daytrend

09/18/2014

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

Closing Stats
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
32.1% of stocks are above yesterday’s high.
56.9% are above yesterday’s midpoint. (43.1% are below.)
21.9% are below yesterday’s low.
46.0% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
34.8% of stocks with today’s low < yesterday’s low. (65.2% greater than).

EVIDENCE OF INTRADAY TREND
52.7% of stocks are above today’s open. (46.2% are below).
51.8% of stocks are above today’s open and yesterday’s close.
35.6% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN
63.2% of stocks are above yesterday’s close. (36.8% are below.)
0.7% are up 4.5% or more. 1.3% are down 4.5% or more.
2.7% are up 3.5% or more. 1.8% are down 3.5% or more.
57.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.0%…>=90:24.6%…>=80:40.6%…>=50:62.3%…<=20:17.4%…<=10:9.6%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.2%…>=50:56.0%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.1% above previous 1 highs, 21.9% below previous 1 lows
30.6% above previous 2 highs, 12.0% below previous 2 lows
27.5% above previous 3 highs, 9.5% below previous 3 lows
24.3% above previous 4 highs, 8.8% below previous 4 lows
22.8% above previous 5 highs, 8.5% below previous 5 lows
21.9% above previous 6 highs, 8.3% below previous 6 lows
19.8% above previous 7 highs, 8.3% below previous 7 lows
17.6% above previous 8 highs, 8.2% below previous 8 lows
17.2% above previous 9 highs, 8.2% below previous 9 lows
15.8% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.2% are above or equal to 9/17 close (1 days ago), 36.8% are below.
61.6% are above or equal to 9/16 close (2 days ago), 38.4% are below.
72.0% are above or equal to 9/15 close (3 days ago), 28.0% are below.
59.9% are above or equal to 9/12 close (4 days ago), 40.1% are below.
47.7% are above or equal to 9/11 close (5 days ago), 52.3% are below.
51.3% are above or equal to 9/10 close (6 days ago), 48.7% are below.
55.1% are above or equal to 9/9 close (7 days ago), 44.9% are below.
44.8% are above or equal to 9/8 close (8 days ago), 55.2% are below.
43.1% are above or equal to 9/5 close (9 days ago), 56.9% are below.
49.5% are above or equal to 9/4 close (10 days ago), 50.5% are below.
47.0% are above or equal to 9/3 close (11 days ago), 53.0% are below.
44.3% are above or equal to 9/2 close (12 days ago), 55.7% are below.
46.6% are above or equal to 8/29 close (13 days ago), 53.4% are below.
49.4% are above or equal to 8/28 close (14 days ago), 50.6% are below.
48.3% are above or equal to 8/27 close (15 days ago), 51.7% are below.
47.5% are above or equal to 8/26 close (16 days ago), 52.5% are below.
50.2% are above or equal to 8/25 close (17 days ago), 49.8% are below.
53.0% are above or equal to 8/22 close (18 days ago), 47.0% are below.
52.0% are above or equal to 8/21 close (19 days ago), 48.0% are below.
52.7% are above or equal to 8/20 close (20 days ago), 47.3% are below.
55.5% are above or equal to 8/19 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.1% new highs, 11.6% new lows
21d: 19.1% new highs, 11.3% new lows
42d: 14.9% new highs, 8.3% new lows
63d: 11.9% new highs, 6.8% new lows
126d: 8.9% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.8% above, 37.2% below
3-day: 61.1% above, 38.9% below
4-day: 66.4% above, 33.6% below
5-day: 63.9% above, 36.1% below
8-day: 57.4% above, 42.6% below
10-day: 54.3% above, 45.7% below
20-day: 50.9% above, 49.1% below
50-day: 58.6% above, 41.4% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 Closing)
ELEC(55): 1.30% Top=AMBA INVN RFMD CY TQNT CODE FSL SWKS ….. TRMB GTAT JBL OVTI TSL JASO CSIQ SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.01% Top=FHN WETF PVTB CME SLM C SCHW OCN ….. ARCC NDAQ JNS KKR PSEC ACAS APO WU=Bottom (Banks/Financials)
COHW(46): 0.98% Top=INFN GOGO LVLT SNDK RKUS SWIR S EFII ….. TMUS CSCO NSR JNPR WIN UBNT VIP BBRY=Bottom (Computer Hardware/Telecom)
LEIS(26): 0.94% Top=KKD WYNN MGM MPEL WEN BLMN LVS SIX ….. YUM BYD HOT SEAS LTM MCD PNK DNKN=Bottom (Leisure)
COSW(73): 0.85% Top=JD BIDU DWRE VRNT AOL AKAM MANH WWWW ….. SPLK RHT GRPN YHOO DATA WBMD FEYE CSOD=Bottom (Computer Software/Internet)
HEAL(48): 0.78% Top=PODD IRWD EVHC CNC WMGI HNT DXCM BSX ….. CYH RMD LH COO HOLX ZLTQ OPK A=Bottom (Health)
INSU(35): 0.75% Top=PRU LNC L ACE AHL TRV AXS UNM ….. RDN GNW AFSI FNF AJG ORI AGO MBI=Bottom (Insurance)
TRAN(27): 0.60% Top=GBX SAVE TRN LUV CNW UAL AAL ALK ….. GLNG UNP JBHT FDX XPO CP TDW YRCW=Bottom (Transportation)
MANU(37): 0.52% Top=TKR DCI ROK MRC SWK ITT PCP CFX ….. RXN AGCO JOY GE MHK DDD JKS ATI=Bottom (Manufacturing)
CHEM(28): 0.29% Top=DD IPI APD MON CF EMN FTK RPM ….. POT AXLL TAM OLN FMC DOW POL GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.21% Top=BERY SKX NUS IRBT HAR VFC DECK BC ….. PBI BLL KS LEG CROX FBHS TPX OI=Bottom (Consumer)
DISV(45): 0.15% Top=VNTV XRS MA PCLN TYC TMH ADT RHI ….. MYGN GEO AAN RRD BLOX CXW YY ASGN=Bottom (Diversified Services)
RETA(68): 0.11% Top=VSI GNC TFM BURL AEO SFM TGT DLTR ….. BID BBBY CVS MELI JCP ANF SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.19% Top=DAR MTZ TPH FLR FAST CVA OC EXP ….. MAS MDC MTRX VMC RYN RYL USG PHM=Bottom (Materials & Construction)
ENER(108): -0.76% Top=EEP ETP MMP RGP CJES BWP PAGP SLB ….. SGY CRK PVA EXXI SN OAS MHR CLR=Bottom (Energy)
REAL(77): -0.84% Top=RLGY BAM DRH EJ RHP RLJ CBG AMT ….. CBL NNN LPT AGNC O ARCP OFC HTS=Bottom (Real Estate)
META(25): -1.38% Top=CCJ X CMC SCCO NUE STLD AA FCX ….. PAAS GG CNX EGO SWC AEM BTU AKS=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:17 pm

Market Stats at 2:17 pm ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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

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

COMPARED TO YESTERDAY’S RANGE
33.1% of stocks are above yesterday’s high.
57.8% are above yesterday’s midpoint. (42.2% are below.)
20.3% are below yesterday’s low.
46.6% are inside yesterday’s range.
51.4% of stocks with today’s high > yesterday’s high. (48.6% less than).
32.1% of stocks with today’s low < yesterday’s low. (67.9% greater than).

EVIDENCE OF INTRADAY TREND
53.6% of stocks are above today’s open. (44.9% are below).
52.8% of stocks are above today’s open and yesterday’s close.
34.5% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.4% of stocks are in the top 10% of today’s range.
27.2% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
13.1% are in the bottom 10%.

GAIN
64.6% of stocks are above yesterday’s close. (35.4% are below.)
0.6% are up 4.5% or more. 0.9% are down 4.5% or more.
1.8% are up 3.5% or more. 1.9% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:24.5%…>=80:39.8%…>=50:63.1%…<=20:17.1%…<=10:9.1%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.0%…>=50:57.0%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.1% above previous 1 highs, 20.3% below previous 1 lows
31.9% above previous 2 highs, 11.8% below previous 2 lows
28.6% above previous 3 highs, 8.5% below previous 3 lows
24.4% above previous 4 highs, 7.8% below previous 4 lows
23.5% above previous 5 highs, 7.7% below previous 5 lows
22.3% above previous 6 highs, 7.7% below previous 6 lows
20.0% above previous 7 highs, 7.6% below previous 7 lows
18.5% above previous 8 highs, 7.5% below previous 8 lows
17.9% above previous 9 highs, 7.5% below previous 9 lows
16.7% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.6% are above or equal to 9/17 close (1 days ago), 35.4% are below.
62.3% are above or equal to 9/16 close (2 days ago), 37.7% are below.
72.2% are above or equal to 9/15 close (3 days ago), 27.8% are below.
60.5% are above or equal to 9/12 close (4 days ago), 39.5% are below.
47.7% are above or equal to 9/11 close (5 days ago), 52.3% are below.
51.4% are above or equal to 9/10 close (6 days ago), 48.6% are below.
55.1% are above or equal to 9/9 close (7 days ago), 44.9% are below.
45.0% are above or equal to 9/8 close (8 days ago), 55.0% are below.
43.2% are above or equal to 9/5 close (9 days ago), 56.8% are below.
48.8% are above or equal to 9/4 close (10 days ago), 51.2% are below.
46.1% are above or equal to 9/3 close (11 days ago), 53.9% are below.
45.3% are above or equal to 9/2 close (12 days ago), 54.7% are below.
46.0% are above or equal to 8/29 close (13 days ago), 54.0% are below.
49.4% are above or equal to 8/28 close (14 days ago), 50.6% are below.
48.7% are above or equal to 8/27 close (15 days ago), 51.3% are below.
47.3% are above or equal to 8/26 close (16 days ago), 52.7% are below.
50.4% are above or equal to 8/25 close (17 days ago), 49.6% are below.
53.0% are above or equal to 8/22 close (18 days ago), 47.0% are below.
52.1% are above or equal to 8/21 close (19 days ago), 47.9% are below.
53.3% are above or equal to 8/20 close (20 days ago), 46.7% are below.
55.0% are above or equal to 8/19 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.9% new highs, 10.0% new lows
21d: 17.9% new highs, 9.8% new lows
42d: 13.9% new highs, 7.6% new lows
63d: 11.0% new highs, 6.3% new lows
126d: 8.2% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.6% above, 36.4% below
3-day: 62.0% above, 38.0% below
4-day: 66.9% above, 33.1% below
5-day: 64.1% above, 35.9% below
8-day: 56.9% above, 43.1% below
10-day: 54.1% above, 45.9% below
20-day: 50.9% above, 49.1% below
50-day: 58.3% above, 41.7% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 2:17 pm ET)
ELEC(55): 1.44% Top=AMBA INVN CY TQNT RFMD SWKS TSL FSL ….. TEL CSIQ GTAT GLW CPHD INTC OVTI SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.11% Top=CME FHN WETF SLM C PVTB LPLA SCHW ….. RCAP ACAS JNS APO WU PSEC KKR NDAQ=Bottom (Banks/Financials)
COHW(46): 1.06% Top=INFN GOGO LVLT SNDK RKUS EFII SWIR COMM ….. TMUS MSI T UBNT NSR WIN VIP BBRY=Bottom (Computer Hardware/Telecom)
LEIS(26): 0.98% Top=WYNN MGM MPEL LVS WEN BLMN KKD SIX ….. LTM BYD HOT SBUX MCD SGMS PNK DNKN=Bottom (Leisure)
COSW(73): 0.92% Top=JD DWRE BIDU VRNT AKAM AWAY MANH TRIP ….. PTC IACI RHT GRPN YHOO WBMD FEYE CSOD=Bottom (Computer Software/Internet)
INSU(35): 0.90% Top=PRU LNC MET L ACE CB TRV AXS ….. WSH MTG RDN AFSI AJG AGO ORI MBI=Bottom (Insurance)
HEAL(48): 0.84% Top=PODD WMGI DXCM BSX EVHC IRWD HCA CNC ….. LH SYK RMD ZMH HOLX COO OPK A=Bottom (Health)
TRAN(27): 0.58% Top=GBX SAVE LUV TRN UAL CNW AAL ALK ….. KSU UNP JBHT EXPD FDX TDW CP YRCW=Bottom (Transportation)
MANU(37): 0.50% Top=TKR DCI ROK MRC ITT CFX CMI DOV ….. AGCO FLS DDD RXN GE JOY MHK ATI=Bottom (Manufacturing)
CHEM(28): 0.38% Top=DD IPI APD MON EMN CF RPM FTK ….. POT DOW AXLL TAM OLN FMC POL GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.27% Top=NUS BERY SKX HAR IRBT DECK KATE VFC ….. BLL PBI KS LEG GPK FBHS TPX OI=Bottom (Consumer)
DISV(45): 0.25% Top=XRS VNTV PCLN MA TYC TMH RHI HTZ ….. AL ALLE AAN MYGN GEO CXW YY ASGN=Bottom (Diversified Services)
RETA(68): 0.02% Top=TFM BURL AEO SFM KORS KSS TGT WFM ….. SIG CAB BBBY CVS MELI JCP SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.27% Top=DAR MTZ TPH FLR FAST CVA EXP OC ….. USG MDR VMC RYL RYN PHM MTRX MDC=Bottom (Materials & Construction)
REAL(77): -0.73% Top=BAM EJ RLGY DRH CBG RLJ RHP AMT ….. NNN DRE OFC OHI DEI HCP SRC HTS=Bottom (Real Estate)
ENER(107): -0.91% Top=EEP ETP RGP CJES MMP BPL SLB EPD ….. SGY EXXI WLL CRK SN PVA OAS CLR=Bottom (Energy)
META(25): -1.50% Top=CMC CCJ SCCO X STLD NUE SLCA AA ….. PAAS GG CNX AKS EGO AEM SWC BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:16 pm

Market Stats at 1:15 pm ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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.
58.1% are above yesterday’s midpoint. (41.9% are below.)
20.0% are below yesterday’s low.
48.4% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
30.8% of stocks with today’s low < yesterday’s low. (69.2% greater than).

EVIDENCE OF INTRADAY TREND
52.6% of stocks are above today’s open. (45.6% are below).
51.9% of stocks are above today’s open and yesterday’s close.
34.2% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.6% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
22.9% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN
65.0% of stocks are above yesterday’s close. (35.0% are below.)
0.6% are up 4.5% or more. 0.9% are down 4.5% or more.
1.6% are up 3.5% or more. 1.6% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.6%…>=90:23.7%…>=80:39.6%…>=50:63.9%…<=20:16.3%…<=10:9.0%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.0%…>=50:56.6%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.6% above previous 1 highs, 20.0% below previous 1 lows
30.5% above previous 2 highs, 10.7% below previous 2 lows
27.1% above previous 3 highs, 8.2% below previous 3 lows
23.1% above previous 4 highs, 7.8% below previous 4 lows
22.5% above previous 5 highs, 7.8% below previous 5 lows
21.2% above previous 6 highs, 7.6% below previous 6 lows
18.9% above previous 7 highs, 7.5% below previous 7 lows
17.2% above previous 8 highs, 7.5% below previous 8 lows
16.8% above previous 9 highs, 7.5% below previous 9 lows
15.9% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.0% are above or equal to 9/17 close (1 days ago), 35.0% are below.
62.4% are above or equal to 9/16 close (2 days ago), 37.6% are below.
71.5% are above or equal to 9/15 close (3 days ago), 28.5% are below.
60.7% are above or equal to 9/12 close (4 days ago), 39.3% are below.
47.6% are above or equal to 9/11 close (5 days ago), 52.4% are below.
52.0% are above or equal to 9/10 close (6 days ago), 48.0% are below.
55.5% are above or equal to 9/9 close (7 days ago), 44.5% are below.
44.6% are above or equal to 9/8 close (8 days ago), 55.4% are below.
42.8% are above or equal to 9/5 close (9 days ago), 57.2% are below.
48.3% are above or equal to 9/4 close (10 days ago), 51.7% are below.
46.1% are above or equal to 9/3 close (11 days ago), 53.9% are below.
44.9% are above or equal to 9/2 close (12 days ago), 55.1% are below.
46.0% are above or equal to 8/29 close (13 days ago), 54.0% are below.
49.8% are above or equal to 8/28 close (14 days ago), 50.2% are below.
49.5% are above or equal to 8/27 close (15 days ago), 50.5% are below.
48.0% are above or equal to 8/26 close (16 days ago), 52.0% are below.
50.6% are above or equal to 8/25 close (17 days ago), 49.4% are below.
53.1% are above or equal to 8/22 close (18 days ago), 46.9% are below.
52.5% are above or equal to 8/21 close (19 days ago), 47.5% are below.
53.2% are above or equal to 8/20 close (20 days ago), 46.8% are below.
55.2% are above or equal to 8/19 close (21 days ago), 44.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.0% new highs, 9.5% new lows
21d: 17.0% new highs, 9.3% new lows
42d: 13.3% new highs, 7.1% new lows
63d: 10.5% new highs, 6.0% new lows
126d: 7.8% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.9% above, 36.1% below
3-day: 63.0% above, 37.0% below
4-day: 67.6% above, 32.4% below
5-day: 65.2% above, 34.8% below
8-day: 57.4% above, 42.6% below
10-day: 53.9% above, 46.1% below
20-day: 50.9% above, 49.1% below
50-day: 58.2% above, 41.8% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 1:15 pm ET)
ELEC(55): 1.45% Top=AMBA INVN CY RFMD TQNT SWKS CAVM TSL ….. GRMN FSLR GLW JBL CPHD OVTI INTC CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.18% Top=CME FHN SLM C PVTB LPLA SCHW ETFC ….. ARCC ACAS JNS APO PSEC RCAP WU KKR=Bottom (Banks/Financials)
COHW(46): 1.00% Top=LVLT GOGO SNDK INFN COMM ARUN RKUS SWIR ….. T VRSN FNSR WIN PANW NSR VIP BBRY=Bottom (Computer Hardware/Telecom)
LEIS(26): 1.00% Top=WYNN MGM MPEL LVS BLMN KKD WEN SIX ….. RCL SBUX BYD HOT LTM PNK MCD DNKN=Bottom (Leisure)
INSU(35): 0.89% Top=PRU LNC MET ACE L TRV WRB CB ….. AIZ WSH TMK CINF AJG AGO MBI ORI=Bottom (Insurance)
COSW(73): 0.89% Top=DWRE JD BIDU VRNT TRIP AWAY AKAM INFA ….. LNKD RHT AOL YHOO GRPN WBMD FEYE CSOD=Bottom (Computer Software/Internet)
HEAL(48): 0.84% Top=PODD DXCM BSX EVHC IRWD HNT WMGI CNC ….. ZMH XRAY VAR LH SYK OPK COO A=Bottom (Health)
TRAN(27): 0.63% Top=GBX SAVE LUV UAL TRN CNW ALK AAL ….. UNP KSU EXPD FDX GLNG TDW CP YRCW=Bottom (Transportation)
MANU(37): 0.44% Top=ROK TKR ITT XYL MRC DOV CFX CMI ….. FLS CAT RXN DDD GNRC JOY MHK ATI=Bottom (Manufacturing)
CHEM(28): 0.36% Top=DD APD IPI FTK EMN MON CF RPM ….. MOS AXLL OLN POT TAM FMC POL GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.15% Top=BERY NUS SKX HAR KATE DECK IRBT VFC ….. CROX BLL PBI LEG GPK FBHS OI TPX=Bottom (Consumer)
DISV(45): 0.13% Top=XRS VNTV PCLN MA TYC RHI GPN ADS ….. BLOX ALLE MYGN CXW GEO AAN YY ASGN=Bottom (Diversified Services)
RETA(68): -0.09% Top=BURL TFM AEO SFM TGT DLTR BBY KSS ….. BBBY CAB ANF CVS JCP MELI SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.45% Top=DAR FLR CVA FAST TPH MTZ EXP RSG ….. VMC RYN SPF AWI MTRX PHM RYL MDC=Bottom (Materials & Construction)
ENER(108): -0.68% Top=EEP RGP ETP MMP BAS SLB BPL PTEN ….. PVA WLL SN EXXI CRK OAS MHR CLR=Bottom (Energy)
REAL(77): -0.69% Top=BAM EJ DRH RLGY CBG RLJ AMT GRT ….. AGNC LPT NNN NLY DEI ARCP SRC HTS=Bottom (Real Estate)
META(25): -1.37% Top=CCJ CMC SLCA STLD SCCO AA CENX NUE ….. RGLD GG CNX AKS EGO AEM SWC BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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.
58.0% are above yesterday’s midpoint. (42.0% are below.)
20.3% are below yesterday’s low.
48.1% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND
52.5% of stocks are above today’s open. (46.4% are below).
52.0% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% 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.
26.4% 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.
21.7% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN
64.9% of stocks are above yesterday’s close. (35.1% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
1.6% are up 3.5% or more. 1.3% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:23.7%…>=80:39.2%…>=50:63.8%…<=20:15.6%…<=10:9.0%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.3%…>=50:56.7%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.6% above previous 1 highs, 20.3% below previous 1 lows
30.0% above previous 2 highs, 10.4% below previous 2 lows
26.6% above previous 3 highs, 8.1% below previous 3 lows
23.3% above previous 4 highs, 7.7% below previous 4 lows
22.4% above previous 5 highs, 7.7% below previous 5 lows
21.2% above previous 6 highs, 7.5% below previous 6 lows
18.6% above previous 7 highs, 7.4% below previous 7 lows
17.2% above previous 8 highs, 7.4% below previous 8 lows
16.8% above previous 9 highs, 7.2% below previous 9 lows
15.8% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.9% are above or equal to 9/17 close (1 days ago), 35.1% are below.
63.0% are above or equal to 9/16 close (2 days ago), 37.0% are below.
72.2% are above or equal to 9/15 close (3 days ago), 27.8% are below.
61.4% are above or equal to 9/12 close (4 days ago), 38.6% are below.
47.5% are above or equal to 9/11 close (5 days ago), 52.5% are below.
51.8% are above or equal to 9/10 close (6 days ago), 48.2% are below.
55.1% are above or equal to 9/9 close (7 days ago), 44.9% are below.
44.6% are above or equal to 9/8 close (8 days ago), 55.4% are below.
42.9% are above or equal to 9/5 close (9 days ago), 57.1% are below.
48.4% are above or equal to 9/4 close (10 days ago), 51.6% are below.
46.1% are above or equal to 9/3 close (11 days ago), 53.9% are below.
44.5% are above or equal to 9/2 close (12 days ago), 55.5% are below.
46.0% are above or equal to 8/29 close (13 days ago), 54.0% are below.
49.7% are above or equal to 8/28 close (14 days ago), 50.3% are below.
49.5% are above or equal to 8/27 close (15 days ago), 50.5% are below.
47.7% are above or equal to 8/26 close (16 days ago), 52.3% are below.
50.4% are above or equal to 8/25 close (17 days ago), 49.6% are below.
53.4% are above or equal to 8/22 close (18 days ago), 46.6% are below.
52.5% are above or equal to 8/21 close (19 days ago), 47.5% are below.
52.9% are above or equal to 8/20 close (20 days ago), 47.1% are below.
55.4% are above or equal to 8/19 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.9% new highs, 9.5% new lows
21d: 16.9% new highs, 9.3% new lows
42d: 13.2% new highs, 7.1% new lows
63d: 10.3% new highs, 6.0% new lows
126d: 7.7% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.7% above, 36.3% below
3-day: 63.2% above, 36.8% below
4-day: 67.7% above, 32.3% below
5-day: 65.5% above, 34.5% below
8-day: 57.6% above, 42.4% below
10-day: 53.8% above, 46.2% below
20-day: 50.1% above, 49.9% below
50-day: 58.2% above, 41.8% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 1:04 pm ET)
ELEC(55): 1.44% Top=AMBA INVN CY RFMD TQNT SWKS CAVM SUNE ….. CPHD FSLR JBL GRMN GLW OVTI INTC CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.19% Top=CME FHN C SLM PVTB LPLA SCHW RJF ….. ARMK ACAS ARCC RCAP WU APO PSEC KKR=Bottom (Banks/Financials)
COHW(46): 0.97% Top=LVLT GOGO SNDK INFN COMM RKUS SWIR ARUN ….. VRSN CSCO FNSR PANW WIN NSR VIP BBRY=Bottom (Computer Hardware/Telecom)
LEIS(26): 0.96% Top=MGM WYNN MPEL LVS BLMN SIX WEN KKD ….. SEAS HOT SBUX PNK BYD LTM MCD DNKN=Bottom (Leisure)
INSU(35): 0.88% Top=PRU LNC MET ACE L WRB TRV GNW ….. FNF TMK WSH CINF AJG AGO MBI ORI=Bottom (Insurance)
COSW(73): 0.86% Top=DWRE JD VRNT BIDU AKAM TRIP AWAY VEEV ….. LNKD RHT AOL YHOO GRPN WBMD FEYE CSOD=Bottom (Computer Software/Internet)
HEAL(48): 0.84% Top=PODD DXCM BSX THOR CNC HNT IRWD WMGI ….. VAR XRAY ZMH LH SYK OPK COO A=Bottom (Health)
TRAN(27): 0.60% Top=GBX SAVE LUV TRN UAL CNW AAL ALK ….. CSX KSU EXPD FDX GLNG TDW CP YRCW=Bottom (Transportation)
MANU(37): 0.41% Top=ROK TKR XYL ITT DOV MRC DCI CMI ….. FLS CAT RXN DDD JOY GNRC MHK ATI=Bottom (Manufacturing)
CHEM(28): 0.35% Top=DD APD FTK IPI EMN MON CE RPM ….. DOW MOS OLN POT TAM FMC POL GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.14% Top=NUS BERY HAR SKX IRBT KATE DECK VFC ….. BLL PBI CROX LEG OI GPK FBHS TPX=Bottom (Consumer)
DISV(45): 0.11% Top=XRS PCLN VNTV TYC MA RHI GPN HTZ ….. BLOX ALLE CXW GEO MYGN AAN ASGN YY=Bottom (Diversified Services)
RETA(68): -0.08% Top=BURL AEO TFM SFM TGT KSS DLTR BBY ….. SIG CAB ANF MELI CVS JCP SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.45% Top=DAR FLR TPH CVA FAST EXP MTZ RSG ….. PHM MDR MAS VMC USG RYL MDC MTRX=Bottom (Materials & Construction)
REAL(77): -0.60% Top=BAM DRH EJ RLGY CBG AMT RLJ GRT ….. CYS NNN AGNC DEI NLY SRC ARCP HTS=Bottom (Real Estate)
ENER(108): -0.64% Top=EEP RGP ETP PTEN MMP SLB BPL FET ….. PVA WLL SN EXXI CRK OAS MHR CLR=Bottom (Energy)
META(25): -1.32% Top=CCJ CMC SCCO STLD SLCA AA CENX X ….. RGLD GG CNX AKS EGO AEM SWC BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:39 am

Market Stats at 12:38 pm ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
33.0% of stocks are above yesterday’s high.
58.6% are above yesterday’s midpoint. (41.4% are below.)
18.6% are below yesterday’s low.
48.4% are inside yesterday’s range.
49.0% of stocks with today’s high > yesterday’s high. (51.0% less than).
30.0% of stocks with today’s low < yesterday’s low. (70.0% greater than).

EVIDENCE OF INTRADAY TREND
55.8% of stocks are above today’s open. (43.5% are below).
55.0% of stocks are above today’s open and yesterday’s close.
32.7% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.7% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
57.2% are in the top half. 42.8% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN
66.5% of stocks are above yesterday’s close. (33.5% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
1.6% are up 3.5% or more. 1.2% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.6%…>=90:23.7%…>=80:40.3%…>=50:65.5%…<=20:14.7%…<=10:8.6%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:57.2%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:57.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.0% above previous 1 highs, 18.6% below previous 1 lows
31.7% above previous 2 highs, 9.3% below previous 2 lows
28.0% above previous 3 highs, 7.6% below previous 3 lows
24.2% above previous 4 highs, 7.4% below previous 4 lows
22.6% above previous 5 highs, 7.4% below previous 5 lows
21.6% above previous 6 highs, 7.1% below previous 6 lows
19.1% above previous 7 highs, 7.0% below previous 7 lows
17.5% above previous 8 highs, 7.0% below previous 8 lows
17.2% above previous 9 highs, 6.9% below previous 9 lows
15.8% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.5% are above or equal to 9/17 close (1 days ago), 33.5% are below.
63.5% are above or equal to 9/16 close (2 days ago), 36.5% are below.
75.1% are above or equal to 9/15 close (3 days ago), 24.9% are below.
62.7% are above or equal to 9/12 close (4 days ago), 37.3% are below.
49.0% are above or equal to 9/11 close (5 days ago), 51.0% are below.
53.1% are above or equal to 9/10 close (6 days ago), 46.9% are below.
56.4% are above or equal to 9/9 close (7 days ago), 43.6% are below.
45.7% are above or equal to 9/8 close (8 days ago), 54.3% are below.
44.0% are above or equal to 9/5 close (9 days ago), 56.0% are below.
49.4% are above or equal to 9/4 close (10 days ago), 50.6% are below.
46.4% are above or equal to 9/3 close (11 days ago), 53.6% are below.
44.7% are above or equal to 9/2 close (12 days ago), 55.3% are below.
45.7% are above or equal to 8/29 close (13 days ago), 54.3% are below.
50.1% are above or equal to 8/28 close (14 days ago), 49.9% are below.
49.4% are above or equal to 8/27 close (15 days ago), 50.6% are below.
48.0% are above or equal to 8/26 close (16 days ago), 52.0% are below.
51.1% are above or equal to 8/25 close (17 days ago), 48.9% are below.
54.1% are above or equal to 8/22 close (18 days ago), 45.9% are below.
53.4% are above or equal to 8/21 close (19 days ago), 46.6% are below.
53.7% are above or equal to 8/20 close (20 days ago), 46.3% are below.
56.4% are above or equal to 8/19 close (21 days ago), 43.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 9.3% new lows
21d: 16.7% new highs, 9.2% new lows
42d: 13.0% new highs, 7.1% new lows
63d: 10.3% new highs, 6.0% new lows
126d: 7.7% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 65.2% above, 34.8% below
3-day: 64.1% above, 35.9% below
4-day: 69.7% above, 30.3% below
5-day: 67.4% above, 32.6% below
8-day: 58.6% above, 41.4% below
10-day: 55.3% above, 44.7% below
20-day: 51.1% above, 48.9% below
50-day: 58.2% above, 41.8% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 12:38 pm ET)
ELEC(55): 1.43% Top=AMBA INVN CY RFMD TQNT SWKS SUNE CODE ….. APH TEL GRMN GLW INTC JBL OVTI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.18% Top=CME C PVTB FHN ETFC SLM RJF WETF ….. ISBC ACAS WU ARCC PSEC KKR APO RCAP=Bottom (Banks/Financials)
LEIS(26): 1.09% Top=MPEL WYNN MGM LVS BLMN KKD WEN SIX ….. HOT YUM SEAS RCL SBUX LTM MCD DNKN=Bottom (Leisure)
COHW(46): 1.04% Top=GOGO LVLT COMM RKUS INFN SNDK EFII SWIR ….. TMUS MSI CSCO NSR WIN OLED VIP BBRY=Bottom (Computer Hardware/Telecom)
INSU(35): 0.91% Top=PRU LNC MET ACE L RDN WRB PGR ….. AIZ TMK CINF WSH MBI AGO AJG ORI=Bottom (Insurance)
COSW(73): 0.86% Top=DWRE JD VRNT BIDU AWAY AKAM WWWW EA ….. PTC RHT YHOO AOL GRPN WBMD FEYE CSOD=Bottom (Computer Software/Internet)
HEAL(48): 0.81% Top=PODD BSX DXCM WMGI IRWD CNC EVHC HNT ….. HOLX SYK VAR LH ZMH OPK COO A=Bottom (Health)
TRAN(27): 0.67% Top=GBX SAVE LUV TRN UAL CNW AAL ALK ….. CSX KSU EXPD FDX TDW GLNG CP YRCW=Bottom (Transportation)
MANU(37): 0.48% Top=JKS TKR ROK ITT XYL TEX MRC CMI ….. BWC RXN CAT DDD JOY MHK GNRC ATI=Bottom (Manufacturing)
CHEM(28): 0.45% Top=DD APD IPI FTK EMN MON PPG RPM ….. POT MOS DOW OLN AXLL FMC POL GPRE=Bottom (Chemicals/Fertilizers)
DISV(45): 0.17% Top=XRS PCLN VNTV TYC Z MA GPN RHI ….. AL BLOX GEO CXW AAN MYGN ASGN YY=Bottom (Diversified Services)
CONS(55): 0.16% Top=NUS BERY SKX HAR KATE IRBT LULU DECK ….. LEG BLL PBI CCK FBHS GPK TPX OI=Bottom (Consumer)
RETA(68): -0.01% Top=BURL AEO TGT KSS DLTR NFLX HIBB DANG ….. SIG BBBY ANF MELI CVS JCP SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.32% Top=DAR TPH FLR FAST CVA MTZ EXP TOL ….. MAS USG SPF MDR RYN MDC RYL MTRX=Bottom (Materials & Construction)
ENER(108): -0.39% Top=EEP RGP ETP PTEN MMP BAS SLB SPN ….. CVE WLL SN EXXI CRK OAS MHR CLR=Bottom (Energy)
REAL(77): -0.60% Top=EJ BAM DRH RLGY CBG AMT RLJ KRG ….. NNN CYS AGNC VTR SRC NLY ARCP HTS=Bottom (Real Estate)
META(25): -1.24% Top=CCJ CMC STLD SCCO SLCA X AA CENX ….. GG RGLD CNX AKS EGO AEM SWC BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 10:45 am ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
30.9% of stocks are above yesterday’s high.
63.4% are above yesterday’s midpoint. (36.6% are below.)
12.0% are below yesterday’s low.
57.1% are inside yesterday’s range.
43.9% of stocks with today’s high > yesterday’s high. (56.1% less than).
27.7% of stocks with today’s low < yesterday’s low. (72.3% greater than).

EVIDENCE OF INTRADAY TREND
58.8% of stocks are above today’s open. (39.8% are below).
57.8% of stocks are above today’s open and yesterday’s close.
26.0% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.1% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
69.0% are in the top half. 31.0% of stocks are in the bottom half of today’s range.
5.4% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN
72.9% of stocks are above yesterday’s close. (27.1% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.5% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:23.2%…>=80:42.9%…>=50:70.5%…<=20:11.9%…<=10:6.5%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.7%…>=50:57.4%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.9% above previous 1 highs, 12.0% below previous 1 lows
29.1% above previous 2 highs, 5.7% below previous 2 lows
25.9% above previous 3 highs, 4.8% below previous 3 lows
22.1% above previous 4 highs, 4.6% below previous 4 lows
20.7% above previous 5 highs, 4.4% below previous 5 lows
19.6% above previous 6 highs, 4.3% below previous 6 lows
17.2% above previous 7 highs, 4.3% below previous 7 lows
15.9% above previous 8 highs, 4.3% below previous 8 lows
15.3% above previous 9 highs, 4.1% below previous 9 lows
14.0% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.9% are above or equal to 9/17 close (1 days ago), 27.1% are below.
65.5% are above or equal to 9/16 close (2 days ago), 34.5% are below.
78.1% are above or equal to 9/15 close (3 days ago), 21.9% are below.
66.2% are above or equal to 9/12 close (4 days ago), 33.8% are below.
49.7% are above or equal to 9/11 close (5 days ago), 50.3% are below.
54.1% are above or equal to 9/10 close (6 days ago), 45.9% are below.
57.3% are above or equal to 9/9 close (7 days ago), 42.7% are below.
46.4% are above or equal to 9/8 close (8 days ago), 53.6% are below.
43.4% are above or equal to 9/5 close (9 days ago), 56.6% are below.
48.8% are above or equal to 9/4 close (10 days ago), 51.2% are below.
47.0% are above or equal to 9/3 close (11 days ago), 53.0% are below.
46.2% are above or equal to 9/2 close (12 days ago), 53.8% are below.
47.3% are above or equal to 8/29 close (13 days ago), 52.7% are below.
50.2% are above or equal to 8/28 close (14 days ago), 49.8% are below.
49.6% are above or equal to 8/27 close (15 days ago), 50.4% are below.
48.2% are above or equal to 8/26 close (16 days ago), 51.8% are below.
50.6% are above or equal to 8/25 close (17 days ago), 49.4% are below.
54.7% are above or equal to 8/22 close (18 days ago), 45.3% are below.
53.1% are above or equal to 8/21 close (19 days ago), 46.9% are below.
53.9% are above or equal to 8/20 close (20 days ago), 46.1% are below.
56.6% are above or equal to 8/19 close (21 days ago), 43.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.6% new highs, 7.9% new lows
21d: 14.6% new highs, 7.8% new lows
42d: 11.7% new highs, 5.7% new lows
63d: 9.2% new highs, 4.9% new lows
126d: 6.8% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.4% above, 28.6% below
3-day: 69.7% above, 30.3% below
4-day: 74.2% above, 25.8% below
5-day: 71.5% above, 28.5% below
8-day: 60.2% above, 39.8% below
10-day: 56.2% above, 43.8% below
20-day: 51.8% above, 48.2% below
50-day: 58.8% above, 41.2% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 10:45 am ET)
ELEC(55): 1.19% Top=AMBA INVN CY TSL SWKS FCS JASO SUNE ….. APH MRVL SPWR INTC TRMB JBL GRMN OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.19% Top=PVTB FHN SLM ETFC CME FMER SCHW LPLA ….. RCAP ACAS WU ARCC APO PSEC KKR JNS=Bottom (Banks/Financials)
LEIS(26): 0.98% Top=MPEL WYNN MGM KKD LVS BLMN SIX CAKE ….. MCD BYD HOT EAT RCL SBUX DRI DNKN=Bottom (Leisure)
COHW(46): 0.82% Top=GOGO INFN SNDK LVLT BRCD RKUS COMM EFII ….. CTL SSYS MSI JDSU TMUS PANW SYNA BBRY=Bottom (Computer Hardware/Telecom)
INSU(35): 0.81% Top=LNC PRU RDN MET L UNM AXS AON ….. WSH CINF AJG AIZ AGO AFSI ORI MBI=Bottom (Insurance)
COSW(73): 0.79% Top=JD AWAY VRNT TRIP WWWW DWRE INFA TWTR ….. AOL NOW CERN DATA GRPN WBMD CSOD FEYE=Bottom (Computer Software/Internet)
HEAL(48): 0.56% Top=PODD BSX WMGI GMED ALGN HNT DVA WCG ….. ZMH LH OPK ZLTQ BAX COO HOLX A=Bottom (Health)
TRAN(27): 0.51% Top=GBX TRN SAVE SWFT LUV CNI AAL CNW ….. CHRW EXPD JBHT FDX TDW XPO CP YRCW=Bottom (Transportation)
MANU(37): 0.45% Top=JKS DRC ITT XYL MRC ROK DOV DCI ….. AME GTLS GE AGCO CAT GNRC JOY ATI=Bottom (Manufacturing)
CHEM(28): 0.43% Top=APD DD MON CE PPG CF EMN FTK ….. TAM MOS WPZ POT AXLL POL FMC GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.32% Top=NUS BERY HAR SKX IRBT KATE UFS KS ….. RKT NWL CROX CCK BLL TPX GPK OI=Bottom (Consumer)
DISV(45): 0.29% Top=XRS VNTV PCLN MA Z TYC GPN RHI ….. AAN TNET BLOX CXW GEO ASGN MYGN YY=Bottom (Diversified Services)
RETA(68): 0.19% Top=BURL TGT KSS AEO DLTR WSM GES BBY ….. RH SIG ANF WAG CVS JCP SHLD PIR=Bottom (Retail & Specialty Retail)
ENER(108): 0.05% Top=MTDR EEP BAS PBF NFX PTEN FET CJES ….. AREX SN EXXI CRK CVE OAS MHR CLR=Bottom (Energy)
MATE(28): -0.00% Top=TPH MTZ CVA FLR TOL MDR FAST OC ….. AWI MDC PHM MTRX VMC SPF RYL RYN=Bottom (Materials & Construction)
REAL(77): -0.26% Top=BAM CBG DRH AMT RLGY RLJ EJ HST ….. DLR AGNC SRC VTR BDN NLY CYS HTS=Bottom (Real Estate)
META(25): -0.70% Top=CENX CMC CCJ STLD SCCO SLCA AA NUE ….. RGLD GG EGO CNX AEM AKS SWC BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 10:38 am ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
26.4% of stocks are above yesterday’s high.
59.5% are above yesterday’s midpoint. (40.5% are below.)
15.1% are below yesterday’s low.
58.6% are inside yesterday’s range.
42.0% of stocks with today’s high > yesterday’s high. (58.0% less than).
27.5% of stocks with today’s low < yesterday’s low. (72.5% greater than).

EVIDENCE OF INTRADAY TREND
53.6% of stocks are above today’s open. (45.4% are below).
52.9% of stocks are above today’s open and yesterday’s close.
31.3% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.2% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
59.2% are in the top half. 40.8% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN
68.0% of stocks are above yesterday’s close. (32.0% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
0.9% are up 3.5% or more. 0.5% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.3%…>=90:21.4%…>=80:40.0%…>=50:66.0%…<=20:13.2%…<=10:7.0%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.3%…>=50:55.5%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.4% above previous 1 highs, 15.1% below previous 1 lows
25.3% above previous 2 highs, 7.1% below previous 2 lows
22.6% above previous 3 highs, 5.8% below previous 3 lows
20.1% above previous 4 highs, 5.6% below previous 4 lows
18.7% above previous 5 highs, 5.4% below previous 5 lows
17.6% above previous 6 highs, 5.4% below previous 6 lows
15.1% above previous 7 highs, 5.4% below previous 7 lows
14.5% above previous 8 highs, 5.4% below previous 8 lows
14.0% above previous 9 highs, 5.3% below previous 9 lows
12.7% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.0% are above or equal to 9/17 close (1 days ago), 32.0% are below.
63.6% are above or equal to 9/16 close (2 days ago), 36.4% are below.
75.6% are above or equal to 9/15 close (3 days ago), 24.4% are below.
64.2% are above or equal to 9/12 close (4 days ago), 35.8% are below.
48.0% are above or equal to 9/11 close (5 days ago), 52.0% are below.
52.5% are above or equal to 9/10 close (6 days ago), 47.5% are below.
55.8% are above or equal to 9/9 close (7 days ago), 44.2% are below.
45.0% are above or equal to 9/8 close (8 days ago), 55.0% are below.
41.3% are above or equal to 9/5 close (9 days ago), 58.7% are below.
47.4% are above or equal to 9/4 close (10 days ago), 52.6% are below.
45.7% are above or equal to 9/3 close (11 days ago), 54.3% are below.
45.0% are above or equal to 9/2 close (12 days ago), 55.0% are below.
46.3% are above or equal to 8/29 close (13 days ago), 53.7% are below.
48.9% are above or equal to 8/28 close (14 days ago), 51.1% are below.
48.5% are above or equal to 8/27 close (15 days ago), 51.5% are below.
47.5% are above or equal to 8/26 close (16 days ago), 52.5% are below.
49.8% are above or equal to 8/25 close (17 days ago), 50.2% are below.
54.1% are above or equal to 8/22 close (18 days ago), 45.9% are below.
52.2% are above or equal to 8/21 close (19 days ago), 47.8% are below.
53.2% are above or equal to 8/20 close (20 days ago), 46.8% are below.
55.7% are above or equal to 8/19 close (21 days ago), 44.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 7.9% new lows
21d: 13.9% new highs, 7.8% new lows
42d: 11.2% new highs, 5.7% new lows
63d: 8.9% new highs, 4.9% new lows
126d: 6.4% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.9% above, 33.1% below
3-day: 65.9% above, 34.1% below
4-day: 70.9% above, 29.1% below
5-day: 68.3% above, 31.7% below
8-day: 58.2% above, 41.8% below
10-day: 53.8% above, 46.2% below
20-day: 50.5% above, 49.5% below
50-day: 58.2% above, 41.8% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 10:38 am ET)
FINA(76): 1.10% Top=SLM PVTB ETFC FHN CME LPLA SCHW CMA ….. FRC RCAP ACAS ARCC APO PSEC KKR JNS=Bottom (Banks/Financials)
ELEC(55): 1.04% Top=AMBA INVN TSL CY SWKS JASO FCS SUNE ….. SPWR CSIQ INTC TRMB CPHD GRMN JBL OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 0.96% Top=MPEL WYNN MGM KKD LVS BLMN SIX WEN ….. HOT MCD BYD EAT RCL SBUX DRI DNKN=Bottom (Leisure)
INSU(35): 0.80% Top=LNC PRU MET FNF AXS L MTG RDN ….. WSH CINF AIZ AJG AGO ORI AFSI MBI=Bottom (Insurance)
COHW(46): 0.70% Top=GOGO SNDK INFN LVLT BRCD COMM EFII RKUS ….. CTL OLED MSI SSYS TMUS PANW SYNA BBRY=Bottom (Computer Hardware/Telecom)
COSW(73): 0.66% Top=JD AWAY VRNT TRIP WWWW TWTR INFA BIDU ….. SPLK CERN GRPN NOW DATA WBMD CSOD FEYE=Bottom (Computer Software/Internet)
TRAN(27): 0.42% Top=GBX TRN CNI LUV SWFT SAVE JBLU AAL ….. CHRW FDX XPO JBHT TDW CP GLNG YRCW=Bottom (Transportation)
HEAL(48): 0.42% Top=PODD BSX DVA GMED WMGI ALGN ESRX ABT ….. ZMH RMD ZLTQ BAX A COO OPK HOLX=Bottom (Health)
MANU(37): 0.36% Top=JKS DRC ITT MRC XYL DOV ROK DCI ….. GTLS MHK AGCO CAT GNRC DDD JOY ATI=Bottom (Manufacturing)
CHEM(28): 0.32% Top=APD DD MON CE PPG CF ASH EMN ….. TAM MOS POT WPZ POL AXLL FMC GPRE=Bottom (Chemicals/Fertilizers)
CONS(55): 0.23% Top=NUS BERY HAR KATE SKX IRBT LULU UFS ….. NWL RKT WHR CCK PBI GPK TPX OI=Bottom (Consumer)
DISV(45): 0.21% Top=XRS VNTV PCLN MA Z GPN TYC RCII ….. AL TNET CXW GEO BLOX ASGN MYGN YY=Bottom (Diversified Services)
RETA(68): 0.11% Top=BURL TGT DLTR AEO KSS WSM BBY GES ….. RH SIG ANF WAG CVS JCP SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.20% Top=TPH MTZ FLR CVA FAST MDR TOL OC ….. MDC USG MTRX RYN PHM VMC SPF RYL=Bottom (Materials & Construction)
ENER(108): -0.27% Top=MTDR PBF BAS EEP FET ETP PTEN WNR ….. AREX CVE EXXI SN CRK OAS MHR CLR=Bottom (Energy)
REAL(77): -0.35% Top=BAM DRH RLGY CBG AMT RLJ EJ VNO ….. NNN SRC DLR NLY VTR CYS BDN HTS=Bottom (Real Estate)
META(25): -0.69% Top=CCJ CMC CENX STLD SCCO AA SLCA NUE ….. GG PAAS EGO CNX AKS AEM SWC BTU=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:42 am ET
by daytrend on 20140918. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
17.2% of stocks are above yesterday’s high.
53.3% are above yesterday’s midpoint. (46.7% are below.)
14.8% are below yesterday’s low.
68.0% are inside yesterday’s range.
29.6% of stocks with today’s high > yesterday’s high. (70.4% less than).
20.1% of stocks with today’s low < yesterday’s low. (79.9% greater than).

EVIDENCE OF INTRADAY TREND
42.0% of stocks are above today’s open. (55.8% are below).
41.2% of stocks are above today’s open and yesterday’s close.
35.2% are below both.
8.8% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.8% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
41.9% are in the top half. 58.1% of stocks are in the bottom half of today’s range.
30.5% are in the bottom 20%.
18.9% are in the bottom 10%.

GAIN
63.6% of stocks are above yesterday’s close. (36.4% are below.)
0.0% are up 4.5% or more. 0.4% are down 4.5% or more.
0.0% are up 3.5% or more. 0.4% are down 3.5% or more.
83.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.4%…>=90:16.6%…>=80:34.1%…>=50:63.8%…<=20:13.8%…<=10:7.9%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.7%…>=50:54.0%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:55.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.2% above previous 1 highs, 14.8% below previous 1 lows
15.5% above previous 2 highs, 6.9% below previous 2 lows
13.5% above previous 3 highs, 5.3% below previous 3 lows
11.9% above previous 4 highs, 5.1% below previous 4 lows
11.3% above previous 5 highs, 4.8% below previous 5 lows
11.2% above previous 6 highs, 4.8% below previous 6 lows
10.4% above previous 7 highs, 4.7% below previous 7 lows
9.6% above previous 8 highs, 4.6% below previous 8 lows
9.3% above previous 9 highs, 4.6% below previous 9 lows
8.3% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.6% are above or equal to 9/17 close (1 days ago), 36.4% are below.
60.7% are above or equal to 9/16 close (2 days ago), 39.3% are below.
73.7% are above or equal to 9/15 close (3 days ago), 26.3% are below.
61.3% are above or equal to 9/12 close (4 days ago), 38.7% are below.
45.7% are above or equal to 9/11 close (5 days ago), 54.3% are below.
50.1% are above or equal to 9/10 close (6 days ago), 49.9% are below.
53.0% are above or equal to 9/9 close (7 days ago), 47.0% are below.
41.2% are above or equal to 9/8 close (8 days ago), 58.8% are below.
39.6% are above or equal to 9/5 close (9 days ago), 60.4% are below.
45.4% are above or equal to 9/4 close (10 days ago), 54.6% are below.
43.5% are above or equal to 9/3 close (11 days ago), 56.5% are below.
42.5% are above or equal to 9/2 close (12 days ago), 57.5% are below.
43.6% are above or equal to 8/29 close (13 days ago), 56.4% are below.
48.7% are above or equal to 8/28 close (14 days ago), 51.3% are below.
47.4% are above or equal to 8/27 close (15 days ago), 52.6% are below.
45.5% are above or equal to 8/26 close (16 days ago), 54.5% are below.
48.1% are above or equal to 8/25 close (17 days ago), 51.9% are below.
52.3% are above or equal to 8/22 close (18 days ago), 47.7% are below.
50.9% are above or equal to 8/21 close (19 days ago), 49.1% are below.
52.0% are above or equal to 8/20 close (20 days ago), 48.0% are below.
54.0% are above or equal to 8/19 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.9% new highs, 5.4% new lows
21d: 9.9% new highs, 5.3% new lows
42d: 7.8% new highs, 4.1% new lows
63d: 5.8% new highs, 3.5% new lows
126d: 3.9% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.4% above, 37.6% below
3-day: 62.7% above, 37.3% below
4-day: 68.8% above, 31.2% below
5-day: 65.5% above, 34.5% below
8-day: 57.8% above, 42.2% below
10-day: 52.7% above, 47.3% below
20-day: 48.7% above, 51.3% below
50-day: 57.1% above, 42.9% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140918 9:42 am ET)
FINA(76): 0.78% Top=PVTB FHN WBS RF HBAN ETFC FITB UMPQ ….. ACAS ARCC PSEC FRC OCN ARMK WETF JNS=Bottom (Banks/Financials)
INSU(35): 0.64% Top=LNC HIG ORI MET CNO PRU TMK PGR ….. VR AJG MBI CINF AHL AGO MTG RDN=Bottom (Insurance)
COHW(46): 0.63% Top=LVLT GOGO SNDK S INFN RKUS NSR ARUN ….. CTL CCI WIN CIEN SYNA WDC MSI SSYS=Bottom (Computer Hardware/Telecom)
LEIS(26): 0.59% Top=KKD WYNN MPEL BYD PNK MGM BLMN WEN ….. EAT SBUX LTM MCD YUM DNKN DRI RCL=Bottom (Leisure)
COSW(73): 0.53% Top=TRIP JD INFA VRNT DWRE VEEV WWWW PFPT ….. CSOD NOW SFUN AOL ATVI IACI GRPN FEYE=Bottom (Computer Software/Internet)
ELEC(55): 0.48% Top=CY TSL AMBA JASO INVN SUNE RFMD SWKS ….. BRKR OVTI GTAT INTC XLNX CRUS FSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): 0.35% Top=PODD ZLTQ ABT THOR BSX WMGI ESRX DXCM ….. STJ ZMH RMD THC IRWD HOLX BKD MOH=Bottom (Health)
TRAN(27): 0.29% Top=GBX TRN GLNG CNI SWFT AAL JBLU LUV ….. CHRW EXPD TDW JBHT CP XPO UAL YRCW=Bottom (Transportation)
CHEM(28): 0.29% Top=APD DD MON EMN CE CHMT ASH PX ….. OLN AGU FMC POT AXLL POL WPZ GPRE=Bottom (Chemicals/Fertilizers)
MANU(37): 0.23% Top=JKS DRC PCP DOV BWC ROK PLL CFX ….. GTLS MHK TEX GNRC GE DDD JOY ATI=Bottom (Manufacturing)
CONS(55): 0.21% Top=NUS BERY HAR TUMI SHOO SKX KS JAH ….. CROX GPK RKT FBHS HBI CCK TPX OI=Bottom (Consumer)
DISV(45): 0.05% Top=XRS VNTV MA PCLN TYC TMH PAYX SERV ….. VRSK AL YY ASGN CXW ALLE APOL MYGN=Bottom (Diversified Services)
RETA(68): 0.01% Top=KSS TGT AEO GES VSI TJX URBN DANG ….. FIVE SIG AAP CVS RH WAG SHLD PIR=Bottom (Retail & Specialty Retail)
MATE(28): -0.25% Top=FAST PWR FLR TPH EXP MTZ WM TOL ….. MAS MDR RYN DHI KBH MTRX RYL PHM=Bottom (Materials & Construction)
REAL(77): -0.35% Top=RLGY EJ BAM GLPI AMT HLSS CBG DRH ….. BDN NRF ARCP EQR VTR DLR NLY HTS=Bottom (Real Estate)
ENER(108): -0.55% Top=BAS FET MTDR DK PBF EEP WNR RICE ….. ATHL SWN EXXI MHR CRK FANG OAS CLR=Bottom (Energy)
META(25): -0.88% Top=STLD CCJ NUE SLCA CENX CMC SCCO AA ….. CNX CLF NEM AEM RGLD AKS SWC BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/17/2014

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

Closing Stats
by daytrend on 20140917. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
31.9% of stocks are above yesterday’s high.
68.7% are above yesterday’s midpoint. (31.3% are below.)
10.0% are below yesterday’s low.
58.1% are inside yesterday’s range.
72.9% of stocks with today’s high > yesterday’s high. (27.1% less than).
19.3% of stocks with today’s low < yesterday’s low. (80.7% greater than).

EVIDENCE OF INTRADAY TREND
46.7% of stocks are above today’s open. (52.3% are below).
44.3% of stocks are above today’s open and yesterday’s close.
43.4% are below both.
16.6% of stocks opened above yesterday’s high.
67.1% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.6% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
23.9% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN
54.3% of stocks are above yesterday’s close. (45.7% are below.)
1.2% are up 4.5% or more. 0.7% are down 4.5% or more.
2.2% are up 3.5% or more. 0.9% are down 3.5% or more.
67.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.8%…>=90:11.2%…>=80:24.7%…>=50:57.4%…<=20:16.7%…<=10:10.4%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:50.3%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.9% above previous 1 highs, 10.0% below previous 1 lows
24.5% above previous 2 highs, 7.5% below previous 2 lows
16.5% above previous 3 highs, 7.1% below previous 3 lows
15.1% above previous 4 highs, 6.5% below previous 4 lows
14.2% above previous 5 highs, 6.1% below previous 5 lows
12.6% above previous 6 highs, 5.8% below previous 6 lows
10.7% above previous 7 highs, 5.8% below previous 7 lows
10.5% above previous 8 highs, 5.6% below previous 8 lows
9.2% above previous 9 highs, 5.6% below previous 9 lows
8.5% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.3% are above or equal to 9/16 close (1 days ago), 45.7% are below.
73.2% are above or equal to 9/15 close (2 days ago), 26.8% are below.
57.3% are above or equal to 9/12 close (3 days ago), 42.7% are below.
40.5% are above or equal to 9/11 close (4 days ago), 59.5% are below.
46.3% are above or equal to 9/10 close (5 days ago), 53.7% are below.
49.9% are above or equal to 9/9 close (6 days ago), 50.1% are below.
37.8% are above or equal to 9/8 close (7 days ago), 62.2% are below.
35.2% are above or equal to 9/5 close (8 days ago), 64.8% are below.
41.0% are above or equal to 9/4 close (9 days ago), 59.0% are below.
39.8% are above or equal to 9/3 close (10 days ago), 60.2% are below.
38.3% are above or equal to 9/2 close (11 days ago), 61.7% are below.
40.8% are above or equal to 8/29 close (12 days ago), 59.2% are below.
45.4% are above or equal to 8/28 close (13 days ago), 54.6% are below.
43.9% are above or equal to 8/27 close (14 days ago), 56.1% are below.
42.8% are above or equal to 8/26 close (15 days ago), 57.2% are below.
46.8% are above or equal to 8/25 close (16 days ago), 53.2% are below.
50.6% are above or equal to 8/22 close (17 days ago), 49.4% are below.
49.4% are above or equal to 8/21 close (18 days ago), 50.6% are below.
50.3% are above or equal to 8/20 close (19 days ago), 49.7% are below.
53.0% are above or equal to 8/19 close (20 days ago), 47.0% are below.
56.4% are above or equal to 8/18 close (21 days ago), 43.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.2% new highs, 7.6% new lows
21d: 14.2% new highs, 7.2% new lows
42d: 10.4% new highs, 3.6% new lows
63d: 8.5% new highs, 3.0% new lows
126d: 6.9% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.6% above, 47.4% below
3-day: 65.2% above, 34.8% below
4-day: 63.7% above, 36.3% below
5-day: 54.4% above, 45.6% below
8-day: 48.9% above, 51.1% below
10-day: 45.7% above, 54.3% below
20-day: 44.1% above, 55.9% below
50-day: 55.2% above, 44.8% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 Closing)
MATE(28): 1.38% Top=LEN KBH MTZ DHI SPF MDC MTRX PHM ….. MLM FLR FAST OC RSG RYN WY DAR=Bottom (Materials & Construction)
ELEC(55): 0.91% Top=CSIQ TSL JASO FSL CPHD SPWR IDTI CY ….. MRVL SNPS TEL MEI GRMN RFMD TQNT GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 0.72% Top=OCN SCHW ICE RCAP ETFC DFS RF JNS ….. EV ACAS WBS RY KKR VLY NDAQ TD=Bottom (Banks/Financials)
LEIS(26): 0.55% Top=SGMS LVS BLMN WYNN RCL MPEL WEN PNK ….. KKD SEAS WYN MCD EXPE BYD DNKN SIX=Bottom (Leisure)
TRAN(26): 0.51% Top=FDX XPO GBX KSU NSC UNP CSX UPS ….. JBHT UAL SWFT ALK AAL TDW DAL JBLU=Bottom (Transportation)
MANU(37): 0.39% Top=DRC JKS MHK JOY DHR BWC ATI PCP ….. ETN DCI ITT DOV FLS CAT GNRC CFX=Bottom (Manufacturing)
META(24): 0.28% Top=X AKS NUE STLD CCJ SLCA CENX AA ….. NEM GG ABX BTU AUY SLW EGO AEM=Bottom (Metals & Mining)
INSU(35): 0.17% Top=RDN MTG HIG ORI FNF WSH ACGL AIG ….. WRB AIZ MMC MBI LNC CNO AFSI AFL=Bottom (Insurance)
COHW(46): 0.17% Top=SSYS GOGO CTL NSR SWIR LVLT HPQ AAPL ….. BCE UBNT ARRS S ARUN COMM PLCM TDC=Bottom (Computer Hardware/Telecom)
HEAL(47): 0.07% Top=EVHC IRWD A EW CNC PKI DXCM ABT ….. LH ZMH DGX BSX RMD HRC BKD BAX=Bottom (Health)
RETA(69): 0.07% Top=TFM RAD WFM KMX BURL CPRT CDW HD ….. CHS BBBY BIG HIBB URBN DANG GME SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.05% Top=CAR ULTA PAYX GEO FLT HMSY RRD AAN ….. WOOF V ADS Z JEC APOL ASGN YY=Bottom (Diversified Services)
REAL(77): -0.07% Top=CBL BXP CLNY RLGY SLG EXR LHO AMH ….. KIM DDR STWD UDR GRT NRF DFT EJ=Bottom (Real Estate)
COSW(75): -0.10% Top=FEYE GWRE PFPT WWWW NOW RATE BIDU XRX ….. TRI VEEV EA CTRX ATVI SFUN CSOD ADBE=Bottom (Computer Software/Internet)
CHEM(27): -0.11% Top=DD DOW FTK RPM IPI CF TAM PPG ….. APD MEOH HUN CHMT AXLL POL FMC GPRE=Bottom (Chemicals/Fertilizers)
ENER(108): -0.37% Top=EEP BBG MHR SN ATHL EXXI CLR PAGP ….. CVE AREX KOS RDC ALJ GDP NE PBF=Bottom (Energy)
CONS(55): -0.47% Top=NUS UA FBHS LULU WHR IRBT HBI SHOO ….. PBI BLL FOSL PKG RKT CCK SKX OI=Bottom (Consumer)

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

Filed under: Market Stats — daytrend @ 1:14 pm

Market Stats at 2:13 pm ET
by daytrend on 20140917. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
41.5% of stocks are above yesterday’s high.
80.5% are above yesterday’s midpoint. (19.5% are below.)
6.0% are below yesterday’s low.
52.5% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high. (30.2% less than).
17.7% of stocks with today’s low < yesterday’s low. (82.3% greater than).

EVIDENCE OF INTRADAY TREND
61.0% of stocks are above today’s open. (37.3% are below).
59.3% of stocks are above today’s open and yesterday’s close.
28.2% are below both.
16.6% of stocks opened above yesterday’s high.
67.1% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.5% of stocks are in the top 10% of today’s range.
33.3% are in the top 20%.
71.5% are in the top half. 28.5% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.1% are in the bottom 10%.

GAIN
69.9% of stocks are above yesterday’s close. (30.1% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
2.6% are up 3.5% or more. 0.4% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.5%…>=90:14.8%…>=80:33.4%…>=50:70.4%…<=20:11.9%…<=10:6.1%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:55.0%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.5% above previous 1 highs, 6.0% below previous 1 lows
31.6% above previous 2 highs, 4.8% below previous 2 lows
22.8% above previous 3 highs, 4.6% below previous 3 lows
21.0% above previous 4 highs, 4.2% below previous 4 lows
19.6% above previous 5 highs, 4.0% below previous 5 lows
17.4% above previous 6 highs, 3.9% below previous 6 lows
14.9% above previous 7 highs, 3.9% below previous 7 lows
14.2% above previous 8 highs, 3.7% below previous 8 lows
12.7% above previous 9 highs, 3.7% below previous 9 lows
11.2% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
69.9% are above or equal to 9/16 close (1 days ago), 30.1% are below.
81.2% are above or equal to 9/15 close (2 days ago), 18.8% are below.
65.0% are above or equal to 9/12 close (3 days ago), 35.0% are below.
46.4% are above or equal to 9/11 close (4 days ago), 53.6% are below.
51.3% are above or equal to 9/10 close (5 days ago), 48.7% are below.
55.2% are above or equal to 9/9 close (6 days ago), 44.8% are below.
42.9% are above or equal to 9/8 close (7 days ago), 57.1% are below.
39.8% are above or equal to 9/5 close (8 days ago), 60.2% are below.
46.1% are above or equal to 9/4 close (9 days ago), 53.9% are below.
44.0% are above or equal to 9/3 close (10 days ago), 56.0% are below.
42.0% are above or equal to 9/2 close (11 days ago), 58.0% are below.
43.2% are above or equal to 8/29 close (12 days ago), 56.8% are below.
48.0% are above or equal to 8/28 close (13 days ago), 52.0% are below.
45.5% are above or equal to 8/27 close (14 days ago), 54.5% are below.
45.3% are above or equal to 8/26 close (15 days ago), 54.7% are below.
49.5% are above or equal to 8/25 close (16 days ago), 50.5% are below.
53.2% are above or equal to 8/22 close (17 days ago), 46.8% are below.
50.6% are above or equal to 8/21 close (18 days ago), 49.4% are below.
52.4% are above or equal to 8/20 close (19 days ago), 47.6% are below.
55.1% are above or equal to 8/19 close (20 days ago), 44.9% are below.
59.3% are above or equal to 8/18 close (21 days ago), 40.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.8% new highs, 6.4% new lows
21d: 12.8% new highs, 6.1% new lows
42d: 9.3% new highs, 2.8% new lows
63d: 7.8% new highs, 2.3% new lows
126d: 6.4% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.3% above, 30.7% below
3-day: 79.5% above, 20.5% below
4-day: 73.4% above, 26.6% below
5-day: 64.5% above, 35.5% below
8-day: 57.2% above, 42.8% below
10-day: 51.7% above, 48.3% below
20-day: 48.5% above, 51.5% below
50-day: 56.9% above, 43.1% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 2:13 pm ET)
MATE(28): 1.84% Top=LEN KBH MTZ DHI MDC PHM SPF MDR ….. WM CVA OC FAST WY DAR RSG RYN=Bottom (Materials & Construction)
ELEC(55): 1.37% Top=TSL CSIQ JASO FSL IDTI CREE SPWR SUNE ….. TEL SNPS GRMN MEI GTAT BRKR RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): 1.05% Top=RCAP SCHW OCN DFS ETFC RF ICE ZION ….. ACAS RY PNNT CIT KKR NDAQ TD SLM=Bottom (Banks/Financials)
TRAN(26): 1.02% Top=GBX XPO FDX GLNG KSU TRN NSC UNP ….. JBHT CNW SWFT TDW DAL ALK JBLU AAL=Bottom (Transportation)
META(24): 0.94% Top=X AKS NUE STLD CCJ SLCA CENX CNX ….. NEM EGO AUY ABX FCX BTU SLW AEM=Bottom (Metals & Mining)
MANU(37): 0.81% Top=DRC JKS JOY MHK DHR ATI GTLS BWC ….. ROK ETN ITT CAT DCI GNRC FLS CFX=Bottom (Manufacturing)
INSU(35): 0.62% Top=RDN MTG FNF ACGL ORI GNW AIG WSH ….. L AXS MBI AIZ CNO AFL WRB LNC=Bottom (Insurance)
COHW(46): 0.54% Top=SSYS GOGO SWIR LVLT NSR CTL OLED FNSR ….. ARRS ARUN EMC WDC PLCM TDC COMM S=Bottom (Computer Hardware/Telecom)
LEIS(26): 0.50% Top=SGMS LVS RCL MPEL WEN BLMN WYNN HOT ….. SEAS WYN MCD CAKE SIX EXPE DNKN BYD=Bottom (Leisure)
DISV(46): 0.35% Top=ULTA BLOX CAR KBR SERV MAN RRD FLT ….. V MYGN WOOF ASGN HTZ ADS APOL YY=Bottom (Diversified Services)
COSW(75): 0.32% Top=FEYE GWRE PFPT XRX MDSO FTNT BIDU NOW ….. TRI QLIK EA CTRX SFUN ATVI CSOD ADBE=Bottom (Computer Software/Internet)
RETA(69): 0.32% Top=RAD TFM WFM KMX PIR FIVE SFM JCP ….. DANG TIF BBBY URBN BIG HIBB GME SHLD=Bottom (Retail & Specialty Retail)
ENER(108): 0.24% Top=MHR EEP BBG SN ATHL RSPP CLR MTDR ….. KOS CVE RDC TSO DO ALJ NE PBF=Bottom (Energy)
HEAL(47): 0.24% Top=IRWD EVHC EW OPK CI ABT DXCM A ….. WCG ZMH LH DGX DVA RMD HRC BAX=Bottom (Health)
CHEM(27): 0.22% Top=DD DOW FTK CF IPI RPM PPG MOS ….. AXLL HUN APD MEOH CHMT POL FMC GPRE=Bottom (Chemicals/Fertilizers)
REAL(77): 0.17% Top=CBL SLG BXP EXR DRE CLNY RLGY LHO ….. HIW MAC STWD NRF DLR BDN DFT EJ=Bottom (Real Estate)
CONS(55): -0.23% Top=NUS UA IRBT FBHS SHOO LULU LEG WHR ….. SON BLL PBI PKG RKT CCK SKX OI=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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