daytrend

08/22/2014

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

Closing Stats
by daytrend on 20140822. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 880.

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
15.3% of stocks are above yesterday’s high.
49.2% are above yesterday’s midpoint. (50.8% are below.)
22.3% are below yesterday’s low.
62.4% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.8% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
42.2% of stocks are above today’s open. (56.4% are below).
34.4% of stocks are above today’s open and yesterday’s close.
52.3% are below both.
5.3% of stocks opened above yesterday’s high.
32.5% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.5% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
17.4% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN
40.3% of stocks are above yesterday’s close. (59.7% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.1% are down 3.5% or more.
75.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.7%…>=90:17.3%…>=80:26.7%…>=50:54.5%…<=20:12.7%…<=10:5.6%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:73.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:71.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.3% above previous 1 highs, 22.3% below previous 1 lows
12.7% above previous 2 highs, 11.3% below previous 2 lows
11.0% above previous 3 highs, 9.0% below previous 3 lows
10.6% above previous 4 highs, 5.5% below previous 4 lows
10.5% above previous 5 highs, 3.0% below previous 5 lows
10.3% above previous 6 highs, 2.6% below previous 6 lows
10.1% above previous 7 highs, 2.2% below previous 7 lows
9.5% above previous 8 highs, 1.9% below previous 8 lows
9.2% above previous 9 highs, 1.6% below previous 9 lows
9.1% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.3% are above or equal to 8/21 close (1 days ago), 59.7% are below.
50.0% are above or equal to 8/20 close (2 days ago), 50.0% are below.
56.7% are above or equal to 8/19 close (3 days ago), 43.3% are below.
69.8% are above or equal to 8/18 close (4 days ago), 30.2% are below.
83.8% are above or equal to 8/15 close (5 days ago), 16.3% are below.
82.6% are above or equal to 8/14 close (6 days ago), 17.4% are below.
82.6% are above or equal to 8/13 close (7 days ago), 17.4% are below.
85.0% are above or equal to 8/12 close (8 days ago), 15.0% are below.
79.5% are above or equal to 8/11 close (9 days ago), 20.5% are below.
82.0% are above or equal to 8/8 close (10 days ago), 18.0% are below.
88.5% are above or equal to 8/7 close (11 days ago), 11.5% are below.
83.9% are above or equal to 8/6 close (12 days ago), 16.1% are below.
82.8% are above or equal to 8/5 close (13 days ago), 17.2% are below.
76.4% are above or equal to 8/4 close (14 days ago), 23.6% are below.
81.3% are above or equal to 8/1 close (15 days ago), 18.8% are below.
78.0% are above or equal to 7/31 close (16 days ago), 22.0% are below.
60.5% are above or equal to 7/30 close (17 days ago), 39.5% are below.
61.0% are above or equal to 7/29 close (18 days ago), 39.0% are below.
57.4% are above or equal to 7/28 close (19 days ago), 42.6% are below.
56.8% are above or equal to 7/25 close (20 days ago), 43.2% are below.
51.5% are above or equal to 7/24 close (21 days ago), 48.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.3% new highs, 1.8% new lows
21d: 16.0% new highs, 1.7% new lows
42d: 10.7% new highs, 1.4% new lows
63d: 10.1% new highs, 0.9% new lows
126d: 7.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.0% above, 62.0% below
3-day: 45.1% above, 54.9% below
4-day: 49.8% above, 50.2% below
5-day: 57.2% above, 42.8% below
8-day: 75.6% above, 24.4% below
10-day: 78.4% above, 21.6% below
20-day: 78.5% above, 21.5% below
50-day: 58.4% above, 41.6% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140822 Closing)
RETA(63): 0.93% Top=TFM ROST GME GPS GES SFM WSM RH ….. AN SBH AMZN VSI MELI EBAY SHLD ANN=Bottom (Retail & Specialty Retail)
META(25): 0.39% Top=AKS SLCA X SCCO CENX EGO STLD CCJ ….. FCX GG NEM ABX BTU SWC HSC CLF=Bottom (Metals & Mining)
TRAN(26): 0.36% Top=SAVE LUV TRN DAL JBLU ALK EXPD HA ….. CHRW GLNG JBHT KSU UPS XPO FDX TDW=Bottom (Transportation)
LEIS(32): 0.36% Top=SEAS QUNR EAT TXRH WEN STAY LTM CCL ….. RCL OWW SIX BLMN DNKN BYD PNK NDLS=Bottom (Leisure)
CONS(57): 0.31% Top=PVH NUS FL FOSL WWW KATE UA LULU ….. GT MAT OI IP AVY KS BERY RDEN=Bottom (Consumer)
COHW(48): 0.31% Top=MOBI SWIR SSYS BRCD NSR LVLT CCOI VSAT ….. RKUS VIP OLED FNSR CSCO XLS CIEN ARUN=Bottom (Computer Hardware/Telecom)
COSW(82): 0.29% Top=CRM NOW TRIP SPLK LNKD LOCK DATA TWTR ….. MDSO TIBX BIDU SINA EPAM RATE TRAK INTU=Bottom (Computer Software/Internet)
ELEC(53): 0.04% Top=GTAT AMBA SUNE CGNX MRVL CAVM FCS SCTY ….. CY SMTC INVN ATML RFMD OVTI IDTI SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): -0.07% Top=AAN BAH HTZ ULTA Z PCLN URI ACM ….. MCO ADS JEC HMSY ASGN XRS MYGN WTW=Bottom (Diversified Services)
HEAL(55): -0.10% Top=CYH AMSG MOH DXCM HCA PRXL PODD WMGI ….. SYK BAX BCR ZMH HOLX CNC BSX IRWD=Bottom (Health)
FINA(80): -0.16% Top=MS ETFC EV PACW GHL SNV SCHW NTRS ….. BX ARMK PFG OCN RY HCBK WU SLM=Bottom (Banks/Financials)
MATE(30): -0.24% Top=BZH PWR LEN AWI DHI MTZ TPH USG ….. RSG WM VMC RYL MTH OC MDR TREX=Bottom (Materials & Construction)
INSU(33): -0.26% Top=AFSI MTG MBI FNF ORI AJG HIG BRO ….. CNO TMK LNC AFL CB AHL GNW PRU=Bottom (Insurance)
CHEM(29): -0.33% Top=OLN GPRE MEOH ASH CHMT DOW GRA AXLL ….. EMN POL POT MON FMC TROX CF HUN=Bottom (Chemicals/Fertilizers)
MANU(39): -0.41% Top=DDD JKS GTLS MHK ENS RXN EMR GNRC ….. DOV ROK JOY PNR XYL GE DE AGCO=Bottom (Manufacturing)
REAL(71): -0.63% Top=EJ AMH STWD NRF RHP HLSS CLNY BAM ….. EXR KIM SNH DCT NLY LPT SKT DLR=Bottom (Real Estate)
ENER(111): -1.05% Top=PVA HFC BAS TSO WLL VLO EGN SU ….. ROSE REXX MHR SFY PWE BCEI SN EPD=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 1:08 pm

Market Stats at 2:07 pm ET
by daytrend on 20140822. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 880.

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

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

COMPARED TO YESTERDAY’S RANGE
17.7% of stocks are above yesterday’s high.
52.2% are above yesterday’s midpoint. (47.8% are below.)
18.1% are below yesterday’s low.
64.2% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
45.5% of stocks with today’s low < yesterday’s low. (54.5% greater than).

EVIDENCE OF INTRADAY TREND
48.4% of stocks are above today’s open. (50.2% are below).
38.4% of stocks are above today’s open and yesterday’s close.
47.4% are below both.
5.3% of stocks opened above yesterday’s high.
32.5% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.8% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
43.0% of stocks are above yesterday’s close. (57.0% are below.)
1.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.7% are up 3.5% or more. 0.1% are down 3.5% or more.
78.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.1%…>=90:18.9%…>=80:30.9%…>=50:57.8%…<=20:11.0%…<=10:4.5%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.9%…>=50:75.5%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:71.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.7% above previous 1 highs, 18.1% below previous 1 lows
14.8% above previous 2 highs, 8.9% below previous 2 lows
12.8% above previous 3 highs, 6.6% below previous 3 lows
12.2% above previous 4 highs, 4.4% below previous 4 lows
12.0% above previous 5 highs, 2.3% below previous 5 lows
11.8% above previous 6 highs, 2.3% below previous 6 lows
11.5% above previous 7 highs, 1.7% below previous 7 lows
10.9% above previous 8 highs, 1.7% below previous 8 lows
10.8% above previous 9 highs, 1.6% below previous 9 lows
10.7% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.0% are above or equal to 8/21 close (1 days ago), 57.0% are below.
53.3% are above or equal to 8/20 close (2 days ago), 46.7% are below.
60.1% are above or equal to 8/19 close (3 days ago), 39.9% are below.
70.6% are above or equal to 8/18 close (4 days ago), 29.4% are below.
84.5% are above or equal to 8/15 close (5 days ago), 15.5% are below.
84.3% are above or equal to 8/14 close (6 days ago), 15.7% are below.
83.3% are above or equal to 8/13 close (7 days ago), 16.7% are below.
84.9% are above or equal to 8/12 close (8 days ago), 15.1% are below.
79.9% are above or equal to 8/11 close (9 days ago), 20.1% are below.
82.4% are above or equal to 8/8 close (10 days ago), 17.6% are below.
88.6% are above or equal to 8/7 close (11 days ago), 11.4% are below.
84.2% are above or equal to 8/6 close (12 days ago), 15.8% are below.
82.7% are above or equal to 8/5 close (13 days ago), 17.3% are below.
76.9% are above or equal to 8/4 close (14 days ago), 23.1% are below.
81.8% are above or equal to 8/1 close (15 days ago), 18.2% are below.
77.6% are above or equal to 7/31 close (16 days ago), 22.4% are below.
62.3% are above or equal to 7/30 close (17 days ago), 37.7% are below.
62.3% are above or equal to 7/29 close (18 days ago), 37.7% are below.
59.0% are above or equal to 7/28 close (19 days ago), 41.0% are below.
57.4% are above or equal to 7/25 close (20 days ago), 42.6% are below.
52.2% are above or equal to 7/24 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.0% new highs, 1.8% new lows
21d: 14.9% new highs, 1.7% new lows
42d: 10.0% new highs, 1.4% new lows
63d: 9.4% new highs, 0.9% new lows
126d: 6.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.8% below
3-day: 47.7% above, 52.3% below
4-day: 53.5% above, 46.5% below
5-day: 61.5% above, 38.5% below
8-day: 77.8% above, 22.2% below
10-day: 80.5% above, 19.5% below
20-day: 79.0% above, 21.0% below
50-day: 59.8% above, 40.2% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140822 2:07 pm ET)
RETA(63): 0.83% Top=TFM ROST GME GPS SFM GES WFM WSM ….. DDS LOW RAD SBH EBAY AN MELI ANN=Bottom (Retail & Specialty Retail)
TRAN(26): 0.55% Top=LUV SAVE TRN DAL ALK AAL UAL JBLU ….. CP CHRW GLNG FDX XPO UPS KSU TDW=Bottom (Transportation)
COHW(48): 0.50% Top=NSR MOBI BRCD SSYS SWIR CCOI VSAT LVLT ….. HPQ CCI GOGO ARUN VRSN XLS COMM CIEN=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.43% Top=SEAS QUNR EAT TXRH WEN CCL STAY EXPE ….. WYNN DNKN SGMS BLMN SIX NDLS BYD PNK=Bottom (Leisure)
CONS(57): 0.42% Top=FL NUS PVH FOSL WWW COH KATE SKX ….. MWV BLL GT AVY OI IP BERY KS=Bottom (Consumer)
COSW(82): 0.40% Top=CRM NOW TRIP LNKD SPLK FEYE N LOCK ….. TIBX BIDU MDSO EPAM SINA TRAK RATE INTU=Bottom (Computer Software/Internet)
META(25): 0.27% Top=AKS X SLCA SCCO EGO CENX CCJ STLD ….. BTU RGLD GG NEM ABX SWC HSC CLF=Bottom (Metals & Mining)
FINA(80): 0.05% Top=MS PACW SNV SCHW ETFC FNGN FRC NTRS ….. BX HCBK PFG LAZ OCN SLM RY WU=Bottom (Banks/Financials)
DISV(46): 0.04% Top=AAN ACM HTZ KBR BAH URI WOOF CAR ….. JEC MMS ADS HMSY MYGN ASGN XRS WTW=Bottom (Diversified Services)
ELEC(53): 0.00% Top=CGNX GTAT AMBA SUNE CAVM MRVL FCS CRUS ….. CY TQNT OVTI SMTC INVN IDTI RFMD SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(33): -0.01% Top=AFSI MTG MBI FNF ORI RDN AJG AON ….. AXS AFL CINF TMK CB PGR GNW PRU=Bottom (Insurance)
HEAL(55): -0.06% Top=DXCM CYH MOH HCA WMGI THC BKD PRXL ….. SYK BAX BCR CI WCG CNC BSX IRWD=Bottom (Health)
CHEM(29): -0.21% Top=OLN MEOH ASH GPRE DOW ALB GRA AXLL ….. DD POT EMN FMC CF MON AGU HUN=Bottom (Chemicals/Fertilizers)
MATE(30): -0.22% Top=PWR BZH MLM AWI LEN DHI MDC FAST ….. RYN TPH RYL RSG MTH OC MDR TREX=Bottom (Materials & Construction)
MANU(39): -0.37% Top=DDD EMR MHK GNRC GTLS TKR ENS KMT ….. JKS CAT PLL ATI XYL GE DE AGCO=Bottom (Manufacturing)
REAL(71): -0.57% Top=EJ STWD RHP BAM AMH CLNY HLSS ACC ….. SKT SNH SHO DCT AVB NLY LPT DLR=Bottom (Real Estate)
ENER(111): -1.05% Top=PVA HFC BAS NFG WLL MDU PDS VLO ….. RIG MHR HOS RES BBG SFY SN EPD=Bottom (Energy)

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 2:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/21/2014

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

Closing Stats
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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

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

COMPARED TO YESTERDAY’S RANGE
36.2% of stocks are above yesterday’s high.
69.9% are above yesterday’s midpoint. (30.1% are below.)
10.9% are below yesterday’s low.
52.9% are inside yesterday’s range.
64.6% of stocks with today’s high > yesterday’s high. (35.4% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND
52.9% of stocks are above today’s open. (45.8% are below).
49.4% of stocks are above today’s open and yesterday’s close.
38.7% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
58.1% of stocks are above yesterday’s close. (41.9% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.2% are up 3.5% or more. 0.8% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.2%…>=90:35.6%…>=80:47.6%…>=50:74.7%…<=20:8.0%…<=10:3.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:79.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:73.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.2% above previous 1 highs, 10.9% below previous 1 lows
29.7% above previous 2 highs, 8.8% below previous 2 lows
28.4% above previous 3 highs, 5.1% below previous 3 lows
28.2% above previous 4 highs, 3.6% below previous 4 lows
27.8% above previous 5 highs, 2.8% below previous 5 lows
26.9% above previous 6 highs, 2.5% below previous 6 lows
26.4% above previous 7 highs, 2.4% below previous 7 lows
25.0% above previous 8 highs, 2.1% below previous 8 lows
24.9% above previous 9 highs, 1.7% below previous 9 lows
24.4% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.1% are above or equal to 8/20 close (1 days ago), 41.9% are below.
66.4% are above or equal to 8/19 close (2 days ago), 33.6% are below.
74.5% are above or equal to 8/18 close (3 days ago), 25.5% are below.
87.9% are above or equal to 8/15 close (4 days ago), 12.1% are below.
85.8% are above or equal to 8/14 close (5 days ago), 14.2% are below.
85.8% are above or equal to 8/13 close (6 days ago), 14.2% are below.
86.9% are above or equal to 8/12 close (7 days ago), 13.1% are below.
81.6% are above or equal to 8/11 close (8 days ago), 18.4% are below.
83.5% are above or equal to 8/8 close (9 days ago), 16.5% are below.
90.4% are above or equal to 8/7 close (10 days ago), 9.6% are below.
85.7% are above or equal to 8/6 close (11 days ago), 14.3% are below.
83.9% are above or equal to 8/5 close (12 days ago), 16.1% are below.
77.8% are above or equal to 8/4 close (13 days ago), 22.2% are below.
83.8% are above or equal to 8/1 close (14 days ago), 16.2% are below.
79.7% are above or equal to 7/31 close (15 days ago), 20.3% are below.
63.5% are above or equal to 7/30 close (16 days ago), 36.5% are below.
62.9% are above or equal to 7/29 close (17 days ago), 37.1% are below.
59.0% are above or equal to 7/28 close (18 days ago), 41.0% are below.
58.2% are above or equal to 7/25 close (19 days ago), 41.8% are below.
52.9% are above or equal to 7/24 close (20 days ago), 47.1% are below.
54.2% are above or equal to 7/23 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.1% new highs, 2.1% new lows
21d: 22.0% new highs, 2.1% new lows
42d: 14.0% new highs, 1.7% new lows
63d: 12.7% new highs, 1.5% new lows
126d: 10.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.7% above, 43.3% below
3-day: 62.7% above, 37.3% below
4-day: 71.5% above, 28.5% below
5-day: 78.9% above, 21.1% below
8-day: 85.3% above, 14.7% below
10-day: 85.3% above, 14.7% below
20-day: 79.5% above, 20.5% below
50-day: 60.9% above, 39.1% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 Closing)
FINA(80): 0.91% Top=BAC OCN C STI FHN WETF UMPQ HCBK ….. FNGN EVR ACAS BX LM FSC ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.67% Top=CNO GNW AHL AIG HIG BRO L AXS ….. MTG MMC ALL AFL UNM FNF MBI AFSI=Bottom (Insurance)
COHW(48): 0.63% Top=GOGO HPQ JDSU OLED FNSR PLCM CIEN COMM ….. EMC LXK WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.36% Top=SMTC ONNN IDTI APH INVN INTC CODE AMAT ….. SCTY AMBA NVDA SWKS SPWR CSIQ CPHD GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.36% Top=PWR CLH EXP OC WY MAS FAST VMC ….. WM CVA MLM PHM FLR MTH DHI KBH=Bottom (Materials & Construction)
ENER(112): 0.35% Top=REXX AREX GDP BBG RES SN SFY CXO ….. HP PDS HOS TSO WNR PTEN MPC PBF=Bottom (Energy)
DISV(48): 0.21% Top=HMSY Z WTW RRD JEC VRSK WOOF AL ….. MYGN ADT DV PCLN ALLE HTZ CAR ULTA=Bottom (Diversified Services)
CONS(57): 0.20% Top=RDEN AVP KS PKG IP BERY JAH UFS ….. GT WHR TPX PVH UA BC NUS KATE=Bottom (Consumer)
LEIS(32): 0.11% Top=LTM BYD STAY PNK EXPE NDLS WYN EAT ….. JACK MGM SIX SBUX DNKN YUM WYNN MPEL=Bottom (Leisure)
HEAL(56): 0.07% Top=HGR KND MOH ZLTQ SYK EW BKD MD ….. WCG ALGN THOR HOLX DXCM PRXL VOLC IRWD=Bottom (Health)
MANU(41): 0.06% Top=RXN JKS GNRC ATI ENS AGCO BWC MRC ….. AOS PH GTLS CMI DOV TKR CFX PLL=Bottom (Manufacturing)
COSW(82): 0.05% Top=CDNS NCR CVLT TTWO EQIX UIS TIBX ADBE ….. VMW NOW FEYE SPLK TRAK DWRE DATA SINA=Bottom (Computer Software/Internet)
CHEM(30): -0.01% Top=SHW PX WLK AGU PPG CF POT OLN ….. GPRE DOW GRA APD FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
REAL(71): -0.09% Top=WAC NRF ARCP HLSS DLR NLY TWO AMH ….. SLG SNH CBL GLPI RLGY EXR SRC EJ=Bottom (Real Estate)
RETA(63): -0.24% Top=EBAY SBH AEO CHS TGT LB LINTA M ….. WAG JCP TFM GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.72% Top=SWFT TRN XPO UNP TDW JBHT CHRW CNW ….. NSC HA AIRM DAL JBLU ALK UAL AAL=Bottom (Transportation)
META(25): -1.80% Top=HSC CNX STLD NEM NUE SLCA FCX AA ….. SLW AUY EGO CLF GG CCJ AEM RGLD=Bottom (Metals & Mining)

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

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

Market Stats at 3:45 pm ET
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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
37.7% of stocks are above yesterday’s high.
72.6% are above yesterday’s midpoint. (27.4% are below.)
9.6% are below yesterday’s low.
52.8% are inside yesterday’s range.
64.4% of stocks with today’s high > yesterday’s high. (35.6% less than).
27.7% of stocks with today’s low < yesterday’s low. (72.3% greater than).

EVIDENCE OF INTRADAY TREND
56.1% of stocks are above today’s open. (43.0% are below).
52.9% of stocks are above today’s open and yesterday’s close.
35.9% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.4% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
61.0% of stocks are above yesterday’s close. (39.0% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.5% are up 3.5% or more. 0.8% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.5%…>=90:36.9%…>=80:49.6%…>=50:75.5%…<=20:7.1%…<=10:3.0%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.1%…>=50:79.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.7% above previous 1 highs, 9.6% below previous 1 lows
30.9% above previous 2 highs, 8.1% below previous 2 lows
29.8% above previous 3 highs, 5.0% below previous 3 lows
29.7% above previous 4 highs, 3.5% below previous 4 lows
29.2% above previous 5 highs, 2.9% below previous 5 lows
28.4% above previous 6 highs, 2.7% below previous 6 lows
27.7% above previous 7 highs, 2.6% below previous 7 lows
26.3% above previous 8 highs, 2.4% below previous 8 lows
26.3% above previous 9 highs, 1.8% below previous 9 lows
25.6% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.0% are above or equal to 8/20 close (1 days ago), 39.0% are below.
68.9% are above or equal to 8/19 close (2 days ago), 31.1% are below.
75.4% are above or equal to 8/18 close (3 days ago), 24.6% are below.
88.5% are above or equal to 8/15 close (4 days ago), 11.5% are below.
86.4% are above or equal to 8/14 close (5 days ago), 13.6% are below.
86.4% are above or equal to 8/13 close (6 days ago), 13.6% are below.
87.4% are above or equal to 8/12 close (7 days ago), 12.6% are below.
81.6% are above or equal to 8/11 close (8 days ago), 18.4% are below.
83.9% are above or equal to 8/8 close (9 days ago), 16.1% are below.
90.3% are above or equal to 8/7 close (10 days ago), 9.7% are below.
86.0% are above or equal to 8/6 close (11 days ago), 14.0% are below.
84.1% are above or equal to 8/5 close (12 days ago), 15.9% are below.
78.1% are above or equal to 8/4 close (13 days ago), 21.9% are below.
83.9% are above or equal to 8/1 close (14 days ago), 16.1% are below.
79.9% are above or equal to 7/31 close (15 days ago), 20.1% are below.
64.0% are above or equal to 7/30 close (16 days ago), 36.0% are below.
63.4% are above or equal to 7/29 close (17 days ago), 36.6% are below.
60.0% are above or equal to 7/28 close (18 days ago), 40.0% are below.
58.4% are above or equal to 7/25 close (19 days ago), 41.6% are below.
53.3% are above or equal to 7/24 close (20 days ago), 46.7% are below.
54.7% are above or equal to 7/23 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.9% new highs, 2.1% new lows
21d: 21.8% new highs, 2.1% new lows
42d: 14.0% new highs, 1.7% new lows
63d: 12.7% new highs, 1.5% new lows
126d: 10.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.6% above, 40.4% below
3-day: 66.2% above, 33.8% below
4-day: 72.4% above, 27.6% below
5-day: 79.8% above, 20.2% below
8-day: 85.9% above, 14.1% below
10-day: 85.3% above, 14.7% below
20-day: 79.7% above, 20.3% below
50-day: 61.2% above, 38.8% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 3:45 pm ET)
FINA(80): 0.94% Top=BAC OCN WETF C STI FHN RJF UMPQ ….. ACAS CBOE EVR LM BX FSC ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.67% Top=CNO AHL GNW AIG HIG L PGR BRO ….. MTG ALL RDN AFL UNM FNF MBI AFSI=Bottom (Insurance)
COHW(48): 0.67% Top=GOGO HPQ OLED JDSU FNSR PLCM CIEN COMM ….. SYNA CCOI WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
MATE(31): 0.48% Top=PWR CLH OC EXP WY MDC FAST TOL ….. MTZ WM RSG CVA MLM KBH DHI FLR=Bottom (Materials & Construction)
ELEC(52): 0.42% Top=SMTC ONNN INVN IDTI APH INTC CODE TSL ….. CREE SPWR SWKS NVDA BRKR CPHD CSIQ GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(112): 0.41% Top=REXX AREX BBG RES SN GDP SFY CXO ….. BCEI TSO HOS PDS WNR PTEN MPC PBF=Bottom (Energy)
CONS(57): 0.30% Top=RDEN KS AVP JAH IP PKG BMS UFS ….. GT TPX WHR PVH BC UA NUS KATE=Bottom (Consumer)
DISV(48): 0.27% Top=HMSY Z WTW RRD WOOF AL JEC VRSK ….. CXW DV MYGN PCLN ALLE CAR HTZ ULTA=Bottom (Diversified Services)
MANU(41): 0.14% Top=RXN JKS GNRC ATI AGCO ENS BWC MRC ….. AOS XYL DOV CMI CFX TKR GTLS PLL=Bottom (Manufacturing)
LEIS(32): 0.11% Top=LTM BYD PNK EXPE EAT SEAS NDLS WYN ….. SIX MGM JACK SBUX WYNN DNKN MPEL YUM=Bottom (Leisure)
HEAL(56): 0.10% Top=HGR KND MOH ZLTQ EW SYK BKD ZMH ….. OPK THOR ALGN DXCM PRXL VOLC HOLX IRWD=Bottom (Health)
CHEM(30): 0.10% Top=SHW TROX PX WLK OLN AGU PPG POT ….. CE DOW GRA APD FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
COSW(82): 0.09% Top=CDNS NCR CVLT TTWO UIS EQIX TIBX ULTI ….. NOW BIDU SPLK FEYE DWRE TRAK DATA SINA=Bottom (Computer Software/Internet)
REAL(71): -0.01% Top=WAC NRF HLSS DLR ARCP TWO REXR DRH ….. GLPI NNN REG SNH EXR SRC EJ RLGY=Bottom (Real Estate)
RETA(63): -0.16% Top=EBAY SBH AEO CHS LB FIVE TGT FINL ….. DLTR WAG TFM GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.62% Top=TRN XPO SWFT UNP FDX TDW JBHT CHRW ….. DAL NSC HA AIRM ALK JBLU AAL UAL=Bottom (Transportation)
META(25): -1.73% Top=HSC CNX STLD NEM NUE SLCA FCX AA ….. AUY SLW EGO GG AEM CLF CCJ RGLD=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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
37.5% of stocks are above yesterday’s high.
72.8% are above yesterday’s midpoint. (27.2% are below.)
9.7% are below yesterday’s low.
52.8% are inside yesterday’s range.
63.0% of stocks with today’s high > yesterday’s high. (37.0% less than).
27.7% of stocks with today’s low < yesterday’s low. (72.3% greater than).

EVIDENCE OF INTRADAY TREND
55.5% of stocks are above today’s open. (42.7% are below).
52.5% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
25.9% of stocks are in the top 10% of today’s range.
38.4% are in the top 20%.
64.0% are in the top half. 36.0% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
61.0% of stocks are above yesterday’s close. (39.0% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.1% are up 3.5% or more. 1.1% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.8%…>=90:37.0%…>=80:49.0%…>=50:74.4%…<=20:7.2%…<=10:2.9%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.5%…>=50:79.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:73.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.5% above previous 1 highs, 9.7% below previous 1 lows
31.9% above previous 2 highs, 7.4% below previous 2 lows
30.7% above previous 3 highs, 5.0% below previous 3 lows
30.4% above previous 4 highs, 3.8% below previous 4 lows
30.1% above previous 5 highs, 3.0% below previous 5 lows
29.0% above previous 6 highs, 2.7% below previous 6 lows
28.5% above previous 7 highs, 2.7% below previous 7 lows
27.3% above previous 8 highs, 2.5% below previous 8 lows
27.2% above previous 9 highs, 2.0% below previous 9 lows
26.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.0% are above or equal to 8/20 close (1 days ago), 39.0% are below.
67.3% are above or equal to 8/19 close (2 days ago), 32.7% are below.
75.3% are above or equal to 8/18 close (3 days ago), 24.7% are below.
88.0% are above or equal to 8/15 close (4 days ago), 12.0% are below.
87.1% are above or equal to 8/14 close (5 days ago), 12.9% are below.
85.8% are above or equal to 8/13 close (6 days ago), 14.2% are below.
87.3% are above or equal to 8/12 close (7 days ago), 12.7% are below.
81.8% are above or equal to 8/11 close (8 days ago), 18.2% are below.
83.8% are above or equal to 8/8 close (9 days ago), 16.2% are below.
89.9% are above or equal to 8/7 close (10 days ago), 10.1% are below.
85.9% are above or equal to 8/6 close (11 days ago), 14.1% are below.
83.9% are above or equal to 8/5 close (12 days ago), 16.1% are below.
78.4% are above or equal to 8/4 close (13 days ago), 21.6% are below.
82.9% are above or equal to 8/1 close (14 days ago), 17.1% are below.
79.6% are above or equal to 7/31 close (15 days ago), 20.4% are below.
63.9% are above or equal to 7/30 close (16 days ago), 36.1% are below.
64.0% are above or equal to 7/29 close (17 days ago), 36.0% are below.
59.2% are above or equal to 7/28 close (18 days ago), 40.8% are below.
58.4% are above or equal to 7/25 close (19 days ago), 41.6% are below.
53.7% are above or equal to 7/24 close (20 days ago), 46.3% are below.
55.0% are above or equal to 7/23 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.2% new highs, 2.1% new lows
21d: 21.1% new highs, 2.1% new lows
42d: 13.6% new highs, 1.7% new lows
63d: 12.4% new highs, 1.5% new lows
126d: 10.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.2% above, 40.8% below
3-day: 65.3% above, 34.7% below
4-day: 71.3% above, 28.7% below
5-day: 79.8% above, 20.2% below
8-day: 85.2% above, 14.8% below
10-day: 85.0% above, 15.0% below
20-day: 79.8% above, 20.2% below
50-day: 60.9% above, 39.1% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 3:00 pm ET)
FINA(80): 0.99% Top=BAC WETF STI OCN C FHN RF RJF ….. FSC LM ACAS EVR BX CBOE ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.70% Top=CNO AHL GNW HIG AIG L TRV PRU ….. MMC RDN MTG ALL FNF UNM MBI AFSI=Bottom (Insurance)
COHW(48): 0.66% Top=HPQ GOGO OLED JDSU CIEN COMM CCI FNSR ….. SNDK BRCD WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
MATE(31): 0.53% Top=PWR CLH OC EXP MDC MTH WY FAST ….. FLR DHI MTZ CVA RSG KBH WM MLM=Bottom (Materials & Construction)
ELEC(52): 0.43% Top=SMTC ONNN IDTI INVN APH INTC TSL CODE ….. TQNT SWKS SPWR CREE BRKR CSIQ GTAT CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(112): 0.32% Top=REXX AREX RES BBG SN NFX CXO SFY ….. OKS ATW WNR MPC PDS HP PBF PVA=Bottom (Energy)
DISV(48): 0.27% Top=HMSY Z WTW JEC MCO RRD KBR WOOF ….. PCLN CAR HTZ DV SBAC ATHN MYGN ULTA=Bottom (Diversified Services)
CONS(57): 0.26% Top=RDEN AVP KS JAH IP PKG MWV WWW ….. COH BC WHR TPX PVH UA NUS KATE=Bottom (Consumer)
MANU(41): 0.19% Top=RXN JKS AGCO GNRC ENS ATI DE BWC ….. GTLS XYL ETN CFX PH CMI TKR PLL=Bottom (Manufacturing)
CHEM(30): 0.16% Top=TROX SHW PPG PX CF OLN RPM MOS ….. DOW GRA APD FMC GPRE FTK MEOH MON=Bottom (Chemicals/Fertilizers)
LEIS(32): 0.13% Top=LTM NDLS BYD PNK EXPE WYN SGMS WEN ….. SIX WYNN MGM QUNR SBUX DNKN MPEL YUM=Bottom (Leisure)
COSW(82): 0.10% Top=CDNS NCR ULTI EQIX CVLT UIS TTWO ORCL ….. NQ SPLK BIDU GRPN TRAK DWRE SINA DATA=Bottom (Computer Software/Internet)
HEAL(56): 0.04% Top=HGR KND MOH EW BKD ZLTQ SYK ZMH ….. CYH VOLC PRXL ALGN THOR HOLX DXCM IRWD=Bottom (Health)
REAL(71): -0.04% Top=WAC NRF HLSS NLY DLR ARCP TWO AGNC ….. EXR HPT PLD REG SNH RLGY SRC EJ=Bottom (Real Estate)
RETA(63): -0.16% Top=EBAY SBH AEO CHS MELI LB WMT FINL ….. PETM TFM WAG GME GES PIR SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.49% Top=TRN XPO SWFT UNP TDW EXPD JBHT CHRW ….. DAL GLNG NSC AIRM ALK UAL JBLU AAL=Bottom (Transportation)
META(25): -2.02% Top=HSC CNX STLD NUE NEM SLCA AA FCX ….. SLW AUY EGO GG CLF AEM CCJ RGLD=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:00 pm

Market Stats at 2:00 pm ET
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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

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

COMPARED TO YESTERDAY’S RANGE
35.6% of stocks are above yesterday’s high.
71.9% are above yesterday’s midpoint. (28.1% are below.)
10.3% are below yesterday’s low.
54.1% are inside yesterday’s range.
61.2% of stocks with today’s high > yesterday’s high. (38.8% less than).
27.2% of stocks with today’s low < yesterday’s low. (72.8% greater than).

EVIDENCE OF INTRADAY TREND
53.6% of stocks are above today’s open. (44.5% are below).
50.7% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.8% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN
61.1% of stocks are above yesterday’s close. (38.9% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.8% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.3%…>=90:36.8%…>=80:49.9%…>=50:74.9%…<=20:8.1%…<=10:2.8%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:78.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.6% above previous 1 highs, 10.3% below previous 1 lows
29.9% above previous 2 highs, 8.1% below previous 2 lows
28.9% above previous 3 highs, 5.4% below previous 3 lows
28.5% above previous 4 highs, 3.6% below previous 4 lows
28.1% above previous 5 highs, 3.0% below previous 5 lows
27.1% above previous 6 highs, 2.8% below previous 6 lows
26.3% above previous 7 highs, 2.8% below previous 7 lows
25.3% above previous 8 highs, 2.4% below previous 8 lows
25.1% above previous 9 highs, 1.9% below previous 9 lows
24.8% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.1% are above or equal to 8/20 close (1 days ago), 38.9% are below.
66.9% are above or equal to 8/19 close (2 days ago), 33.1% are below.
74.7% are above or equal to 8/18 close (3 days ago), 25.3% are below.
87.6% are above or equal to 8/15 close (4 days ago), 12.4% are below.
86.6% are above or equal to 8/14 close (5 days ago), 13.4% are below.
85.2% are above or equal to 8/13 close (6 days ago), 14.8% are below.
86.9% are above or equal to 8/12 close (7 days ago), 13.1% are below.
80.8% are above or equal to 8/11 close (8 days ago), 19.2% are below.
83.9% are above or equal to 8/8 close (9 days ago), 16.1% are below.
89.6% are above or equal to 8/7 close (10 days ago), 10.4% are below.
85.6% are above or equal to 8/6 close (11 days ago), 14.4% are below.
84.0% are above or equal to 8/5 close (12 days ago), 16.0% are below.
77.9% are above or equal to 8/4 close (13 days ago), 22.1% are below.
83.2% are above or equal to 8/1 close (14 days ago), 16.8% are below.
79.6% are above or equal to 7/31 close (15 days ago), 20.4% are below.
63.5% are above or equal to 7/30 close (16 days ago), 36.5% are below.
62.9% are above or equal to 7/29 close (17 days ago), 37.1% are below.
59.2% are above or equal to 7/28 close (18 days ago), 40.8% are below.
58.3% are above or equal to 7/25 close (19 days ago), 41.7% are below.
52.6% are above or equal to 7/24 close (20 days ago), 47.4% are below.
53.9% are above or equal to 7/23 close (21 days ago), 46.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 21.8% new highs, 2.1% new lows
21d: 20.6% new highs, 2.1% new lows
42d: 13.2% new highs, 1.7% new lows
63d: 12.0% new highs, 1.5% new lows
126d: 9.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.9% above, 41.1% below
3-day: 65.8% above, 34.2% below
4-day: 71.1% above, 28.9% below
5-day: 78.9% above, 21.1% below
8-day: 85.1% above, 14.9% below
10-day: 85.0% above, 15.0% below
20-day: 78.8% above, 21.2% below
50-day: 60.3% above, 39.7% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 2:00 pm ET)
FINA(80): 0.84% Top=OCN BAC STI WETF RF HCBK RJF FHN ….. APO EVR ARMK BX PHH CBOE LM CIT=Bottom (Banks/Financials)
INSU(33): 0.58% Top=AHL CNO HIG PGR L AIG ACE AGO ….. MMC RDN AFL ALL UNM MTG MBI AFSI=Bottom (Insurance)
MATE(31): 0.52% Top=CLH PWR OC EXP AWI MTH MDC TOL ….. DAR WM DHI KBH MTZ FLR CVA MLM=Bottom (Materials & Construction)
COHW(48): 0.50% Top=HPQ GOGO OLED JDSU CCI CIEN FNSR COMM ….. SNDK WIN UBNT BRCD TMUS ARRS MOBI BBRY=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.30% Top=SMTC ONNN APH INVN INTC CODE JASO TRMB ….. NVDA CREE SUNE SPWR BRKR CSIQ CPHD GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(48): 0.24% Top=HMSY Z WTW JEC KBR WOOF RRD MCO ….. AAN DV SCI PCLN CAR HTZ ULTA MYGN=Bottom (Diversified Services)
CONS(57): 0.21% Top=RDEN KS AVP JAH BERY IP UFS PKG ….. GT BC PVH WHR TPX UA NUS KATE=Bottom (Consumer)
ENER(112): 0.17% Top=REXX AREX RES SN BBG SFY NFX CXO ….. TSO RSPP ATW OKS HP PDCE HOS PVA=Bottom (Energy)
MANU(41): 0.16% Top=RXN JKS AGCO ENS BWC GNRC ATI KMT ….. MIDD ETN XYL CFX PH TKR CMI PLL=Bottom (Manufacturing)
LEIS(32): 0.15% Top=LTM BYD NDLS PNK EXPE WYN WEN MCD ….. BLMN SBUX MGM DNKN WYNN SIX YUM MPEL=Bottom (Leisure)
CHEM(30): 0.13% Top=TROX SHW PX PPG CF RPM MOS DD ….. CE GRA APD GPRE FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.13% Top=HGR KND MOH ZLTQ EW BKD COO BAX ….. OPK CYH VOLC ALGN HOLX PRXL DXCM IRWD=Bottom (Health)
COSW(82): 0.05% Top=NCR CDNS EQIX UIS TTWO ULTI ORCL CSC ….. WBMD VMW FEYE DWRE BIDU TRAK SINA DATA=Bottom (Computer Software/Internet)
REAL(71): 0.01% Top=WAC NRF ARCP NLY DLR HLSS GLPI TWO ….. DRE REG PLD EXR SNH RLGY SRC EJ=Bottom (Real Estate)
RETA(63): -0.12% Top=EBAY AEO SBH CHS LB FIVE LOW FINL ….. DLTR KORS CST GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.54% Top=TRN XPO CNI UNP JBHT CHRW FDX SWFT ….. GLNG HA NSC AIRM UAL ALK JBLU AAL=Bottom (Transportation)
META(25): -2.08% Top=HSC STLD CNX NUE AA NEM FCX SLCA ….. SLW AUY EGO GG CLF AEM RGLD CCJ=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/20/2014

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

Closing Stats
by daytrend on 20140820. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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
34.0% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
13.0% are below yesterday’s low.
53.0% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
50.6% of stocks with today’s low < yesterday’s low. (49.4% greater than).

EVIDENCE OF INTRADAY TREND
72.8% of stocks are above today’s open. (25.6% are below).
61.5% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
3.2% of stocks opened above yesterday’s high.
22.5% of stocks opened above yesterday’s close. (72.3% opened below yesterday’s close).
13.2% 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.
37.7% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN
65.4% of stocks are above yesterday’s close. (34.6% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.4% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.6%…>=90:40.5%…>=80:55.7%…>=50:79.9%…<=20:3.8%…<=10:1.1%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.9%…>=50:78.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:72.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.0% above previous 1 highs, 13.0% below previous 1 lows
32.0% above previous 2 highs, 5.9% below previous 2 lows
30.8% above previous 3 highs, 2.0% below previous 3 lows
29.8% above previous 4 highs, 1.6% below previous 4 lows
28.3% above previous 5 highs, 1.2% below previous 5 lows
27.3% above previous 6 highs, 0.9% below previous 6 lows
26.4% above previous 7 highs, 0.8% below previous 7 lows
26.3% above previous 8 highs, 0.6% below previous 8 lows
25.6% above previous 9 highs, 0.4% below previous 9 lows
25.5% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.4% are above or equal to 8/19 close (1 days ago), 34.6% are below.
72.8% are above or equal to 8/18 close (2 days ago), 27.2% are below.
88.3% are above or equal to 8/15 close (3 days ago), 11.7% are below.
86.5% are above or equal to 8/14 close (4 days ago), 13.5% are below.
85.8% are above or equal to 8/13 close (5 days ago), 14.2% are below.
86.1% are above or equal to 8/12 close (6 days ago), 13.9% are below.
80.6% are above or equal to 8/11 close (7 days ago), 19.4% are below.
83.9% are above or equal to 8/8 close (8 days ago), 16.1% are below.
89.4% are above or equal to 8/7 close (9 days ago), 10.6% are below.
85.5% are above or equal to 8/6 close (10 days ago), 14.5% are below.
83.9% are above or equal to 8/5 close (11 days ago), 16.1% are below.
77.7% are above or equal to 8/4 close (12 days ago), 22.3% are below.
82.0% are above or equal to 8/1 close (13 days ago), 18.0% are below.
77.1% are above or equal to 7/31 close (14 days ago), 22.9% are below.
61.5% are above or equal to 7/30 close (15 days ago), 38.5% are below.
62.8% are above or equal to 7/29 close (16 days ago), 37.2% are below.
57.5% are above or equal to 7/28 close (17 days ago), 42.5% are below.
56.7% are above or equal to 7/25 close (18 days ago), 43.3% are below.
51.1% are above or equal to 7/24 close (19 days ago), 48.9% are below.
51.5% are above or equal to 7/23 close (20 days ago), 48.5% are below.
51.9% are above or equal to 7/22 close (21 days ago), 48.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.2% new highs, 1.0% new lows
21d: 19.2% new highs, 1.0% new lows
42d: 13.3% new highs, 1.0% new lows
63d: 12.2% new highs, 0.8% new lows
126d: 9.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.1% above, 35.9% below
3-day: 71.3% above, 28.7% below
4-day: 80.9% above, 19.1% below
5-day: 82.3% above, 17.7% below
8-day: 85.5% above, 14.5% below
10-day: 86.1% above, 13.9% below
20-day: 78.4% above, 21.6% below
50-day: 60.0% above, 40.0% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140820 Closing)
RETA(64): 0.87% Top=AEO ANN KORS ANF HD DDS KSS M ….. DSW SIG EBAY MELI FIVE WFM TFM SPLS=Bottom (Retail & Specialty Retail)
TRAN(26): 0.71% Top=UAL JBLU LUV DAL TRN SAVE KSU CNI ….. CHRW EXPD XPO TDW SWFT JBHT CNW AIRM=Bottom (Transportation)
ELEC(52): 0.63% Top=FCS ATML MU CY CODE CPHD TER SUNE ….. SCTY NVDA AMAT TEL BRKR SANM GTAT JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.50% Top=PH CMI DRC ETN JKS XYL GE FLS ….. AGCO ENS AOS GTLS MIDD BGC KMT GNRC=Bottom (Manufacturing)
COHW(47): 0.45% Top=SWIR BBRY SNDK TMUS GOGO QCOM COMM CIEN ….. NSR WIN PLCM CCOI EMC LXK XLS HPQ=Bottom (Computer Hardware/Telecom)
META(25): 0.44% Top=CENX FCX SLCA TCK BTU CCJ PAAS SLW ….. CNX NEM ABX EGO X SWC AEM AKS=Bottom (Metals & Mining)
REAL(73): 0.43% Top=EJ WAC ARCP OHI ESRT SNH LHO DRH ….. PCL SKT SHO CUBE AMT CUZ RHP GLPI=Bottom (Real Estate)
FINA(81): 0.29% Top=EV SCHW AMTD DFS IVZ LAZ AINV KEY ….. CIT PHH ACAS OCN CBOE FMER APO EVR=Bottom (Banks/Financials)
ENER(112): 0.27% Top=EXXI PBF SN ESV PWE GDP ATHL HP ….. SFY HOS SGY RES RIG ROSE BAS REXX=Bottom (Energy)
MATE(31): 0.25% Top=BZH FAST FLR KBH MAS WM MTH RSG ….. USG PWR DAR VMC MDR MDC TPH OC=Bottom (Materials & Construction)
CONS(57): 0.17% Top=RDEN PVH WWW RL COH SHOO VFC FBHS ….. OI IP MWV BERY BLL IRBT KS UFS=Bottom (Consumer)
CHEM(30): 0.16% Top=HUN CE MON OLN EMN MEOH MOS WLK ….. DD PX PPG APD POL CHMT TROX FTK=Bottom (Chemicals/Fertilizers)
INSU(33): 0.13% Top=AFSI L LNC WRB AGO WSH ALL AXS ….. PRU PGR MMC GNW RDN FAF MBI MTG=Bottom (Insurance)
DISV(49): 0.09% Top=JEC ADT ULTA Z XRS SBAC KBR URI ….. ACM TMH RRD VNTV ATHN AAN ASGN HTZ=Bottom (Diversified Services)
LEIS(32): -0.05% Top=NDLS DNKN SEAS YUM MAR PNRA LVS MGM ….. WEN TXRH QUNR LTM CAKE JACK OWW BYD=Bottom (Leisure)
HEAL(58): -0.06% Top=AMSG HGR THOR HNT MOH RMD GMED ESRX ….. ABT PKI MD PRXL DXCM OPK ZLTQ PODD=Bottom (Health)
COSW(83): -0.12% Top=PWRD JD NQ FFIV MDRX BR SNCR EA ….. RHT ADBE WBMD WWWW QLIK MDSO SPLK CSOD=Bottom (Computer Software/Internet)

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 @ 2:13 pm

Market Stats at 3:13 pm ET
by daytrend on 20140820. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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
37.1% of stocks are above yesterday’s high.
67.0% are above yesterday’s midpoint. (33.0% are below.)
12.8% are below yesterday’s low.
50.1% are inside yesterday’s range.
49.7% of stocks with today’s high > yesterday’s high. (50.3% less than).
50.4% of stocks with today’s low < yesterday’s low. (49.6% greater than).

EVIDENCE OF INTRADAY TREND
73.8% of stocks are above today’s open. (24.5% are below).
63.2% of stocks are above today’s open and yesterday’s close.
21.6% are below both.
3.2% of stocks opened above yesterday’s high.
22.5% of stocks opened above yesterday’s close. (72.3% opened below yesterday’s close).
13.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
34.8% of stocks are in the top 10% of today’s range.
51.7% are in the top 20%.
79.6% are in the top half. 20.4% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
68.9% of stocks are above yesterday’s close. (31.1% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.1% are up 3.5% or more. 0.3% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:27.4%…>=90:43.5%…>=80:59.2%…>=50:80.8%…<=20:4.0%…<=10:1.5%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.0%…>=50:78.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:72.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.1% above previous 1 highs, 12.8% below previous 1 lows
35.1% above previous 2 highs, 6.3% below previous 2 lows
34.0% above previous 3 highs, 2.3% below previous 3 lows
33.1% above previous 4 highs, 1.8% below previous 4 lows
31.7% above previous 5 highs, 1.3% below previous 5 lows
30.2% above previous 6 highs, 1.1% below previous 6 lows
29.3% above previous 7 highs, 0.8% below previous 7 lows
29.1% above previous 8 highs, 0.4% below previous 8 lows
28.1% above previous 9 highs, 0.3% below previous 9 lows
27.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.9% are above or equal to 8/19 close (1 days ago), 31.1% are below.
74.4% are above or equal to 8/18 close (2 days ago), 25.6% are below.
88.4% are above or equal to 8/15 close (3 days ago), 11.6% are below.
86.2% are above or equal to 8/14 close (4 days ago), 13.8% are below.
86.0% are above or equal to 8/13 close (5 days ago), 14.0% are below.
86.5% are above or equal to 8/12 close (6 days ago), 13.5% are below.
80.8% are above or equal to 8/11 close (7 days ago), 19.2% are below.
84.3% are above or equal to 8/8 close (8 days ago), 15.7% are below.
89.3% are above or equal to 8/7 close (9 days ago), 10.7% are below.
85.7% are above or equal to 8/6 close (10 days ago), 14.3% are below.
83.9% are above or equal to 8/5 close (11 days ago), 16.1% are below.
77.9% are above or equal to 8/4 close (12 days ago), 22.1% are below.
82.0% are above or equal to 8/1 close (13 days ago), 18.0% are below.
77.3% are above or equal to 7/31 close (14 days ago), 22.7% are below.
61.7% are above or equal to 7/30 close (15 days ago), 38.3% are below.
63.0% are above or equal to 7/29 close (16 days ago), 37.0% are below.
57.3% are above or equal to 7/28 close (17 days ago), 42.7% are below.
56.8% are above or equal to 7/25 close (18 days ago), 43.2% are below.
51.6% are above or equal to 7/24 close (19 days ago), 48.4% are below.
51.5% are above or equal to 7/23 close (20 days ago), 48.5% are below.
52.2% are above or equal to 7/22 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.6% new highs, 1.0% new lows
21d: 17.6% new highs, 1.0% new lows
42d: 12.2% new highs, 1.0% new lows
63d: 11.2% new highs, 0.8% new lows
126d: 8.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.2% above, 33.8% below
3-day: 73.6% above, 26.4% below
4-day: 82.1% above, 17.9% below
5-day: 83.8% above, 16.2% below
8-day: 85.5% above, 14.5% below
10-day: 86.4% above, 13.6% below
20-day: 78.2% above, 21.8% below
50-day: 59.8% above, 40.2% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140820 3:13 pm ET)
RETA(64): 0.94% Top=AEO ANN KORS SHLD HD ANF DDS M ….. VSI FIVE MELI DSW SIG WFM TFM SPLS=Bottom (Retail & Specialty Retail)
TRAN(26): 0.79% Top=UAL JBLU LUV TRN DAL SAVE KSU UNP ….. CHRW EXPD SWFT XPO TDW JBHT CNW AIRM=Bottom (Transportation)
ELEC(52): 0.75% Top=FCS ATML MU CY CODE AMKR SUNE TER ….. SCTY AMAT KLAC NVDA TEL SANM GTAT JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.64% Top=PH CMI JKS ETN FLS XYL HON GE ….. AGCO ENS AOS GTLS MIDD BGC KMT GNRC=Bottom (Manufacturing)
COHW(47): 0.53% Top=SWIR BBRY GOGO TMUS SNDK COMM QCOM RKUS ….. PANW LXK WIN CCOI NSR EMC HPQ XLS=Bottom (Computer Hardware/Telecom)
REAL(73): 0.45% Top=EJ ESRT DLR OHI DRH WAC LHO AIV ….. CLNY SHO PCL SKT CUZ AMT RHP GLPI=Bottom (Real Estate)
FINA(81): 0.39% Top=EV SCHW AMTD IVZ DFS LAZ KEY WETF ….. BX PHH ACAS CBOE FMER OCN APO EVR=Bottom (Banks/Financials)
META(25): 0.34% Top=CENX SLCA FCX TCK CCJ BTU AA PAAS ….. X SWC GG NEM EGO ABX AEM AKS=Bottom (Metals & Mining)
MATE(31): 0.28% Top=BZH KBH FLR FAST MAS TREX WM DHI ….. USG VMC PWR TPH DAR MDC MDR OC=Bottom (Materials & Construction)
ENER(112): 0.21% Top=EXXI PBF SN ESV BPL CXO ATHL HFC ….. SGY SFY BAS HOS RIG ROSE REXX RES=Bottom (Energy)
CONS(57): 0.19% Top=RDEN WWW PVH COH RL SHOO FL VFC ….. BERY MWV OI IP MAT IRBT KS UFS=Bottom (Consumer)
INSU(33): 0.18% Top=AFSI LNC WRB L AGO AIG WSH ORI ….. FNF BRO PRU GNW FAF RDN MTG MBI=Bottom (Insurance)
CHEM(30): 0.15% Top=HUN CE OLN MON ASH MEOH EMN DOW ….. GRA PX POT CHMT APD POL FTK TROX=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.07% Top=AMSG HGR THOR MOH HNT THC KND WX ….. MD ABT PKI PRXL DXCM ZLTQ OPK PODD=Bottom (Health)
LEIS(32): 0.05% Top=NDLS DNKN SEAS PNRA MAR YUM SIX MGM ….. MPEL WEN QUNR CAKE JACK LTM BYD OWW=Bottom (Leisure)
COSW(83): -0.06% Top=PWRD JD NQ MDRX FFIV YELP SNCR BR ….. CVLT WBMD DBD WWWW QLIK SPLK MDSO CSOD=Bottom (Computer Software/Internet)
DISV(49): -0.07% Top=JEC ADT ULTA Z KBR URI SBAC TYC ….. TMH VNTV ACM ATHN RRD AAN ASGN HTZ=Bottom (Diversified Services)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/19/2014

Filed under: Market Stats — daytrend @ 3:03 pm

Closing Stats
by daytrend on 20140819. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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
50.4% of stocks are above yesterday’s high.
79.0% are above yesterday’s midpoint. (21.0% are below.)
5.8% are below yesterday’s low.
43.8% are inside yesterday’s range.
81.6% of stocks with today’s high > yesterday’s high. (18.4% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND
61.7% of stocks are above today’s open. (36.6% are below).
59.9% of stocks are above today’s open and yesterday’s close.
27.4% are below both.
30.6% of stocks opened above yesterday’s high.
73.1% of stocks opened above yesterday’s close. (20.3% opened below yesterday’s close).
0.4% 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.
21.6% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN
71.2% of stocks are above yesterday’s close. (28.8% are below.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
2.3% are up 3.5% or more. 0.2% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:23.4%…>=90:39.1%…>=80:62.5%…>=50:86.9%…<=20:2.3%…<=10:0.7%…<=5:0.2%…
9-day: >=95:0.1%…>=90:0.4%…>=80:3.6%…>=50:79.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.7%…>=50:70.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.4% above previous 1 highs, 5.8% below previous 1 lows
46.5% above previous 2 highs, 1.1% below previous 2 lows
43.9% above previous 3 highs, 0.8% below previous 3 lows
42.4% above previous 4 highs, 0.5% below previous 4 lows
39.8% above previous 5 highs, 0.5% below previous 5 lows
37.5% above previous 6 highs, 0.5% below previous 6 lows
37.2% above previous 7 highs, 0.3% below previous 7 lows
36.0% above previous 8 highs, 0.3% below previous 8 lows
34.7% above previous 9 highs, 0.3% below previous 9 lows
32.4% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.2% are above or equal to 8/18 close (1 days ago), 28.8% are below.
89.4% are above or equal to 8/15 close (2 days ago), 10.6% are below.
87.0% are above or equal to 8/14 close (3 days ago), 13.0% are below.
85.4% are above or equal to 8/13 close (4 days ago), 14.6% are below.
86.5% are above or equal to 8/12 close (5 days ago), 13.5% are below.
80.8% are above or equal to 8/11 close (6 days ago), 19.2% are below.
85.0% are above or equal to 8/8 close (7 days ago), 15.0% are below.
90.4% are above or equal to 8/7 close (8 days ago), 9.6% are below.
86.0% are above or equal to 8/6 close (9 days ago), 14.0% are below.
84.1% are above or equal to 8/5 close (10 days ago), 15.9% are below.
77.7% are above or equal to 8/4 close (11 days ago), 22.3% are below.
82.7% are above or equal to 8/1 close (12 days ago), 17.3% are below.
77.3% are above or equal to 7/31 close (13 days ago), 22.7% are below.
58.4% are above or equal to 7/30 close (14 days ago), 41.6% are below.
59.0% are above or equal to 7/29 close (15 days ago), 41.0% are below.
55.3% are above or equal to 7/28 close (16 days ago), 44.7% are below.
55.3% are above or equal to 7/25 close (17 days ago), 44.7% are below.
47.9% are above or equal to 7/24 close (18 days ago), 52.1% are below.
48.0% are above or equal to 7/23 close (19 days ago), 52.0% are below.
48.7% are above or equal to 7/22 close (20 days ago), 51.3% are below.
53.0% are above or equal to 7/21 close (21 days ago), 47.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.5% new highs, 0.5% new lows
21d: 22.2% new highs, 0.5% new lows
42d: 15.1% new highs, 0.4% new lows
63d: 13.9% new highs, 0.4% new lows
126d: 10.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.1% above, 29.9% below
3-day: 86.3% above, 13.7% below
4-day: 87.5% above, 12.5% below
5-day: 87.6% above, 12.4% below
8-day: 86.4% above, 13.6% below
10-day: 87.4% above, 12.6% below
20-day: 74.8% above, 25.2% below
50-day: 57.1% above, 42.9% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140819 Closing)
REAL(78): 2.90% Top=NCT PCL KIM REXR RHP BDN HLSS DRE ….. TWO STWD AMT GLPI NSM NRF EJ WAC=Bottom (Real Estate)
MATE(31): 1.53% Top=RYL LEN DHI TREX MTH KBH OC USG ….. FAST PWR CVA CLH VMC MTZ DAR FLR=Bottom (Materials & Construction)
RETA(65): 1.48% Top=TJX HD PIR URBN AEO ROST RH JCP ….. KMX WFM ORLY VSI LINTA DG DANG GES=Bottom (Retail & Specialty Retail)
ELEC(55): 1.03% Top=JASO TSL CAVM CODE FSL IDTI CRUS AMBA ….. MXIM FSLR INTC AMAT TRMB CGNX OVTI SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(114): 0.73% Top=MHR WPX REXX UPL PBF BBG WNR ALJ ….. SFY CJES RES ROSE AREX LPI RSPP ATHL=Bottom (Energy)
HEAL(59): 0.53% Top=KND MOH BKD THOR GMED HNT CNC AET ….. CYH PODD BCR PKI THC MR IRWD OPK=Bottom (Health)
DISV(50): 0.52% Top=WTW HMSY AL ASGN DV R CATM HTZ ….. SCI PCLN VRSK MA XRS ADT CAR SBAC=Bottom (Diversified Services)
COSW(83): 0.48% Top=NOW FFIV QLIK MDAS SNCR RHT CTSH N ….. LNKD AWAY ATVI TRI TRAK RATE CSOD FEYE=Bottom (Computer Software/Internet)
CONS(57): 0.47% Top=UFS LULU WWW FL WHR KATE AVY LEG ….. BC BERY NWL JAH CL ENR SKX GPK=Bottom (Consumer)
MANU(43): 0.40% Top=KMT JKS MHK CMI ZBRA GNRC ATU JOY ….. DE DDD CFX HON MIDD AGCO BWC GTLS=Bottom (Manufacturing)
LEIS(33): 0.38% Top=EAT PNRA NDLS TXRH STAY SIX SGMS DNKN ….. LVS MGM CCL BLMN WYN BYD JACK SEAS=Bottom (Leisure)
COHW(46): 0.32% Top=UBNT JNPR RKUS CCOI AAPL XLS SNDK ARUN ….. OLED NSR WIN CIEN T NTAP WDC FNSR=Bottom (Computer Hardware/Telecom)
CHEM(31): 0.31% Top=GPRE WLK RPM AXLL GRA MEOH IFF DD ….. PX POL TROX FMC CF FTK POT CHMT=Bottom (Chemicals/Fertilizers)
FINA(81): 0.14% Top=WDR PHH LAZ JNS PACW AXP OCN FHN ….. FNFG AINV FSC HBAN AMTD RF APO ICE=Bottom (Banks/Financials)
TRAN(27): 0.09% Top=TRN GLNG AIRM CHRW UPS YRCW UNP HA ….. LUV UAL KSU ALK AAL XPO CNW SAVE=Bottom (Transportation)
INSU(33): -0.00% Top=MTG RDN FAF AON MMC LNC HIG BRO ….. TMK WRB ALL PRU UNM MBI AGO AFSI=Bottom (Insurance)
META(27): -0.38% Top=BTU SLCA STLD HSC CNX AA NUE AKS ….. SCCO TCK PAAS AUY SLW SWC SSRI CCJ=Bottom (Metals & Mining)

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

08/18/2014

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

Closing Stats
by daytrend on 20140818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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
53.5% of stocks are above yesterday’s high.
89.4% are above yesterday’s midpoint. (10.6% are below.)
1.7% are below yesterday’s low.
44.8% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
6.8% of stocks with today’s low < yesterday’s low. (93.2% greater than).

EVIDENCE OF INTRADAY TREND
76.2% of stocks are above today’s open. (22.9% are below).
75.5% of stocks are above today’s open and yesterday’s close.
10.7% are below both.
21.7% of stocks opened above yesterday’s high.
93.4% of stocks opened above yesterday’s close. (5.7% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
28.0% of stocks are in the top 10% of today’s range.
45.0% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN
88.8% of stocks are above yesterday’s close. (11.2% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
3.0% are up 3.5% or more. 0.0% are down 3.5% or more.
42.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:20.8%…>=90:34.4%…>=80:56.0%…>=50:89.3%…<=20:2.1%…<=10:0.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:73.2%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:65.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
53.5% above previous 1 highs, 1.7% below previous 1 lows
46.8% above previous 2 highs, 1.3% below previous 2 lows
44.0% above previous 3 highs, 1.0% below previous 3 lows
41.1% above previous 4 highs, 0.8% below previous 4 lows
39.0% above previous 5 highs, 0.8% below previous 5 lows
38.7% above previous 6 highs, 0.6% below previous 6 lows
35.9% above previous 7 highs, 0.5% below previous 7 lows
34.8% above previous 8 highs, 0.4% below previous 8 lows
32.8% above previous 9 highs, 0.4% below previous 9 lows
32.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.8% are above or equal to 8/15 close (1 days ago), 11.2% are below.
84.4% are above or equal to 8/14 close (2 days ago), 15.6% are below.
83.9% are above or equal to 8/13 close (3 days ago), 16.1% are below.
84.6% are above or equal to 8/12 close (4 days ago), 15.4% are below.
76.9% are above or equal to 8/11 close (5 days ago), 23.1% are below.
81.0% are above or equal to 8/8 close (6 days ago), 19.0% are below.
89.7% are above or equal to 8/7 close (7 days ago), 10.3% are below.
83.2% are above or equal to 8/6 close (8 days ago), 16.8% are below.
81.4% are above or equal to 8/5 close (9 days ago), 18.6% are below.
74.9% are above or equal to 8/4 close (10 days ago), 25.1% are below.
80.2% are above or equal to 8/1 close (11 days ago), 19.8% are below.
74.3% are above or equal to 7/31 close (12 days ago), 25.7% are below.
53.8% are above or equal to 7/30 close (13 days ago), 46.2% are below.
54.6% are above or equal to 7/29 close (14 days ago), 45.4% are below.
51.9% are above or equal to 7/28 close (15 days ago), 48.1% are below.
50.5% are above or equal to 7/25 close (16 days ago), 49.5% are below.
45.0% are above or equal to 7/24 close (17 days ago), 55.0% are below.
44.7% are above or equal to 7/23 close (18 days ago), 55.3% are below.
44.9% are above or equal to 7/22 close (19 days ago), 55.1% are below.
49.2% are above or equal to 7/21 close (20 days ago), 50.8% are below.
45.9% are above or equal to 7/18 close (21 days ago), 54.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.6% new highs, 1.1% new lows
21d: 16.2% new highs, 1.1% new lows
42d: 11.2% new highs, 0.9% new lows
63d: 10.5% new highs, 0.5% new lows
126d: 7.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.8% above, 12.2% below
3-day: 89.3% above, 10.7% below
4-day: 88.0% above, 12.0% below
5-day: 87.8% above, 12.2% below
8-day: 86.5% above, 13.5% below
10-day: 86.6% above, 13.4% below
20-day: 68.7% above, 31.3% below
50-day: 53.7% above, 46.3% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140818 Closing)
TRAN(28): 2.33% Top=GBX HA UAL AAL LUV SAVE ALK JBLU ….. CSX GLNG FDX UPS CNI KSU CP TDW=Bottom (Transportation)
MATE(31): 1.73% Top=BZH TPH MTH KBH PHM SPF MDC EXP ….. MLM WM DAR MDR CVA RYN RSG TREX=Bottom (Materials & Construction)
DISV(53): 1.69% Top=HMSY HTZ WTW AAN MAN AL MMS MYGN ….. TW SCI CXW PCLN TMH MCO GEO Z=Bottom (Diversified Services)
RETA(65): 1.47% Top=DG AEO JCP DANG GES GME BBY URBN ….. SFM CST KR SHLD PETM HD RAD DLTR=Bottom (Retail & Specialty Retail)
COSW(85): 1.40% Top=ACXM WBMD NQ DATA DWRE PTC CSOD GRPN ….. CA BIDU MDSO AOL MDRX ATVI LNKD FEYE=Bottom (Computer Software/Internet)
MANU(43): 1.36% Top=RXN FLS JOY MIDD KMT RS ITT MHK ….. ATI PCP SWK DDD MRC GTLS DRC JKS=Bottom (Manufacturing)
ELEC(55): 1.33% Top=GTAT JASO CSIQ TSL AMBA IDTI SPWR SUNE ….. TXN GRMN SWKS LLTC XLNX MCHP INVN AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 1.30% Top=SGMS BYD OWW RCL SIX DRI TXRH EAT ….. DPZ BLMN QUNR DNKN MCD MAR MGM NDLS=Bottom (Leisure)
CONS(57): 1.24% Top=BC KATE PAY FBHS GT SKX HBI TUMI ….. CLX COH JAH RKT TUP ENR BMS NUS=Bottom (Consumer)
META(27): 1.18% Top=AKS X STLD NUE CENX SSRI PAAS AA ….. ABX AUY BTU EGO GG NEM CNX WLT=Bottom (Metals & Mining)
CHEM(32): 1.13% Top=WLK GPRE GRA CHMT CF MEOH DOW ASH ….. TROX HUN OLN RPM SHW FMC WPZ MON=Bottom (Chemicals/Fertilizers)
FINA(83): 1.10% Top=WETF FNGN UMPQ SCHW TCB FNFG KKR PFG ….. CIT AINV SLM ARMK PHH BX FRC OCN=Bottom (Banks/Financials)
HEAL(61): 1.00% Top=PODD SPNC ZLTQ AMSG THC DGX BKD WX ….. MDT VOLC HOLX SEM KND GMED IRWD HGR=Bottom (Health)
INSU(35): 0.99% Top=MTG CNO GNW LNC AIZ PRU MET AJG ….. VR CINF WSH RDN MBI L FNF AFSI=Bottom (Insurance)
REAL(77): 0.97% Top=DRH EJ BEE SHO LHO ACC DCT CUZ ….. TWO NLY MAC AGNC CLNY GLPI ARCP PMT=Bottom (Real Estate)
COHW(46): 0.88% Top=UBNT GOGO CIEN RKUS XLS CCOI BBRY FNSR ….. BCE T MSI COMM BRCD NTAP TMUS ARRS=Bottom (Computer Hardware/Telecom)
ENER(115): 0.37% Top=PBF DK WFT PSX BCEI CRK PES MTDR ….. DO ECA HES MHR PWE COP EXXI ETE=Bottom (Energy)

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/

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