daytrend

05/23/2013

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

Closing Stats
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
3.3% of stocks are above yesterday’s high.
15.8% are above yesterday’s midpoint. (84.2% are below.)
34.3% are below yesterday’s low.
62.4% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
94.1% of stocks with today’s low < yesterday’s low. (5.9% greater than).

EVIDENCE OF INTRADAY TREND
76.6% of stocks are above today’s open. (22.4% are below).
37.9% of stocks are above today’s open and yesterday’s close.
21.2% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.5% of stocks are in the top 10% of today’s range.
42.9% are in the top 20%.
83.2% are in the top half. 16.8% of stocks are in the bottom half of today’s range.
4.0% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
40.5% of stocks are above yesterday’s close. (59.5% are below.)
1.4% are up 4.5% or more. 0.6% are down 4.5% or more.
2.2% are up 3.5% or more. 1.4% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.4%…>=90:2.3%…>=80:6.2%…>=50:25.4%…<=20:43.8%…<=10:25.1%…<=5:10.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:60.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:67.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.3% above previous 1 highs, 34.3% below previous 1 lows
2.7% above previous 2 highs, 32.5% below previous 2 lows
2.2% above previous 3 highs, 28.7% below previous 3 lows
2.1% above previous 4 highs, 24.9% below previous 4 lows
2.1% above previous 5 highs, 21.8% below previous 5 lows
1.7% above previous 6 highs, 18.8% below previous 6 lows
1.6% above previous 7 highs, 16.1% below previous 7 lows
1.4% above previous 8 highs, 13.5% below previous 8 lows
1.4% above previous 9 highs, 12.5% below previous 9 lows
1.3% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.5% are above or equal to 5/22 close (1 days ago), 59.5% are below.
15.2% are above or equal to 5/21 close (2 days ago), 84.8% are below.
20.5% are above or equal to 5/20 close (3 days ago), 79.5% are below.
27.8% are above or equal to 5/17 close (4 days ago), 72.2% are below.
47.6% are above or equal to 5/16 close (5 days ago), 52.4% are below.
40.4% are above or equal to 5/15 close (6 days ago), 59.6% are below.
44.4% are above or equal to 5/14 close (7 days ago), 55.6% are below.
55.7% are above or equal to 5/13 close (8 days ago), 44.3% are below.
52.9% are above or equal to 5/10 close (9 days ago), 47.1% are below.
59.3% are above or equal to 5/9 close (10 days ago), 40.7% are below.
57.2% are above or equal to 5/8 close (11 days ago), 42.8% are below.
62.2% are above or equal to 5/7 close (12 days ago), 37.8% are below.
65.9% are above or equal to 5/6 close (13 days ago), 34.1% are below.
70.5% are above or equal to 5/3 close (14 days ago), 29.5% are below.
75.7% are above or equal to 5/2 close (15 days ago), 24.3% are below.
79.8% are above or equal to 5/1 close (16 days ago), 20.2% are below.
73.5% are above or equal to 4/30 close (17 days ago), 26.5% are below.
77.2% are above or equal to 4/29 close (18 days ago), 22.8% are below.
79.9% are above or equal to 4/26 close (19 days ago), 20.1% are below.
76.8% are above or equal to 4/25 close (20 days ago), 23.2% are below.
78.1% are above or equal to 4/24 close (21 days ago), 21.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 10.6% new lows
21d: 2.1% new highs, 10.3% new lows
42d: 2.1% new highs, 4.2% new lows
63d: 1.7% new highs, 3.1% new lows
126d: 1.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.2% above, 60.8% below
3-day: 22.3% above, 77.7% below
4-day: 19.6% above, 80.4% below
5-day: 22.1% above, 77.9% below
8-day: 32.6% above, 67.4% below
10-day: 38.4% above, 61.6% below
20-day: 64.0% above, 36.0% below
50-day: 76.1% above, 23.9% below
200-day: 84.8% above, 15.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.69% Top=MDC HOV LEN KBH FAST MTH TOL MAS ….. WM FLR CVA PWR MLM DHI MTZ MDR=Bottom (Materials & Construction)
TRAN(24): 0.52% Top=AIRM EXPD UAL ALK LUV JBLU DAL CHRW ….. CNW GLNG CNI UPS UNP SWFT CP CSX=Bottom (Transportation)
HEAL(46): 0.37% Top=EW CYH HNT VOLC PODD THOR WCG HCA ….. MR SYK TMO VAR ALGN A STJ IRWD=Bottom (Health)
DISV(46): 0.22% Top=LPS Z ADT WOOF APOL RRD URS HPY ….. WTW V RCII MA CXW MAN GEO AL=Bottom (Diversified Services)
INSU(41): 0.20% Top=FNF CLGX AFSI MTG MBI RDN ACGL BRO ….. PRU L AON HIG MMC RGA AGO RE=Bottom (Insurance)
CHEM(29): 0.09% Top=AXLL MEOH CYT MOS RPM FMC MON ASH ….. PPG SHW HUN GRA APD CE TROX POT=Bottom (Chemicals/Fertilizers)
COHW(45): 0.07% Top=HPQ WDC SYNA SSYS WIN TMUS VSAT ARUN ….. RKUS PLCM FIO QCOM RVBD TDC FNSR INFN=Bottom (Computer Hardware/Telecom)
RETA(66): 0.04% Top=DLTR JCP WSM BBY EXPR BBBY PETM DG ….. CAB SIG TIF TFM AEO AAP LL CSTR=Bottom (Retail & Specialty Retail)
ELEC(53): -0.05% Top=WFR CSIQ SCTY ATML DLB TQNT SNPS NVDA ….. FSLR JBL SMTC IPGP ONNN FCS JASO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): -0.08% Top=BBG XEC EXXI CHK UPL COG PDCE ROSE ….. DVN PTEN APA DK EVEP NTI RGP HK=Bottom (Energy)
COSW(77): -0.08% Top=CVLT EA ANGI VCLK IACI DBD QLIK RAX ….. SFLY GRPN YNDX IRM SINA YHOO NOW SYMC=Bottom (Computer Software/Internet)
CONS(56): -0.22% Top=PAY LF BC MWV IP WHR FOSL CHD ….. CROX SKX NKE FNP TPX DECK OI RL=Bottom (Consumer)
LEIS(28): -0.24% Top=DPZ BYD DRI KKD HOT EXPE CAKE BYI ….. SBUX EAT H MGM LVS CZR WYNN MPEL=Bottom (Leisure)
MANU(40): -0.31% Top=DOV AGCO KMT CFX TEX DE TKR AOS ….. PCP ATI PNR JOY EMR XYL SWK PPO=Bottom (Manufacturing)
FINA(76): -0.61% Top=CME AINV CBOE SEIC JNS BBT FSC FITB ….. PBCT MS SF KKR WETF RJF OZM APO=Bottom (Banks/Financials)
META(29): -0.68% Top=KGC IAG ACI CNX ANR AUY RGLD SLW ….. AA FCX MCP SWC SCCO TRQ CLF WLT=Bottom (Metals & Mining)
REAL(81): -1.20% Top=EQR WAC SBY PMT NRF DLR NCT CWH ….. UDR HR LXP VTR O OHI HCN HCP=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 2:49 pm

Market Stats at 3:49 pm ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
2.3% of stocks are above yesterday’s high.
13.7% are above yesterday’s midpoint. (86.3% are below.)
39.8% are below yesterday’s low.
57.9% are inside yesterday’s range.
5.7% of stocks with today’s high > yesterday’s high. (94.3% less than).
94.1% of stocks with today’s low < yesterday’s low. (5.9% greater than).

EVIDENCE OF INTRADAY TREND
73.9% of stocks are above today’s open. (25.5% are below).
34.4% of stocks are above today’s open and yesterday’s close.
24.3% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.1% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
79.0% are in the top half. 21.0% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN
37.1% of stocks are above yesterday’s close. (62.9% are below.)
0.9% are up 4.5% or more. 0.6% are down 4.5% or more.
2.1% are up 3.5% or more. 1.7% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:2.3%…>=80:5.3%…>=50:23.6%…<=20:48.1%…<=10:27.5%…<=5:11.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:57.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 39.8% below previous 1 lows
1.8% above previous 2 highs, 38.1% below previous 2 lows
1.6% above previous 3 highs, 32.9% below previous 3 lows
1.5% above previous 4 highs, 27.5% below previous 4 lows
1.5% above previous 5 highs, 24.5% below previous 5 lows
1.3% above previous 6 highs, 20.5% below previous 6 lows
1.0% above previous 7 highs, 17.4% below previous 7 lows
0.9% above previous 8 highs, 14.8% below previous 8 lows
0.9% above previous 9 highs, 13.4% below previous 9 lows
0.7% above previous 10 highs, 12.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.1% are above or equal to 5/22 close (1 days ago), 62.9% are below.
14.3% are above or equal to 5/21 close (2 days ago), 85.7% are below.
18.5% are above or equal to 5/20 close (3 days ago), 81.5% are below.
25.8% are above or equal to 5/17 close (4 days ago), 74.2% are below.
45.2% are above or equal to 5/16 close (5 days ago), 54.8% are below.
38.2% are above or equal to 5/15 close (6 days ago), 61.8% are below.
42.3% are above or equal to 5/14 close (7 days ago), 57.7% are below.
54.3% are above or equal to 5/13 close (8 days ago), 45.7% are below.
51.4% are above or equal to 5/10 close (9 days ago), 48.6% are below.
57.9% are above or equal to 5/9 close (10 days ago), 42.1% are below.
56.4% are above or equal to 5/8 close (11 days ago), 43.6% are below.
60.9% are above or equal to 5/7 close (12 days ago), 39.1% are below.
65.1% are above or equal to 5/6 close (13 days ago), 34.9% are below.
69.8% are above or equal to 5/3 close (14 days ago), 30.2% are below.
74.7% are above or equal to 5/2 close (15 days ago), 25.3% are below.
79.7% are above or equal to 5/1 close (16 days ago), 20.3% are below.
72.9% are above or equal to 4/30 close (17 days ago), 27.1% are below.
76.2% are above or equal to 4/29 close (18 days ago), 23.8% are below.
79.6% are above or equal to 4/26 close (19 days ago), 20.4% are below.
76.6% are above or equal to 4/25 close (20 days ago), 23.4% are below.
78.0% are above or equal to 4/24 close (21 days ago), 22.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 10.5% new lows
21d: 2.1% new highs, 10.1% new lows
42d: 2.1% new highs, 4.2% new lows
63d: 1.7% new highs, 3.1% new lows
126d: 1.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.6% above, 64.4% below
3-day: 19.4% above, 80.6% below
4-day: 18.7% above, 81.3% below
5-day: 19.5% above, 80.5% below
8-day: 30.1% above, 69.9% below
10-day: 35.5% above, 64.5% below
20-day: 62.3% above, 37.7% below
50-day: 75.2% above, 24.8% below
200-day: 84.5% above, 15.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.67% Top=HOV LEN MDC KBH MAS FAST TOL MTH ….. RYN CVA WM FLR PWR MLM MTZ MDR=Bottom (Materials & Construction)
TRAN(24): 0.35% Top=EXPD AIRM UAL ALK LUV JBLU DAL CHRW ….. CNW UPS CNI UNP CP SWFT GLNG CSX=Bottom (Transportation)
HEAL(46): 0.26% Top=EW CYH HNT PODD HCA HMA THOR VOLC ….. MR TMO SYK ALGN VAR A STJ IRWD=Bottom (Health)
DISV(46): 0.10% Top=LPS Z ADT WOOF APOL URS HPY JEC ….. CXW V ABCO MA RCII MAN GEO AL=Bottom (Diversified Services)
INSU(41): 0.01% Top=FNF CLGX AFSI MTG MBI RDN AXS ACGL ….. PRU L AON MMC HIG AGO RGA RE=Bottom (Insurance)
CHEM(29): -0.05% Top=AXLL CYT MEOH MOS MON RPM FMC ASH ….. DD EMN GRA HUN APD CE POT TROX=Bottom (Chemicals/Fertilizers)
COHW(45): -0.05% Top=HPQ WDC SYNA SSYS WIN ARUN TMUS VSAT ….. TDS NIHD VIP QCOM RVBD TDC FNSR INFN=Bottom (Computer Hardware/Telecom)
RETA(66): -0.11% Top=DLTR JCP WSM BBY PETM BBBY EXPR DG ….. CAB NFLX TIF TFM AEO AAP LL CSTR=Bottom (Retail & Specialty Retail)
COSW(77): -0.18% Top=CVLT EA ANGI VCLK QLIK ATVI DBD IACI ….. IRM SWI FTNT GRPN YHOO SINA TRLA SYMC=Bottom (Computer Software/Internet)
ENER(101): -0.24% Top=XEC BBG PDCE EXXI CHK UPL COG ROSE ….. SPN PTEN RGP PBF APA DK NTI HK=Bottom (Energy)
ELEC(53): -0.29% Top=WFR CSIQ SCTY ATML TQNT DLB NVDA SNPS ….. JBL FSLR SMTC IPGP ONNN FCS JASO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.35% Top=PAY LF BC MWV WHR IP NUS IRBT ….. SKX ZQK NKE TPX FNP OI DECK RL=Bottom (Consumer)
LEIS(28): -0.44% Top=DPZ BYD KKD DRI HOT EXPE CAKE WYN ….. EAT MGM YUM H LVS CZR WYNN MPEL=Bottom (Leisure)
MANU(40): -0.49% Top=DOV AGCO KMT DE CFX GNRC AOS TEX ….. ATI PNR MTW EMR JOY XYL SWK PPO=Bottom (Manufacturing)
FINA(76): -0.78% Top=AINV CME CBOE JNS SEIC BBT FITB FSC ….. MS ACAS KKR SF OZM RJF WETF APO=Bottom (Banks/Financials)
META(29): -0.80% Top=KGC IAG AUY ANR CNX ACI SLW RGLD ….. X FCX SWC MCP SCCO TRQ CLF WLT=Bottom (Metals & Mining)
REAL(81): -1.25% Top=SBY EQR PMT WAC CWH DLR NCT NRF ….. UDR HR LXP O VTR HCP HCN OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:49 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:35 pm

Market Stats at 3:34 pm ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
2.8% of stocks are above yesterday’s high.
14.9% are above yesterday’s midpoint. (85.1% are below.)
35.6% are below yesterday’s low.
61.6% are inside yesterday’s range.
5.7% of stocks with today’s high > yesterday’s high. (94.3% less than).
94.0% of stocks with today’s low < yesterday’s low. (6.0% greater than).

EVIDENCE OF INTRADAY TREND
77.3% of stocks are above today’s open. (22.3% are below).
37.9% of stocks are above today’s open and yesterday’s close.
21.0% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.2% of stocks are in the top 10% of today’s range.
39.9% are in the top 20%.
84.1% are in the top half. 15.9% of stocks are in the bottom half of today’s range.
3.7% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
40.1% of stocks are above yesterday’s close. (59.9% are below.)
1.2% are up 4.5% or more. 0.3% are down 4.5% or more.
2.1% are up 3.5% or more. 1.3% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.2%…>=80:5.3%…>=50:24.8%…<=20:43.9%…<=10:24.7%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:60.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:67.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.8% above previous 1 highs, 35.6% below previous 1 lows
2.3% above previous 2 highs, 33.8% below previous 2 lows
2.1% above previous 3 highs, 29.3% below previous 3 lows
1.8% above previous 4 highs, 24.9% below previous 4 lows
1.8% above previous 5 highs, 22.0% below previous 5 lows
1.5% above previous 6 highs, 18.3% below previous 6 lows
1.3% above previous 7 highs, 15.7% below previous 7 lows
1.2% above previous 8 highs, 12.9% below previous 8 lows
1.2% above previous 9 highs, 12.0% below previous 9 lows
1.0% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.1% are above or equal to 5/22 close (1 days ago), 59.9% are below.
15.7% are above or equal to 5/21 close (2 days ago), 84.3% are below.
20.5% are above or equal to 5/20 close (3 days ago), 79.5% are below.
27.2% are above or equal to 5/17 close (4 days ago), 72.8% are below.
46.4% are above or equal to 5/16 close (5 days ago), 53.6% are below.
39.3% are above or equal to 5/15 close (6 days ago), 60.7% are below.
43.6% are above or equal to 5/14 close (7 days ago), 56.4% are below.
55.2% are above or equal to 5/13 close (8 days ago), 44.8% are below.
52.9% are above or equal to 5/10 close (9 days ago), 47.1% are below.
58.9% are above or equal to 5/9 close (10 days ago), 41.1% are below.
57.2% are above or equal to 5/8 close (11 days ago), 42.8% are below.
61.9% are above or equal to 5/7 close (12 days ago), 38.1% are below.
65.9% are above or equal to 5/6 close (13 days ago), 34.1% are below.
70.4% are above or equal to 5/3 close (14 days ago), 29.6% are below.
75.2% are above or equal to 5/2 close (15 days ago), 24.8% are below.
80.3% are above or equal to 5/1 close (16 days ago), 19.7% are below.
73.6% are above or equal to 4/30 close (17 days ago), 26.4% are below.
77.0% are above or equal to 4/29 close (18 days ago), 23.0% are below.
79.7% are above or equal to 4/26 close (19 days ago), 20.3% are below.
76.9% are above or equal to 4/25 close (20 days ago), 23.1% are below.
77.9% are above or equal to 4/24 close (21 days ago), 22.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 10.5% new lows
21d: 2.1% new highs, 10.1% new lows
42d: 2.1% new highs, 4.2% new lows
63d: 1.7% new highs, 3.1% new lows
126d: 1.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.1% above, 60.9% below
3-day: 20.8% above, 79.2% below
4-day: 20.2% above, 79.8% below
5-day: 20.9% above, 79.1% below
8-day: 30.8% above, 69.2% below
10-day: 37.0% above, 63.0% below
20-day: 63.8% above, 36.2% below
50-day: 76.1% above, 23.9% below
200-day: 84.8% above, 15.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.69% Top=MDC LEN HOV KBH FAST TOL MAS MTH ….. WM CVA FWLT PWR FLR MLM MTZ MDR=Bottom (Materials & Construction)
TRAN(24): 0.45% Top=EXPD AIRM UAL ALK LUV JBLU DAL SAVE ….. CNW UPS CNI UNP CP CSX SWFT GLNG=Bottom (Transportation)
HEAL(46): 0.35% Top=EW HNT HCA CYH PODD VOLC THOR AET ….. MR VAR TMO SYK ALGN A STJ IRWD=Bottom (Health)
INSU(41): 0.18% Top=FNF CLGX AFSI MBI MTG RDN AIG AXS ….. PRU AON L HIG MMC AGO RGA RE=Bottom (Insurance)
DISV(46): 0.15% Top=LPS Z ADT WOOF APOL URS JEC HPY ….. ABCO AAN MA WTW RCII GEO MAN AL=Bottom (Diversified Services)
COHW(45): 0.09% Top=HPQ WDC SYNA SSYS WIN VSAT TMUS CTL ….. LXK NIHD VIP QCOM RVBD TDC FNSR INFN=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.00% Top=AXLL CYT MOS MON MEOH FMC RPM OLN ….. GRA EMN VAL HUN APD POT CE TROX=Bottom (Chemicals/Fertilizers)
RETA(66): -0.02% Top=DLTR JCP WSM BBY PETM BBBY EXPR DG ….. TIF KORS TFM AEO CAB AAP LL CSTR=Bottom (Retail & Specialty Retail)
COSW(77): -0.09% Top=CVLT EA VCLK ANGI RAX QLIK ATVI IACI ….. SFLY YNDX FTNT SINA SWI YHOO TRLA SYMC=Bottom (Computer Software/Internet)
ENER(101): -0.13% Top=BBG XEC EXXI UPL COG PDCE CHK WPX ….. HFC PTEN SPN APA DK RGP NTI HK=Bottom (Energy)
ELEC(53): -0.19% Top=WFR CSIQ SCTY ATML TQNT DLB NVDA SNPS ….. JBL FSLR IPGP JASO ONNN SMTC FCS CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.21% Top=PAY LF MWV BC WHR IP NUS LULU ….. CROX HAR NKE TPX OI FNP DECK RL=Bottom (Consumer)
LEIS(28): -0.30% Top=DPZ BYD KKD DRI HOT EXPE WYN TXRH ….. EAT SBUX MGM H LVS WYNN CZR MPEL=Bottom (Leisure)
MANU(40): -0.39% Top=DOV AGCO TEX KMT DE CFX AOS GNRC ….. PNR RS ATI EMR JOY XYL SWK PPO=Bottom (Manufacturing)
FINA(76): -0.60% Top=CME AINV JNS CBOE SEIC FITB FSC AXP ….. IVZ ACAS SF KKR OZM RJF WETF APO=Bottom (Banks/Financials)
META(29): -0.61% Top=KGC IAG ACI ANR CNX AUY SLW NEM ….. X FCX SWC MCP SCCO TRQ CLF WLT=Bottom (Metals & Mining)
REAL(81): -1.14% Top=SBY CWH PMT NRF WAC DLR EQR MFA ….. UDR HR VTR O LXP HCP OHI HCN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:35 pm

Market Stats at 2:34 pm ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
2.1% of stocks are above yesterday’s high.
12.7% are above yesterday’s midpoint. (87.3% are below.)
40.9% are below yesterday’s low.
57.0% are inside yesterday’s range.
4.8% of stocks with today’s high > yesterday’s high. (95.2% less than).
94.0% of stocks with today’s low < yesterday’s low. (6.0% greater than).

EVIDENCE OF INTRADAY TREND
72.9% of stocks are above today’s open. (26.0% are below).
34.4% of stocks are above today’s open and yesterday’s close.
24.5% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.9% of stocks are in the top 10% of today’s range.
34.4% are in the top 20%.
77.7% are in the top half. 22.3% of stocks are in the bottom half of today’s range.
4.5% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
36.8% of stocks are above yesterday’s close. (63.2% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
1.6% are up 3.5% or more. 1.3% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.0%…>=80:4.8%…>=50:21.1%…<=20:48.0%…<=10:27.3%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:57.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.1% above previous 1 highs, 40.9% below previous 1 lows
1.8% above previous 2 highs, 38.6% below previous 2 lows
1.7% above previous 3 highs, 33.8% below previous 3 lows
1.6% above previous 4 highs, 28.5% below previous 4 lows
1.6% above previous 5 highs, 24.6% below previous 5 lows
1.4% above previous 6 highs, 20.5% below previous 6 lows
1.2% above previous 7 highs, 17.1% below previous 7 lows
1.0% above previous 8 highs, 14.2% below previous 8 lows
1.0% above previous 9 highs, 13.1% below previous 9 lows
0.9% above previous 10 highs, 12.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.8% are above or equal to 5/22 close (1 days ago), 63.2% are below.
13.8% are above or equal to 5/21 close (2 days ago), 86.2% are below.
18.6% are above or equal to 5/20 close (3 days ago), 81.4% are below.
26.2% are above or equal to 5/17 close (4 days ago), 73.8% are below.
44.6% are above or equal to 5/16 close (5 days ago), 55.4% are below.
37.8% are above or equal to 5/15 close (6 days ago), 62.2% are below.
42.7% are above or equal to 5/14 close (7 days ago), 57.3% are below.
54.2% are above or equal to 5/13 close (8 days ago), 45.8% are below.
50.7% are above or equal to 5/10 close (9 days ago), 49.3% are below.
57.3% are above or equal to 5/9 close (10 days ago), 42.7% are below.
56.2% are above or equal to 5/8 close (11 days ago), 43.8% are below.
60.1% are above or equal to 5/7 close (12 days ago), 39.9% are below.
66.0% are above or equal to 5/6 close (13 days ago), 34.0% are below.
69.3% are above or equal to 5/3 close (14 days ago), 30.7% are below.
75.1% are above or equal to 5/2 close (15 days ago), 24.9% are below.
79.5% are above or equal to 5/1 close (16 days ago), 20.5% are below.
72.8% are above or equal to 4/30 close (17 days ago), 27.2% are below.
76.0% are above or equal to 4/29 close (18 days ago), 24.0% are below.
79.8% are above or equal to 4/26 close (19 days ago), 20.2% are below.
76.4% are above or equal to 4/25 close (20 days ago), 23.6% are below.
77.3% are above or equal to 4/24 close (21 days ago), 22.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.8% new highs, 10.5% new lows
21d: 1.8% new highs, 10.1% new lows
42d: 1.8% new highs, 4.2% new lows
63d: 1.5% new highs, 3.1% new lows
126d: 1.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.8% above, 64.2% below
3-day: 18.3% above, 81.7% below
4-day: 17.5% above, 82.5% below
5-day: 18.7% above, 81.3% below
8-day: 29.1% above, 70.9% below
10-day: 35.4% above, 64.6% below
20-day: 62.1% above, 37.9% below
50-day: 74.9% above, 25.1% below
200-day: 84.7% above, 15.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.79% Top=KBH LEN HOV TOL MDC FAST MAS SPF ….. WCN RYN WM PWR CVA MLM MTZ MDR=Bottom (Materials & Construction)
TRAN(24): 0.26% Top=EXPD AIRM UAL ALK LUV JBLU SAVE DAL ….. TDW UPS CNI CP UNP SWFT CSX GLNG=Bottom (Transportation)
DISV(46): 0.18% Top=LPS Z ADT WOOF HPY JEC APOL URS ….. V MA VNTV WTW GEO MAN LOPE AL=Bottom (Diversified Services)
COHW(45): 0.12% Top=HPQ WDC SYNA VSAT SSYS WIN TMUS ARUN ….. VIP PLCM NIHD TDC QCOM RVBD FNSR INFN=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.05% Top=EW HNT PODD THOR CYH DGX AET LH ….. MR BCR SYK ALGN STJ A VAR IRWD=Bottom (Health)
INSU(41): 0.05% Top=FNF AFSI CLGX MTG MBI RDN ACGL AXS ….. AON AFL ORI HIG PRU AGO RGA RE=Bottom (Insurance)
CHEM(29): -0.03% Top=AXLL MON MOS MEOH CYT RPM FMC OLN ….. EMN ASH HUN CE POT WPZ APD TROX=Bottom (Chemicals/Fertilizers)
RETA(66): -0.03% Top=DLTR WSM JCP BBY BBBY PETM DG WFM ….. GME SIG AEO LL TFM CAB AAP CSTR=Bottom (Retail & Specialty Retail)
COSW(77): -0.19% Top=CVLT EA ANGI VCLK RAX ATVI WDAY BR ….. VMW SFLY YNDX SYMC YHOO SINA TRLA GRPN=Bottom (Computer Software/Internet)
ELEC(53): -0.22% Top=CSIQ WFR SCTY TQNT ATML NVDA SNPS DLB ….. TER JBL FSLR SMTC ONNN JASO FCS CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.23% Top=PAY MWV BC WHR IP LF LULU FOSL ….. ZQK TPX NKE DECK FNP HAR OI RL=Bottom (Consumer)
LEIS(28): -0.37% Top=DPZ BYD KKD HOT EXPE TXRH DRI BYI ….. YUM SBUX EAT CMG LVS CZR WYNN MPEL=Bottom (Leisure)
MANU(40): -0.45% Top=DOV AGCO GNRC PLL AOS KMT TEX DE ….. ROK PNR RS GE JOY XYL SWK PPO=Bottom (Manufacturing)
ENER(101): -0.67% Top=XEC COG BBG UPL CHK HERO PDCE EXXI ….. DK ETP SN PTEN APA RGP NTI HK=Bottom (Energy)
FINA(76): -0.75% Top=AINV CME JNS SEIC FITB CBOE BBT FSC ….. ACAS OCN SF KKR WETF RJF OZM APO=Bottom (Banks/Financials)
META(29): -0.81% Top=KGC IAG ANR AUY ACI SLW NEM CNX ….. X SWC FCX CLF MCP TRQ SCCO WLT=Bottom (Metals & Mining)
REAL(81): -1.36% Top=WAC CWH EQR SBY NRF DLR RLGY PMT ….. UDR HR O LXP HCP OHI VTR HCN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:09 pm

Market Stats at 1:08 pm ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
2.3% of stocks are above yesterday’s high.
12.5% are above yesterday’s midpoint. (87.5% are below.)
41.1% are below yesterday’s low.
56.6% are inside yesterday’s range.
4.0% of stocks with today’s high > yesterday’s high. (96.0% less than).
93.9% of stocks with today’s low < yesterday’s low. (6.1% greater than).

EVIDENCE OF INTRADAY TREND
74.6% of stocks are above today’s open. (24.8% are below).
32.4% of stocks are above today’s open and yesterday’s close.
24.0% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.6% of stocks are in the top 10% of today’s range.
35.4% are in the top 20%.
81.8% are in the top half. 18.2% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
34.1% of stocks are above yesterday’s close. (65.9% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 1.2% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:1.7%…>=80:4.5%…>=50:20.9%…<=20:49.8%…<=10:25.5%…<=5:11.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:57.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.3% above previous 1 highs, 41.1% below previous 1 lows
1.8% above previous 2 highs, 39.0% below previous 2 lows
1.7% above previous 3 highs, 33.9% below previous 3 lows
1.7% above previous 4 highs, 28.3% below previous 4 lows
1.6% above previous 5 highs, 24.6% below previous 5 lows
1.4% above previous 6 highs, 20.6% below previous 6 lows
1.4% above previous 7 highs, 17.2% below previous 7 lows
1.3% above previous 8 highs, 14.1% below previous 8 lows
1.2% above previous 9 highs, 12.5% below previous 9 lows
1.2% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.1% are above or equal to 5/22 close (1 days ago), 65.9% are below.
13.3% are above or equal to 5/21 close (2 days ago), 86.7% are below.
17.9% are above or equal to 5/20 close (3 days ago), 82.1% are below.
24.7% are above or equal to 5/17 close (4 days ago), 75.3% are below.
43.8% are above or equal to 5/16 close (5 days ago), 56.2% are below.
35.5% are above or equal to 5/15 close (6 days ago), 64.5% are below.
41.6% are above or equal to 5/14 close (7 days ago), 58.4% are below.
53.4% are above or equal to 5/13 close (8 days ago), 46.6% are below.
50.3% are above or equal to 5/10 close (9 days ago), 49.7% are below.
57.3% are above or equal to 5/9 close (10 days ago), 42.7% are below.
55.6% are above or equal to 5/8 close (11 days ago), 44.4% are below.
60.4% are above or equal to 5/7 close (12 days ago), 39.6% are below.
65.5% are above or equal to 5/6 close (13 days ago), 34.5% are below.
69.3% are above or equal to 5/3 close (14 days ago), 30.7% are below.
74.9% are above or equal to 5/2 close (15 days ago), 25.1% are below.
79.7% are above or equal to 5/1 close (16 days ago), 20.3% are below.
73.0% are above or equal to 4/30 close (17 days ago), 27.0% are below.
76.4% are above or equal to 4/29 close (18 days ago), 23.6% are below.
79.6% are above or equal to 4/26 close (19 days ago), 20.4% are below.
76.6% are above or equal to 4/25 close (20 days ago), 23.4% are below.
76.9% are above or equal to 4/24 close (21 days ago), 23.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 10.4% new lows
21d: 1.7% new highs, 10.0% new lows
42d: 1.7% new highs, 4.2% new lows
63d: 1.4% new highs, 3.1% new lows
126d: 1.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 33.3% above, 66.7% below
3-day: 17.0% above, 83.0% below
4-day: 16.3% above, 83.7% below
5-day: 18.0% above, 82.0% below
8-day: 27.2% above, 72.8% below
10-day: 33.3% above, 66.7% below
20-day: 62.9% above, 37.1% below
50-day: 75.0% above, 25.0% below
200-day: 84.4% above, 15.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.81% Top=KBH HOV TOL LEN MTH FAST USG MDC ….. WM FWLT FLR PWR CVA MLM MTZ MDR=Bottom (Materials & Construction)
COHW(45): 0.16% Top=HPQ WDC SYNA SSYS WIN TMUS CTL VSAT ….. PLCM RKUS TDC AMX VIP QCOM FNSR INFN=Bottom (Computer Hardware/Telecom)
DISV(46): 0.16% Top=LPS Z ADT HPY URI JEC APOL WOOF ….. ULTA CAR V GEO WTW MAN LOPE AL=Bottom (Diversified Services)
TRAN(24): 0.06% Top=EXPD ALK UAL JBLU LUV AIRM DAL SAVE ….. TDW ODFL UPS CP SWFT UNP GLNG CSX=Bottom (Transportation)
INSU(41): 0.03% Top=FNF MTG CLGX MBI AFSI BRO AXS ACGL ….. AON L HIG AGO PRU RGA GNW RE=Bottom (Insurance)
HEAL(46): -0.01% Top=EW PODD THOR HNT CFN HCA PRXL DGX ….. ALGN TMO HOLX CI STJ VAR A IRWD=Bottom (Health)
COSW(77): -0.06% Top=CVLT WDAY EA VCLK RAX BR DBD ATVI ….. IRM SFLY YNDX SYMC YHOO GRPN TRLA SINA=Bottom (Computer Software/Internet)
RETA(66): -0.08% Top=DLTR JCP PETM DG EXPR GES CPRT WSM ….. TIF AEO TFM AAP CSTR LL SIG CAB=Bottom (Retail & Specialty Retail)
CONS(56): -0.21% Top=PAY LULU IP FOSL WHR PBI AVY MWV ….. SCSS FNP TPX CROX DECK OI HAR RL=Bottom (Consumer)
CHEM(29): -0.30% Top=AXLL MON MOS FMC RPM MEOH OLN CYT ….. ALB ASH CE HUN POT WPZ APD TROX=Bottom (Chemicals/Fertilizers)
LEIS(28): -0.31% Top=DPZ BYD EXPE WYN HOT DRI KKD TXRH ….. EAT YUM WEN SBUX CZR LVS WYNN MPEL=Bottom (Leisure)
ELEC(53): -0.45% Top=CSIQ WFR SCTY TQNT ATML SNPS INVN NVDA ….. JASO SPWR FSLR JBL ONNN FCS SMTC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): -0.52% Top=DOV AGCO MHK AOS PLL TEX DE CFX ….. ATI RS PCP MTW JOY XYL PPO SWK=Bottom (Manufacturing)
FINA(76): -0.75% Top=CME AINV SEIC JNS FSC BBT FITB CBOE ….. CG OZM WDR SF ACAS RJF APO WETF=Bottom (Banks/Financials)
META(29): -0.82% Top=KGC IAG ANR AUY CNX RGLD ACI SLW ….. MCP SWC X FCX TRQ CLF SCCO WLT=Bottom (Metals & Mining)
ENER(101): -0.92% Top=CHK XEC UPL COG EGN HERO EXXI RRC ….. PBF CRZO EVEP APA RGP PTEN AREX HK=Bottom (Energy)
REAL(81): -1.14% Top=CWH SBY DLR WAC RLGY NRF MFA RLJ ….. REG VTR O HR HCN OHI LXP HCP=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:08 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:38 am

Market Stats at 12:38 pm ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
2.1% of stocks are above yesterday’s high.
11.8% are above yesterday’s midpoint. (88.2% are below.)
41.1% are below yesterday’s low.
56.9% are inside yesterday’s range.
4.0% of stocks with today’s high > yesterday’s high. (96.0% less than).
93.9% of stocks with today’s low < yesterday’s low. (6.1% greater than).

EVIDENCE OF INTRADAY TREND
73.8% of stocks are above today’s open. (25.3% are below).
32.5% of stocks are above today’s open and yesterday’s close.
24.1% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.2% of stocks are in the top 10% of today’s range.
38.1% are in the top 20%.
82.7% are in the top half. 17.3% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
34.1% of stocks are above yesterday’s close. (65.9% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.6% are up 3.5% or more. 0.9% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:1.6%…>=80:4.6%…>=50:21.3%…<=20:48.6%…<=10:26.1%…<=5:10.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:56.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:67.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.1% above previous 1 highs, 41.1% below previous 1 lows
1.6% above previous 2 highs, 37.9% below previous 2 lows
1.5% above previous 3 highs, 33.6% below previous 3 lows
1.5% above previous 4 highs, 27.9% below previous 4 lows
1.4% above previous 5 highs, 23.9% below previous 5 lows
1.3% above previous 6 highs, 20.5% below previous 6 lows
1.2% above previous 7 highs, 17.3% below previous 7 lows
1.2% above previous 8 highs, 13.8% below previous 8 lows
1.2% above previous 9 highs, 12.3% below previous 9 lows
1.2% above previous 10 highs, 11.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.1% are above or equal to 5/22 close (1 days ago), 65.9% are below.
13.3% are above or equal to 5/21 close (2 days ago), 86.7% are below.
17.9% are above or equal to 5/20 close (3 days ago), 82.1% are below.
24.8% are above or equal to 5/17 close (4 days ago), 75.2% are below.
42.9% are above or equal to 5/16 close (5 days ago), 57.1% are below.
36.6% are above or equal to 5/15 close (6 days ago), 63.4% are below.
41.5% are above or equal to 5/14 close (7 days ago), 58.5% are below.
53.3% are above or equal to 5/13 close (8 days ago), 46.7% are below.
50.5% are above or equal to 5/10 close (9 days ago), 49.5% are below.
57.2% are above or equal to 5/9 close (10 days ago), 42.8% are below.
55.4% are above or equal to 5/8 close (11 days ago), 44.6% are below.
60.3% are above or equal to 5/7 close (12 days ago), 39.7% are below.
65.3% are above or equal to 5/6 close (13 days ago), 34.7% are below.
69.0% are above or equal to 5/3 close (14 days ago), 31.0% are below.
75.2% are above or equal to 5/2 close (15 days ago), 24.8% are below.
79.4% are above or equal to 5/1 close (16 days ago), 20.6% are below.
73.0% are above or equal to 4/30 close (17 days ago), 27.0% are below.
76.7% are above or equal to 4/29 close (18 days ago), 23.3% are below.
79.4% are above or equal to 4/26 close (19 days ago), 20.6% are below.
76.5% are above or equal to 4/25 close (20 days ago), 23.5% are below.
77.0% are above or equal to 4/24 close (21 days ago), 23.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.6% new highs, 10.4% new lows
21d: 1.6% new highs, 9.9% new lows
42d: 1.6% new highs, 4.2% new lows
63d: 1.3% new highs, 3.1% new lows
126d: 1.0% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 33.7% above, 66.3% below
3-day: 17.6% above, 82.4% below
4-day: 17.1% above, 82.9% below
5-day: 18.2% above, 81.8% below
8-day: 26.9% above, 73.1% below
10-day: 34.4% above, 65.6% below
20-day: 62.5% above, 37.5% below
50-day: 75.1% above, 24.9% below
200-day: 84.4% above, 15.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.64% Top=KBH HOV MTH LEN TOL FAST MAS USG ….. WM PWR FWLT CVA FLR MLM MTZ MDR=Bottom (Materials & Construction)
COHW(45): 0.25% Top=HPQ WDC SYNA NIHD VSAT SSYS WIN TMUS ….. PLCM TDC AMX RKUS QCOM VIP FNSR INFN=Bottom (Computer Hardware/Telecom)
DISV(46): 0.16% Top=LPS Z HPY APOL ADT URI FLT JEC ….. V CXW AAN GEO WTW MAN LOPE AL=Bottom (Diversified Services)
HEAL(46): 0.07% Top=EW PODD HNT HCA THOR VOLC CFN DGX ….. STJ CI TMO HOLX IRWD A VAR DXCM=Bottom (Health)
TRAN(24): 0.03% Top=EXPD ALK UAL LUV AIRM JBLU DAL SAVE ….. UPS TRN CNI SWFT CP UNP GLNG CSX=Bottom (Transportation)
COSW(77): -0.02% Top=CVLT WDAY EA VCLK ANGI ATVI DBD RAX ….. YNDX IRM SFLY YHOO SYMC GRPN TRLA SINA=Bottom (Computer Software/Internet)
INSU(41): -0.04% Top=FNF MTG CLGX MBI AFSI BRO ACGL AIG ….. AGO ORI PRU AON RGA AFL RE GNW=Bottom (Insurance)
RETA(66): -0.12% Top=DLTR JCP DG SSI PETM GES EXPR BBY ….. ANF TFM AEO CSTR SWY CAB AAP LL=Bottom (Retail & Specialty Retail)
CONS(56): -0.26% Top=PAY FOSL IP LULU WHR LF PBI AVY ….. ZQK NKE TPX CROX HAR DECK OI RL=Bottom (Consumer)
LEIS(28): -0.31% Top=DPZ BYD KKD EXPE WYN DNKN HOT TXRH ….. WEN YUM EAT SBUX PNK LVS WYNN MPEL=Bottom (Leisure)
CHEM(29): -0.32% Top=AXLL FMC MON MOS MEOH RPM OLN SHW ….. HUN DOW ASH POT CE WPZ APD TROX=Bottom (Chemicals/Fertilizers)
ELEC(53): -0.45% Top=CSIQ SCTY WFR TQNT SNPS ATML INVN TSL ….. JBL FSLR SPWR CY ONNN FCS SMTC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): -0.51% Top=DOV MHK AGCO PLL DDD AOS DE ATU ….. MRC RS EMR JOY XYL MTW SWK PPO=Bottom (Manufacturing)
META(29): -0.65% Top=KGC IAG AUY ANR RGLD CNX SLW GG ….. SWC X FCX TRQ BTU CLF SCCO WLT=Bottom (Metals & Mining)
FINA(76): -0.69% Top=CME JNS CIT FSC AINV BBT FITB SEIC ….. PBCT WDR SF ACAS OZM RJF APO WETF=Bottom (Banks/Financials)
ENER(101): -0.92% Top=XEC HERO CHK UPL COG EGN PDCE ROSE ….. NTI DK CRZO APA PTEN RGP AREX HK=Bottom (Energy)
REAL(81): -1.06% Top=CWH SBY DLR RLGY WAC NRF RLJ HPT ….. DDR UDR HCN O HR LXP OHI HCP=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:38 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:55 am

Market Stats at 11:54 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
2.0% of stocks are above yesterday’s high.
11.0% are above yesterday’s midpoint. (89.0% are below.)
39.0% are below yesterday’s low.
59.1% are inside yesterday’s range.
2.8% of stocks with today’s high > yesterday’s high. (97.2% less than).
93.9% of stocks with today’s low < yesterday’s low. (6.1% greater than).

EVIDENCE OF INTRADAY TREND
73.7% of stocks are above today’s open. (25.4% are below).
33.3% of stocks are above today’s open and yesterday’s close.
24.2% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
33.0% of stocks are in the top 10% of today’s range.
54.6% are in the top 20%.
85.1% are in the top half. 14.9% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN
35.5% of stocks are above yesterday’s close. (64.5% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.7% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:1.5%…>=80:4.8%…>=50:21.7%…<=20:47.2%…<=10:26.2%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:57.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
2.0% above previous 1 highs, 39.0% below previous 1 lows
1.6% above previous 2 highs, 36.4% below previous 2 lows
1.5% above previous 3 highs, 32.2% below previous 3 lows
1.5% above previous 4 highs, 27.9% below previous 4 lows
1.4% above previous 5 highs, 25.1% below previous 5 lows
1.2% above previous 6 highs, 21.3% below previous 6 lows
1.2% above previous 7 highs, 17.8% below previous 7 lows
1.0% above previous 8 highs, 15.3% below previous 8 lows
0.9% above previous 9 highs, 14.0% below previous 9 lows
0.9% above previous 10 highs, 12.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.5% are above or equal to 5/22 close (1 days ago), 64.5% are below.
13.5% are above or equal to 5/21 close (2 days ago), 86.5% are below.
17.3% are above or equal to 5/20 close (3 days ago), 82.7% are below.
25.0% are above or equal to 5/17 close (4 days ago), 75.0% are below.
43.9% are above or equal to 5/16 close (5 days ago), 56.1% are below.
37.7% are above or equal to 5/15 close (6 days ago), 62.3% are below.
42.0% are above or equal to 5/14 close (7 days ago), 58.0% are below.
54.2% are above or equal to 5/13 close (8 days ago), 45.8% are below.
51.3% are above or equal to 5/10 close (9 days ago), 48.7% are below.
57.7% are above or equal to 5/9 close (10 days ago), 42.3% are below.
54.9% are above or equal to 5/8 close (11 days ago), 45.1% are below.
60.3% are above or equal to 5/7 close (12 days ago), 39.7% are below.
65.5% are above or equal to 5/6 close (13 days ago), 34.5% are below.
70.0% are above or equal to 5/3 close (14 days ago), 30.0% are below.
75.1% are above or equal to 5/2 close (15 days ago), 24.9% are below.
79.6% are above or equal to 5/1 close (16 days ago), 20.4% are below.
73.0% are above or equal to 4/30 close (17 days ago), 27.0% are below.
76.4% are above or equal to 4/29 close (18 days ago), 23.6% are below.
79.5% are above or equal to 4/26 close (19 days ago), 20.5% are below.
76.0% are above or equal to 4/25 close (20 days ago), 24.0% are below.
77.2% are above or equal to 4/24 close (21 days ago), 22.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.3% new highs, 10.4% new lows
21d: 1.3% new highs, 9.9% new lows
42d: 1.3% new highs, 4.2% new lows
63d: 1.2% new highs, 3.1% new lows
126d: 0.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.6% above, 65.4% below
3-day: 17.2% above, 82.8% below
4-day: 16.6% above, 83.4% below
5-day: 18.2% above, 81.8% below
8-day: 28.8% above, 71.2% below
10-day: 34.0% above, 66.0% below
20-day: 62.2% above, 37.8% below
50-day: 75.4% above, 24.6% below
200-day: 84.5% above, 15.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.49% Top=HOV KBH MTH USG MAS LEN TOL SPF ….. RYN FWLT PWR FLR CVA MLM MDR MTZ=Bottom (Materials & Construction)
COHW(45): 0.27% Top=HPQ WDC SYNA SSYS TMUS ARRS WIN VSAT ….. CCI VIP TDC AMX RKUS QCOM FNSR INFN=Bottom (Computer Hardware/Telecom)
DISV(46): 0.14% Top=LPS Z HPY URI ADT APOL HMSY JEC ….. RCII AAN WTW CXW GEO MAN LOPE AL=Bottom (Diversified Services)
INSU(41): 0.05% Top=FNF MBI MTG CLGX WRB AIG BRO AFSI ….. AFL AGO AON RGA CNO ORI RE GNW=Bottom (Insurance)
HEAL(46): 0.01% Top=EW HNT PODD HCA THOR DGX VOLC HMA ….. CI PKI TMO A HOLX VAR DXCM IRWD=Bottom (Health)
COSW(77): -0.04% Top=WDAY EA CVLT ANGI DBD VCLK ATVI CNQR ….. IRM MDRX SYMC GRPN CTRX SFLY TRLA SINA=Bottom (Computer Software/Internet)
RETA(66): -0.09% Top=DLTR JCP PETM BBY DKS EXPR DG SSI ….. ANF SIG CSTR LL SWY CAB AAP TFM=Bottom (Retail & Specialty Retail)
TRAN(24): -0.14% Top=EXPD ALK UAL LUV JBLU AIRM DAL CHRW ….. TRN UPS CNI UNP CP GLNG CSX SWFT=Bottom (Transportation)
LEIS(28): -0.22% Top=DPZ BYD EXPE HOT KKD WYN DRI DNKN ….. PNK MCD SBUX WEN EAT LVS WYNN MPEL=Bottom (Leisure)
CHEM(29): -0.24% Top=FMC AXLL MON MOS RPM CF MEOH SHW ….. HUN WPZ DOW ASH APD CE POT TROX=Bottom (Chemicals/Fertilizers)
ELEC(53): -0.30% Top=CSIQ SCTY TQNT WFR ATML SNPS INVN TSL ….. CAVM TER JBL CY ONNN FCS SMTC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): -0.40% Top=DOV MHK AGCO DDD PLL CMI AOS DE ….. SPW GE JOY EMR XYL MTW SWK PPO=Bottom (Manufacturing)
CONS(56): -0.42% Top=PAY FOSL IP LULU AVY WHR PBI PVH ….. HAR TUP NKE HAS OI CROX RL DECK=Bottom (Consumer)
META(29): -0.55% Top=KGC IAG AUY ANR CNX RGLD SLW EGO ….. BTU FCX MCP SWC TRQ CLF WLT SCCO=Bottom (Metals & Mining)
ENER(101): -0.57% Top=UPL HERO XEC CHK COG BBG EGN ROSE ….. ETP APA SN DK PBF AREX RGP HK=Bottom (Energy)
FINA(76): -0.68% Top=JNS CME FSC CIT FITB BBT WFC AXP ….. PBCT IVZ SF ACAS RJF APO OZM WETF=Bottom (Banks/Financials)
REAL(81): -1.30% Top=CWH WAC SBY RLGY NRF DLR MFA EXR ….. HCN VTR UDR O HCP HR LXP OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:54 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:21 am

Market Stats at 11:21 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
1.4% of stocks are above yesterday’s high.
9.1% are above yesterday’s midpoint. (90.9% are below.)
41.5% are below yesterday’s low.
57.1% are inside yesterday’s range.
2.1% of stocks with today’s high > yesterday’s high. (97.9% less than).
93.8% of stocks with today’s low < yesterday’s low. (6.2% greater than).

EVIDENCE OF INTRADAY TREND
71.6% of stocks are above today’s open. (27.1% are below).
29.9% of stocks are above today’s open and yesterday’s close.
26.3% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
38.8% of stocks are in the top 10% of today’s range.
55.1% are in the top 20%.
84.1% are in the top half. 15.9% of stocks are in the bottom half of today’s range.
3.7% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
31.5% of stocks are above yesterday’s close. (68.5% are below.)
0.8% are up 4.5% or more. 0.3% are down 4.5% or more.
1.4% are up 3.5% or more. 0.6% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.3%…>=80:4.4%…>=50:19.0%…<=20:50.6%…<=10:27.2%…<=5:11.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:56.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:66.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.4% above previous 1 highs, 41.5% below previous 1 lows
1.2% above previous 2 highs, 39.0% below previous 2 lows
1.2% above previous 3 highs, 34.5% below previous 3 lows
1.2% above previous 4 highs, 28.8% below previous 4 lows
1.2% above previous 5 highs, 25.8% below previous 5 lows
0.9% above previous 6 highs, 21.8% below previous 6 lows
0.9% above previous 7 highs, 17.6% below previous 7 lows
0.9% above previous 8 highs, 14.9% below previous 8 lows
0.9% above previous 9 highs, 13.6% below previous 9 lows
0.9% above previous 10 highs, 12.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.5% are above or equal to 5/22 close (1 days ago), 68.5% are below.
11.3% are above or equal to 5/21 close (2 days ago), 88.7% are below.
16.8% are above or equal to 5/20 close (3 days ago), 83.2% are below.
24.1% are above or equal to 5/17 close (4 days ago), 75.9% are below.
42.9% are above or equal to 5/16 close (5 days ago), 57.1% are below.
36.1% are above or equal to 5/15 close (6 days ago), 63.9% are below.
41.2% are above or equal to 5/14 close (7 days ago), 58.8% are below.
53.5% are above or equal to 5/13 close (8 days ago), 46.5% are below.
51.3% are above or equal to 5/10 close (9 days ago), 48.7% are below.
57.2% are above or equal to 5/9 close (10 days ago), 42.8% are below.
54.2% are above or equal to 5/8 close (11 days ago), 45.8% are below.
60.1% are above or equal to 5/7 close (12 days ago), 39.9% are below.
65.7% are above or equal to 5/6 close (13 days ago), 34.3% are below.
69.4% are above or equal to 5/3 close (14 days ago), 30.6% are below.
75.1% are above or equal to 5/2 close (15 days ago), 24.9% are below.
79.5% are above or equal to 5/1 close (16 days ago), 20.5% are below.
73.0% are above or equal to 4/30 close (17 days ago), 27.0% are below.
76.1% are above or equal to 4/29 close (18 days ago), 23.9% are below.
79.0% are above or equal to 4/26 close (19 days ago), 21.0% are below.
76.1% are above or equal to 4/25 close (20 days ago), 23.9% are below.
76.9% are above or equal to 4/24 close (21 days ago), 23.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 10.4% new lows
21d: 1.0% new highs, 9.9% new lows
42d: 1.0% new highs, 4.2% new lows
63d: 0.9% new highs, 3.1% new lows
126d: 0.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.7% above, 69.3% below
3-day: 14.8% above, 85.2% below
4-day: 13.8% above, 86.2% below
5-day: 16.0% above, 84.0% below
8-day: 26.1% above, 73.9% below
10-day: 32.3% above, 67.7% below
20-day: 62.2% above, 37.8% below
50-day: 74.7% above, 25.3% below
200-day: 84.3% above, 15.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.78% Top=HOV KBH TOL MTH LEN RYL USG SPF ….. BZH RYN EXP FLR CVA MDR MLM MTZ=Bottom (Materials & Construction)
DISV(46): 0.07% Top=LPS Z HPY URI FLT JEC ADT VRSK ….. CAR RHI CXW WTW GEO MAN LOPE AL=Bottom (Diversified Services)
COHW(45): 0.05% Top=HPQ WDC SYNA SSYS WIN TMUS CTL CSCO ….. CCI AMX RKUS VIP QCOM FNSR INFN NIHD=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.00% Top=EW HNT HMA PODD THOR XRAY HCA PRXL ….. TMO PKI HOLX CI VAR A IRWD DXCM=Bottom (Health)
COSW(77): -0.10% Top=WDAY EA ANGI CVLT VCLK ATVI DBD CNQR ….. NCR FFIV SWI SYMC GRPN SFLY TRLA SINA=Bottom (Computer Software/Internet)
INSU(41): -0.10% Top=FNF MTG MBI WRB ACGL BRO AFSI CLGX ….. PRU AGO RE AON GNW RGA ORI RDN=Bottom (Insurance)
RETA(66): -0.13% Top=DLTR PETM BBY JCP WSM DKS DG GES ….. CSTR ANF AAP GME SWY CAB LL TFM=Bottom (Retail & Specialty Retail)
LEIS(28): -0.23% Top=DPZ BYD HOT EXPE KKD WYN DRI MAR ….. YUM MCD PNK MGM EAT LVS WYNN MPEL=Bottom (Leisure)
TRAN(24): -0.29% Top=EXPD ALK UAL JBLU LUV AIRM CHRW JBHT ….. CNI UPS CP CNW TRN GLNG CSX SWFT=Bottom (Transportation)
CONS(56): -0.40% Top=PAY PVH FOSL IP LULU CTB WHR SEE ….. NKE HAR SCSS CROX HAS RL OI DECK=Bottom (Consumer)
MANU(40): -0.48% Top=DOV MHK PLL TEX AOS AGCO DE CMI ….. MRC GE XYL SWK MTW JOY RS PPO=Bottom (Manufacturing)
CHEM(29): -0.52% Top=MON FMC RPM SHW CYT AXLL VAL MOS ….. ASH APD CF DOW HUN POT CE TROX=Bottom (Chemicals/Fertilizers)
ELEC(53): -0.57% Top=CSIQ SCTY TSL SNPS INVN TQNT ATML NVDA ….. TER CAVM JBL ONNN CY FCS SMTC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(76): -0.75% Top=CME FSC JNS FITB AXP BBT CIT CBOE ….. WDR FMER SF ACAS APO RJF OZM WETF=Bottom (Banks/Financials)
ENER(101): -0.84% Top=UPL HERO XEC CHK COG WNR CVX EGN ….. ETP BCEI SN APA DK PTEN RGP AREX=Bottom (Energy)
META(29): -0.99% Top=KGC IAG AUY EGO SLW RGLD GG ANR ….. X FCX BTU MCP SWC CLF SCCO WLT=Bottom (Metals & Mining)
REAL(81): -1.28% Top=NRF CWH RLGY WAC DLR EXR NLY HPT ….. VTR O HR UDR DDR HCP LXP OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:21 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:03 am

Market Stats at 11:03 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
0.9% of stocks are above yesterday’s high.
4.8% are above yesterday’s midpoint. (95.2% are below.)
58.7% are below yesterday’s low.
40.4% are inside yesterday’s range.
1.6% of stocks with today’s high > yesterday’s high. (98.4% less than).
93.8% of stocks with today’s low < yesterday’s low. (6.2% greater than).

EVIDENCE OF INTRADAY TREND
57.8% of stocks are above today’s open. (40.9% are below).
16.7% of stocks are above today’s open and yesterday’s close.
39.4% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.8% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN
19.0% of stocks are above yesterday’s close. (81.0% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 1.6% are down 3.5% or more.
48.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:0.9%…>=80:2.9%…>=50:11.2%…<=20:63.7%…<=10:34.4%…<=5:15.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:50.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
0.9% above previous 1 highs, 58.7% below previous 1 lows
0.9% above previous 2 highs, 54.7% below previous 2 lows
0.8% above previous 3 highs, 49.6% below previous 3 lows
0.8% above previous 4 highs, 41.5% below previous 4 lows
0.7% above previous 5 highs, 36.2% below previous 5 lows
0.6% above previous 6 highs, 31.0% below previous 6 lows
0.6% above previous 7 highs, 26.5% below previous 7 lows
0.5% above previous 8 highs, 22.0% below previous 8 lows
0.5% above previous 9 highs, 20.1% below previous 9 lows
0.5% above previous 10 highs, 18.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
19.0% are above or equal to 5/22 close (1 days ago), 81.0% are below.
8.4% are above or equal to 5/21 close (2 days ago), 91.6% are below.
12.9% are above or equal to 5/20 close (3 days ago), 87.1% are below.
19.5% are above or equal to 5/17 close (4 days ago), 80.5% are below.
36.8% are above or equal to 5/16 close (5 days ago), 63.2% are below.
30.2% are above or equal to 5/15 close (6 days ago), 69.8% are below.
36.4% are above or equal to 5/14 close (7 days ago), 63.6% are below.
49.0% are above or equal to 5/13 close (8 days ago), 51.0% are below.
46.6% are above or equal to 5/10 close (9 days ago), 53.4% are below.
52.9% are above or equal to 5/9 close (10 days ago), 47.1% are below.
50.2% are above or equal to 5/8 close (11 days ago), 49.8% are below.
56.1% are above or equal to 5/7 close (12 days ago), 43.9% are below.
61.2% are above or equal to 5/6 close (13 days ago), 38.8% are below.
66.1% are above or equal to 5/3 close (14 days ago), 33.9% are below.
74.0% are above or equal to 5/2 close (15 days ago), 26.0% are below.
78.0% are above or equal to 5/1 close (16 days ago), 22.0% are below.
70.6% are above or equal to 4/30 close (17 days ago), 29.4% are below.
74.2% are above or equal to 4/29 close (18 days ago), 25.8% are below.
77.0% are above or equal to 4/26 close (19 days ago), 23.0% are below.
74.2% are above or equal to 4/25 close (20 days ago), 25.8% are below.
75.7% are above or equal to 4/24 close (21 days ago), 24.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 10.4% new lows
21d: 1.0% new highs, 9.9% new lows
42d: 1.0% new highs, 4.2% new lows
63d: 0.9% new highs, 3.1% new lows
126d: 0.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 18.2% above, 81.8% below
3-day: 9.9% above, 90.1% below
4-day: 9.3% above, 90.7% below
5-day: 11.1% above, 88.9% below
8-day: 20.9% above, 79.1% below
10-day: 26.8% above, 73.2% below
20-day: 56.6% above, 43.4% below
50-day: 72.3% above, 27.7% below
200-day: 84.0% above, 16.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.01% Top=HOV KBH MTH TOL LEN SPF RYL USG ….. RYN CVA FLR BZH EXP MLM MDR MTZ=Bottom (Materials & Construction)
COHW(45): -0.22% Top=HPQ WDC SYNA SSYS ARRS WIN AAPL MSI ….. LXK CCI VIP PLCM QCOM FNSR NIHD INFN=Bottom (Computer Hardware/Telecom)
DISV(46): -0.40% Top=LPS Z HPY ADT FLT ATHN GPN VRSK ….. HRB CAR WTW CXW MAN GEO LOPE AL=Bottom (Diversified Services)
HEAL(46): -0.42% Top=EW HNT PODD VOLC HCA THOR DGX XRAY ….. ALGN STJ PKI VAR CI DXCM A IRWD=Bottom (Health)
COSW(77): -0.42% Top=WDAY EA ANGI CVLT DBD ATVI VCLK XRX ….. SWI IGT SYMC NTES FFIV SINA SFLY TRLA=Bottom (Computer Software/Internet)
RETA(66): -0.52% Top=DLTR PETM JCP BBY DG FDO DKS EXPR ….. SIG AAP CAB CSTR SWY TFM LL GME=Bottom (Retail & Specialty Retail)
LEIS(28): -0.66% Top=DPZ BYD HOT EXPE KKD MAR WYN DRI ….. PNK WEN CZR EAT MGM WYNN LVS MPEL=Bottom (Leisure)
INSU(41): -0.67% Top=FNF MBI WRB AFSI ACGL PGR AXS VR ….. MET PRU CNO HIG MTG GNW ORI RDN=Bottom (Insurance)
ELEC(53): -0.78% Top=CSIQ SCTY TQNT TSL SNPS INVN NVDA DLB ….. CAVM ONNN JBL SPWR FCS CY SMTC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.81% Top=PAY CTB LULU PVH PBI SEE IP FOSL ….. TUP LF HAS AVP CROX RL DECK OI=Bottom (Consumer)
TRAN(24): -0.84% Top=EXPD ALK UAL JBLU AIRM LUV CHRW JBHT ….. DAL CNI CP CNW TRN GLNG CSX SWFT=Bottom (Transportation)
META(29): -0.87% Top=KGC IAG EGO AUY RGLD GG PAAS SLW ….. CLD X FCX SLCA MCP SCCO CLF WLT=Bottom (Metals & Mining)
MANU(40): -0.94% Top=DOV MHK DE AOS ROP PLL GNRC ATU ….. ATI GE SWK PPO DDD RS JOY MTW=Bottom (Manufacturing)
CHEM(29): -1.03% Top=MON FMC RPM SHW SIAL PX ROC CYT ….. APD GRA HUN POT CF DOW TROX CE=Bottom (Chemicals/Fertilizers)
FINA(76): -1.20% Top=CME JNS FSC HCBK CIT FITB CBOE AXP ….. SF MS FMER ACAS OZM RJF APO WETF=Bottom (Banks/Financials)
ENER(101): -1.32% Top=HERO XEC EGN UPL CHK COG CVX BBG ….. CRZO DVN NTI APA RGP PTEN DK AREX=Bottom (Energy)
REAL(81): -1.79% Top=CWH RLGY NRF EXR BPO SBY EQR DLR ….. MPW HR GGP LXP O HCP DDR OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:03 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:37 am ET
by daytrend on 20130523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
1.0% of stocks are above yesterday’s high.
6.2% are above yesterday’s midpoint. (93.8% are below.)
52.1% are below yesterday’s low.
46.8% are inside yesterday’s range.
1.4% of stocks with today’s high > yesterday’s high. (98.6% less than).
93.7% of stocks with today’s low < yesterday’s low. (6.3% greater than).

EVIDENCE OF INTRADAY TREND
65.3% of stocks are above today’s open. (33.4% are below).
19.4% of stocks are above today’s open and yesterday’s close.
32.3% are below both.
0.7% of stocks opened above yesterday’s high.
3.7% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
77.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.4% of stocks are in the top 10% of today’s range.
39.4% are in the top 20%.
75.5% are in the top half. 24.5% of stocks are in the bottom half of today’s range.
7.0% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN
21.8% of stocks are above yesterday’s close. (78.2% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.6% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.0%…>=80:3.1%…>=50:12.9%…<=20:58.8%…<=10:32.6%…<=5:15.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:54.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.0% above previous 1 highs, 52.1% below previous 1 lows
0.8% above previous 2 highs, 48.1% below previous 2 lows
0.8% above previous 3 highs, 43.1% below previous 3 lows
0.8% above previous 4 highs, 37.9% below previous 4 lows
0.7% above previous 5 highs, 33.1% below previous 5 lows
0.6% above previous 6 highs, 27.9% below previous 6 lows
0.6% above previous 7 highs, 24.1% below previous 7 lows
0.5% above previous 8 highs, 20.5% below previous 8 lows
0.5% above previous 9 highs, 18.7% below previous 9 lows
0.5% above previous 10 highs, 17.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.8% are above or equal to 5/22 close (1 days ago), 78.2% are below.
8.9% are above or equal to 5/21 close (2 days ago), 91.1% are below.
13.3% are above or equal to 5/20 close (3 days ago), 86.7% are below.
21.2% are above or equal to 5/17 close (4 days ago), 78.8% are below.
38.3% are above or equal to 5/16 close (5 days ago), 61.7% are below.
32.6% are above or equal to 5/15 close (6 days ago), 67.4% are below.
38.3% are above or equal to 5/14 close (7 days ago), 61.7% are below.
50.3% are above or equal to 5/13 close (8 days ago), 49.7% are below.
48.1% are above or equal to 5/10 close (9 days ago), 51.9% are below.
55.5% are above or equal to 5/9 close (10 days ago), 44.5% are below.
52.5% are above or equal to 5/8 close (11 days ago), 47.5% are below.
57.7% are above or equal to 5/7 close (12 days ago), 42.3% are below.
62.7% are above or equal to 5/6 close (13 days ago), 37.3% are below.
67.8% are above or equal to 5/3 close (14 days ago), 32.2% are below.
74.3% are above or equal to 5/2 close (15 days ago), 25.7% are below.
78.1% are above or equal to 5/1 close (16 days ago), 21.9% are below.
72.0% are above or equal to 4/30 close (17 days ago), 28.0% are below.
75.1% are above or equal to 4/29 close (18 days ago), 24.9% are below.
78.0% are above or equal to 4/26 close (19 days ago), 22.0% are below.
75.4% are above or equal to 4/25 close (20 days ago), 24.6% are below.
76.0% are above or equal to 4/24 close (21 days ago), 24.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 10.4% new lows
21d: 0.9% new highs, 9.9% new lows
42d: 0.9% new highs, 4.0% new lows
63d: 0.8% new highs, 3.1% new lows
126d: 0.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.6% above, 79.4% below
3-day: 10.4% above, 89.6% below
4-day: 10.0% above, 90.0% below
5-day: 12.5% above, 87.5% below
8-day: 22.7% above, 77.3% below
10-day: 29.5% above, 70.5% below
20-day: 58.5% above, 41.5% below
50-day: 73.9% above, 26.1% below
200-day: 84.3% above, 15.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 0.17% Top=HOV TOL KBH MTH LEN USG RYL SPF ….. CVA OC BZH FLR MLM EXP MDR MTZ=Bottom (Materials & Construction)
COHW(45): 0.03% Top=HPQ WDC SYNA ARRS WIN VSAT SSYS MSI ….. RKUS LVLT TDS QCOM VIP INFN NIHD FNSR=Bottom (Computer Hardware/Telecom)
COSW(77): -0.25% Top=WDAY EA ANGI DBD CVLT ATVI XRX CNQR ….. VMW FFIV YNDX RAX IGT SYMC SINA SFLY=Bottom (Computer Software/Internet)
DISV(46): -0.26% Top=LPS Z HPY ATHN URI APOL LRN ADT ….. WTW KBR GEO CAR HRB CXW LOPE AL=Bottom (Diversified Services)
META(29): -0.31% Top=KGC IAG EGO RGLD AUY GG PAAS ANR ….. AA CCJ WLT MCP FCX SLCA CLF SCCO=Bottom (Metals & Mining)
ELEC(53): -0.38% Top=CSIQ SCTY TSL INVN SNPS NVDA SPRD TQNT ….. ADI JBL ONNN CY SPWR FCS SMTC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): -0.47% Top=DPZ HOT BYD MAR EXPE KKD DRI WYN ….. YUM SBUX PNK MGM WEN WYNN LVS MPEL=Bottom (Leisure)
HEAL(46): -0.48% Top=EW PODD HNT THOR VOLC CFN XRAY DGX ….. ESRX IRWD STJ VAR WCG TMO CI A=Bottom (Health)
RETA(66): -0.49% Top=DLTR PETM JCP EXPR LTD SKS DG SHLD ….. CAB AAP GME SIG TFM CSTR SWY LL=Bottom (Retail & Specialty Retail)
TRAN(24): -0.50% Top=EXPD ALK UAL JBLU LUV CHRW AIRM JBHT ….. UNP CNI CP CNW GLNG TRN CSX SWFT=Bottom (Transportation)
MANU(40): -0.71% Top=DOV MHK KMT PNR DE AOS ATU PLL ….. SPW GE JOY MTW RS PPO SWK DDD=Bottom (Manufacturing)
INSU(41): -0.71% Top=FNF MBI CLGX AFSI WRB PGR ACGL AHL ….. MET RGA AON CNO RDN PRU ORI GNW=Bottom (Insurance)
CONS(56): -0.77% Top=PAY PBI IP FOSL SEE AVY LULU PKG ….. TUP HAS NUS CROX DECK LF OI RL=Bottom (Consumer)
ENER(101): -0.82% Top=UPL XEC HERO BBG EGN EXXI RRC COG ….. ETP PAA DK NTI WES PBF APA PTEN=Bottom (Energy)
CHEM(29): -0.87% Top=MON RPM SIAL ROC FMC PX VAL SHW ….. GRA CF TROX ASH APD POT DOW CE=Bottom (Chemicals/Fertilizers)
FINA(76): -1.10% Top=DFS CIT SCHW CBOE AXP CME FITB HCBK ….. ACAS FMER KKR OCN OZM RJF APO WETF=Bottom (Banks/Financials)
REAL(81): -1.55% Top=RLGY CWH EXR NRF BXP DLR SBY EDR ….. HR NCT HCN DDR LXP O HCP OHI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:37 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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