daytrend

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/

Filed under: Market Stats — daytrend @ 11:55 am

Market Stats at 12:55 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
30.2% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
7.4% are below yesterday’s low.
62.4% are inside yesterday’s range.
66.6% of stocks with today’s high > yesterday’s high. (33.4% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND
50.2% of stocks are above today’s open. (48.0% are below).
46.8% of stocks are above today’s open and yesterday’s close.
36.9% 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
6.9% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
41.0% are in the top half. 59.0% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
14.0% are in the bottom 10%.

GAIN
59.3% of stocks are above yesterday’s close. (40.7% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.2% are up 3.5% or more. 0.8% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:9.0%…>=80:24.5%…>=50:62.3%…<=20:14.0%…<=10:8.6%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:50.6%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.2% above previous 1 highs, 7.4% below previous 1 lows
22.1% above previous 2 highs, 5.7% below previous 2 lows
14.4% above previous 3 highs, 5.3% below previous 3 lows
13.2% above previous 4 highs, 4.8% below previous 4 lows
12.0% above previous 5 highs, 4.4% below previous 5 lows
10.9% above previous 6 highs, 4.3% below previous 6 lows
9.0% above previous 7 highs, 4.3% below previous 7 lows
8.5% above previous 8 highs, 4.2% below previous 8 lows
7.0% above previous 9 highs, 4.2% below previous 9 lows
6.5% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.3% are above or equal to 9/16 close (1 days ago), 40.7% are below.
76.4% are above or equal to 9/15 close (2 days ago), 23.6% are below.
58.5% are above or equal to 9/12 close (3 days ago), 41.5% are below.
41.4% are above or equal to 9/11 close (4 days ago), 58.6% are below.
45.6% are above or equal to 9/10 close (5 days ago), 54.4% are below.
51.0% are above or equal to 9/9 close (6 days ago), 49.0% are below.
38.2% are above or equal to 9/8 close (7 days ago), 61.8% are below.
36.1% are above or equal to 9/5 close (8 days ago), 63.9% are below.
42.4% are above or equal to 9/4 close (9 days ago), 57.6% are below.
40.1% are above or equal to 9/3 close (10 days ago), 59.9% are below.
37.8% are above or equal to 9/2 close (11 days ago), 62.2% are below.
39.6% are above or equal to 8/29 close (12 days ago), 60.4% are below.
45.3% are above or equal to 8/28 close (13 days ago), 54.7% are below.
43.4% are above or equal to 8/27 close (14 days ago), 56.6% are below.
42.9% are above or equal to 8/26 close (15 days ago), 57.1% are below.
45.7% are above or equal to 8/25 close (16 days ago), 54.3% are below.
50.2% are above or equal to 8/22 close (17 days ago), 49.8% are below.
48.4% are above or equal to 8/21 close (18 days ago), 51.6% are below.
50.3% are above or equal to 8/20 close (19 days ago), 49.7% are below.
52.7% are above or equal to 8/19 close (20 days ago), 47.3% are below.
56.8% are above or equal to 8/18 close (21 days ago), 43.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.7% new highs, 4.4% new lows
21d: 10.7% new highs, 4.2% new lows
42d: 7.9% new highs, 2.6% new lows
63d: 6.8% new highs, 2.1% new lows
126d: 5.8% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.5% above, 42.5% below
3-day: 72.2% above, 27.8% below
4-day: 65.9% above, 34.1% below
5-day: 56.4% above, 43.6% below
8-day: 49.5% above, 50.5% below
10-day: 45.4% above, 54.6% below
20-day: 45.5% above, 54.5% below
50-day: 55.4% above, 44.6% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 12:55 pm ET)
MATE(28): 1.45% Top=MTZ LEN KBH SPF DHI MDC MDR TPH ….. MLM WM OC DAR WY RSG RYN FAST=Bottom (Materials & Construction)
META(24): 0.95% Top=X NUE STLD AKS CCJ CENX PAAS AA ….. NEM AUY FCX SCCO AEM CLF SLW BTU=Bottom (Metals & Mining)
ELEC(55): 0.91% Top=TSL CSIQ JASO IDTI FSL CGNX SPWR CREE ….. INTC NVDA SWKS GRMN MEI GTAT TQNT RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 0.59% Top=FDX GBX KSU XPO NSC TRN UPS CHRW ….. SWFT UAL LUV TDW JBLU ALK DAL AAL=Bottom (Transportation)
MANU(37): 0.59% Top=DRC JKS MHK DHR JOY ATI BWC PCP ….. RXN ROK CAT DCI ITT GNRC CFX FLS=Bottom (Manufacturing)
LEIS(26): 0.43% Top=SGMS BLMN RCL LVS WEN HOT WYNN CCL ….. SEAS MCD WYN CAKE SIX BYD DNKN EXPE=Bottom (Leisure)
FINA(76): 0.36% Top=RCAP OCN ICE SCHW WU DFS AMP WETF ….. WBS KKR WDR FNFG NDAQ PVTB STT SLM=Bottom (Banks/Financials)
INSU(35): 0.33% Top=RDN MTG FNF ACGL MBI ORI WSH GNW ….. MET UNM WRB MMC AIZ AFL CNO LNC=Bottom (Insurance)
COHW(46): 0.25% Top=GOGO SSYS SWIR CTL LVLT FNSR NSR RKUS ….. EFII UBNT EMC TDC WDC PLCM S COMM=Bottom (Computer Hardware/Telecom)
REAL(77): 0.13% Top=CBL BXP HLSS CLNY SNH SLG EXR EDR ….. PLD HIW ARCP DLR NRF BDN DFT EJ=Bottom (Real Estate)
RETA(69): 0.13% Top=TFM WFM KMX RAD PIR FIVE SFM BURL ….. TIF URBN AMZN BIG BBY DANG HIBB SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.11% Top=ULTA CAR KBR GEO RRD TNET BLOX AL ….. XRS APOL V SERV MA HTZ ADS YY=Bottom (Diversified Services)
CHEM(27): 0.08% Top=DD DOW IPI FTK RPM TAM PPG CF ….. HUN OLN APD AXLL POL MEOH FMC GPRE=Bottom (Chemicals/Fertilizers)
COSW(75): 0.02% Top=FEYE GWRE RATE MDSO MDRX PFPT MENT DWRE ….. LNKD CTRX QLIK VEEV ATVI SFUN CSOD ADBE=Bottom (Computer Software/Internet)
HEAL(47): 0.00% Top=IRWD EVHC OPK ABT EW PKI CI A ….. ZMH MDT RMD DGX WCG DVA HRC BAX=Bottom (Health)
ENER(108): -0.14% Top=BBG MHR SN EEP ATHL RSPP EXXI MTDR ….. NOV HFC NE KOS TSO DO ALJ PBF=Bottom (Energy)
CONS(55): -0.62% Top=NUS UA IRBT SHOO FBHS LULU TUMI TPX ….. BERY PKG SEE PBI CCK RKT OI SKX=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 12:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:42 am

Market Stats at 11:42 am 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
30.9% of stocks are above yesterday’s high.
77.2% are above yesterday’s midpoint. (22.8% are below.)
6.2% are below yesterday’s low.
62.9% are inside yesterday’s range.
65.7% of stocks with today’s high > yesterday’s high. (34.3% less than).
10.3% of stocks with today’s low < yesterday’s low. (89.7% greater than).

EVIDENCE OF INTRADAY TREND
53.7% of stocks are above today’s open. (44.8% are below).
50.1% of stocks are above today’s open and yesterday’s close.
32.3% 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
7.7% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
47.6% are in the top half. 52.4% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN
63.7% of stocks are above yesterday’s close. (36.3% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.5% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.4%…>=90:11.2%…>=80:26.1%…>=50:67.0%…<=20:11.9%…<=10:6.9%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:51.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.9% above previous 1 highs, 6.2% below previous 1 lows
21.7% above previous 2 highs, 4.7% below previous 2 lows
13.5% above previous 3 highs, 4.3% below previous 3 lows
12.6% above previous 4 highs, 4.1% below previous 4 lows
11.2% above previous 5 highs, 3.7% below previous 5 lows
10.2% above previous 6 highs, 3.6% below previous 6 lows
8.4% above previous 7 highs, 3.6% below previous 7 lows
8.1% above previous 8 highs, 3.5% below previous 8 lows
6.8% above previous 9 highs, 3.4% below previous 9 lows
6.5% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.7% are above or equal to 9/16 close (1 days ago), 36.3% are below.
78.8% are above or equal to 9/15 close (2 days ago), 21.2% are below.
60.8% are above or equal to 9/12 close (3 days ago), 39.2% are below.
41.8% are above or equal to 9/11 close (4 days ago), 58.2% are below.
47.7% are above or equal to 9/10 close (5 days ago), 52.3% are below.
51.3% are above or equal to 9/9 close (6 days ago), 48.7% are below.
39.2% are above or equal to 9/8 close (7 days ago), 60.8% are below.
36.9% are above or equal to 9/5 close (8 days ago), 63.1% are below.
43.2% are above or equal to 9/4 close (9 days ago), 56.8% are below.
41.2% are above or equal to 9/3 close (10 days ago), 58.8% are below.
38.2% are above or equal to 9/2 close (11 days ago), 61.8% are below.
41.1% are above or equal to 8/29 close (12 days ago), 58.9% are below.
46.0% are above or equal to 8/28 close (13 days ago), 54.0% are below.
43.8% are above or equal to 8/27 close (14 days ago), 56.2% are below.
43.4% are above or equal to 8/26 close (15 days ago), 56.6% are below.
47.4% are above or equal to 8/25 close (16 days ago), 52.6% are below.
51.0% are above or equal to 8/22 close (17 days ago), 49.0% are below.
49.2% are above or equal to 8/21 close (18 days ago), 50.8% are below.
49.7% are above or equal to 8/20 close (19 days ago), 50.3% are below.
53.2% are above or equal to 8/19 close (20 days ago), 46.8% are below.
56.5% are above or equal to 8/18 close (21 days ago), 43.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 3.5% new lows
21d: 10.5% new highs, 3.3% new lows
42d: 7.6% new highs, 2.0% new lows
63d: 6.7% new highs, 1.8% new lows
126d: 5.7% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.3% above, 37.7% below
3-day: 75.8% above, 24.2% below
4-day: 70.8% above, 29.2% below
5-day: 60.4% above, 39.6% below
8-day: 51.9% above, 48.1% below
10-day: 48.2% above, 51.8% below
20-day: 45.5% above, 54.5% below
50-day: 55.9% above, 44.1% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 11:42 am ET)
MATE(28): 1.74% Top=LEN KBH SPF MTZ DHI RYL MDC TPH ….. WM OC WY MTRX DAR RYN RSG FAST=Bottom (Materials & Construction)
ELEC(55): 1.07% Top=TSL CSIQ IDTI JASO FSL SPWR SUNE CY ….. NVDA MEI TEL GRMN SWKS SNPS RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 0.71% Top=FDX GBX KSU XPO NSC TRN UPS CHRW ….. SWFT TDW LUV UAL JBLU ALK DAL AAL=Bottom (Transportation)
META(24): 0.70% Top=X STLD NUE AKS CENX AA CCJ PAAS ….. AUY NEM SCCO AEM SWC SLW BTU CLF=Bottom (Metals & Mining)
MANU(37): 0.65% Top=DRC JKS ATI GTLS MHK DHR PCP AGCO ….. KMT MRC RXN FLS ITT GNRC DCI CFX=Bottom (Manufacturing)
LEIS(26): 0.49% Top=SGMS BLMN RCL WEN HOT LVS WYNN MAR ….. SEAS BYD CAKE LTM SIX MCD EXPE DNKN=Bottom (Leisure)
FINA(76): 0.45% Top=RCAP OCN WU DFS SCHW APO AMP JNS ….. ACAS BK WFC TD SLM NDAQ KKR FNFG=Bottom (Banks/Financials)
COHW(46): 0.41% Top=SSYS GOGO CTL LVLT SYNA SWIR NSR FNSR ….. S UBNT EFII WDC EMC COMM PLCM TDC=Bottom (Computer Hardware/Telecom)
INSU(35): 0.40% Top=RDN MTG ORI MBI GNW FNF AFSI ACGL ….. WRB AFL AIZ MET LNC MMC UNM CNO=Bottom (Insurance)
REAL(77): 0.26% Top=RLGY BXP SLG EDR CBL DRH CLNY HLSS ….. ARCP CPT MAC PLD NRF BDN DFT EJ=Bottom (Real Estate)
CHEM(27): 0.23% Top=DD DOW FTK IPI RPM PPG ALB ASH ….. HUN APD MEOH CE POL AXLL GPRE FMC=Bottom (Chemicals/Fertilizers)
DISV(46): 0.22% Top=ULTA KBR CAR RRD BLOX AAN ALLE GEO ….. MCO SERV V ADS MA YY APOL XRS=Bottom (Diversified Services)
RETA(69): 0.20% Top=WFM KMX FIVE TFM RAD SFM JCP DKS ….. URBN DANG TIF HIBB AMZN BBY BIG SHLD=Bottom (Retail & Specialty Retail)
HEAL(47): 0.08% Top=IRWD ABT EVHC OPK PKI EW DXCM CI ….. ZMH WCG RMD MDT DGX HRC DVA BAX=Bottom (Health)
COSW(75): 0.01% Top=FEYE GWRE DWRE MDSO PFPT XRX FTNT RATE ….. MENT CTRX VEEV QLIK SFUN ATVI CSOD ADBE=Bottom (Computer Software/Internet)
ENER(108): -0.08% Top=MHR BBG EEP SN PAGP ATHL CLR RGP ….. CRK HFC CVE ALJ KOS TSO DO PBF=Bottom (Energy)
CONS(55): -0.50% Top=NUS UA IRBT FBHS TPX TUMI LEG LULU ….. AVY SEE CCK KS PKG RKT OI SKX=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 11:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:40 am 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
28.9% of stocks are above yesterday’s high.
77.0% are above yesterday’s midpoint. (23.0% are below.)
4.8% are below yesterday’s low.
66.3% are inside yesterday’s range.
63.5% of stocks with today’s high > yesterday’s high. (36.5% less than).
8.9% of stocks with today’s low < yesterday’s low. (91.1% greater than).

EVIDENCE OF INTRADAY TREND
53.1% of stocks are above today’s open. (45.7% are below).
49.2% of stocks are above today’s open and yesterday’s close.
33.7% 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
6.5% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
43.9% are in the top half. 56.1% of stocks are in the bottom half of today’s range.
30.7% are in the bottom 20%.
22.1% are in the bottom 10%.

GAIN
62.5% of stocks are above yesterday’s close. (37.5% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.8% are up 3.5% or more. 0.4% are down 3.5% or more.
79.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.3%…>=90:10.7%…>=80:25.4%…>=50:65.2%…<=20:11.1%…<=10:7.5%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:51.6%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:53.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.9% above previous 1 highs, 4.8% below previous 1 lows
21.8% above previous 2 highs, 3.5% below previous 2 lows
14.2% above previous 3 highs, 2.9% below previous 3 lows
12.7% above previous 4 highs, 2.8% below previous 4 lows
12.0% above previous 5 highs, 2.8% below previous 5 lows
10.5% above previous 6 highs, 2.8% below previous 6 lows
9.1% above previous 7 highs, 2.8% below previous 7 lows
8.4% above previous 8 highs, 2.8% below previous 8 lows
7.5% above previous 9 highs, 2.8% below previous 9 lows
6.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.5% are above or equal to 9/16 close (1 days ago), 37.5% are below.
78.2% are above or equal to 9/15 close (2 days ago), 21.8% are below.
60.0% are above or equal to 9/12 close (3 days ago), 40.0% are below.
41.8% are above or equal to 9/11 close (4 days ago), 58.2% are below.
48.0% are above or equal to 9/10 close (5 days ago), 52.0% are below.
51.5% are above or equal to 9/9 close (6 days ago), 48.5% are below.
40.0% are above or equal to 9/8 close (7 days ago), 60.0% are below.
36.6% are above or equal to 9/5 close (8 days ago), 63.4% are below.
43.8% are above or equal to 9/4 close (9 days ago), 56.2% are below.
42.0% are above or equal to 9/3 close (10 days ago), 58.0% are below.
40.1% are above or equal to 9/2 close (11 days ago), 59.9% are below.
41.9% are above or equal to 8/29 close (12 days ago), 58.1% are below.
46.4% are above or equal to 8/28 close (13 days ago), 53.6% are below.
44.9% are above or equal to 8/27 close (14 days ago), 55.1% are below.
44.1% are above or equal to 8/26 close (15 days ago), 55.9% are below.
47.4% are above or equal to 8/25 close (16 days ago), 52.6% are below.
51.7% are above or equal to 8/22 close (17 days ago), 48.3% are below.
48.7% are above or equal to 8/21 close (18 days ago), 51.3% are below.
49.8% are above or equal to 8/20 close (19 days ago), 50.2% are below.
53.0% are above or equal to 8/19 close (20 days ago), 47.0% are below.
56.0% are above or equal to 8/18 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.9% new highs, 2.5% new lows
21d: 9.9% new highs, 2.2% new lows
42d: 7.4% new highs, 1.6% new lows
63d: 6.4% new highs, 1.5% new lows
126d: 5.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.7% above, 39.3% below
3-day: 74.8% above, 25.2% below
4-day: 69.7% above, 30.3% below
5-day: 59.0% above, 41.0% below
8-day: 52.0% above, 48.0% below
10-day: 47.8% above, 52.2% below
20-day: 46.6% above, 53.4% below
50-day: 56.2% above, 43.8% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 10:40 am ET)
MATE(28): 1.83% Top=LEN SPF KBH RYL DHI PHM MDC TOL ….. WM OC DAR WY FAST RSG MTRX RYN=Bottom (Materials & Construction)
ELEC(55): 0.92% Top=TSL CSIQ IDTI GTAT JASO SPWR FSLR CY ….. QLGC MU SNPS SWKS GRMN MEI RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 0.81% Top=FDX KSU GBX XPO NSC UPS TRN CHRW ….. UAL TDW GLNG ALK DAL LUV AAL JBLU=Bottom (Transportation)
MANU(37): 0.58% Top=JKS MHK ATI DHR PCP AGCO GTLS DRC ….. DCI FLS ETN ITT KMT MRC CFX GNRC=Bottom (Manufacturing)
META(24): 0.49% Top=X STLD NUE AKS CENX SLCA AA PAAS ….. SCCO ABX FCX GG NEM AEM SLW CLF=Bottom (Metals & Mining)
FINA(76): 0.45% Top=RCAP OCN DFS WU WETF SCHW AMP ETFC ….. ISBC PBCT BX TD CME KKR NDAQ FNFG=Bottom (Banks/Financials)
INSU(35): 0.43% Top=RDN MTG AGO MBI ORI WSH HIG ACGL ….. WRB AIZ PGR MMC MET UNM AFL AHL=Bottom (Insurance)
LEIS(26): 0.33% Top=BLMN SGMS RCL WEN PNK HOT KKD MAR ….. LTM LVS MCD BYD MGM DNKN MPEL EXPE=Bottom (Leisure)
CHEM(27): 0.33% Top=DD DOW FTK PPG MOS ASH RPM IPI ….. EMN APD MON WPZ POL POT AXLL FMC=Bottom (Chemicals/Fertilizers)
COHW(46): 0.32% Top=SWIR SSYS NSR CTL SYNA GOGO HPQ FNSR ….. BCE WIN COMM EMC S TDC PLCM ARUN=Bottom (Computer Hardware/Telecom)
DISV(46): 0.31% Top=CAR ULTA KBR TNET ALLE RRD VNTV ACM ….. ADS BLOX RCII MCO V APOL YY XRS=Bottom (Diversified Services)
HEAL(47): 0.22% Top=IRWD ABT OPK PKI CI CYH EW EVHC ….. LH WMGI WCG DGX RMD HRC DVA BAX=Bottom (Health)
RETA(69): 0.14% Top=KMX WFM RAD PIR TFM FIVE JCP KSS ….. NFLX GME TIF BBY BIG SHLD AMZN HIBB=Bottom (Retail & Specialty Retail)
REAL(77): 0.04% Top=RLGY BXP HLSS DRH CLNY EXR SLG IVR ….. DLR DFT MPW NRF BDN PLD EJ ARCP=Bottom (Real Estate)
COSW(75): -0.07% Top=FEYE FTNT MDSO PFPT GWRE XRX MDRX TRAK ….. CRM YELP CTRX TRIP QLIK SFUN CSOD ADBE=Bottom (Computer Software/Internet)
ENER(108): -0.11% Top=MHR SN CJES EEP BBG ATHL CLR EXH ….. EPE HFC LPI TSO CRK CVE KOS PBF=Bottom (Energy)
CONS(55): -0.31% Top=NUS UA FBHS IRBT LEG WHR TPX TUMI ….. AVY FOSL CCK PKG KS RKT 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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:08 am 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
35.6% of stocks are above yesterday’s high.
84.7% are above yesterday’s midpoint. (15.3% are below.)
3.6% are below yesterday’s low.
60.8% are inside yesterday’s range.
60.2% of stocks with today’s high > yesterday’s high. (39.8% less than).
7.6% of stocks with today’s low < yesterday’s low. (92.4% greater than).

EVIDENCE OF INTRADAY TREND
61.3% of stocks are above today’s open. (36.4% are below).
56.9% of stocks are above today’s open and yesterday’s close.
23.7% 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
14.1% of stocks are in the top 10% of today’s range.
27.4% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN
71.9% of stocks are above yesterday’s close. (28.1% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
79.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:11.6%…>=80:30.1%…>=50:72.9%…<=20:8.9%…<=10:5.0%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:53.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:55.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.6% above previous 1 highs, 3.6% below previous 1 lows
26.0% above previous 2 highs, 2.7% below previous 2 lows
16.3% above previous 3 highs, 2.3% below previous 3 lows
14.5% above previous 4 highs, 1.9% below previous 4 lows
13.0% above previous 5 highs, 1.9% below previous 5 lows
11.2% above previous 6 highs, 1.9% below previous 6 lows
9.3% above previous 7 highs, 1.9% below previous 7 lows
9.0% above previous 8 highs, 1.6% below previous 8 lows
7.5% above previous 9 highs, 1.6% below previous 9 lows
6.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.9% are above or equal to 9/16 close (1 days ago), 28.1% are below.
83.0% are above or equal to 9/15 close (2 days ago), 17.0% are below.
64.6% are above or equal to 9/12 close (3 days ago), 35.4% are below.
45.4% are above or equal to 9/11 close (4 days ago), 54.6% are below.
51.3% are above or equal to 9/10 close (5 days ago), 48.7% are below.
53.9% are above or equal to 9/9 close (6 days ago), 46.1% are below.
42.2% are above or equal to 9/8 close (7 days ago), 57.8% are below.
38.5% are above or equal to 9/5 close (8 days ago), 61.5% are below.
45.9% are above or equal to 9/4 close (9 days ago), 54.1% are below.
43.3% are above or equal to 9/3 close (10 days ago), 56.7% are below.
41.2% are above or equal to 9/2 close (11 days ago), 58.8% are below.
42.6% are above or equal to 8/29 close (12 days ago), 57.4% are below.
47.4% are above or equal to 8/28 close (13 days ago), 52.6% are below.
46.6% are above or equal to 8/27 close (14 days ago), 53.4% are below.
45.5% are above or equal to 8/26 close (15 days ago), 54.5% are below.
48.1% are above or equal to 8/25 close (16 days ago), 51.9% are below.
52.5% are above or equal to 8/22 close (17 days ago), 47.5% are below.
50.4% are above or equal to 8/21 close (18 days ago), 49.6% are below.
51.9% are above or equal to 8/20 close (19 days ago), 48.1% are below.
54.5% are above or equal to 8/19 close (20 days ago), 45.5% are below.
57.8% are above or equal to 8/18 close (21 days ago), 42.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.2% new highs, 1.9% new lows
21d: 9.2% new highs, 1.6% new lows
42d: 6.8% new highs, 1.4% new lows
63d: 6.0% new highs, 1.3% new lows
126d: 5.3% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.1% above, 29.9% below
3-day: 81.8% above, 18.2% below
4-day: 76.3% above, 23.7% below
5-day: 65.6% above, 34.4% below
8-day: 55.8% above, 44.2% below
10-day: 51.3% above, 48.7% below
20-day: 48.2% above, 51.8% below
50-day: 57.1% above, 42.9% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 10:08 am ET)
MATE(28): 1.90% Top=LEN RYL SPF KBH DHI PHM MDC TOL ….. WM CVA OC FAST RSG WY MTRX RYN=Bottom (Materials & Construction)
ELEC(55): 1.13% Top=TSL GTAT IDTI JASO CSIQ SUNE INVN FSLR ….. AMAT MU MEI SNPS SWKS GRMN RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 1.12% Top=FDX KSU GBX XPO UPS NSC TRN CSX ….. CNI JBLU ALK DAL TDW LUV GLNG AAL=Bottom (Transportation)
META(24): 0.77% Top=X NUE AKS STLD CENX SLCA RGLD PAAS ….. ABX CCJ GG NEM FCX AEM CLF SLW=Bottom (Metals & Mining)
MANU(37): 0.76% Top=JKS MHK ATI DHR BWC DDD PCP DRC ….. CAT ITT GE CFX MRC KMT ETN GNRC=Bottom (Manufacturing)
FINA(76): 0.60% Top=RCAP OCN WETF DFS SCHW JNS AMP ETFC ….. PBCT TD NDAQ KKR CME FNFG BX NYCB=Bottom (Banks/Financials)
CHEM(27): 0.56% Top=DD DOW GPRE FTK CE PPG ASH RPM ….. MEOH CF AGU AXLL WPZ POL POT FMC=Bottom (Chemicals/Fertilizers)
COHW(46): 0.56% Top=SSYS GOGO NSR PANW SWIR CIEN LVLT CTL ….. COMM BBRY S WIN EMC WDC BCE PLCM=Bottom (Computer Hardware/Telecom)
DISV(46): 0.56% Top=CAR ALLE ULTA KBR HTZ HMSY VNTV RRD ….. MA ADT MCO RCII YY V APOL XRS=Bottom (Diversified Services)
INSU(35): 0.54% Top=RDN MTG MBI AGO FNF GNW LNC HIG ….. VR ACE L AIZ PGR CB AFL AHL=Bottom (Insurance)
REAL(77): 0.26% Top=RLGY BXP DRH SLG EXR CHSP CUZ RLJ ….. MAC DFT GRT SNH EDR NRF ARCP PLD=Bottom (Real Estate)
HEAL(47): 0.25% Top=IRWD OPK CI EVHC PKI MOH ABT A ….. WMGI THOR LH DGX RMD HRC DVA BAX=Bottom (Health)
LEIS(26): 0.24% Top=SGMS BLMN RCL KKD BYD WEN HOT MAR ….. SEAS MCD WYNN LVS EXPE MGM MPEL DNKN=Bottom (Leisure)
COSW(75): 0.17% Top=FEYE FTNT GWRE MDRX MDSO NUAN TTWO CDNS ….. YHOO ORCL MENT TRIP AOL CSOD SFUN ADBE=Bottom (Computer Software/Internet)
RETA(69): 0.17% Top=RAD WFM KMX JCP TFM FIVE LOW WAG ….. BBY TIF DSW BIG SHLD AEO HIBB AMZN=Bottom (Retail & Specialty Retail)
ENER(108): 0.08% Top=BBG SN MHR CJES BAS ATHL EXH BCEI ….. VLO ECA TSO BWP HFC CVE KOS PBF=Bottom (Energy)
CONS(55): 0.02% Top=UA NUS IRBT FBHS WHR TPX LEG TUMI ….. FOSL KS PKG CCK CROX RKT 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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/16/2014

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

Closing Stats
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
36.9% of stocks are above yesterday’s high.
66.9% are above yesterday’s midpoint. (33.1% are below.)
8.9% are below yesterday’s low.
54.1% are inside yesterday’s range.
57.8% of stocks with today’s high > yesterday’s high. (42.2% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND
81.8% of stocks are above today’s open. (17.1% are below).
73.3% of stocks are above today’s open and yesterday’s close.
16.1% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.2% of stocks are in the top 10% of today’s range.
33.2% are in the top 20%.
78.8% are in the top half. 21.2% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
75.4% of stocks are above yesterday’s close. (24.6% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.5% are up 3.5% or more. 0.5% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:7.1%…>=80:17.8%…>=50:55.4%…<=20:18.4%…<=10:9.5%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:46.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:48.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.9% above previous 1 highs, 8.9% below previous 1 lows
18.5% above previous 2 highs, 8.1% below previous 2 lows
14.7% above previous 3 highs, 6.6% below previous 3 lows
11.4% above previous 4 highs, 5.6% below previous 4 lows
8.9% above previous 5 highs, 5.5% below previous 5 lows
6.7% above previous 6 highs, 5.3% below previous 6 lows
5.9% above previous 7 highs, 4.9% below previous 7 lows
5.1% above previous 8 highs, 4.7% below previous 8 lows
4.5% above previous 9 highs, 4.5% below previous 9 lows
4.4% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.4% are above or equal to 9/15 close (1 days ago), 24.6% are below.
54.7% are above or equal to 9/12 close (2 days ago), 45.3% are below.
34.4% are above or equal to 9/11 close (3 days ago), 65.6% are below.
40.9% are above or equal to 9/10 close (4 days ago), 59.1% are below.
47.4% are above or equal to 9/9 close (5 days ago), 52.6% are below.
35.6% are above or equal to 9/8 close (6 days ago), 64.4% are below.
31.3% are above or equal to 9/5 close (7 days ago), 68.7% are below.
37.8% are above or equal to 9/4 close (8 days ago), 62.2% are below.
35.9% are above or equal to 9/3 close (9 days ago), 64.1% are below.
35.8% are above or equal to 9/2 close (10 days ago), 64.2% are below.
38.0% are above or equal to 8/29 close (11 days ago), 62.0% are below.
43.3% are above or equal to 8/28 close (12 days ago), 56.7% are below.
41.6% are above or equal to 8/27 close (13 days ago), 58.4% are below.
40.9% are above or equal to 8/26 close (14 days ago), 59.1% are below.
43.9% are above or equal to 8/25 close (15 days ago), 56.1% are below.
48.7% are above or equal to 8/22 close (16 days ago), 51.3% are below.
46.1% are above or equal to 8/21 close (17 days ago), 53.9% are below.
47.8% are above or equal to 8/20 close (18 days ago), 52.2% are below.
50.8% are above or equal to 8/19 close (19 days ago), 49.2% are below.
54.7% are above or equal to 8/18 close (20 days ago), 45.3% are below.
62.9% are above or equal to 8/15 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 17.3% new lows
21d: 7.1% new highs, 14.9% new lows
42d: 5.1% new highs, 7.3% new lows
63d: 4.0% new highs, 5.9% new lows
126d: 3.3% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.5% above, 25.5% below
3-day: 64.4% above, 35.6% below
4-day: 48.9% above, 51.1% below
5-day: 47.2% above, 52.8% below
8-day: 41.2% above, 58.8% below
10-day: 40.2% above, 59.8% below
20-day: 42.4% above, 57.6% below
50-day: 54.5% above, 45.5% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 Closing)
META(24): 1.62% Top=SLCA AKS X CCJ BTU CENX TCK SCCO ….. NUE GG PAAS NEM RGLD AUY CNX AA=Bottom (Metals & Mining)
ELEC(55): 1.39% Top=AMBA CODE MU FSL IDTI SWKS ALTR XLNX ….. QLGC SCTY JASO TEL BRKR CSIQ TRMB TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 1.31% Top=BBG RICE MTDR BCEI EOG BAS SPN CRK ….. ESV MPC DO RIG VLO FTI RDC ATW=Bottom (Energy)
TRAN(26): 1.00% Top=GBX GLNG TRN KSU AAL CP LUV XPO ….. UPS SWFT CHRW HUBG TDW UAL JBHT CNW=Bottom (Transportation)
REAL(76): 0.87% Top=CBL RLJ HST EXR MAC NNN ARCP LHO ….. AMH HLSS EFC GLPI MPW EJ HTS AGNC=Bottom (Real Estate)
CHEM(27): 0.81% Top=GPRE FTK HUN POT APD CE MEOH AXLL ….. PX RPM CHMT FMC OLN POL TAM IPI=Bottom (Chemicals/Fertilizers)
RETA(69): 0.79% Top=AEO DANG PIR ANN GME FRAN BBY DSW ….. NFLX KORS AN KAR DKS FIVE TFM SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.75% Top=Z MYGN YY CXW GEO MA PCLN SBAC ….. APOL PAYX VNTV AL BLOX KBR CAR TNET=Bottom (Diversified Services)
COHW(46): 0.69% Top=ARRS SNDK LVLT UBNT BRCD SSYS SWIR RKUS ….. TMUS CIEN LXK AAPL NSR JNPR GOGO S=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.63% Top=HUM CNC THC BKD MDT CI EVHC DGX ….. EW BSX WCG RMD VAR PKI ZLTQ IRWD=Bottom (Health)
COSW(73): 0.61% Top=MANH WWWW TWTR DATA NCR XRX BIDU LNKD ….. TRAK MDRX PTC PFPT GWRE VEEV MDSO JD=Bottom (Computer Software/Internet)
MATE(28): 0.30% Top=MTRX MAS AWI EXP RYN RSG PWR VMC ….. DHI FLR CVA RYL LEN KBH MDC TPH=Bottom (Materials & Construction)
CONS(56): 0.22% Top=SKX GT FL PAY IRBT JAH HBI UFS ….. MAT WWW TUP PKG CCK BERY IP LULU=Bottom (Consumer)
MANU(36): 0.13% Top=TEX DHR ATI GE DDD XYL ROK FLS ….. ETN JKS TKR GTLS BWC MHK GNRC AGCO=Bottom (Manufacturing)
FINA(73): 0.02% Top=ETFC LM RY AXP BX DFS LAZ SEIC ….. PNNT CMA APO SNV FMER WETF PVTB FNFG=Bottom (Banks/Financials)
INSU(35): -0.05% Top=LNC AHL PRU UNM CNO MMC AIG AIZ ….. AJG AON WSH RDN ORI MTG AFL AFSI=Bottom (Insurance)
LEIS(26): -0.34% Top=WEN EXPE RCL WYN MAR HOT CAKE YUM ….. PNK WYNN BYD DRI LVS MGM MPEL SGMS=Bottom (Leisure)

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 @ 2:26 pm

Market Stats at 3:26 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
40.8% of stocks are above yesterday’s high.
70.2% are above yesterday’s midpoint. (29.8% are below.)
7.9% are below yesterday’s low.
51.3% are inside yesterday’s range.
57.2% of stocks with today’s high > yesterday’s high. (42.8% less than).
48.0% of stocks with today’s low < yesterday’s low. (52.0% greater than).

EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (14.1% are below).
75.5% of stocks are above today’s open and yesterday’s close.
13.4% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.1% of stocks are in the top 10% of today’s range.
45.4% are in the top 20%.
84.6% are in the top half. 15.4% of stocks are in the bottom half of today’s range.
4.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
77.8% of stocks are above yesterday’s close. (22.2% are below.)
1.4% are up 4.5% or more. 0.4% are down 4.5% or more.
2.8% are up 3.5% or more. 0.5% are down 3.5% or more.
58.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:7.3%…>=80:19.5%…>=50:59.5%…<=20:16.2%…<=10:8.8%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:48.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:50.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.8% above previous 1 highs, 7.9% below previous 1 lows
21.8% above previous 2 highs, 6.8% below previous 2 lows
17.8% above previous 3 highs, 5.1% below previous 3 lows
15.2% above previous 4 highs, 4.1% below previous 4 lows
11.5% above previous 5 highs, 4.0% below previous 5 lows
8.5% above previous 6 highs, 3.8% below previous 6 lows
7.8% above previous 7 highs, 3.5% below previous 7 lows
6.4% above previous 8 highs, 3.4% below previous 8 lows
5.3% above previous 9 highs, 3.2% below previous 9 lows
5.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.8% are above or equal to 9/15 close (1 days ago), 22.2% are below.
56.1% are above or equal to 9/12 close (2 days ago), 43.9% are below.
36.6% are above or equal to 9/11 close (3 days ago), 63.4% are below.
43.3% are above or equal to 9/10 close (4 days ago), 56.7% are below.
48.6% are above or equal to 9/9 close (5 days ago), 51.4% are below.
37.4% are above or equal to 9/8 close (6 days ago), 62.6% are below.
32.1% are above or equal to 9/5 close (7 days ago), 67.9% are below.
39.1% are above or equal to 9/4 close (8 days ago), 60.9% are below.
37.1% are above or equal to 9/3 close (9 days ago), 62.9% are below.
36.9% are above or equal to 9/2 close (10 days ago), 63.1% are below.
39.1% are above or equal to 8/29 close (11 days ago), 60.9% are below.
43.8% are above or equal to 8/28 close (12 days ago), 56.2% are below.
42.4% are above or equal to 8/27 close (13 days ago), 57.6% are below.
42.0% are above or equal to 8/26 close (14 days ago), 58.0% are below.
45.2% are above or equal to 8/25 close (15 days ago), 54.8% are below.
49.8% are above or equal to 8/22 close (16 days ago), 50.2% are below.
46.9% are above or equal to 8/21 close (17 days ago), 53.1% are below.
48.7% are above or equal to 8/20 close (18 days ago), 51.3% are below.
51.6% are above or equal to 8/19 close (19 days ago), 48.4% are below.
55.3% are above or equal to 8/18 close (20 days ago), 44.7% are below.
63.6% are above or equal to 8/15 close (21 days ago), 36.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.1% new highs, 17.2% new lows
21d: 6.9% new highs, 14.9% new lows
42d: 4.9% new highs, 7.3% new lows
63d: 3.9% new highs, 5.9% new lows
126d: 3.3% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.6% above, 23.4% below
3-day: 66.7% above, 33.3% below
4-day: 52.7% above, 47.3% below
5-day: 48.9% above, 51.1% below
8-day: 44.9% above, 55.1% below
10-day: 42.4% above, 57.6% below
20-day: 44.0% above, 56.0% below
50-day: 55.6% above, 44.4% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 3:26 pm ET)
META(24): 1.92% Top=SLCA AKS X CCJ CENX SCCO EGO SWC ….. GG NUE NEM PAAS RGLD CNX AUY AA=Bottom (Metals & Mining)
ELEC(55): 1.48% Top=AMBA MU FSL CODE IDTI ALTR XLNX SWKS ….. QLGC TRMB CSIQ GTAT TEL BRKR SCTY TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 1.44% Top=BBG RICE MTDR BCEI CRK SN EOG BAS ….. VLO DO MPC RIG ATW PBF FTI RDC=Bottom (Energy)
TRAN(26): 1.11% Top=GBX TRN KSU GLNG AAL CP LUV XPO ….. SWFT CHRW EXPD TDW HUBG UAL JBHT CNW=Bottom (Transportation)
REAL(76): 0.96% Top=CBL EXR HST RLJ NNN NRF MAC WRI ….. TWO HLSS GLPI EJ EFC HTS AGNC MPW=Bottom (Real Estate)
CHEM(27): 0.95% Top=GPRE HUN FTK APD POT CE MEOH AXLL ….. PX RPM CHMT FMC POL OLN TAM IPI=Bottom (Chemicals/Fertilizers)
DISV(46): 0.81% Top=Z MYGN YY CXW PCLN GEO MA SBAC ….. AL APOL RHI PAYX KBR BLOX TNET CAR=Bottom (Diversified Services)
RETA(69): 0.79% Top=AEO PIR GME DANG FRAN ANN DSW BBY ….. AN KORS CHS DKS KAR FIVE TFM SHLD=Bottom (Retail & Specialty Retail)
COSW(73): 0.76% Top=WWWW MANH DATA NCR TWTR BIDU LNKD SPLK ….. CVLT TRAK GWRE MDRX PTC VEEV JD MDSO=Bottom (Computer Software/Internet)
COHW(46): 0.75% Top=ARRS LVLT SNDK BRCD SWIR UBNT SSYS SYNA ….. COMM LXK AAPL CIEN NSR JNPR GOGO S=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.73% Top=HUM THC CNC CI EVHC BKD MDT DGX ….. BSX OPK RMD WCG PKI ZLTQ VAR IRWD=Bottom (Health)
MATE(28): 0.44% Top=MTRX MAS EXP RYN AWI WY VMC MDR ….. FAST FLR USG RYL MDC CVA KBH TPH=Bottom (Materials & Construction)
CONS(56): 0.29% Top=SKX GT FL PAY JAH IRBT HBI ECL ….. WWW CCK BERY PKG TUP IP CROX LULU=Bottom (Consumer)
MANU(36): 0.28% Top=TEX ATI DDD DHR GE XYL RXN FLS ….. CMI ETN GTLS TKR BWC MHK GNRC AGCO=Bottom (Manufacturing)
FINA(73): 0.10% Top=RY LM AXP DFS ETFC SEIC BX RJF ….. RCAP ZION CMA PBCT FMER SNV WETF FNFG=Bottom (Banks/Financials)
INSU(35): 0.09% Top=LNC PRU UNM AHL MBI MMC CNO MET ….. AJG ORI WSH ACGL RDN MTG AFL AFSI=Bottom (Insurance)
LEIS(26): -0.43% Top=EXPE WEN RCL WYN MAR HOT CAKE SBUX ….. WYNN SIX DRI LVS BYD MGM MPEL SGMS=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:19 pm

Market Stats at 1:19 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
39.4% of stocks are above yesterday’s high.
68.1% are above yesterday’s midpoint. (31.9% are below.)
7.9% are below yesterday’s low.
52.7% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
85.4% of stocks are above today’s open. (13.5% are below).
76.6% of stocks are above today’s open and yesterday’s close.
12.9% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
39.5% of stocks are in the top 10% of today’s range.
62.6% are in the top 20%.
87.3% are in the top half. 12.7% of stocks are in the bottom half of today’s range.
3.5% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
77.9% of stocks are above yesterday’s close. (22.1% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
2.7% are up 3.5% or more. 0.5% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:7.3%…>=80:20.5%…>=50:57.9%…<=20:16.9%…<=10:8.8%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:48.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:50.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.4% above previous 1 highs, 7.9% below previous 1 lows
22.6% above previous 2 highs, 6.8% below previous 2 lows
18.5% above previous 3 highs, 5.6% below previous 3 lows
16.9% above previous 4 highs, 4.7% below previous 4 lows
12.7% above previous 5 highs, 4.5% below previous 5 lows
9.3% above previous 6 highs, 4.4% below previous 6 lows
8.2% above previous 7 highs, 4.0% below previous 7 lows
6.4% above previous 8 highs, 3.6% below previous 8 lows
5.3% above previous 9 highs, 3.3% below previous 9 lows
5.2% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.9% are above or equal to 9/15 close (1 days ago), 22.1% are below.
55.6% are above or equal to 9/12 close (2 days ago), 44.4% are below.
37.2% are above or equal to 9/11 close (3 days ago), 62.8% are below.
43.6% are above or equal to 9/10 close (4 days ago), 56.4% are below.
49.3% are above or equal to 9/9 close (5 days ago), 50.7% are below.
37.1% are above or equal to 9/8 close (6 days ago), 62.9% are below.
32.0% are above or equal to 9/5 close (7 days ago), 68.0% are below.
38.6% are above or equal to 9/4 close (8 days ago), 61.4% are below.
36.5% are above or equal to 9/3 close (9 days ago), 63.5% are below.
36.9% are above or equal to 9/2 close (10 days ago), 63.1% are below.
39.1% are above or equal to 8/29 close (11 days ago), 60.9% are below.
44.4% are above or equal to 8/28 close (12 days ago), 55.6% are below.
42.6% are above or equal to 8/27 close (13 days ago), 57.4% are below.
41.8% are above or equal to 8/26 close (14 days ago), 58.2% are below.
44.4% are above or equal to 8/25 close (15 days ago), 55.6% are below.
49.3% are above or equal to 8/22 close (16 days ago), 50.7% are below.
46.8% are above or equal to 8/21 close (17 days ago), 53.2% are below.
48.5% are above or equal to 8/20 close (18 days ago), 51.5% are below.
50.9% are above or equal to 8/19 close (19 days ago), 49.1% are below.
55.9% are above or equal to 8/18 close (20 days ago), 44.1% are below.
63.1% are above or equal to 8/15 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.2% new highs, 16.8% new lows
21d: 5.2% new highs, 14.6% new lows
42d: 3.6% new highs, 7.1% new lows
63d: 2.8% new highs, 5.6% new lows
126d: 2.4% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.4% above, 22.6% below
3-day: 65.1% above, 34.9% below
4-day: 51.8% above, 48.2% below
5-day: 48.8% above, 51.2% below
8-day: 43.6% above, 56.4% below
10-day: 41.6% above, 58.4% below
20-day: 43.6% above, 56.4% below
50-day: 54.5% above, 45.5% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 1:19 pm ET)
ENER(108): 1.91% Top=BBG RICE GDP MTDR BCEI BAS EOG FANG ….. PAGP HOS EXH MEMP ATW BWP RDC FTI=Bottom (Energy)
META(24): 1.65% Top=SLCA CCJ X AKS SCCO CENX TCK CLF ….. ABX NUE GG NEM PAAS RGLD AUY AA=Bottom (Metals & Mining)
RETA(69): 1.01% Top=AEO GME ANN FRAN PIR DSW ANF BBY ….. AN FIVE RAD TFM DKS NFLX KAR SHLD=Bottom (Retail & Specialty Retail)
ELEC(55): 1.01% Top=AMBA MU CODE FSL MEI ALTR IDTI SWKS ….. TRMB TEL SPWR CSIQ CAVM TSL JASO GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.94% Top=GPRE HUN APD FTK CE POT AXLL MEOH ….. GRA MON CHMT OLN FMC POL IPI TAM=Bottom (Chemicals/Fertilizers)
REAL(76): 0.85% Top=CBL MAC NRF HST RLJ DRH OHI WRI ….. TWO HLSS EJ GLPI EFC AGNC HTS MPW=Bottom (Real Estate)
DISV(46): 0.80% Top=Z YY MYGN GEO CXW ULTA SCI LDOS ….. VNTV HMSY SERV APOL TNET KBR CAR BLOX=Bottom (Diversified Services)
COSW(73): 0.57% Top=DATA WWWW MANH NCR TWTR XRX FEYE NOW ….. IACI TRAK PTC JD VEEV GWRE PFPT MDSO=Bottom (Computer Software/Internet)
HEAL(46): 0.50% Top=HUM CI MDT DGX THC EVHC UNH HNT ….. EW RMD ZLTQ WCG VAR PKI WMGI IRWD=Bottom (Health)
COHW(46): 0.49% Top=ARRS LVLT UBNT SWIR BRCD SNDK EFII CSCO ….. COMM JDSU NSR CIEN AAPL JNPR GOGO S=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.44% Top=GBX TRN GLNG AAL LUV JBLU CP TDW ….. DAL NSC EXPD FDX SAVE UAL SWFT CNW=Bottom (Transportation)
MATE(28): 0.42% Top=MDR MAS MTRX AWI EXP RYN LEN VMC ….. KBH FLR RYL FAST TPH MDC USG CVA=Bottom (Materials & Construction)
CONS(56): 0.35% Top=GT SKX FL PAY UFS JAH COH CLX ….. NUS PKG TUP WWW LULU CROX KS IP=Bottom (Consumer)
MANU(36): 0.25% Top=TEX ATI GE DHR CFX DDD XYL RXN ….. PCP TKR ETN JKS GNRC AGCO MHK BWC=Bottom (Manufacturing)
INSU(35): 0.20% Top=LNC AHL PRU MBI UNM GNW VR MET ….. ACGL ORI WSH BRO RDN MTG AFL AFSI=Bottom (Insurance)
FINA(73): 0.07% Top=BX RJF LM DFS SEIC AXP RY COF ….. UMPQ FMER PBCT PVTB APO FNFG WETF RCAP=Bottom (Banks/Financials)
LEIS(26): -0.56% Top=WEN EXPE WYN YUM MCD MAR SBUX CAKE ….. KKD PNK LVS WYNN BYD MGM MPEL SGMS=Bottom (Leisure)

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 1:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:36 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
37.4% of stocks are above yesterday’s high.
68.1% are above yesterday’s midpoint. (31.9% are below.)
7.6% are below yesterday’s low.
54.9% are inside yesterday’s range.
48.9% of stocks with today’s high > yesterday’s high. (51.1% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (13.9% are below).
75.2% of stocks are above today’s open and yesterday’s close.
13.1% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
40.6% of stocks are in the top 10% of today’s range.
63.9% are in the top 20%.
87.3% are in the top half. 12.7% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN
77.8% of stocks are above yesterday’s close. (22.2% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.6% are up 3.5% or more. 0.5% are down 3.5% or more.
62.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.9%…>=90:7.2%…>=80:20.1%…>=50:56.0%…<=20:18.1%…<=10:10.0%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:47.8%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.4% above previous 1 highs, 7.6% below previous 1 lows
20.5% above previous 2 highs, 6.8% below previous 2 lows
16.8% above previous 3 highs, 5.8% below previous 3 lows
15.1% above previous 4 highs, 5.2% below previous 4 lows
11.1% above previous 5 highs, 4.9% below previous 5 lows
8.5% above previous 6 highs, 4.7% below previous 6 lows
7.5% above previous 7 highs, 4.4% below previous 7 lows
5.6% above previous 8 highs, 4.0% below previous 8 lows
4.6% above previous 9 highs, 3.5% below previous 9 lows
4.5% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.8% are above or equal to 9/15 close (1 days ago), 22.2% are below.
54.2% are above or equal to 9/12 close (2 days ago), 45.8% are below.
36.1% are above or equal to 9/11 close (3 days ago), 63.9% are below.
42.7% are above or equal to 9/10 close (4 days ago), 57.3% are below.
48.2% are above or equal to 9/9 close (5 days ago), 51.8% are below.
36.6% are above or equal to 9/8 close (6 days ago), 63.4% are below.
30.7% are above or equal to 9/5 close (7 days ago), 69.3% are below.
38.5% are above or equal to 9/4 close (8 days ago), 61.5% are below.
36.1% are above or equal to 9/3 close (9 days ago), 63.9% are below.
35.9% are above or equal to 9/2 close (10 days ago), 64.1% are below.
38.8% are above or equal to 8/29 close (11 days ago), 61.2% are below.
43.4% are above or equal to 8/28 close (12 days ago), 56.6% are below.
42.0% are above or equal to 8/27 close (13 days ago), 58.0% are below.
40.6% are above or equal to 8/26 close (14 days ago), 59.4% are below.
43.8% are above or equal to 8/25 close (15 days ago), 56.2% are below.
48.9% are above or equal to 8/22 close (16 days ago), 51.1% are below.
46.0% are above or equal to 8/21 close (17 days ago), 54.0% are below.
47.1% are above or equal to 8/20 close (18 days ago), 52.9% are below.
50.1% are above or equal to 8/19 close (19 days ago), 49.9% are below.
55.2% are above or equal to 8/18 close (20 days ago), 44.8% are below.
63.3% are above or equal to 8/15 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.9% new highs, 16.7% new lows
21d: 4.9% new highs, 14.5% new lows
42d: 3.3% new highs, 7.1% new lows
63d: 2.4% new highs, 5.6% new lows
126d: 2.1% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.6% above, 23.4% below
3-day: 64.0% above, 36.0% below
4-day: 49.8% above, 50.2% below
5-day: 47.3% above, 52.7% below
8-day: 44.1% above, 55.9% below
10-day: 40.7% above, 59.3% below
20-day: 42.7% above, 57.3% below
50-day: 53.8% above, 46.2% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 12:36 pm ET)
ENER(108): 1.95% Top=BBG MTDR FANG RICE GDP BCEI CRK SN ….. RRC EXH HOS PAGP ATW BWP RDC FTI=Bottom (Energy)
META(24): 1.52% Top=SLCA CCJ X CENX SCCO AKS FCX TCK ….. SLW ABX GG NEM PAAS AUY RGLD AA=Bottom (Metals & Mining)
CHEM(27): 0.92% Top=HUN APD GPRE FTK POT CE DOW WPZ ….. OLN CHMT GRA RPM FMC POL IPI TAM=Bottom (Chemicals/Fertilizers)
ELEC(55): 0.88% Top=AMBA MU CODE MEI FSL ALTR SWKS XLNX ….. TRMB TEL BRKR CAVM GTAT TSL JASO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(76): 0.87% Top=CBL NRF MAC RLJ HST ARCP WRI EXR ….. CYS HLSS EJ HTS EFC GLPI AGNC MPW=Bottom (Real Estate)
RETA(69): 0.83% Top=AEO FRAN ANN GME PIR ANF DSW BBY ….. SFM TFM RAD DKS RH KAR NFLX SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.72% Top=Z YY MYGN GEO CXW PCLN LDOS SCI ….. ADS PAYX RRD SERV TNET CAR KBR BLOX=Bottom (Diversified Services)
COHW(46): 0.50% Top=ARRS BRCD UBNT LVLT SWIR EFII SNDK CSCO ….. NSR CIEN COMM JDSU GOGO JNPR AAPL S=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.48% Top=GBX TRN GLNG AAL LUV TDW ALK CP ….. NSC FDX UAL EXPD HUBG SWFT SAVE CNW=Bottom (Transportation)
HEAL(46): 0.43% Top=HUM CI BKD MDT DGX HNT THC WLP ….. EW RMD HOLX VAR PKI WMGI ZLTQ IRWD=Bottom (Health)
MATE(28): 0.40% Top=MDR MAS AWI MTRX RYN MTZ LEN EXP ….. FLR OC SPF USG MDC FAST RYL CVA=Bottom (Materials & Construction)
CONS(56): 0.35% Top=GT SKX FL UFS HBI PAY COH UA ….. NUS PKG FOSL HAR TUP LULU CROX IP=Bottom (Consumer)
COSW(73): 0.34% Top=WWWW TWTR XRX DATA MANH LNKD BIDU ORCL ….. CSOD VRNT PTC GWRE PFPT VEEV JD MDSO=Bottom (Computer Software/Internet)
INSU(35): 0.24% Top=LNC PRU AHL UNM MBI GNW ACE CNO ….. ACGL ORI WSH AON AJG MTG AFL AFSI=Bottom (Insurance)
MANU(36): 0.22% Top=ATI TEX GE XYL DDD CFX ITW DE ….. CMI BWC PCP TKR JKS ETN MHK GNRC=Bottom (Manufacturing)
FINA(73): 0.11% Top=RJF RY SEIC ICE WFC DFS LM LAZ ….. PVTB UMPQ WU APO PBCT FNFG RCAP WETF=Bottom (Banks/Financials)
LEIS(26): -0.68% Top=WEN YUM EXPE WYN DNKN MCD MAR SBUX ….. PNK KKD LVS WYNN BYD MGM MPEL SGMS=Bottom (Leisure)

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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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