daytrend

05/17/2013

Filed under: Market Stats — daytrend @ 3:06 pm

Closing Stats
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

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

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

COMPARED TO YESTERDAY’S RANGE
40.9% of stocks are above yesterday’s high.
72.6% are above yesterday’s midpoint. (27.4% are below.)
7.6% are below yesterday’s low.
51.4% are inside yesterday’s range.
56.6% of stocks with today’s high > yesterday’s high. (43.4% less than).
25.3% of stocks with today’s low < yesterday’s low. (74.7% greater than).

EVIDENCE OF INTRADAY TREND
74.3% of stocks are above today’s open. (24.2% are below).
72.2% of stocks are above today’s open and yesterday’s close.
13.8% are below both.
7.0% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
28.3% of stocks are in the top 10% of today’s range.
44.8% are in the top 20%.
77.2% are in the top half. 22.8% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
2.2% are up 4.5% or more. 0.5% are down 4.5% or more.
5.7% are up 3.5% or more. 1.0% are down 3.5% or more.
42.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.3%…>=90:25.7%…>=80:42.8%…>=50:78.3%…<=20:7.6%…<=10:4.2%…<=5:2.3%…
9-day: >=95:0.1%…>=90:0.6%…>=80:9.7%…>=50:85.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:85.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.9% above previous 1 highs, 7.6% below previous 1 lows
34.5% above previous 2 highs, 6.0% below previous 2 lows
31.9% above previous 3 highs, 4.7% below previous 3 lows
30.9% above previous 4 highs, 4.1% below previous 4 lows
29.6% above previous 5 highs, 3.6% below previous 5 lows
28.3% above previous 6 highs, 3.3% below previous 6 lows
27.8% above previous 7 highs, 3.0% below previous 7 lows
27.3% above previous 8 highs, 2.5% below previous 8 lows
26.9% above previous 9 highs, 2.4% below previous 9 lows
26.8% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 5/16 close (1 days ago), 16.0% are below.
63.7% are above or equal to 5/15 close (2 days ago), 36.3% are below.
68.2% are above or equal to 5/14 close (3 days ago), 31.8% are below.
79.0% are above or equal to 5/13 close (4 days ago), 21.0% are below.
73.4% are above or equal to 5/10 close (5 days ago), 26.6% are below.
78.1% are above or equal to 5/9 close (6 days ago), 21.9% are below.
73.5% are above or equal to 5/8 close (7 days ago), 26.5% are below.
77.7% are above or equal to 5/7 close (8 days ago), 22.3% are below.
80.5% are above or equal to 5/6 close (9 days ago), 19.5% are below.
83.0% are above or equal to 5/3 close (10 days ago), 17.0% are below.
86.5% are above or equal to 5/2 close (11 days ago), 13.5% are below.
89.1% are above or equal to 5/1 close (12 days ago), 10.9% are below.
83.4% are above or equal to 4/30 close (13 days ago), 16.6% are below.
85.3% are above or equal to 4/29 close (14 days ago), 14.7% are below.
87.7% are above or equal to 4/26 close (15 days ago), 12.3% are below.
84.9% are above or equal to 4/25 close (16 days ago), 15.1% are below.
86.1% are above or equal to 4/24 close (17 days ago), 13.9% are below.
85.5% are above or equal to 4/23 close (18 days ago), 14.5% are below.
87.7% are above or equal to 4/22 close (19 days ago), 12.3% are below.
88.3% are above or equal to 4/19 close (20 days ago), 11.7% are below.
89.2% are above or equal to 4/18 close (21 days ago), 10.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.6% new highs, 2.4% new lows
21d: 32.4% new highs, 2.2% new lows
42d: 26.7% new highs, 1.6% new lows
63d: 24.1% new highs, 1.4% new lows
126d: 22.6% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.1% above, 16.9% below
3-day: 74.3% above, 25.7% below
4-day: 72.5% above, 27.5% below
5-day: 75.7% above, 24.3% below
8-day: 77.4% above, 22.6% below
10-day: 78.7% above, 21.3% below
20-day: 85.9% above, 14.1% below
50-day: 83.5% above, 16.5% below
200-day: 85.6% above, 14.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 2.00% Top=GDP TSO MPC SGY WNR KOG HFC VLO ….. PBF NTI OKS MMP EEP CLMT RIG EPL=Bottom (Energy)
MATE(29): 1.84% Top=MDR FLR BZH SPF MTZ CLH PHM HOV ….. MLM KBH RYN BECN FWLT FAST WCN CVA=Bottom (Materials & Construction)
ELEC(50): 1.61% Top=CSIQ WFR SPWR TSL GLW FSLR CY BRCM ….. NXPI CRUS RFMD VSH TRMB FSL CAVM MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.54% Top=KBR ADT HTZ VNTV HRB V MA CAR ….. HMSY VRSK AAN WOOF RRD ACTG HPY MYGN=Bottom (Diversified Services)
MANU(42): 1.49% Top=ATI MTW TEX SPW DRC HON PH MRC ….. SWK AGCO PNR JOY AOS DCI ATU DE=Bottom (Manufacturing)
FINA(77): 1.43% Top=FII PHH COF SF DFS JPM MS APO ….. ARCC AINV RJF FRC TCBI BNS EFX TD=Bottom (Banks/Financials)
CHEM(30): 1.36% Top=CHMT EMN HUN POL WPZ FMC CE PPG ….. ASH SHW SMG CF CYT POT TROX MOS=Bottom (Chemicals/Fertilizers)
CONS(56): 1.25% Top=CTB GT HAR TWI BC AVP IRBT SCSS ….. TUMI PG NUS JAH ICON CL MWV PAY=Bottom (Consumer)
TRAN(24): 1.12% Top=GLNG CNW ALK ODFL UNP CP LUV TDW ….. CHRW UAL SWFT JBHT AIRM DAL SAVE JBLU=Bottom (Transportation)
RETA(67): 1.09% Top=JOSB GME MELI BBY CPRT BID LL CONN ….. TSCO LTD DKS SKS JWN WMT KSS JCP=Bottom (Retail & Specialty Retail)
COSW(79): 0.93% Top=QLIK CSC IGT CTSH YNDX SOHU CERN FTNT ….. AOL TRLA ET AWAY PMTC RAX CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.69% Top=BYI KKD HOT H CZR PENN MAR DRI ….. THI CCL WEN DNKN PNK WYN RCL BYD=Bottom (Leisure)
REAL(82): 0.55% Top=RWT NCT O PCL MFA LHO LXP AMT ….. BMR ARE RHP DFT SBY DLR BPO DRH=Bottom (Real Estate)
INSU(41): 0.46% Top=RDN MTG PRU AFL MET LNC CLGX GNW ….. ALL WSH TRV ACE PRE AHL VR AXS=Bottom (Insurance)
HEAL(46): 0.42% Top=MR ALGN CFN ESRX BAX PODD HUM DGX ….. CNC MAKO HCA CYH UHS THOR EW THC=Bottom (Health)
COHW(44): 0.28% Top=NIHD INFN PANW RKUS WDC SNDK HRS ARRS ….. AMX BCE RVBD JNPR NTAP FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(28): -0.46% Top=SWC SCCO SLCA X FCX CLD STLD NUE ….. PAAS KGC ABX SLW GG EGO AEM AUY=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:40 pm

Market Stats at 3:39 pm ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

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

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

COMPARED TO YESTERDAY’S RANGE
41.2% of stocks are above yesterday’s high.
72.1% are above yesterday’s midpoint. (27.9% are below.)
8.1% are below yesterday’s low.
50.7% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
24.7% of stocks with today’s low < yesterday’s low. (75.3% greater than).

EVIDENCE OF INTRADAY TREND
74.7% of stocks are above today’s open. (24.4% are below).
72.4% of stocks are above today’s open and yesterday’s close.
14.3% are below both.
7.0% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
31.1% of stocks are in the top 10% of today’s range.
48.0% 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.
6.0% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN
83.5% of stocks are above yesterday’s close. (16.5% are below.)
2.3% are up 4.5% or more. 0.5% are down 4.5% or more.
5.6% are up 3.5% or more. 0.7% are down 3.5% or more.
42.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.2%…>=90:25.1%…>=80:41.8%…>=50:78.0%…<=20:8.1%…<=10:4.4%…<=5:2.1%…
9-day: >=95:0.1%…>=90:0.5%…>=80:10.3%…>=50:85.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:85.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.2% above previous 1 highs, 8.1% below previous 1 lows
34.3% above previous 2 highs, 6.4% below previous 2 lows
32.0% above previous 3 highs, 5.0% below previous 3 lows
30.7% above previous 4 highs, 4.3% below previous 4 lows
29.9% above previous 5 highs, 4.0% below previous 5 lows
28.2% above previous 6 highs, 3.6% below previous 6 lows
27.8% above previous 7 highs, 3.2% below previous 7 lows
27.3% above previous 8 highs, 2.7% below previous 8 lows
27.0% above previous 9 highs, 2.6% below previous 9 lows
26.7% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.5% are above or equal to 5/16 close (1 days ago), 16.5% are below.
63.4% are above or equal to 5/15 close (2 days ago), 36.6% are below.
67.7% are above or equal to 5/14 close (3 days ago), 32.3% are below.
79.1% are above or equal to 5/13 close (4 days ago), 20.9% are below.
73.7% are above or equal to 5/10 close (5 days ago), 26.3% are below.
78.1% are above or equal to 5/9 close (6 days ago), 21.9% are below.
73.3% are above or equal to 5/8 close (7 days ago), 26.7% are below.
77.4% are above or equal to 5/7 close (8 days ago), 22.6% are below.
80.6% are above or equal to 5/6 close (9 days ago), 19.4% are below.
82.8% are above or equal to 5/3 close (10 days ago), 17.2% are below.
86.4% are above or equal to 5/2 close (11 days ago), 13.6% are below.
89.1% are above or equal to 5/1 close (12 days ago), 10.9% are below.
84.0% are above or equal to 4/30 close (13 days ago), 16.0% are below.
85.2% are above or equal to 4/29 close (14 days ago), 14.8% are below.
87.8% are above or equal to 4/26 close (15 days ago), 12.2% are below.
84.5% are above or equal to 4/25 close (16 days ago), 15.5% are below.
86.1% are above or equal to 4/24 close (17 days ago), 13.9% are below.
85.2% are above or equal to 4/23 close (18 days ago), 14.8% are below.
87.6% are above or equal to 4/22 close (19 days ago), 12.4% are below.
88.3% are above or equal to 4/19 close (20 days ago), 11.7% are below.
89.5% are above or equal to 4/18 close (21 days ago), 10.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.9% new highs, 2.2% new lows
21d: 31.7% new highs, 1.9% new lows
42d: 26.0% new highs, 1.5% new lows
63d: 23.4% new highs, 1.3% new lows
126d: 22.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.7% above, 17.3% below
3-day: 73.7% above, 26.3% below
4-day: 71.5% above, 28.5% below
5-day: 75.6% above, 24.4% below
8-day: 76.6% above, 23.4% below
10-day: 78.2% above, 21.8% below
20-day: 85.6% above, 14.4% below
50-day: 83.1% above, 16.9% below
200-day: 85.5% above, 14.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 1.97% Top=GDP TSO MPC WNR SGY HFC COG KOG ….. NTI PBF MMP EEP CLMT GPOR RIG EPL=Bottom (Energy)
MATE(29): 1.93% Top=MDR FLR BZH SPF HOV CLH MTZ PHM ….. RSG FAST MLM WM BECN CVA WCN RYN=Bottom (Materials & Construction)
ELEC(50): 1.55% Top=CSIQ SPWR WFR TSL GLW FSLR CY ATML ….. DLB TRMB SMTC VSH NXPI CAVM RFMD MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.54% Top=KBR ADT HTZ HRB MA V JEC VNTV ….. VRSK HMSY RRD AAN WOOF MYGN ACTG HPY=Bottom (Diversified Services)
FINA(77): 1.53% Top=FII PHH WETF JNS SF COF KEY APO ….. OZM AINV PSEC RJF TD EFX BNS TCBI=Bottom (Banks/Financials)
MANU(42): 1.41% Top=ATI MTW SPW DRC TEX HON MRC EMR ….. AGCO PNR GNRC JOY ATU DCI AOS DE=Bottom (Manufacturing)
CHEM(30): 1.39% Top=CHMT EMN CE HUN WPZ POL DOW FMC ….. MON ASH TROX CYT CF SMG POT MOS=Bottom (Chemicals/Fertilizers)
CONS(56): 1.25% Top=GT CTB HAR TWI BC AVP SCSS TPX ….. PKG EL TUMI PG NUS CL PAY MWV=Bottom (Consumer)
TRAN(24): 1.11% Top=GLNG CNW LUV CP ALK UNP TDW ODFL ….. UAL CHRW JBHT SWFT SAVE AIRM DAL JBLU=Bottom (Transportation)
RETA(67): 1.11% Top=MELI JOSB GME CPRT BBY BID LL CONN ….. WSM DKS JWN SKS KSS WMT LTD JCP=Bottom (Retail & Specialty Retail)
COSW(79): 0.93% Top=QLIK CSC IGT YNDX SOHU FTNT CERN NTES ….. YHOO AOL TRLA AWAY PMTC RAX CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.67% Top=BYI HOT KKD CZR WYNN PENN H LVS ….. CCL THI WEN DNKN PNK WYN RCL BYD=Bottom (Leisure)
INSU(41): 0.57% Top=RDN CLGX MTG PRU MET AFL LNC HIG ….. BRO ALL TRV ACE WSH VR AHL AXS=Bottom (Insurance)
REAL(82): 0.46% Top=NCT RWT NRF O PCL AMT MFA PSA ….. ACC BMR ARE DFT DLR BPO SBY DRH=Bottom (Real Estate)
HEAL(46): 0.37% Top=MR ALGN CFN ESRX PODD HUM HOLX BAX ….. WCG CNC HCA CYH UHS THOR EW THC=Bottom (Health)
COHW(44): 0.18% Top=NIHD INFN RKUS PANW SNDK HRS WDC CIEN ….. BCE JNPR AMX NTAP RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(28): -0.20% Top=SWC X SCCO SLCA STLD FCX CLF NUE ….. KGC NEM SLW EGO ABX GG AEM AUY=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:39 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:26 pm

Market Stats at 2:25 pm ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

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

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

COMPARED TO YESTERDAY’S RANGE
30.3% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
9.8% are below yesterday’s low.
59.9% are inside yesterday’s range.
50.5% of stocks with today’s high > yesterday’s high. (49.5% less than).
23.9% of stocks with today’s low < yesterday’s low. (76.1% greater than).

EVIDENCE OF INTRADAY TREND
65.1% of stocks are above today’s open. (33.0% are below).
62.8% of stocks are above today’s open and yesterday’s close.
18.9% are below both.
7.0% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.7% of stocks are in the top 10% of today’s range.
29.8% 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.
13.6% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN
78.7% of stocks are above yesterday’s close. (21.3% are below.)
1.4% are up 4.5% or more. 0.3% are down 4.5% or more.
3.9% are up 3.5% or more. 0.7% are down 3.5% or more.
52.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.9%…>=90:22.0%…>=80:36.4%…>=50:71.5%…<=20:9.4%…<=10:4.7%…<=5:2.6%…
9-day: >=95:0.1%…>=90:0.5%…>=80:9.0%…>=50:83.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:84.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.3% above previous 1 highs, 9.8% below previous 1 lows
25.3% above previous 2 highs, 7.3% below previous 2 lows
23.5% above previous 3 highs, 5.5% below previous 3 lows
22.6% above previous 4 highs, 4.6% below previous 4 lows
21.6% above previous 5 highs, 4.2% below previous 5 lows
20.5% above previous 6 highs, 3.8% below previous 6 lows
20.0% above previous 7 highs, 3.4% below previous 7 lows
19.5% above previous 8 highs, 2.7% below previous 8 lows
19.4% above previous 9 highs, 2.6% below previous 9 lows
19.3% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.7% are above or equal to 5/16 close (1 days ago), 21.3% are below.
57.2% are above or equal to 5/15 close (2 days ago), 42.8% are below.
63.5% are above or equal to 5/14 close (3 days ago), 36.5% are below.
76.4% are above or equal to 5/13 close (4 days ago), 23.6% are below.
70.0% are above or equal to 5/10 close (5 days ago), 30.0% are below.
76.4% are above or equal to 5/9 close (6 days ago), 23.6% are below.
71.3% are above or equal to 5/8 close (7 days ago), 28.7% are below.
75.3% are above or equal to 5/7 close (8 days ago), 24.7% are below.
79.0% are above or equal to 5/6 close (9 days ago), 21.0% are below.
81.9% are above or equal to 5/3 close (10 days ago), 18.1% are below.
85.5% are above or equal to 5/2 close (11 days ago), 14.5% are below.
88.3% are above or equal to 5/1 close (12 days ago), 11.7% are below.
82.7% are above or equal to 4/30 close (13 days ago), 17.3% are below.
84.3% are above or equal to 4/29 close (14 days ago), 15.7% are below.
87.3% are above or equal to 4/26 close (15 days ago), 12.7% are below.
83.1% are above or equal to 4/25 close (16 days ago), 16.9% are below.
85.4% are above or equal to 4/24 close (17 days ago), 14.6% are below.
84.6% are above or equal to 4/23 close (18 days ago), 15.4% are below.
87.3% are above or equal to 4/22 close (19 days ago), 12.7% are below.
87.8% are above or equal to 4/19 close (20 days ago), 12.2% are below.
88.9% are above or equal to 4/18 close (21 days ago), 11.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 27.8% new highs, 2.1% new lows
21d: 27.7% new highs, 1.8% new lows
42d: 22.9% new highs, 1.4% new lows
63d: 20.6% new highs, 1.1% new lows
126d: 19.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.4% above, 22.6% below
3-day: 65.5% above, 34.5% below
4-day: 64.5% above, 35.5% below
5-day: 70.8% above, 29.2% below
8-day: 73.1% above, 26.9% below
10-day: 75.1% above, 24.9% below
20-day: 84.6% above, 15.4% below
50-day: 81.8% above, 18.2% below
200-day: 85.4% above, 14.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 1.81% Top=GDP TSO KOG SGY UPL MPC HP COG ….. OKS CVX EEP CLMT PBF MMP EPL RIG=Bottom (Energy)
MATE(29): 1.62% Top=MDR BZH FLR SPF HOV CLH MAS PHM ….. WM MLM BECN PWR CVA RYN FAST WCN=Bottom (Materials & Construction)
ELEC(50): 1.37% Top=CSIQ SPWR TSL ATML FSLR WFR GLW ONNN ….. RFMD SPRD DLB VSH NXPI CAVM SMTC MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(77): 1.19% Top=WETF JNS FII SF COF BX STT GS ….. TCB PSEC TCBI AINV BNS TD OZM EFX=Bottom (Banks/Financials)
MANU(42): 1.18% Top=MTW ATI TEX DRC SPW EMR DDD HON ….. DCI PNR MHK GE JOY ATU AOS DE=Bottom (Manufacturing)
DISV(49): 1.14% Top=KBR ADT LOPE DV HTZ MA V ATHN ….. RRD HMSY AAN HPY ACTG WOOF MYGN Z=Bottom (Diversified Services)
CHEM(30): 0.96% Top=CHMT AXLL EMN CE POL HUN ROC WPZ ….. SHW DD CYT ASH CF SMG POT MOS=Bottom (Chemicals/Fertilizers)
CONS(56): 0.92% Top=GT CTB HAR TWI BC FNP AVP FBHS ….. JAH NUS PKG BERY PG CL MWV PAY=Bottom (Consumer)
TRAN(24): 0.77% Top=GLNG CNW ALK TDW LUV ODFL CP UNP ….. FDX EXPD JBHT CHRW SAVE AIRM DAL JBLU=Bottom (Transportation)
RETA(67): 0.62% Top=GME JOSB MELI CPRT CONN BBY LL PIR ….. DKS BIG WSM SKS WMT JWN LTD JCP=Bottom (Retail & Specialty Retail)
COSW(79): 0.59% Top=IGT QLIK SOHU YNDX CSC BIDU JCOM UIS ….. VCLK AOL AWAY RAX PMTC TRLA CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.41% Top=BYI HOT KKD PENN WYNN CZR H EAT ….. THI CCL EXPE PNK DNKN WYN RCL BYD=Bottom (Leisure)
INSU(41): 0.36% Top=RDN LNC HIG MET AFL CLGX MTG PRU ….. AJG TRV ALL ACE VR WSH AHL AXS=Bottom (Insurance)
REAL(82): 0.23% Top=RWT NCT LHO NRF PCL AMT PSA O ….. EQR NLY BPO ARE SBY DFT RHP DRH=Bottom (Real Estate)
HEAL(46): 0.06% Top=MR ALGN CFN ESRX PODD HLS BAX BDX ….. CNC MAKO HCA CYH UHS THOR EW THC=Bottom (Health)
META(28): -0.05% Top=SWC SLCA SCCO X STLD CLD FCX NUE ….. RGLD GG SLW EGO ABX NEM AEM AUY=Bottom (Metals & Mining)
COHW(44): -0.09% Top=NIHD INFN PANW RKUS HRS SNDK WDC SSYS ….. BCE NTAP HPQ JNPR RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:28 pm

Market Stats at 1:28 pm ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

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

COMPARED TO YESTERDAY’S RANGE
28.8% of stocks are above yesterday’s high.
64.3% are above yesterday’s midpoint. (35.7% are below.)
10.3% are below yesterday’s low.
61.0% are inside yesterday’s range.
48.7% of stocks with today’s high > yesterday’s high. (51.3% less than).
23.4% of stocks with today’s low < yesterday’s low. (76.6% greater than).

EVIDENCE OF INTRADAY TREND
63.7% of stocks are above today’s open. (34.4% are below).
61.2% of stocks are above today’s open and yesterday’s close.
19.1% are below both.
7.0% of stocks opened above yesterday’s high.
81.7% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.2% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
59.9% are in the top half. 40.1% 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
78.1% of stocks are above yesterday’s close. (21.9% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.3% are up 3.5% or more. 0.6% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.9%…>=90:22.6%…>=80:36.9%…>=50:72.7%…<=20:9.5%…<=10:4.5%…<=5:2.5%…
9-day: >=95:0.1%…>=90:0.5%…>=80:9.1%…>=50:82.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:83.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.8% above previous 1 highs, 10.3% below previous 1 lows
23.6% above previous 2 highs, 8.0% below previous 2 lows
22.1% above previous 3 highs, 5.8% below previous 3 lows
21.5% above previous 4 highs, 4.5% below previous 4 lows
20.4% above previous 5 highs, 3.9% below previous 5 lows
19.4% above previous 6 highs, 3.7% below previous 6 lows
18.9% above previous 7 highs, 3.3% below previous 7 lows
18.5% above previous 8 highs, 2.9% below previous 8 lows
18.4% above previous 9 highs, 2.7% below previous 9 lows
18.2% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.1% are above or equal to 5/16 close (1 days ago), 21.9% are below.
56.4% are above or equal to 5/15 close (2 days ago), 43.6% are below.
62.8% are above or equal to 5/14 close (3 days ago), 37.2% are below.
76.3% are above or equal to 5/13 close (4 days ago), 23.7% are below.
70.2% are above or equal to 5/10 close (5 days ago), 29.8% are below.
75.9% are above or equal to 5/9 close (6 days ago), 24.1% are below.
70.7% are above or equal to 5/8 close (7 days ago), 29.3% are below.
75.1% are above or equal to 5/7 close (8 days ago), 24.9% are below.
78.8% are above or equal to 5/6 close (9 days ago), 21.2% are below.
81.5% are above or equal to 5/3 close (10 days ago), 18.5% are below.
85.5% are above or equal to 5/2 close (11 days ago), 14.5% are below.
87.9% are above or equal to 5/1 close (12 days ago), 12.1% are below.
82.8% are above or equal to 4/30 close (13 days ago), 17.2% are below.
83.7% are above or equal to 4/29 close (14 days ago), 16.3% are below.
86.9% are above or equal to 4/26 close (15 days ago), 13.1% are below.
83.9% are above or equal to 4/25 close (16 days ago), 16.1% are below.
84.8% are above or equal to 4/24 close (17 days ago), 15.2% are below.
84.2% are above or equal to 4/23 close (18 days ago), 15.8% are below.
86.9% are above or equal to 4/22 close (19 days ago), 13.1% are below.
87.8% are above or equal to 4/19 close (20 days ago), 12.2% are below.
88.4% are above or equal to 4/18 close (21 days ago), 11.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 26.8% new highs, 1.8% new lows
21d: 26.7% new highs, 1.7% new lows
42d: 22.0% new highs, 1.3% new lows
63d: 19.7% new highs, 1.1% new lows
126d: 18.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.6% above, 23.4% below
3-day: 66.4% above, 33.6% below
4-day: 65.1% above, 34.9% below
5-day: 70.4% above, 29.6% below
8-day: 72.8% above, 27.2% below
10-day: 74.9% above, 25.1% below
20-day: 84.5% above, 15.5% below
50-day: 82.1% above, 17.9% below
200-day: 85.4% above, 14.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.61% Top=MDR FLR BZH SPF HOV CLH PHM MTZ ….. RSG OC WM PWR CVA RYN WCN FAST=Bottom (Materials & Construction)
ENER(102): 1.48% Top=TSO BCEI SGY HP GDP MPC TLLP KOG ….. QEP EEP CVX MMP CLMT PBF RIG EPL=Bottom (Energy)
ELEC(50): 1.33% Top=TSL SPWR FSLR ATML CSIQ WFR GLW ONNN ….. SMTC INTC DLB RFMD CAVM VSH NXPI MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 1.22% Top=MTW TEX ATI EMR SPW BWC DRC DDD ….. JOY DCI GNRC GE MHK ATU AOS DE=Bottom (Manufacturing)
DISV(49): 1.19% Top=KBR DV HTZ LOPE MA ADT URI ATHN ….. HPY SBAC VRSK AAN WOOF ACTG Z MYGN=Bottom (Diversified Services)
FINA(77): 1.05% Top=WETF SF FII STT BX JNS KEY COF ….. TCBI WBS PSEC AINV OZM BNS TD EFX=Bottom (Banks/Financials)
CHEM(30): 1.04% Top=CHMT AXLL EMN POL HUN ROC CE WPZ ….. MON DD SMG CYT ASH CF POT MOS=Bottom (Chemicals/Fertilizers)
RETA(67): 0.93% Top=MELI JOSB GME CONN BBY CPRT LL TFM ….. FDO CVS DLTR WSM WMT LTD JWN JCP=Bottom (Retail & Specialty Retail)
CONS(56): 0.91% Top=GT CTB HAR TWI BC FNP PVH SCSS ….. EL JAH RKT PKG PG CL PAY MWV=Bottom (Consumer)
TRAN(24): 0.87% Top=GLNG CNW ALK TDW SWFT LUV ODFL CP ….. FDX UAL EXPD JBHT CHRW AIRM DAL JBLU=Bottom (Transportation)
COSW(79): 0.66% Top=QLIK SOHU IGT YNDX CSC TIBX BIDU TRIP ….. RAX VCLK AWAY EA PMTC TRLA CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.32% Top=BYI HOT PENN MPEL MAR LVS KKD WYNN ….. PNK YUM EXPE CCL WYN DNKN RCL BYD=Bottom (Leisure)
HEAL(46): 0.23% Top=MR ALGN CFN HUM ESRX HOLX HLS UNH ….. ZMH MAKO HCA UHS THC CYH THOR EW=Bottom (Health)
INSU(41): 0.22% Top=RDN LNC MET AFL HIG CLGX PRU GNW ….. AJG ALL ACE TRV VR AHL WSH AXS=Bottom (Insurance)
REAL(82): 0.13% Top=RWT NRF LHO PCL NCT AMT PSA CBL ….. PMT BPO EQR ARE NLY RHP DFT DRH=Bottom (Real Estate)
META(27): 0.03% Top=SWC SLCA X SCCO MCP STLD CLD CLF ….. RGLD EGO ABX SLW GG AEM NEM AUY=Bottom (Metals & Mining)
COHW(44): -0.12% Top=NIHD PANW INFN RKUS HRS SNDK TDC WDC ….. NTAP BCE JDSU JNPR RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:28 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:37 am

Market Stats at 12:36 pm ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

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

COMPARED TO YESTERDAY’S RANGE
28.2% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
8.8% are below yesterday’s low.
63.0% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
21.9% of stocks with today’s low < yesterday’s low. (78.1% greater than).

EVIDENCE OF INTRADAY TREND
67.0% of stocks are above today’s open. (31.4% are below).
64.3% of stocks are above today’s open and yesterday’s close.
16.9% are below both.
7.0% of stocks opened above yesterday’s high.
81.7% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.1% of stocks are in the top 10% of today’s range.
31.8% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN
80.5% of stocks are above yesterday’s close. (19.5% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
3.2% are up 3.5% or more. 0.7% are down 3.5% or more.
55.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.5%…>=90:22.7%…>=80:36.2%…>=50:73.3%…<=20:9.0%…<=10:4.1%…<=5:2.3%…
9-day: >=95:0.1%…>=90:0.3%…>=80:9.1%…>=50:83.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:84.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.2% above previous 1 highs, 8.8% below previous 1 lows
23.2% above previous 2 highs, 6.5% below previous 2 lows
21.8% above previous 3 highs, 4.3% below previous 3 lows
20.9% above previous 4 highs, 3.9% below previous 4 lows
20.3% above previous 5 highs, 3.5% below previous 5 lows
19.4% above previous 6 highs, 3.2% below previous 6 lows
19.1% above previous 7 highs, 2.9% below previous 7 lows
18.8% above previous 8 highs, 2.5% below previous 8 lows
18.7% above previous 9 highs, 2.3% below previous 9 lows
18.6% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.5% are above or equal to 5/16 close (1 days ago), 19.5% are below.
56.2% are above or equal to 5/15 close (2 days ago), 43.8% are below.
63.1% are above or equal to 5/14 close (3 days ago), 36.9% are below.
76.1% are above or equal to 5/13 close (4 days ago), 23.9% are below.
70.8% are above or equal to 5/10 close (5 days ago), 29.2% are below.
76.3% are above or equal to 5/9 close (6 days ago), 23.7% are below.
70.7% are above or equal to 5/8 close (7 days ago), 29.3% are below.
74.4% are above or equal to 5/7 close (8 days ago), 25.6% are below.
78.9% are above or equal to 5/6 close (9 days ago), 21.1% are below.
81.1% are above or equal to 5/3 close (10 days ago), 18.9% are below.
85.4% are above or equal to 5/2 close (11 days ago), 14.6% are below.
88.0% are above or equal to 5/1 close (12 days ago), 12.0% are below.
82.8% are above or equal to 4/30 close (13 days ago), 17.2% are below.
84.0% are above or equal to 4/29 close (14 days ago), 16.0% are below.
86.8% are above or equal to 4/26 close (15 days ago), 13.2% are below.
83.6% are above or equal to 4/25 close (16 days ago), 16.4% are below.
84.5% are above or equal to 4/24 close (17 days ago), 15.5% are below.
84.4% are above or equal to 4/23 close (18 days ago), 15.6% are below.
87.1% are above or equal to 4/22 close (19 days ago), 12.9% are below.
87.8% are above or equal to 4/19 close (20 days ago), 12.2% are below.
88.4% are above or equal to 4/18 close (21 days ago), 11.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 26.1% new highs, 1.7% new lows
21d: 26.0% new highs, 1.6% new lows
42d: 21.5% new highs, 1.1% new lows
63d: 19.3% new highs, 1.0% new lows
126d: 18.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.5% above, 20.5% below
3-day: 67.6% above, 32.4% below
4-day: 65.6% above, 34.4% below
5-day: 70.2% above, 29.8% below
8-day: 73.3% above, 26.7% below
10-day: 74.7% above, 25.3% below
20-day: 84.5% above, 15.5% below
50-day: 82.1% above, 17.9% below
200-day: 85.4% above, 14.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.64% Top=MDR FLR SPF BZH CLH HOV PHM MTZ ….. OC PWR WM RSG CVA RYN FAST WCN=Bottom (Materials & Construction)
ENER(102): 1.34% Top=TLLP OAS SGY KOG TSO BCEI NBR HP ….. SLB CVX MMP RIG CLMT PBF QEP EPL=Bottom (Energy)
ELEC(50): 1.29% Top=ATML SPWR TSL FSLR WFR CY CSIQ GLW ….. TRMB SMTC DLB INTC CAVM VSH NXPI MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 1.24% Top=TEX MTW ATI EMR BWC SPW TKR PH ….. GNRC JOY PNR GE MHK ATU AOS DE=Bottom (Manufacturing)
DISV(49): 1.22% Top=DV KBR ADT HTZ LOPE HRB URI R ….. VRSK SBAC AAN LRN WOOF ACTG MYGN Z=Bottom (Diversified Services)
TRAN(24): 1.09% Top=GLNG CNW ALK SWFT TDW LUV ODFL CP ….. EXPD DAL FDX JBHT CHRW CNI AIRM JBLU=Bottom (Transportation)
FINA(77): 1.08% Top=SF WETF FII JNS STT GS LPLA ICE ….. RJF TCBI OZM PSEC AINV BNS TD EFX=Bottom (Banks/Financials)
CHEM(30): 1.02% Top=CHMT AXLL EMN POL HUN VAL WPZ FMC ….. DD SMG MEOH CYT CF ASH POT MOS=Bottom (Chemicals/Fertilizers)
RETA(67): 0.83% Top=MELI GME BBY CONN CPRT JOSB TFM AEO ….. SKS DLTR FDO WSM WMT JWN LTD JCP=Bottom (Retail & Specialty Retail)
CONS(56): 0.79% Top=GT CTB TWI HAR BC SCSS PVH IRBT ….. RKT PKG JAH PG CL NUS PAY MWV=Bottom (Consumer)
COSW(79): 0.66% Top=SOHU QLIK IGT YNDX CSC TIBX TRIP FTNT ….. AOL RAX EA XRX PMTC TRLA CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.44% Top=BYI HOT CZR KKD PENN MPEL WYNN LVS ….. YUM THI WYN PNK CCL DNKN RCL BYD=Bottom (Leisure)
HEAL(46): 0.34% Top=MR HUM ALGN UNH CFN HLS DGX ESRX ….. SYK ZMH THC HCA UHS CYH THOR EW=Bottom (Health)
INSU(41): 0.27% Top=RDN LNC HIG CLGX AFL MET UNM GNW ….. AJG TRV ALL ACE VR AXS WSH AHL=Bottom (Insurance)
REAL(82): 0.20% Top=NCT RWT NRF LHO PCL PEI AMT CLI ….. WAC VNO ARE EQR DFT SBY NLY DRH=Bottom (Real Estate)
COHW(44): 0.00% Top=NIHD RKUS INFN PANW HRS SSYS TDC SNDK ….. JDSU FIO AAPL BCE RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(27): -0.25% Top=SWC SLCA X SCCO CLD AA STLD NUE ….. SLW PAAS KGC GG EGO NEM AEM AUY=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:36 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:47 am

Market Stats at 11:47 am ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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
25.9% of stocks are above yesterday’s high.
62.2% are above yesterday’s midpoint. (37.8% are below.)
8.3% are below yesterday’s low.
65.8% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high. (54.9% less than).
19.7% of stocks with today’s low < yesterday’s low. (80.3% greater than).

EVIDENCE OF INTRADAY TREND
65.5% of stocks are above today’s open. (33.7% are below).
62.9% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
7.0% of stocks opened above yesterday’s high.
81.7% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.8% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
60.3% are in the top half. 39.7% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN
80.5% of stocks are above yesterday’s close. (19.5% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
2.4% are up 3.5% or more. 0.7% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.0%…>=90:21.3%…>=80:34.9%…>=50:73.1%…<=20:8.7%…<=10:4.2%…<=5:2.4%…
9-day: >=95:0.1%…>=90:0.5%…>=80:8.4%…>=50:83.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:84.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.9% above previous 1 highs, 8.3% below previous 1 lows
21.6% above previous 2 highs, 7.0% below previous 2 lows
20.1% above previous 3 highs, 4.8% below previous 3 lows
19.2% above previous 4 highs, 4.5% below previous 4 lows
18.7% above previous 5 highs, 3.9% below previous 5 lows
17.4% above previous 6 highs, 3.3% below previous 6 lows
17.0% above previous 7 highs, 3.0% below previous 7 lows
16.3% above previous 8 highs, 2.6% below previous 8 lows
16.3% above previous 9 highs, 2.4% below previous 9 lows
16.1% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.5% are above or equal to 5/16 close (1 days ago), 19.5% are below.
54.1% are above or equal to 5/15 close (2 days ago), 45.9% are below.
62.8% are above or equal to 5/14 close (3 days ago), 37.2% are below.
75.5% are above or equal to 5/13 close (4 days ago), 24.5% are below.
71.0% are above or equal to 5/10 close (5 days ago), 29.0% are below.
75.2% are above or equal to 5/9 close (6 days ago), 24.8% are below.
70.3% are above or equal to 5/8 close (7 days ago), 29.7% are below.
75.3% are above or equal to 5/7 close (8 days ago), 24.7% are below.
78.9% are above or equal to 5/6 close (9 days ago), 21.1% are below.
80.3% are above or equal to 5/3 close (10 days ago), 19.7% are below.
85.3% are above or equal to 5/2 close (11 days ago), 14.7% are below.
88.4% are above or equal to 5/1 close (12 days ago), 11.6% are below.
82.5% are above or equal to 4/30 close (13 days ago), 17.5% are below.
83.8% are above or equal to 4/29 close (14 days ago), 16.2% are below.
86.5% are above or equal to 4/26 close (15 days ago), 13.5% are below.
83.4% are above or equal to 4/25 close (16 days ago), 16.6% are below.
84.6% are above or equal to 4/24 close (17 days ago), 15.4% are below.
84.5% are above or equal to 4/23 close (18 days ago), 15.5% are below.
87.0% are above or equal to 4/22 close (19 days ago), 13.0% are below.
88.1% are above or equal to 4/19 close (20 days ago), 11.9% are below.
88.7% are above or equal to 4/18 close (21 days ago), 11.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 24.2% new highs, 1.5% new lows
21d: 24.1% new highs, 1.4% new lows
42d: 20.0% new highs, 0.9% new lows
63d: 18.0% new highs, 0.9% new lows
126d: 16.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.3% above, 20.7% below
3-day: 65.2% above, 34.8% below
4-day: 65.2% above, 34.8% below
5-day: 69.4% above, 30.6% below
8-day: 72.6% above, 27.4% below
10-day: 75.1% above, 24.9% below
20-day: 84.5% above, 15.5% below
50-day: 82.2% above, 17.8% below
200-day: 85.5% above, 14.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 1.47% Top=TSO TLLP KOG SGY OAS NBR PTEN BCEI ….. SLB CVX MMP EEP CLMT PBF QEP EPL=Bottom (Energy)
MATE(29): 1.30% Top=MDR SPF FLR CLH BZH MTZ PHM MDC ….. RSG PWR WM FWLT CVA RYN WCN FAST=Bottom (Materials & Construction)
ELEC(50): 1.08% Top=ATML TSL FSLR WFR GLW SPWR ONNN BRCM ….. KLAC FSL SPRD NXPI CAVM VSH RFMD MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.06% Top=DV LOPE KBR ABCO ADT APOL MA HTZ ….. HPY SAI AAN WOOF HMSY ACTG Z MYGN=Bottom (Diversified Services)
MANU(42): 1.01% Top=TEX MTW ATI EMR DRC SPW TKR HON ….. MHK GNRC GE DCI PNR AOS ATU DE=Bottom (Manufacturing)
FINA(77): 0.97% Top=WETF SF JNS GS ICE FII STT KEY ….. FRC WBS OZM PSEC AINV TD EFX BNS=Bottom (Banks/Financials)
CHEM(30): 0.97% Top=CHMT EMN POL AXLL HUN WPZ CE PPG ….. TROX MEOH DD SMG POT ASH CF MOS=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.87% Top=GLNG CNW TDW ALK LUV ODFL UNP CP ….. CHRW CNI EXPD JBHT FDX DAL UAL JBLU=Bottom (Transportation)
CONS(56): 0.74% Top=GT CTB HAR TWI BC FNP TPX SKX ….. PG PKG JAH NUS DECK CL PAY MWV=Bottom (Consumer)
RETA(67): 0.57% Top=MELI GME KORS BBY EBAY CPRT JOSB CSTR ….. TSCO FDO WSM JWN WMT LTD SKS JCP=Bottom (Retail & Specialty Retail)
COSW(79): 0.51% Top=QLIK SOHU YNDX IGT FTNT CSC TIBX NTES ….. XRX RAX AWAY EA PMTC TRLA CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.42% Top=BYI CZR HOT PENN MPEL WYNN MAR LVS ….. EXPE THI DNKN WYN PNK RCL CCL BYD=Bottom (Leisure)
INSU(41): 0.37% Top=RDN HIG LNC MET AIZ UNM ORI L ….. AJG PL FNF ALL AXS VR WSH AHL=Bottom (Insurance)
HEAL(46): 0.25% Top=MR BKD ALGN HUM HOLX HLS ESRX BAX ….. SYK ZMH CYH WCG UHS THC THOR EW=Bottom (Health)
REAL(82): 0.24% Top=NCT RWT NRF LHO CBL CLI DDR FR ….. DFT CWH BPO VNO EQR NLY WAC DRH=Bottom (Real Estate)
COHW(44): -0.07% Top=RKUS NIHD PANW INFN SSYS HRS SNDK WIN ….. JNPR AAPL SYNA BCE RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(27): -0.34% Top=SWC X SLCA SCCO CLD AA STLD NUE ….. PAAS RGLD SLW GG EGO NEM AEM AUY=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:47 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:09 am ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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
20.1% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
8.6% are below yesterday’s low.
71.3% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
18.0% of stocks with today’s low < yesterday’s low. (82.0% greater than).

EVIDENCE OF INTRADAY TREND
61.8% of stocks are above today’s open. (36.2% are below).
58.3% of stocks are above today’s open and yesterday’s close.
16.1% are below both.
7.0% of stocks opened above yesterday’s high.
81.7% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% 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.
18.3% are in the top 20%.
51.3% are in the top half. 48.7% of stocks are in the bottom half of today’s range.
22.0% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN
80.6% of stocks are above yesterday’s close. (19.4% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.5% are up 3.5% or more. 0.8% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.4%…>=90:19.6%…>=80:32.5%…>=50:69.2%…<=20:8.4%…<=10:4.1%…<=5:1.8%…
9-day: >=95:0.1%…>=90:0.5%…>=80:8.2%…>=50:83.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:83.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.1% above previous 1 highs, 8.6% below previous 1 lows
17.0% above previous 2 highs, 6.5% below previous 2 lows
15.5% above previous 3 highs, 4.2% below previous 3 lows
15.0% above previous 4 highs, 3.2% below previous 4 lows
14.5% above previous 5 highs, 3.0% below previous 5 lows
13.7% above previous 6 highs, 2.5% below previous 6 lows
13.2% above previous 7 highs, 2.2% below previous 7 lows
13.0% above previous 8 highs, 1.9% below previous 8 lows
12.9% above previous 9 highs, 1.7% below previous 9 lows
12.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.6% are above or equal to 5/16 close (1 days ago), 19.4% are below.
51.1% are above or equal to 5/15 close (2 days ago), 48.9% are below.
59.4% are above or equal to 5/14 close (3 days ago), 40.6% are below.
75.1% are above or equal to 5/13 close (4 days ago), 24.9% are below.
69.1% are above or equal to 5/10 close (5 days ago), 30.9% are below.
74.1% are above or equal to 5/9 close (6 days ago), 25.9% are below.
69.6% are above or equal to 5/8 close (7 days ago), 30.4% are below.
74.8% are above or equal to 5/7 close (8 days ago), 25.2% are below.
78.2% are above or equal to 5/6 close (9 days ago), 21.8% are below.
79.8% are above or equal to 5/3 close (10 days ago), 20.2% are below.
85.0% are above or equal to 5/2 close (11 days ago), 15.0% are below.
88.0% are above or equal to 5/1 close (12 days ago), 12.0% are below.
82.3% are above or equal to 4/30 close (13 days ago), 17.7% are below.
83.2% are above or equal to 4/29 close (14 days ago), 16.8% are below.
86.1% are above or equal to 4/26 close (15 days ago), 13.9% are below.
82.8% are above or equal to 4/25 close (16 days ago), 17.2% are below.
83.9% are above or equal to 4/24 close (17 days ago), 16.1% are below.
83.9% are above or equal to 4/23 close (18 days ago), 16.1% are below.
86.8% are above or equal to 4/22 close (19 days ago), 13.2% are below.
87.7% are above or equal to 4/19 close (20 days ago), 12.3% are below.
88.4% are above or equal to 4/18 close (21 days ago), 11.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.7% new highs, 1.3% new lows
21d: 22.7% new highs, 1.1% new lows
42d: 19.1% new highs, 0.9% new lows
63d: 17.0% new highs, 0.9% new lows
126d: 15.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.7% above, 21.3% below
3-day: 61.6% above, 38.4% below
4-day: 62.2% above, 37.8% below
5-day: 67.1% above, 32.9% below
8-day: 71.3% above, 28.7% below
10-day: 74.5% above, 25.5% below
20-day: 84.1% above, 15.9% below
50-day: 81.7% above, 18.3% below
200-day: 85.3% above, 14.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.22% Top=MDR SPF CLH MTZ FLR USG MAS BZH ….. OC RSG CVA WM FWLT RYN WCN FAST=Bottom (Materials & Construction)
ENER(102): 1.19% Top=TSO TLLP NBR WNR HP NE PTEN OAS ….. EEP MMP MUR CVX CLMT PBF EPL QEP=Bottom (Energy)
CHEM(30): 1.04% Top=CHMT EMN POL ALB VAL OLN WPZ HUN ….. AGU MEOH SMG POT ASH DD CF MOS=Bottom (Chemicals/Fertilizers)
DISV(49): 0.99% Top=DV KBR LOPE ATHN CAR ADT ABCO URI ….. AAN SBAC HPY WOOF Z ACTG HMSY MYGN=Bottom (Diversified Services)
MANU(42): 0.85% Top=MTW TEX ATI DRC EMR KMT TKR SPW ….. PNR GNRC GE JOY CFX AOS ATU DE=Bottom (Manufacturing)
ELEC(50): 0.84% Top=TSL FSLR ATML WFR CSIQ SPWR BRCM CY ….. SPRD NXPI KLAC CAVM DLB INVN MCHP VSH=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): 0.75% Top=GT CTB TWI HAR TPX BC CRI IRBT ….. PKG BMS NUS PG CL TUMI PAY MWV=Bottom (Consumer)
TRAN(24): 0.73% Top=TDW GLNG LUV ALK CNW SAVE KSU ODFL ….. AIRM EXPD CHRW UAL JBHT FDX CNI JBLU=Bottom (Transportation)
FINA(77): 0.71% Top=GS SF JNS WETF STT JPM LPLA KEY ….. CG ARCC PSEC OCN AINV TD EFX BNS=Bottom (Banks/Financials)
COSW(79): 0.46% Top=QLIK SOHU YNDX IGT DNB FTNT CSC TRIP ….. TTWO SYMC EA XRX TRLA PMTC CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.45% Top=BYI HOT KKD MPEL WYNN MAR PENN CZR ….. WYN YUM THI RCL CCL PNK DNKN BYD=Bottom (Leisure)
RETA(67): 0.41% Top=MELI GME KORS CPRT CONN EBAY AEO URBN ….. FDO TSCO WSM WMT JWN LTD SKS JCP=Bottom (Retail & Specialty Retail)
HEAL(46): 0.35% Top=MR ALGN BKD HLS BAX HOLX ESRX ALR ….. SYK THC ZMH SIRO WCG THOR UHS EW=Bottom (Health)
INSU(41): 0.33% Top=RDN LNC MTG MET HIG WRB AIZ UNM ….. AFSI AJG AXS ALL FNF VR WSH AHL=Bottom (Insurance)
REAL(82): 0.20% Top=NCT RWT NRF LHO PEI DCT CBL FR ….. CWH BAM ARE EQR DFT NLY DRH WAC=Bottom (Real Estate)
COHW(44): -0.18% Top=RKUS INFN PANW SSYS SNDK HRS NIHD WIN ….. T JNPR SYNA BCE RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(27): -0.52% Top=SWC X SLCA CLD CLF AA STLD SCCO ….. RGLD PAAS NEM SLW GG EGO AEM AUY=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:09 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:47 am

Market Stats at 10:46 am ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

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

COMPARED TO YESTERDAY’S RANGE
27.3% of stocks are above yesterday’s high.
68.2% are above yesterday’s midpoint. (31.8% are below.)
5.5% are below yesterday’s low.
67.2% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
16.3% of stocks with today’s low < yesterday’s low. (83.7% greater than).

EVIDENCE OF INTRADAY TREND
73.4% of stocks are above today’s open. (24.1% are below).
69.9% of stocks are above today’s open and yesterday’s close.
10.8% are below both.
7.0% of stocks opened above yesterday’s high.
81.7% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
20.9% of stocks are in the top 10% of today’s range.
38.5% are in the top 20%.
73.3% are in the top half. 26.7% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN
85.7% of stocks are above yesterday’s close. (14.3% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
2.6% are up 3.5% or more. 0.7% are down 3.5% or more.
54.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.4%…>=90:22.1%…>=80:37.4%…>=50:77.6%…<=20:6.4%…<=10:3.5%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.5%…>=80:8.8%…>=50:84.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:84.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.3% above previous 1 highs, 5.5% below previous 1 lows
22.0% above previous 2 highs, 4.6% below previous 2 lows
20.1% above previous 3 highs, 3.3% below previous 3 lows
19.3% above previous 4 highs, 2.7% below previous 4 lows
18.6% above previous 5 highs, 2.6% below previous 5 lows
17.5% above previous 6 highs, 2.4% below previous 6 lows
16.9% above previous 7 highs, 1.8% below previous 7 lows
16.4% above previous 8 highs, 1.6% below previous 8 lows
16.3% above previous 9 highs, 1.5% below previous 9 lows
16.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
85.7% are above or equal to 5/16 close (1 days ago), 14.3% are below.
57.4% are above or equal to 5/15 close (2 days ago), 42.6% are below.
64.6% are above or equal to 5/14 close (3 days ago), 35.4% are below.
78.0% are above or equal to 5/13 close (4 days ago), 22.0% are below.
71.8% are above or equal to 5/10 close (5 days ago), 28.2% are below.
75.9% are above or equal to 5/9 close (6 days ago), 24.1% are below.
72.0% are above or equal to 5/8 close (7 days ago), 28.0% are below.
76.0% are above or equal to 5/7 close (8 days ago), 24.0% are below.
79.9% are above or equal to 5/6 close (9 days ago), 20.1% are below.
81.5% are above or equal to 5/3 close (10 days ago), 18.5% are below.
86.2% are above or equal to 5/2 close (11 days ago), 13.8% are below.
88.4% are above or equal to 5/1 close (12 days ago), 11.6% are below.
83.1% are above or equal to 4/30 close (13 days ago), 16.9% are below.
84.0% are above or equal to 4/29 close (14 days ago), 16.0% are below.
86.5% are above or equal to 4/26 close (15 days ago), 13.5% are below.
83.7% are above or equal to 4/25 close (16 days ago), 16.3% are below.
84.7% are above or equal to 4/24 close (17 days ago), 15.3% are below.
84.4% are above or equal to 4/23 close (18 days ago), 15.6% are below.
87.3% are above or equal to 4/22 close (19 days ago), 12.7% are below.
87.8% are above or equal to 4/19 close (20 days ago), 12.2% are below.
88.2% are above or equal to 4/18 close (21 days ago), 11.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.3% new highs, 1.1% new lows
21d: 22.3% new highs, 1.0% new lows
42d: 18.7% new highs, 0.8% new lows
63d: 16.7% new highs, 0.8% new lows
126d: 15.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 85.0% above, 15.0% below
3-day: 71.8% above, 28.2% below
4-day: 69.5% above, 30.5% below
5-day: 74.8% above, 25.2% below
8-day: 75.9% above, 24.1% below
10-day: 77.6% above, 22.4% below
20-day: 84.9% above, 15.1% below
50-day: 82.9% above, 17.1% below
200-day: 85.6% above, 14.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 1.51% Top=TSO NBR WNR KOG TLLP NE PTEN HP ….. WES EEP MMP CVX PBF NTI EPL QEP=Bottom (Energy)
MATE(29): 1.44% Top=MDR SPF MTZ CLH FLR HOV BZH RYL ….. BECN CVA RSG WM FWLT RYN WCN FAST=Bottom (Materials & Construction)
CHEM(30): 1.16% Top=CHMT EMN POL ALB OLN HUN WPZ CE ….. MEOH AGU SMG ASH POT DD CF MOS=Bottom (Chemicals/Fertilizers)
MANU(42): 1.16% Top=TEX MTW ATI DRC DDD SPW TKR KMT ….. PNR JOY GE GNRC CFX ATU AOS DE=Bottom (Manufacturing)
ELEC(50): 1.13% Top=TSL CSIQ FSLR WFR SPWR ATML TER CY ….. AMAT KLAC NXPI INVN CAVM SPRD MCHP VSH=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.10% Top=KBR DV ABCO URI HTZ CAR ADT ATHN ….. SBAC SAI HPY WOOF Z ACTG MYGN HMSY=Bottom (Diversified Services)
FINA(77): 0.93% Top=JNS GS WETF KEY COF SF STT ICE ….. CG OCN PSEC AINV SLM TD EFX BNS=Bottom (Banks/Financials)
TRAN(24): 0.90% Top=TDW GLNG LUV ALK TRN KSU CNW SAVE ….. UAL JBHT CHRW FDX AIRM CNI SWFT JBLU=Bottom (Transportation)
CONS(56): 0.86% Top=GT CTB TWI HAR TPX BC CRI IRBT ….. BMS NUS TUMI CL PG PBI PAY MWV=Bottom (Consumer)
COSW(79): 0.66% Top=QLIK SOHU SINA YNDX DNB FTNT BIDU IGT ….. NUAN TRLA BSFT XRX PMTC EA CTRX ADSK=Bottom (Computer Software/Internet)
INSU(41): 0.63% Top=RDN MTG HIG LNC MET AIZ CLGX WRB ….. PL AXS FNF ALL MMC VR AHL WSH=Bottom (Insurance)
RETA(67): 0.63% Top=GME CONN KORS MELI BBY CPRT AEO SIG ….. FDO TSCO WSM WMT SKS LTD JWN JCP=Bottom (Retail & Specialty Retail)
HEAL(46): 0.55% Top=MR ALGN BAX HLS HOLX BKD ESRX CFN ….. THOR THC UHS SYK CNC VOLC SIRO EW=Bottom (Health)
LEIS(31): 0.55% Top=KKD HOT BYI WYNN MAR PENN LVS MPEL ….. MGM RCL DNKN YUM THI CCL PNK BYD=Bottom (Leisure)
REAL(82): 0.54% Top=NCT RWT PEI NRF FR CBL LHO COR ….. BPO EQR NLY HTS BAM SBY DRH WAC=Bottom (Real Estate)
COHW(44): -0.12% Top=INFN RKUS PANW SSYS SNDK CIEN ARRS HRS ….. VIP JNPR TMUS BCE RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(27): -0.13% Top=SWC X CLF CLD STLD AA SCCO SLCA ….. KGC NEM PAAS SLW EGO GG AUY AEM=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:46 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:19 am ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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
25.8% of stocks are above yesterday’s high.
66.4% are above yesterday’s midpoint. (33.6% are below.)
5.0% are below yesterday’s low.
69.2% are inside yesterday’s range.
37.7% of stocks with today’s high > yesterday’s high. (62.3% less than).
15.8% of stocks with today’s low < yesterday’s low. (84.2% greater than).

EVIDENCE OF INTRADAY TREND
72.7% of stocks are above today’s open. (25.2% are below).
69.2% of stocks are above today’s open and yesterday’s close.
11.2% are below both.
7.0% of stocks opened above yesterday’s high.
81.7% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% 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.
40.2% are in the top 20%.
72.6% are in the top half. 27.4% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
85.4% of stocks are above yesterday’s close. (14.6% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.5% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.0%…>=90:20.9%…>=80:37.3%…>=50:77.2%…<=20:6.1%…<=10:3.7%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.6%…>=80:8.3%…>=50:84.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:84.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.8% above previous 1 highs, 5.0% below previous 1 lows
20.3% above previous 2 highs, 4.3% below previous 2 lows
18.5% above previous 3 highs, 3.0% below previous 3 lows
17.9% above previous 4 highs, 2.6% below previous 4 lows
17.5% above previous 5 highs, 2.3% below previous 5 lows
16.8% above previous 6 highs, 2.1% below previous 6 lows
16.1% above previous 7 highs, 1.6% below previous 7 lows
15.6% above previous 8 highs, 1.5% below previous 8 lows
15.5% above previous 9 highs, 1.3% below previous 9 lows
15.2% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
85.4% are above or equal to 5/16 close (1 days ago), 14.6% are below.
56.1% are above or equal to 5/15 close (2 days ago), 43.9% are below.
64.4% are above or equal to 5/14 close (3 days ago), 35.6% are below.
77.4% are above or equal to 5/13 close (4 days ago), 22.6% are below.
71.2% are above or equal to 5/10 close (5 days ago), 28.8% are below.
76.1% are above or equal to 5/9 close (6 days ago), 23.9% are below.
72.1% are above or equal to 5/8 close (7 days ago), 27.9% are below.
76.1% are above or equal to 5/7 close (8 days ago), 23.9% are below.
80.0% are above or equal to 5/6 close (9 days ago), 20.0% are below.
82.0% are above or equal to 5/3 close (10 days ago), 18.0% are below.
86.0% are above or equal to 5/2 close (11 days ago), 14.0% are below.
88.7% are above or equal to 5/1 close (12 days ago), 11.3% are below.
83.3% are above or equal to 4/30 close (13 days ago), 16.7% are below.
84.1% are above or equal to 4/29 close (14 days ago), 15.9% are below.
86.5% are above or equal to 4/26 close (15 days ago), 13.5% are below.
83.8% are above or equal to 4/25 close (16 days ago), 16.2% are below.
84.7% are above or equal to 4/24 close (17 days ago), 15.3% are below.
84.4% are above or equal to 4/23 close (18 days ago), 15.6% are below.
87.1% are above or equal to 4/22 close (19 days ago), 12.9% are below.
87.8% are above or equal to 4/19 close (20 days ago), 12.2% are below.
88.2% are above or equal to 4/18 close (21 days ago), 11.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.9% new highs, 1.0% new lows
21d: 19.9% new highs, 0.9% new lows
42d: 16.8% new highs, 0.8% new lows
63d: 14.8% new highs, 0.8% new lows
126d: 13.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.5% above, 15.5% below
3-day: 71.2% above, 28.8% below
4-day: 69.1% above, 30.9% below
5-day: 74.1% above, 25.9% below
8-day: 75.2% above, 24.8% below
10-day: 77.3% above, 22.7% below
20-day: 84.9% above, 15.1% below
50-day: 82.8% above, 17.2% below
200-day: 85.3% above, 14.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.71% Top=MDR SPF PHM MTH RYL HOV BZH TOL ….. PWR FWLT CVA WM DAR WCN RYN FAST=Bottom (Materials & Construction)
ENER(102): 1.40% Top=NBR TSO NE KOG WNR OAS MPC PDCE ….. WES KEG EEP CVX FST PBF QEP EPL=Bottom (Energy)
MANU(42): 1.19% Top=TEX MTW ATI SPW PH GTLS KMT DRC ….. MRC JOY CFX GE GNRC AOS ATU DE=Bottom (Manufacturing)
CHEM(30): 1.09% Top=EMN CHMT POL AXLL WPZ VAL ALB OLN ….. TROX ASH SMG CF AGU DD POT MOS=Bottom (Chemicals/Fertilizers)
FINA(77): 0.95% Top=JNS SCHW GS COF BK KEY WETF STT ….. OZM TCBI SLM NDAQ AINV EFX TD BNS=Bottom (Banks/Financials)
DISV(49): 0.94% Top=URI ATHN KBR DV CAR ADT ABCO HTZ ….. SBAC ULTA SAI MYGN Z HPY ACTG HMSY=Bottom (Diversified Services)
CONS(56): 0.87% Top=GT CTB TPX TWI HAR BC WHR IRBT ….. TUMI BMS PBI NUS PAY CL PG MWV=Bottom (Consumer)
TRAN(24): 0.79% Top=TDW ALK LUV KSU UAL DAL GLNG SAVE ….. UPS FDX CHRW AIRM JBHT SWFT JBLU CNI=Bottom (Transportation)
ELEC(50): 0.79% Top=FSLR WFR ATML TSL MRVL BRCM CSIQ TER ….. CRUS TXN DLB CAVM KLAC SPRD VSH MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(41): 0.76% Top=RDN MTG LNC HIG MET UNM PRU AIZ ….. AJG FNF PL AFSI ALL AHL MMC WSH=Bottom (Insurance)
RETA(67): 0.57% Top=GME BBY AEO LL KORS CPRT SIG GNC ….. FDO SKS TSCO WSM WMT LTD JWN JCP=Bottom (Retail & Specialty Retail)
LEIS(31): 0.53% Top=KKD HOT BYI EXPE WYNN LVS MAR PENN ….. DRI RCL YUM DNKN CCL THI PNK BYD=Bottom (Leisure)
HEAL(46): 0.51% Top=MR ESRX ALGN A HOLX BAX CFN ALR ….. SYK VOLC CNC ZMH UHS SIRO EW THC=Bottom (Health)
COSW(79): 0.49% Top=SOHU QLIK SINA YNDX DNB NTES TRIP IGT ….. TRLA XRX CTXS PMTC EA BSFT CTRX ADSK=Bottom (Computer Software/Internet)
REAL(82): 0.49% Top=NCT RWT NRF PEI DCT FR CBL LHO ….. CWH EQR BPO HTS SBY DRH NLY BAM=Bottom (Real Estate)
META(27): -0.16% Top=SWC X SLCA CLF CLD AA WLT SCCO ….. PAAS SLW KGC NEM EGO GG AUY AEM=Bottom (Metals & Mining)
COHW(44): -0.38% Top=INFN RKUS SSYS PANW SNDK HRS ARRS LVLT ….. JDSU HPQ FIO BCE RVBD FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:19 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

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
22.5% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
5.4% are below yesterday’s low.
72.2% are inside yesterday’s range.
35.6% of stocks with today’s high > yesterday’s high. (64.4% less than).
15.4% of stocks with today’s low < yesterday’s low. (84.6% greater than).

EVIDENCE OF INTRADAY TREND
69.8% of stocks are above today’s open. (28.4% are below).
66.7% of stocks are above today’s open and yesterday’s close.
12.5% are below both.
7.0% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
20.3% of stocks are in the top 10% of today’s range.
35.7% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
84.5% of stocks are above yesterday’s close. (15.5% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
1.1% are up 3.5% or more. 0.3% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.6%…>=90:20.5%…>=80:34.0%…>=50:75.6%…<=20:6.2%…<=10:3.6%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.3%…>=80:8.1%…>=50:84.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:84.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.5% above previous 1 highs, 5.4% below previous 1 lows
17.9% above previous 2 highs, 4.1% below previous 2 lows
16.4% above previous 3 highs, 3.1% below previous 3 lows
15.7% above previous 4 highs, 2.4% below previous 4 lows
15.3% above previous 5 highs, 2.1% below previous 5 lows
14.5% above previous 6 highs, 1.7% below previous 6 lows
13.7% above previous 7 highs, 1.5% below previous 7 lows
13.3% above previous 8 highs, 1.4% below previous 8 lows
13.3% above previous 9 highs, 1.3% below previous 9 lows
13.0% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.5% are above or equal to 5/16 close (1 days ago), 15.5% are below.
54.8% are above or equal to 5/15 close (2 days ago), 45.2% are below.
63.2% are above or equal to 5/14 close (3 days ago), 36.8% are below.
76.6% are above or equal to 5/13 close (4 days ago), 23.4% are below.
70.1% are above or equal to 5/10 close (5 days ago), 29.9% are below.
75.4% are above or equal to 5/9 close (6 days ago), 24.6% are below.
72.1% are above or equal to 5/8 close (7 days ago), 27.9% are below.
75.7% are above or equal to 5/7 close (8 days ago), 24.3% are below.
78.8% are above or equal to 5/6 close (9 days ago), 21.2% are below.
81.3% are above or equal to 5/3 close (10 days ago), 18.7% are below.
86.0% are above or equal to 5/2 close (11 days ago), 14.0% are below.
88.3% are above or equal to 5/1 close (12 days ago), 11.7% are below.
83.0% are above or equal to 4/30 close (13 days ago), 17.0% are below.
84.2% are above or equal to 4/29 close (14 days ago), 15.8% are below.
86.7% are above or equal to 4/26 close (15 days ago), 13.3% are below.
83.7% are above or equal to 4/25 close (16 days ago), 16.3% are below.
84.8% are above or equal to 4/24 close (17 days ago), 15.2% are below.
84.5% are above or equal to 4/23 close (18 days ago), 15.5% are below.
87.2% are above or equal to 4/22 close (19 days ago), 12.8% are below.
87.5% are above or equal to 4/19 close (20 days ago), 12.5% are below.
88.3% are above or equal to 4/18 close (21 days ago), 11.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.7% new highs, 1.0% new lows
21d: 18.7% new highs, 0.9% new lows
42d: 15.6% new highs, 0.8% new lows
63d: 13.7% new highs, 0.8% new lows
126d: 12.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.8% above, 16.2% below
3-day: 69.6% above, 30.4% below
4-day: 66.9% above, 33.1% below
5-day: 72.2% above, 27.8% below
8-day: 74.5% above, 25.5% below
10-day: 76.3% above, 23.7% below
20-day: 84.8% above, 15.2% below
50-day: 82.6% above, 17.4% below
200-day: 85.1% above, 14.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.47% Top=MDR SPF BZH MTH HOV PHM CLH MTZ ….. FWLT CVA BECN WM WCN DAR FAST RYN=Bottom (Materials & Construction)
ENER(102): 1.38% Top=NBR TSO NE PTEN GDP KOG OAS EXXI ….. NGLS CVX EEP FST OKS EPL PBF QEP=Bottom (Energy)
MANU(42): 1.16% Top=TEX MTW ATI DRC GTLS BWC PH SPW ….. MRC JOY GE GNRC DCI AOS ATU DE=Bottom (Manufacturing)
CHEM(30): 0.98% Top=CHMT EMN AXLL POL ALB WPZ OLN VAL ….. SHW TROX SMG CF AGU DD POT MOS=Bottom (Chemicals/Fertilizers)
ELEC(50): 0.88% Top=WFR FSLR ATML BRCM MRVL TSL VECO AMAT ….. SMTC GRMN SPRD INVN NXPI DLB MCHP VSH=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(77): 0.86% Top=JNS SCHW GS KEY COF STT LPLA EV ….. APO NDAQ SLM OCN AINV EFX TD BNS=Bottom (Banks/Financials)
DISV(49): 0.82% Top=URI ATHN DV KBR ADT ABCO MCO R ….. WOOF AAN SAI ACTG HPY Z MYGN HMSY=Bottom (Diversified Services)
CONS(56): 0.82% Top=GT CTB TPX SKX HAR BC TWI IRBT ….. TUMI NUS PBI BMS PAY CL PG MWV=Bottom (Consumer)
TRAN(24): 0.72% Top=TDW LUV ALK GLNG DAL UAL KSU SAVE ….. UPS ODFL CHRW AIRM JBHT JBLU CNI SWFT=Bottom (Transportation)
INSU(41): 0.52% Top=RDN LNC HIG MTG GNW AIZ WRB CLGX ….. FNF VR AFSI PL ALL MMC WSH AHL=Bottom (Insurance)
LEIS(31): 0.50% Top=HOT EXPE KKD BYI LVS WYNN MAR LTM ….. CMG DNKN WEN RCL THI CCL PNK BYD=Bottom (Leisure)
COSW(79): 0.46% Top=SOHU QLIK SINA YNDX DNB IGT NTES TRIP ….. YELP EA FFIV TTWO PMTC BSFT CTRX ADSK=Bottom (Computer Software/Internet)
HEAL(46): 0.43% Top=A MR MAKO ESRX HOLX HUM BAX ALR ….. CNC VOLC ZMH UHS SIRO EW HCA THC=Bottom (Health)
RETA(67): 0.42% Top=GME BBY KORS SIG AEO LL GNC EBAY ….. KSS WMT TSCO WSM SKS LTD JCP JWN=Bottom (Retail & Specialty Retail)
REAL(82): 0.38% Top=NCT RWT NRF PEI DCT FR LHO CBL ….. CLNY EQR SBY BPO RLGY DRH NLY BAM=Bottom (Real Estate)
META(28): 0.04% Top=CLF SWC X SLCA WLT SCCO AA CLD ….. SLW ABX KGC EGO NEM GG AUY AEM=Bottom (Metals & Mining)
COHW(44): -0.33% Top=INFN RKUS PANW SSYS LVLT ARRS HRS SNDK ….. HPQ TMUS RVBD BCE FIO FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)

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

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