….. CJES GDP EXXI WLL SN RSPP ATHL BBG=Bottom (Energy)
COSW(85): -1.76% Top=LNKD EA AOL CSC NCR CVLT CTSH MANH ….. LOCK DATA MKTO CSOD VEEV SPLK FEYE WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:56 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 1:37 pm ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
3.8% of stocks are above yesterday’s high.
16.3% are above yesterday’s midpoint. (83.7% are below.)
49.5% are below yesterday’s low.
46.7% are inside yesterday’s range.
13.9% of stocks with today’s high > yesterday’s high. (86.1% less than).
79.4% of stocks with today’s low < yesterday’s low. (20.6% greater than).

EVIDENCE OF INTRADAY TREND
39.7% of stocks are above today’s open. (59.3% are below).
30.1% of stocks are above today’s open and yesterday’s close.
56.0% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
39.7% are in the top half. 60.3% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN
34.6% of stocks are above yesterday’s close. (65.4% are below.)
0.8% are up 4.5% or more. 2.6% are down 4.5% or more.
1.0% are up 3.5% or more. 4.8% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.2%…>=80:2.6%…>=50:12.0%…<=20:60.8%…<=10:40.1%…<=5:26.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:17.4%…<=20:7.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:21.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.8% above previous 1 highs, 49.5% below previous 1 lows
1.5% above previous 2 highs, 47.3% below previous 2 lows
1.3% above previous 3 highs, 44.6% below previous 3 lows
1.2% above previous 4 highs, 41.7% below previous 4 lows
0.8% above previous 5 highs, 40.0% below previous 5 lows
0.8% above previous 6 highs, 37.8% below previous 6 lows
0.8% above previous 7 highs, 35.4% below previous 7 lows
0.8% above previous 8 highs, 34.6% below previous 8 lows
0.8% above previous 9 highs, 32.3% below previous 9 lows
0.8% above previous 10 highs, 31.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.6% are above or equal to 7/31 close (1 days ago), 65.4% are below.
8.3% are above or equal to 7/30 close (2 days ago), 91.7% are below.
12.6% are above or equal to 7/29 close (3 days ago), 87.4% are below.
14.3% are above or equal to 7/28 close (4 days ago), 85.7% are below.
16.5% are above or equal to 7/25 close (5 days ago), 83.5% are below.
14.8% are above or equal to 7/24 close (6 days ago), 85.2% are below.
18.9% are above or equal to 7/23 close (7 days ago), 81.1% are below.
20.5% are above or equal to 7/22 close (8 days ago), 79.5% are below.
25.1% are above or equal to 7/21 close (9 days ago), 74.9% are below.
23.8% are above or equal to 7/18 close (10 days ago), 76.2% are below.
32.8% are above or equal to 7/17 close (11 days ago), 67.2% are below.
25.4% are above or equal to 7/16 close (12 days ago), 74.6% are below.
27.1% are above or equal to 7/15 close (13 days ago), 72.9% are below.
24.7% are above or equal to 7/14 close (14 days ago), 75.3% are below.
28.3% are above or equal to 7/11 close (15 days ago), 71.7% are below.
28.6% are above or equal to 7/10 close (16 days ago), 71.4% are below.
25.2% are above or equal to 7/9 close (17 days ago), 74.8% are below.
27.4% are above or equal to 7/8 close (18 days ago), 72.6% are below.
22.2% are above or equal to 7/7 close (19 days ago), 77.8% are below.
20.5% are above or equal to 7/3 close (20 days ago), 79.5% are below.
22.6% are above or equal to 7/2 close (21 days ago), 77.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.6% new highs, 44.5% new lows
21d: 1.6% new highs, 44.2% new lows
42d: 1.3% new highs, 29.0% new lows
63d: 1.1% new highs, 15.9% new lows
126d: 0.7% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 33.4% above, 66.6% below
3-day: 11.2% above, 88.8% below
4-day: 10.5% above, 89.5% below
5-day: 11.2% above, 88.8% below
8-day: 12.7% above, 87.3% below
10-day: 13.7% above, 86.3% below
20-day: 20.6% above, 79.4% below
50-day: 28.9% above, 71.1% below
200-day: 55.7% above, 44.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 1:37 pm ET)
META(26): 0.31% Top=EGO CENX AUY GG RGLD AEM CLD AA ….. BTU NUE SCCO CLF FCX CCJ STLD CMC=Bottom (Metals & Mining)
MATE(31): 0.30% Top=AWI BZH MLM MAS DAR EXP FLR OC ….. WM WCN MDC MTH TPH DHI MDR RYN=Bottom (Materials & Construction)
CONS(59): 0.09% Top=PG KS ENR CHD CLX BERY CL BLL ….. CRI CCK HAR BC PVH COH PAY GT=Bottom (Consumer)
REAL(80): 0.05% Top=EJ HCN VTR NRF CYS NLY CBG DCT ….. HLSS KRC DEI AIV RLGY AMH OFC ACC=Bottom (Real Estate)
CHEM(30): 0.05% Top=GPRE HUN GRA ALB CHMT MON CF TROX ….. POL AGU SHW RPM OLN POT ASH MEOH=Bottom (Chemicals/Fertilizers)
LEIS(28): -0.10% Top=EXPE HOT YUM PNRA CCL QUNR OWW DNKN ….. SBUX EAT WYNN LVS LTM MGM MPEL DPZ=Bottom (Leisure)
INSU(38): -0.14% Top=AXS FNF RNR AHL RE CB VR L ….. MET RDN AFL MTG PRU UNM LNC MBI=Bottom (Insurance)
ELEC(59): -0.33% Top=OVTI CPHD MCHP AMKR TQNT SWKS RFMD ATML ….. AMBA FSL INVN JASO SCTY CSIQ TSL SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -0.38% Top=TTEK XRS MYGN CAR MA ACM R BAH ….. APOL Z RRD FLT ADT ALLE ATHN WTW=Bottom (Diversified Services)
TRAN(28): -0.38% Top=AAL TRN ALK GLNG LUV UNP CHRW EXPD ….. KSU GBX CNI JBHT WAB HA CP XPO=Bottom (Transportation)
HEAL(55): -0.55% Top=AET HNT DVA WLP EW CI ESRX HLS ….. EVHC AMSG DXCM SPNC MD ZLTQ PKI RMD=Bottom (Health)
RETA(63): -0.62% Top=FINL JCP KMX WAG DG RH GNC COST ….. BBY AMZN SFM BBBY ANF FIVE SHLD AEO=Bottom (Retail & Specialty Retail)
MANU(41): -0.71% Top=MHK GE ATI PCP AOS PLL SWK CFX ….. AGCO FLS RXN TEX GNRC MRC DDD JKS=Bottom (Manufacturing)
FINA(85): -1.12% Top=WETF JNS CBOE FRC IVZ KKR CME EV ….. TCB FULT BAC PACW WU FNGN GGAL OCN=Bottom (Banks/Financials)
COHW(45): -1.26% Top=SYNA XLS SNDK TMUS CAMP AAPL HRS UBNT ….. INFN VIP CIEN SSYS TDS PANW GOGO ARRS=Bottom (Computer Hardware/Telecom)
ENER(119): -1.38% Top=RGP DO UPL SPN NFG MPC NGL PES ….. CJES GDP WLL EXXI SN RSPP ATHL BBG=Bottom (Energy)
COSW(85): -1.94% Top=LNKD EA NCR CTSH MANH CVLT CSC BR ….. NQ ANGI DATA CSOD VEEV SPLK FEYE WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:37 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:13 am

Market Stats at 12:13 pm ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
2.1% of stocks are above yesterday’s high.
9.9% are above yesterday’s midpoint. (90.1% are below.)
63.8% are below yesterday’s low.
34.1% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
78.0% of stocks with today’s low < yesterday’s low. (22.0% greater than).

EVIDENCE OF INTRADAY TREND
22.6% of stocks are above today’s open. (75.6% are below).
14.8% of stocks are above today’s open and yesterday’s close.
72.9% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.7% opened below yesterday’s close).
33.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.3% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
13.8% are in the top half. 86.2% of stocks are in the bottom half of today’s range.
63.8% are in the bottom 20%.
35.9% are in the bottom 10%.

GAIN
18.3% of stocks are above yesterday’s close. (81.7% are below.)
0.7% are up 4.5% or more. 3.8% are down 4.5% or more.
0.7% are up 3.5% or more. 6.7% are down 3.5% or more.
48.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.0%…>=80:1.8%…>=50:7.4%…<=20:73.3%…<=10:53.1%…<=5:35.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:15.1%…<=20:11.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:19.3%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.1% above previous 1 highs, 63.8% below previous 1 lows
0.9% above previous 2 highs, 61.5% below previous 2 lows
0.9% above previous 3 highs, 58.4% below previous 3 lows
0.8% above previous 4 highs, 54.8% below previous 4 lows
0.4% above previous 5 highs, 52.2% below previous 5 lows
0.4% above previous 6 highs, 49.6% below previous 6 lows
0.4% above previous 7 highs, 46.8% below previous 7 lows
0.4% above previous 8 highs, 45.5% below previous 8 lows
0.4% above previous 9 highs, 42.7% below previous 9 lows
0.4% above previous 10 highs, 41.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
18.3% are above or equal to 7/31 close (1 days ago), 81.7% are below.
5.5% are above or equal to 7/30 close (2 days ago), 94.5% are below.
10.3% are above or equal to 7/29 close (3 days ago), 89.7% are below.
11.8% are above or equal to 7/28 close (4 days ago), 88.2% are below.
12.6% are above or equal to 7/25 close (5 days ago), 87.4% are below.
12.1% are above or equal to 7/24 close (6 days ago), 87.9% are below.
16.0% are above or equal to 7/23 close (7 days ago), 84.0% are below.
18.0% are above or equal to 7/22 close (8 days ago), 82.0% are below.
22.3% are above or equal to 7/21 close (9 days ago), 77.7% are below.
20.9% are above or equal to 7/18 close (10 days ago), 79.1% are below.
30.0% are above or equal to 7/17 close (11 days ago), 70.0% are below.
23.7% are above or equal to 7/16 close (12 days ago), 76.3% are below.
24.7% are above or equal to 7/15 close (13 days ago), 75.3% are below.
22.1% are above or equal to 7/14 close (14 days ago), 77.9% are below.
25.9% are above or equal to 7/11 close (15 days ago), 74.1% are below.
26.8% are above or equal to 7/10 close (16 days ago), 73.2% are below.
23.1% are above or equal to 7/9 close (17 days ago), 76.9% are below.
25.4% are above or equal to 7/8 close (18 days ago), 74.6% are below.
20.6% are above or equal to 7/7 close (19 days ago), 79.4% are below.
19.0% are above or equal to 7/3 close (20 days ago), 81.0% are below.
21.0% are above or equal to 7/2 close (21 days ago), 79.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 43.0% new lows
21d: 1.4% new highs, 42.7% new lows
42d: 1.2% new highs, 27.8% new lows
63d: 1.0% new highs, 15.4% new lows
126d: 0.5% new highs, 6.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 17.7% above, 82.3% below
3-day: 6.6% above, 93.4% below
4-day: 7.0% above, 93.0% below
5-day: 8.5% above, 91.5% below
8-day: 10.1% above, 89.9% below
10-day: 12.0% above, 88.0% below
20-day: 17.9% above, 82.1% below
50-day: 28.0% above, 72.0% below
200-day: 54.1% above, 45.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 12:13 pm ET)
MATE(31): -0.07% Top=AWI BZH DAR MAS FLR MLM OC PWR ….. WM FAST TPH MTH DHI WCN RYN MDR=Bottom (Materials & Construction)
REAL(80): -0.18% Top=NRF HCN CYS NLY DFT EJ CONE DCT ….. ACC KRC BDN PCL DEI RLGY AMH OFC=Bottom (Real Estate)
META(26): -0.27% Top=EGO CENX AUY GG X RGLD AEM AA ….. PAAS TCK CCJ STLD SLCA CMC FCX CLF=Bottom (Metals & Mining)
CONS(59): -0.36% Top=PG BERY CHD CL KS SEE WHR WWW ….. KATE PAY HAR PVH SHOO BC COH GT=Bottom (Consumer)
LEIS(28): -0.48% Top=EXPE HOT YUM SIX CCL PNRA DNKN PNK ….. EAT WEN DPZ WYNN LTM LVS MGM MPEL=Bottom (Leisure)
INSU(38): -0.62% Top=FNF AXS AHL CB RNR RE AWH VR ….. BRO CNO PRU UNM RDN MTG LNC MBI=Bottom (Insurance)
CHEM(30): -0.66% Top=GPRE GRA WPZ HUN ALB TROX CF CHMT ….. AGU SHW POL OLN RPM POT MEOH ASH=Bottom (Chemicals/Fertilizers)
DISV(51): -0.82% Top=TTEK XRS MYGN PAYX SCI CATM MA CAR ….. ASGN ADT FLT WTW ALLE Z RRD ATHN=Bottom (Diversified Services)
RETA(63): -0.93% Top=FINL JCP KMX WAG TFM KR DG COST ….. ANF BURL BBBY SPLS FIVE SHLD SFM AEO=Bottom (Retail & Specialty Retail)
TRAN(28): -1.07% Top=EXPD UNP TRN CHRW FDX WERN ODFL AAL ….. NSC CP JBLU CSX GBX WAB HA XPO=Bottom (Transportation)
HEAL(55): -1.16% Top=BAX ESRX HNT HUM DVA HLS AET CI ….. BSX SPNC DXCM MD ZLTQ PKI AMSG RMD=Bottom (Health)
ELEC(59): -1.18% Top=CPHD OVTI AMKR MCHP ATML MU MXIM SWKS ….. SUNE FSLR SCTY INVN JASO CSIQ SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -1.31% Top=MHK ATI GE PCP AOS SWK PLL DE ….. RS PH FLS TEX GNRC MRC DDD JKS=Bottom (Manufacturing)
COHW(45): -1.60% Top=SYNA XLS SNDK TMUS AAPL HRS MSI UBNT ….. INFN VIP CIEN SSYS GOGO TDS PANW ARRS=Bottom (Computer Hardware/Telecom)
FINA(85): -1.60% Top=WETF FRC IVZ FSC ARCC COF CBOE EV ….. JPM AMG WU ETFC PACW FNGN OCN GGAL=Bottom (Banks/Financials)
ENER(119): -2.05% Top=SPN BWP PES RGP DO NFG NGL ETP ….. OAS EPE EXXI GDP SN ATHL RSPP BBG=Bottom (Energy)
COSW(85): -2.14% Top=LNKD CTSH MANH ADP CSC CVLT RHT CTRX ….. MDAS CSOD VEEV DATA NQ SPLK FEYE WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:13 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:06 am

Market Stats at 12:06 pm ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
2.6% of stocks are above yesterday’s high.
10.3% are above yesterday’s midpoint. (89.7% are below.)
62.5% are below yesterday’s low.
34.9% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
77.6% of stocks with today’s low < yesterday’s low. (22.4% greater than).

EVIDENCE OF INTRADAY TREND
24.3% of stocks are above today’s open. (74.5% are below).
15.1% of stocks are above today’s open and yesterday’s close.
72.3% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.7% opened below yesterday’s close).
33.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.2% of stocks are in the top 10% of today’s range.
1.5% are in the top 20%.
14.3% are in the top half. 85.7% of stocks are in the bottom half of today’s range.
61.8% are in the bottom 20%.
31.5% are in the bottom 10%.

GAIN
18.3% of stocks are above yesterday’s close. (81.7% are below.)
0.7% are up 4.5% or more. 3.8% are down 4.5% or more.
0.8% are up 3.5% or more. 6.3% are down 3.5% or more.
49.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.0%…>=80:1.7%…>=50:7.6%…<=20:73.0%…<=10:52.8%…<=5:35.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:15.4%…<=20:11.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:19.5%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.6% above previous 1 highs, 62.5% below previous 1 lows
0.9% above previous 2 highs, 60.2% below previous 2 lows
0.9% above previous 3 highs, 57.2% below previous 3 lows
0.8% above previous 4 highs, 54.0% below previous 4 lows
0.5% above previous 5 highs, 51.7% below previous 5 lows
0.4% above previous 6 highs, 49.1% below previous 6 lows
0.4% above previous 7 highs, 46.0% below previous 7 lows
0.4% above previous 8 highs, 44.7% below previous 8 lows
0.4% above previous 9 highs, 41.8% below previous 9 lows
0.4% above previous 10 highs, 40.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
18.3% are above or equal to 7/31 close (1 days ago), 81.7% are below.
5.4% are above or equal to 7/30 close (2 days ago), 94.6% are below.
10.2% are above or equal to 7/29 close (3 days ago), 89.8% are below.
11.9% are above or equal to 7/28 close (4 days ago), 88.1% are below.
12.5% are above or equal to 7/25 close (5 days ago), 87.5% are below.
12.0% are above or equal to 7/24 close (6 days ago), 88.0% are below.
16.1% are above or equal to 7/23 close (7 days ago), 83.9% are below.
18.5% are above or equal to 7/22 close (8 days ago), 81.5% are below.
22.8% are above or equal to 7/21 close (9 days ago), 77.2% are below.
21.0% are above or equal to 7/18 close (10 days ago), 79.0% are below.
29.9% are above or equal to 7/17 close (11 days ago), 70.1% are below.
23.8% are above or equal to 7/16 close (12 days ago), 76.2% are below.
25.1% are above or equal to 7/15 close (13 days ago), 74.9% are below.
22.4% are above or equal to 7/14 close (14 days ago), 77.6% are below.
25.9% are above or equal to 7/11 close (15 days ago), 74.1% are below.
27.1% are above or equal to 7/10 close (16 days ago), 72.9% are below.
22.9% are above or equal to 7/9 close (17 days ago), 77.1% are below.
25.9% are above or equal to 7/8 close (18 days ago), 74.1% are below.
21.0% are above or equal to 7/7 close (19 days ago), 79.0% are below.
19.3% are above or equal to 7/3 close (20 days ago), 80.7% are below.
21.0% are above or equal to 7/2 close (21 days ago), 79.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 42.8% new lows
21d: 1.4% new highs, 42.5% new lows
42d: 1.2% new highs, 27.7% new lows
63d: 1.0% new highs, 15.3% new lows
126d: 0.5% new highs, 5.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 17.3% above, 82.7% below
3-day: 6.8% above, 93.2% below
4-day: 7.2% above, 92.8% below
5-day: 8.0% above, 92.0% below
8-day: 10.0% above, 90.0% below
10-day: 11.8% above, 88.2% below
20-day: 17.8% above, 82.2% below
50-day: 28.3% above, 71.7% below
200-day: 54.0% above, 46.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 12:06 pm ET)
MATE(31): -0.08% Top=AWI BZH DAR MAS FLR MLM OC PWR ….. MTZ WM TPH MTH WCN DHI RYN MDR=Bottom (Materials & Construction)
REAL(80): -0.10% Top=NRF HCN CYS NLY CONE DFT EJ VTR ….. ACC KRC BDN PCL DEI AMH RLGY OFC=Bottom (Real Estate)
META(26): -0.30% Top=EGO CENX AUY GG X CLD RGLD AA ….. TCK PAAS SLCA STLD CCJ CMC FCX CLF=Bottom (Metals & Mining)
CONS(59): -0.37% Top=PG CHD BERY CL WHR ENR CLX SEE ….. KATE PAY HAR SHOO PVH BC COH GT=Bottom (Consumer)
LEIS(28): -0.47% Top=EXPE HOT YUM SIX PNRA CCL PNK DNKN ….. QUNR WEN DPZ WYNN LTM LVS MGM MPEL=Bottom (Leisure)
INSU(38): -0.60% Top=FNF AXS AHL CB RNR RE AWH VR ….. CNO BRO PRU UNM RDN LNC MTG MBI=Bottom (Insurance)
CHEM(30): -0.66% Top=GPRE GRA WPZ HUN TROX CF ALB MON ….. AGU POL SHW OLN RPM POT MEOH ASH=Bottom (Chemicals/Fertilizers)
DISV(51): -0.78% Top=TTEK MYGN XRS CAR PAYX SCI CATM MA ….. FLT ADT WTW ASGN Z ALLE RRD ATHN=Bottom (Diversified Services)
RETA(63): -0.95% Top=FINL JCP KMX WAG TFM KR DG COST ….. ANF BURL BBBY SPLS FIVE SHLD SFM AEO=Bottom (Retail & Specialty Retail)
ELEC(59): -1.09% Top=CPHD AMKR MCHP OVTI ATML MU MXIM SWKS ….. FSL FSLR SUNE INVN JASO CSIQ SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): -1.11% Top=EXPD UNP TRN ODFL WERN CHRW FDX AAL ….. SAVE JBLU CSX CP GBX WAB HA XPO=Bottom (Transportation)
HEAL(55): -1.11% Top=BAX ESRX DVA HLS HNT AET WCG CI ….. IRWD BSX DXCM ZLTQ MD PKI AMSG RMD=Bottom (Health)
MANU(41): -1.30% Top=MHK GE ATI PCP SWK AOS PLL DE ….. PH RS FLS TEX GNRC MRC DDD JKS=Bottom (Manufacturing)
COHW(45): -1.52% Top=SYNA XLS SNDK TMUS HRS AAPL TDC MSI ….. VIP PLCM CIEN SSYS GOGO PANW TDS ARRS=Bottom (Computer Hardware/Telecom)
FINA(85): -1.57% Top=WETF IVZ FRC ARCC FSC EV JNS COF ….. AMG JPM WU ETFC PACW FNGN OCN GGAL=Bottom (Banks/Financials)
ENER(119): -1.99% Top=BWP PES SPN RGP DO NGL ETP SWN ….. PBF WLL GDP SN EXXI RSPP ATHL BBG=Bottom (Energy)
COSW(85): -2.08% Top=LNKD CTSH MANH ADP CSC EA BR CTRX ….. CSOD VEEV MDAS DATA SPLK NQ FEYE WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:06 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:51 am

Market Stats at 10:50 am ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.7% of stocks are above yesterday’s high.
18.7% are above yesterday’s midpoint. (81.3% are below.)
42.1% are below yesterday’s low.
53.2% are inside yesterday’s range.
12.7% of stocks with today’s high > yesterday’s high. (87.3% less than).
68.5% of stocks with today’s low < yesterday’s low. (31.5% greater than).

EVIDENCE OF INTRADAY TREND
46.0% of stocks are above today’s open. (52.9% are below).
34.9% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.2% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
36.0% are in the bottom 20%.
25.0% are in the bottom 10%.

GAIN
39.5% of stocks are above yesterday’s close. (60.5% are below.)
0.7% are up 4.5% or more. 1.6% are down 4.5% or more.
1.0% are up 3.5% or more. 2.4% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.7%…>=90:1.2%…>=80:2.5%…>=50:13.1%…<=20:55.1%…<=10:34.9%…<=5:23.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:18.9%…<=20:7.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:23.6%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.7% above previous 1 highs, 42.1% below previous 1 lows
2.0% above previous 2 highs, 40.1% below previous 2 lows
1.5% above previous 3 highs, 37.7% below previous 3 lows
1.5% above previous 4 highs, 35.5% below previous 4 lows
1.1% above previous 5 highs, 33.6% below previous 5 lows
1.0% above previous 6 highs, 31.6% below previous 6 lows
1.0% above previous 7 highs, 29.0% below previous 7 lows
1.0% above previous 8 highs, 28.2% below previous 8 lows
1.0% above previous 9 highs, 25.4% below previous 9 lows
1.0% above previous 10 highs, 24.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.5% are above or equal to 7/31 close (1 days ago), 60.5% are below.
9.3% are above or equal to 7/30 close (2 days ago), 90.7% are below.
14.7% are above or equal to 7/29 close (3 days ago), 85.3% are below.
15.5% are above or equal to 7/28 close (4 days ago), 84.5% are below.
16.5% are above or equal to 7/25 close (5 days ago), 83.5% are below.
15.5% are above or equal to 7/24 close (6 days ago), 84.5% are below.
20.6% are above or equal to 7/23 close (7 days ago), 79.4% are below.
22.4% are above or equal to 7/22 close (8 days ago), 77.6% are below.
27.1% are above or equal to 7/21 close (9 days ago), 72.9% are below.
25.7% are above or equal to 7/18 close (10 days ago), 74.3% are below.
35.3% are above or equal to 7/17 close (11 days ago), 64.7% are below.
26.7% are above or equal to 7/16 close (12 days ago), 73.3% are below.
29.4% are above or equal to 7/15 close (13 days ago), 70.6% are below.
27.1% are above or equal to 7/14 close (14 days ago), 72.9% are below.
29.7% are above or equal to 7/11 close (15 days ago), 70.3% are below.
30.6% are above or equal to 7/10 close (16 days ago), 69.4% are below.
28.1% are above or equal to 7/9 close (17 days ago), 71.9% are below.
29.7% are above or equal to 7/8 close (18 days ago), 70.3% are below.
24.8% are above or equal to 7/7 close (19 days ago), 75.2% are below.
22.3% are above or equal to 7/3 close (20 days ago), 77.7% are below.
24.8% are above or equal to 7/2 close (21 days ago), 75.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.4% new highs, 35.9% new lows
21d: 1.4% new highs, 35.6% new lows
42d: 1.2% new highs, 23.6% new lows
63d: 1.0% new highs, 13.4% new lows
126d: 0.5% new highs, 4.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.0% above, 62.0% below
3-day: 13.0% above, 87.0% below
4-day: 11.9% above, 88.1% below
5-day: 12.5% above, 87.5% below
8-day: 14.4% above, 85.6% below
10-day: 15.9% above, 84.1% below
20-day: 22.4% above, 77.6% below
50-day: 31.2% above, 68.8% below
200-day: 56.2% above, 43.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 10:50 am ET)
META(26): 0.74% Top=EGO AUY SLCA GG X RGLD SCCO ABX ….. CLF CLD PAAS NUE STLD CMC FCX CCJ=Bottom (Metals & Mining)
MATE(31): 0.51% Top=AWI BZH FLR MAS DAR OC PWR MLM ….. CVA DHI RYN MDC WM WCN FAST TPH=Bottom (Materials & Construction)
REAL(80): 0.45% Top=NRF EJ NLY HCN CONE CYS TWO OHI ….. MAA PCL OFC KRC BRX RLGY DEI HLSS=Bottom (Real Estate)
CONS(59): 0.26% Top=PG SEE WHR BERY CL UFS CHD NUS ….. RL CCK PBI COH BC SHOO PAY GT=Bottom (Consumer)
LEIS(28): 0.14% Top=EXPE HOT OWW DNKN YUM SIX QUNR PNK ….. BLMN WEN SEAS LVS WYNN MGM LTM MPEL=Bottom (Leisure)
INSU(38): -0.07% Top=FNF AHL AXS CB RNR ORI VR AGO ….. WSH UNM CLGX BRO RDN LNC MTG MBI=Bottom (Insurance)
DISV(51): -0.16% Top=MYGN TTEK XRS CAR AAN MA BAH MCO ….. ADT ATHN ASGN HPY WTW RRD FLT ALLE=Bottom (Diversified Services)
CHEM(30): -0.22% Top=GPRE HUN GRA WPZ TROX SIAL WLK POL ….. AGU ALB SHW RPM POT AXLL MEOH ASH=Bottom (Chemicals/Fertilizers)
TRAN(28): -0.23% Top=EXPD GLNG AAL UNP ALK FDX LUV CHRW ….. WERN CNW JBLU GBX JBHT HA WAB XPO=Bottom (Transportation)
HEAL(55): -0.32% Top=CYH HCA NUVA HNT DVA HLS AET BAX ….. BSX ALGN SPNC EVHC MD PKI AMSG RMD=Bottom (Health)
RETA(63): -0.40% Top=JCP FINL KMX WAG CVS GNC KR TFM ….. CAB GME SFM SHLD SPLS FIVE BBBY AEO=Bottom (Retail & Specialty Retail)
ELEC(59): -0.40% Top=AMKR CPHD MCHP OVTI MU ATML ONNN SWKS ….. CGNX SUNE FSLR JASO INVN CSIQ SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -0.64% Top=MHK GE ATI PCP CFX BWC PLL RXN ….. BGC ITT DRC FLS GNRC MRC DDD JKS=Bottom (Manufacturing)
FINA(85): -0.72% Top=WETF KKR IVZ EV FRC BX ARCC VOYA ….. TCB FULT JPM UMPQ PACW WU GGAL OCN=Bottom (Banks/Financials)
ENER(119): -0.83% Top=PES SPN BWP SFY MPC DO ETE HLX ….. CJES WLL PBF GDP SN RSPP ATHL BBG=Bottom (Energy)
COHW(45): -0.84% Top=SYNA XLS UBNT TMUS SNDK CAMP MSI AAPL ….. PLCM CIEN RKUS INFN PANW SSYS TDS ARRS=Bottom (Computer Hardware/Telecom)
COSW(85): -1.37% Top=LNKD CTRX EA RHT ADP MANH AOL CTSH ….. NOW SPLK FEYE VEEV DATA MDAS NQ WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:09 am ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.9% of stocks are above yesterday’s high.
24.4% are above yesterday’s midpoint. (75.6% are below.)
26.1% are below yesterday’s low.
69.0% are inside yesterday’s range.
11.4% of stocks with today’s high > yesterday’s high. (88.6% less than).
62.5% of stocks with today’s low < yesterday’s low. (37.5% greater than).

EVIDENCE OF INTRADAY TREND
64.0% of stocks are above today’s open. (34.6% are below).
48.9% of stocks are above today’s open and yesterday’s close.
31.0% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.5% of stocks are in the top 10% of today’s range.
22.6% are in the top 20%.
58.7% are in the top half. 41.3% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN
54.2% of stocks are above yesterday’s close. (45.8% are below.)
1.1% are up 4.5% or more. 0.9% are down 4.5% or more.
1.2% are up 3.5% or more. 1.3% are down 3.5% or more.
78.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:1.8%…>=80:3.6%…>=50:16.5%…<=20:44.0%…<=10:26.0%…<=5:17.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:23.0%…<=20:6.7%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.9% above previous 1 highs, 26.1% below previous 1 lows
2.4% above previous 2 highs, 24.6% below previous 2 lows
2.2% above previous 3 highs, 23.2% below previous 3 lows
1.7% above previous 4 highs, 21.5% below previous 4 lows
1.4% above previous 5 highs, 20.8% below previous 5 lows
1.2% above previous 6 highs, 19.6% below previous 6 lows
1.2% above previous 7 highs, 18.0% below previous 7 lows
1.2% above previous 8 highs, 17.1% below previous 8 lows
1.2% above previous 9 highs, 15.6% below previous 9 lows
1.2% above previous 10 highs, 14.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.2% are above or equal to 7/31 close (1 days ago), 45.8% are below.
10.3% are above or equal to 7/30 close (2 days ago), 89.7% are below.
17.6% are above or equal to 7/29 close (3 days ago), 82.4% are below.
19.5% are above or equal to 7/28 close (4 days ago), 80.5% are below.
20.6% are above or equal to 7/25 close (5 days ago), 79.4% are below.
18.1% are above or equal to 7/24 close (6 days ago), 81.9% are below.
23.1% are above or equal to 7/23 close (7 days ago), 76.9% are below.
25.0% are above or equal to 7/22 close (8 days ago), 75.0% are below.
29.5% are above or equal to 7/21 close (9 days ago), 70.5% are below.
28.3% are above or equal to 7/18 close (10 days ago), 71.7% are below.
37.5% are above or equal to 7/17 close (11 days ago), 62.5% are below.
29.7% are above or equal to 7/16 close (12 days ago), 70.3% are below.
30.8% are above or equal to 7/15 close (13 days ago), 69.2% are below.
29.6% are above or equal to 7/14 close (14 days ago), 70.4% are below.
31.3% are above or equal to 7/11 close (15 days ago), 68.7% are below.
32.7% are above or equal to 7/10 close (16 days ago), 67.3% are below.
30.2% are above or equal to 7/9 close (17 days ago), 69.8% are below.
32.7% are above or equal to 7/8 close (18 days ago), 67.3% are below.
26.3% are above or equal to 7/7 close (19 days ago), 73.7% are below.
23.6% are above or equal to 7/3 close (20 days ago), 76.4% are below.
26.0% are above or equal to 7/2 close (21 days ago), 74.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.1% new highs, 32.3% new lows
21d: 1.1% new highs, 32.1% new lows
42d: 0.9% new highs, 20.9% new lows
63d: 0.8% new highs, 11.6% new lows
126d: 0.4% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.8% above, 47.2% below
3-day: 16.0% above, 84.0% below
4-day: 14.8% above, 85.2% below
5-day: 15.1% above, 84.9% below
8-day: 17.1% above, 82.9% below
10-day: 19.4% above, 80.6% below
20-day: 24.9% above, 75.1% below
50-day: 33.7% above, 66.3% below
200-day: 57.9% above, 42.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 10:09 am ET)
META(26): 1.23% Top=EGO X CENX AUY SLCA GG RGLD AA ….. PAAS TCK AEM FCX NUE STLD CMC CCJ=Bottom (Metals & Mining)
MATE(31): 1.08% Top=AWI BZH MAS FLR PWR PHM OC SPF ….. TPH MDR RSG FAST WM WCN CVA RYN=Bottom (Materials & Construction)
CONS(59): 0.48% Top=BERY PG CL WWW UFS CROX SEE UA ….. ECL SKX HAS RKT SHOO BC PAY GT=Bottom (Consumer)
LEIS(28): 0.41% Top=EXPE HOT SIX RCL CCL YUM QUNR OWW ….. WEN BLMN SBUX EAT LVS MGM LTM MPEL=Bottom (Leisure)
REAL(80): 0.37% Top=EJ NRF HCN CONE NLY AMT DFT CBG ….. RLGY O BRX CLI KRC OFC HLSS DEI=Bottom (Real Estate)
TRAN(28): 0.18% Top=EXPD AAL SWFT JBLU ALK UNP FDX GLNG ….. CSX WERN CP CNW HA JBHT XPO WAB=Bottom (Transportation)
INSU(38): 0.17% Top=FNF AHL AXS CB ORI GNW AGO L ….. UNM LNC RDN AFL BRO CLGX MTG MBI=Bottom (Insurance)
HEAL(55): 0.13% Top=CYH DVA STJ ACHC HCA IRWD WCG BAX ….. BSX ALGN EVHC BKD MD AMSG PKI RMD=Bottom (Health)
RETA(63): 0.10% Top=JCP KMX RH WAG FINL DG DSW TFM ….. AEO TSCO SPLS SHLD FIVE SFM BIG BBBY=Bottom (Retail & Specialty Retail)
DISV(51): 0.08% Top=MYGN TTEK CAR MCO SCI G AAN AL ….. WTW LDOS VPRT ASGN HPY ALLE RRD FLT=Bottom (Diversified Services)
ELEC(59): 0.05% Top=CPHD ONNN MCHP AMKR MU OVTI CODE NVDA ….. VSH INVN TRMB FSLR CGNX CSIQ TSL SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.17% Top=GPRE HUN WPZ GRA APD TROX CF SIAL ….. POL POT RPM ALB AXLL CHMT MEOH ASH=Bottom (Chemicals/Fertilizers)
FINA(85): -0.22% Top=WETF FNGN IVZ KKR EV BLK BEN BX ….. FNFG TCB AXP JPM CBOE GGAL WU OCN=Bottom (Banks/Financials)
COHW(45): -0.26% Top=SYNA XLS CAMP SNDK UBNT TDC BRCD HRS ….. RKUS VIP CIEN PANW INFN NSR TDS ARRS=Bottom (Computer Hardware/Telecom)
MANU(41): -0.28% Top=MHK ATI PCP CFX GE PLL HON BWC ….. LECO KMT XYL FLS GNRC DDD JKS MRC=Bottom (Manufacturing)
ENER(119): -0.40% Top=PES MPC SPN BWP SFY SWN HLX BHI ….. WLL AREX FANG BCEI EPE CJES ATHL BBG=Bottom (Energy)
COSW(85): -0.55% Top=LNKD CTRX YELP RHT EA VMW CVLT CTSH ….. AWAY PFPT MKTO SPLK MSCI VEEV MDAS WWWW=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:09 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20140801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
4.8% of stocks are above yesterday’s high.
23.2% are above yesterday’s midpoint. (76.8% are below.)
26.3% are below yesterday’s low.
68.9% are inside yesterday’s range.
9.4% of stocks with today’s high > yesterday’s high. (90.6% less than).
60.0% of stocks with today’s low < yesterday’s low. (40.0% greater than).

EVIDENCE OF INTRADAY TREND
63.5% of stocks are above today’s open. (34.3% are below).
45.1% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
1.8% of stocks opened above yesterday’s high.
28.3% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.4% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
60.5% are in the top half. 39.5% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN
51.6% of stocks are above yesterday’s close. (48.4% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
1.2% are up 3.5% or more. 1.1% are down 3.5% or more.
80.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.2%…>=80:4.2%…>=50:16.3%…<=20:46.8%…<=10:29.6%…<=5:20.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:23.3%…<=20:7.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.8% above previous 1 highs, 26.3% below previous 1 lows
2.3% above previous 2 highs, 24.7% below previous 2 lows
2.0% above previous 3 highs, 22.6% below previous 3 lows
1.7% above previous 4 highs, 20.9% below previous 4 lows
1.4% above previous 5 highs, 20.5% below previous 5 lows
1.1% above previous 6 highs, 19.6% below previous 6 lows
1.1% above previous 7 highs, 17.9% below previous 7 lows
1.1% above previous 8 highs, 17.3% below previous 8 lows
1.1% above previous 9 highs, 15.9% below previous 9 lows
1.1% above previous 10 highs, 15.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.6% are above or equal to 7/31 close (1 days ago), 48.4% are below.
10.1% are above or equal to 7/30 close (2 days ago), 89.9% are below.
17.8% are above or equal to 7/29 close (3 days ago), 82.2% are below.
20.0% are above or equal to 7/28 close (4 days ago), 80.0% are below.
19.8% are above or equal to 7/25 close (5 days ago), 80.2% are below.
18.2% are above or equal to 7/24 close (6 days ago), 81.8% are below.
23.4% are above or equal to 7/23 close (7 days ago), 76.6% are below.
24.7% are above or equal to 7/22 close (8 days ago), 75.3% are below.
29.6% are above or equal to 7/21 close (9 days ago), 70.4% are below.
28.6% are above or equal to 7/18 close (10 days ago), 71.4% are below.
37.5% are above or equal to 7/17 close (11 days ago), 62.5% are below.
29.7% are above or equal to 7/16 close (12 days ago), 70.3% are below.
31.6% are above or equal to 7/15 close (13 days ago), 68.4% are below.
29.1% are above or equal to 7/14 close (14 days ago), 70.9% are below.
31.3% are above or equal to 7/11 close (15 days ago), 68.7% are below.
33.0% are above or equal to 7/10 close (16 days ago), 67.0% are below.
29.0% are above or equal to 7/9 close (17 days ago), 71.0% are below.
31.5% are above or equal to 7/8 close (18 days ago), 68.5% are below.
26.0% are above or equal to 7/7 close (19 days ago), 74.0% are below.
23.4% are above or equal to 7/3 close (20 days ago), 76.6% are below.
26.3% are above or equal to 7/2 close (21 days ago), 73.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 30.4% new lows
21d: 1.0% new highs, 30.2% new lows
42d: 0.9% new highs, 19.9% new lows
63d: 0.8% new highs, 11.4% new lows
126d: 0.4% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 49.6% above, 50.4% below
3-day: 15.3% above, 84.7% below
4-day: 14.5% above, 85.5% below
5-day: 16.3% above, 83.7% below
8-day: 16.9% above, 83.1% below
10-day: 19.7% above, 80.3% below
20-day: 26.0% above, 74.0% below
50-day: 33.4% above, 66.6% below
200-day: 57.3% above, 42.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140801 9:49 am ET)
META(26): 1.05% Top=EGO CENX AUY RGLD X GG SLW AKS ….. BTU NUE CNX FCX TCK STLD CCJ CLD=Bottom (Metals & Mining)
MATE(31): 1.05% Top=AWI BZH MAS FLR PWR USG OC PHM ….. DHI WCN MDR RSG FAST RYN CVA WM=Bottom (Materials & Construction)
CONS(59): 0.49% Top=BERY PG LULU CROX UFS AVP WWW CLX ….. MWV JAH HAS NKE SKX OI ECL GT=Bottom (Consumer)
ELEC(59): 0.49% Top=MCHP ONNN AMKR OVTI CPHD CODE MU NVDA ….. TEL SNPS TRMB FSLR CGNX TSL CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): 0.44% Top=EXPE HOT SIX CCL YUM OWW RCL WYN ….. EAT LVS SBUX MCD SEAS LTM MPEL MGM=Bottom (Leisure)
HEAL(55): 0.28% Top=CYH ACHC LPNT CI HNT HCA DVA THC ….. ALGN BKD EW BSX MD AMSG PKI RMD=Bottom (Health)
RETA(63): 0.22% Top=KMX JCP RH DSW TFM PAG ORLY FINL ….. LB KSS TGT SPLS BURL BIG SFM BBBY=Bottom (Retail & Specialty Retail)
REAL(80): 0.20% Top=EJ NRF HCN DCT CONE NLY AMT OHI ….. BDN OFC KRC O KRG HLSS AIV DEI=Bottom (Real Estate)
DISV(51): 0.02% Top=G SCI HMSY TTEK MYGN AAN CATM CAR ….. LDOS TMH EXAM ASGN ALLE RRD FLT HPY=Bottom (Diversified Services)
TRAN(28): 0.01% Top=EXPD CNI GLNG SWFT JBLU XPO FDX ALK ….. WERN UPS DAL UAL CP JBHT WAB HA=Bottom (Transportation)
INSU(38): -0.00% Top=FNF AHL GNW AGO ORI CB CNO AON ….. AIZ LNC BRO MET AFL MTG HIG MBI=Bottom (Insurance)
COHW(45): -0.10% Top=SYNA XLS CAMP ARUN GOGO TDC UBNT SNDK ….. INFN CIEN HPQ NTAP EMC PANW TDS ARRS=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.12% Top=GPRE HUN APD WLK TROX MON CF CE ….. RPM OLN ALB DOW SHW CHMT MEOH ASH=Bottom (Chemicals/Fertilizers)
FINA(85): -0.17% Top=WETF IVZ FNGN EV LAZ KKR BX JNS ….. FNFG TCB DFS AXP JPM CBOE GGAL OCN=Bottom (Banks/Financials)
MANU(41): -0.25% Top=MHK ATI CFX PCP TEX PLL HON PNR ….. PH DOV JKS XYL FLS GNRC DDD MRC=Bottom (Manufacturing)
COSW(85): -0.27% Top=LNKD CTRX RHT YELP MOVE EA CVLT SOHU ….. CSOD MSCI AWAY DATA NQ MDAS VEEV WWWW=Bottom (Computer Software/Internet)
ENER(119): -0.73% Top=PES EPE SPN DO SFY MPC BHI CRK ….. HOS PBF CJES RSPP MWE BCEI ATHL BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:49 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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