daytrend

06/19/2013

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

Closing Stats
by daytrend on 20130619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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
4.2% of stocks are above yesterday’s high.
22.5% are above yesterday’s midpoint. (77.5% are below.)
50.7% are below yesterday’s low.
45.1% are inside yesterday’s range.
42.0% of stocks with today’s high > yesterday’s high. (58.0% less than).
58.6% of stocks with today’s low < yesterday’s low. (41.4% greater than).

EVIDENCE OF INTRADAY TREND
9.7% of stocks are above today’s open. (83.0% are below).
7.4% of stocks are above today’s open and yesterday’s close.
81.0% are below both.
6.4% of stocks opened above yesterday’s high.
40.6% of stocks opened above yesterday’s close. (48.2% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.2% of stocks are in the top 10% of today’s range.
0.7% are in the top 20%.
12.3% are in the top half. 87.7% of stocks are in the bottom half of today’s range.
68.9% are in the bottom 20%.
51.1% are in the bottom 10%.

GAIN
16.5% of stocks are above yesterday’s close. (83.5% are below.)
0.1% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 5.8% are down 3.5% or more.
37.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.3%…>=90:6.3%…>=80:11.9%…>=50:31.1%…<=20:22.1%…<=10:7.4%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:44.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.2% above previous 1 highs, 50.7% below previous 1 lows
3.6% above previous 2 highs, 36.3% below previous 2 lows
3.2% above previous 3 highs, 25.0% below previous 3 lows
3.2% above previous 4 highs, 11.3% below previous 4 lows
2.7% above previous 5 highs, 10.7% below previous 5 lows
2.6% above previous 6 highs, 9.7% below previous 6 lows
2.3% above previous 7 highs, 9.6% below previous 7 lows
2.2% above previous 8 highs, 9.4% below previous 8 lows
2.2% above previous 9 highs, 7.6% below previous 9 lows
2.2% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
16.5% are above or equal to 6/18 close (1 days ago), 83.5% are below.
37.9% are above or equal to 6/17 close (2 days ago), 62.1% are below.
57.7% are above or equal to 6/14 close (3 days ago), 42.3% are below.
45.6% are above or equal to 6/13 close (4 days ago), 54.4% are below.
74.6% are above or equal to 6/12 close (5 days ago), 25.4% are below.
58.7% are above or equal to 6/11 close (6 days ago), 41.3% are below.
40.3% are above or equal to 6/10 close (7 days ago), 59.7% are below.
40.1% are above or equal to 6/7 close (8 days ago), 59.9% are below.
56.9% are above or equal to 6/6 close (9 days ago), 43.1% are below.
67.0% are above or equal to 6/5 close (10 days ago), 33.0% are below.
51.0% are above or equal to 6/4 close (11 days ago), 49.0% are below.
43.0% are above or equal to 6/3 close (12 days ago), 57.0% are below.
45.7% are above or equal to 5/31 close (13 days ago), 54.3% are below.
32.0% are above or equal to 5/30 close (14 days ago), 68.0% are below.
37.6% are above or equal to 5/29 close (15 days ago), 62.4% are below.
33.2% are above or equal to 5/28 close (16 days ago), 66.8% are below.
40.2% are above or equal to 5/24 close (17 days ago), 59.8% are below.
38.2% are above or equal to 5/23 close (18 days ago), 61.8% are below.
37.6% are above or equal to 5/22 close (19 days ago), 62.4% are below.
27.8% are above or equal to 5/21 close (20 days ago), 72.2% are below.
29.0% are above or equal to 5/20 close (21 days ago), 71.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.7% new highs, 8.0% new lows
21d: 8.7% new highs, 7.7% new lows
42d: 7.7% new highs, 5.1% new lows
63d: 7.5% new highs, 4.4% new lows
126d: 6.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 9.4% above, 90.6% below
3-day: 26.3% above, 73.7% below
4-day: 38.0% above, 62.0% below
5-day: 39.6% above, 60.4% below
8-day: 48.5% above, 51.5% below
10-day: 48.7% above, 51.3% below
20-day: 43.1% above, 56.9% below
50-day: 55.3% above, 44.7% below
200-day: 74.9% above, 25.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): -0.62% Top=ADBE YELP NOW WDAY CSOD MDRX ADSK VMW ….. NTES FFIV CVLT ATVI QLIK EQIX SINA RAX=Bottom (Computer Software/Internet)
CHEM(25): -0.67% Top=WPZ CE CF PX MON DD GRA AGU ….. SIAL MOS EMN SHW DOW PPG ROC HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -0.81% Top=HK GPOR CRZO NFX SD CLMT EVEP NTI ….. PTEN NBR SEP ROSE DK QEP KEG PWE=Bottom (Energy)
LEIS(26): -0.81% Top=BYD BLMN CAKE SBUX WEN EXPE DNKN TXRH ….. DPZ EAT KKD CCL PENN HOT RCL WYN=Bottom (Leisure)
CONS(52): -0.83% Top=GT PAY VFC ZQK IRBT MAT HAS FL ….. LEG TPX WHR CCK TWI CL PBI AVP=Bottom (Consumer)
DISV(44): -0.96% Top=BLOX VNTV CAR MA TYC JEC APOL GEO ….. WOOF MYGN SAI URS RRD MCO SBAC KBR=Bottom (Diversified Services)
RETA(68): -1.05% Top=MELI NFLX BID AAP GME CAB KORS PIR ….. TIF M EXPR ANF AEO JCP SPLS DANG=Bottom (Retail & Specialty Retail)
MANU(37): -1.06% Top=DRC DE PCP GE CMI AGCO AME MHK ….. PPO ETN DCI SWK BWC GNRC DDD PLL=Bottom (Manufacturing)
ELEC(50): -1.06% Top=SPRD NVDA CSIQ VECO APH CY XLNX FCS ….. OVTI GRMN FSL TRMB ATML SPWR MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): -1.10% Top=PANW RVBD ARUN FNSR JDSU JNPR CTL AAPL ….. SYNA SNDK T CCI VZ AMX PLCM NIHD=Bottom (Computer Hardware/Telecom)
TRAN(27): -1.13% Top=SAVE FDX GLNG WAB ALK UNP SWFT JBHT ….. KSU AIRM UAL NSC CSX JBLU GWR SFL=Bottom (Transportation)
FINA(75): -1.16% Top=LPLA AMTD BLK WDR EVR AMP CIT NYCB ….. LAZ ICE ACAS PSEC JNS WETF BEN LM=Bottom (Banks/Financials)
INSU(38): -1.24% Top=RGA TRV AON TMK ACGL CINF AJG AXS ….. PRE AHL HIG MMC BRO CB MBI FNF=Bottom (Insurance)
HEAL(42): -1.57% Top=PRXL HUM CI WLP BAX HCA THOR ALGN ….. UHS A HOLX VAR CYH THC VOLC HMA=Bottom (Health)
MATE(27): -2.37% Top=MTH OC PWR CVA FWLT FAST BZH MTZ ….. MDC RYN USG LEN KBH DHI TTS RYL=Bottom (Materials & Construction)
META(25): -2.47% Top=NUE STLD CLF X AA FCX RGLD SWC ….. PAAS AUY GG ANR EGO KGC ABX WLT=Bottom (Metals & Mining)
REAL(79): -2.93% Top=PCL CWH BEE SBY RHP BPO HTS MTGE ….. HCP RLJ NCT HR HCN DLR SHO VTR=Bottom (Real Estate)

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

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

Market Stats at 3:46 pm ET
by daytrend on 20130619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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
5.4% of stocks are above yesterday’s high.
23.2% are above yesterday’s midpoint. (76.8% are below.)
48.3% are below yesterday’s low.
46.3% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
59.2% of stocks with today’s low < yesterday’s low. (40.8% greater than).

EVIDENCE OF INTRADAY TREND
13.2% of stocks are above today’s open. (85.9% are below).
10.3% of stocks are above today’s open and yesterday’s close.
83.8% are below both.
6.9% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.4% of stocks are in the top 10% of today’s range.
1.1% are in the top 20%.
7.6% are in the top half. 92.4% of stocks are in the bottom half of today’s range.
62.5% are in the bottom 20%.
37.3% are in the bottom 10%.

GAIN
12.6% of stocks are above yesterday’s close. (87.4% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 3.8% are down 3.5% or more.
41.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.2%…>=90:6.0%…>=80:9.8%…>=50:31.1%…<=20:19.9%…<=10:6.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:46.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.4% above previous 1 highs, 48.3% below previous 1 lows
4.5% above previous 2 highs, 32.6% below previous 2 lows
4.0% above previous 3 highs, 21.7% below previous 3 lows
3.9% above previous 4 highs, 9.4% below previous 4 lows
3.4% above previous 5 highs, 9.1% below previous 5 lows
3.1% above previous 6 highs, 8.5% below previous 6 lows
2.8% above previous 7 highs, 8.3% below previous 7 lows
2.7% above previous 8 highs, 8.2% below previous 8 lows
2.7% above previous 9 highs, 6.7% below previous 9 lows
2.7% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
12.6% are above or equal to 6/18 close (1 days ago), 87.4% are below.
39.7% are above or equal to 6/17 close (2 days ago), 60.3% are below.
59.1% are above or equal to 6/14 close (3 days ago), 40.9% are below.
46.7% are above or equal to 6/13 close (4 days ago), 53.3% are below.
76.3% are above or equal to 6/12 close (5 days ago), 23.7% are below.
61.5% are above or equal to 6/11 close (6 days ago), 38.5% are below.
40.7% are above or equal to 6/10 close (7 days ago), 59.3% are below.
40.1% are above or equal to 6/7 close (8 days ago), 59.9% are below.
58.3% are above or equal to 6/6 close (9 days ago), 41.7% are below.
68.4% are above or equal to 6/5 close (10 days ago), 31.6% are below.
52.8% are above or equal to 6/4 close (11 days ago), 47.2% are below.
44.1% are above or equal to 6/3 close (12 days ago), 55.9% are below.
46.7% are above or equal to 5/31 close (13 days ago), 53.3% are below.
32.4% are above or equal to 5/30 close (14 days ago), 67.6% are below.
38.1% are above or equal to 5/29 close (15 days ago), 61.9% are below.
32.7% are above or equal to 5/28 close (16 days ago), 67.3% are below.
40.9% are above or equal to 5/24 close (17 days ago), 59.1% are below.
38.2% are above or equal to 5/23 close (18 days ago), 61.8% are below.
39.1% are above or equal to 5/22 close (19 days ago), 60.9% are below.
28.2% are above or equal to 5/21 close (20 days ago), 71.8% are below.
29.7% are above or equal to 5/20 close (21 days ago), 70.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 7.5% new lows
21d: 9.3% new highs, 7.1% new lows
42d: 8.3% new highs, 4.8% new lows
63d: 8.1% new highs, 4.0% new lows
126d: 7.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 12.1% above, 87.9% below
3-day: 24.5% above, 75.5% below
4-day: 38.5% above, 61.5% below
5-day: 41.1% above, 58.9% below
8-day: 50.7% above, 49.3% below
10-day: 50.0% above, 50.0% below
20-day: 44.4% above, 55.6% below
50-day: 55.5% above, 44.5% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): -0.44% Top=ADBE YELP NOW WDAY CSOD ADSK VMW MDRX ….. GWRE NTES ATVI CVLT QLIK EQIX SINA RAX=Bottom (Computer Software/Internet)
CHEM(25): -0.56% Top=CE WPZ CF PX MON GRA CYT APD ….. EMN SIAL CHMT DOW SHW PPG ROC HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -0.66% Top=SD CRZO NFX GPOR HK CLMT NTI EVEP ….. NBR HAL ROSE MWE QEP KEG SEP PWE=Bottom (Energy)
LEIS(26): -0.68% Top=BYD BLMN CAKE WEN EXPE MPEL DNKN BKW ….. MCD PNK KKD PENN HOT WYN CCL RCL=Bottom (Leisure)
CONS(52): -0.78% Top=GT PAY VFC ZQK MAT IRBT FL HAS ….. TPX FNP TWI CCK PBI CL KMB AVP=Bottom (Consumer)
DISV(44): -0.85% Top=BLOX VNTV CAR MA GEO TMH FISV HRB ….. WOOF CXW SAI URS Z SBAC KBR RRD=Bottom (Diversified Services)
RETA(68): -0.98% Top=MELI NFLX BID KORS AAP GME ORLY LQDT ….. EXPR ANF AEO JCP LL PIR SPLS DANG=Bottom (Retail & Specialty Retail)
MANU(37): -0.98% Top=DRC DE MHK JOY MRC TEX CAT PH ….. ETN SWK PPO BWC PCP GNRC DDD PLL=Bottom (Manufacturing)
ELEC(50): -1.04% Top=NVDA SPRD CSIQ VECO FCS CAVM KLAC SWKS ….. CY TRMB FSL GRMN ATML SPWR MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(75): -1.04% Top=LPLA RF CIT AMTD DFS SCHW EWBC RJF ….. ICE BNS WETF JNS LAZ BLK BEN LM=Bottom (Banks/Financials)
COHW(41): -1.08% Top=PANW ARUN RVBD HPQ JNPR VRSN TDC FNSR ….. T SNDK CCI CTL VZ AMX PLCM NIHD=Bottom (Computer Hardware/Telecom)
TRAN(27): -1.19% Top=FDX SAVE GLNG SWFT JBHT CP ODFL WAB ….. NSC AIRM UAL ALK JBLU CSX GWR SFL=Bottom (Transportation)
INSU(38): -1.26% Top=RGA MET TMK CLGX AIG WSH LNC AGO ….. ACGL MMC CB AON BRO MBI AJG FNF=Bottom (Insurance)
HEAL(42): -1.46% Top=PRXL HUM UNH SIRO THOR HCA DGX ALGN ….. UHS A HOLX VAR CYH THC HMA VOLC=Bottom (Health)
META(25): -2.21% Top=NUE STLD FCX CLF X AA SWC MCP ….. GG AUY CCJ EGO KGC ANR ABX WLT=Bottom (Metals & Mining)
MATE(27): -2.30% Top=PWR OC FAST CVA MTZ FWLT FLR WM ….. RYN MDC LEN KBH DHI RYL TTS MTH=Bottom (Materials & Construction)
REAL(79): -2.80% Top=BEE SBY RHP CWH HTS BPO PSA MTGE ….. HCP RLJ SHO HCN DLR DFT PCL VTR=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:46 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:31 pm

Market Stats at 3:30 pm ET
by daytrend on 20130619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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
8.8% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
36.6% are below yesterday’s low.
54.5% are inside yesterday’s range.
44.5% of stocks with today’s high > yesterday’s high. (55.5% less than).
58.5% of stocks with today’s low < yesterday’s low. (41.5% greater than).

EVIDENCE OF INTRADAY TREND
21.6% of stocks are above today’s open. (77.6% are below).
17.8% of stocks are above today’s open and yesterday’s close.
75.5% are below both.
6.9% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
19.4% are in the top half. 80.6% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN
20.8% of stocks are above yesterday’s close. (79.2% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
53.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.6%…>=90:9.1%…>=80:17.0%…>=50:43.6%…<=20:15.9%…<=10:5.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.8% above previous 1 highs, 36.6% below previous 1 lows
7.6% above previous 2 highs, 23.9% below previous 2 lows
6.9% above previous 3 highs, 15.8% below previous 3 lows
6.6% above previous 4 highs, 7.5% below previous 4 lows
6.1% above previous 5 highs, 6.9% below previous 5 lows
5.6% above previous 6 highs, 6.4% below previous 6 lows
4.7% above previous 7 highs, 6.4% below previous 7 lows
4.5% above previous 8 highs, 6.4% below previous 8 lows
4.5% above previous 9 highs, 5.4% below previous 9 lows
4.5% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
20.8% are above or equal to 6/18 close (1 days ago), 79.2% are below.
50.2% are above or equal to 6/17 close (2 days ago), 49.8% are below.
66.7% are above or equal to 6/14 close (3 days ago), 33.3% are below.
54.9% are above or equal to 6/13 close (4 days ago), 45.1% are below.
80.4% are above or equal to 6/12 close (5 days ago), 19.6% are below.
66.3% are above or equal to 6/11 close (6 days ago), 33.7% are below.
45.5% are above or equal to 6/10 close (7 days ago), 54.5% are below.
45.6% are above or equal to 6/7 close (8 days ago), 54.4% are below.
61.5% are above or equal to 6/6 close (9 days ago), 38.5% are below.
72.1% are above or equal to 6/5 close (10 days ago), 27.9% are below.
56.7% are above or equal to 6/4 close (11 days ago), 43.3% are below.
48.4% are above or equal to 6/3 close (12 days ago), 51.6% are below.
50.2% are above or equal to 5/31 close (13 days ago), 49.8% are below.
36.4% are above or equal to 5/30 close (14 days ago), 63.6% are below.
41.5% are above or equal to 5/29 close (15 days ago), 58.5% are below.
36.2% are above or equal to 5/28 close (16 days ago), 63.8% are below.
44.1% are above or equal to 5/24 close (17 days ago), 55.9% are below.
42.2% are above or equal to 5/23 close (18 days ago), 57.8% are below.
40.4% are above or equal to 5/22 close (19 days ago), 59.6% are below.
29.8% are above or equal to 5/21 close (20 days ago), 70.2% are below.
30.8% are above or equal to 5/20 close (21 days ago), 69.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 7.2% new lows
21d: 9.3% new highs, 6.9% new lows
42d: 8.3% new highs, 4.7% new lows
63d: 8.1% new highs, 3.9% new lows
126d: 7.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 19.5% above, 80.5% below
3-day: 36.5% above, 63.5% below
4-day: 50.0% above, 50.0% below
5-day: 52.3% above, 47.7% below
8-day: 59.3% above, 40.7% below
10-day: 58.5% above, 41.5% below
20-day: 48.9% above, 51.1% below
50-day: 57.8% above, 42.2% below
200-day: 77.0% above, 23.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): -0.10% Top=ADBE YELP NOW WDAY CSOD ADSK LNKD VMW ….. FFIV ATVI NTES CVLT QLIK EQIX SINA RAX=Bottom (Computer Software/Internet)
CHEM(25): -0.30% Top=CE WPZ CF PX MON GRA POT APD ….. AXLL CHMT SIAL SHW PPG DOW ROC HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -0.30% Top=SD GPOR NFX CRZO HK EVEP CLMT EOG ….. WPX PTEN QEP DK MWE KEG SEP PWE=Bottom (Energy)
LEIS(26): -0.36% Top=BYD BLMN CAKE EXPE WEN DNKN BKW MPEL ….. MCD MGM KKD WYN PENN HOT CCL RCL=Bottom (Leisure)
CONS(52): -0.44% Top=GT PAY VFC MAT ZQK IRBT FL BLL ….. BMS WHR TWI CCK AVP CL KMB PBI=Bottom (Consumer)
DISV(44): -0.56% Top=BLOX VNTV CAR MA TMH HTZ GEO HRB ….. GPN WOOF URS SBAC SAI MYGN RRD KBR=Bottom (Diversified Services)
MANU(37): -0.63% Top=DE DRC JOY MHK CAT TEX MRC ATU ….. ETN SWK PPO PCP BWC GNRC DDD PLL=Bottom (Manufacturing)
ELEC(50): -0.63% Top=SPRD NVDA CSIQ VECO FCS SWKS KLAC SMTC ….. ATML CY OVTI TRMB SPWR GRMN MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(75): -0.67% Top=LPLA SCHW AMTD NTRS CIT DFS RJF APO ….. FHN BNS ICE BLK BEN WETF LAZ LM=Bottom (Banks/Financials)
COHW(41): -0.67% Top=PANW ARUN RVBD HPQ FNSR ADTN JNPR TDC ….. CTL SNDK CCI T VZ AMX PLCM NIHD=Bottom (Computer Hardware/Telecom)
RETA(68): -0.69% Top=MELI NFLX BID KORS GME LQDT ORLY AAP ….. TIF EXPR LL AEO JCP SPLS PIR DANG=Bottom (Retail & Specialty Retail)
TRAN(27): -0.76% Top=FDX SAVE SWFT GLNG JBHT CP ODFL DAL ….. AIRM NSC TRN CSX ALK GWR JBLU SFL=Bottom (Transportation)
INSU(38): -0.78% Top=MET RGA CLGX AIG TMK LNC AGO PRU ….. CB ACGL AON MMC MBI BRO AJG FNF=Bottom (Insurance)
HEAL(42): -1.07% Top=HUM PRXL SIRO THOR UNH ALGN HCA DGX ….. UHS A HOLX VAR CYH THC VOLC HMA=Bottom (Health)
META(25): -1.61% Top=NUE CLF STLD FCX X RGLD SWC AA ….. SLCA GG EGO CCJ ANR KGC ABX WLT=Bottom (Metals & Mining)
MATE(27): -1.94% Top=PWR MTZ OC FAST FLR FWLT CVA WM ….. KBH RYN DHI LEN MTH RYL TTS USG=Bottom (Materials & Construction)
REAL(79): -2.37% Top=RHP CWH BEE BPO HTS SBY PSA ACC ….. DLR ARE REG SNH STWD PCL VTR DFT=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:30 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:51 pm

Market Stats at 2:51 pm ET
by daytrend on 20130619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
11.4% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
32.3% are below yesterday’s low.
56.3% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.7% greater than).

EVIDENCE OF INTRADAY TREND
25.6% of stocks are above today’s open. (72.6% are below).
20.9% of stocks are above today’s open and yesterday’s close.
70.4% are below both.
6.9% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (52.4% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
22.9% are in the top half. 77.1% of stocks are in the bottom half of today’s range.
49.4% are in the bottom 20%.
34.9% are in the bottom 10%.

GAIN
24.5% of stocks are above yesterday’s close. (75.5% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.5% are up 3.5% or more. 0.9% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:10.8%…>=80:20.2%…>=50:46.8%…<=20:13.7%…<=10:4.4%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:55.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.4% above previous 1 highs, 32.3% below previous 1 lows
10.3% above previous 2 highs, 19.7% below previous 2 lows
9.2% above previous 3 highs, 12.4% below previous 3 lows
8.8% above previous 4 highs, 6.5% below previous 4 lows
8.0% above previous 5 highs, 5.8% below previous 5 lows
7.3% above previous 6 highs, 5.3% below previous 6 lows
5.9% above previous 7 highs, 5.3% below previous 7 lows
5.8% above previous 8 highs, 5.3% below previous 8 lows
5.8% above previous 9 highs, 4.4% below previous 9 lows
5.8% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
24.5% are above or equal to 6/18 close (1 days ago), 75.5% are below.
54.0% are above or equal to 6/17 close (2 days ago), 46.0% are below.
67.7% are above or equal to 6/14 close (3 days ago), 32.3% are below.
57.4% are above or equal to 6/13 close (4 days ago), 42.6% are below.
81.8% are above or equal to 6/12 close (5 days ago), 18.2% are below.
67.3% are above or equal to 6/11 close (6 days ago), 32.7% are below.
47.7% are above or equal to 6/10 close (7 days ago), 52.3% are below.
48.3% are above or equal to 6/7 close (8 days ago), 51.7% are below.
62.3% are above or equal to 6/6 close (9 days ago), 37.7% are below.
72.2% are above or equal to 6/5 close (10 days ago), 27.8% are below.
58.9% are above or equal to 6/4 close (11 days ago), 41.1% are below.
50.7% are above or equal to 6/3 close (12 days ago), 49.3% are below.
51.0% are above or equal to 5/31 close (13 days ago), 49.0% are below.
37.5% are above or equal to 5/30 close (14 days ago), 62.5% are below.
42.2% are above or equal to 5/29 close (15 days ago), 57.8% are below.
37.1% are above or equal to 5/28 close (16 days ago), 62.9% are below.
44.4% are above or equal to 5/24 close (17 days ago), 55.6% are below.
42.8% are above or equal to 5/23 close (18 days ago), 57.2% are below.
41.9% are above or equal to 5/22 close (19 days ago), 58.1% are below.
30.6% are above or equal to 5/21 close (20 days ago), 69.4% are below.
31.9% are above or equal to 5/20 close (21 days ago), 68.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 4.2% new lows
21d: 9.3% new highs, 3.8% new lows
42d: 8.3% new highs, 2.1% new lows
63d: 8.1% new highs, 1.2% new lows
126d: 7.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 23.7% above, 76.3% below
3-day: 39.4% above, 60.6% below
4-day: 52.8% above, 47.2% below
5-day: 55.2% above, 44.8% below
8-day: 61.7% above, 38.3% below
10-day: 60.8% above, 39.2% below
20-day: 51.5% above, 48.5% below
50-day: 58.9% above, 41.1% below
200-day: 76.9% above, 23.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(71): -0.08% Top=ADBE YELP NOW WDAY CSOD LNKD ADSK VMW ….. BIDU EQIX NTES TTWO CVLT SINA QLIK RAX=Bottom (Computer Software/Internet)
ENER(89): -0.26% Top=CRZO SD NFX GPOR HK EVEP EOG VNR ….. NBR HAL QEP DK SEP MWE KEG PWE=Bottom (Energy)
CONS(52): -0.27% Top=PAY GT VFC ZQK MAT HBI IRBT HAS ….. DECK TWI BMS CL AVP CCK KMB PBI=Bottom (Consumer)
LEIS(26): -0.31% Top=BYD BLMN EXPE CAKE WEN MGM DNKN TXRH ….. MCD YUM WYN PENN HOT KKD RCL CCL=Bottom (Leisure)
CHEM(25): -0.38% Top=WPZ CE CF PX MON GRA CYT APD ….. DOW MOS SIAL EMN SHW PPG ROC HUN=Bottom (Chemicals/Fertilizers)
FINA(75): -0.41% Top=APO SCHW LPLA AMTD CIT NTRS BK FII ….. WU BNS ICE CME LM BEN LAZ WETF=Bottom (Banks/Financials)
DISV(44): -0.46% Top=BLOX VNTV CAR MA GEO HRB FISV HTZ ….. MYGN WOOF URS SBAC Z SAI RRD KBR=Bottom (Diversified Services)
MANU(37): -0.48% Top=JOY MHK DE TEX CAT PH MRC DRC ….. BWC XYL ETN SWK GNRC PCP PLL DDD=Bottom (Manufacturing)
INSU(38): -0.55% Top=MET LNC RGA CLGX AIG AFL TMK RDN ….. CB MBI ACGL AON MMC FNF BRO AJG=Bottom (Insurance)
RETA(68): -0.60% Top=MELI NFLX BID KORS GME AAP DKS EBAY ….. EXPR URBN JCP AEO PIR ANF LL DANG=Bottom (Retail & Specialty Retail)
COHW(41): -0.62% Top=RVBD PANW HPQ FNSR ARUN JNPR VRSN BRCD ….. CCI T AMX CTL LVLT VZ PLCM NIHD=Bottom (Computer Hardware/Telecom)
ELEC(50): -0.67% Top=SPRD NVDA VECO SWKS KLAC CAVM CSIQ FCS ….. TRMB GRMN SPWR OVTI INVN MRVL TSL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): -0.70% Top=FDX SAVE CP GLNG JBHT SWFT ODFL CHRW ….. CNI AIRM ALK TRN JBLU CSX GWR SFL=Bottom (Transportation)
HEAL(42): -1.05% Top=HUM PRXL HCA RMD SIRO UNH ALGN THOR ….. A HOLX UHS VAR CYH THC VOLC HMA=Bottom (Health)
MATE(27): -1.47% Top=PWR MTZ FAST OC TOL EXP FLR CVA ….. MDC DHI MTH RYL MDR RYN USG TTS=Bottom (Materials & Construction)
META(26): -1.63% Top=FCX AEM NUE STLD AA RGLD NEM SLW ….. GG SLCA EGO ABX CCJ ANR KGC WLT=Bottom (Metals & Mining)
REAL(79): -1.93% Top=RHP BPO HME SBY ACC BEE HTS CWH ….. CLNY HR ARE FRT LHO PCL CBG DFT=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:51 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:59 pm

Market Stats at 1:59 pm ET
by daytrend on 20130619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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
19.0% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
15.2% are below yesterday’s low.
65.9% are inside yesterday’s range.
40.9% of stocks with today’s high > yesterday’s high. (59.1% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND
41.1% of stocks are above today’s open. (57.3% are below).
34.4% of stocks are above today’s open and yesterday’s close.
51.3% are below both.
6.9% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (52.4% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.0% of stocks are in the top 10% of today’s range.
20.3% are in the top 20%.
48.2% are in the top half. 51.8% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN
42.0% of stocks are above yesterday’s close. (58.0% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.2% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:16.5%…>=80:31.8%…>=50:66.6%…<=20:5.9%…<=10:2.4%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:63.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.0% above previous 1 highs, 15.2% below previous 1 lows
15.7% above previous 2 highs, 7.6% below previous 2 lows
14.6% above previous 3 highs, 4.7% below previous 3 lows
14.2% above previous 4 highs, 2.8% below previous 4 lows
12.5% above previous 5 highs, 2.3% below previous 5 lows
11.3% above previous 6 highs, 2.1% below previous 6 lows
9.1% above previous 7 highs, 2.1% below previous 7 lows
8.8% above previous 8 highs, 2.1% below previous 8 lows
8.7% above previous 9 highs, 1.5% below previous 9 lows
8.7% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.0% are above or equal to 6/18 close (1 days ago), 58.0% are below.
70.3% are above or equal to 6/17 close (2 days ago), 29.7% are below.
79.2% are above or equal to 6/14 close (3 days ago), 20.8% are below.
68.1% are above or equal to 6/13 close (4 days ago), 31.9% are below.
87.1% are above or equal to 6/12 close (5 days ago), 12.9% are below.
75.0% are above or equal to 6/11 close (6 days ago), 25.0% are below.
54.7% are above or equal to 6/10 close (7 days ago), 45.3% are below.
54.7% are above or equal to 6/7 close (8 days ago), 45.3% are below.
67.7% are above or equal to 6/6 close (9 days ago), 32.3% are below.
77.2% are above or equal to 6/5 close (10 days ago), 22.8% are below.
64.7% are above or equal to 6/4 close (11 days ago), 35.3% are below.
55.6% are above or equal to 6/3 close (12 days ago), 44.4% are below.
56.1% are above or equal to 5/31 close (13 days ago), 43.9% are below.
42.7% are above or equal to 5/30 close (14 days ago), 57.3% are below.
46.6% are above or equal to 5/29 close (15 days ago), 53.4% are below.
41.1% are above or equal to 5/28 close (16 days ago), 58.9% are below.
49.0% are above or equal to 5/24 close (17 days ago), 51.0% are below.
46.5% are above or equal to 5/23 close (18 days ago), 53.5% are below.
44.3% are above or equal to 5/22 close (19 days ago), 55.7% are below.
33.4% are above or equal to 5/21 close (20 days ago), 66.6% are below.
35.0% are above or equal to 5/20 close (21 days ago), 65.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 2.1% new lows
21d: 8.0% new highs, 2.0% new lows
42d: 7.0% new highs, 0.7% new lows
63d: 6.7% new highs, 0.5% new lows
126d: 5.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.4% above, 59.6% below
3-day: 58.9% above, 41.1% below
4-day: 70.7% above, 29.3% below
5-day: 70.7% above, 29.3% below
8-day: 74.1% above, 25.9% below
10-day: 72.5% above, 27.5% below
20-day: 58.6% above, 41.4% below
50-day: 63.9% above, 36.1% below
200-day: 79.2% above, 20.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 0.28% Top=SD EVEP CRZO HK NFX GPOR CLMT IOC ….. SEP WPX BBG EXH QEP PWE MWE KEG=Bottom (Energy)
COSW(71): 0.16% Top=ADBE NOW YELP ADSK WDAY LNKD VMW NLSN ….. ATVI BIDU TTWO EQIX CVLT QLIK SINA RAX=Bottom (Computer Software/Internet)
LEIS(26): 0.13% Top=BLMN BYD CAKE DNKN WEN LVS WYNN MGM ….. PENN HOT DRI RCL EXPE PNK CCL KKD=Bottom (Leisure)
CONS(52): 0.12% Top=PAY GT MAT SCSS JAH BLL HAS VFC ….. HAR KMB MWV DECK TWI CCK FNP PBI=Bottom (Consumer)
CHEM(25): 0.02% Top=CE WPZ CF PX GRA MON APD DOW ….. EMN SIAL SHW PPG IPI CHMT HUN ROC=Bottom (Chemicals/Fertilizers)
MANU(37): 0.00% Top=MHK JOY MRC DE TKR CAT DHR MTW ….. ETN SWK GNRC PPO PCP BWC PLL DDD=Bottom (Manufacturing)
DISV(44): -0.19% Top=BLOX VNTV CAR HTZ GEO MA HRB ADS ….. SBAC Z RCII SAI URS GPN KBR RRD=Bottom (Diversified Services)
INSU(38): -0.23% Top=RGA CLGX AIG AFL MTG PGR TMK ALL ….. CB MMC ACGL AON FNF AJG BRO MBI=Bottom (Insurance)
RETA(68): -0.29% Top=MELI BID NFLX GME KORS AAP DKS ORLY ….. TIF BIG ANF TFM EXPR AEO LL DANG=Bottom (Retail & Specialty Retail)
TRAN(27): -0.31% Top=FDX SAVE JBHT CP SWFT GLNG UPS WAB ….. AIRM UAL TRN JBLU CSX GWR ALK SFL=Bottom (Transportation)
REAL(79): -0.34% Top=HTS CYS MTGE ACC DCT RLGY O CUBE ….. DLR STWD CLNY PCL NCT WAC TWO DFT=Bottom (Real Estate)
HEAL(42): -0.37% Top=HUM PRXL RMD THOR UNH STJ BCR HCA ….. VAR HOLX PKI A CYH THC VOLC HMA=Bottom (Health)
FINA(75): -0.38% Top=APO DFS CIT LPLA USB CBOE FII RJF ….. ASBC WU FHN BEN ICE CME WETF LAZ=Bottom (Banks/Financials)
META(26): -0.41% Top=AEM FCX NUE NEM RGLD SLW STLD SWC ….. BTU EGO KGC ABX CCJ SLCA ANR WLT=Bottom (Metals & Mining)
COHW(41): -0.41% Top=PANW ARUN HPQ HRS EMC FIO RVBD VRSN ….. FNSR INFN SYNA XLS LVLT SSYS PLCM NIHD=Bottom (Computer Hardware/Telecom)
ELEC(50): -0.57% Top=NVDA SPRD CSIQ SWKS FCS SNPS MXIM XLNX ….. GRMN OVTI MRVL SCTY IPGP TSL SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): -0.86% Top=FAST PWR EXP OC MTZ SPF CVA FLR ….. SRCL RYN USG LEN RYL MTH MDR TTS=Bottom (Materials & Construction)

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 1:59 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

06/18/2013

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

Closing Stats
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
40.0% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
4.8% are below yesterday’s low.
55.3% are inside yesterday’s range.
61.9% of stocks with today’s high > yesterday’s high. (38.1% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND
78.6% of stocks are above today’s open. (20.2% are below).
75.6% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
33.9% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN
79.7% of stocks are above yesterday’s close. (20.3% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.6%…>=90:25.6%…>=80:49.8%…>=50:85.1%…<=20:4.4%…<=10:1.7%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.0% above previous 1 highs, 4.8% below previous 1 lows
34.1% above previous 2 highs, 3.7% below previous 2 lows
33.6% above previous 3 highs, 2.3% below previous 3 lows
29.8% above previous 4 highs, 2.3% below previous 4 lows
27.5% above previous 5 highs, 2.2% below previous 5 lows
21.4% above previous 6 highs, 2.1% below previous 6 lows
20.8% above previous 7 highs, 2.0% below previous 7 lows
20.5% above previous 8 highs, 1.7% below previous 8 lows
20.3% above previous 9 highs, 1.7% below previous 9 lows
16.9% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.7% are above or equal to 6/17 close (1 days ago), 20.3% are below.
85.7% are above or equal to 6/14 close (2 days ago), 14.3% are below.
70.4% are above or equal to 6/13 close (3 days ago), 29.6% are below.
89.6% are above or equal to 6/12 close (4 days ago), 10.4% are below.
79.2% are above or equal to 6/11 close (5 days ago), 20.8% are below.
58.2% are above or equal to 6/10 close (6 days ago), 41.8% are below.
55.7% are above or equal to 6/7 close (7 days ago), 44.3% are below.
70.3% are above or equal to 6/6 close (8 days ago), 29.7% are below.
78.7% are above or equal to 6/5 close (9 days ago), 21.3% are below.
66.4% are above or equal to 6/4 close (10 days ago), 33.6% are below.
57.6% are above or equal to 6/3 close (11 days ago), 42.4% are below.
57.7% are above or equal to 5/31 close (12 days ago), 42.3% are below.
44.5% are above or equal to 5/30 close (13 days ago), 55.5% are below.
49.1% are above or equal to 5/29 close (14 days ago), 50.9% are below.
42.7% are above or equal to 5/28 close (15 days ago), 57.3% are below.
50.7% are above or equal to 5/24 close (16 days ago), 49.3% are below.
48.8% are above or equal to 5/23 close (17 days ago), 51.2% are below.
46.8% are above or equal to 5/22 close (18 days ago), 53.2% are below.
34.4% are above or equal to 5/21 close (19 days ago), 65.6% are below.
35.0% are above or equal to 5/20 close (20 days ago), 65.0% are below.
37.2% are above or equal to 5/17 close (21 days ago), 62.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.0% new highs, 2.0% new lows
21d: 10.9% new highs, 1.8% new lows
42d: 10.0% new highs, 1.1% new lows
63d: 9.2% new highs, 0.9% new lows
126d: 7.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.5% above, 20.5% below
3-day: 86.2% above, 13.8% below
4-day: 81.7% above, 18.3% below
5-day: 86.1% above, 13.9% below
8-day: 77.4% above, 22.6% below
10-day: 78.0% above, 22.0% below
20-day: 59.3% above, 40.7% below
50-day: 64.8% above, 35.2% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.25% Top=SPRD OVTI CREE CAVM NXPI GRMN RFMD SWKS ….. FSL SNPS LSI ONNN NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.12% Top=MRC GE MTW DOV ETN DHR KMT BWC ….. CAT PLL AOS AGCO DE DCI PPO DDD=Bottom (Manufacturing)
MATE(27): 1.08% Top=FWLT MDR MTZ TTS MAS PWR RYN RSG ….. PHM BZH LEN MDC KBH SPF OC FAST=Bottom (Materials & Construction)
LEIS(26): 1.02% Top=KKD EXPE BLMN MPEL CCL SBUX DPZ DNKN ….. HOT MAR RCL BYI BYD LVS BKW PENN=Bottom (Leisure)
INSU(38): 0.98% Top=AGO MTG MBI ORI HIG LNC GNW WSH ….. MMC AFL AIG RDN VR TMK AXS FNF=Bottom (Insurance)
RETA(68): 0.89% Top=FIVE CAB ARO SIG LTD BBY KMX ANN ….. MELI URBN JCP BIG BID KSS SWY SKS=Bottom (Retail & Specialty Retail)
DISV(44): 0.88% Top=URI ADT HTZ BFAM AL RRD JEC BLOX ….. SBAC LPS CXW SAI PAYX MYGN G APOL=Bottom (Diversified Services)
TRAN(26): 0.82% Top=KSU CSX ALK CNW CP JBLU ODFL SAVE ….. JBHT SWFT LUV WAB TRN GLNG TDW AIRM=Bottom (Transportation)
CHEM(25): 0.81% Top=IPI CF CHMT DOW EMN FMC CYT MOS ….. HUN PPG AGU GRA CE APD AXLL WPZ=Bottom (Chemicals/Fertilizers)
FINA(75): 0.76% Top=EVR PBCT BEN HCBK ICE FMER WBS CIT ….. CG AMTD OAK SEIC LAZ FRC AINV WETF=Bottom (Banks/Financials)
REAL(80): 0.72% Top=TWO NNN DRE RWT MPW DCT EXR IVR ….. TCO PCL BEE PPS FRT PSA SPG RLGY=Bottom (Real Estate)
COHW(41): 0.70% Top=FNSR SNDK XLS ADTN ARRS NTAP TWTC INFN ….. TDC VRSN ARUN WIN NIHD SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
ENER(89): 0.65% Top=NFX WPX MRO RRC CRZO GPOR EXH PBF ….. TSO HFC RGP CLMT WMB VNR PTEN HERO=Bottom (Energy)
HEAL(42): 0.61% Top=IRWD WCG PRXL CI UNH HNT AET PKI ….. EW DVA BSX MDT HCA THOR HOLX CYH=Bottom (Health)
CONS(53): 0.60% Top=FNP PAY FL BC TPX FOSL SCSS RL ….. CHD RKT IP EL GT MWV DECK KS=Bottom (Consumer)
COSW(70): 0.59% Top=RAX XRX EA GWRE QLIK RHT FFIV VCLK ….. ADSK EQIX ATVI NOW IRM CTRX WDAY IGT=Bottom (Computer Software/Internet)
META(26): -0.20% Top=WLT CLF ANR X CCJ MCP AA BTU ….. NEM GG ABX IAG RGLD AEM EGO 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 @ 2:50 pm

Market Stats at 3:49 pm ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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

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

COMPARED TO YESTERDAY’S RANGE
37.7% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
5.5% are below yesterday’s low.
56.8% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND
77.0% of stocks are above today’s open. (21.9% are below).
73.8% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.0% of stocks are in the top 10% of today’s range.
26.4% 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.
9.8% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN
79.6% of stocks are above yesterday’s close. (20.4% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.6% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.9%…>=90:24.1%…>=80:47.3%…>=50:84.6%…<=20:4.9%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:66.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.7% above previous 1 highs, 5.5% below previous 1 lows
31.9% above previous 2 highs, 3.7% below previous 2 lows
31.4% above previous 3 highs, 2.4% below previous 3 lows
27.5% above previous 4 highs, 2.4% below previous 4 lows
25.2% above previous 5 highs, 2.3% below previous 5 lows
20.0% above previous 6 highs, 2.2% below previous 6 lows
19.4% above previous 7 highs, 2.1% below previous 7 lows
19.2% above previous 8 highs, 1.8% below previous 8 lows
18.8% above previous 9 highs, 1.8% below previous 9 lows
15.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.6% are above or equal to 6/17 close (1 days ago), 20.4% are below.
84.4% are above or equal to 6/14 close (2 days ago), 15.6% are below.
70.7% are above or equal to 6/13 close (3 days ago), 29.3% are below.
89.5% are above or equal to 6/12 close (4 days ago), 10.5% are below.
78.4% are above or equal to 6/11 close (5 days ago), 21.6% are below.
57.8% are above or equal to 6/10 close (6 days ago), 42.2% are below.
55.5% are above or equal to 6/7 close (7 days ago), 44.5% are below.
69.1% are above or equal to 6/6 close (8 days ago), 30.9% are below.
78.6% are above or equal to 6/5 close (9 days ago), 21.4% are below.
65.9% are above or equal to 6/4 close (10 days ago), 34.1% are below.
57.6% are above or equal to 6/3 close (11 days ago), 42.4% are below.
57.6% are above or equal to 5/31 close (12 days ago), 42.4% are below.
43.8% are above or equal to 5/30 close (13 days ago), 56.2% are below.
48.7% are above or equal to 5/29 close (14 days ago), 51.3% are below.
41.3% are above or equal to 5/28 close (15 days ago), 58.7% are below.
50.0% are above or equal to 5/24 close (16 days ago), 50.0% are below.
48.2% are above or equal to 5/23 close (17 days ago), 51.8% are below.
46.8% are above or equal to 5/22 close (18 days ago), 53.2% are below.
33.6% are above or equal to 5/21 close (19 days ago), 66.4% are below.
34.4% are above or equal to 5/20 close (20 days ago), 65.6% are below.
36.4% are above or equal to 5/17 close (21 days ago), 63.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.9% new highs, 2.0% new lows
21d: 10.8% new highs, 1.8% new lows
42d: 9.9% new highs, 1.1% new lows
63d: 9.0% new highs, 0.9% new lows
126d: 7.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.7% above, 21.3% below
3-day: 85.0% above, 15.0% below
4-day: 80.8% above, 19.2% below
5-day: 85.6% above, 14.4% below
8-day: 76.2% above, 23.8% below
10-day: 77.6% above, 22.4% below
20-day: 58.1% above, 41.9% below
50-day: 64.2% above, 35.8% below
200-day: 79.8% above, 20.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.13% Top=SPRD OVTI CREE CAVM GRMN SMTC NXPI SWKS ….. GLW ALTR ONNN LSI NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.11% Top=MRC MTW GE DOV ETN DHR KMT EMR ….. GNRC PLL AOS AGCO DE DCI PPO DDD=Bottom (Manufacturing)
LEIS(26): 1.01% Top=KKD EXPE BLMN MPEL SBUX CCL DPZ MGM ….. BYD MAR HOT LVS RCL BKW BYI PENN=Bottom (Leisure)
MATE(27): 0.98% Top=FWLT MDR MTZ MAS RYN PWR RSG FLR ….. EXP PHM KBH MDC LEN SPF OC FAST=Bottom (Materials & Construction)
INSU(38): 0.87% Top=AGO MTG MBI ORI HIG LNC WSH GNW ….. MMC AFL RDN AIG TMK VR AXS FNF=Bottom (Insurance)
DISV(44): 0.83% Top=URI HTZ ADT BFAM RRD AL BLOX JEC ….. LPS SCI CXW PAYX SAI MYGN G APOL=Bottom (Diversified Services)
RETA(68): 0.81% Top=CAB FIVE ARO SIG BBY LTD KMX DG ….. ANF JCP KSS URBN BID BIG SWY SKS=Bottom (Retail & Specialty Retail)
TRAN(26): 0.80% Top=KSU ALK CSX CNW ODFL CP CNI FDX ….. DAL CHRW LUV WAB TRN GLNG TDW AIRM=Bottom (Transportation)
CHEM(25): 0.73% Top=IPI CF CHMT DOW FMC EMN POT MOS ….. PX AGU GRA PPG CE APD WPZ AXLL=Bottom (Chemicals/Fertilizers)
REAL(80): 0.71% Top=TWO NNN DCT RWT DRE MPW IVR EXR ….. SBY PMT BXP PPS FRT PSA SPG RLGY=Bottom (Real Estate)
FINA(75): 0.71% Top=EVR PBCT HCBK ICE BEN FMER CIT WBS ….. GS AMTD SEIC OAK LAZ FRC AINV WETF=Bottom (Banks/Financials)
COHW(41): 0.65% Top=SNDK XLS FNSR ARRS ADTN NTAP INFN TWTC ….. ARUN WIN VRSN NIHD FIO SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
COSW(70): 0.55% Top=RAX XRX EA RHT VCLK FFIV MCRS GWRE ….. TRIP EQIX ATVI NOW IRM CTRX WDAY IGT=Bottom (Computer Software/Internet)
ENER(89): 0.53% Top=NFX WPX RRC MRO GPOR CRZO EXH PBF ….. RGP HFC TSO CLMT VNR WMB PTEN HERO=Bottom (Energy)
CONS(53): 0.53% Top=FNP PAY BC FL FOSL TPX AVY SCSS ….. CHD EL GT MWV IP RKT DECK KS=Bottom (Consumer)
HEAL(42): 0.51% Top=IRWD WCG PRXL UNH CI HNT AET PKI ….. DVA EW BSX HCA MDT THOR HOLX CYH=Bottom (Health)
META(26): -0.28% Top=WLT CLF ANR X MCP CCJ AA CNX ….. NEM GG ABX IAG AEM RGLD EGO 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 3:49 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:18 pm

Market Stats at 3:18 pm ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
40.1% of stocks are above yesterday’s high.
77.4% are above yesterday’s midpoint. (22.6% are below.)
5.1% are below yesterday’s low.
54.8% are inside yesterday’s range.
60.8% of stocks with today’s high > yesterday’s high. (39.2% less than).
22.2% of stocks with today’s low < yesterday’s low. (77.8% greater than).

EVIDENCE OF INTRADAY TREND
78.2% of stocks are above today’s open. (20.4% are below).
74.3% of stocks are above today’s open and yesterday’s close.
16.3% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.3% of stocks are in the top 10% of today’s range.
33.1% 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.
7.3% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
80.0% of stocks are above yesterday’s close. (20.0% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.2% are down 3.5% or more.
55.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:25.1%…>=80:48.9%…>=50:85.3%…<=20:4.2%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.1% above previous 1 highs, 5.1% below previous 1 lows
34.2% above previous 2 highs, 3.7% below previous 2 lows
33.4% above previous 3 highs, 2.6% below previous 3 lows
29.7% above previous 4 highs, 2.4% below previous 4 lows
27.0% above previous 5 highs, 2.3% below previous 5 lows
21.1% above previous 6 highs, 2.3% below previous 6 lows
20.5% above previous 7 highs, 2.2% below previous 7 lows
20.3% above previous 8 highs, 1.8% below previous 8 lows
20.0% above previous 9 highs, 1.8% below previous 9 lows
16.7% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.0% are above or equal to 6/17 close (1 days ago), 20.0% are below.
85.7% are above or equal to 6/14 close (2 days ago), 14.3% are below.
71.8% are above or equal to 6/13 close (3 days ago), 28.2% are below.
89.6% are above or equal to 6/12 close (4 days ago), 10.4% are below.
79.2% are above or equal to 6/11 close (5 days ago), 20.8% are below.
58.9% are above or equal to 6/10 close (6 days ago), 41.1% are below.
57.3% are above or equal to 6/7 close (7 days ago), 42.7% are below.
70.5% are above or equal to 6/6 close (8 days ago), 29.5% are below.
78.6% are above or equal to 6/5 close (9 days ago), 21.4% are below.
66.7% are above or equal to 6/4 close (10 days ago), 33.3% are below.
58.2% are above or equal to 6/3 close (11 days ago), 41.8% are below.
58.1% are above or equal to 5/31 close (12 days ago), 41.9% are below.
44.3% are above or equal to 5/30 close (13 days ago), 55.7% are below.
49.5% are above or equal to 5/29 close (14 days ago), 50.5% are below.
42.5% are above or equal to 5/28 close (15 days ago), 57.5% are below.
50.5% are above or equal to 5/24 close (16 days ago), 49.5% are below.
48.5% are above or equal to 5/23 close (17 days ago), 51.5% are below.
47.7% are above or equal to 5/22 close (18 days ago), 52.3% are below.
34.4% are above or equal to 5/21 close (19 days ago), 65.6% are below.
34.2% are above or equal to 5/20 close (20 days ago), 65.8% are below.
36.9% are above or equal to 5/17 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.3% new highs, 2.0% new lows
21d: 10.1% new highs, 1.8% new lows
42d: 9.4% new highs, 1.1% new lows
63d: 8.6% new highs, 0.9% new lows
126d: 7.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.9% above, 21.1% below
3-day: 85.5% above, 14.5% below
4-day: 82.4% above, 17.6% below
5-day: 86.2% above, 13.8% below
8-day: 77.8% above, 22.2% below
10-day: 78.6% above, 21.4% below
20-day: 58.3% above, 41.7% below
50-day: 64.7% above, 35.3% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.24% Top=OVTI SPRD CREE CAVM RFMD SMTC GRMN SWKS ….. CRUS CY INVN LSI NVDA CPHD TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.11% Top=MRC GE DOV DHR EMR ETN CFX KMT ….. GNRC PLL AGCO AOS DE DCI PPO DDD=Bottom (Manufacturing)
LEIS(26): 1.05% Top=KKD EXPE MPEL BLMN CCL SBUX DPZ EAT ….. DRI HOT RCL LVS BYI BYD BKW PENN=Bottom (Leisure)
MATE(27): 1.04% Top=MDR MTZ FWLT MAS RYN CVA PWR RSG ….. MDC OC PHM BZH KBH LEN SPF FAST=Bottom (Materials & Construction)
DISV(44): 0.90% Top=URI HTZ ADT BLOX AL BFAM Z RRD ….. LPS RCII SAI PAYX GA MYGN G APOL=Bottom (Diversified Services)
INSU(38): 0.87% Top=AGO ORI MTG MBI LNC HIG WSH RNR ….. MMC VR AFL AXS RDN AIG TMK FNF=Bottom (Insurance)
CHEM(25): 0.82% Top=IPI CF EMN POT FMC MOS CHMT DOW ….. DD CE HUN PX APD PPG WPZ AXLL=Bottom (Chemicals/Fertilizers)
TRAN(26): 0.81% Top=KSU CSX ALK FDX CP ODFL CNI CNW ….. WAB JBLU LUV DAL TRN TDW GLNG AIRM=Bottom (Transportation)
REAL(80): 0.79% Top=TWO NNN DRE DCT EXR IVR MPW RWT ….. BEE TCO PMT FRT SBY PSA SPG RLGY=Bottom (Real Estate)
COHW(41): 0.77% Top=SNDK FNSR ARRS ADTN NTAP XLS TWTC JDSU ….. FIO VRSN ARUN AAPL TDC SSYS BRCD PANW=Bottom (Computer Hardware/Telecom)
FINA(75): 0.77% Top=EVR PBCT HCBK ICE BEN CIT WBS FMER ….. APO LAZ AMTD OAK ACAS FRC AINV WETF=Bottom (Banks/Financials)
ENER(89): 0.75% Top=NFX MRO WPX CRZO RRC GPOR ROSE EXXI ….. CLMT HFC ETP WMB TSO PTEN VNR HERO=Bottom (Energy)
RETA(68): 0.72% Top=CAB FIVE LTD SIG ARO KMX BBY DG ….. JCP URBN BIG BID ANF KSS SWY SKS=Bottom (Retail & Specialty Retail)
COSW(70): 0.66% Top=RAX XRX GWRE EA RHT FFIV VCLK INFA ….. AKAM EQIX IRM ATVI CTRX NOW WDAY IGT=Bottom (Computer Software/Internet)
HEAL(42): 0.58% Top=IRWD WCG PRXL HNT CI UNH AET PKI ….. EW DVA HCA MDT BSX THOR HOLX CYH=Bottom (Health)
CONS(53): 0.52% Top=FNP PAY FL FOSL BC AVY TPX SCSS ….. KMB RKT GT MWV IP EL DECK KS=Bottom (Consumer)
META(26): -0.19% Top=WLT CLF ANR X CCJ MCP AA CNX ….. ABX NEM GG IAG RGLD AEM EGO 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 3:18 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:00 pm

Market Stats at 12:59 pm ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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
41.9% of stocks are above yesterday’s high.
78.9% are above yesterday’s midpoint. (21.1% are below.)
3.9% are below yesterday’s low.
54.2% are inside yesterday’s range.
53.5% of stocks with today’s high > yesterday’s high. (46.5% less than).
21.3% of stocks with today’s low < yesterday’s low. (78.7% greater than).

EVIDENCE OF INTRADAY TREND
80.6% of stocks are above today’s open. (18.5% are below).
78.0% of stocks are above today’s open and yesterday’s close.
14.3% are below both.
4.8% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
42.5% of stocks are in the top 10% of today’s range.
57.8% are in the top 20%.
83.6% are in the top half. 16.4% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
83.0% of stocks are above yesterday’s close. (17.0% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.0%…>=90:26.3%…>=80:52.7%…>=50:86.6%…<=20:3.7%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.9% above previous 1 highs, 3.9% below previous 1 lows
36.2% above previous 2 highs, 2.9% below previous 2 lows
35.6% above previous 3 highs, 2.3% below previous 3 lows
31.4% above previous 4 highs, 2.1% below previous 4 lows
28.5% above previous 5 highs, 1.8% below previous 5 lows
21.6% above previous 6 highs, 1.8% below previous 6 lows
20.4% above previous 7 highs, 1.7% below previous 7 lows
19.9% above previous 8 highs, 1.3% below previous 8 lows
19.4% above previous 9 highs, 1.3% below previous 9 lows
16.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.0% are above or equal to 6/17 close (1 days ago), 17.0% are below.
86.2% are above or equal to 6/14 close (2 days ago), 13.8% are below.
73.5% are above or equal to 6/13 close (3 days ago), 26.5% are below.
89.4% are above or equal to 6/12 close (4 days ago), 10.6% are below.
80.6% are above or equal to 6/11 close (5 days ago), 19.4% are below.
60.6% are above or equal to 6/10 close (6 days ago), 39.4% are below.
58.3% are above or equal to 6/7 close (7 days ago), 41.7% are below.
71.9% are above or equal to 6/6 close (8 days ago), 28.1% are below.
79.6% are above or equal to 6/5 close (9 days ago), 20.4% are below.
67.0% are above or equal to 6/4 close (10 days ago), 33.0% are below.
58.2% are above or equal to 6/3 close (11 days ago), 41.8% are below.
59.4% are above or equal to 5/31 close (12 days ago), 40.6% are below.
45.1% are above or equal to 5/30 close (13 days ago), 54.9% are below.
50.7% are above or equal to 5/29 close (14 days ago), 49.3% are below.
43.5% are above or equal to 5/28 close (15 days ago), 56.5% are below.
50.5% are above or equal to 5/24 close (16 days ago), 49.5% are below.
48.4% are above or equal to 5/23 close (17 days ago), 51.6% are below.
47.7% are above or equal to 5/22 close (18 days ago), 52.3% are below.
35.1% are above or equal to 5/21 close (19 days ago), 64.9% are below.
34.2% are above or equal to 5/20 close (20 days ago), 65.8% are below.
36.9% are above or equal to 5/17 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 1.8% new lows
21d: 8.3% new highs, 1.7% new lows
42d: 7.5% new highs, 1.0% new lows
63d: 6.7% new highs, 0.9% new lows
126d: 5.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.2% above, 17.8% below
3-day: 88.3% above, 11.7% below
4-day: 82.8% above, 17.2% below
5-day: 86.6% above, 13.4% below
8-day: 78.4% above, 21.6% below
10-day: 79.2% above, 20.8% below
20-day: 58.7% above, 41.3% below
50-day: 65.2% above, 34.8% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.34% Top=SPRD OVTI CAVM CREE SCTY SWKS GRMN SMTC ….. APH GLW CPHD FSL NVDA INVN TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 1.04% Top=KKD EXPE BLMN DPZ MGM SBUX MPEL WYN ….. BYD DNKN DRI BYI LVS RCL PENN BKW=Bottom (Leisure)
REAL(80): 1.01% Top=DCT CWH DRE NNN MPW EXR CBL LHO ….. PSA CLI SBY PMT MTGE SPG CYS RLGY=Bottom (Real Estate)
MANU(37): 0.97% Top=MRC DRC TEX GE BWC KMT CFX MHK ….. AOS PLL DE AME PNR DCI PPO DDD=Bottom (Manufacturing)
ENER(89): 0.96% Top=BBG PXD RRC CRZO NFX WPX MRO UPL ….. RGP EEP WMB TSO PTEN VNR ETP HERO=Bottom (Energy)
COHW(41): 0.91% Top=SNDK ADTN JDSU FNSR SYNA NTAP ARRS TWTC ….. AAPL FIO BCE TDC ARUN SSYS PANW BRCD=Bottom (Computer Hardware/Telecom)
COSW(70): 0.86% Top=RAX XRX INFA FFIV VCLK EA FB RHT ….. EQIX IRM ADSK YELP ATVI IGT NOW CTRX=Bottom (Computer Software/Internet)
TRAN(26): 0.85% Top=ALK KSU CNW FDX EXPD ODFL UPS CSX ….. SAVE CNI CHRW WAB TDW JBLU GLNG AIRM=Bottom (Transportation)
CHEM(25): 0.79% Top=IPI EMN CF DOW MOS ALB CHMT FMC ….. AGU MON PX PPG AXLL APD WPZ HUN=Bottom (Chemicals/Fertilizers)
INSU(38): 0.78% Top=AGO ORI MTG LNC MBI HIG WSH CLGX ….. RDN MMC FNF AIG AON VR TMK AXS=Bottom (Insurance)
DISV(44): 0.76% Top=URI HTZ URS KBR JEC ADT ACM Z ….. GA SAI LPS PAYX VNTV G MYGN APOL=Bottom (Diversified Services)
MATE(27): 0.73% Top=MTZ MDR FWLT MAS FLR TTS CVA RYN ….. SPF KBH OC PHM FAST HOV LEN BZH=Bottom (Materials & Construction)
HEAL(42): 0.69% Top=IRWD PRXL WCG HNT HMA UNH BKD CI ….. DVA EW THOR HCA CYH BSX MDT HOLX=Bottom (Health)
FINA(75): 0.69% Top=ICE EVR HCBK PBCT BEN FNFG WBS AXP ….. OAK PHH FRC LAZ AINV APO ACAS WETF=Bottom (Banks/Financials)
RETA(68): 0.61% Top=CAB ARO SIG LTD TIF LINTA DG GNC ….. ANF BID LQDT GME NFLX KSS SWY SKS=Bottom (Retail & Specialty Retail)
CONS(53): 0.59% Top=PAY FL FOSL FNP RL SEE AVY TPX ….. BLL AVP ZQK MWV KS RKT EL DECK=Bottom (Consumer)
META(26): 0.16% Top=WLT CLF ANR X CCJ AA CNX BTU ….. IAG AEM GG NEM RGLD ABX EGO 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 12:59 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 11:25 am ET
by daytrend on 20130618. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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
27.0% of stocks are above yesterday’s high.
66.5% are above yesterday’s midpoint. (33.5% are below.)
6.0% are below yesterday’s low.
67.0% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND
67.4% of stocks are above today’s open. (30.4% are below).
64.1% of stocks are above today’s open and yesterday’s close.
22.8% are below both.
4.8% of stocks opened above yesterday’s high.
61.8% of stocks opened above yesterday’s close. (32.6% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
73.5% of stocks are above yesterday’s close. (26.5% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.0% are up 3.5% or more. 0.1% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.6%…>=90:18.6%…>=80:41.1%…>=50:79.6%…<=20:4.9%…<=10:1.5%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:62.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.0% above previous 1 highs, 6.0% below previous 1 lows
23.7% above previous 2 highs, 3.5% below previous 2 lows
22.8% above previous 3 highs, 2.1% below previous 3 lows
20.1% above previous 4 highs, 1.7% below previous 4 lows
17.9% above previous 5 highs, 1.6% below previous 5 lows
14.4% above previous 6 highs, 1.6% below previous 6 lows
13.7% above previous 7 highs, 1.3% below previous 7 lows
13.6% above previous 8 highs, 1.2% below previous 8 lows
13.2% above previous 9 highs, 1.2% below previous 9 lows
10.7% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.5% are above or equal to 6/17 close (1 days ago), 26.5% are below.
79.4% are above or equal to 6/14 close (2 days ago), 20.6% are below.
65.9% are above or equal to 6/13 close (3 days ago), 34.1% are below.
88.2% are above or equal to 6/12 close (4 days ago), 11.8% are below.
75.7% are above or equal to 6/11 close (5 days ago), 24.3% are below.
54.5% are above or equal to 6/10 close (6 days ago), 45.5% are below.
52.0% are above or equal to 6/7 close (7 days ago), 48.0% are below.
67.5% are above or equal to 6/6 close (8 days ago), 32.5% are below.
77.2% are above or equal to 6/5 close (9 days ago), 22.8% are below.
63.4% are above or equal to 6/4 close (10 days ago), 36.6% are below.
54.6% are above or equal to 6/3 close (11 days ago), 45.4% are below.
54.7% are above or equal to 5/31 close (12 days ago), 45.3% are below.
41.3% are above or equal to 5/30 close (13 days ago), 58.7% are below.
47.5% are above or equal to 5/29 close (14 days ago), 52.5% are below.
40.0% are above or equal to 5/28 close (15 days ago), 60.0% are below.
47.6% are above or equal to 5/24 close (16 days ago), 52.4% are below.
45.1% are above or equal to 5/23 close (17 days ago), 54.9% are below.
44.6% are above or equal to 5/22 close (18 days ago), 55.4% are below.
32.5% are above or equal to 5/21 close (19 days ago), 67.5% are below.
31.9% are above or equal to 5/20 close (20 days ago), 68.1% are below.
35.9% are above or equal to 5/17 close (21 days ago), 64.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 1.7% new lows
21d: 6.6% new highs, 1.6% new lows
42d: 5.9% new highs, 0.9% new lows
63d: 5.3% new highs, 0.7% new lows
126d: 4.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.6% above, 27.4% below
3-day: 78.8% above, 21.2% below
4-day: 74.8% above, 25.2% below
5-day: 83.0% above, 17.0% below
8-day: 71.2% above, 28.8% below
10-day: 73.5% above, 26.5% below
20-day: 55.1% above, 44.9% below
50-day: 62.0% above, 38.0% below
200-day: 78.5% above, 21.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 1.03% Top=CAVM SCTY OVTI SWKS GRMN SPWR SMTC TQNT ….. MOLX BRCM APH FSL TSL INVN NVDA CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 0.82% Top=KKD EXPE MPEL BLMN EAT CAKE WYNN SBUX ….. PNK DNKN HOT LVS PENN BYI BKW BYD=Bottom (Leisure)
COHW(41): 0.77% Top=FNSR JDSU SYNA TWTC NTAP ARRS LVLT ADTN ….. NIHD TMUS MSI HRS TDC SSYS PANW BRCD=Bottom (Computer Hardware/Telecom)
ENER(90): 0.75% Top=NFX RRC WPX KEG PXD CRZO CLR OAS ….. RGP KMP XTEX WMB EEP VNR ETP HERO=Bottom (Energy)
COSW(70): 0.66% Top=RAX EA FB FFIV VCLK GWRE RHT QLIK ….. TSS MDRX IRM ADSK CTRX NOW IGT GRPN=Bottom (Computer Software/Internet)
MANU(37): 0.62% Top=MRC DRC KMT BWC TKR EMR CFX GE ….. DE TEX ROK PNR ATU AOS PPO DDD=Bottom (Manufacturing)
DISV(44): 0.57% Top=URI HTZ CAR URS KBR PCLN BLOX FLT ….. SCI ADS GA SAI VNTV PAYX MYGN APOL=Bottom (Diversified Services)
TRAN(26): 0.49% Top=CNW KSU ALK SWFT EXPD FDX UPS CSX ….. LUV SAVE GWR TRN JBLU TDW GLNG AIRM=Bottom (Transportation)
CHEM(25): 0.43% Top=CHMT EMN CF IPI ALB POT MOS DOW ….. CE ROC PX AXLL APD PPG HUN WPZ=Bottom (Chemicals/Fertilizers)
INSU(38): 0.32% Top=MTG WSH LNC MBI AGO PRU RDN MET ….. CINF VR MMC AON CNO AXS TMK AIG=Bottom (Insurance)
CONS(53): 0.29% Top=PAY FOSL FL FNP SEE NUS HBI AVY ….. WHR COH AVP DECK ZQK EL RKT KS=Bottom (Consumer)
RETA(68): 0.27% Top=LINTA SIG ARO DANG LTD GNC TIF DG ….. JCP GME FIVE ANF LQDT SKS KSS SWY=Bottom (Retail & Specialty Retail)
FINA(75): 0.25% Top=ICE HCBK PBCT AXP BEN EVR CME AMP ….. FRC FSC LAZ APO AINV FHN ACAS WETF=Bottom (Banks/Financials)
HEAL(42): 0.18% Top=IRWD PRXL HMA VAR UNH PKI WCG HNT ….. HCA THOR DVA BSX EW CYH HOLX MDT=Bottom (Health)
REAL(80): 0.18% Top=CWH MPW DRE AMT NNN DCT EXR DFT ….. WRI FRT CLNY CYS RLGY SBY MTGE PMT=Bottom (Real Estate)
MATE(27): 0.09% Top=MTZ MDR FWLT FLR TTS MAS CVA RSG ….. RYL SPF LEN MDC BZH PHM HOV KBH=Bottom (Materials & Construction)
META(26): 0.09% Top=WLT CLF ANR CCJ CNX BTU X AA ….. GG RGLD IAG ABX AEM EGO NEM 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 11:25 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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