daytrend

11/21/2014

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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 (20141121 Closing)
51.3% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
4.5% are below yesterday’s low.
44.2% are inside yesterday’s range.
93.6% of stocks with today’s high > yesterday’s high. (6.4% less than).
8.9% of stocks with today’s low < yesterday’s low. (91.1% greater than).

EVIDENCE OF INTRADAY TREND (20141121 Closing)
27.4% of stocks are above today’s open. (72.1% are below).
27.3% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 Closing)
4.8% of stocks are in the top 10% of today’s range.
10.1% are in the top 20%.
29.2% are in the top half. 70.8% of stocks are in the bottom half of today’s range.
32.5% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN (20141121 Closing)
71.5% of stocks are above yesterday’s close. (28.5% are below.)
2.2% are up 4.5% or more. 0.6% are down 4.5% or more.
4.6% are up 3.5% or more. 1.1% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20141121 Closing)
2-day: >=95:15.2%…>=90:28.6%…>=80:45.7%…>=50:77.1%…<=20:7.3%…<=10:3.3%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.6%…>=50:80.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:79.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 Closing)
51.3% above previous 1 highs, 4.5% below previous 1 lows
41.1% above previous 2 highs, 3.5% below previous 2 lows
34.2% above previous 3 highs, 2.5% below previous 3 lows
31.7% above previous 4 highs, 2.2% below previous 4 lows
28.7% above previous 5 highs, 2.2% below previous 5 lows
25.9% above previous 6 highs, 2.0% below previous 6 lows
23.5% above previous 7 highs, 1.8% below previous 7 lows
22.3% above previous 8 highs, 1.7% below previous 8 lows
19.0% above previous 9 highs, 1.3% below previous 9 lows
18.4% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 Closing)
71.5% are above or equal to 11/20 close (1 days ago), 28.5% are below.
82.1% are above or equal to 11/19 close (2 days ago), 17.9% are below.
67.8% are above or equal to 11/18 close (3 days ago), 32.2% are below.
74.8% are above or equal to 11/17 close (4 days ago), 25.2% are below.
71.2% are above or equal to 11/14 close (5 days ago), 28.8% are below.
69.1% are above or equal to 11/13 close (6 days ago), 30.9% are below.
64.1% are above or equal to 11/12 close (7 days ago), 35.9% are below.
65.0% are above or equal to 11/11 close (8 days ago), 35.0% are below.
64.1% are above or equal to 11/10 close (9 days ago), 35.9% are below.
65.5% are above or equal to 11/7 close (10 days ago), 34.5% are below.
69.8% are above or equal to 11/6 close (11 days ago), 30.2% are below.
71.9% are above or equal to 11/5 close (12 days ago), 28.1% are below.
73.6% are above or equal to 11/4 close (13 days ago), 26.4% are below.
70.0% are above or equal to 11/3 close (14 days ago), 30.0% are below.
69.4% are above or equal to 10/31 close (15 days ago), 30.6% are below.
77.4% are above or equal to 10/30 close (16 days ago), 22.6% are below.
76.5% are above or equal to 10/29 close (17 days ago), 23.5% are below.
75.4% are above or equal to 10/28 close (18 days ago), 24.6% are below.
81.4% are above or equal to 10/27 close (19 days ago), 18.6% are below.
78.7% are above or equal to 10/24 close (20 days ago), 21.3% are below.
78.5% are above or equal to 10/23 close (21 days ago), 21.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 Closing)
20d: 34.9% new highs, 0.8% new lows
21d: 34.7% new highs, 0.7% new lows
42d: 26.5% new highs, 0.0% new lows
63d: 19.7% new highs, 0.0% new lows
126d: 15.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 Closing)
2-day: 70.3% above, 29.7% below
3-day: 80.2% above, 19.8% below
4-day: 76.6% above, 23.4% below
5-day: 76.7% above, 23.3% below
8-day: 72.6% above, 27.4% below
10-day: 70.6% above, 29.4% below
20-day: 75.8% above, 24.2% below
50-day: 76.0% above, 24.0% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 Closing)
META(27): 1.77% Top=CLF TCK CLD SCCO FCX SWC AKS BTU ….. RGLD CNX GG AEM EGO SLCA PAAS HCLP=Bottom (Metals & Mining)
ENER(128): 1.66% Top=AREX EPE CRK WTI BBG SSE SFY SN ….. MEMP HMHC PAGP CMLP EMES ETP MMP RICE=Bottom (Energy)
MANU(44): 1.63% Top=JKS ATI CAT ZBRA TEX CMI ROK RS ….. KMT PPO BGC SWK GNRC RXN DCI DDD=Bottom (Manufacturing)
ELEC(55): 0.88% Top=MRVL TSL ISIL FSL SUNE MU BRKR JASO ….. OPLK TQNT SWKS INTC CAVM AMBA INVN PLNR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.76% Top=OC WLH FLR MTH TOL USG PHM EXP ….. BZH BCC DAR MDC MTZ SPF RSG WCN=Bottom (Materials & Construction)
COSW(89): 0.73% Top=SFUN ADSK WWWW SPLK JRJC MDRX BIDU VMW ….. RHT WBMD VDSI MSFT RP ZEN IMS VNET=Bottom (Computer Software/Internet)
CHEM(32): 0.72% Top=DOW EMN CF APD AXLL PX OLN CE ….. WPZ RPM MOS ASH SHW GPRE MEOH PEIX=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.70% Top=NDLS PNK SGMS HOT MGM SBUX LVS LQ ….. BYD WEN SONC PNRA LOCO GPRO EXPE JACK=Bottom (Leisure)
REAL(82): 0.66% Top=RLGY PCL ACC NSM MAC CBG DLR VTR ….. SPG NLY CBL WAC RWT NRF IVR BEE=Bottom (Real Estate)
DISV(49): 0.48% Top=HTZ TYC MAN ADT APOL RCII TMH R ….. HMSY FISV SCI GEO WTW Z EXAM AAN=Bottom (Diversified Services)
INSU(37): 0.33% Top=MET CLGX LNC GNW AFL AON HIG AIZ ….. ACE CB AEL MBI MTG AFSI CNO FNF=Bottom (Insurance)
TRAN(33): 0.29% Top=YRCW TDW CNW SWFT TRN EXPD GBX KEX ….. SAVE HA JBLU GLNG UAL DAL AAL LUV=Bottom (Transportation)
HEAL(60): 0.28% Top=STJ PKI CYH A MR TMO SPNC DGX ….. HNT GMED DVA PINC DXCM EW ZLTQ CYBX=Bottom (Health)
CONS(59): 0.27% Top=BERY AVP KATE LULU PBI FBHS WWW MOV ….. HBI UFS KS DECK SCSS UA PAY FL=Bottom (Consumer)
RETA(68): 0.13% Top=ROST BID MIK ASNA PLCE SFM MELI KMX ….. GNC WSM DDS DANG NFLX RH GPS GME=Bottom (Retail & Specialty Retail)
FINA(85): 0.05% Top=LAZ BLK CG MC JNS ESNT WETF APO ….. ASBC BKU WBS EWBC ARCC HCBK TCBI RCAP=Bottom (Banks/Financials)
COHW(47): -0.10% Top=CIEN ADTN TMUS JNPR BBRY FTR LVLT SNDK ….. BRCD INFN LXK JDSU ANET SWIR RKUS ARUN=Bottom (Computer Hardware/Telecom)

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 @ 2:21 pm

Market Stats at 2:21 pm ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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 (20141121 2:21 pm ET)
46.5% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
4.2% are below yesterday’s low.
49.3% are inside yesterday’s range.
93.5% of stocks with today’s high > yesterday’s high. (6.5% less than).
7.2% of stocks with today’s low < yesterday’s low. (92.8% greater than).

EVIDENCE OF INTRADAY TREND (20141121 2:21 pm ET)
21.6% of stocks are above today’s open. (77.6% are below).
21.4% of stocks are above today’s open and yesterday’s close.
28.9% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 2:21 pm ET)
2.1% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
18.7% are in the top half. 81.3% of stocks are in the bottom half of today’s range.
51.5% are in the bottom 20%.
30.5% are in the bottom 10%.

GAIN (20141121 2:21 pm ET)
70.9% of stocks are above yesterday’s close. (29.1% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
3.2% are up 3.5% or more. 1.5% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY (20141121 2:21 pm ET)
2-day: >=95:14.1%…>=90:25.1%…>=80:42.0%…>=50:76.7%…<=20:6.6%…<=10:3.0%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.1%…>=50:80.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 2:21 pm ET)
46.5% above previous 1 highs, 4.2% below previous 1 lows
36.0% above previous 2 highs, 3.4% below previous 2 lows
29.2% above previous 3 highs, 3.0% below previous 3 lows
27.0% above previous 4 highs, 2.5% below previous 4 lows
24.2% above previous 5 highs, 2.5% below previous 5 lows
21.7% above previous 6 highs, 2.3% below previous 6 lows
19.9% above previous 7 highs, 2.1% below previous 7 lows
18.0% above previous 8 highs, 1.9% below previous 8 lows
15.7% above previous 9 highs, 1.6% below previous 9 lows
15.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 2:21 pm ET)
70.9% are above or equal to 11/20 close (1 days ago), 29.1% are below.
80.5% are above or equal to 11/19 close (2 days ago), 19.5% are below.
65.9% are above or equal to 11/18 close (3 days ago), 34.1% are below.
73.4% are above or equal to 11/17 close (4 days ago), 26.6% are below.
69.6% are above or equal to 11/14 close (5 days ago), 30.4% are below.
66.7% are above or equal to 11/13 close (6 days ago), 33.3% are below.
62.2% are above or equal to 11/12 close (7 days ago), 37.8% are below.
63.3% are above or equal to 11/11 close (8 days ago), 36.7% are below.
62.4% are above or equal to 11/10 close (9 days ago), 37.6% are below.
64.2% are above or equal to 11/7 close (10 days ago), 35.8% are below.
68.7% are above or equal to 11/6 close (11 days ago), 31.3% are below.
70.4% are above or equal to 11/5 close (12 days ago), 29.6% are below.
73.9% are above or equal to 11/4 close (13 days ago), 26.1% are below.
69.3% are above or equal to 11/3 close (14 days ago), 30.7% are below.
68.3% are above or equal to 10/31 close (15 days ago), 31.7% are below.
76.8% are above or equal to 10/30 close (16 days ago), 23.2% are below.
76.2% are above or equal to 10/29 close (17 days ago), 23.8% are below.
75.0% are above or equal to 10/28 close (18 days ago), 25.0% are below.
80.5% are above or equal to 10/27 close (19 days ago), 19.5% are below.
77.4% are above or equal to 10/24 close (20 days ago), 22.6% are below.
78.1% are above or equal to 10/23 close (21 days ago), 21.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 2:21 pm ET)
20d: 34.4% new highs, 0.7% new lows
21d: 34.2% new highs, 0.6% new lows
42d: 26.2% new highs, 0.0% new lows
63d: 19.5% new highs, 0.0% new lows
126d: 15.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 2:21 pm ET)
2-day: 69.5% above, 30.5% below
3-day: 79.5% above, 20.5% below
4-day: 74.7% above, 25.3% below
5-day: 75.6% above, 24.4% below
8-day: 71.7% above, 28.3% below
10-day: 69.0% above, 31.0% below
20-day: 75.8% above, 24.2% below
50-day: 74.9% above, 25.1% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 2:21 pm ET)
MANU(44): 1.52% Top=JKS ATI CAT ZBRA TEX CMI ROK JOY ….. PH RXN SWK PPO GNRC MRC DDD DCI=Bottom (Manufacturing)
META(27): 1.35% Top=CLF TCK SCCO FCX CLD SWC CENX AKS ….. CCJ RGLD CNX SLCA AEM EGO PAAS HCLP=Bottom (Metals & Mining)
ENER(128): 1.09% Top=AREX BBG WTI CRK EPE FANG SSE WNR ….. BAS COG MMP EMES RRC ETP HMHC RICE=Bottom (Energy)
LEIS(36): 0.80% Top=SGMS HOT PNK LVS SBUX LQ SIX MGM ….. CCL WEN SEAS LOCO PNRA BYD EXPE JACK=Bottom (Leisure)
MATE(32): 0.75% Top=TOL WLH OC FLR MTH PHM DHI MAS ….. DAR SPF RYN MDC CVA MTZ WCN RSG=Bottom (Materials & Construction)
COSW(89): 0.72% Top=SFUN ADSK SPLK JRJC MDSO BIDU VMW NTES ….. IMS COUP RHT IMPV RP MSFT ZEN VNET=Bottom (Computer Software/Internet)
ELEC(55): 0.59% Top=MRVL TSL ISIL MU SCTY BRKR FSL SUNE ….. LRCX MSCC SWKS INTC CAVM AMBA INVN PLNR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): 0.50% Top=DOW EMN CE APD PX CF AXLL OLN ….. ASH GRA MOS RPM SHW MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
DISV(49): 0.49% Top=HTZ TYC RCII MAN APOL ADT BAH R ….. RHI FISV SCI VNTV AAN GEO Z EXAM=Bottom (Diversified Services)
REAL(82): 0.47% Top=RLGY NSM PCL CUBE ACC GLPI BDN DRE ….. NNN O WAC NRF IVR BEE NLY RWT=Bottom (Real Estate)
INSU(37): 0.30% Top=GNW MET CLGX LNC AGO AFL HIG AON ….. CB AEL RDN MTG AFSI CNO FNF MBI=Bottom (Insurance)
HEAL(60): 0.21% Top=STJ PKI CYH SPNC A MR DGX TMO ….. DVA DXCM PINC ZLTQ KND EW GMED CYBX=Bottom (Health)
CONS(59): 0.21% Top=BERY AVP KATE LULU PBI FBHS MOV ENR ….. MAT DECK SHOO SCSS KS PAY UA FL=Bottom (Consumer)
TRAN(33): 0.19% Top=YRCW TDW SWFT GBX TRN CNW FDX EXPD ….. XPO HA DAL AAL UAL GLNG LUV JBLU=Bottom (Transportation)
RETA(68): 0.12% Top=BID ROST ASNA MIK SFM PLCE KMX CDW ….. GNC LB NFLX DANG DDS RH GPS GME=Bottom (Retail & Specialty Retail)
FINA(85): 0.07% Top=LAZ BLK JNS MC WETF ESNT APO RJF ….. FMER EWBC ASBC CBOE HCBK SNV TCBI RCAP=Bottom (Banks/Financials)
COHW(47): -0.24% Top=CIEN BBRY ADTN JNPR LVLT SNDK SMCI TMUS ….. PLCM INFN LXK ANET UBNT SWIR RKUS ARUN=Bottom (Computer Hardware/Telecom)

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 2:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 1:30 pm ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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 (20141121 1:30 pm ET)
45.7% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
4.2% are below yesterday’s low.
50.2% are inside yesterday’s range.
93.5% of stocks with today’s high > yesterday’s high. (6.5% less than).
6.4% of stocks with today’s low < yesterday’s low. (93.6% greater than).

EVIDENCE OF INTRADAY TREND (20141121 1:30 pm ET)
20.2% of stocks are above today’s open. (79.3% are below).
20.1% of stocks are above today’s open and yesterday’s close.
29.4% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 1:30 pm ET)
1.2% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
16.2% are in the top half. 83.8% of stocks are in the bottom half of today’s range.
57.8% are in the bottom 20%.
44.4% are in the bottom 10%.

GAIN (20141121 1:30 pm ET)
70.5% of stocks are above yesterday’s close. (29.5% are below.)
1.9% are up 4.5% or more. 0.3% are down 4.5% or more.
3.1% are up 3.5% or more. 0.9% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20141121 1:30 pm ET)
2-day: >=95:13.3%…>=90:23.4%…>=80:42.3%…>=50:76.2%…<=20:7.0%…<=10:2.8%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.0%…>=50:80.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:78.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 1:30 pm ET)
45.7% above previous 1 highs, 4.2% below previous 1 lows
35.4% above previous 2 highs, 3.3% below previous 2 lows
28.2% above previous 3 highs, 3.0% below previous 3 lows
25.6% above previous 4 highs, 2.4% below previous 4 lows
23.3% above previous 5 highs, 2.3% below previous 5 lows
20.8% above previous 6 highs, 2.2% below previous 6 lows
19.1% above previous 7 highs, 2.0% below previous 7 lows
17.7% above previous 8 highs, 2.0% below previous 8 lows
14.8% above previous 9 highs, 1.8% below previous 9 lows
14.3% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 1:30 pm ET)
70.5% are above or equal to 11/20 close (1 days ago), 29.5% are below.
81.5% are above or equal to 11/19 close (2 days ago), 18.5% are below.
66.1% are above or equal to 11/18 close (3 days ago), 33.9% are below.
73.6% are above or equal to 11/17 close (4 days ago), 26.4% are below.
69.6% are above or equal to 11/14 close (5 days ago), 30.4% are below.
66.4% are above or equal to 11/13 close (6 days ago), 33.6% are below.
61.3% are above or equal to 11/12 close (7 days ago), 38.7% are below.
62.9% are above or equal to 11/11 close (8 days ago), 37.1% are below.
61.4% are above or equal to 11/10 close (9 days ago), 38.6% are below.
63.8% are above or equal to 11/7 close (10 days ago), 36.2% are below.
68.4% are above or equal to 11/6 close (11 days ago), 31.6% are below.
70.4% are above or equal to 11/5 close (12 days ago), 29.6% are below.
73.5% are above or equal to 11/4 close (13 days ago), 26.5% are below.
69.8% are above or equal to 11/3 close (14 days ago), 30.2% are below.
67.7% are above or equal to 10/31 close (15 days ago), 32.3% are below.
76.4% are above or equal to 10/30 close (16 days ago), 23.6% are below.
75.8% are above or equal to 10/29 close (17 days ago), 24.2% are below.
74.6% are above or equal to 10/28 close (18 days ago), 25.4% are below.
80.6% are above or equal to 10/27 close (19 days ago), 19.4% are below.
77.6% are above or equal to 10/24 close (20 days ago), 22.4% are below.
77.9% are above or equal to 10/23 close (21 days ago), 22.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 1:30 pm ET)
20d: 34.2% new highs, 0.5% new lows
21d: 34.0% new highs, 0.4% new lows
42d: 26.0% new highs, 0.0% new lows
63d: 19.4% new highs, 0.0% new lows
126d: 15.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 1:30 pm ET)
2-day: 68.8% above, 31.2% below
3-day: 78.9% above, 21.1% below
4-day: 75.5% above, 24.5% below
5-day: 76.0% above, 24.0% below
8-day: 71.3% above, 28.7% below
10-day: 68.4% above, 31.6% below
20-day: 75.8% above, 24.2% below
50-day: 74.6% above, 25.4% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 1:30 pm ET)
MANU(44): 1.61% Top=JKS ATI ZBRA CAT JOY TEX CMI ROK ….. PH RXN GE DDD SWK PPO MRC DCI=Bottom (Manufacturing)
META(27): 1.37% Top=CLF TCK SWC SCCO CENX CLD FCX BTU ….. RGLD GG CNX AEM SLCA PAAS EGO HCLP=Bottom (Metals & Mining)
ENER(128): 1.02% Top=EPE AREX CRK BBG WTI GDP NGL SSE ….. PAGP RRC RGP EMES ETP MMP HMHC RICE=Bottom (Energy)
LEIS(36): 0.84% Top=SGMS PNK HOT NDLS LQ SIX LOCO SBUX ….. WEN EAT MCD CCL PNRA BYD EXPE JACK=Bottom (Leisure)
COSW(89): 0.81% Top=SFUN ADSK JRJC SPLK MDSO AWAY WWWW BIDU ….. COUP CRM RHT IMS CSOD ZEN MSFT VNET=Bottom (Computer Software/Internet)
MATE(32): 0.79% Top=TOL OC FLR MTH USG EXP DHI PHM ….. MDC WM CVA MTZ FAST SPF WCN RSG=Bottom (Materials & Construction)
ELEC(55): 0.62% Top=MRVL TSL ISIL SCTY FSL BRKR MU SUNE ….. MSCC LLTC SWKS CAVM INTC AMBA PLNR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 0.57% Top=HTZ TYC RCII APOL MAN ADT TNET BAH ….. MA RHI FISV VNTV AAN Z GEO EXAM=Bottom (Diversified Services)
CHEM(32): 0.45% Top=DOW EMN CE APD OLN CF POL HUN ….. POT GRA RPM MOS SHW MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
REAL(82): 0.45% Top=RLGY PCL CUBE NSM GLPI VNO ACC CLI ….. AGNC WAC NNN HST IVR O NRF NLY=Bottom (Real Estate)
HEAL(60): 0.31% Top=STJ PKI CYH A SPNC DGX MR WCG ….. CNC DVA DXCM ZLTQ GMED KND EW CYBX=Bottom (Health)
INSU(37): 0.26% Top=MET GNW LNC CLGX AFL AGO HIG FAF ….. WSH WRB AEL CB ACE CNO FNF MBI=Bottom (Insurance)
CONS(59): 0.23% Top=BERY AVP KATE LULU PBI MOV FBHS ENR ….. MAT SKX DECK SHOO KS PAY UA FL=Bottom (Consumer)
FINA(85): 0.10% Top=LAZ JNS WETF MC BLK OCN APO RJF ….. KKR SUSQ WBS CBOE SNV LPLA TCBI RCAP=Bottom (Banks/Financials)
RETA(68): 0.05% Top=BID ROST ASNA MIK SFM PLCE CONN KMX ….. LB FINL DANG DDS TFM RH GPS GME=Bottom (Retail & Specialty Retail)
TRAN(33): 0.04% Top=YRCW SWFT GBX TDW TRN CNW ODFL EXPD ….. XPO HA DAL AAL GLNG UAL LUV JBLU=Bottom (Transportation)
COHW(47): -0.13% Top=BBRY ADTN CIEN JNPR SMCI TMUS LVLT OLED ….. FNSR LXK T WDC VZ SWIR RKUS ARUN=Bottom (Computer Hardware/Telecom)

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 1:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:56 pm ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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 (20141121 12:56 pm ET)
54.7% of stocks are above yesterday’s high.
89.4% are above yesterday’s midpoint. (10.6% are below.)
3.0% are below yesterday’s low.
42.3% are inside yesterday’s range.
93.5% of stocks with today’s high > yesterday’s high. (6.5% less than).
5.8% of stocks with today’s low < yesterday’s low. (94.2% greater than).

EVIDENCE OF INTRADAY TREND (20141121 12:56 pm ET)
27.3% of stocks are above today’s open. (71.1% are below).
27.2% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 12:56 pm ET)
3.1% of stocks are in the top 10% of today’s range.
7.7% are in the top 20%.
27.0% are in the top half. 73.0% of stocks are in the bottom half of today’s range.
40.2% are in the bottom 20%.
23.4% are in the bottom 10%.

GAIN (20141121 12:56 pm ET)
79.3% of stocks are above yesterday’s close. (20.7% are below.)
2.1% are up 4.5% or more. 0.3% are down 4.5% or more.
4.6% are up 3.5% or more. 0.5% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20141121 12:56 pm ET)
2-day: >=95:15.9%…>=90:28.5%…>=80:49.5%…>=50:83.6%…<=20:4.6%…<=10:2.1%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.5%…>=50:81.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:80.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 12:56 pm ET)
54.7% above previous 1 highs, 3.0% below previous 1 lows
44.2% above previous 2 highs, 2.3% below previous 2 lows
35.3% above previous 3 highs, 2.0% below previous 3 lows
33.4% above previous 4 highs, 1.7% below previous 4 lows
30.1% above previous 5 highs, 1.6% below previous 5 lows
26.9% above previous 6 highs, 1.5% below previous 6 lows
24.4% above previous 7 highs, 1.3% below previous 7 lows
22.6% above previous 8 highs, 1.3% below previous 8 lows
18.8% above previous 9 highs, 1.1% below previous 9 lows
18.2% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 12:56 pm ET)
79.3% are above or equal to 11/20 close (1 days ago), 20.7% are below.
86.5% are above or equal to 11/19 close (2 days ago), 13.5% are below.
71.9% are above or equal to 11/18 close (3 days ago), 28.1% are below.
77.4% are above or equal to 11/17 close (4 days ago), 22.6% are below.
71.9% are above or equal to 11/14 close (5 days ago), 28.1% are below.
69.6% are above or equal to 11/13 close (6 days ago), 30.4% are below.
65.2% are above or equal to 11/12 close (7 days ago), 34.8% are below.
66.0% are above or equal to 11/11 close (8 days ago), 34.0% are below.
64.6% are above or equal to 11/10 close (9 days ago), 35.4% are below.
67.8% are above or equal to 11/7 close (10 days ago), 32.2% are below.
71.1% are above or equal to 11/6 close (11 days ago), 28.9% are below.
72.0% are above or equal to 11/5 close (12 days ago), 28.0% are below.
75.0% are above or equal to 11/4 close (13 days ago), 25.0% are below.
70.3% are above or equal to 11/3 close (14 days ago), 29.7% are below.
70.1% are above or equal to 10/31 close (15 days ago), 29.9% are below.
77.4% are above or equal to 10/30 close (16 days ago), 22.6% are below.
76.5% are above or equal to 10/29 close (17 days ago), 23.5% are below.
75.2% are above or equal to 10/28 close (18 days ago), 24.8% are below.
81.4% are above or equal to 10/27 close (19 days ago), 18.6% are below.
79.0% are above or equal to 10/24 close (20 days ago), 21.0% are below.
78.5% are above or equal to 10/23 close (21 days ago), 21.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 12:56 pm ET)
20d: 34.2% new highs, 0.4% new lows
21d: 34.0% new highs, 0.4% new lows
42d: 26.0% new highs, 0.0% new lows
63d: 19.4% new highs, 0.0% new lows
126d: 15.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 12:56 pm ET)
2-day: 78.6% above, 21.4% below
3-day: 86.1% above, 13.9% below
4-day: 82.3% above, 17.7% below
5-day: 81.8% above, 18.2% below
8-day: 76.4% above, 23.6% below
10-day: 72.9% above, 27.1% below
20-day: 77.4% above, 22.6% below
50-day: 75.6% above, 24.4% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 12:56 pm ET)
MANU(44): 1.85% Top=JKS ATI ZBRA CAT JOY TEX CMI ROK ….. DOV RXN PPO GE MRC SWK DDD DCI=Bottom (Manufacturing)
META(27): 1.80% Top=CLF TCK SCCO SWC CENX FCX CLD AA ….. CCJ GG SLCA CNX AEM EGO PAAS HCLP=Bottom (Metals & Mining)
ENER(128): 1.38% Top=BBG WTI AREX CRK GDP EPE SFY SN ….. MEMP RRC ETP BWP RGP HMHC MMP RICE=Bottom (Energy)
COSW(89): 1.19% Top=SFUN ADSK JRJC SPLK MDSO AWAY WWWW VMW ….. CRM WBMD NUAN RHT ZEN COUP MSFT VNET=Bottom (Computer Software/Internet)
ELEC(55): 1.10% Top=MRVL TSL ISIL SCTY SUNE FSL BRKR MU ….. BRCM OPLK SWKS CAVM AMBA PLNR INTC INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 1.07% Top=SGMS PNK HOT NDLS LOCO LVS MGM LQ ….. EAT WEN BYD MCD CCL PNRA EXPE JACK=Bottom (Leisure)
MATE(32): 0.99% Top=TOL OC DHI MTH FLR PHM EXP USG ….. CVA WM FAST RYN SPF WLH WCN RSG=Bottom (Materials & Construction)
DISV(49): 0.92% Top=HTZ TYC APOL RCII ADT MMS MAN TMH ….. RHI Z MA VNTV FISV AAN EXAM GEO=Bottom (Diversified Services)
CHEM(32): 0.80% Top=DOW EMN CE POL APD OLN FTK PX ….. ALB POT RPM MEOH GPRE SHW MOS PEIX=Bottom (Chemicals/Fertilizers)
HEAL(60): 0.50% Top=STJ CYH PKI A PODD WCG DGX SPNC ….. CNC DVA DXCM GMED KND ZLTQ EW CYBX=Bottom (Health)
REAL(82): 0.49% Top=RLGY PCL NSM CUBE GLPI CLI HLSS ACC ….. DDR SRC AGNC NNN NRF O IVR NLY=Bottom (Real Estate)
CONS(59): 0.47% Top=BERY AVP KATE FBHS MOV WWW LULU PBI ….. SKX PVH CLX SCSS MAT DECK UA FL=Bottom (Consumer)
TRAN(33): 0.42% Top=YRCW GBX TRN SWFT CNW TDW EXPD ODFL ….. NSC AAL HA GLNG DAL UAL LUV JBLU=Bottom (Transportation)
INSU(37): 0.41% Top=MET GNW LNC CLGX FAF AFL AGO RDN ….. CNO AJG CINF AEL CB ACE FNF MBI=Bottom (Insurance)
FINA(85): 0.33% Top=LAZ WETF JNS MC OCN BLK RJF FNGN ….. KKR SUSQ HCBK LPLA SNV CBOE TCBI RCAP=Bottom (Banks/Financials)
RETA(68): 0.27% Top=BID ROST ASNA MIK CONN SFM PLCE DKS ….. WSM FINL LB DDS TFM RH GPS GME=Bottom (Retail & Specialty Retail)
COHW(47): 0.19% Top=BBRY ADTN CIEN SMCI JNPR TMUS FTR OLED ….. T INFN VZ WDC SYNA SWIR RKUS ARUN=Bottom (Computer Hardware/Telecom)

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 12:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:15 pm

Market Stats at 12:15 pm ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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 (20141121 12:15 pm ET)
56.9% of stocks are above yesterday’s high.
89.2% are above yesterday’s midpoint. (10.8% are below.)
2.7% are below yesterday’s low.
40.4% are inside yesterday’s range.
93.4% of stocks with today’s high > yesterday’s high. (6.6% less than).
5.4% of stocks with today’s low < yesterday’s low. (94.6% greater than).

EVIDENCE OF INTRADAY TREND (20141121 12:15 pm ET)
28.7% of stocks are above today’s open. (70.2% are below).
28.6% of stocks are above today’s open and yesterday’s close.
19.0% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 12:15 pm ET)
5.0% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
28.1% are in the top half. 71.9% of stocks are in the bottom half of today’s range.
39.9% are in the bottom 20%.
21.7% are in the bottom 10%.

GAIN (20141121 12:15 pm ET)
80.9% of stocks are above yesterday’s close. (19.1% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
4.7% are up 3.5% or more. 0.6% are down 3.5% or more.
59.7% are between +1% and -1%.

RSI on DAILY (20141121 12:15 pm ET)
2-day: >=95:16.3%…>=90:29.0%…>=80:50.8%…>=50:86.3%…<=20:4.5%…<=10:1.9%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.1%…>=50:82.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:81.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 12:15 pm ET)
56.9% above previous 1 highs, 2.7% below previous 1 lows
45.6% above previous 2 highs, 1.9% below previous 2 lows
36.7% above previous 3 highs, 1.2% below previous 3 lows
33.9% above previous 4 highs, 1.0% below previous 4 lows
30.6% above previous 5 highs, 0.7% below previous 5 lows
27.1% above previous 6 highs, 0.7% below previous 6 lows
24.8% above previous 7 highs, 0.7% below previous 7 lows
23.2% above previous 8 highs, 0.7% below previous 8 lows
19.5% above previous 9 highs, 0.6% below previous 9 lows
18.8% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 12:15 pm ET)
80.9% are above or equal to 11/20 close (1 days ago), 19.1% are below.
87.9% are above or equal to 11/19 close (2 days ago), 12.1% are below.
72.3% are above or equal to 11/18 close (3 days ago), 27.7% are below.
78.4% are above or equal to 11/17 close (4 days ago), 21.6% are below.
73.2% are above or equal to 11/14 close (5 days ago), 26.8% are below.
71.2% are above or equal to 11/13 close (6 days ago), 28.8% are below.
66.8% are above or equal to 11/12 close (7 days ago), 33.2% are below.
66.9% are above or equal to 11/11 close (8 days ago), 33.1% are below.
65.5% are above or equal to 11/10 close (9 days ago), 34.5% are below.
67.3% are above or equal to 11/7 close (10 days ago), 32.7% are below.
71.5% are above or equal to 11/6 close (11 days ago), 28.5% are below.
73.0% are above or equal to 11/5 close (12 days ago), 27.0% are below.
75.3% are above or equal to 11/4 close (13 days ago), 24.7% are below.
70.5% are above or equal to 11/3 close (14 days ago), 29.5% are below.
70.5% are above or equal to 10/31 close (15 days ago), 29.5% are below.
77.9% are above or equal to 10/30 close (16 days ago), 22.1% are below.
76.7% are above or equal to 10/29 close (17 days ago), 23.3% are below.
75.9% are above or equal to 10/28 close (18 days ago), 24.1% are below.
81.8% are above or equal to 10/27 close (19 days ago), 18.2% are below.
78.5% are above or equal to 10/24 close (20 days ago), 21.5% are below.
78.7% are above or equal to 10/23 close (21 days ago), 21.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 12:15 pm ET)
20d: 34.0% new highs, 0.4% new lows
21d: 33.7% new highs, 0.4% new lows
42d: 25.9% new highs, 0.0% new lows
63d: 19.3% new highs, 0.0% new lows
126d: 15.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 12:15 pm ET)
2-day: 80.4% above, 19.6% below
3-day: 87.7% above, 12.3% below
4-day: 83.7% above, 16.3% below
5-day: 83.0% above, 17.0% below
8-day: 77.8% above, 22.2% below
10-day: 74.5% above, 25.5% below
20-day: 78.1% above, 21.9% below
50-day: 75.6% above, 24.4% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 12:15 pm ET)
MANU(44): 1.86% Top=JKS ATI ZBRA CAT JOY TEX CMI ROK ….. PPO CRS MRC GE RXN SWK DDD DCI=Bottom (Manufacturing)
ENER(128): 1.38% Top=GDP AREX BBG REXX SN WTI CRK SFY ….. ETP EMES RGP HMHC RRC BWP RICE MMP=Bottom (Energy)
META(27): 1.36% Top=CLF TCK SWC SCCO CENX CLD FCX AA ….. RGLD NEM GG EGO CNX AEM PAAS HCLP=Bottom (Metals & Mining)
COSW(89): 1.20% Top=SFUN ADSK SPLK JRJC AWAY MDSO VMW FEYE ….. TRUE NUAN RHT CSOD MSFT COUP ZEN VNET=Bottom (Computer Software/Internet)
ELEC(55): 1.16% Top=MRVL ISIL TSL SCTY SUNE FSL BRKR CREE ….. BRCM OPLK SWKS INTC AMBA CAVM PLNR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 1.11% Top=SGMS PNK HOT LVS LQ MGM SIX STAY ….. EAT SONC MCD SEAS CCL PNRA EXPE JACK=Bottom (Leisure)
DISV(49): 0.87% Top=HTZ TYC MAN RCII APOL ADT WTW BAH ….. RHI ULTA MA FISV VNTV EXAM AAN GEO=Bottom (Diversified Services)
MATE(32): 0.87% Top=TOL OC DHI BCC FLR PHM MAS EXP ….. FAST TPH BZH WLH SPF DAR WCN RSG=Bottom (Materials & Construction)
CHEM(32): 0.77% Top=DOW CE EMN WLK POL APD OLN PX ….. AGU RPM POT SHW MEOH MOS GPRE PEIX=Bottom (Chemicals/Fertilizers)
TRAN(33): 0.68% Top=GBX YRCW TRN TDW SWFT CNW UNP EXPD ….. KNX AAL DAL HA JBLU LUV GLNG UAL=Bottom (Transportation)
CONS(59): 0.53% Top=BERY AVP KATE PBI WWW FBHS MWV WHR ….. SKX PVH PAY SCSS DECK MAT UA FL=Bottom (Consumer)
INSU(37): 0.53% Top=GNW MET LNC CLGX AFL FAF HIG VR ….. AEL AWH AXS WSH ACE CB FNF MBI=Bottom (Insurance)
REAL(82): 0.52% Top=RLGY NSM PCL CUBE ACC GLPI HLSS CLI ….. LPT DDR AGNC O NNN NRF NLY IVR=Bottom (Real Estate)
FINA(85): 0.45% Top=OCN WETF LAZ JNS MC BLK RJF FNGN ….. ARCC SUSQ SNV HCBK LPLA CBOE TCBI RCAP=Bottom (Banks/Financials)
HEAL(60): 0.40% Top=STJ PKI CYH A WCG MR PODD DGX ….. DVA DXCM ABMD GMED ZLTQ EW KND CYBX=Bottom (Health)
RETA(68): 0.29% Top=BID ROST ASNA MIK CONN PLCE BABA DKS ….. GNC DANG URBN DDS TFM RH GPS GME=Bottom (Retail & Specialty Retail)
COHW(47): 0.28% Top=BBRY CIEN ADTN SMCI SNDK JNPR TMUS FTR ….. JDSU VZ BRCD FNSR SWIR SYNA RKUS ARUN=Bottom (Computer Hardware/Telecom)

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 12:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 11:19 am ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 964.

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 (20141121 11:19 am ET)
64.2% of stocks are above yesterday’s high.
90.0% are above yesterday’s midpoint. (10.0% are below.)
2.6% are below yesterday’s low.
33.2% are inside yesterday’s range.
92.9% of stocks with today’s high > yesterday’s high. (7.1% less than).
4.8% of stocks with today’s low < yesterday’s low. (95.2% greater than).

EVIDENCE OF INTRADAY TREND (20141121 11:19 am ET)
32.7% of stocks are above today’s open. (66.0% are below).
32.6% of stocks are above today’s open and yesterday’s close.
15.4% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 11:19 am ET)
5.3% of stocks are in the top 10% of today’s range.
10.7% are in the top 20%.
31.6% are in the top half. 68.4% of stocks are in the bottom half of today’s range.
32.4% are in the bottom 20%.
17.4% are in the bottom 10%.

GAIN (20141121 11:19 am ET)
84.5% of stocks are above yesterday’s close. (15.5% are below.)
3.3% are up 4.5% or more. 0.5% are down 4.5% or more.
5.5% are up 3.5% or more. 0.6% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY (20141121 11:19 am ET)
2-day: >=95:17.5%…>=90:31.1%…>=80:55.1%…>=50:87.4%…<=20:4.0%…<=10:2.0%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.7%…>=50:84.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:82.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 11:19 am ET)
64.2% above previous 1 highs, 2.6% below previous 1 lows
51.6% above previous 2 highs, 1.8% below previous 2 lows
41.8% above previous 3 highs, 1.3% below previous 3 lows
39.1% above previous 4 highs, 1.2% below previous 4 lows
35.9% above previous 5 highs, 1.1% below previous 5 lows
32.2% above previous 6 highs, 1.0% below previous 6 lows
30.0% above previous 7 highs, 1.0% below previous 7 lows
28.0% above previous 8 highs, 1.0% below previous 8 lows
23.8% above previous 9 highs, 0.9% below previous 9 lows
22.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 11:19 am ET)
84.5% are above or equal to 11/20 close (1 days ago), 15.5% are below.
87.7% are above or equal to 11/19 close (2 days ago), 12.3% are below.
74.9% are above or equal to 11/18 close (3 days ago), 25.1% are below.
79.3% are above or equal to 11/17 close (4 days ago), 20.7% are below.
74.3% are above or equal to 11/14 close (5 days ago), 25.7% are below.
72.5% are above or equal to 11/13 close (6 days ago), 27.5% are below.
67.0% are above or equal to 11/12 close (7 days ago), 33.0% are below.
68.0% are above or equal to 11/11 close (8 days ago), 32.0% are below.
66.6% are above or equal to 11/10 close (9 days ago), 33.4% are below.
69.1% are above or equal to 11/7 close (10 days ago), 30.9% are below.
72.1% are above or equal to 11/6 close (11 days ago), 27.9% are below.
74.2% are above or equal to 11/5 close (12 days ago), 25.8% are below.
75.7% are above or equal to 11/4 close (13 days ago), 24.3% are below.
71.4% are above or equal to 11/3 close (14 days ago), 28.6% are below.
70.6% are above or equal to 10/31 close (15 days ago), 29.4% are below.
78.0% are above or equal to 10/30 close (16 days ago), 22.0% are below.
77.4% are above or equal to 10/29 close (17 days ago), 22.6% are below.
76.1% are above or equal to 10/28 close (18 days ago), 23.9% are below.
82.1% are above or equal to 10/27 close (19 days ago), 17.9% are below.
79.1% are above or equal to 10/24 close (20 days ago), 20.9% are below.
79.5% are above or equal to 10/23 close (21 days ago), 20.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 11:19 am ET)
20d: 33.8% new highs, 0.4% new lows
21d: 33.6% new highs, 0.4% new lows
42d: 25.6% new highs, 0.0% new lows
63d: 19.1% new highs, 0.0% new lows
126d: 14.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 11:19 am ET)
2-day: 84.0% above, 16.0% below
3-day: 88.9% above, 11.1% below
4-day: 85.5% above, 14.5% below
5-day: 83.9% above, 16.1% below
8-day: 78.1% above, 21.9% below
10-day: 76.5% above, 23.5% below
20-day: 79.6% above, 20.4% below
50-day: 76.6% above, 23.4% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 11:19 am ET)
META(28): 2.56% Top=TCK CLF SCCO SWC CENX BTU FCX CLD ….. GG AEM NEM RGLD CCJ SLCA CNX HCLP=Bottom (Metals & Mining)
MANU(44): 1.96% Top=JKS ATI ZBRA CAT JOY ROK TEX CMI ….. SWK MRC GNRC GE RXN PPO DDD DCI=Bottom (Manufacturing)
ENER(128): 1.93% Top=AREX BBG SN REXX CRK SFY WTI GDP ….. MEMP COG HMHC RRC ETP RICE BWP MMP=Bottom (Energy)
COSW(89): 1.20% Top=SFUN ADSK SPLK JRJC AWAY MDSO NQ MDRX ….. RP MSFT IMS SNCR TRUE CSOD ZEN VNET=Bottom (Computer Software/Internet)
CHEM(32): 1.18% Top=DOW CE WLK EMN HUN AXLL OLN POL ….. CHMT GRA ALB RPM MOS SHW PEIX GPRE=Bottom (Chemicals/Fertilizers)
ELEC(55): 1.18% Top=MRVL TSL SCTY SUNE ISIL FSL MU BRKR ….. CRUS WAT OPLK SWKS CAVM AMBA INVN PLNR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 1.16% Top=TOL DHI MTH PHM OC KBH EXP FLR ….. RYN CVA WY WM WLH FAST RSG WCN=Bottom (Materials & Construction)
LEIS(36): 0.85% Top=SGMS PNK HOT MGM LVS LOCO STAY SBUX ….. WEN CCL EAT PNRA BYD GPRO EXPE JACK=Bottom (Leisure)
DISV(49): 0.84% Top=HTZ TYC MAN APOL ADT R WTW RCII ….. CTAS PAYX MA GEO VNTV FISV AAN EXAM=Bottom (Diversified Services)
TRAN(33): 0.73% Top=GBX TDW YRCW SWFT KEX TRN UNP TK ….. XPO AIRM HA AAL DAL LUV JBLU UAL=Bottom (Transportation)
CONS(59): 0.62% Top=BERY AVP KATE PBI FBHS WHR HAR AVY ….. CLX HBI PAY DECK CRI MAT UA FL=Bottom (Consumer)
INSU(37): 0.62% Top=MET GNW LNC CLGX AFL UNM HIG MTG ….. ACE AJG AXS CB AWH WSH FNF MBI=Bottom (Insurance)
FINA(85): 0.57% Top=WETF JNS OCN LAZ BLK APO FNGN WDR ….. SUSQ SNV CME ARCC RCAP CBOE HCBK TCBI=Bottom (Banks/Financials)
REAL(82): 0.54% Top=RLGY NSM WAC CUBE PCL ACC CLI HLSS ….. CLNY RWT AMH NRF O AGNC NLY IVR=Bottom (Real Estate)
HEAL(60): 0.44% Top=STJ CYH SIRO PKI A WCG PRXL MR ….. ZLTQ PINC EW THOR DXCM KND GMED CYBX=Bottom (Health)
COHW(47): 0.35% Top=CIEN BBRY ADTN SMCI SNDK COMM OLED JNPR ….. VZ PLCM FNSR JDSU RKUS SWIR SYNA ARUN=Bottom (Computer Hardware/Telecom)
RETA(68): 0.21% Top=BID ROST MIK ASNA PLCE CONN DKS SBH ….. DANG GNC URBN RH DDS TFM GPS GME=Bottom (Retail & Specialty Retail)

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 11:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:03 am

Market Stats at 11:02 am ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 964.

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 (20141121 11:02 am ET)
62.1% of stocks are above yesterday’s high.
89.6% are above yesterday’s midpoint. (10.4% are below.)
2.7% are below yesterday’s low.
35.2% are inside yesterday’s range.
92.9% of stocks with today’s high > yesterday’s high. (7.1% less than).
4.5% of stocks with today’s low < yesterday’s low. (95.5% greater than).

EVIDENCE OF INTRADAY TREND (20141121 11:02 am ET)
31.1% of stocks are above today’s open. (67.9% are below).
31.0% of stocks are above today’s open and yesterday’s close.
17.6% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141121 11:02 am ET)
2.6% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
27.2% are in the top half. 72.8% of stocks are in the bottom half of today’s range.
47.3% are in the bottom 20%.
34.3% are in the bottom 10%.

GAIN (20141121 11:02 am ET)
82.3% of stocks are above yesterday’s close. (17.7% are below.)
2.7% are up 4.5% or more. 0.4% are down 4.5% or more.
5.0% are up 3.5% or more. 0.6% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20141121 11:02 am ET)
2-day: >=95:17.2%…>=90:30.6%…>=80:52.7%…>=50:85.5%…<=20:4.3%…<=10:1.7%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.6%…>=50:83.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:81.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141121 11:02 am ET)
62.1% above previous 1 highs, 2.7% below previous 1 lows
50.1% above previous 2 highs, 2.1% below previous 2 lows
40.8% above previous 3 highs, 1.8% below previous 3 lows
37.6% above previous 4 highs, 1.2% below previous 4 lows
34.4% above previous 5 highs, 1.1% below previous 5 lows
31.0% above previous 6 highs, 1.0% below previous 6 lows
28.3% above previous 7 highs, 0.9% below previous 7 lows
26.3% above previous 8 highs, 0.9% below previous 8 lows
21.8% above previous 9 highs, 0.9% below previous 9 lows
21.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141121 11:02 am ET)
82.3% are above or equal to 11/20 close (1 days ago), 17.7% are below.
87.0% are above or equal to 11/19 close (2 days ago), 13.0% are below.
72.9% are above or equal to 11/18 close (3 days ago), 27.1% are below.
78.3% are above or equal to 11/17 close (4 days ago), 21.7% are below.
73.4% are above or equal to 11/14 close (5 days ago), 26.6% are below.
71.9% are above or equal to 11/13 close (6 days ago), 28.1% are below.
67.0% are above or equal to 11/12 close (7 days ago), 33.0% are below.
67.7% are above or equal to 11/11 close (8 days ago), 32.3% are below.
66.4% are above or equal to 11/10 close (9 days ago), 33.6% are below.
68.3% are above or equal to 11/7 close (10 days ago), 31.7% are below.
71.6% are above or equal to 11/6 close (11 days ago), 28.4% are below.
74.0% are above or equal to 11/5 close (12 days ago), 26.0% are below.
75.3% are above or equal to 11/4 close (13 days ago), 24.7% are below.
71.2% are above or equal to 11/3 close (14 days ago), 28.8% are below.
70.6% are above or equal to 10/31 close (15 days ago), 29.4% are below.
77.8% are above or equal to 10/30 close (16 days ago), 22.2% are below.
77.5% are above or equal to 10/29 close (17 days ago), 22.5% are below.
77.1% are above or equal to 10/28 close (18 days ago), 22.9% are below.
82.3% are above or equal to 10/27 close (19 days ago), 17.7% are below.
79.1% are above or equal to 10/24 close (20 days ago), 20.9% are below.
78.9% are above or equal to 10/23 close (21 days ago), 21.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141121 11:02 am ET)
20d: 33.7% new highs, 0.4% new lows
21d: 33.5% new highs, 0.4% new lows
42d: 25.5% new highs, 0.0% new lows
63d: 19.0% new highs, 0.0% new lows
126d: 14.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141121 11:02 am ET)
2-day: 81.4% above, 18.6% below
3-day: 87.4% above, 12.6% below
4-day: 83.9% above, 16.1% below
5-day: 82.3% above, 17.7% below
8-day: 77.7% above, 22.3% below
10-day: 75.0% above, 25.0% below
20-day: 78.9% above, 21.1% below
50-day: 76.5% above, 23.5% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 11:02 am ET)
META(28): 2.64% Top=TCK CLF SCCO CENX SWC FCX BTU SSRI ….. NEM STLD PAAS RGLD CCJ HCLP SLCA CNX=Bottom (Metals & Mining)
MANU(44): 1.92% Top=JKS ATI ZBRA CAT JOY ROK TEX CMI ….. CRS SWK GNRC RXN GE PPO DDD DCI=Bottom (Manufacturing)
ENER(128): 1.91% Top=AREX BBG GDP CRK SN WTI SFY REXX ….. MEMP HMHC COG BWP ETP RICE RRC MMP=Bottom (Energy)
CHEM(32): 1.14% Top=DOW EMN CE WLK FTK HUN PPG POL ….. CHMT ALB CYT MOS RPM SHW PEIX GPRE=Bottom (Chemicals/Fertilizers)
COSW(89): 1.01% Top=SFUN ADSK SPLK JRJC AWAY MDSO NQ MDRX ….. NUAN CSOD SNCR MSFT TRUE RP ZEN VNET=Bottom (Computer Software/Internet)
ELEC(55): 0.97% Top=MRVL TSL FSL SUNE SCTY MU ISIL BRKR ….. CRUS TSRA SWKS OPLK CAVM AMBA PLNR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.92% Top=TOL DHI OC MTH BCC EXP PHM MAS ….. WY SPF WM WLH FAST DAR RSG WCN=Bottom (Materials & Construction)
DISV(49): 0.76% Top=HTZ TYC MAN APOL ADT RCII JEC R ….. PAYX CTAS GEO CAR VNTV FISV AAN EXAM=Bottom (Diversified Services)
LEIS(36): 0.71% Top=SGMS PNK HOT LVS MGM WYNN SBUX LOCO ….. CAKE CCL NDLS EAT PNRA BYD EXPE JACK=Bottom (Leisure)
REAL(82): 0.59% Top=NSM RLGY WAC PCL CUBE CBG MAC CLI ….. CLNY AGNC STWD RWT O NLY NRF IVR=Bottom (Real Estate)
CONS(59): 0.58% Top=BERY AVP KATE PBI IP WHR MWV SEE ….. HBI PAY PVH DECK CRI MAT UA FL=Bottom (Consumer)
TRAN(33): 0.57% Top=GBX TDW SWFT TRN KEX TK ODFL FDX ….. KNX AIRM JBLU HA DAL LUV AAL UAL=Bottom (Transportation)
FINA(85): 0.56% Top=OCN LAZ WETF JNS BLK WDR FNGN IVZ ….. ESNT ARCC CBOE CME ACAS HCBK RCAP TCBI=Bottom (Banks/Financials)
INSU(37): 0.55% Top=LNC MET GNW CLGX AFL UNM HIG L ….. AFSI RDN AJG AXS AWH FNF WSH MBI=Bottom (Insurance)
HEAL(60): 0.35% Top=SIRO STJ CYH A PKI ESRX DGX WCG ….. ACHC EW ZLTQ PINC DXCM GMED KND CYBX=Bottom (Health)
COHW(47): 0.28% Top=CIEN ADTN BBRY SMCI SNDK JNPR OLED LVLT ….. T VZ FNSR JDSU PLCM SYNA SWIR ARUN=Bottom (Computer Hardware/Telecom)
RETA(68): 0.11% Top=BID ROST MIK PLCE CONN ASNA DLTR DKS ….. NFLX DANG URBN RH DDS TFM GPS GME=Bottom (Retail & Specialty Retail)

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 11:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 10:49 am ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
70.1% of stocks are above yesterday’s high.
92.3% are above yesterday’s midpoint. (7.7% are below.)
2.6% are below yesterday’s low.
27.3% are inside yesterday’s range.
92.8% of stocks with today’s high > yesterday’s high. (7.2% less than).
3.7% of stocks with today’s low < yesterday’s low. (96.3% greater than).

EVIDENCE OF INTRADAY TREND
37.8% of stocks are above today’s open. (61.0% are below).
37.7% of stocks are above today’s open and yesterday’s close.
12.4% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% 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%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
29.2% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN
87.5% of stocks are above yesterday’s close. (12.5% are below.)
3.6% are up 4.5% or more. 0.3% are down 4.5% or more.
5.4% are up 3.5% or more. 0.4% are down 3.5% or more.
52.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:18.1%…>=90:34.8%…>=80:58.6%…>=50:89.1%…<=20:3.1%…<=10:1.1%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:6.1%…>=50:85.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:83.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
70.1% above previous 1 highs, 2.6% below previous 1 lows
56.3% above previous 2 highs, 2.1% below previous 2 lows
44.9% above previous 3 highs, 1.6% below previous 3 lows
42.4% above previous 4 highs, 1.2% below previous 4 lows
39.0% above previous 5 highs, 1.1% below previous 5 lows
35.1% above previous 6 highs, 1.0% below previous 6 lows
32.6% above previous 7 highs, 0.8% below previous 7 lows
30.1% above previous 8 highs, 0.8% below previous 8 lows
25.6% above previous 9 highs, 0.5% below previous 9 lows
24.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.5% are above or equal to 11/20 close (1 days ago), 12.5% are below.
89.7% are above or equal to 11/19 close (2 days ago), 10.3% are below.
77.2% are above or equal to 11/18 close (3 days ago), 22.8% are below.
80.0% are above or equal to 11/17 close (4 days ago), 20.0% are below.
76.2% are above or equal to 11/14 close (5 days ago), 23.8% are below.
74.4% are above or equal to 11/13 close (6 days ago), 25.6% are below.
70.0% are above or equal to 11/12 close (7 days ago), 30.0% are below.
69.7% are above or equal to 11/11 close (8 days ago), 30.3% are below.
68.3% are above or equal to 11/10 close (9 days ago), 31.7% are below.
71.2% are above or equal to 11/7 close (10 days ago), 28.8% are below.
73.9% are above or equal to 11/6 close (11 days ago), 26.1% are below.
74.9% are above or equal to 11/5 close (12 days ago), 25.1% are below.
75.8% are above or equal to 11/4 close (13 days ago), 24.2% are below.
72.1% are above or equal to 11/3 close (14 days ago), 27.9% are below.
71.7% are above or equal to 10/31 close (15 days ago), 28.3% are below.
79.0% are above or equal to 10/30 close (16 days ago), 21.0% are below.
78.7% are above or equal to 10/29 close (17 days ago), 21.3% are below.
77.4% are above or equal to 10/28 close (18 days ago), 22.6% are below.
82.6% are above or equal to 10/27 close (19 days ago), 17.4% are below.
79.9% are above or equal to 10/24 close (20 days ago), 20.1% are below.
80.1% are above or equal to 10/23 close (21 days ago), 19.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 33.6% new highs, 0.3% new lows
21d: 33.4% new highs, 0.3% new lows
42d: 25.5% new highs, 0.0% new lows
63d: 19.0% new highs, 0.0% new lows
126d: 14.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.7% above, 13.3% below
3-day: 90.8% above, 9.2% below
4-day: 86.9% above, 13.1% below
5-day: 86.9% above, 13.1% below
8-day: 81.6% above, 18.4% below
10-day: 79.2% above, 20.8% below
20-day: 80.6% above, 19.4% below
50-day: 77.6% above, 22.4% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 10:49 am ET)
META(27): 2.63% Top=TCK CLF SCCO CENX SWC BTU FCX AKS ….. NEM GG RGLD PAAS CCJ HCLP SLCA CNX=Bottom (Metals & Mining)
ENER(128): 2.11% Top=GDP AREX SN BBG CRK SFY WTI CRR ….. RGP COG RICE HMHC BWP RRC ETP MMP=Bottom (Energy)
MANU(44): 2.07% Top=JKS ZBRA ATI CAT JOY TEX ROK GTLS ….. GNRC CRS DDD SWK PPO RXN GE DCI=Bottom (Manufacturing)
COSW(89): 1.48% Top=SFUN ADSK JRJC SPLK AWAY MDSO VMW NQ ….. WBMD NUAN MSFT IMS NCR TRUE ZEN VNET=Bottom (Computer Software/Internet)
ELEC(55): 1.45% Top=MRVL SUNE TSL SCTY MU CREE FSL CSIQ ….. CAVM TSRA SWKS CRUS OPLK AMBA PLNR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): 1.37% Top=DOW EMN WLK CE FTK OLN HUN AXLL ….. MOS CYT CHMT ALB RPM SHW PEIX GPRE=Bottom (Chemicals/Fertilizers)
MATE(32): 1.00% Top=TOL MAS FLR OC BCC DHI EXP MTH ….. CVA RYN WLH WM DAR FAST RSG WCN=Bottom (Materials & Construction)
DISV(49): 0.99% Top=HTZ TYC MAN HMSY ADT RCII MMS APOL ….. Z VNTV PAYX GEO FISV AAN EXAM CAR=Bottom (Diversified Services)
LEIS(36): 0.91% Top=SGMS PNK HOT LVS MGM WYNN LOCO SBUX ….. SEAS CCL WEN BYD EAT PNRA EXPE JACK=Bottom (Leisure)
CONS(59): 0.79% Top=BERY AVP KATE COH PBI SEE WHR IP ….. HBI CRI PAY CLX UA PVH MAT FL=Bottom (Consumer)
FINA(85): 0.72% Top=WETF OCN JNS LAZ BLK WDR FNGN IVZ ….. SUSQ PSEC CME ARCC HCBK CBOE RCAP TCBI=Bottom (Banks/Financials)
REAL(82): 0.68% Top=WAC RLGY NSM CBG CUBE MAC SHO HST ….. RWT AGNC STWD O CLNY NRF NLY IVR=Bottom (Real Estate)
INSU(37): 0.63% Top=LNC MET GNW CLGX AFL HIG UNM MTG ….. CB ACE AJG AFSI AXS AWH WSH MBI=Bottom (Insurance)
HEAL(60): 0.60% Top=SIRO STJ CYH A PKI ESRX DGX WCG ….. EVHC DXCM COO EW GMED PINC KND CYBX=Bottom (Health)
TRAN(33): 0.59% Top=GBX TDW SWFT TRN KEX ODFL TK FDX ….. AIRM ALK HA JBLU LUV AAL DAL UAL=Bottom (Transportation)
COHW(47): 0.55% Top=CIEN SMCI ADTN BBRY OLED SNDK JNPR GOGO ….. FNSR PLCM JDSU VZ T SWIR SYNA ARUN=Bottom (Computer Hardware/Telecom)
RETA(68): 0.37% Top=BID ROST MIK ASNA PLCE DLTR CONN BURL ….. URBN LB GNC DDS RH TFM GPS GME=Bottom (Retail & Specialty Retail)

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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:54 am

Market Stats at 9:54 am ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 964.

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
74.2% of stocks are above yesterday’s high.
95.1% are above yesterday’s midpoint. (4.9% are below.)
1.2% are below yesterday’s low.
24.6% are inside yesterday’s range.
92.2% of stocks with today’s high > yesterday’s high. (7.8% less than).
2.5% of stocks with today’s low < yesterday’s low. (97.5% greater than).

EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open. (54.0% are below).
43.9% of stocks are above today’s open and yesterday’s close.
6.5% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.2% of stocks are in the top 10% of today’s range.
25.5% are in the top 20%.
53.0% are in the top half. 47.0% of stocks are in the bottom half of today’s range.
20.7% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN
93.2% of stocks are above yesterday’s close. (6.8% are below.)
2.7% are up 4.5% or more. 0.3% are down 4.5% or more.
5.6% are up 3.5% or more. 0.3% are down 3.5% or more.
46.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:21.1%…>=90:39.0%…>=80:62.6%…>=50:92.9%…<=20:2.8%…<=10:1.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:7.0%…>=50:86.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:83.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
74.2% above previous 1 highs, 1.2% below previous 1 lows
60.5% above previous 2 highs, 0.9% below previous 2 lows
49.3% above previous 3 highs, 0.8% below previous 3 lows
46.4% above previous 4 highs, 0.8% below previous 4 lows
42.8% above previous 5 highs, 0.7% below previous 5 lows
37.7% above previous 6 highs, 0.6% below previous 6 lows
35.3% above previous 7 highs, 0.5% below previous 7 lows
33.1% above previous 8 highs, 0.5% below previous 8 lows
28.1% above previous 9 highs, 0.4% below previous 9 lows
26.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.2% are above or equal to 11/20 close (1 days ago), 6.8% are below.
91.5% are above or equal to 11/19 close (2 days ago), 8.5% are below.
78.5% are above or equal to 11/18 close (3 days ago), 21.5% are below.
81.1% are above or equal to 11/17 close (4 days ago), 18.9% are below.
77.4% are above or equal to 11/14 close (5 days ago), 22.6% are below.
74.7% are above or equal to 11/13 close (6 days ago), 25.3% are below.
71.5% are above or equal to 11/12 close (7 days ago), 28.5% are below.
72.1% are above or equal to 11/11 close (8 days ago), 27.9% are below.
70.7% are above or equal to 11/10 close (9 days ago), 29.3% are below.
73.3% are above or equal to 11/7 close (10 days ago), 26.7% are below.
75.1% are above or equal to 11/6 close (11 days ago), 24.9% are below.
76.6% are above or equal to 11/5 close (12 days ago), 23.4% are below.
76.9% are above or equal to 11/4 close (13 days ago), 23.1% are below.
72.9% are above or equal to 11/3 close (14 days ago), 27.1% are below.
72.9% are above or equal to 10/31 close (15 days ago), 27.1% are below.
80.3% are above or equal to 10/30 close (16 days ago), 19.7% are below.
79.1% are above or equal to 10/29 close (17 days ago), 20.9% are below.
77.2% are above or equal to 10/28 close (18 days ago), 22.8% are below.
82.7% are above or equal to 10/27 close (19 days ago), 17.3% are below.
80.1% are above or equal to 10/24 close (20 days ago), 19.9% are below.
80.4% are above or equal to 10/23 close (21 days ago), 19.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.1% new highs, 0.2% new lows
21d: 31.7% new highs, 0.2% new lows
42d: 24.4% new highs, 0.0% new lows
63d: 18.5% new highs, 0.0% new lows
126d: 14.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.9% above, 7.1% below
3-day: 94.0% above, 6.0% below
4-day: 90.5% above, 9.5% below
5-day: 88.8% above, 11.2% below
8-day: 83.4% above, 16.6% below
10-day: 80.9% above, 19.1% below
20-day: 81.6% above, 18.4% below
50-day: 77.9% above, 22.1% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 9:54 am ET)
META(28): 2.65% Top=CLF TCK SCCO CENX SWC BTU SSRI FCX ….. ABX PAAS GG NEM CNX CCJ HCLP RGLD=Bottom (Metals & Mining)
ENER(128): 2.51% Top=AREX GDP SFY REXX WTI PVA BBG BAS ….. COG RRC WES BWP MMP ETP RICE HMHC=Bottom (Energy)
MANU(44): 2.03% Top=JKS ZBRA JOY CAT GTLS ATI TEX ROK ….. DHR SWK PPO PLL GNRC DDD GE DCI=Bottom (Manufacturing)
CHEM(32): 1.71% Top=AXLL WLK DOW CE CF PEIX HUN FTK ….. APD RPM ASH MOS CHMT ALB CYT SHW=Bottom (Chemicals/Fertilizers)
COSW(89): 1.55% Top=SFUN JRJC SPLK ADSK MDSO AWAY INTU VIPS ….. SYMC IMS TTWO ZEN TRUE CTRX WBMD VNET=Bottom (Computer Software/Internet)
ELEC(55): 1.31% Top=MRVL TSL SCTY CSIQ CREE JASO SUNE SPWR ….. CRUS TSRA KLAC WAT SWKS AMBA OPLK INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 1.27% Top=FLR KBH TOL EXP DAR MAS MTH AWI ….. CVA FAST WM WY LEN RYN RSG WCN=Bottom (Materials & Construction)
CONS(59): 1.07% Top=BERY AVP IRBT COH SKX COLM GT KATE ….. PVH CLX HAS CCK UA CRI FL MAT=Bottom (Consumer)
DISV(49): 0.96% Top=HTZ KBR JEC ADT TYC HMSY ACM MAN ….. APOL PCLN MYGN EXAM CAR FISV VNTV Z=Bottom (Diversified Services)
FINA(85): 0.92% Top=JNS OCN WETF LAZ RCAP WDR FNGN BLK ….. CBOE ARCC GS PSEC ESNT CME HCBK TCBI=Bottom (Banks/Financials)
LEIS(36): 0.89% Top=SGMS LOCO LVS MGM HOT PNK WYNN SBUX ….. PNRA SONC EAT GPRO SIX BWLD EXPE JACK=Bottom (Leisure)
INSU(37): 0.79% Top=GNW LNC AFL MTG MET CLGX CNO UNM ….. AON AJG ACE AIZ AXS WSH AFSI MBI=Bottom (Insurance)
REAL(82): 0.73% Top=NSM RLGY WAC HLSS CLI CBG HIW BAM ….. DLR BRX STWD DEI NRF RWT IVR NLY=Bottom (Real Estate)
RETA(68): 0.67% Top=BID ROST ASNA PLCE JCP BABA KORS MELI ….. NFLX DDS LB GNC RH TFM GPS GME=Bottom (Retail & Specialty Retail)
HEAL(60): 0.62% Top=STJ PODD CYH SIRO DGX A BKD TMO ….. EVHC RMD COO ABMD GMED PINC DXCM CYBX=Bottom (Health)
COHW(47): 0.61% Top=SMCI UBNT CIEN GOGO LVLT ADTN COMM TDC ….. PLCM ARRS WIN VZ T FNSR SYNA ARUN=Bottom (Computer Hardware/Telecom)
TRAN(33): 0.54% Top=TDW TRN GBX YRCW TK KEX ODFL WAB ….. SAVE JBLU LUV ALK AAL DAL HA UAL=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:39 am

Market Stats at 9:38 am ET
by daytrend on 20141121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
76.0% of stocks are above yesterday’s high.
96.5% are above yesterday’s midpoint. (3.5% are below.)
0.6% are below yesterday’s low.
23.4% are inside yesterday’s range.
91.2% of stocks with today’s high > yesterday’s high. (8.8% less than).
1.2% of stocks with today’s low < yesterday’s low. (98.8% greater than).

EVIDENCE OF INTRADAY TREND
38.1% of stocks are above today’s open. (59.1% are below).
37.7% of stocks are above today’s open and yesterday’s close.
3.3% are below both.
83.6% of stocks opened above yesterday’s high.
98.5% of stocks opened above yesterday’s close. (1.1% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
44.5% are in the top half. 55.5% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
16.3% are in the bottom 10%.

GAIN
96.3% of stocks are above yesterday’s close. (3.7% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
3.6% are up 3.5% or more. 0.3% are down 3.5% or more.
49.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:20.7%…>=90:38.0%…>=80:62.3%…>=50:94.0%…<=20:1.3%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:7.5%…>=50:85.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:83.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
76.0% above previous 1 highs, 0.6% below previous 1 lows
60.6% above previous 2 highs, 0.5% below previous 2 lows
49.0% above previous 3 highs, 0.5% below previous 3 lows
46.3% above previous 4 highs, 0.5% below previous 4 lows
42.5% above previous 5 highs, 0.5% below previous 5 lows
37.0% above previous 6 highs, 0.5% below previous 6 lows
34.2% above previous 7 highs, 0.5% below previous 7 lows
32.2% above previous 8 highs, 0.5% below previous 8 lows
28.0% above previous 9 highs, 0.4% below previous 9 lows
27.1% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
96.3% are above or equal to 11/20 close (1 days ago), 3.7% are below.
93.0% are above or equal to 11/19 close (2 days ago), 7.0% are below.
77.9% are above or equal to 11/18 close (3 days ago), 22.1% are below.
81.5% are above or equal to 11/17 close (4 days ago), 18.5% are below.
77.5% are above or equal to 11/14 close (5 days ago), 22.5% are below.
75.5% are above or equal to 11/13 close (6 days ago), 24.5% are below.
71.0% are above or equal to 11/12 close (7 days ago), 29.0% are below.
70.7% are above or equal to 11/11 close (8 days ago), 29.3% are below.
71.0% are above or equal to 11/10 close (9 days ago), 29.0% are below.
72.2% are above or equal to 11/7 close (10 days ago), 27.8% are below.
75.1% are above or equal to 11/6 close (11 days ago), 24.9% are below.
76.6% are above or equal to 11/5 close (12 days ago), 23.4% are below.
77.4% are above or equal to 11/4 close (13 days ago), 22.6% are below.
72.5% are above or equal to 11/3 close (14 days ago), 27.5% are below.
72.3% are above or equal to 10/31 close (15 days ago), 27.7% are below.
79.8% are above or equal to 10/30 close (16 days ago), 20.2% are below.
78.7% are above or equal to 10/29 close (17 days ago), 21.3% are below.
76.6% are above or equal to 10/28 close (18 days ago), 23.4% are below.
82.5% are above or equal to 10/27 close (19 days ago), 17.5% are below.
80.9% are above or equal to 10/24 close (20 days ago), 19.1% are below.
79.9% are above or equal to 10/23 close (21 days ago), 20.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 29.9% new highs, 0.2% new lows
21d: 29.5% new highs, 0.2% new lows
42d: 22.9% new highs, 0.0% new lows
63d: 17.2% new highs, 0.0% new lows
126d: 13.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.8% above, 4.2% below
3-day: 95.2% above, 4.8% below
4-day: 91.0% above, 9.0% below
5-day: 89.1% above, 10.9% below
8-day: 82.8% above, 17.2% below
10-day: 80.4% above, 19.6% below
20-day: 81.1% above, 18.9% below
50-day: 77.1% above, 22.9% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141121 9:38 am ET)
META(27): 2.30% Top=CLF TCK X AKS SWC CENX SCCO BTU ….. ABX GG HCLP RGLD NEM AEM PAAS FMSA=Bottom (Metals & Mining)
ENER(128): 2.06% Top=SFY REXX BAS WTI AREX PVA SN GDP ….. COG RICE BPL WES SWN HMHC BWP ETP=Bottom (Energy)
CHEM(32): 1.71% Top=DOW HUN PEIX WLK FTK CE POL CF ….. GRA ASH POT IFF CYT SHW MOS CHMT=Bottom (Chemicals/Fertilizers)
MANU(44): 1.69% Top=JKS ZBRA TEX GTLS CAT JOY ATI ROK ….. PCP DHR PPO DDD CRS PLL GE DCI=Bottom (Manufacturing)
COSW(89): 1.53% Top=SFUN JRJC SPLK ADSK INTU JD AWAY MDSO ….. IBM ZEN SYMC IMS WBMD TTWO MSCI ADP=Bottom (Computer Software/Internet)
CONS(59): 1.16% Top=BERY OI WWW SEE AVP COH IRBT MWV ….. FBHS BC CHD CLX CCK CRI HAS MAT=Bottom (Consumer)
MATE(32): 1.13% Top=FLR BZH MTH TOL MAS MDC DHI RYL ….. USG WM FAST WLH WY RYN RSG WCN=Bottom (Materials & Construction)
ELEC(55): 1.12% Top=MRVL SCTY SUNE CSIQ TSL JASO SPWR FSLR ….. CY FCS XLNX SWKS CAVM ALTR TSRA OPLK=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 1.00% Top=JNS ESNT WETF FNGN CG IVZ PFG SLM ….. SUSQ CME PSEC CBOE ARCC ACAS HCBK TCBI=Bottom (Banks/Financials)
INSU(37): 0.97% Top=LNC GNW CNO MTG AFL MET HIG FNF ….. CINF VR AXS AEL FAF BRO WSH MBI=Bottom (Insurance)
DISV(49): 0.92% Top=FLT KBR JEC MAN HMSY RCII V AL ….. SCI FISV AAN SBAC PAYX GEO CAR Z=Bottom (Diversified Services)
RETA(68): 0.88% Top=BID ROST ASNA CHS BABA KORS AMZN MELI ….. ORLY GNC LB EBAY DDS TFM GPS GME=Bottom (Retail & Specialty Retail)
LEIS(36): 0.87% Top=PNK LVS SGMS HOT MGM WYNN SBUX NCLH ….. SEAS MCD PNRA EXPE SONC SIX CAKE JACK=Bottom (Leisure)
TRAN(33): 0.77% Top=TRN YRCW TDW TK SWFT ODFL FDX GBX ….. XPO NSC CNW LUV AAL DAL ALK UAL=Bottom (Transportation)
REAL(82): 0.60% Top=RLGY NSM WAC CBG CLI BAM DFT MAC ….. O CPT AGNC RWT DEI SBRA STWD NLY=Bottom (Real Estate)
HEAL(60): 0.60% Top=TRNX PODD STJ TMO BKD DGX A BSX ….. STE MD DXCM GMED ZLTQ CYBX RMD SIRO=Bottom (Health)
COHW(47): 0.50% Top=SMCI WDC NSR LVLT CIEN OLED RKUS ADTN ….. CTL PLCM FTR T VZ WIN FNSR ARUN=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

The Silver is the New Black Theme. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 55 other followers