daytrend

04/16/2014

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

Closing Stats
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
60.1% of stocks are above yesterday’s high.
87.3% are above yesterday’s midpoint. (12.7% are below.)
2.9% are below yesterday’s low.
37.0% are inside yesterday’s range.
82.4% of stocks with today’s high > yesterday’s high. (17.6% less than).
7.5% of stocks with today’s low < yesterday’s low. (92.5% greater than).

EVIDENCE OF INTRADAY TREND
62.7% of stocks are above today’s open. (36.4% are below).
62.1% of stocks are above today’s open and yesterday’s close.
18.3% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.9% of stocks are in the top 10% of today’s range.
42.2% are in the top 20%.
72.1% are in the top half. 27.9% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
81.1% of stocks are above yesterday’s close. (18.9% are below.)
3.1% are up 4.5% or more. 0.4% are down 4.5% or more.
6.6% are up 3.5% or more. 0.8% are down 3.5% or more.
42.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:19.1%…>=80:49.2%…>=50:80.8%…<=20:6.3%…<=10:3.0%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.9%…>=50:46.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
60.1% above previous 1 highs, 2.9% below previous 1 lows
52.2% above previous 2 highs, 1.5% below previous 2 lows
46.2% above previous 3 highs, 1.2% below previous 3 lows
18.7% above previous 4 highs, 1.2% below previous 4 lows
17.5% above previous 5 highs, 1.2% below previous 5 lows
17.3% above previous 6 highs, 1.2% below previous 6 lows
15.8% above previous 7 highs, 1.2% below previous 7 lows
9.6% above previous 8 highs, 1.2% below previous 8 lows
8.8% above previous 9 highs, 1.2% below previous 9 lows
8.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
81.1% are above or equal to 4/15 close (1 days ago), 18.9% are below.
82.3% are above or equal to 4/14 close (2 days ago), 17.7% are below.
86.2% are above or equal to 4/11 close (3 days ago), 13.8% are below.
68.6% are above or equal to 4/10 close (4 days ago), 31.4% are below.
32.1% are above or equal to 4/9 close (5 days ago), 67.9% are below.
49.1% are above or equal to 4/8 close (6 days ago), 50.9% are below.
56.7% are above or equal to 4/7 close (7 days ago), 43.3% are below.
38.1% are above or equal to 4/4 close (8 days ago), 61.9% are below.
25.9% are above or equal to 4/3 close (9 days ago), 74.1% are below.
25.5% are above or equal to 4/2 close (10 days ago), 74.5% are below.
29.8% are above or equal to 4/1 close (11 days ago), 70.2% are below.
36.7% are above or equal to 3/31 close (12 days ago), 63.3% are below.
47.6% are above or equal to 3/28 close (13 days ago), 52.4% are below.
52.2% are above or equal to 3/27 close (14 days ago), 47.8% are below.
49.9% are above or equal to 3/26 close (15 days ago), 50.1% are below.
39.8% are above or equal to 3/25 close (16 days ago), 60.2% are below.
41.3% are above or equal to 3/24 close (17 days ago), 58.7% are below.
37.8% are above or equal to 3/21 close (18 days ago), 62.2% are below.
38.6% are above or equal to 3/20 close (19 days ago), 61.4% are below.
39.7% are above or equal to 3/19 close (20 days ago), 60.3% are below.
36.3% are above or equal to 3/18 close (21 days ago), 63.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 3.1% new lows
21d: 11.0% new highs, 3.0% new lows
42d: 9.5% new highs, 1.6% new lows
63d: 8.2% new highs, 0.9% new lows
126d: 5.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.6% above, 19.4% below
3-day: 82.9% above, 17.1% below
4-day: 85.1% above, 14.9% below
5-day: 80.6% above, 19.4% below
8-day: 63.6% above, 36.4% below
10-day: 53.3% above, 46.7% below
20-day: 42.8% above, 57.2% below
50-day: 45.3% above, 54.7% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 2.19% Top=JBLU DAL UAL XPO WAB HA TRN GBX ….. UNP CP CHRW FDX NSC EXPD KNX CSX=Bottom (Transportation)
MANU(47): 1.79% Top=JKS ZBRA CFX GTLS KMT LECO DDD PCP ….. MRC DRC AOS JOY CAT MHK BWC BGC=Bottom (Manufacturing)
CHEM(35): 1.69% Top=SZYM GPRE WLK CF GRA EMN HUN POL ….. ALB VAL AGU MOS SHW POT TROX WPZ=Bottom (Chemicals/Fertilizers)
DISV(50): 1.47% Top=ATHN BLOX CAR HTZ PCLN URI RHI MCO ….. TAL ULTA G RCII HMSY URS MYGN HPY=Bottom (Diversified Services)
COSW(94): 1.45% Top=SFUN ACXM DWRE YHOO AWAY MDSO AOL YELP ….. MKTO CTRX MDRX CVLT TWTR FEYE NQ PFPT=Bottom (Computer Software/Internet)
ENER(113): 1.37% Top=PVA WFT LPI PDS OAS VLO PBF ECA ….. RDC BCEI DO NE KEG ESV RIG MHR=Bottom (Energy)
FINA(94): 1.27% Top=IBKR XOOM KKR FNGN WETF FIG BLK SCHW ….. FNB FRC NTRS USB BAC HBAN OCN CSH=Bottom (Banks/Financials)
CONS(56): 1.26% Top=NUS IRBT PAY PBI GT OI UA KS ….. UFS SHOO DECK RL PKG FOSL WWW MAT=Bottom (Consumer)
LEIS(34): 1.19% Top=MPEL LVS MGM SBUX SGMS CMG BYI BKW ….. BLMN BYD MCD SEAS PNK PNRA KKD LTM=Bottom (Leisure)
COHW(46): 1.16% Top=UBNT GOGO FIO VIP FNSR CAMP LVLT SSYS ….. MSI PLCM BBRY EMC SYNA CCOI NTAP ADTN=Bottom (Computer Hardware/Telecom)
MATE(30): 1.12% Top=USG OC MAS EXP CLH FLR VMC WM ….. WY TOL RYN MDC FAST MTH LEN MDR=Bottom (Materials & Construction)
INSU(40): 1.11% Top=GNW AHL LNC ORI MTG UNM CNO PRU ….. CLGX RNR RDN VR FAF RGA FNF MBI=Bottom (Insurance)
ELEC(56): 0.82% Top=CSIQ SCTY GTAT SUNE FLDM TSL CGNX CPHD ….. MXIM MCHP FCS CAVM ADI ONNN CRUS LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(87): 0.72% Top=EJ BEE DEI HST NRF DRH KIM AIV ….. TWO AGNC OHI WMC VTR CMO WAC NSM=Bottom (Real Estate)
RETA(73): 0.40% Top=RH AMZN CDW M BID AAP GPS CPRT ….. PIR TFM FRAN DSW GME LQDT BBY CONN=Bottom (Retail & Specialty Retail)
HEAL(59): -0.01% Top=DXCM IRWD WX WMGI COO OPK TMO PRXL ….. UNH CNC MR THC STJ CYH AET KND=Bottom (Health)
META(28): -0.60% Top=AA HSC SCCO SLCA CNX NUE CMC GG ….. ABX RGLD PAAS CDE WLT CLF 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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:29 pm

Market Stats at 2:28 pm ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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

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

COMPARED TO YESTERDAY’S RANGE
50.0% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
3.2% are below yesterday’s low.
46.8% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
7.0% of stocks with today’s low < yesterday’s low. (93.0% greater than).

EVIDENCE OF INTRADAY TREND
49.6% of stocks are above today’s open. (49.3% are below).
48.7% of stocks are above today’s open and yesterday’s close.
24.2% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.2% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
74.8% of stocks are above yesterday’s close. (25.2% are below.)
1.7% are up 4.5% or more. 0.4% are down 4.5% or more.
3.7% are up 3.5% or more. 1.0% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.6%…>=90:15.0%…>=80:38.8%…>=50:75.4%…<=20:9.0%…<=10:4.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:41.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.0% above previous 1 highs, 3.2% below previous 1 lows
41.9% above previous 2 highs, 2.1% below previous 2 lows
36.6% above previous 3 highs, 1.6% below previous 3 lows
14.4% above previous 4 highs, 1.6% below previous 4 lows
13.1% above previous 5 highs, 1.6% below previous 5 lows
13.0% above previous 6 highs, 1.6% below previous 6 lows
11.7% above previous 7 highs, 1.6% below previous 7 lows
7.6% above previous 8 highs, 1.6% below previous 8 lows
7.2% above previous 9 highs, 1.6% below previous 9 lows
7.1% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
74.8% are above or equal to 4/15 close (1 days ago), 25.2% are below.
78.1% are above or equal to 4/14 close (2 days ago), 21.9% are below.
83.0% are above or equal to 4/11 close (3 days ago), 17.0% are below.
63.0% are above or equal to 4/10 close (4 days ago), 37.0% are below.
27.7% are above or equal to 4/9 close (5 days ago), 72.3% are below.
43.4% are above or equal to 4/8 close (6 days ago), 56.6% are below.
52.2% are above or equal to 4/7 close (7 days ago), 47.8% are below.
34.2% are above or equal to 4/4 close (8 days ago), 65.8% are below.
24.6% are above or equal to 4/3 close (9 days ago), 75.4% are below.
24.5% are above or equal to 4/2 close (10 days ago), 75.5% are below.
27.2% are above or equal to 4/1 close (11 days ago), 72.8% are below.
33.8% are above or equal to 3/31 close (12 days ago), 66.2% are below.
43.4% are above or equal to 3/28 close (13 days ago), 56.6% are below.
49.7% are above or equal to 3/27 close (14 days ago), 50.3% are below.
47.0% are above or equal to 3/26 close (15 days ago), 53.0% are below.
38.1% are above or equal to 3/25 close (16 days ago), 61.9% are below.
39.3% are above or equal to 3/24 close (17 days ago), 60.7% are below.
35.9% are above or equal to 3/21 close (18 days ago), 64.1% are below.
36.4% are above or equal to 3/20 close (19 days ago), 63.6% are below.
38.1% are above or equal to 3/19 close (20 days ago), 61.9% are below.
34.5% are above or equal to 3/18 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 2.9% new lows
21d: 10.3% new highs, 2.8% new lows
42d: 8.7% new highs, 1.5% new lows
63d: 7.5% new highs, 0.8% new lows
126d: 4.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.9% above, 26.1% below
3-day: 77.3% above, 22.7% below
4-day: 80.9% above, 19.1% below
5-day: 77.6% above, 22.4% below
8-day: 58.3% above, 41.7% below
10-day: 47.0% above, 53.0% below
20-day: 37.9% above, 62.1% below
50-day: 43.7% above, 56.3% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 1.66% Top=JBLU DAL UAL WAB GBX TRN XPO HA ….. CP UNP FDX SWFT NSC EXPD KNX CSX=Bottom (Transportation)
CHEM(35): 1.45% Top=GPRE SZYM WLK CF GRA HUN POL EMN ….. VAL FTK AGU SHW MOS WPZ POT TROX=Bottom (Chemicals/Fertilizers)
MANU(47): 1.39% Top=ZBRA JKS LECO CFX GTLS KMT PCP DDD ….. MRC DRC AOS MHK CAT JOY BWC BGC=Bottom (Manufacturing)
DISV(50): 1.10% Top=CAR ATHN HTZ PCLN URI RHI BLOX MCO ….. WTW TAL G BCO RCII URS HMSY HPY=Bottom (Diversified Services)
ENER(113): 1.10% Top=WFT LPI PVA PDS OAS ATHL VLO WNR ….. BAS ENLK KEG DO NE MHR ESV RIG=Bottom (Energy)
CONS(56): 0.93% Top=NUS IRBT PAY GT PBI UA OI WHR ….. AVP PKG LULU RL FOSL SHOO MAT WWW=Bottom (Consumer)
COSW(94): 0.85% Top=SFUN ACXM YHOO DWRE AWAY FTNT MDSO AOL ….. WDAY CVLT SPLK FEYE MDRX TWTR PFPT NQ=Bottom (Computer Software/Internet)
LEIS(34): 0.81% Top=MPEL LVS MGM CMG SBUX BKW BYI EXPE ….. SEAS MCD SIX BYD PNK PNRA KKD LTM=Bottom (Leisure)
FINA(94): 0.79% Top=IBKR XOOM FIG WETF KKR FNGN PNC ETFC ….. FRC C USB NTRS OCN HBAN BAC CSH=Bottom (Banks/Financials)
INSU(40): 0.71% Top=AHL GNW LNC ORI UNM AIZ AFL CNO ….. MTG RNR VR AJG FNF RGA RDN MBI=Bottom (Insurance)
MATE(30): 0.68% Top=USG OC EXP CLH MAS WM VMC FLR ….. MDC FAST TOL MTH DHI KBH LEN MDR=Bottom (Materials & Construction)
COHW(46): 0.66% Top=UBNT FIO GOGO XLS FNSR CAMP VIP SSYS ….. EMC PLCM SYNA OLED BBRY CCOI NTAP ADTN=Bottom (Computer Hardware/Telecom)
REAL(87): 0.53% Top=EJ DEI LXP BEE NRF HST BDN CLNY ….. RLGY ARCP SRC HCP NNN VTR WAC NSM=Bottom (Real Estate)
ELEC(56): 0.32% Top=CSIQ FLDM SCTY CGNX CPHD TRMB TSL SUNE ….. AMBA CY CAVM LRCX ADI CRUS ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): 0.06% Top=RH BID M CDW GNC AAP LB DKS ….. LQDT DSW TFM SPLS FRAN WFM BBY CONN=Bottom (Retail & Specialty Retail)
HEAL(59): -0.19% Top=DXCM WX WMGI COO IRWD TMO PODD ALGN ….. CNC ZMH AET UNH THC KND STJ CYH=Bottom (Health)
META(28): -1.01% Top=AA SLCA SCCO HSC CNX CMC GG CLD ….. RGLD ABX PAAS CDE WLT CLF 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 2:28 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:42 pm

Market Stats at 1:42 pm ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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

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

COMPARED TO YESTERDAY’S RANGE
50.2% of stocks are above yesterday’s high.
84.4% are above yesterday’s midpoint. (15.6% are below.)
2.8% are below yesterday’s low.
47.0% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
6.6% of stocks with today’s low < yesterday’s low. (93.4% greater than).

EVIDENCE OF INTRADAY TREND
49.2% of stocks are above today’s open. (49.4% are below).
48.3% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
75.4% of stocks are above yesterday’s close. (24.6% are below.)
1.6% are up 4.5% or more. 0.5% are down 4.5% or more.
3.4% are up 3.5% or more. 1.0% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.5%…>=90:14.1%…>=80:39.8%…>=50:75.5%…<=20:8.5%…<=10:4.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:41.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:39.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.2% above previous 1 highs, 2.8% below previous 1 lows
41.6% above previous 2 highs, 1.9% below previous 2 lows
36.7% above previous 3 highs, 1.2% below previous 3 lows
13.5% above previous 4 highs, 1.2% below previous 4 lows
12.3% above previous 5 highs, 1.2% below previous 5 lows
12.2% above previous 6 highs, 1.2% below previous 6 lows
11.3% above previous 7 highs, 1.2% below previous 7 lows
7.3% above previous 8 highs, 1.2% below previous 8 lows
6.7% above previous 9 highs, 1.2% below previous 9 lows
6.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.4% are above or equal to 4/15 close (1 days ago), 24.6% are below.
78.2% are above or equal to 4/14 close (2 days ago), 21.8% are below.
82.6% are above or equal to 4/11 close (3 days ago), 17.4% are below.
63.0% are above or equal to 4/10 close (4 days ago), 37.0% are below.
27.8% are above or equal to 4/9 close (5 days ago), 72.2% are below.
43.7% are above or equal to 4/8 close (6 days ago), 56.3% are below.
52.8% are above or equal to 4/7 close (7 days ago), 47.2% are below.
34.5% are above or equal to 4/4 close (8 days ago), 65.5% are below.
24.2% are above or equal to 4/3 close (9 days ago), 75.8% are below.
24.8% are above or equal to 4/2 close (10 days ago), 75.2% are below.
27.5% are above or equal to 4/1 close (11 days ago), 72.5% are below.
33.4% are above or equal to 3/31 close (12 days ago), 66.6% are below.
43.9% are above or equal to 3/28 close (13 days ago), 56.1% are below.
49.3% are above or equal to 3/27 close (14 days ago), 50.7% are below.
46.7% are above or equal to 3/26 close (15 days ago), 53.3% are below.
37.6% are above or equal to 3/25 close (16 days ago), 62.4% are below.
39.5% are above or equal to 3/24 close (17 days ago), 60.5% are below.
36.0% are above or equal to 3/21 close (18 days ago), 64.0% are below.
36.9% are above or equal to 3/20 close (19 days ago), 63.1% are below.
37.9% are above or equal to 3/19 close (20 days ago), 62.1% are below.
34.5% are above or equal to 3/18 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.1% new highs, 2.8% new lows
21d: 9.9% new highs, 2.7% new lows
42d: 8.3% new highs, 1.4% new lows
63d: 7.1% new highs, 0.7% new lows
126d: 4.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.0% above, 26.0% below
3-day: 77.2% above, 22.8% below
4-day: 79.9% above, 20.1% below
5-day: 77.0% above, 23.0% below
8-day: 58.3% above, 41.7% below
10-day: 47.2% above, 52.8% below
20-day: 37.7% above, 62.3% below
50-day: 43.3% above, 56.7% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 1.52% Top=JBLU DAL UAL GBX ALK HA LUV WAB ….. FDX GLNG UNP SWFT NSC EXPD KNX CSX=Bottom (Transportation)
CHEM(35): 1.44% Top=GPRE SZYM WLK HUN CF EMN GRA AXLL ….. VAL AGU SHW FTK MOS POT TROX WPZ=Bottom (Chemicals/Fertilizers)
MANU(47): 1.31% Top=ZBRA LECO CFX GTLS KMT PNR PCP XYL ….. AGCO AOS MHK CAT DRC JOY BWC BGC=Bottom (Manufacturing)
DISV(50): 1.15% Top=CAR ATHN BLOX URI PCLN HTZ RHI MYGN ….. G TAL WTW RCII BCO URS HMSY HPY=Bottom (Diversified Services)
ENER(113): 0.98% Top=PDS LPI WFT ATHL PVA VLO WNR OAS ….. ENLK KEG BAS DO NE ESV MHR RIG=Bottom (Energy)
CONS(56): 0.93% Top=NUS GT PAY IRBT KATE UA PBI FBHS ….. RL UFS SHOO PKG FOSL AVP WWW MAT=Bottom (Consumer)
FINA(94): 0.80% Top=IBKR FIG XOOM KKR WETF FNGN PNC SCHW ….. FRC NTRS C USB HBAN OCN BAC CSH=Bottom (Banks/Financials)
LEIS(34): 0.80% Top=MPEL LVS MGM SBUX BKW CMG BYI SONC ….. MCD BLMN PNK SEAS KKD PNRA LTM BYD=Bottom (Leisure)
COSW(94): 0.72% Top=SFUN ACXM YHOO DWRE AWAY GWRE MDSO PWRD ….. LNKD FEYE WDAY CVLT MDRX TWTR PFPT NQ=Bottom (Computer Software/Internet)
INSU(40): 0.71% Top=AHL GNW LNC UNM AIZ ORI AMBC AON ….. CLGX VR MTG AJG RGA FNF RDN MBI=Bottom (Insurance)
MATE(30): 0.60% Top=USG EXP CLH OC MAS WM FLR WCN ….. AWI DHI KBH FAST MTH MDC LEN MDR=Bottom (Materials & Construction)
COHW(46): 0.59% Top=UBNT XLS GOGO CAMP FIO VIP FNSR LVLT ….. PLCM SYNA BBRY CCOI OLED EMC NTAP ADTN=Bottom (Computer Hardware/Telecom)
REAL(87): 0.54% Top=EJ DEI BEE BDN LXP HST NRF CLNY ….. CMO HCP AGNC RLGY NNN VTR WAC NSM=Bottom (Real Estate)
ELEC(56): 0.24% Top=CSIQ FLDM SCTY CGNX CPHD TRMB AYI TSL ….. KLAC CAVM ADI LRCX CY CRUS ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): 0.20% Top=RH GPS M BID GES GNC DDS LB ….. DSW WFM SPLS LQDT FRAN BBY TFM CONN=Bottom (Retail & Specialty Retail)
HEAL(59): -0.28% Top=DXCM IRWD COO WMGI WX TMO BSX ALGN ….. VAR ZMH AET CYH THC UNH KND STJ=Bottom (Health)
META(28): -0.87% Top=AA HSC SLCA GG SCCO CNX CMC NUE ….. AKS PAAS RGLD SWC CLF WLT 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 1:42 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:54 am

Market Stats at 11:53 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
45.8% of stocks are above yesterday’s high.
85.3% are above yesterday’s midpoint. (14.7% are below.)
2.8% are below yesterday’s low.
51.4% are inside yesterday’s range.
77.3% of stocks with today’s high > yesterday’s high. (22.7% less than).
5.5% of stocks with today’s low < yesterday’s low. (94.5% greater than).

EVIDENCE OF INTRADAY TREND
46.0% of stocks are above today’s open. (52.1% are below).
44.9% of stocks are above today’s open and yesterday’s close.
25.2% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN
73.7% of stocks are above yesterday’s close. (26.3% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.6% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.5%…>=90:13.1%…>=80:37.7%…>=50:73.8%…<=20:8.4%…<=10:3.6%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:40.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
45.8% above previous 1 highs, 2.8% below previous 1 lows
37.9% above previous 2 highs, 1.7% below previous 2 lows
33.6% above previous 3 highs, 1.5% below previous 3 lows
12.8% above previous 4 highs, 1.5% below previous 4 lows
11.5% above previous 5 highs, 1.5% below previous 5 lows
11.4% above previous 6 highs, 1.5% below previous 6 lows
10.1% above previous 7 highs, 1.5% below previous 7 lows
6.7% above previous 8 highs, 1.4% below previous 8 lows
6.1% above previous 9 highs, 1.4% below previous 9 lows
6.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.7% are above or equal to 4/15 close (1 days ago), 26.3% are below.
78.5% are above or equal to 4/14 close (2 days ago), 21.5% are below.
82.9% are above or equal to 4/11 close (3 days ago), 17.1% are below.
61.4% are above or equal to 4/10 close (4 days ago), 38.6% are below.
27.9% are above or equal to 4/9 close (5 days ago), 72.1% are below.
42.5% are above or equal to 4/8 close (6 days ago), 57.5% are below.
51.4% are above or equal to 4/7 close (7 days ago), 48.6% are below.
33.4% are above or equal to 4/4 close (8 days ago), 66.6% are below.
24.2% are above or equal to 4/3 close (9 days ago), 75.8% are below.
24.2% are above or equal to 4/2 close (10 days ago), 75.8% are below.
26.6% are above or equal to 4/1 close (11 days ago), 73.4% are below.
33.6% are above or equal to 3/31 close (12 days ago), 66.4% are below.
42.7% are above or equal to 3/28 close (13 days ago), 57.3% are below.
47.2% are above or equal to 3/27 close (14 days ago), 52.8% are below.
45.7% are above or equal to 3/26 close (15 days ago), 54.3% are below.
38.0% are above or equal to 3/25 close (16 days ago), 62.0% are below.
39.5% are above or equal to 3/24 close (17 days ago), 60.5% are below.
35.4% are above or equal to 3/21 close (18 days ago), 64.6% are below.
36.2% are above or equal to 3/20 close (19 days ago), 63.8% are below.
37.8% are above or equal to 3/19 close (20 days ago), 62.2% are below.
34.7% are above or equal to 3/18 close (21 days ago), 65.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.8% new highs, 2.7% new lows
21d: 9.6% new highs, 2.6% new lows
42d: 7.8% new highs, 1.3% new lows
63d: 6.7% new highs, 0.6% new lows
126d: 4.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.3% above, 27.7% below
3-day: 77.0% above, 23.0% below
4-day: 80.7% above, 19.3% below
5-day: 75.9% above, 24.1% below
8-day: 55.5% above, 44.5% below
10-day: 45.2% above, 54.8% below
20-day: 37.8% above, 62.2% below
50-day: 42.9% above, 57.1% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 1.35% Top=WLK CF SZYM GPRE LYB HUN MEOH AXLL ….. ALB VAL AGU WPZ MOS FTK POT TROX=Bottom (Chemicals/Fertilizers)
TRAN(30): 1.15% Top=JBLU UAL GBX NAT DAL TRN GLNG HA ….. FDX CP SAVE EXPD NSC SWFT KNX CSX=Bottom (Transportation)
ENER(113): 1.13% Top=LPI ATHL PDS WFT PVA OAS VLO IOC ….. NE AREX ENLK RDC KOG ESV RIG MHR=Bottom (Energy)
MANU(47): 1.12% Top=ZBRA LECO KMT PPO WOR CFX PH PNR ….. MHK JOY DHR GNRC DRC BGC BWC DDD=Bottom (Manufacturing)
DISV(50): 0.95% Top=CAR HTZ URI MCO PCLN ATHN AAN FLT ….. TW LDOS TAL RCII HPY BCO WTW HMSY=Bottom (Diversified Services)
INSU(40): 0.90% Top=AHL AIZ GNW LNC ORI AXS HIG UNM ….. PRU CLGX MTG FNF AJG RDN RGA MBI=Bottom (Insurance)
CONS(56): 0.85% Top=NUS GT IRBT AVY PAY PBI OI KMB ….. RL LULU SHOO HBI FOSL AVP MAT PKG=Bottom (Consumer)
FINA(94): 0.80% Top=IBKR KKR FIG SCHW PNC BLK NDAQ ETFC ….. FRC NTRS C OCN USB HBAN BAC CSH=Bottom (Banks/Financials)
COSW(94): 0.59% Top=YHOO DWRE AWAY SFUN ACXM GWRE AOL FTNT ….. WDAY CVLT SFLY MDRX TWTR TRLA PFPT NQ=Bottom (Computer Software/Internet)
MATE(30): 0.58% Top=USG OC FLR MAS EXP PWR WM WCN ….. DAR MTH AWI DHI KBH MDR LEN MDC=Bottom (Materials & Construction)
LEIS(34): 0.46% Top=MPEL LVS SONC MGM SBUX WYNN BKW YUM ….. CAKE MCD PNK BLMN LTM PNRA KKD BYD=Bottom (Leisure)
COHW(46): 0.40% Top=UBNT XLS VIP ARUN CAMP VRSN COMM FIO ….. TDC BBRY MSI TDS EMC OLED NTAP ADTN=Bottom (Computer Hardware/Telecom)
RETA(73): 0.23% Top=CDW DDS GPS GES BID BIG TIF GNC ….. DANG SPLS GME TFM FIVE LQDT BBY CONN=Bottom (Retail & Specialty Retail)
REAL(87): 0.16% Top=HST BEE LXP DEI EJ NRF BDN MPW ….. RLGY O BXP CUBE NNN VTR WAC NSM=Bottom (Real Estate)
ELEC(56): -0.14% Top=CGNX TRMB CPHD AYI CSIQ FLDM SCTY APH ….. FCS MCHP LRCX FSL ADI CRUS ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(59): -0.24% Top=DXCM WX WMGI TMO MR IRWD BSX ALGN ….. VAR AET CNC CYH KND UNH THC STJ=Bottom (Health)
META(28): -0.40% Top=SLCA HSC AA SCCO GG CNX CMC NUE ….. AKS SLW WLT CDE RGLD CLF 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 11:53 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:46 am

Market Stats at 10:46 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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

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

COMPARED TO YESTERDAY’S RANGE
37.3% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
2.7% are below yesterday’s low.
60.0% are inside yesterday’s range.
75.7% of stocks with today’s high > yesterday’s high. (24.3% less than).
3.8% of stocks with today’s low < yesterday’s low. (96.2% greater than).

EVIDENCE OF INTRADAY TREND
34.3% of stocks are above today’s open. (64.0% are below).
33.3% of stocks are above today’s open and yesterday’s close.
29.5% are below both.
48.7% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.3% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
34.0% are in the top half. 66.0% of stocks are in the bottom half of today’s range.
36.3% are in the bottom 20%.
20.3% are in the bottom 10%.

GAIN
69.8% of stocks are above yesterday’s close. (30.2% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.4% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:10.2%…>=80:31.5%…>=50:70.1%…<=20:9.5%…<=10:3.3%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:37.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.3% above previous 1 highs, 2.7% below previous 1 lows
29.9% above previous 2 highs, 2.2% below previous 2 lows
26.3% above previous 3 highs, 1.8% below previous 3 lows
10.3% above previous 4 highs, 1.8% below previous 4 lows
9.4% above previous 5 highs, 1.8% below previous 5 lows
9.3% above previous 6 highs, 1.8% below previous 6 lows
8.5% above previous 7 highs, 1.8% below previous 7 lows
6.0% above previous 8 highs, 1.6% below previous 8 lows
5.7% above previous 9 highs, 1.6% below previous 9 lows
5.5% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
69.8% are above or equal to 4/15 close (1 days ago), 30.2% are below.
75.5% are above or equal to 4/14 close (2 days ago), 24.5% are below.
80.9% are above or equal to 4/11 close (3 days ago), 19.1% are below.
56.8% are above or equal to 4/10 close (4 days ago), 43.2% are below.
24.8% are above or equal to 4/9 close (5 days ago), 75.2% are below.
37.4% are above or equal to 4/8 close (6 days ago), 62.6% are below.
48.2% are above or equal to 4/7 close (7 days ago), 51.8% are below.
30.2% are above or equal to 4/4 close (8 days ago), 69.8% are below.
22.8% are above or equal to 4/3 close (9 days ago), 77.2% are below.
22.7% are above or equal to 4/2 close (10 days ago), 77.3% are below.
25.8% are above or equal to 4/1 close (11 days ago), 74.2% are below.
31.6% are above or equal to 3/31 close (12 days ago), 68.4% are below.
40.9% are above or equal to 3/28 close (13 days ago), 59.1% are below.
45.4% are above or equal to 3/27 close (14 days ago), 54.6% are below.
44.1% are above or equal to 3/26 close (15 days ago), 55.9% are below.
36.0% are above or equal to 3/25 close (16 days ago), 64.0% are below.
38.5% are above or equal to 3/24 close (17 days ago), 61.5% are below.
34.0% are above or equal to 3/21 close (18 days ago), 66.0% are below.
34.9% are above or equal to 3/20 close (19 days ago), 65.1% are below.
36.6% are above or equal to 3/19 close (20 days ago), 63.4% are below.
33.7% are above or equal to 3/18 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.1% new highs, 1.9% new lows
21d: 9.1% new highs, 1.9% new lows
42d: 7.5% new highs, 0.9% new lows
63d: 6.6% new highs, 0.4% new lows
126d: 4.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.8% above, 32.2% below
3-day: 74.2% above, 25.8% below
4-day: 79.0% above, 21.0% below
5-day: 72.8% above, 27.2% below
8-day: 51.3% above, 48.7% below
10-day: 41.1% above, 58.9% below
20-day: 35.0% above, 65.0% below
50-day: 41.4% above, 58.6% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 0.81% Top=SZYM CF AXLL EMN CE HUN OLN FMC ….. PPG RPM MON WPZ DOW FTK VAL TROX=Bottom (Chemicals/Fertilizers)
ENER(112): 0.81% Top=PVA PDS ATHL LPI OAS WFT PXD UPL ….. AREX DO NE RDC MHR BCEI ESV RIG=Bottom (Energy)
MANU(47): 0.79% Top=ZBRA LECO KMT PPO WOR GTLS LII IEX ….. JOY DHR JKS CAT BWC DRC BGC DDD=Bottom (Manufacturing)
MATE(30): 0.74% Top=USG OC EXP MAS FLR KBH MTH PWR ….. AWI DAR MLM SRCL RSG CVA WY MDR=Bottom (Materials & Construction)
TRAN(30): 0.73% Top=JBLU UAL NAT DAL GLNG GBX TRN CNW ….. UPS UNP FDX SWFT SAVE NSC KNX CSX=Bottom (Transportation)
CONS(56): 0.67% Top=GT NUS IRBT FBHS FL GPK AVY KMB ….. FOSL TPX IP AVP MAT UA HBI PKG=Bottom (Consumer)
INSU(40): 0.66% Top=AHL AIZ PRE AMBC LNC AXS ACE CINF ….. MTG AJG MET FNF AGO RGA RDN MBI=Bottom (Insurance)
DISV(50): 0.65% Top=CAR URI HTZ AAN GEO ADT DV FLT ….. APOL TAL TW VNTV HPY WTW BCO HMSY=Bottom (Diversified Services)
FINA(94): 0.39% Top=IBKR WETF KKR FIG BLK PNC ETFC SLM ….. OZM UMPQ C NTRS USB HBAN CSH BAC=Bottom (Banks/Financials)
RETA(73): 0.37% Top=SFM GES DDS ANN GPS FINL URBN BIG ….. GME DANG NFLX BBY RAD PIR LQDT CONN=Bottom (Retail & Specialty Retail)
LEIS(34): 0.33% Top=MPEL SONC LVS MGM WYNN SBUX SEAS WYN ….. MCD SIX KKD PNK LTM PNRA BLMN BYD=Bottom (Leisure)
REAL(87): 0.28% Top=HST MPW LXP DEI NRF BDN RLJ LHO ….. VTR IVR CWH CUBE RLGY EJ WAC NSM=Bottom (Real Estate)
COHW(46): 0.02% Top=XLS CAMP VIP ARUN CTL CCI NSR ARRS ….. FIO BBRY EMC MSI RKUS OLED ADTN NTAP=Bottom (Computer Hardware/Telecom)
COSW(94): -0.05% Top=YHOO SFUN DWRE AWAY ACXM MDSO IGTE AOL ….. SOHU LNKD TRLA WDAY CVLT PFPT TWTR NQ=Bottom (Computer Software/Internet)
HEAL(59): -0.11% Top=DXCM WMGI WX OPK ALGN THOR BAX A ….. VAR HUM KND AET UNH THC EW STJ=Bottom (Health)
ELEC(56): -0.84% Top=CGNX TRMB AYI FLDM CPHD CSIQ JBL GLW ….. VECO KLAC FCS MCHP ADI FSL ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -0.94% Top=HSC AA SCCO SLCA CMC GG BTU CNX ….. SSRI X WLT RGLD CDE CLD 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 @ 9:07 am

Market Stats at 10:07 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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
38.4% of stocks are above yesterday’s high.
86.4% are above yesterday’s midpoint. (13.6% are below.)
2.0% are below yesterday’s low.
59.6% are inside yesterday’s range.
73.9% of stocks with today’s high > yesterday’s high. (26.1% less than).
2.9% of stocks with today’s low < yesterday’s low. (97.1% greater than).

EVIDENCE OF INTRADAY TREND
35.6% of stocks are above today’s open. (62.7% are below).
34.8% of stocks are above today’s open and yesterday’s close.
23.6% are below both.
48.7% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.6% of stocks are in the top 10% of today’s range.
11.1% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
24.0% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN
75.5% of stocks are above yesterday’s close. (24.5% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.4% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.8%…>=90:10.4%…>=80:33.7%…>=50:74.8%…<=20:6.8%…<=10:3.3%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:38.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.4% above previous 1 highs, 2.0% below previous 1 lows
30.8% above previous 2 highs, 1.3% below previous 2 lows
27.7% above previous 3 highs, 1.1% below previous 3 lows
9.8% above previous 4 highs, 1.1% below previous 4 lows
9.1% above previous 5 highs, 1.1% below previous 5 lows
8.9% above previous 6 highs, 1.1% below previous 6 lows
7.8% above previous 7 highs, 1.1% below previous 7 lows
5.4% above previous 8 highs, 1.1% below previous 8 lows
4.7% above previous 9 highs, 1.1% below previous 9 lows
4.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.5% are above or equal to 4/15 close (1 days ago), 24.5% are below.
78.8% are above or equal to 4/14 close (2 days ago), 21.2% are below.
83.6% are above or equal to 4/11 close (3 days ago), 16.4% are below.
59.4% are above or equal to 4/10 close (4 days ago), 40.6% are below.
25.2% are above or equal to 4/9 close (5 days ago), 74.8% are below.
39.3% are above or equal to 4/8 close (6 days ago), 60.7% are below.
49.2% are above or equal to 4/7 close (7 days ago), 50.8% are below.
31.4% are above or equal to 4/4 close (8 days ago), 68.6% are below.
22.5% are above or equal to 4/3 close (9 days ago), 77.5% are below.
22.6% are above or equal to 4/2 close (10 days ago), 77.4% are below.
25.5% are above or equal to 4/1 close (11 days ago), 74.5% are below.
31.4% are above or equal to 3/31 close (12 days ago), 68.6% are below.
41.6% are above or equal to 3/28 close (13 days ago), 58.4% are below.
45.8% are above or equal to 3/27 close (14 days ago), 54.2% are below.
44.5% are above or equal to 3/26 close (15 days ago), 55.5% are below.
36.3% are above or equal to 3/25 close (16 days ago), 63.7% are below.
38.7% are above or equal to 3/24 close (17 days ago), 61.3% are below.
34.4% are above or equal to 3/21 close (18 days ago), 65.6% are below.
35.0% are above or equal to 3/20 close (19 days ago), 65.0% are below.
36.3% are above or equal to 3/19 close (20 days ago), 63.7% are below.
33.7% are above or equal to 3/18 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 1.3% new lows
21d: 8.7% new highs, 1.3% new lows
42d: 7.0% new highs, 0.6% new lows
63d: 6.1% new highs, 0.2% new lows
126d: 3.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.5% above, 25.5% below
3-day: 79.9% above, 20.1% below
4-day: 82.1% above, 17.9% below
5-day: 77.1% above, 22.9% below
8-day: 54.1% above, 45.9% below
10-day: 42.6% above, 57.4% below
20-day: 36.0% above, 64.0% below
50-day: 41.8% above, 58.2% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 1.01% Top=MEOH CF AXLL CE WLK LYB HUN SZYM ….. VAL DOW RPM TROX SHW MON PPG WPZ=Bottom (Chemicals/Fertilizers)
MANU(47): 0.90% Top=LECO PPO LII KMT FLS ATU PH PLL ….. CAT DHR AGCO BGC JOY DDD BWC DRC=Bottom (Manufacturing)
CONS(56): 0.81% Top=IRBT GT FBHS NUS KS PAY GPK SEE ….. TUP IP HBI COTY MAT LULU AVP PKG=Bottom (Consumer)
LEIS(34): 0.81% Top=MPEL SONC WYNN LVS MGM SBUX WYN DNKN ….. CAKE BLMN MCD DRI KKD BYD PNRA LTM=Bottom (Leisure)
MATE(30): 0.77% Top=USG MAS OC EXP FLR PWR KBH SPF ….. DHI AWI WY LEN RSG SRCL CVA MDR=Bottom (Materials & Construction)
DISV(50): 0.76% Top=CAR HTZ ATHN URI RHI AAN V ADT ….. PAYX WOOF RCII LDOS BCO APOL TW HMSY=Bottom (Diversified Services)
TRAN(30): 0.76% Top=JBLU UAL TRN DAL GLNG XPO CNW HA ….. ODFL UPS SAVE UNP KNX SWFT NSC CSX=Bottom (Transportation)
ENER(112): 0.70% Top=ATHL LPI PVA PDS PXD WFT OAS UPL ….. BCEI RDC DO BAS NE KEG RIG ESV=Bottom (Energy)
INSU(40): 0.64% Top=AMBC LNC AIZ HIG UNM CNO CINF ORI ….. MTG MMC AGO RDN AJG FNF MBI RGA=Bottom (Insurance)
RETA(73): 0.51% Top=SFM ANN GES DANG SHLD DDS BID FINL ….. SPLS ANF KORS BBY PIR FRAN LQDT CONN=Bottom (Retail & Specialty Retail)
COSW(94): 0.46% Top=YHOO SFUN AWAY DWRE YELP ACXM AOL UIS ….. CVLT WDAY LNKD TRLA GRPN TWTR PFPT NQ=Bottom (Computer Software/Internet)
FINA(94): 0.41% Top=IBKR FIG ETFC WETF BX AINV SF FNGN ….. NTRS UMPQ OCN C USB HBAN CSH BAC=Bottom (Banks/Financials)
COHW(46): 0.36% Top=CAMP VIP ARUN XLS NSR CCI UBNT LVLT ….. AAPL TDS RKUS EMC OLED ADTN MSI NTAP=Bottom (Computer Hardware/Telecom)
REAL(87): 0.16% Top=HST LXP EJ BXMT AHT NYMT DEI LHO ….. AGNC BXP WMC NNN RLGY VTR RPAI NSM=Bottom (Real Estate)
HEAL(59): 0.13% Top=DXCM WX ALGN OPK WMGI BSX BKD RMD ….. LPNT HUM SPNC CYH THC UNH IRWD STJ=Bottom (Health)
ELEC(56): -0.43% Top=CSIQ TRMB AYI CGNX CREE FLDM SCTY INTC ….. TXN TER ADI KLAC FCS LRCX ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -0.75% Top=HSC AA GG SLCA SCCO CMC TCK NUE ….. RGLD CLF X SSRI CDE CLD 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 10:07 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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
42.1% of stocks are above yesterday’s high.
90.7% are above yesterday’s midpoint. (9.3% are below.)
1.3% are below yesterday’s low.
56.6% are inside yesterday’s range.
72.7% of stocks with today’s high > yesterday’s high. (27.3% less than).
2.0% of stocks with today’s low < yesterday’s low. (98.0% greater than).

EVIDENCE OF INTRADAY TREND
41.5% of stocks are above today’s open. (55.8% are below).
40.6% of stocks are above today’s open and yesterday’s close.
15.9% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
43.4% are in the top half. 56.6% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
17.5% are in the bottom 10%.

GAIN
83.1% of stocks are above yesterday’s close. (16.9% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.9% are up 3.5% or more. 0.2% are down 3.5% or more.
68.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.7%…>=90:11.5%…>=80:36.7%…>=50:80.1%…<=20:5.2%…<=10:2.6%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:39.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.1% above previous 1 highs, 1.3% below previous 1 lows
33.4% above previous 2 highs, 0.7% below previous 2 lows
29.7% above previous 3 highs, 0.7% below previous 3 lows
10.9% above previous 4 highs, 0.7% below previous 4 lows
9.8% above previous 5 highs, 0.7% below previous 5 lows
9.6% above previous 6 highs, 0.7% below previous 6 lows
8.7% above previous 7 highs, 0.7% below previous 7 lows
5.8% above previous 8 highs, 0.7% below previous 8 lows
5.3% above previous 9 highs, 0.7% below previous 9 lows
5.1% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.1% are above or equal to 4/15 close (1 days ago), 16.9% are below.
80.3% are above or equal to 4/14 close (2 days ago), 19.7% are below.
85.1% are above or equal to 4/11 close (3 days ago), 14.9% are below.
61.5% are above or equal to 4/10 close (4 days ago), 38.5% are below.
26.7% are above or equal to 4/9 close (5 days ago), 73.3% are below.
41.8% are above or equal to 4/8 close (6 days ago), 58.2% are below.
51.2% are above or equal to 4/7 close (7 days ago), 48.8% are below.
33.0% are above or equal to 4/4 close (8 days ago), 67.0% are below.
23.6% are above or equal to 4/3 close (9 days ago), 76.4% are below.
23.9% are above or equal to 4/2 close (10 days ago), 76.1% are below.
26.9% are above or equal to 4/1 close (11 days ago), 73.1% are below.
33.0% are above or equal to 3/31 close (12 days ago), 67.0% are below.
42.2% are above or equal to 3/28 close (13 days ago), 57.8% are below.
47.4% are above or equal to 3/27 close (14 days ago), 52.6% are below.
45.5% are above or equal to 3/26 close (15 days ago), 54.5% are below.
36.8% are above or equal to 3/25 close (16 days ago), 63.2% are below.
39.3% are above or equal to 3/24 close (17 days ago), 60.7% are below.
35.1% are above or equal to 3/21 close (18 days ago), 64.9% are below.
35.0% are above or equal to 3/20 close (19 days ago), 65.0% are below.
36.7% are above or equal to 3/19 close (20 days ago), 63.3% are below.
34.3% are above or equal to 3/18 close (21 days ago), 65.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.3% new highs, 0.9% new lows
21d: 8.3% new highs, 0.9% new lows
42d: 6.7% new highs, 0.4% new lows
63d: 5.7% new highs, 0.1% new lows
126d: 3.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.8% above, 18.2% below
3-day: 83.0% above, 17.0% below
4-day: 84.5% above, 15.5% below
5-day: 79.1% above, 20.9% below
8-day: 56.9% above, 43.1% below
10-day: 44.7% above, 55.3% below
20-day: 37.3% above, 62.7% below
50-day: 42.4% above, 57.6% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(35): 1.12% Top=SZYM EMN LYB CE CF WLK FTK GPRE ….. POT SIAL VAL MON MOS PPG ALB WPZ=Bottom (Chemicals/Fertilizers)
MANU(47): 0.98% Top=LECO GNRC JKS PPO MTW AOS TEX PH ….. PNR JOY DHR SWK ATI DRC CAT BWC=Bottom (Manufacturing)
CONS(56): 0.92% Top=IRBT GT PAY UA BC NUS DECK FBHS ….. KATE HBI LULU AVP SHOO PKG COTY MAT=Bottom (Consumer)
DISV(50): 0.90% Top=CAR HTZ URI ADT RHI ATHN V FLT ….. PAYX WOOF LDOS BCO APOL RCII WTW BLOX=Bottom (Diversified Services)
MATE(30): 0.83% Top=USG MDC MAS FLR OC SPF PWR KBH ….. CLH WCN MTZ AWI RSG CVA SRCL MDR=Bottom (Materials & Construction)
ENER(113): 0.83% Top=ATHL PDS SFY GPOR WFT PVA LPI PXD ….. MHR CJES SPN NE BAS RDC RIG ESV=Bottom (Energy)
LEIS(34): 0.81% Top=SONC SGMS MPEL WYNN LVS MGM PNK SBUX ….. MAR KKD TXRH DRI LTM MCD PNRA BYD=Bottom (Leisure)
RETA(73): 0.70% Top=DANG JCP ANN AEO BID SHLD MELI URBN ….. ANF DG WFM CST RAD BBY ORLY CONN=Bottom (Retail & Specialty Retail)
COSW(94): 0.68% Top=YHOO SFUN YELP AWAY ACXM AOL DWRE UIS ….. SINA TRLA WDAY GRPN VEEV LNKD NQ TWTR=Bottom (Computer Software/Internet)
INSU(40): 0.63% Top=AMBC LNC CNO HIG UNM AIZ ORI PRU ….. MMC CB AJG AGO FNF MTG RGA MBI=Bottom (Insurance)
TRAN(30): 0.62% Top=JBLU GLNG DAL UAL HA NAT XPO CNW ….. KSU SAVE WAB KNX UNP SWFT NSC CSX=Bottom (Transportation)
COHW(46): 0.61% Top=ARUN SYNA XLS NSR LVLT VIP CTL FNSR ….. JDSU COMM TDS AAPL EMC MSI NTAP ADTN=Bottom (Computer Hardware/Telecom)
FINA(94): 0.60% Top=IBKR APO WETF ETFC FNGN BLK CBOE LAZ ….. UMPQ CG OZM C FRC HBAN CSH BAC=Bottom (Banks/Financials)
REAL(87): 0.34% Top=EJ HST LHO BDN LXP BEE AHT MPW ….. BXP WMC NNN RLGY AGNC NSM VTR RPAI=Bottom (Real Estate)
HEAL(59): 0.18% Top=DXCM WMGI ALGN WX BSX A PRXL THOR ….. AET LH HUM HCA THC UNH IRWD STJ=Bottom (Health)
META(28): -0.10% Top=GG WLT AA TCK SLCA HSC CMC SCCO ….. SSRI ABX RGLD X CDE AUY CLD AEM=Bottom (Metals & Mining)
ELEC(56): -0.30% Top=CSIQ CGNX CREE FLDM AYI TRMB PLUG APH ….. FCS MCHP TXN ADI KLAC LRCX ONNN LLTC=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:49 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:36 am

Market Stats at 9:35 am ET

by daytrend on 20140416. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 970.

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
45.7% of stocks are above yesterday’s high.
91.5% are above yesterday’s midpoint. (8.5% are below.)
0.5% are below yesterday’s low.
53.8% are inside yesterday’s range.
68.1% of stocks with today’s high > yesterday’s high. (31.9% less than).
0.9% of stocks with today’s low < yesterday’s low. (99.1% greater than).

EVIDENCE OF INTRADAY TREND
42.2% of stocks are above today’s open. (53.9% are below).
41.1% of stocks are above today’s open and yesterday’s close.
10.9% are below both.
48.8% of stocks opened above yesterday’s high.
94.9% of stocks opened above yesterday’s close. (4.3% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.9% of stocks are in the top 10% of today’s range.
16.7% are in the top 20%.
41.9% are in the top half. 58.1% of stocks are in the bottom half of today’s range.
32.6% are in the bottom 20%.
21.2% are in the bottom 10%.

GAIN
88.0% of stocks are above yesterday’s close. (12.0% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.2% are up 3.5% or more. 0.0% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.5%…>=90:10.8%…>=80:37.3%…>=50:82.6%…<=20:4.2%…<=10:1.8%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:40.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
45.7% above previous 1 highs, 0.5% below previous 1 lows
37.2% above previous 2 highs, 0.5% below previous 2 lows
31.8% above previous 3 highs, 0.5% below previous 3 lows
10.8% above previous 4 highs, 0.5% below previous 4 lows
10.4% above previous 5 highs, 0.5% below previous 5 lows
10.4% above previous 6 highs, 0.5% below previous 6 lows
9.0% above previous 7 highs, 0.5% below previous 7 lows
6.0% above previous 8 highs, 0.5% below previous 8 lows
5.6% above previous 9 highs, 0.4% below previous 9 lows
5.4% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.0% are above or equal to 4/15 close (1 days ago), 12.0% are below.
82.8% are above or equal to 4/14 close (2 days ago), 17.2% are below.
86.3% are above or equal to 4/11 close (3 days ago), 13.7% are below.
63.6% are above or equal to 4/10 close (4 days ago), 36.4% are below.
27.4% are above or equal to 4/9 close (5 days ago), 72.6% are below.
41.4% are above or equal to 4/8 close (6 days ago), 58.6% are below.
51.4% are above or equal to 4/7 close (7 days ago), 48.6% are below.
33.8% are above or equal to 4/4 close (8 days ago), 66.2% are below.
24.1% are above or equal to 4/3 close (9 days ago), 75.9% are below.
23.7% are above or equal to 4/2 close (10 days ago), 76.3% are below.
26.7% are above or equal to 4/1 close (11 days ago), 73.3% are below.
33.0% are above or equal to 3/31 close (12 days ago), 67.0% are below.
42.4% are above or equal to 3/28 close (13 days ago), 57.6% are below.
47.4% are above or equal to 3/27 close (14 days ago), 52.6% are below.
45.6% are above or equal to 3/26 close (15 days ago), 54.4% are below.
36.9% are above or equal to 3/25 close (16 days ago), 63.1% are below.
39.7% are above or equal to 3/24 close (17 days ago), 60.3% are below.
35.2% are above or equal to 3/21 close (18 days ago), 64.8% are below.
35.3% are above or equal to 3/20 close (19 days ago), 64.7% are below.
36.7% are above or equal to 3/19 close (20 days ago), 63.3% are below.
33.9% are above or equal to 3/18 close (21 days ago), 66.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.4% new highs, 0.6% new lows
21d: 7.4% new highs, 0.6% new lows
42d: 6.0% new highs, 0.1% new lows
63d: 4.9% new highs, 0.0% new lows
126d: 3.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.8% above, 13.2% below
3-day: 86.7% above, 13.3% below
4-day: 87.4% above, 12.6% below
5-day: 81.1% above, 18.9% below
8-day: 57.4% above, 42.6% below
10-day: 45.4% above, 54.6% below
20-day: 37.0% above, 63.0% below
50-day: 42.3% above, 57.7% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(94): 1.13% Top=YHOO SFUN YELP DWRE TRIP AWAY BIDU AOL ….. WBMD IT TRLA WDAY EA SPLK NQ TWTR=Bottom (Computer Software/Internet)
ENER(113): 1.02% Top=ATHL LPI PDS SM WFT PXD CLR OAS ….. CJES BWP DO RDC NS NE RIG SPN=Bottom (Energy)
DISV(49): 1.00% Top=URI ATHN V HTZ CAR MYGN RCII ADS ….. HRB TW TYC SCI TMH LDOS AAN APOL=Bottom (Diversified Services)
MANU(47): 0.95% Top=JKS PPO GNRC PH TEX ZBRA CMI PNR ….. GTLS DRC ATI PLL DE KMT SWK CAT=Bottom (Manufacturing)
CHEM(35): 0.93% Top=GPRE MEOH FTK CHMT LYB HUN EMN CE ….. MOS VAL TROX ALB IFF WPZ AXLL POT=Bottom (Chemicals/Fertilizers)
COHW(46): 0.92% Top=UBNT SYNA ARUN CIEN CAMP FIO HPQ SNDK ….. VZ PLCM OLED BCE AAPL EMC NTAP MSI=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.89% Top=SONC MPEL EXPE WYNN LVS BLMN MGM WYN ….. BKW SIX BYI DRI TXRH RCL MCD PNRA=Bottom (Leisure)
FINA(93): 0.86% Top=IBKR XOOM ETFC WETF BX FNGN AMTD VOYA ….. UMPQ OZM CBSH MAIN CSH HBAN FRC BAC=Bottom (Banks/Financials)
CONS(56): 0.82% Top=IRBT UA PAY GT KS HAR DECK NUS ….. UFS OI IP MAT PKG CROX SHOO ICON=Bottom (Consumer)
INSU(40): 0.67% Top=LNC AMBC HIG GNW CNO UNM RDN MET ….. WRB ACGL CB AGO FAF MBI FNF RGA=Bottom (Insurance)
RETA(73): 0.60% Top=DANG FDO SHLD MELI BID EBAY AEO NFLX ….. RH ORLY CHS WAG BBY TFM CST CONN=Bottom (Retail & Specialty Retail)
TRAN(30): 0.44% Top=NAT JBLU DAL GLNG TRN XPO SAVE LUV ….. KNX FDX ODFL CHRW YRCW UNP NSC CSX=Bottom (Transportation)
HEAL(59): 0.44% Top=WMGI DXCM ALGN WX OPK ISRG MD MR ….. PRXL DGX HUM IRWD WLP UNH EW STJ=Bottom (Health)
MATE(30): 0.44% Top=FAST USG FLR EXP DAR OC PWR CVA ….. MTH MDC KBH TOL DHI LEN PHM RYL=Bottom (Materials & Construction)
ELEC(56): 0.24% Top=CSIQ TSL CREE FSLR PLUG SCTY INVN CGNX ….. TER ONNN ADI TXN FCS LRCX LLTC KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(87): 0.14% Top=NSM EJ RHP RLJ SLG HST BEE WAC ….. HTS HTA AGNC NNN WMC OHI VTR RPAI=Bottom (Real Estate)
META(28): 0.12% Top=SLCA GG TCK AA CMC SCCO SSRI AKS ….. AUY ABX CDE X CCJ STLD AEM CLD=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 9:35 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

04/15/2014

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

Closing Stats
by daytrend on 20140415. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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

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

COMPARED TO YESTERDAY’S RANGE
34.4% of stocks are above yesterday’s high.
69.4% are above yesterday’s midpoint. (30.6% are below.)
9.3% are below yesterday’s low.
56.4% are inside yesterday’s range.
57.7% of stocks with today’s high > yesterday’s high. (42.3% less than).
55.5% of stocks with today’s low < yesterday’s low. (44.5% greater than).

EVIDENCE OF INTRADAY TREND
65.0% of stocks are above today’s open. (33.7% are below).
61.4% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
7.8% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (24.9% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
20.6% of stocks are in the top 10% of today’s range.
43.9% are in the top 20%.
85.3% are in the top half. 14.7% of stocks are in the bottom half of today’s range.
1.4% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN
71.2% of stocks are above yesterday’s close. (28.8% are below.)
1.4% are up 4.5% or more. 0.5% are down 4.5% or more.
3.0% are up 3.5% or more. 1.1% are down 3.5% or more.
55.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.1%…>=90:5.6%…>=80:18.9%…>=50:61.1%…<=20:14.3%…<=10:7.5%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:32.0%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.4% above previous 1 highs, 9.3% below previous 1 lows
27.3% above previous 2 highs, 6.0% below previous 2 lows
9.6% above previous 3 highs, 6.0% below previous 3 lows
8.2% above previous 4 highs, 5.9% below previous 4 lows
8.1% above previous 5 highs, 5.7% below previous 5 lows
7.1% above previous 6 highs, 5.2% below previous 6 lows
4.8% above previous 7 highs, 5.2% below previous 7 lows
4.3% above previous 8 highs, 5.0% below previous 8 lows
4.1% above previous 9 highs, 5.0% below previous 9 lows
3.9% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.2% are above or equal to 4/14 close (1 days ago), 28.8% are below.
78.6% are above or equal to 4/11 close (2 days ago), 21.4% are below.
49.6% are above or equal to 4/10 close (3 days ago), 50.4% are below.
19.8% are above or equal to 4/9 close (4 days ago), 80.2% are below.
31.9% are above or equal to 4/8 close (5 days ago), 68.1% are below.
42.3% are above or equal to 4/7 close (6 days ago), 57.7% are below.
25.5% are above or equal to 4/4 close (7 days ago), 74.5% are below.
19.7% are above or equal to 4/3 close (8 days ago), 80.3% are below.
19.9% are above or equal to 4/2 close (9 days ago), 80.1% are below.
22.7% are above or equal to 4/1 close (10 days ago), 77.3% are below.
28.1% are above or equal to 3/31 close (11 days ago), 71.9% are below.
36.0% are above or equal to 3/28 close (12 days ago), 64.0% are below.
42.9% are above or equal to 3/27 close (13 days ago), 57.1% are below.
40.0% are above or equal to 3/26 close (14 days ago), 60.0% are below.
32.5% are above or equal to 3/25 close (15 days ago), 67.5% are below.
35.5% are above or equal to 3/24 close (16 days ago), 64.5% are below.
31.8% are above or equal to 3/21 close (17 days ago), 68.2% are below.
31.9% are above or equal to 3/20 close (18 days ago), 68.1% are below.
34.3% are above or equal to 3/19 close (19 days ago), 65.7% are below.
30.9% are above or equal to 3/18 close (20 days ago), 69.1% are below.
35.9% are above or equal to 3/17 close (21 days ago), 64.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.1% new highs, 29.7% new lows
21d: 5.0% new highs, 29.2% new lows
42d: 4.0% new highs, 19.7% new lows
63d: 3.2% new highs, 10.6% new lows
126d: 2.1% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.3% above, 29.7% below
3-day: 76.7% above, 23.3% below
4-day: 67.1% above, 32.9% below
5-day: 46.4% above, 53.6% below
8-day: 37.8% above, 62.2% below
10-day: 28.6% above, 71.4% below
20-day: 30.1% above, 69.9% below
50-day: 39.9% above, 60.1% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(95): 1.32% Top=NQ TWTR WDAY SPLK TRIP NOW QLIK MDRX ….. ACXM IBM XRX MSCI ATVI SFUN TTWO PWRD=Bottom (Computer Software/Internet)
ENER(114): 1.17% Top=DK SFY BCEI TSO XCO PDCE BAS BWP ….. MWE EPB GPOR ECA MMP UPL FANG AREX=Bottom (Energy)
CHEM(35): 0.98% Top=AXLL POT OLN MOS MEOH FTK GPRE LYB ….. MON SIAL DOW ALB PPG CF TROX WPZ=Bottom (Chemicals/Fertilizers)
REAL(87): 0.89% Top=AVIV VTR O BDN LXP DDR DCT DLR ….. RLJ CWH RLGY DFT CLNY TWO NYMT EJ=Bottom (Real Estate)
TRAN(30): 0.88% Top=GLNG XPO UAL KNX KSU GBX UNP LUV ….. CHRW CSX UPS ODFL WAB NAT SAVE YRCW=Bottom (Transportation)
INSU(40): 0.71% Top=FAF AEL CLGX ORI FNF BRO MTG CNO ….. L AGO WSH VR PGR MBI AXS PRE=Bottom (Insurance)
MANU(47): 0.67% Top=BGC AGCO GTI SWK DDD AOS TEX EMR ….. ROP CFX LII XYL KMT RS CMI LECO=Bottom (Manufacturing)
DISV(49): 0.65% Top=BLOX HMSY CAR TW ADS RRD WOOF MYGN ….. KBR MCO SCI APOL VRSK ADT RCII AAN=Bottom (Diversified Services)
ELEC(56): 0.61% Top=TSL CRUS CAVM RFMD CY CODE OVTI AMBA ….. SCTY FLDM CGNX GTAT BRKR CSIQ FSLR PLUG=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(46): 0.60% Top=UBNT ADTN PANW TDC SYNA ARUN XLS HRS ….. VZ PLCM CAMP WDC HPQ TMUS VIP GOGO=Bottom (Computer Hardware/Telecom)
FINA(94): 0.57% Top=JNS UMPQ SCHW BAC XOOM ETFC IBKR OZM ….. WU CSH AINV NDAQ PHH LAZ CG NTRS=Bottom (Banks/Financials)
RETA(73): 0.19% Top=CONN SHLD ANN PIR AEO KORS CHS LINTA ….. FRAN BID TFM BBY DANG MELI PETM JCP=Bottom (Retail & Specialty Retail)
HEAL(58): 0.15% Top=ALGN THOR RMD ESRX VAR WX AET WLP ….. HNT PODD BKD LPNT ISRG OPK WMGI DXCM=Bottom (Health)
CONS(56): -0.23% Top=SEE KATE HAR CCK BLL HBI DECK EL ….. IP PAY AVP GPK IRBT RKT KS UA=Bottom (Consumer)
MATE(30): -0.32% Top=FLR PWR RYN RSG VMC EXP WM MDR ….. CLH FAST OC MTZ CVA RYL TOL MDC=Bottom (Materials & Construction)
LEIS(34): -0.40% Top=LTM PNK MAR BYI BKW EXPE SIX MCD ….. MGM DRI LVS SONC MPEL BYD WYNN SGMS=Bottom (Leisure)
META(28): -0.68% Top=WLT SLCA CLD HSC AA CNX SWC STLD ….. CDE RGLD NEM TCK GG SCCO AEM SSRI=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 @ 2:10 pm

Market Stats at 3:10 pm ET
by daytrend on 20140415. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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
26.6% of stocks are above yesterday’s high.
58.6% are above yesterday’s midpoint. (41.4% are below.)
12.4% are below yesterday’s low.
61.1% are inside yesterday’s range.
54.1% of stocks with today’s high > yesterday’s high. (45.9% less than).
55.4% of stocks with today’s low < yesterday’s low. (44.6% greater than).

EVIDENCE OF INTRADAY TREND
51.3% of stocks are above today’s open. (47.2% are below).
48.2% of stocks are above today’s open and yesterday’s close.
36.8% are below both.
7.8% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (24.9% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.8% of stocks are in the top 10% of today’s range.
25.2% are in the top 20%.
75.1% are in the top half. 24.9% of stocks are in the bottom half of today’s range.
1.9% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN
60.2% of stocks are above yesterday’s close. (39.8% are below.)
1.0% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 2.2% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.9%…>=90:4.9%…>=80:15.4%…>=50:50.8%…<=20:20.4%…<=10:9.4%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:28.5%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:31.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.6% above previous 1 highs, 12.4% below previous 1 lows
20.5% above previous 2 highs, 8.2% below previous 2 lows
8.0% above previous 3 highs, 8.2% below previous 3 lows
6.8% above previous 4 highs, 8.0% below previous 4 lows
6.7% above previous 5 highs, 7.7% below previous 5 lows
6.2% above previous 6 highs, 7.4% below previous 6 lows
4.4% above previous 7 highs, 7.4% below previous 7 lows
4.1% above previous 8 highs, 7.1% below previous 8 lows
3.8% above previous 9 highs, 7.1% below previous 9 lows
3.8% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.2% are above or equal to 4/14 close (1 days ago), 39.8% are below.
72.0% are above or equal to 4/11 close (2 days ago), 28.0% are below.
43.9% are above or equal to 4/10 close (3 days ago), 56.1% are below.
17.8% are above or equal to 4/9 close (4 days ago), 82.2% are below.
26.7% are above or equal to 4/8 close (5 days ago), 73.3% are below.
37.9% are above or equal to 4/7 close (6 days ago), 62.1% are below.
22.9% are above or equal to 4/4 close (7 days ago), 77.1% are below.
18.1% are above or equal to 4/3 close (8 days ago), 81.9% are below.
18.3% are above or equal to 4/2 close (9 days ago), 81.7% are below.
21.3% are above or equal to 4/1 close (10 days ago), 78.7% are below.
26.2% are above or equal to 3/31 close (11 days ago), 73.8% are below.
34.5% are above or equal to 3/28 close (12 days ago), 65.5% are below.
40.1% are above or equal to 3/27 close (13 days ago), 59.9% are below.
37.5% are above or equal to 3/26 close (14 days ago), 62.5% are below.
31.3% are above or equal to 3/25 close (15 days ago), 68.7% are below.
33.4% are above or equal to 3/24 close (16 days ago), 66.6% are below.
30.5% are above or equal to 3/21 close (17 days ago), 69.5% are below.
30.8% are above or equal to 3/20 close (18 days ago), 69.2% are below.
33.2% are above or equal to 3/19 close (19 days ago), 66.8% are below.
29.9% are above or equal to 3/18 close (20 days ago), 70.1% are below.
34.5% are above or equal to 3/17 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.4% new highs, 29.7% new lows
21d: 4.4% new highs, 29.1% new lows
42d: 3.6% new highs, 19.7% new lows
63d: 2.9% new highs, 10.6% new lows
126d: 1.8% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.3% above, 40.7% below
3-day: 67.4% above, 32.6% below
4-day: 58.1% above, 41.9% below
5-day: 38.5% above, 61.5% below
8-day: 32.0% above, 68.0% below
10-day: 25.3% above, 74.7% below
20-day: 28.0% above, 72.0% below
50-day: 37.9% above, 62.1% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(113): 1.06% Top=DK SFY BCEI GDP TSO BAS BBG EGN ….. ENLK EEP ECA MMP EPB GPOR AREX FANG=Bottom (Energy)
REAL(87): 0.63% Top=AVIV VTR DDR BDN LXP O DLR DCT ….. CBG RLGY CLNY TWO CWH DFT NYMT EJ=Bottom (Real Estate)
COSW(95): 0.61% Top=NQ TWTR WDAY SPLK TRIP MDRX QLIK CSOD ….. MSCI TRAK ATVI WBMD MDSO TTWO SFUN PWRD=Bottom (Computer Software/Internet)
CHEM(35): 0.58% Top=AXLL POT MOS OLN GPRE EMN LYB PX ….. TROX VAL CF PPG DOW ROC SZYM WPZ=Bottom (Chemicals/Fertilizers)
TRAN(30): 0.39% Top=GLNG XPO KNX KSU GBX UNP LUV KEX ….. JBHT UPS ODFL WAB CSX NAT SAVE YRCW=Bottom (Transportation)
INSU(40): 0.36% Top=FAF AEL BRO ORI CLGX FNF CINF CNO ….. L PRU UNM PRE AGO PGR AXS MBI=Bottom (Insurance)
MANU(47): 0.35% Top=BGC DDD AGCO AOS SWK GTI TEX EMR ….. KMT CFX RS LECO ROP PPO CMI JKS=Bottom (Manufacturing)
DISV(49): 0.31% Top=BLOX HMSY CAR TW ADS RRD URS WOOF ….. PCLN APOL SCI ATHN ADT VRSK AAN RCII=Bottom (Diversified Services)
FINA(94): 0.16% Top=JNS SCHW UMPQ XOOM CBSH BAC TROW C ….. PHH BKU WU WDR LAZ CSH CG NTRS=Bottom (Banks/Financials)
COHW(46): 0.11% Top=UBNT PANW ADTN TDC HRS XLS SYNA BRCD ….. WDC CCOI LVLT HPQ TMUS CAMP VIP GOGO=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.03% Top=TSL CRUS CAVM CODE RFMD TRMB VSH FCS ….. FLDM SCTY BRKR CGNX FSLR GTAT CSIQ PLUG=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(73): -0.11% Top=CONN SHLD PIR AEO CHS KORS LINTA GNC ….. RH BBY NFLX FRAN PETM MELI JCP DANG=Bottom (Retail & Specialty Retail)
HEAL(58): -0.27% Top=ALGN THOR RMD ESRX VAR STJ AET WLP ….. BKD ZMH LPNT PODD ISRG WMGI OPK DXCM=Bottom (Health)
CONS(56): -0.51% Top=KATE SEE BLL HAR HBI WHR CCK EL ….. PAY IP AVP IRBT GPK RKT KS UA=Bottom (Consumer)
MATE(30): -0.56% Top=FLR RYN PWR VMC KBH MDR WM MLM ….. FAST SPF USG MTZ TOL CVA MDC RYL=Bottom (Materials & Construction)
LEIS(34): -0.91% Top=LTM PNK MAR BKW SIX BYI MCD CAKE ….. BLMN MGM SONC LVS MPEL BYD WYNN SGMS=Bottom (Leisure)
META(28): -1.07% Top=WLT SLCA HSC AA CLD SWC CNX STLD ….. GG RGLD TCK NEM CDE SCCO AEM SSRI=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 3:10 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Older Posts »

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

Follow

Get every new post delivered to your Inbox.

Join 54 other followers