daytrend

05/22/2013

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:52 am ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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
13.3% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
11.1% are below yesterday’s low.
75.7% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
29.3% of stocks with today’s low < yesterday’s low. (70.7% greater than).

EVIDENCE OF INTRADAY TREND
55.9% of stocks are above today’s open. (41.4% are below).
47.1% of stocks are above today’s open and yesterday’s close.
33.0% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.4% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.5% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
61.4% are in the top half. 38.6% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
6.0% are in the bottom 10%.

GAIN
57.9% of stocks are above yesterday’s close. (42.1% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
1.4% are up 3.5% or more. 0.3% are down 3.5% or more.
81.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.1%…>=90:19.7%…>=80:31.9%…>=50:66.4%…<=20:10.3%…<=10:4.6%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.8%…>=80:9.9%…>=50:82.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:2.5%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 11.1% below previous 1 lows
9.1% above previous 2 highs, 8.1% below previous 2 lows
8.5% above previous 3 highs, 5.0% below previous 3 lows
7.8% above previous 4 highs, 3.9% below previous 4 lows
7.2% above previous 5 highs, 3.7% below previous 5 lows
6.9% above previous 6 highs, 3.2% below previous 6 lows
6.7% above previous 7 highs, 2.7% below previous 7 lows
6.3% above previous 8 highs, 2.5% below previous 8 lows
6.1% above previous 9 highs, 2.2% below previous 9 lows
5.9% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.9% are above or equal to 5/21 close (1 days ago), 42.1% are below.
57.7% are above or equal to 5/20 close (2 days ago), 42.3% are below.
60.1% are above or equal to 5/17 close (3 days ago), 39.9% are below.
77.9% are above or equal to 5/16 close (4 days ago), 22.1% are below.
67.4% are above or equal to 5/15 close (5 days ago), 32.6% are below.
71.5% are above or equal to 5/14 close (6 days ago), 28.5% are below.
78.3% are above or equal to 5/13 close (7 days ago), 21.7% are below.
74.5% are above or equal to 5/10 close (8 days ago), 25.5% are below.
78.2% are above or equal to 5/9 close (9 days ago), 21.8% are below.
74.4% are above or equal to 5/8 close (10 days ago), 25.6% are below.
77.5% are above or equal to 5/7 close (11 days ago), 22.5% are below.
80.5% are above or equal to 5/6 close (12 days ago), 19.5% are below.
82.9% are above or equal to 5/3 close (13 days ago), 17.1% are below.
85.9% are above or equal to 5/2 close (14 days ago), 14.1% are below.
88.6% are above or equal to 5/1 close (15 days ago), 11.4% are below.
84.3% are above or equal to 4/30 close (16 days ago), 15.7% are below.
84.9% are above or equal to 4/29 close (17 days ago), 15.1% are below.
87.0% are above or equal to 4/26 close (18 days ago), 13.0% are below.
84.2% are above or equal to 4/25 close (19 days ago), 15.8% are below.
84.7% are above or equal to 4/24 close (20 days ago), 15.3% are below.
85.4% are above or equal to 4/23 close (21 days ago), 14.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 1.4% new lows
21d: 10.5% new highs, 1.3% new lows
42d: 9.8% new highs, 0.9% new lows
63d: 9.2% new highs, 0.5% new lows
126d: 8.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.9% above, 44.1% below
3-day: 59.6% above, 40.4% below
4-day: 60.8% above, 39.2% below
5-day: 70.2% above, 29.8% below
8-day: 73.8% above, 26.2% below
10-day: 76.2% above, 23.8% below
20-day: 83.4% above, 16.6% below
50-day: 83.5% above, 16.5% below
200-day: 86.2% above, 13.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.37% Top=TOL HOV MDC MTH BZH SPF KBH DHI ….. CLH FLR CVA FWLT WM RSG MDR MLM=Bottom (Materials & Construction)
META(29): 1.30% Top=KGC WLT EGO IAG AEM RGLD GG ABX ….. CCJ ACI AA CLD STLD NUE SLCA MCP=Bottom (Metals & Mining)
RETA(66): 0.41% Top=SKS LOW KORS AEO HD JCP GES LL ….. ORLY DKS TJX BBY AAP JOSB AMZN TGT=Bottom (Retail & Specialty Retail)
HEAL(45): 0.32% Top=WCG THC CYH CNC ESRX UHS VOLC HMA ….. XRAY TMO UNH THOR ALR BSX MDT IRWD=Bottom (Health)
FINA(77): 0.27% Top=JPM WETF DFS AXP COF BAC CG BEN ….. BX CMA FITB OCN SCHW FSC EFX APO=Bottom (Banks/Financials)
TRAN(24): 0.20% Top=UAL ALK JBHT SWFT SAVE CP DAL TRN ….. LUV FDX CNI NSC JBLU KSU GLNG TDW=Bottom (Transportation)
CONS(55): 0.18% Top=CTB WHR OI SCSS DECK FNP RKT IRBT ….. UFS PBI FOSL NUS LULU SKX LF TPX=Bottom (Consumer)
ENER(100): 0.15% Top=PXD EGN WNR CHK WPX PWE DK CRZO ….. PBF OXY EOG HP KEG MUR CAM EPL=Bottom (Energy)
COHW(46): 0.10% Top=NTAP INFN AAPL ARUN FIO VSAT FNSR LVLT ….. VZ TDS ADTN TDC SSYS RKUS XLS NIHD=Bottom (Computer Hardware/Telecom)
ELEC(53): 0.05% Top=SCTY SPRD CREE CRUS CAVM INTC ATML TEL ….. NXPI TSL ADI ONNN SPWR APH CSIQ JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(80): 0.04% Top=TWO SBY DRH OHI NRF HST CUBE RHP ….. PDM AVB EQR BRE ARE CPT RWT NCT=Bottom (Real Estate)
DISV(47): 0.02% Top=CAR HTZ LRN AAN KBR TMH V VRSK ….. SBAC URS URI APOL HPY PCLN AL CXW=Bottom (Diversified Services)
MANU(40): 0.00% Top=DDD TEX MHK GE MTW SWK XYL AOS ….. DCI AME BWC DHR RS DE AGCO JOY=Bottom (Manufacturing)
CHEM(30): -0.00% Top=TROX CF CHMT ROC ALB SHW WPZ SIAL ….. CE CYT DOW EMN MOS AXLL POT MON=Bottom (Chemicals/Fertilizers)
INSU(41): -0.01% Top=MTG RDN BRO PRU CNO MET RGA LNC ….. RNR WSH CLGX AHL ACE AGO AFSI PGR=Bottom (Insurance)
LEIS(28): -0.03% Top=WYN KKD DPZ LVS MPEL SBUX HOT YUM ….. PENN BYD CMG MCD PNK RCL CZR CCL=Bottom (Leisure)
COSW(77): -0.04% Top=INTU EA TRIP RAX AWAY NOW GRPN BIDU ….. MSFT SOHU BR ANGI CVLT ORCL CTRX SWI=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:52 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:43 am ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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
10.0% of stocks are above yesterday’s high.
48.8% are above yesterday’s midpoint. (51.2% are below.)
12.1% are below yesterday’s low.
77.8% are inside yesterday’s range.
20.3% of stocks with today’s high > yesterday’s high. (79.7% less than).
26.9% of stocks with today’s low < yesterday’s low. (73.1% greater than).

EVIDENCE OF INTRADAY TREND
50.0% of stocks are above today’s open. (47.5% are below).
40.9% of stocks are above today’s open and yesterday’s close.
37.2% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% 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.
21.7% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN
53.8% of stocks are above yesterday’s close. (46.2% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.3% are down 3.5% or more.
86.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.7%…>=90:18.2%…>=80:30.5%…>=50:64.8%…<=20:9.8%…<=10:4.7%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.7%…>=80:10.2%…>=50:82.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:84.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.0% above previous 1 highs, 12.1% below previous 1 lows
7.0% above previous 2 highs, 8.0% below previous 2 lows
6.4% above previous 3 highs, 5.1% below previous 3 lows
6.1% above previous 4 highs, 4.4% below previous 4 lows
5.3% above previous 5 highs, 3.6% below previous 5 lows
5.1% above previous 6 highs, 3.0% below previous 6 lows
5.1% above previous 7 highs, 2.4% below previous 7 lows
5.0% above previous 8 highs, 2.2% below previous 8 lows
4.8% above previous 9 highs, 2.0% below previous 9 lows
4.6% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.8% are above or equal to 5/21 close (1 days ago), 46.2% are below.
54.8% are above or equal to 5/20 close (2 days ago), 45.2% are below.
58.1% are above or equal to 5/17 close (3 days ago), 41.9% are below.
77.7% are above or equal to 5/16 close (4 days ago), 22.3% are below.
65.7% are above or equal to 5/15 close (5 days ago), 34.3% are below.
70.3% are above or equal to 5/14 close (6 days ago), 29.7% are below.
76.9% are above or equal to 5/13 close (7 days ago), 23.1% are below.
74.2% are above or equal to 5/10 close (8 days ago), 25.8% are below.
77.5% are above or equal to 5/9 close (9 days ago), 22.5% are below.
74.0% are above or equal to 5/8 close (10 days ago), 26.0% are below.
76.9% are above or equal to 5/7 close (11 days ago), 23.1% are below.
80.1% are above or equal to 5/6 close (12 days ago), 19.9% are below.
82.9% are above or equal to 5/3 close (13 days ago), 17.1% are below.
85.7% are above or equal to 5/2 close (14 days ago), 14.3% are below.
88.2% are above or equal to 5/1 close (15 days ago), 11.8% are below.
83.7% are above or equal to 4/30 close (16 days ago), 16.3% are below.
84.8% are above or equal to 4/29 close (17 days ago), 15.2% are below.
87.1% are above or equal to 4/26 close (18 days ago), 12.9% are below.
83.9% are above or equal to 4/25 close (19 days ago), 16.1% are below.
84.1% are above or equal to 4/24 close (20 days ago), 15.9% are below.
84.9% are above or equal to 4/23 close (21 days ago), 15.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.9% new highs, 0.9% new lows
21d: 8.9% new highs, 0.9% new lows
42d: 8.4% new highs, 0.7% new lows
63d: 8.0% new highs, 0.2% new lows
126d: 7.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.8% above, 49.2% below
3-day: 54.3% above, 45.7% below
4-day: 58.8% above, 41.2% below
5-day: 67.9% above, 32.1% below
8-day: 72.1% above, 27.9% below
10-day: 74.4% above, 25.6% below
20-day: 82.8% above, 17.2% below
50-day: 83.1% above, 16.9% below
200-day: 86.0% above, 14.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.94% Top=TOL MDC HOV MTH KBH DHI SPF LEN ….. CLH MTZ FLR FWLT RSG WM MDR MLM=Bottom (Materials & Construction)
META(29): 0.79% Top=KGC EGO IAG WLT AEM PAAS ABX SLW ….. BTU ANR STLD CLD NUE ACI SLCA MCP=Bottom (Metals & Mining)
RETA(66): 0.32% Top=SKS LOW HD KORS JCP TIF SHLD VSI ….. BBY PETM DKS AAP AMZN GME NFLX TGT=Bottom (Retail & Specialty Retail)
HEAL(45): 0.31% Top=WCG VOLC CNC CYH EW ESRX HNT UHS ….. ALR UNH MDT BSX PRXL MR THOR IRWD=Bottom (Health)
FINA(77): 0.18% Top=WETF JPM OZM AXP CG COF DFS BLK ….. CME FRC FITB SCHW EFX AINV OCN APO=Bottom (Banks/Financials)
CONS(55): 0.15% Top=WHR DECK FNP OI CTB UA HAS IRBT ….. UFS PAY LULU PBI SKX NUS LF TPX=Bottom (Consumer)
ENER(99): 0.08% Top=PXD LPI CHK EGN MWE VLO CRZO GPOR ….. SWN MUR HP COG ROSE KEG CAM EPL=Bottom (Energy)
INSU(41): 0.05% Top=MTG RDN BRO CNO CINF WRB AJG PRE ….. RE AFSI UNM CLGX AIG PL PGR TMK=Bottom (Insurance)
REAL(80): 0.04% Top=SBY DRH TWO HST CBL NRF RHP LXP ….. ARE DFT CLNY BRE PDM BPO WAC NCT=Bottom (Real Estate)
TRAN(24): -0.03% Top=UAL ALK SAVE DAL CP UNP JBHT CNI ….. SWFT CHRW TRN JBLU FDX TDW KSU GLNG=Bottom (Transportation)
DISV(47): -0.04% Top=DV V Z LRN TMH CAR LOPE VRSK ….. ADT WTW HPY ACM URS URI PCLN CXW=Bottom (Diversified Services)
COHW(46): -0.08% Top=NTAP AAPL ARUN FIO INFN CTL RVBD SYNA ….. SSYS JDSU TDS TMUS RKUS TDC XLS NIHD=Bottom (Computer Hardware/Telecom)
LEIS(28): -0.08% Top=KKD HOT WYN DPZ YUM LVS DNKN MAR ….. H BYI PENN TXRH RCL BYD CZR CCL=Bottom (Leisure)
MANU(40): -0.11% Top=DDD GE MHK PPO AOS ATU SWK TEX ….. BWC EMR ETN MRC RS AGCO DE JOY=Bottom (Manufacturing)
CHEM(30): -0.16% Top=TROX CF ALB VAL SHW APD WPZ FMC ….. ASH DOW CYT CE MOS POT MON AXLL=Bottom (Chemicals/Fertilizers)
COSW(77): -0.27% Top=INTU EA BIDU GRPN TRIP AWAY NTES NOW ….. CTXS DBD MSFT ANGI ORCL CVLT CTRX SWI=Bottom (Computer Software/Internet)
ELEC(53): -0.37% Top=SCTY CREE SPRD CRUS ATML TEL WAT KLAC ….. ADI ONNN FSLR SPWR TSL APH CSIQ JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:43 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:37 am

Market Stats at 9:36 am ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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

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

COMPARED TO YESTERDAY’S RANGE
7.9% of stocks are above yesterday’s high.
45.5% are above yesterday’s midpoint. (54.5% are below.)
13.3% are below yesterday’s low.
78.9% are inside yesterday’s range.
15.7% of stocks with today’s high > yesterday’s high. (84.3% less than).
23.4% of stocks with today’s low < yesterday’s low. (76.6% greater than).

EVIDENCE OF INTRADAY TREND
42.7% of stocks are above today’s open. (52.7% are below).
33.3% of stocks are above today’s open and yesterday’s close.
41.3% are below both.
4.8% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.1% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
43.4% are in the top half. 56.6% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN
49.1% of stocks are above yesterday’s close. (50.9% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.2% are down 3.5% or more.
88.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.7%…>=90:15.6%…>=80:27.3%…>=50:61.2%…<=20:11.1%…<=10:5.3%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.6%…>=80:9.2%…>=50:82.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:83.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.9% above previous 1 highs, 13.3% below previous 1 lows
5.5% above previous 2 highs, 7.7% below previous 2 lows
5.2% above previous 3 highs, 4.5% below previous 3 lows
5.0% above previous 4 highs, 3.6% below previous 4 lows
4.3% above previous 5 highs, 3.2% below previous 5 lows
4.2% above previous 6 highs, 2.7% below previous 6 lows
4.0% above previous 7 highs, 2.3% below previous 7 lows
3.9% above previous 8 highs, 2.1% below previous 8 lows
3.8% above previous 9 highs, 2.0% below previous 9 lows
3.6% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.1% are above or equal to 5/21 close (1 days ago), 50.9% are below.
52.3% are above or equal to 5/20 close (2 days ago), 47.7% are below.
55.5% are above or equal to 5/17 close (3 days ago), 44.5% are below.
77.3% are above or equal to 5/16 close (4 days ago), 22.7% are below.
65.7% are above or equal to 5/15 close (5 days ago), 34.3% are below.
68.9% are above or equal to 5/14 close (6 days ago), 31.1% are below.
76.7% are above or equal to 5/13 close (7 days ago), 23.3% are below.
73.2% are above or equal to 5/10 close (8 days ago), 26.8% are below.
76.6% are above or equal to 5/9 close (9 days ago), 23.4% are below.
72.3% are above or equal to 5/8 close (10 days ago), 27.7% are below.
76.8% are above or equal to 5/7 close (11 days ago), 23.2% are below.
79.3% are above or equal to 5/6 close (12 days ago), 20.7% are below.
82.4% are above or equal to 5/3 close (13 days ago), 17.6% are below.
85.8% are above or equal to 5/2 close (14 days ago), 14.2% are below.
88.6% are above or equal to 5/1 close (15 days ago), 11.4% are below.
83.3% are above or equal to 4/30 close (16 days ago), 16.7% are below.
84.5% are above or equal to 4/29 close (17 days ago), 15.5% are below.
86.3% are above or equal to 4/26 close (18 days ago), 13.7% are below.
83.4% are above or equal to 4/25 close (19 days ago), 16.6% are below.
83.8% are above or equal to 4/24 close (20 days ago), 16.2% are below.
84.6% are above or equal to 4/23 close (21 days ago), 15.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 0.8% new lows
21d: 6.7% new highs, 0.8% new lows
42d: 6.5% new highs, 0.6% new lows
63d: 5.9% new highs, 0.2% new lows
126d: 5.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.8% above, 54.2% below
3-day: 50.6% above, 49.4% below
4-day: 55.2% above, 44.8% below
5-day: 65.4% above, 34.6% below
8-day: 70.4% above, 29.6% below
10-day: 73.9% above, 26.1% below
20-day: 82.7% above, 17.3% below
50-day: 82.4% above, 17.6% below
200-day: 85.8% above, 14.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.02% Top=TOL HOV MDC KBH DHI BZH MTH LEN ….. FAST MTZ FLR WM RSG FWLT MDR MLM=Bottom (Materials & Construction)
META(29): 0.78% Top=EGO KGC SLW AEM ABX RGLD IAG PAAS ….. CNX MCP BTU ANR NUE STLD SLCA ACI=Bottom (Metals & Mining)
REAL(80): 0.17% Top=SBY NRF HST DRH TWO CUBE RHP MTGE ….. BRE DFT ARE HTS BPO BEE PDM NCT=Bottom (Real Estate)
HEAL(45): 0.14% Top=VOLC IRWD EW WCG RMD PODD SIRO STJ ….. LH XRAY MR THOR BSX MDT PRXL UNH=Bottom (Health)
RETA(66): 0.14% Top=SKS LOW KORS EBAY HD JCP EXPR SHLD ….. SSI BBY AMZN DKS AAP NFLX GME TGT=Bottom (Retail & Specialty Retail)
FINA(77): 0.09% Top=JPM AXP OZM WETF DFS HBHC EV CG ….. STI FII CME FRC SCHW PHH WBS FITB=Bottom (Banks/Financials)
COHW(46): 0.05% Top=NTAP AAPL ARUN HPQ INFN TWTC FNSR FIO ….. VZ JNPR VIP TMUS SSYS NIHD TDC XLS=Bottom (Computer Hardware/Telecom)
CONS(55): 0.01% Top=CTB ZQK WHR UA FBHS HAS DECK OI ….. IP PAY GT PBI LF NUS SKX TPX=Bottom (Consumer)
TRAN(24): -0.07% Top=UAL JBHT SAVE ALK UPS DAL ODFL NSC ….. CNW AIRM JBLU CHRW LUV TRN TDW GLNG=Bottom (Transportation)
ELEC(53): -0.08% Top=SCTY CREE CRUS CSIQ SPRD TSL ATML VECO ….. NXPI ONNN JBL NVDA ADI APH INVN JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(41): -0.08% Top=MTG RDN BRO CNO CINF WRB ORI AJG ….. MET PGR CLGX RNR AIG LNC TMK PL=Bottom (Insurance)
DISV(47): -0.09% Top=V DV Z MCO ULTA TMH PAYX VRSK ….. R WOOF URS HPY WTW CXW PCLN URI=Bottom (Diversified Services)
MANU(40): -0.16% Top=GE MHK DDD PPO SWK ATU MTW XYL ….. AME RS ETN AGCO BWC ATI DE JOY=Bottom (Manufacturing)
LEIS(28): -0.19% Top=WYN CAKE KKD HOT WYNN TXRH WEN MAR ….. DRI MGM PENN RCL CMG BYD CZR CCL=Bottom (Leisure)
COSW(77): -0.27% Top=INTU EA AWAY GRPN BIDU YELP TRIP CTSH ….. INFA SFLY RAX ORCL CVLT ANGI CTRX SWI=Bottom (Computer Software/Internet)
CHEM(30): -0.28% Top=TROX VAL WPZ FMC PX SMG SHW SIAL ….. DOW CYT MOS CE ASH MON POT AXLL=Bottom (Chemicals/Fertilizers)
ENER(99): -0.39% Top=PXD CLMT MWE LPI CHK WPX EGN ETE ….. RRC PDCE COG UPL ROSE HP SWN EPL=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:36 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:04 am

PRE – Market Stats at 9:03 am ET
by daytrend on 20130522. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 496.

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

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

COMPARED TO YESTERDAY’S RANGE
7.1% of stocks are above yesterday’s high.
55.4% are above yesterday’s midpoint. (44.6% are below.)
3.6% are below yesterday’s low.
89.3% are inside yesterday’s range.
7.1% of stocks with today’s high > yesterday’s high. (92.9% less than).
3.6% of stocks with today’s low < yesterday’s low. (96.4% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
7.1% of stocks opened above yesterday’s high.
69.8% of stocks opened above yesterday’s close. (30.2% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
69.8% of stocks are above yesterday’s close. (30.2% are below.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
1.2% are up 3.5% or more. 0.0% are down 3.5% or more.
85.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.1%…>=90:20.6%…>=80:34.3%…>=50:73.0%…<=20:7.1%…<=10:3.0%…<=5:1.0%…
9-day: >=95:0.2%…>=90:0.8%…>=80:11.1%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.4%…>=80:3.4%…>=50:85.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.1% above previous 1 highs, 3.6% below previous 1 lows
5.2% above previous 2 highs, 3.2% below previous 2 lows
4.8% above previous 3 highs, 2.2% below previous 3 lows
4.8% above previous 4 highs, 1.8% below previous 4 lows
4.2% above previous 5 highs, 1.4% below previous 5 lows
3.8% above previous 6 highs, 1.2% below previous 6 lows
3.8% above previous 7 highs, 0.8% below previous 7 lows
3.8% above previous 8 highs, 0.8% below previous 8 lows
3.8% above previous 9 highs, 0.8% below previous 9 lows
3.6% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
69.8% are above or equal to 5/21 close (1 days ago), 30.2% are below.
59.1% are above or equal to 5/20 close (2 days ago), 40.9% are below.
63.1% are above or equal to 5/17 close (3 days ago), 36.9% are below.
77.6% are above or equal to 5/16 close (4 days ago), 22.4% are below.
66.9% are above or equal to 5/15 close (5 days ago), 33.1% are below.
71.2% are above or equal to 5/14 close (6 days ago), 28.8% are below.
78.8% are above or equal to 5/13 close (7 days ago), 21.2% are below.
74.0% are above or equal to 5/10 close (8 days ago), 26.0% are below.
78.8% are above or equal to 5/9 close (9 days ago), 21.2% are below.
76.2% are above or equal to 5/8 close (10 days ago), 23.8% are below.
79.0% are above or equal to 5/7 close (11 days ago), 21.0% are below.
80.8% are above or equal to 5/6 close (12 days ago), 19.2% are below.
83.1% are above or equal to 5/3 close (13 days ago), 16.9% are below.
86.3% are above or equal to 5/2 close (14 days ago), 13.7% are below.
87.9% are above or equal to 5/1 close (15 days ago), 12.1% are below.
83.9% are above or equal to 4/30 close (16 days ago), 16.1% are below.
84.3% are above or equal to 4/29 close (17 days ago), 15.7% are below.
85.7% are above or equal to 4/26 close (18 days ago), 14.3% are below.
83.7% are above or equal to 4/25 close (19 days ago), 16.3% are below.
85.3% are above or equal to 4/24 close (20 days ago), 14.7% are below.
86.3% are above or equal to 4/23 close (21 days ago), 13.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.6% new highs, 0.0% new lows
21d: 3.6% new highs, 0.0% new lows
42d: 3.6% new highs, 0.0% new lows
63d: 2.6% new highs, 0.0% new lows
126d: 2.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.8% above, 30.2% below
3-day: 62.9% above, 37.1% below
4-day: 65.5% above, 34.5% below
5-day: 72.0% above, 28.0% below
8-day: 72.8% above, 27.2% below
10-day: 76.6% above, 23.4% below
20-day: 84.3% above, 15.7% below
50-day: 84.3% above, 15.7% below
200-day: 83.1% above, 16.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.41% Top=IAG ABX AUY AEM EGO SLW KGC GG ….. SLCA ANR STLD SCCO CCJ SWC AA NUE=Bottom (Metals & Mining)
MATE(22): 1.00% Top=TOL HOV DHI PHM SPF LEN USG BZH ….. RSG RYL OC WM FWLT WCN FAST MLM=Bottom (Materials & Construction)
ELEC(31): 0.75% Top=TSL SCTY CREE JASO CSIQ CRUS FSLR TQNT ….. WAT TRMB AMAT TXN IPGP BRKR ONNN ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(29): 0.63% Top=NTAP NIHD FIO ARUN PANW AAPL RVBD TDC ….. CTL SYNA JNPR CIEN WDC PLCM CCI XLS=Bottom (Computer Hardware/Telecom)
ENER(60): 0.47% Top=WPX CHK PXD BCEI WNR FST RDC IOC ….. LPI RRC CVX NOV PTEN MMP EOG BWP=Bottom (Energy)
COSW(44): 0.42% Top=BSFT GRPN INTU NUAN ORCL ET SPLK AOL ….. CTSH IT NTES TRI SOHU NOW MDRX TRLA=Bottom (Computer Software/Internet)
RETA(52): 0.37% Top=SKS PETM JCP EBAY MELI AAP WFM ANF ….. ROST BIG ARO DKS AEO TGT LOW SPLS=Bottom (Retail & Specialty Retail)
FINA(33): 0.18% Top=LAZ JNS WETF CIT JPM OCN BBT BAC ….. CBOE SEIC FNFG RJF TCB APO OZM CMA=Bottom (Banks/Financials)
INSU(16): 0.17% Top=RDN MBI PRE MTG AFL AGO AXS CNO ….. WSH AIG RGA ORI AHL TMK PL BRO=Bottom (Insurance)
MANU(25): 0.16% Top=SWK DDD MRC GE MTW PCP EMR CAT ….. AME ROK CRS BWC KMT DCI JOY TKR=Bottom (Manufacturing)
CHEM(16): 0.15% Top=WPZ HUN CF CYT EMN ALB SHW POT ….. MON ROC ASH OLN VAL DOW RPM DD=Bottom (Chemicals/Fertilizers)
HEAL(26): 0.13% Top=VOLC BAX MR ALR HNT AET UHS WLP ….. LH THOR A WCG HMA SYK CYH MDT=Bottom (Health)
DISV(25): 0.06% Top=ULTA HTZ MYGN V DV MA CXW TMH ….. WTW VNTV LPS KBR LRN PCLN FLT TYC=Bottom (Diversified Services)
REAL(35): 0.06% Top=TWO NCT DRE BEE ARR NLY BAM LXP ….. EXR HPT MFA HIW OFC BDN DEI BPO=Bottom (Real Estate)
TRAN(15): 0.05% Top=CP TDW GLNG JBHT JBLU CNI CSX UAL ….. UAL TRN NSC KSU FDX ODFL CNW ALK=Bottom (Transportation)
LEIS(20): -0.04% Top=SBUX WEN MAR LVS EXPE HOT MCD MPEL ….. BYI BYD DRI PENN CMG EAT CZR CCL=Bottom (Leisure)
CONS(21): -0.10% Top=PBI CTB PVH EL CL DECK NUS NKE ….. MAT COH AVP NWL TUP SKX UA IRBT=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
PRE – Market Stats at 9:03 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

05/21/2013

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

Closing Stats
by daytrend on 20130521. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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
28.0% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
17.9% are below yesterday’s low.
54.0% are inside yesterday’s range.
55.5% of stocks with today’s high > yesterday’s high. (44.5% less than).
36.4% of stocks with today’s low < yesterday’s low. (63.6% greater than).

EVIDENCE OF INTRADAY TREND
48.5% of stocks are above today’s open. (49.7% are below).
43.9% of stocks are above today’s open and yesterday’s close.
41.8% are below both.
8.7% of stocks opened above yesterday’s high.
54.0% of stocks opened above yesterday’s close. (39.8% opened below yesterday’s close).
4.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN
53.6% of stocks are above yesterday’s close. (46.4% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.0% are up 3.5% or more. 2.4% are down 3.5% or more.
66.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.5%…>=90:24.3%…>=80:37.4%…>=50:65.6%…<=20:12.6%…<=10:5.4%…<=5:2.5%…
9-day: >=95:0.1%…>=90:0.5%…>=80:10.6%…>=50:82.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:84.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.0% above previous 1 highs, 17.9% below previous 1 lows
25.2% above previous 2 highs, 11.6% below previous 2 lows
22.0% above previous 3 highs, 8.7% below previous 3 lows
20.0% above previous 4 highs, 7.0% below previous 4 lows
19.1% above previous 5 highs, 5.9% below previous 5 lows
18.6% above previous 6 highs, 5.3% below previous 6 lows
18.0% above previous 7 highs, 4.9% below previous 7 lows
17.5% above previous 8 highs, 4.5% below previous 8 lows
17.1% above previous 9 highs, 3.8% below previous 9 lows
16.8% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.6% are above or equal to 5/20 close (1 days ago), 46.4% are below.
58.7% are above or equal to 5/17 close (2 days ago), 41.3% are below.
77.4% are above or equal to 5/16 close (3 days ago), 22.6% are below.
65.5% are above or equal to 5/15 close (4 days ago), 34.5% are below.
68.9% are above or equal to 5/14 close (5 days ago), 31.1% are below.
77.0% are above or equal to 5/13 close (6 days ago), 23.0% are below.
74.0% are above or equal to 5/10 close (7 days ago), 26.0% are below.
77.4% are above or equal to 5/9 close (8 days ago), 22.6% are below.
74.6% are above or equal to 5/8 close (9 days ago), 25.4% are below.
77.5% are above or equal to 5/7 close (10 days ago), 22.5% are below.
80.3% are above or equal to 5/6 close (11 days ago), 19.7% are below.
82.4% are above or equal to 5/3 close (12 days ago), 17.6% are below.
86.1% are above or equal to 5/2 close (13 days ago), 13.9% are below.
88.5% are above or equal to 5/1 close (14 days ago), 11.5% are below.
83.4% are above or equal to 4/30 close (15 days ago), 16.6% are below.
85.1% are above or equal to 4/29 close (16 days ago), 14.9% are below.
86.7% are above or equal to 4/26 close (17 days ago), 13.3% are below.
83.8% are above or equal to 4/25 close (18 days ago), 16.2% are below.
84.8% are above or equal to 4/24 close (19 days ago), 15.2% are below.
85.3% are above or equal to 4/23 close (20 days ago), 14.7% are below.
87.1% are above or equal to 4/22 close (21 days ago), 12.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.5% new highs, 2.4% new lows
21d: 32.5% new highs, 2.4% new lows
42d: 28.7% new highs, 1.5% new lows
63d: 26.2% new highs, 0.7% new lows
126d: 24.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.7% above, 48.3% below
3-day: 56.2% above, 43.8% below
4-day: 68.3% above, 31.7% below
5-day: 67.1% above, 32.9% below
8-day: 72.8% above, 27.2% below
10-day: 74.9% above, 25.1% below
20-day: 83.7% above, 16.3% below
50-day: 83.1% above, 16.9% below
200-day: 85.9% above, 14.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(24): 0.63% Top=AIRM CNW CHRW GLNG ODFL TDW SAVE TRN ….. CSX NSC CP UNP KSU DAL ALK UAL=Bottom (Transportation)
RETA(66): 0.60% Top=SKS JOSB SHLD HD KSS TSCO CSTR BBBY ….. CAB VSI NFLX EBAY SSI URBN BBY GME=Bottom (Retail & Specialty Retail)
MANU(40): 0.41% Top=PPO TEX ATI DCI MTW TKR CRS ETN ….. PNR SPW HON DE AOS XYL PCP EMR=Bottom (Manufacturing)
CONS(54): 0.34% Top=UA DECK BC RKT CROX HAS ZQK RL ….. AVY EL NUS PAY FL KMB AVP IRBT=Bottom (Consumer)
DISV(49): 0.32% Top=WTW LRN Z ABCO RRD LPS ACM ADT ….. WOOF CAR RCII CXW ACTG TMH HPY PCLN=Bottom (Diversified Services)
HEAL(46): 0.18% Top=MDT AET CI LH DGX THC ALGN PKI ….. UHS PRXL DXCM EW HLS HCA CYH WCG=Bottom (Health)
REAL(80): 0.18% Top=HPT CBG HCN OHI DEI PEI DCT EXR ….. MFA CLNY SBY PMT IVR ARR NCT MTGE=Bottom (Real Estate)
COSW(77): 0.04% Top=NUAN ATVI ET GRPN YELP TRLA YHOO INFA ….. CRM BIDU RHT NLSN CVLT ANGI INTU RAX=Bottom (Computer Software/Internet)
LEIS(28): -0.11% Top=H LVS TXRH BYD HOT EAT SBUX MCD ….. CAKE PENN YUM DNKN WYNN RCL CZR CCL=Bottom (Leisure)
FINA(77): -0.11% Top=WETF CG JPM DFS PNC WFC GS BNS ….. ICE TCB BEN TCBI OCN FRC LPLA JNS=Bottom (Banks/Financials)
CHEM(30): -0.17% Top=CE PPG ALB DD ROC WPZ SHW ASH ….. FMC AGU CF MON MOS MEOH CHMT POT=Bottom (Chemicals/Fertilizers)
COHW(46): -0.31% Top=TDS TDC WDC TWTC TMUS BCE S SYNA ….. NTAP NIHD BRCD LVLT ARRS PANW FIO RKUS=Bottom (Computer Hardware/Telecom)
ELEC(53): -0.43% Top=TSL VECO BRKR TQNT UTEK FSLR XLNX ATML ….. WFR AMAT INVN CAVM SPRD SPWR CSIQ SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): -0.49% Top=MMP EEP OKS ETP PAA ETE WPX IOC ….. EPL BCEI WNR PBF FST DK HERO NTI=Bottom (Energy)
INSU(41): -0.50% Top=MTG PL BRO MMC RDN AIZ AFL RGA ….. ALL VR RNR PRE CINF AXS TRV MBI=Bottom (Insurance)
MATE(30): -0.59% Top=FAST CLH WCN CVA DAR MTZ EXP RSG ….. MTH RYL TOL DHI LEN PHM HOV BZH=Bottom (Materials & Construction)
META(28): -0.97% Top=CCJ ACI NUE STLD CNX X CLD CLF ….. ABX KGC SLW AEM PAAS WLT AUY EGO=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:46 pm

Market Stats at 3:46 pm ET
by daytrend on 20130521. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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
27.7% of stocks are above yesterday’s high.
57.7% are above yesterday’s midpoint. (42.3% are below.)
17.8% are below yesterday’s low.
54.5% are inside yesterday’s range.
55.5% of stocks with today’s high > yesterday’s high. (44.5% less than).
35.7% of stocks with today’s low < yesterday’s low. (64.3% greater than).

EVIDENCE OF INTRADAY TREND
49.8% of stocks are above today’s open. (49.1% are below).
44.4% of stocks are above today’s open and yesterday’s close.
40.6% are below both.
8.7% of stocks opened above yesterday’s high.
54.0% of stocks opened above yesterday’s close. (39.8% opened below yesterday’s close).
4.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.9% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
45.4% are in the top half. 54.6% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN
54.4% of stocks are above yesterday’s close. (45.6% are below.)
0.6% are up 4.5% or more. 1.0% are down 4.5% or more.
1.1% are up 3.5% or more. 2.2% are down 3.5% or more.
65.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.7%…>=90:24.6%…>=80:37.6%…>=50:66.1%…<=20:12.2%…<=10:5.2%…<=5:2.5%…
9-day: >=95:0.1%…>=90:0.3%…>=80:10.6%…>=50:82.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.0%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.7% above previous 1 highs, 17.8% below previous 1 lows
25.1% above previous 2 highs, 11.7% below previous 2 lows
22.3% above previous 3 highs, 8.7% below previous 3 lows
20.5% above previous 4 highs, 6.7% below previous 4 lows
19.5% above previous 5 highs, 5.5% below previous 5 lows
19.1% above previous 6 highs, 4.9% below previous 6 lows
18.2% above previous 7 highs, 4.5% below previous 7 lows
17.4% above previous 8 highs, 4.0% below previous 8 lows
17.1% above previous 9 highs, 3.7% below previous 9 lows
16.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.4% are above or equal to 5/20 close (1 days ago), 45.6% are below.
59.0% are above or equal to 5/17 close (2 days ago), 41.0% are below.
78.5% are above or equal to 5/16 close (3 days ago), 21.5% are below.
65.1% are above or equal to 5/15 close (4 days ago), 34.9% are below.
69.4% are above or equal to 5/14 close (5 days ago), 30.6% are below.
78.4% are above or equal to 5/13 close (6 days ago), 21.6% are below.
74.5% are above or equal to 5/10 close (7 days ago), 25.5% are below.
78.2% are above or equal to 5/9 close (8 days ago), 21.8% are below.
74.9% are above or equal to 5/8 close (9 days ago), 25.1% are below.
78.0% are above or equal to 5/7 close (10 days ago), 22.0% are below.
80.7% are above or equal to 5/6 close (11 days ago), 19.3% are below.
82.8% are above or equal to 5/3 close (12 days ago), 17.2% are below.
86.2% are above or equal to 5/2 close (13 days ago), 13.8% are below.
88.7% are above or equal to 5/1 close (14 days ago), 11.3% are below.
83.4% are above or equal to 4/30 close (15 days ago), 16.6% are below.
85.3% are above or equal to 4/29 close (16 days ago), 14.7% are below.
87.0% are above or equal to 4/26 close (17 days ago), 13.0% are below.
83.9% are above or equal to 4/25 close (18 days ago), 16.1% are below.
84.9% are above or equal to 4/24 close (19 days ago), 15.1% are below.
85.5% are above or equal to 4/23 close (20 days ago), 14.5% are below.
87.5% are above or equal to 4/22 close (21 days ago), 12.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.5% new highs, 2.4% new lows
21d: 32.5% new highs, 2.4% new lows
42d: 28.7% new highs, 1.5% new lows
63d: 26.2% new highs, 0.7% new lows
126d: 24.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.0% above, 48.0% below
3-day: 57.7% above, 42.3% below
4-day: 68.7% above, 31.3% below
5-day: 68.4% above, 31.6% below
8-day: 73.7% above, 26.3% below
10-day: 76.2% above, 23.8% below
20-day: 83.8% above, 16.2% below
50-day: 83.2% above, 16.8% below
200-day: 85.9% above, 14.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(66): 0.64% Top=SKS JOSB SHLD HD KSS TSCO BBBY CSTR ….. NFLX CAB VSI EBAY SSI URBN BBY GME=Bottom (Retail & Specialty Retail)
TRAN(24): 0.60% Top=AIRM CHRW CNW GLNG ODFL TDW SAVE TRN ….. CSX NSC CP UNP KSU DAL ALK UAL=Bottom (Transportation)
MANU(40): 0.44% Top=PPO TEX ATI MTW TKR DCI PLL ETN ….. SPW DHR DE HON AOS XYL EMR PCP=Bottom (Manufacturing)
DISV(49): 0.39% Top=LRN WTW RRD ACM Z ABCO ADT VNTV ….. AAN FISV CAR CXW ACTG TMH HPY PCLN=Bottom (Diversified Services)
CONS(54): 0.36% Top=UA DECK BC CROX RKT ZQK RL LULU ….. NWL PAY FL EL NUS KMB AVP IRBT=Bottom (Consumer)
REAL(80): 0.15% Top=HPT CBG OHI HCN EDR DEI DCT DLR ….. CLNY WAC SBY PMT ARR IVR MTGE NCT=Bottom (Real Estate)
HEAL(46): 0.13% Top=MDT AET THC LH DGX ALGN CI PKI ….. BSX DVA HLS DXCM EW HCA CYH WCG=Bottom (Health)
COSW(77): 0.07% Top=NUAN ATVI GRPN YELP ET YHOO TRLA INFA ….. YNDX CRM RHT ANGI CVLT NLSN INTU RAX=Bottom (Computer Software/Internet)
FINA(77): -0.06% Top=WETF DFS JPM CG GS WFC PNC BNS ….. CME ICE BEN TCBI OCN JNS FRC LPLA=Bottom (Banks/Financials)
LEIS(28): -0.08% Top=TXRH LVS BYD H EAT HOT SBUX WYN ….. DNKN PNK CAKE YUM WYNN RCL CZR CCL=Bottom (Leisure)
CHEM(30): -0.14% Top=CE PPG ALB DD ROC SHW ASH WPZ ….. FMC AGU CF MON POT MOS CHMT MEOH=Bottom (Chemicals/Fertilizers)
ELEC(53): -0.20% Top=TSL VECO BRKR TQNT JASO UTEK FSLR ATML ….. WFR AMAT INVN CAVM SPRD SPWR CSIQ SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): -0.36% Top=TDS TDC WDC TWTC BCE TMUS SYNA S ….. ARUN LVLT NIHD ARRS BRCD FIO PANW RKUS=Bottom (Computer Hardware/Telecom)
ENER(101): -0.37% Top=MMP EEP OKS CLMT ETP EVEP ETE PAA ….. RDC BCEI EPL WNR FST DK HERO NTI=Bottom (Energy)
INSU(41): -0.49% Top=MTG BRO RDN PL AIZ MMC RGA AFL ….. ALL ACGL PRE RNR CINF AXS TRV MBI=Bottom (Insurance)
MATE(30): -0.53% Top=FAST CLH WCN CVA MTZ DAR MDR RSG ….. BECN RYL DHI LEN TOL PHM HOV BZH=Bottom (Materials & Construction)
META(28): -0.81% Top=ACI CCJ NUE STLD X CNX CLD SLCA ….. WLT FCX KGC SLW AEM PAAS AUY EGO=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:46 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:29 pm ET
by daytrend on 20130521. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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
30.5% of stocks are above yesterday’s high.
60.6% are above yesterday’s midpoint. (39.4% are below.)
16.9% are below yesterday’s low.
52.6% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
35.5% of stocks with today’s low < yesterday’s low. (64.5% greater than).

EVIDENCE OF INTRADAY TREND
53.7% of stocks are above today’s open. (44.9% are below).
48.5% of stocks are above today’s open and yesterday’s close.
37.5% are below both.
8.7% of stocks opened above yesterday’s high.
54.0% of stocks opened above yesterday’s close. (39.8% opened below yesterday’s close).
4.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.6% of stocks are in the top 10% of today’s range.
18.7% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
17.5% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN
57.7% of stocks are above yesterday’s close. (42.3% are below.)
0.6% are up 4.5% or more. 0.9% are down 4.5% or more.
1.5% are up 3.5% or more. 1.8% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.6%…>=90:25.5%…>=80:41.3%…>=50:69.3%…<=20:11.4%…<=10:5.2%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:10.8%…>=50:83.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.2%…>=50:85.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.5% above previous 1 highs, 16.9% below previous 1 lows
28.2% above previous 2 highs, 11.7% below previous 2 lows
24.4% above previous 3 highs, 8.4% below previous 3 lows
22.0% above previous 4 highs, 6.7% below previous 4 lows
21.4% above previous 5 highs, 5.2% below previous 5 lows
20.9% above previous 6 highs, 4.9% below previous 6 lows
20.5% above previous 7 highs, 4.4% below previous 7 lows
19.3% above previous 8 highs, 4.0% below previous 8 lows
19.0% above previous 9 highs, 3.7% below previous 9 lows
18.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.7% are above or equal to 5/20 close (1 days ago), 42.3% are below.
61.8% are above or equal to 5/17 close (2 days ago), 38.2% are below.
78.9% are above or equal to 5/16 close (3 days ago), 21.1% are below.
66.7% are above or equal to 5/15 close (4 days ago), 33.3% are below.
70.9% are above or equal to 5/14 close (5 days ago), 29.1% are below.
79.0% are above or equal to 5/13 close (6 days ago), 21.0% are below.
75.6% are above or equal to 5/10 close (7 days ago), 24.4% are below.
79.0% are above or equal to 5/9 close (8 days ago), 21.0% are below.
75.2% are above or equal to 5/8 close (9 days ago), 24.8% are below.
78.2% are above or equal to 5/7 close (10 days ago), 21.8% are below.
81.3% are above or equal to 5/6 close (11 days ago), 18.7% are below.
83.2% are above or equal to 5/3 close (12 days ago), 16.8% are below.
86.6% are above or equal to 5/2 close (13 days ago), 13.4% are below.
89.1% are above or equal to 5/1 close (14 days ago), 10.9% are below.
83.8% are above or equal to 4/30 close (15 days ago), 16.2% are below.
86.0% are above or equal to 4/29 close (16 days ago), 14.0% are below.
87.2% are above or equal to 4/26 close (17 days ago), 12.8% are below.
84.3% are above or equal to 4/25 close (18 days ago), 15.7% are below.
85.5% are above or equal to 4/24 close (19 days ago), 14.5% are below.
85.5% are above or equal to 4/23 close (20 days ago), 14.5% are below.
87.6% are above or equal to 4/22 close (21 days ago), 12.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.4% new highs, 2.4% new lows
21d: 32.4% new highs, 2.4% new lows
42d: 28.6% new highs, 1.5% new lows
63d: 26.2% new highs, 0.7% new lows
126d: 24.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.0% above, 44.0% below
3-day: 61.3% above, 38.7% below
4-day: 71.0% above, 29.0% below
5-day: 70.2% above, 29.8% below
8-day: 74.3% above, 25.7% below
10-day: 76.9% above, 23.1% below
20-day: 84.5% above, 15.5% below
50-day: 84.0% above, 16.0% below
200-day: 86.1% above, 13.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(66): 0.69% Top=SKS JOSB SHLD HD KSS BBBY TSCO CSTR ….. SWY CAB EBAY VSI URBN SSI BBY GME=Bottom (Retail & Specialty Retail)
MANU(40): 0.60% Top=PPO TEX MTW ATI TKR DCI CRS BWC ….. ROK DHR DDD HON AOS XYL EMR PCP=Bottom (Manufacturing)
TRAN(24): 0.54% Top=AIRM CHRW CNW GLNG TDW ODFL SAVE TRN ….. JBLU NSC UNP CP KSU DAL UAL ALK=Bottom (Transportation)
CONS(54): 0.44% Top=UA DECK LULU BC CROX RKT RL HAS ….. AVY EL NWL NUS FL AVP KMB IRBT=Bottom (Consumer)
DISV(49): 0.42% Top=WTW LRN ACM RRD ADT Z VNTV KBR ….. FISV RCII ACTG CXW TMH CAR HPY PCLN=Bottom (Diversified Services)
HEAL(46): 0.25% Top=MDT AET ALGN CI WLP DGX LH THC ….. UHS BCR HLS EW DXCM HCA CYH WCG=Bottom (Health)
REAL(80): 0.17% Top=HPT CBG OHI HCN EDR SLG EQR DLR ….. CLNY WAC SBY PMT IVR ARR MTGE NCT=Bottom (Real Estate)
COSW(77): 0.16% Top=NUAN GRPN ATVI YELP ET ADSK YHOO QLIK ….. SINA ANGI RHT YNDX NLSN CVLT INTU RAX=Bottom (Computer Software/Internet)
CHEM(30): -0.01% Top=CE PPG ALB ROC DD SHW ASH DOW ….. FMC AGU CF POT MON MOS MEOH CHMT=Bottom (Chemicals/Fertilizers)
LEIS(28): -0.03% Top=TXRH EAT BYD LVS HOT MCD H DPZ ….. YUM CAKE DNKN PENN WYNN RCL CZR CCL=Bottom (Leisure)
FINA(77): -0.05% Top=WETF DFS JPM PNC WFC CG APO GS ….. RJF ICE TCB OCN TCBI JNS FRC LPLA=Bottom (Banks/Financials)
ELEC(53): -0.10% Top=TSL VECO BRKR JASO TQNT FSLR UTEK IPGP ….. APH AMAT INVN CAVM SPRD SPWR CSIQ SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): -0.15% Top=MMP CLMT EEP OKS EVEP PAA NFX ETE ….. PBF TSO RDC EPL FST DK HERO NTI=Bottom (Energy)
META(28): -0.17% Top=ACI CCJ NUE STLD X CNX MCP CLD ….. ABX KGC FCX SLW AEM PAAS AUY EGO=Bottom (Metals & Mining)
COHW(46): -0.26% Top=TDS TDC WDC TWTC BCE SYNA VIP S ….. LVLT ARUN NIHD ARRS FIO PANW BRCD RKUS=Bottom (Computer Hardware/Telecom)
MATE(30): -0.35% Top=FAST CLH WCN CVA MDR MTZ DAR RSG ….. RYL MTH DHI LEN TOL PHM HOV BZH=Bottom (Materials & Construction)
INSU(41): -0.41% Top=MTG AIZ RDN PL BRO RGA MMC AFL ….. ALL VR ACGL RNR CINF AXS TRV MBI=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:29 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

05/20/2013

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

Closing Stats
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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
37.6% of stocks are above yesterday’s high.
69.4% are above yesterday’s midpoint. (30.6% are below.)
13.4% are below yesterday’s low.
49.0% are inside yesterday’s range.
68.0% of stocks with today’s high > yesterday’s high. (32.0% less than).
27.9% of stocks with today’s low < yesterday’s low. (72.1% greater than).

EVIDENCE OF INTRADAY TREND
63.5% of stocks are above today’s open. (34.7% are below).
53.6% of stocks are above today’s open and yesterday’s close.
33.1% are below both.
5.0% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (68.9% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
54.7% are in the top half. 45.3% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN
56.7% of stocks are above yesterday’s close. (43.3% are below.)
3.5% are up 4.5% or more. 0.1% are down 4.5% or more.
6.3% are up 3.5% or more. 0.7% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.2%…>=90:27.3%…>=80:42.6%…>=50:70.3%…<=20:9.0%…<=10:4.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.6%…>=80:11.2%…>=50:85.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:85.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.6% above previous 1 highs, 13.4% below previous 1 lows
31.3% above previous 2 highs, 8.5% below previous 2 lows
29.3% above previous 3 highs, 6.7% below previous 3 lows
27.7% above previous 4 highs, 5.3% below previous 4 lows
26.5% above previous 5 highs, 4.5% below previous 5 lows
25.4% above previous 6 highs, 4.1% below previous 6 lows
23.3% above previous 7 highs, 3.5% below previous 7 lows
23.0% above previous 8 highs, 3.1% below previous 8 lows
22.6% above previous 9 highs, 2.7% below previous 9 lows
22.6% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.7% are above or equal to 5/17 close (1 days ago), 43.3% are below.
81.0% are above or equal to 5/16 close (2 days ago), 19.0% are below.
64.5% are above or equal to 5/15 close (3 days ago), 35.5% are below.
69.7% are above or equal to 5/14 close (4 days ago), 30.3% are below.
79.2% are above or equal to 5/13 close (5 days ago), 20.8% are below.
74.2% are above or equal to 5/10 close (6 days ago), 25.8% are below.
78.5% are above or equal to 5/9 close (7 days ago), 21.5% are below.
74.3% are above or equal to 5/8 close (8 days ago), 25.7% are below.
78.3% are above or equal to 5/7 close (9 days ago), 21.7% are below.
81.4% are above or equal to 5/6 close (10 days ago), 18.6% are below.
83.3% are above or equal to 5/3 close (11 days ago), 16.7% are below.
86.6% are above or equal to 5/2 close (12 days ago), 13.4% are below.
89.1% are above or equal to 5/1 close (13 days ago), 10.9% are below.
83.7% are above or equal to 4/30 close (14 days ago), 16.3% are below.
85.7% are above or equal to 4/29 close (15 days ago), 14.3% are below.
88.0% are above or equal to 4/26 close (16 days ago), 12.0% are below.
84.9% are above or equal to 4/25 close (17 days ago), 15.1% are below.
86.2% are above or equal to 4/24 close (18 days ago), 13.8% are below.
85.1% are above or equal to 4/23 close (19 days ago), 14.9% are below.
88.1% are above or equal to 4/22 close (20 days ago), 11.9% are below.
89.1% are above or equal to 4/19 close (21 days ago), 10.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 37.0% new highs, 2.3% new lows
21d: 37.0% new highs, 2.1% new lows
42d: 32.2% new highs, 1.8% new lows
63d: 29.3% new highs, 1.1% new lows
126d: 27.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.2% above, 44.8% below
3-day: 72.2% above, 27.8% below
4-day: 70.4% above, 29.6% below
5-day: 71.5% above, 28.5% below
8-day: 76.6% above, 23.4% below
10-day: 77.0% above, 23.0% below
20-day: 86.1% above, 13.9% below
50-day: 84.1% above, 15.9% below
200-day: 85.4% above, 14.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 5.26% Top=IAG MCP PAAS WLT EGO KGC ACI ABX ….. SLCA CLF AA CCJ TRQ NUE FCX SCCO=Bottom (Metals & Mining)
ENER(101): 1.59% Top=HERO WPX BBG PDCE CRZO BCEI TSO GPOR ….. HK VNR EEP MDU RIG FST PXD BWP=Bottom (Energy)
ELEC(52): 1.46% Top=TSL CSIQ SCTY FSLR SPWR WFR INVN VECO ….. LLTC CREE MCHP APH MXIM CAVM SPRD IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.92% Top=DDD JOY MTW ATI TEX PPO ETN DCI ….. ATU ROP GNRC ROK EMR XYL HON MHK=Bottom (Manufacturing)
LEIS(29): 0.39% Top=MPEL BYD BYI H WYNN MGM PNK CCL ….. EXPE EAT KKD SBUX TXRH MAR DNKN DPZ=Bottom (Leisure)
FINA(77): 0.30% Top=CSE PHH PBCT COF AXP TD CIT HBHC ….. TCBI LPLA LAZ SCHW ICE AMTD EFX APO=Bottom (Banks/Financials)
COSW(79): 0.28% Top=SOHU BIDU NTES TRIP DBD SINA SWI SPLK ….. CERN FB EA IRM CTRX VMW TRLA RHT=Bottom (Computer Software/Internet)
DISV(48): 0.23% Top=KBR ACTG PCLN R JEC FLT LOPE URS ….. HTZ HMSY ATHN RHI V TMH URI ADT=Bottom (Diversified Services)
MATE(30): 0.09% Top=FWLT MDR FLR BZH MLM MTZ CVA WM ….. TOL EXP LEN RYL PHM DHI MAS SPF=Bottom (Materials & Construction)
CONS(54): -0.02% Top=PAY PBI NUS IRBT CRI ICON HAR BC ….. HBI UFS MWV MAT IP KMB TPX CHD=Bottom (Consumer)
CHEM(30): -0.02% Top=TROX HUN MEOH MOS APD CF VAL WPZ ….. DOW ROC EMN RPM SHW PPG ALB AXLL=Bottom (Chemicals/Fertilizers)
REAL(81): -0.05% Top=BEE DEI OFC PEI WAC RLGY AVB SLG ….. MTGE MFA TWO PMT HTS NCT ARR SBY=Bottom (Real Estate)
RETA(66): -0.12% Top=JCP SKS LTD BIG TFM ARO WSM SPLS ….. VSI LINTA KMX KR CPRT GME BBBY SWY=Bottom (Retail & Specialty Retail)
INSU(41): -0.21% Top=MTG AIZ AFL AGO L RGA TMK GNW ….. AXS BRO CINF CNO CB UNM TRV AHL=Bottom (Insurance)
TRAN(24): -0.22% Top=GLNG ODFL CNW FDX SAVE SWFT TRN CSX ….. CHRW CP DAL LUV JBLU UAL KSU ALK=Bottom (Transportation)
COHW(46): -0.29% Top=NIHD SSYS TMUS ARUN AAPL BRCD VIP LXK ….. WDC NTAP CIEN SNDK INFN SYNA RKUS PANW=Bottom (Computer Hardware/Telecom)
HEAL(47): -0.30% Top=MAKO BSX A SIRO HMA HLS LH ALR ….. CI BKD AET WCG HCA THC CNC THOR=Bottom (Health)

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

Filed under: Market Stats — daytrend @ 2:19 pm

Market Stats at 3:18 pm ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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
39.3% of stocks are above yesterday’s high.
69.1% are above yesterday’s midpoint. (30.9% are below.)
11.1% are below yesterday’s low.
49.6% are inside yesterday’s range.
67.3% of stocks with today’s high > yesterday’s high. (32.7% less than).
27.0% of stocks with today’s low < yesterday’s low. (73.0% greater than).

EVIDENCE OF INTRADAY TREND
66.2% of stocks are above today’s open. (32.6% are below).
56.1% of stocks are above today’s open and yesterday’s close.
31.1% are below both.
5.0% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (68.9% opened below yesterday’s close).
5.6% 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.
26.5% are in the top 20%.
58.7% are in the top half. 41.3% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
58.5% of stocks are above yesterday’s close. (41.5% are below.)
3.8% are up 4.5% or more. 0.2% are down 4.5% or more.
5.7% are up 3.5% or more. 0.8% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.0%…>=90:27.1%…>=80:44.7%…>=50:70.7%…<=20:8.1%…<=10:3.9%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.6%…>=80:11.2%…>=50:85.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:86.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.3% above previous 1 highs, 11.1% below previous 1 lows
31.9% above previous 2 highs, 6.7% below previous 2 lows
29.4% above previous 3 highs, 5.6% below previous 3 lows
27.2% above previous 4 highs, 4.3% below previous 4 lows
26.3% above previous 5 highs, 3.5% below previous 5 lows
25.3% above previous 6 highs, 3.3% below previous 6 lows
23.4% above previous 7 highs, 3.1% below previous 7 lows
23.2% above previous 8 highs, 2.7% below previous 8 lows
22.7% above previous 9 highs, 2.6% below previous 9 lows
22.7% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.5% are above or equal to 5/17 close (1 days ago), 41.5% are below.
81.6% are above or equal to 5/16 close (2 days ago), 18.4% are below.
65.7% are above or equal to 5/15 close (3 days ago), 34.3% are below.
71.2% are above or equal to 5/14 close (4 days ago), 28.8% are below.
79.9% are above or equal to 5/13 close (5 days ago), 20.1% are below.
75.1% are above or equal to 5/10 close (6 days ago), 24.9% are below.
79.4% are above or equal to 5/9 close (7 days ago), 20.6% are below.
74.2% are above or equal to 5/8 close (8 days ago), 25.8% are below.
78.5% are above or equal to 5/7 close (9 days ago), 21.5% are below.
81.4% are above or equal to 5/6 close (10 days ago), 18.6% are below.
83.9% are above or equal to 5/3 close (11 days ago), 16.1% are below.
86.4% are above or equal to 5/2 close (12 days ago), 13.6% are below.
89.4% are above or equal to 5/1 close (13 days ago), 10.6% are below.
83.5% are above or equal to 4/30 close (14 days ago), 16.5% are below.
85.7% are above or equal to 4/29 close (15 days ago), 14.3% are below.
87.7% are above or equal to 4/26 close (16 days ago), 12.3% are below.
84.8% are above or equal to 4/25 close (17 days ago), 15.2% are below.
85.9% are above or equal to 4/24 close (18 days ago), 14.1% are below.
85.7% are above or equal to 4/23 close (19 days ago), 14.3% are below.
88.0% are above or equal to 4/22 close (20 days ago), 12.0% are below.
89.4% are above or equal to 4/19 close (21 days ago), 10.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 36.1% new highs, 2.3% new lows
21d: 36.1% new highs, 2.1% new lows
42d: 31.3% new highs, 1.8% new lows
63d: 28.2% new highs, 1.1% new lows
126d: 26.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.7% above, 42.3% below
3-day: 73.3% above, 26.7% below
4-day: 70.4% above, 29.6% below
5-day: 71.2% above, 28.8% below
8-day: 76.3% above, 23.7% below
10-day: 78.2% above, 21.8% below
20-day: 85.9% above, 14.1% below
50-day: 84.0% above, 16.0% below
200-day: 85.6% above, 14.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 4.67% Top=MCP IAG WLT PAAS EGO KGC ACI ABX ….. SLCA CLF AA CCJ TRQ NUE FCX SCCO=Bottom (Metals & Mining)
ENER(101): 1.50% Top=HERO WPX PBF PDCE BCEI CRZO GPOR TSO ….. RIG MDU EEP ROSE FST BWP HK PXD=Bottom (Energy)
ELEC(52): 1.43% Top=TSL CSIQ SCTY FSLR SPWR WFR INVN ATML ….. LLTC MCHP CREE APH MXIM CAVM IPGP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.98% Top=DDD JOY ATI MTW TEX PPO DCI ETN ….. EMR ROP ROK ATU GNRC XYL HON MHK=Bottom (Manufacturing)
LEIS(29): 0.57% Top=MPEL BYI BYD H MGM WYNN CCL LVS ….. KKD SBUX EAT EXPE TXRH MAR DNKN DPZ=Bottom (Leisure)
COSW(79): 0.39% Top=SOHU NTES BIDU TRIP DBD SINA YELP SWI ….. CTSH INTU FB CTRX CERN VMW TRLA RHT=Bottom (Computer Software/Internet)
FINA(77): 0.36% Top=CSE COF PBCT PHH TD AXP CIT CG ….. BLK LPLA BX SCHW TCBI EFX AMTD APO=Bottom (Banks/Financials)
DISV(48): 0.28% Top=ACTG KBR PCLN URS JEC WTW R FLT ….. HTZ HMSY RHI TMH V ATHN URI ADT=Bottom (Diversified Services)
MATE(30): 0.27% Top=FWLT BZH MDR FLR CVA MLM MTZ WM ….. RYL BECN LEN EXP DHI PHM SPF MAS=Bottom (Materials & Construction)
RETA(66): 0.07% Top=JCP SKS LTD TFM BIG ARO SPLS CSTR ….. EBAY KMX KR LL CPRT BBBY GME SWY=Bottom (Retail & Specialty Retail)
CONS(54): 0.05% Top=PAY PBI NUS IRBT ICON ZQK BC CRI ….. MAT MWV PG KMB CHD IP UFS CTB=Bottom (Consumer)
CHEM(30): -0.06% Top=TROX HUN MEOH APD MOS VAL CYT CF ….. ASH EMN DOW RPM PPG SHW ALB AXLL=Bottom (Chemicals/Fertilizers)
INSU(41): -0.12% Top=MTG AFL AIZ AGO L CLGX GNW LNC ….. RDN CB CNO AXS CINF AHL TRV UNM=Bottom (Insurance)
REAL(81): -0.14% Top=BEE DEI RLGY OFC AVB SLG WAC EQR ….. MFA MTGE TWO HTS ARR PMT NCT SBY=Bottom (Real Estate)
TRAN(24): -0.19% Top=GLNG CNW ODFL FDX SWFT JBHT CSX SAVE ….. TDW DAL CP LUV JBLU UAL KSU ALK=Bottom (Transportation)
COHW(46): -0.20% Top=SSYS TMUS NIHD AAPL ARUN VIP BRCD LXK ….. NTAP RVBD SNDK INFN CIEN RKUS PANW SYNA=Bottom (Computer Hardware/Telecom)
HEAL(47): -0.20% Top=MAKO A BSX SIRO HLS ALGN ALR HOLX ….. HUM WCG CI AET CNC THC HCA THOR=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:18 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:30 pm

Market Stats at 2:30 pm ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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
40.7% of stocks are above yesterday’s high.
70.6% are above yesterday’s midpoint. (29.4% are below.)
10.3% are below yesterday’s low.
49.0% are inside yesterday’s range.
66.7% of stocks with today’s high > yesterday’s high. (33.3% less than).
26.3% of stocks with today’s low < yesterday’s low. (73.7% greater than).

EVIDENCE OF INTRADAY TREND
66.5% of stocks are above today’s open. (32.1% are below).
57.1% of stocks are above today’s open and yesterday’s close.
30.4% are below both.
5.0% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (68.9% opened below yesterday’s close).
5.6% 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.
27.5% are in the top 20%.
61.1% are in the top half. 38.9% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN
60.7% of stocks are above yesterday’s close. (39.3% are below.)
3.3% are up 4.5% or more. 0.1% are down 4.5% or more.
5.4% are up 3.5% or more. 0.5% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.1%…>=90:27.4%…>=80:46.3%…>=50:73.6%…<=20:8.2%…<=10:3.8%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:11.3%…>=50:85.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:86.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.7% above previous 1 highs, 10.3% below previous 1 lows
33.0% above previous 2 highs, 6.3% below previous 2 lows
30.3% above previous 3 highs, 5.5% below previous 3 lows
28.0% above previous 4 highs, 4.1% below previous 4 lows
26.7% above previous 5 highs, 3.3% below previous 5 lows
25.8% above previous 6 highs, 3.1% below previous 6 lows
24.6% above previous 7 highs, 2.5% below previous 7 lows
23.8% above previous 8 highs, 2.3% below previous 8 lows
23.2% above previous 9 highs, 2.2% below previous 9 lows
23.2% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.7% are above or equal to 5/17 close (1 days ago), 39.3% are below.
81.4% are above or equal to 5/16 close (2 days ago), 18.6% are below.
66.6% are above or equal to 5/15 close (3 days ago), 33.4% are below.
71.0% are above or equal to 5/14 close (4 days ago), 29.0% are below.
79.5% are above or equal to 5/13 close (5 days ago), 20.5% are below.
75.4% are above or equal to 5/10 close (6 days ago), 24.6% are below.
78.4% are above or equal to 5/9 close (7 days ago), 21.6% are below.
74.5% are above or equal to 5/8 close (8 days ago), 25.5% are below.
78.5% are above or equal to 5/7 close (9 days ago), 21.5% are below.
81.8% are above or equal to 5/6 close (10 days ago), 18.2% are below.
83.7% are above or equal to 5/3 close (11 days ago), 16.3% are below.
86.4% are above or equal to 5/2 close (12 days ago), 13.6% are below.
89.3% are above or equal to 5/1 close (13 days ago), 10.7% are below.
84.2% are above or equal to 4/30 close (14 days ago), 15.8% are below.
85.7% are above or equal to 4/29 close (15 days ago), 14.3% are below.
87.5% are above or equal to 4/26 close (16 days ago), 12.5% are below.
85.3% are above or equal to 4/25 close (17 days ago), 14.7% are below.
86.1% are above or equal to 4/24 close (18 days ago), 13.9% are below.
86.1% are above or equal to 4/23 close (19 days ago), 13.9% are below.
87.9% are above or equal to 4/22 close (20 days ago), 12.1% are below.
89.1% are above or equal to 4/19 close (21 days ago), 10.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 35.9% new highs, 2.3% new lows
21d: 35.9% new highs, 2.1% new lows
42d: 30.9% new highs, 1.8% new lows
63d: 27.9% new highs, 1.1% new lows
126d: 26.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.0% above, 41.0% below
3-day: 73.9% above, 26.1% below
4-day: 72.5% above, 27.5% below
5-day: 72.3% above, 27.7% below
8-day: 77.6% above, 22.4% below
10-day: 77.8% above, 22.2% below
20-day: 85.6% above, 14.4% below
50-day: 84.0% above, 16.0% below
200-day: 85.5% above, 14.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 4.18% Top=MCP IAG WLT PAAS EGO KGC ACI ABX ….. SLCA TRQ CCJ AA CLF NUE FCX SCCO=Bottom (Metals & Mining)
ENER(101): 1.51% Top=HERO WPX CRZO BCEI TSO PBF DK GPOR ….. RIG CJES VNR MDU FST BWP PXD HK=Bottom (Energy)
ELEC(52): 1.35% Top=TSL SCTY CSIQ FSLR SPWR WFR INVN ATML ….. NXPI SWKS CREE APH MXIM CAVM IPGP SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.89% Top=DDD JOY MTW DCI TEX PPO CMI ATI ….. GE ROK ROP ATU HON GNRC XYL MHK=Bottom (Manufacturing)
LEIS(29): 0.49% Top=BYI MPEL BYD H WYNN MGM CCL CMG ….. THI EXPE EAT TXRH DNKN WYN MAR DPZ=Bottom (Leisure)
FINA(77): 0.39% Top=CSE COF HBHC PHH CIT AXP USB RF ….. PSEC TCBI SCHW HCBK ICE EFX AMTD APO=Bottom (Banks/Financials)
DISV(48): 0.38% Top=ACTG KBR PCLN R JEC WTW Z URS ….. CXW ATHN RHI HTZ TMH V URI ADT=Bottom (Diversified Services)
COSW(79): 0.35% Top=NTES SOHU TRIP BIDU DBD YELP SINA JCOM ….. INTU CTSH FB CTRX CERN TRLA VMW RHT=Bottom (Computer Software/Internet)
MATE(30): 0.20% Top=FWLT MDR BZH FLR CVA MTZ PWR MLM ….. TOL DHI LEN PHM RYL EXP SPF MAS=Bottom (Materials & Construction)
TRAN(24): 0.11% Top=GLNG CNW ODFL FDX SWFT JBHT SAVE CSX ….. AIRM LUV UAL CP JBLU TDW KSU ALK=Bottom (Transportation)
RETA(66): 0.06% Top=JCP SKS BIG LTD ARO SPLS TFM CSTR ….. VSI LL KMX GME KR CPRT BBBY SWY=Bottom (Retail & Specialty Retail)
CONS(54): 0.04% Top=PAY PBI IRBT NUS ICON HAR BC ZQK ….. FL FBHS IP PG KMB CHD TPX CTB=Bottom (Consumer)
CHEM(30): -0.03% Top=TROX HUN MEOH APD MOS WPZ VAL CYT ….. ROC ASH DOW RPM PPG SHW ALB AXLL=Bottom (Chemicals/Fertilizers)
REAL(81): -0.05% Top=BEE DEI AVB RLGY PEI OFC SLG BXP ….. MTGE MFA HTS TWO SBY NCT PMT ARR=Bottom (Real Estate)
INSU(41): -0.07% Top=MTG AFL AGO L AIZ PGR LNC RGA ….. PL CNO AXS AHL TRV CINF MBI UNM=Bottom (Insurance)
HEAL(47): -0.18% Top=MAKO A BSX SIRO ALR HLS HMA ZMH ….. CVD CI AET WCG THC THOR CNC HCA=Bottom (Health)
COHW(46): -0.23% Top=SSYS TMUS AAPL NIHD VIP MSI ARUN LXK ….. NTAP CSCO INFN RKUS SNDK CIEN SYNA PANW=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:30 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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