daytrend

10/21/2014

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

Closing Stats
by daytrend on 20141021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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
85.8% of stocks are above yesterday’s high.
96.6% are above yesterday’s midpoint. (3.4% are below.)
1.3% are below yesterday’s low.
12.9% are inside yesterday’s range.
95.7% of stocks with today’s high > yesterday’s high. (4.3% less than).
4.2% of stocks with today’s low < yesterday’s low. (95.8% greater than).

EVIDENCE OF INTRADAY TREND
88.6% of stocks are above today’s open. (10.7% are below).
87.9% of stocks are above today’s open and yesterday’s close.
5.2% are below both.
64.6% of stocks opened above yesterday’s high.
92.6% of stocks opened above yesterday’s close. (5.1% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
39.2% of stocks are in the top 10% of today’s range.
61.2% are in the top 20%.
86.8% are in the top half. 13.2% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN
94.1% of stocks are above yesterday’s close. (5.9% are below.)
8.4% are up 4.5% or more. 0.8% are down 4.5% or more.
19.6% are up 3.5% or more. 0.9% are down 3.5% or more.
16.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:43.4%…>=90:67.9%…>=80:84.3%…>=50:96.2%…<=20:0.8%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:73.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:57.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
85.8% above previous 1 highs, 1.3% below previous 1 lows
73.4% above previous 2 highs, 1.1% below previous 2 lows
72.0% above previous 3 highs, 0.8% below previous 3 lows
69.6% above previous 4 highs, 0.8% below previous 4 lows
65.7% above previous 5 highs, 0.7% below previous 5 lows
62.0% above previous 6 highs, 0.6% below previous 6 lows
50.7% above previous 7 highs, 0.5% below previous 7 lows
34.8% above previous 8 highs, 0.5% below previous 8 lows
33.5% above previous 9 highs, 0.5% below previous 9 lows
30.1% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
94.1% are above or equal to 10/20 close (1 days ago), 5.9% are below.
96.7% are above or equal to 10/17 close (2 days ago), 3.3% are below.
93.0% are above or equal to 10/16 close (3 days ago), 7.0% are below.
93.0% are above or equal to 10/15 close (4 days ago), 7.0% are below.
92.1% are above or equal to 10/14 close (5 days ago), 7.9% are below.
93.6% are above or equal to 10/13 close (6 days ago), 6.4% are below.
88.0% are above or equal to 10/10 close (7 days ago), 12.0% are below.
74.0% are above or equal to 10/9 close (8 days ago), 26.0% are below.
51.2% are above or equal to 10/8 close (9 days ago), 48.8% are below.
65.4% are above or equal to 10/7 close (10 days ago), 34.6% are below.
48.7% are above or equal to 10/6 close (11 days ago), 51.3% are below.
44.5% are above or equal to 10/3 close (12 days ago), 55.5% are below.
52.0% are above or equal to 10/2 close (13 days ago), 48.0% are below.
54.2% are above or equal to 10/1 close (14 days ago), 45.8% are below.
43.0% are above or equal to 9/30 close (15 days ago), 57.0% are below.
37.5% are above or equal to 9/29 close (16 days ago), 62.5% are below.
37.4% are above or equal to 9/26 close (17 days ago), 62.6% are below.
42.9% are above or equal to 9/25 close (18 days ago), 57.1% are below.
32.3% are above or equal to 9/24 close (19 days ago), 67.7% are below.
36.6% are above or equal to 9/23 close (20 days ago), 63.4% are below.
30.9% are above or equal to 9/22 close (21 days ago), 69.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.0% new highs, 0.7% new lows
21d: 16.1% new highs, 0.7% new lows
42d: 5.8% new highs, 0.5% new lows
63d: 4.6% new highs, 0.4% new lows
126d: 3.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 93.7% above, 6.3% below
3-day: 96.4% above, 3.6% below
4-day: 96.0% above, 4.0% below
5-day: 95.7% above, 4.3% below
8-day: 94.9% above, 5.1% below
10-day: 91.8% above, 8.2% below
20-day: 64.2% above, 35.8% below
50-day: 32.9% above, 67.1% below
200-day: 44.2% above, 55.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141021 Closing)
TRAN(32): 3.58% Top=TRN AAL SAVE GLNG GBX LUV KEX UAL ….. EXPD TDW TK CSX CP CHRW BRS XPO=Bottom (Transportation)
ELEC(63): 3.40% Top=WAT CSIQ SUNE FSL AMBA AMKR SWKS TXN ….. GRMN SMTC TRMB VECO INVN CREE CRUS OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(136): 2.97% Top=HLX PES PTEN WFT LPI PSX CPE PDS ….. ENLK APL BBEP DO SFY SSE GLF GDP=Bottom (Energy)
MANU(49): 2.88% Top=BGC CFX GTLS SPW AOS MRC TEX PH ….. CAT SWK DE CRS GE PNR ATI B=Bottom (Manufacturing)
CHEM(37): 2.65% Top=HUN CE AXLL SZYM WLK MEOH FMC DOW ….. DD POT WPZ MON IPI APD FTK TAM=Bottom (Chemicals/Fertilizers)
CONS(61): 2.63% Top=PKG CSL NUS KS PAY RKT OI VFC ….. CLX ENR COH PG SCSS AVP MAT GPK=Bottom (Consumer)
HEAL(54): 2.51% Top=DXCM CYH PRXL THC MD PKI EW BSX ….. THOR IRWD STE MOH MASI BDX OPK KND=Bottom (Health)
META(25): 2.41% Top=AKS X CENX CLD SLCA AA STLD TCK ….. SLW NEM PAAS AEM GG ABX EGO CLF=Bottom (Metals & Mining)
DISV(55): 2.17% Top=AL WOOF RHI CAR SERV MYGN GMT URI ….. LDOS CXW ASGN URS EXAM ULTA XRS RCII=Bottom (Diversified Services)
COHW(50): 2.15% Top=LXK SNDK ARRS UBNT CIEN OLED PANW WDC ….. EMC ARUN VZ CCOI GOGO FNSR SYNA BBRY=Bottom (Computer Hardware/Telecom)
INSU(42): 2.14% Top=AFSI GNW CNO LNC MBI PRU AGO ORI ….. WSH CB TRV AEL AJG RDN BRO MTG=Bottom (Insurance)
FINA(97): 2.12% Top=EWBC SNV BX FNGN WETF BXS TCBI KKR ….. ARCC AINV CBOE SLM PSEC ICE XOOM OCN=Bottom (Banks/Financials)
COSW(85): 1.99% Top=VNET DATA TRIP SYMC N DWRE SPLK XRX ….. NTCT GRPN INFA JD TWTR CDNS IBM NQ=Bottom (Computer Software/Internet)
MATE(31): 1.74% Top=MTZ USG PWR EXP SRCL OC FAST FLR ….. CVA MAS RYN MDC SPF TPH TOL LEN=Bottom (Materials & Construction)
RETA(70): 1.73% Top=DANG BID TFM KMX EBAY MELI RH AMZN ….. GME ASNA FIVE SHLD TCS JCP ABG VSI=Bottom (Retail & Specialty Retail)
REAL(93): 0.95% Top=PEB LHO RHP HST RLJ WMC RLGY HPT ….. HR GLPI LPT SNH GOV HCP MPW WAC=Bottom (Real Estate)
LEIS(34): 0.80% Top=CCL SIX EXPE RCL PNK MGM OWW SGMS ….. SONC PNRA LOCO TXRH BLMN CAKE EAT CMG=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 1:40 pm

Market Stats at 2:40 pm ET
by daytrend on 20141021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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
86.5% of stocks are above yesterday’s high.
96.9% are above yesterday’s midpoint. (3.1% are below.)
1.3% are below yesterday’s low.
12.2% are inside yesterday’s range.
95.2% of stocks with today’s high > yesterday’s high. (4.8% less than).
4.1% of stocks with today’s low < yesterday’s low. (95.9% greater than).

EVIDENCE OF INTRADAY TREND
88.3% of stocks are above today’s open. (11.0% are below).
87.5% of stocks are above today’s open and yesterday’s close.
5.1% are below both.
64.6% of stocks opened above yesterday’s high.
92.6% of stocks opened above yesterday’s close. (5.1% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
43.1% of stocks are in the top 10% of today’s range.
61.8% are in the top 20%.
87.7% are in the top half. 12.3% of stocks are in the bottom half of today’s range.
2.6% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN
94.1% of stocks are above yesterday’s close. (5.9% are below.)
7.1% are up 4.5% or more. 0.8% are down 4.5% or more.
15.9% are up 3.5% or more. 1.1% are down 3.5% or more.
17.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:41.4%…>=90:67.2%…>=80:84.0%…>=50:96.5%…<=20:0.9%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:72.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
86.5% above previous 1 highs, 1.3% below previous 1 lows
72.4% above previous 2 highs, 1.0% below previous 2 lows
71.0% above previous 3 highs, 0.8% below previous 3 lows
68.9% above previous 4 highs, 0.7% below previous 4 lows
65.1% above previous 5 highs, 0.6% below previous 5 lows
60.7% above previous 6 highs, 0.5% below previous 6 lows
49.3% above previous 7 highs, 0.5% below previous 7 lows
34.0% above previous 8 highs, 0.5% below previous 8 lows
32.6% above previous 9 highs, 0.5% below previous 9 lows
29.6% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
94.1% are above or equal to 10/20 close (1 days ago), 5.9% are below.
96.5% are above or equal to 10/17 close (2 days ago), 3.5% are below.
92.8% are above or equal to 10/16 close (3 days ago), 7.2% are below.
92.9% are above or equal to 10/15 close (4 days ago), 7.1% are below.
92.3% are above or equal to 10/14 close (5 days ago), 7.7% are below.
93.3% are above or equal to 10/13 close (6 days ago), 6.7% are below.
87.1% are above or equal to 10/10 close (7 days ago), 12.9% are below.
73.6% are above or equal to 10/9 close (8 days ago), 26.4% are below.
49.3% are above or equal to 10/8 close (9 days ago), 50.7% are below.
63.7% are above or equal to 10/7 close (10 days ago), 36.3% are below.
47.9% are above or equal to 10/6 close (11 days ago), 52.1% are below.
44.1% are above or equal to 10/3 close (12 days ago), 55.9% are below.
51.4% are above or equal to 10/2 close (13 days ago), 48.6% are below.
54.3% are above or equal to 10/1 close (14 days ago), 45.7% are below.
41.6% are above or equal to 9/30 close (15 days ago), 58.4% are below.
36.2% are above or equal to 9/29 close (16 days ago), 63.8% are below.
35.3% are above or equal to 9/26 close (17 days ago), 64.7% are below.
42.0% are above or equal to 9/25 close (18 days ago), 58.0% are below.
31.5% are above or equal to 9/24 close (19 days ago), 68.5% are below.
35.4% are above or equal to 9/23 close (20 days ago), 64.6% are below.
30.4% are above or equal to 9/22 close (21 days ago), 69.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.1% new highs, 0.7% new lows
21d: 15.3% new highs, 0.7% new lows
42d: 5.4% new highs, 0.5% new lows
63d: 4.2% new highs, 0.4% new lows
126d: 3.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 93.7% above, 6.3% below
3-day: 96.5% above, 3.5% below
4-day: 96.2% above, 3.8% below
5-day: 95.6% above, 4.4% below
8-day: 95.0% above, 5.0% below
10-day: 91.3% above, 8.7% below
20-day: 63.0% above, 37.0% below
50-day: 32.6% above, 67.4% below
200-day: 44.9% above, 55.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141021 2:40 pm ET)
TRAN(32): 3.25% Top=TRN AAL GBX GLNG SAVE LUV KEX SWFT ….. KSU TK HA CP CSX CHRW BRS XPO=Bottom (Transportation)
ELEC(63): 3.16% Top=WAT CSIQ SUNE AMBA AMKR BRKR TXN FSL ….. TRMB INVN ALTR MRVL VECO CRUS CREE OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(49): 2.74% Top=BGC JKS CFX TEX GTLS SPW ITT PH ….. BWC GE DE DHR PCP PNR ATI B=Bottom (Manufacturing)
ENER(136): 2.63% Top=CPE HLX LPI PES PSX WFT BCEI MPC ….. SSE DO ARP QRE ECR GLF BBEP GDP=Bottom (Energy)
META(25): 2.48% Top=AKS CENX X CLD TCK SCCO SLCA STLD ….. SLW NEM GG AEM PAAS EGO ABX CLF=Bottom (Metals & Mining)
CHEM(37): 2.42% Top=CE AXLL HUN SZYM WLK FMC MEOH CHMT ….. POT DD APD MON WPZ IPI TAM FTK=Bottom (Chemicals/Fertilizers)
HEAL(54): 2.35% Top=DXCM CYH THC PRXL EW CVD PKI HNT ….. MASI HCA BAX IRWD STE OPK BDX KND=Bottom (Health)
CONS(61): 2.30% Top=PKG CSL NUS KS PAY RKT VFC OI ….. WHR COH COTY PG MAT SCSS AVP GPK=Bottom (Consumer)
COHW(50): 2.21% Top=LXK SNDK UBNT CIEN ARRS PANW JDSU COMM ….. T FTR ANET GOGO CCOI VZ BBRY SYNA=Bottom (Computer Hardware/Telecom)
DISV(55): 2.12% Top=MYGN AL WOOF RHI GMT SERV CAR URI ….. CXW LDOS EXAM URS ASGN ULTA XRS RCII=Bottom (Diversified Services)
COSW(85): 2.06% Top=VNET DATA DWRE TRIP N SPLK SYMC CSC ….. CDNS INFA GWRE VMW GRPN JD IBM NQ=Bottom (Computer Software/Internet)
FINA(97): 1.99% Top=EWBC WETF SNV BX FNGN BXS VOYA EVR ….. ISBC SLM PSEC CBOE ICE ARCC XOOM OCN=Bottom (Banks/Financials)
INSU(42): 1.92% Top=AFSI GNW CNO LNC AGO MBI ORI PRU ….. ACE TRV CB AJG AEL RDN MTG BRO=Bottom (Insurance)
MATE(31): 1.80% Top=MTZ PWR USG EXP SRCL FAST FLR OC ….. MTH TPH CVA TOL MAS RYN SPF LEN=Bottom (Materials & Construction)
RETA(70): 1.72% Top=DANG BID EBAY TFM RH MELI CDW AMZN ….. TCS URBN ASNA JCP FIVE SHLD VSI ABG=Bottom (Retail & Specialty Retail)
LEIS(34): 1.14% Top=BYD CCL EXPE SIX PNK RCL MGM OWW ….. MCD BLMN LOCO PNRA TXRH CAKE EAT CMG=Bottom (Leisure)
REAL(93): 0.87% Top=PEB LHO HPT HST WMC RLJ RLGY CUZ ….. UDR LPT SNH PDM HCP NSM MPW WAC=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 2:00 pm ET
by daytrend on 20141021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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
83.5% of stocks are above yesterday’s high.
96.4% are above yesterday’s midpoint. (3.6% are below.)
1.6% are below yesterday’s low.
14.9% are inside yesterday’s range.
95.0% of stocks with today’s high > yesterday’s high. (5.0% less than).
4.1% of stocks with today’s low < yesterday’s low. (95.9% greater than).

EVIDENCE OF INTRADAY TREND
85.3% of stocks are above today’s open. (14.1% are below).
84.4% of stocks are above today’s open and yesterday’s close.
6.7% are below both.
64.6% of stocks opened above yesterday’s high.
92.6% of stocks opened above yesterday’s close. (5.1% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
29.5% of stocks are in the top 10% of today’s range.
49.0% are in the top 20%.
81.9% are in the top half. 18.1% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
92.6% of stocks are above yesterday’s close. (7.4% are below.)
4.9% are up 4.5% or more. 0.8% are down 4.5% or more.
10.7% are up 3.5% or more. 1.1% are down 3.5% or more.
18.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:38.7%…>=90:64.4%…>=80:82.8%…>=50:95.1%…<=20:1.2%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
83.5% above previous 1 highs, 1.6% below previous 1 lows
67.8% above previous 2 highs, 1.3% below previous 2 lows
66.7% above previous 3 highs, 1.0% below previous 3 lows
64.3% above previous 4 highs, 0.7% below previous 4 lows
60.0% above previous 5 highs, 0.6% below previous 5 lows
55.5% above previous 6 highs, 0.5% below previous 6 lows
45.1% above previous 7 highs, 0.5% below previous 7 lows
30.9% above previous 8 highs, 0.5% below previous 8 lows
29.3% above previous 9 highs, 0.5% below previous 9 lows
26.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
92.6% are above or equal to 10/20 close (1 days ago), 7.4% are below.
95.4% are above or equal to 10/17 close (2 days ago), 4.6% are below.
91.6% are above or equal to 10/16 close (3 days ago), 8.4% are below.
92.3% are above or equal to 10/15 close (4 days ago), 7.7% are below.
91.4% are above or equal to 10/14 close (5 days ago), 8.6% are below.
92.9% are above or equal to 10/13 close (6 days ago), 7.1% are below.
86.1% are above or equal to 10/10 close (7 days ago), 13.9% are below.
71.4% are above or equal to 10/9 close (8 days ago), 28.6% are below.
47.5% are above or equal to 10/8 close (9 days ago), 52.5% are below.
62.8% are above or equal to 10/7 close (10 days ago), 37.2% are below.
45.5% are above or equal to 10/6 close (11 days ago), 54.5% are below.
40.9% are above or equal to 10/3 close (12 days ago), 59.1% are below.
49.3% are above or equal to 10/2 close (13 days ago), 50.7% are below.
52.6% are above or equal to 10/1 close (14 days ago), 47.4% are below.
40.1% are above or equal to 9/30 close (15 days ago), 59.9% are below.
34.6% are above or equal to 9/29 close (16 days ago), 65.4% are below.
33.5% are above or equal to 9/26 close (17 days ago), 66.5% are below.
40.6% are above or equal to 9/25 close (18 days ago), 59.4% are below.
29.7% are above or equal to 9/24 close (19 days ago), 70.3% are below.
33.7% are above or equal to 9/23 close (20 days ago), 66.3% are below.
29.2% are above or equal to 9/22 close (21 days ago), 70.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.9% new highs, 0.7% new lows
21d: 14.2% new highs, 0.7% new lows
42d: 5.3% new highs, 0.5% new lows
63d: 4.1% new highs, 0.4% new lows
126d: 3.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.8% above, 8.2% below
3-day: 95.8% above, 4.2% below
4-day: 94.6% above, 5.4% below
5-day: 94.3% above, 5.7% below
8-day: 94.1% above, 5.9% below
10-day: 89.9% above, 10.1% below
20-day: 60.2% above, 39.8% below
50-day: 31.1% above, 68.9% below
200-day: 43.1% above, 56.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141021 2:00 pm ET)
TRAN(32): 2.87% Top=TRN AAL SAVE LUV GBX GLNG KEX KNX ….. TDW CP CSX CHRW KSU HA BRS XPO=Bottom (Transportation)
ELEC(63): 2.60% Top=WAT CSIQ SUNE AMBA TXN BRKR AMKR FSL ….. GRMN TRMB SMTC VECO INVN CREE OVTI CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(49): 2.51% Top=CFX SPW BGC PH TEX ITW AOS GTLS ….. CRS DHR ZBRA JOY PNR BWC ATI B=Bottom (Manufacturing)
CHEM(37): 2.33% Top=CE HUN AXLL WLK SZYM FMC MEOH POL ….. AGU POT MON APD WPZ IPI TAM FTK=Bottom (Chemicals/Fertilizers)
ENER(136): 2.30% Top=HLX CPE PES PSX LPI WFT MPC PTEN ….. BBEP SFY DO GDP SSE ARP GLF ECR=Bottom (Energy)
CONS(61): 2.16% Top=NUS CSL KS PKG RKT PAY VFC HAR ….. SHOO WHR COH PG SCSS AVP MAT GPK=Bottom (Consumer)
HEAL(54): 2.15% Top=CYH DXCM THC CVD WLP PKI HNT EW ….. HCA MASI BAX IRWD STE BDX OPK KND=Bottom (Health)
COHW(50): 1.89% Top=LXK SNDK UBNT PANW ARRS JDSU CIEN RKUS ….. FNSR FTR CCOI ARUN VZ GOGO BBRY SYNA=Bottom (Computer Hardware/Telecom)
DISV(55): 1.80% Top=AL MYGN WOOF SERV GMT RHI URI RRD ….. ATHN EXAM LDOS URS ASGN ULTA RCII XRS=Bottom (Diversified Services)
INSU(42): 1.77% Top=AFSI GNW LNC CNO AWH AGO PRU VR ….. TRV FNF CB AJG AEL RDN MTG BRO=Bottom (Insurance)
FINA(97): 1.75% Top=EWBC WETF SNV BX FNGN BXS VOYA SIVB ….. AINV SLM PSEC ARCC CBOE ICE XOOM OCN=Bottom (Banks/Financials)
META(25): 1.72% Top=AKS X CENX CLD SCCO AA CCJ TCK ….. NEM GG SLW AEM PAAS EGO ABX CLF=Bottom (Metals & Mining)
COSW(85): 1.68% Top=DATA VNET TRIP DWRE N CSC SPLK NCR ….. NUAN GRPN VRNT INFA FEYE JD IBM NQ=Bottom (Computer Software/Internet)
RETA(70): 1.49% Top=DANG BID RH TJX BURL FINL CDW ORLY ….. ASNA TCS URBN SHLD JCP FIVE VSI ABG=Bottom (Retail & Specialty Retail)
MATE(31): 1.44% Top=MTZ PWR USG EXP SRCL FAST FLR AWI ….. CVA RYN MDC MTH SPF LEN TOL TPH=Bottom (Materials & Construction)
LEIS(34): 0.94% Top=CCL BYD RCL EXPE SIX MGM PNK OWW ….. DNKN MCD LOCO PNRA TXRH CAKE EAT CMG=Bottom (Leisure)
REAL(93): 0.75% Top=LHO WMC PEB NRF HPT RLJ HST CUZ ….. LPT UDR SNH PDM HCP MPW NSM WAC=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 12:44 pm

Market Stats at 1:43 pm ET
by daytrend on 20141021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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
83.0% of stocks are above yesterday’s high.
96.0% are above yesterday’s midpoint. (4.0% are below.)
1.8% are below yesterday’s low.
15.2% are inside yesterday’s range.
94.7% of stocks with today’s high > yesterday’s high. (5.3% less than).
4.1% of stocks with today’s low < yesterday’s low. (95.9% greater than).

EVIDENCE OF INTRADAY TREND
85.6% of stocks are above today’s open. (14.1% are below).
84.9% of stocks are above today’s open and yesterday’s close.
6.3% are below both.
64.6% of stocks opened above yesterday’s high.
92.6% of stocks opened above yesterday’s close. (5.1% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
29.5% of stocks are in the top 10% of today’s range.
47.7% are in the top 20%.
80.7% are in the top half. 19.3% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN
93.0% of stocks are above yesterday’s close. (7.0% are below.)
4.6% are up 4.5% or more. 0.9% are down 4.5% or more.
9.4% are up 3.5% or more. 1.2% are down 3.5% or more.
19.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:39.3%…>=90:64.5%…>=80:82.5%…>=50:94.8%…<=20:1.3%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
83.0% above previous 1 highs, 1.8% below previous 1 lows
67.6% above previous 2 highs, 1.4% below previous 2 lows
66.5% above previous 3 highs, 1.1% below previous 3 lows
64.1% above previous 4 highs, 0.7% below previous 4 lows
59.7% above previous 5 highs, 0.6% below previous 5 lows
55.1% above previous 6 highs, 0.5% below previous 6 lows
44.8% above previous 7 highs, 0.5% below previous 7 lows
30.4% above previous 8 highs, 0.5% below previous 8 lows
28.9% above previous 9 highs, 0.5% below previous 9 lows
25.0% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.0% are above or equal to 10/20 close (1 days ago), 7.0% are below.
95.1% are above or equal to 10/17 close (2 days ago), 4.9% are below.
91.5% are above or equal to 10/16 close (3 days ago), 8.5% are below.
92.0% are above or equal to 10/15 close (4 days ago), 8.0% are below.
91.1% are above or equal to 10/14 close (5 days ago), 8.9% are below.
92.7% are above or equal to 10/13 close (6 days ago), 7.3% are below.
86.1% are above or equal to 10/10 close (7 days ago), 13.9% are below.
71.3% are above or equal to 10/9 close (8 days ago), 28.7% are below.
46.8% are above or equal to 10/8 close (9 days ago), 53.2% are below.
62.2% are above or equal to 10/7 close (10 days ago), 37.8% are below.
45.3% are above or equal to 10/6 close (11 days ago), 54.7% are below.
40.7% are above or equal to 10/3 close (12 days ago), 59.3% are below.
48.8% are above or equal to 10/2 close (13 days ago), 51.2% are below.
51.8% are above or equal to 10/1 close (14 days ago), 48.2% are below.
39.9% are above or equal to 9/30 close (15 days ago), 60.1% are below.
34.6% are above or equal to 9/29 close (16 days ago), 65.4% are below.
33.3% are above or equal to 9/26 close (17 days ago), 66.7% are below.
40.2% are above or equal to 9/25 close (18 days ago), 59.8% are below.
29.7% are above or equal to 9/24 close (19 days ago), 70.3% are below.
33.1% are above or equal to 9/23 close (20 days ago), 66.9% are below.
29.3% are above or equal to 9/22 close (21 days ago), 70.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.8% new highs, 0.7% new lows
21d: 14.0% new highs, 0.7% new lows
42d: 5.3% new highs, 0.5% new lows
63d: 4.1% new highs, 0.4% new lows
126d: 3.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.5% above, 7.5% below
3-day: 95.6% above, 4.4% below
4-day: 94.6% above, 5.4% below
5-day: 94.5% above, 5.5% below
8-day: 93.9% above, 6.1% below
10-day: 89.2% above, 10.8% below
20-day: 59.9% above, 40.1% below
50-day: 30.8% above, 69.2% below
200-day: 43.2% above, 56.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141021 1:43 pm ET)
TRAN(32): 2.88% Top=TRN AAL LUV SAVE GBX GLNG KEX KNX ….. KSU CSX CP CHRW HA TDW BRS XPO=Bottom (Transportation)
ELEC(63): 2.52% Top=WAT SUNE CSIQ AMBA TXN BRKR CODE SWKS ….. SANM TRMB ALTR VECO INVN OVTI CREE CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(49): 2.45% Top=CFX TEX PH BGC SPW AOS MHK ITT ….. GNRC CRS BWC ZBRA JOY PNR ATI B=Bottom (Manufacturing)
CHEM(37): 2.27% Top=CE HUN WLK AXLL FMC SZYM MEOH SHW ….. GPRE POT APD MON WPZ IPI TAM FTK=Bottom (Chemicals/Fertilizers)
CONS(61): 2.11% Top=NUS CSL PKG KS PAY RKT OI HAR ….. SHOO WHR COH PG AVP SCSS MAT GPK=Bottom (Consumer)
ENER(136): 2.11% Top=HLX PSX CPE WFT PES PTEN MPC PAGP ….. BBEP ARP DO SSE PE SFY GLF ECR=Bottom (Energy)
HEAL(54): 2.11% Top=DXCM CYH CVD THC WLP HNT ESRX PKI ….. UHS MASI BAX HCA STE BDX OPK KND=Bottom (Health)
COHW(50): 1.85% Top=LXK SNDK UBNT PANW ARRS CIEN WDC OLED ….. FTR EFII ARUN GOGO VZ CCOI BBRY SYNA=Bottom (Computer Hardware/Telecom)
INSU(42): 1.81% Top=AFSI GNW LNC CNO AWH AGO PRU AXS ….. MMC CB FNF AJG AEL RDN MTG BRO=Bottom (Insurance)
META(25): 1.81% Top=AKS X CENX CLD SLCA STLD AA TCK ….. CNX NEM GG SLW EGO PAAS ABX CLF=Bottom (Metals & Mining)
FINA(97): 1.79% Top=WETF EWBC SNV BXS FNGN BX VOYA SIVB ….. CME SLM PSEC CBOE ARCC ICE XOOM OCN=Bottom (Banks/Financials)
DISV(55): 1.71% Top=AL MYGN WOOF SERV GMT RRD URI RHI ….. ATHN EXAM URS LDOS ASGN ULTA RCII XRS=Bottom (Diversified Services)
COSW(85): 1.62% Top=VNET DATA TRIP N DWRE CSC NCR SPLK ….. AOL VMW VRNT INFA GRPN JD IBM NQ=Bottom (Computer Software/Internet)
RETA(70): 1.45% Top=DANG BID RH TJX QVCA AMZN WAG TFM ….. ASNA URBN TCS SHLD JCP VSI FIVE ABG=Bottom (Retail & Specialty Retail)
MATE(31): 1.44% Top=MTZ PWR USG EXP FAST SRCL FLR PHM ….. VMC RYN MTH SPF MAS LEN TOL TPH=Bottom (Materials & Construction)
LEIS(34): 0.94% Top=CCL BYD RCL EXPE SIX MGM PNK SGMS ….. LOCO BLMN MCD PNRA TXRH CAKE EAT CMG=Bottom (Leisure)
REAL(93): 0.74% Top=LHO WMC HST HPT PEB RLJ STAG RLGY ….. LPT UDR SNH PDM HCP MPW NSM WAC=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/20/2014

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

Closing Stats
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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

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

COMPARED TO YESTERDAY’S RANGE
37.5% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
4.5% are below yesterday’s low.
58.1% are inside yesterday’s range.
47.7% of stocks with today’s high > yesterday’s high. (52.3% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND
88.2% of stocks are above today’s open. (11.5% are below).
81.4% of stocks are above today’s open and yesterday’s close.
9.8% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
41.2% of stocks are in the top 10% of today’s range.
58.8% are in the top 20%.
85.4% are in the top half. 14.6% of stocks are in the bottom half of today’s range.
2.5% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
2.2% are up 4.5% or more. 0.7% are down 4.5% or more.
4.5% are up 3.5% or more. 1.0% are down 3.5% or more.
43.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.4%…>=90:31.8%…>=80:58.2%…>=50:89.7%…<=20:2.5%…<=10:0.8%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.5% above previous 1 highs, 4.5% below previous 1 lows
36.0% above previous 2 highs, 1.1% below previous 2 lows
33.0% above previous 3 highs, 0.7% below previous 3 lows
27.2% above previous 4 highs, 0.6% below previous 4 lows
23.6% above previous 5 highs, 0.4% below previous 5 lows
17.5% above previous 6 highs, 0.4% below previous 6 lows
12.8% above previous 7 highs, 0.4% below previous 7 lows
12.6% above previous 8 highs, 0.3% below previous 8 lows
11.4% above previous 9 highs, 0.3% below previous 9 lows
8.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 10/17 close (1 days ago), 16.0% are below.
84.4% are above or equal to 10/16 close (2 days ago), 15.6% are below.
88.7% are above or equal to 10/15 close (3 days ago), 11.3% are below.
83.9% are above or equal to 10/14 close (4 days ago), 16.1% are below.
87.2% are above or equal to 10/13 close (5 days ago), 12.8% are below.
71.6% are above or equal to 10/10 close (6 days ago), 28.4% are below.
52.2% are above or equal to 10/9 close (7 days ago), 47.8% are below.
29.0% are above or equal to 10/8 close (8 days ago), 71.0% are below.
42.1% are above or equal to 10/7 close (9 days ago), 57.9% are below.
29.3% are above or equal to 10/6 close (10 days ago), 70.7% are below.
26.8% are above or equal to 10/3 close (11 days ago), 73.2% are below.
33.1% are above or equal to 10/2 close (12 days ago), 66.9% are below.
36.0% are above or equal to 10/1 close (13 days ago), 64.0% are below.
28.9% are above or equal to 9/30 close (14 days ago), 71.1% are below.
24.0% are above or equal to 9/29 close (15 days ago), 76.0% are below.
23.0% are above or equal to 9/26 close (16 days ago), 77.0% are below.
27.3% are above or equal to 9/25 close (17 days ago), 72.7% are below.
21.2% are above or equal to 9/24 close (18 days ago), 78.8% are below.
23.4% are above or equal to 9/23 close (19 days ago), 76.6% are below.
21.6% are above or equal to 9/22 close (20 days ago), 78.4% are below.
16.3% are above or equal to 9/19 close (21 days ago), 83.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.3% new highs, 1.8% new lows
21d: 5.2% new highs, 1.8% new lows
42d: 2.1% new highs, 1.6% new lows
63d: 1.5% new highs, 1.4% new lows
126d: 1.0% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.0% above, 17.0% below
3-day: 86.9% above, 13.1% below
4-day: 89.2% above, 10.8% below
5-day: 89.7% above, 10.3% below
8-day: 83.5% above, 16.5% below
10-day: 70.1% above, 29.9% below
20-day: 36.4% above, 63.6% below
50-day: 20.2% above, 79.8% below
200-day: 34.9% above, 65.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 Closing)
RETA(70): 2.03% Top=SHLD VSI JCP GNC SPLS FIVE COST LB ….. TJX ABG WAG CDW SIG FRAN AEO FINL=Bottom (Retail & Specialty Retail)
ELEC(63): 1.85% Top=SUNE SCTY CRUS CAVM MU CSIQ SPWR CY ….. TRMB WAT APH ISIL CPHD IDTI TEL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 1.54% Top=RCL OWW SGMS EXPE DNKN LOCO MAR CCL ….. MCD LTM SEAS JACK MGM WYNN LVS SIX=Bottom (Leisure)
REAL(94): 1.51% Top=WAC HPT NSM OHI LPT SHO DDR CBL ….. PKY CYS AVB HTS RLJ MFA BDN CLNY=Bottom (Real Estate)
CHEM(37): 1.50% Top=FTK GPRE CBT FUL CHMT SZYM MOS OLN ….. APD WLK FMC TAM MEOH WPZ HUN AXLL=Bottom (Chemicals/Fertilizers)
CONS(61): 1.31% Top=HAS LULU NUS IP UFS KATE SCSS TPX ….. PBI SEE COTY UA FBHS HAR IRBT SHOO=Bottom (Consumer)
HEAL(54): 1.30% Top=ALGN IRWD DXCM STE MDT EW PRXL HNT ….. LH KND PKI A CYH THC MR XRAY=Bottom (Health)
MATE(31): 1.18% Top=LEN RYL PHM MDC MAS SPF DHI KBH ….. RSG FLR USG PWR WM OC EME MTZ=Bottom (Materials & Construction)
META(26): 1.15% Top=AEM NRP RGLD SLW PAAS CLF EGO ABX ….. AA CCJ STLD CNX TCK CLD SWC BTU=Bottom (Metals & Mining)
ENER(135): 1.12% Top=QRE BBEP QEP CRZO SSE NFX MTDR LGCY ….. CRK BBG RRC PDS AREX PVA REXX SDLP=Bottom (Energy)
TRAN(31): 1.00% Top=UAL LUV AAL DAL XPO SAVE JBLU ALK ….. GLNG UNP TK GBX CSX CNW CP TRN=Bottom (Transportation)
COHW(49): 0.92% Top=BBRY SYNA TMUS GOGO CIEN AAPL INFN OLED ….. NTAP SSYS HPQ ADTN NSR CSCO LXK TDC=Bottom (Computer Hardware/Telecom)
COSW(85): 0.76% Top=NQ TWTR PFPT VNET LOCK TRIP AOL MDSO ….. EQIX CTSH N NOW VMW DWRE IBM NCR=Bottom (Computer Software/Internet)
DISV(55): 0.70% Top=HTZ CAR ULTA Z PCLN BLOX CXW SERV ….. CTAS GMT RHI LDOS BAH JEC ASGN XRS=Bottom (Diversified Services)
FINA(97): 0.58% Top=WETF APO CBOE OCN KKR SEIC SNV STI ….. PVTB ZION SCHW UMPQ BLK OZRK FRC FNGN=Bottom (Banks/Financials)
MANU(49): 0.45% Top=LII JKS PH GNRC SNA PLL B AOS ….. FLS TEX CAT DE XYL BWC SPW JOY=Bottom (Manufacturing)
INSU(41): 0.44% Top=RGA AFSI MTG ORI CNO HIG FNF AEL ….. PRU MMC TRV VR AGO AWH AHL AON=Bottom (Insurance)

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

Filed under: Market Stats — daytrend @ 2:28 pm

Market Stats at 3:27 pm ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
29.6% of stocks are above yesterday’s high.
65.0% are above yesterday’s midpoint. (35.0% are below.)
7.1% are below yesterday’s low.
63.3% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND
83.3% of stocks are above today’s open. (16.2% are below).
75.3% of stocks are above today’s open and yesterday’s close.
14.4% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.6% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
77.6% are in the top half. 22.4% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN
77.8% of stocks are above yesterday’s close. (22.2% are below.)
1.8% are up 4.5% or more. 0.8% are down 4.5% or more.
3.4% are up 3.5% or more. 1.3% are down 3.5% or more.
49.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:27.4%…>=80:50.5%…>=50:86.2%…<=20:3.0%…<=10:1.0%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:39.2%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.6% above previous 1 highs, 7.1% below previous 1 lows
28.2% above previous 2 highs, 1.6% below previous 2 lows
25.8% above previous 3 highs, 0.9% below previous 3 lows
21.2% above previous 4 highs, 0.8% below previous 4 lows
17.5% above previous 5 highs, 0.5% below previous 5 lows
13.5% above previous 6 highs, 0.5% below previous 6 lows
9.7% above previous 7 highs, 0.5% below previous 7 lows
9.6% above previous 8 highs, 0.5% below previous 8 lows
8.1% above previous 9 highs, 0.4% below previous 9 lows
6.5% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.8% are above or equal to 10/17 close (1 days ago), 22.2% are below.
81.0% are above or equal to 10/16 close (2 days ago), 19.0% are below.
87.2% are above or equal to 10/15 close (3 days ago), 12.8% are below.
80.8% are above or equal to 10/14 close (4 days ago), 19.2% are below.
86.0% are above or equal to 10/13 close (5 days ago), 14.0% are below.
68.6% are above or equal to 10/10 close (6 days ago), 31.4% are below.
48.6% are above or equal to 10/9 close (7 days ago), 51.4% are below.
27.0% are above or equal to 10/8 close (8 days ago), 73.0% are below.
40.4% are above or equal to 10/7 close (9 days ago), 59.6% are below.
27.0% are above or equal to 10/6 close (10 days ago), 73.0% are below.
25.2% are above or equal to 10/3 close (11 days ago), 74.8% are below.
31.2% are above or equal to 10/2 close (12 days ago), 68.8% are below.
34.7% are above or equal to 10/1 close (13 days ago), 65.3% are below.
26.7% are above or equal to 9/30 close (14 days ago), 73.3% are below.
23.0% are above or equal to 9/29 close (15 days ago), 77.0% are below.
21.8% are above or equal to 9/26 close (16 days ago), 78.2% are below.
25.9% are above or equal to 9/25 close (17 days ago), 74.1% are below.
20.3% are above or equal to 9/24 close (18 days ago), 79.7% are below.
22.8% are above or equal to 9/23 close (19 days ago), 77.2% are below.
20.3% are above or equal to 9/22 close (20 days ago), 79.7% are below.
15.6% are above or equal to 9/19 close (21 days ago), 84.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.2% new highs, 1.8% new lows
21d: 4.2% new highs, 1.8% new lows
42d: 1.5% new highs, 1.6% new lows
63d: 1.3% new highs, 1.4% new lows
126d: 0.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.1% above, 22.9% below
3-day: 82.1% above, 17.9% below
4-day: 86.7% above, 13.3% below
5-day: 87.3% above, 12.7% below
8-day: 81.4% above, 18.6% below
10-day: 66.0% above, 34.0% below
20-day: 34.3% above, 65.7% below
50-day: 18.9% above, 81.1% below
200-day: 34.5% above, 65.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 3:27 pm ET)
RETA(70): 1.91% Top=SHLD VSI JCP GNC BBY SPLS COST LB ….. ABG DSW WAG SIG CDW FRAN AEO FINL=Bottom (Retail & Specialty Retail)
ELEC(63): 1.54% Top=SUNE SCTY CRUS TER CSIQ SANM SPWR OVTI ….. APH MPWR TRMB JASO IDTI TEL CREE CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 1.28% Top=RCL OWW SGMS EXPE LOCO DNKN MAR CCL ….. SONC MCD SEAS MGM JACK WYNN LVS SIX=Bottom (Leisure)
CHEM(37): 1.27% Top=FTK CBT GPRE MOS SZYM OLN CE CHMT ….. WLK APD FMC TAM MEOH HUN WPZ AXLL=Bottom (Chemicals/Fertilizers)
CONS(61): 1.14% Top=HAS NUS LULU IP SCSS UFS TPX RKT ….. FBHS PBI OI UA HAR COTY IRBT SHOO=Bottom (Consumer)
REAL(94): 1.08% Top=WAC HPT NSM OHI DDR LPT WMC CBL ….. NLY DCT RLJ CYS MFA RWT CLNY BDN=Bottom (Real Estate)
META(26): 1.07% Top=AEM NRP EGO PAAS SLW ABX NEM RGLD ….. X AA CCJ CNX TCK CLD SWC BTU=Bottom (Metals & Mining)
MATE(31): 0.95% Top=LEN PHM RYL MDC TPH MAS DHI SPF ….. FLR RSG USG WM PWR OC EME MTZ=Bottom (Materials & Construction)
HEAL(54): 0.91% Top=ALGN DXCM IRWD MDT STE EW PRXL HNT ….. SIRO HOLX MR A CVD CYH THC XRAY=Bottom (Health)
ENER(135): 0.71% Top=QRE BBEP QEP CRZO NFX VNR HP ATW ….. RRC PDS CJES CRK PVA AREX REXX SDLP=Bottom (Energy)
COHW(49): 0.66% Top=BBRY SYNA TMUS GOGO CIEN AAPL SNDK FNSR ….. EFII ADTN SSYS HPQ NSR CSCO LXK TDC=Bottom (Computer Hardware/Telecom)
COSW(85): 0.54% Top=NQ TWTR VNET TRIP AOL PFPT MDSO JD ….. DBD MKTO SPLK VMW NOW DWRE IBM NCR=Bottom (Computer Software/Internet)
TRAN(31): 0.53% Top=UAL LUV AAL DAL SAVE XPO ALK KNX ….. UNP TK GLNG CSX CNW GBX CP TRN=Bottom (Transportation)
DISV(55): 0.43% Top=HTZ CAR Z ULTA PCLN BLOX CXW SERV ….. RHI EXAM LDOS GMT BAH JEC ASGN XRS=Bottom (Diversified Services)
FINA(97): 0.33% Top=WETF APO CBOE KKR OCN STI SEIC AXP ….. TCBI PVTB FMER OZRK BLK UMPQ FRC FNGN=Bottom (Banks/Financials)
INSU(41): 0.23% Top=AFSI MTG RGA ORI HIG FNF CNO ACGL ….. FAF MBI CLGX AGO VR AWH AHL AON=Bottom (Insurance)
MANU(49): 0.18% Top=LII JKS PH DDD SNA GNRC PLL CRS ….. FLS CAT TEX DE XYL SPW BWC JOY=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:43 am

Market Stats at 12:43 pm ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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

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

COMPARED TO YESTERDAY’S RANGE
20.9% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
7.1% are below yesterday’s low.
72.0% are inside yesterday’s range.
37.4% of stocks with today’s high > yesterday’s high. (62.6% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND
80.3% of stocks are above today’s open. (18.1% are below).
69.5% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.6% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
72.7% of stocks are above yesterday’s close. (27.3% are below.)
1.2% are up 4.5% or more. 0.4% are down 4.5% or more.
3.0% are up 3.5% or more. 0.4% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:22.0%…>=80:44.8%…>=50:84.0%…<=20:2.9%…<=10:1.4%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:35.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.9% above previous 1 highs, 7.1% below previous 1 lows
19.6% above previous 2 highs, 1.3% below previous 2 lows
16.7% above previous 3 highs, 0.9% below previous 3 lows
13.6% above previous 4 highs, 0.8% below previous 4 lows
12.0% above previous 5 highs, 0.6% below previous 5 lows
9.5% above previous 6 highs, 0.6% below previous 6 lows
5.9% above previous 7 highs, 0.5% below previous 7 lows
5.8% above previous 8 highs, 0.5% below previous 8 lows
5.2% above previous 9 highs, 0.5% below previous 9 lows
4.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.7% are above or equal to 10/17 close (1 days ago), 27.3% are below.
79.2% are above or equal to 10/16 close (2 days ago), 20.8% are below.
86.9% are above or equal to 10/15 close (3 days ago), 13.1% are below.
78.4% are above or equal to 10/14 close (4 days ago), 21.6% are below.
84.0% are above or equal to 10/13 close (5 days ago), 16.0% are below.
66.2% are above or equal to 10/10 close (6 days ago), 33.8% are below.
46.4% are above or equal to 10/9 close (7 days ago), 53.6% are below.
24.0% are above or equal to 10/8 close (8 days ago), 76.0% are below.
38.1% are above or equal to 10/7 close (9 days ago), 61.9% are below.
25.3% are above or equal to 10/6 close (10 days ago), 74.7% are below.
22.9% are above or equal to 10/3 close (11 days ago), 77.1% are below.
28.6% are above or equal to 10/2 close (12 days ago), 71.4% are below.
33.1% are above or equal to 10/1 close (13 days ago), 66.9% are below.
24.5% are above or equal to 9/30 close (14 days ago), 75.5% are below.
21.0% are above or equal to 9/29 close (15 days ago), 79.0% are below.
21.4% are above or equal to 9/26 close (16 days ago), 78.6% are below.
24.3% are above or equal to 9/25 close (17 days ago), 75.7% are below.
19.7% are above or equal to 9/24 close (18 days ago), 80.3% are below.
21.4% are above or equal to 9/23 close (19 days ago), 78.6% are below.
18.4% are above or equal to 9/22 close (20 days ago), 81.6% are below.
14.2% are above or equal to 9/19 close (21 days ago), 85.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.0% new highs, 1.7% new lows
21d: 3.2% new highs, 1.7% new lows
42d: 1.1% new highs, 1.5% new lows
63d: 1.0% new highs, 1.3% new lows
126d: 0.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.3% above, 28.7% below
3-day: 80.1% above, 19.9% below
4-day: 85.9% above, 14.1% below
5-day: 86.5% above, 13.5% below
8-day: 78.8% above, 21.2% below
10-day: 63.2% above, 36.8% below
20-day: 30.8% above, 69.2% below
50-day: 16.9% above, 83.1% below
200-day: 32.5% above, 67.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 12:43 pm ET)
RETA(70): 1.17% Top=SHLD JCP DANG URBN SPLS MELI EBAY TSCO ….. BURL WAG SIG AMZN DSW FINL FRAN AEO=Bottom (Retail & Specialty Retail)
ELEC(63): 1.15% Top=SUNE SANM SPWR SCTY CRUS AMKR OVTI TER ….. CPHD TEL SNPS IDTI MEI JASO CREE VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(135): 1.02% Top=QEP QRE BBEP NFX CRZO BWP VNR CMLP ….. SEMG ECR OIS PDS PVA CJES AREX SDLP=Bottom (Energy)
REAL(94): 0.93% Top=WAC HPT BRX DDR WMC OHI LPT MAA ….. EXR AVB RLJ CYS BDN TWO MFA GLPI=Bottom (Real Estate)
META(26): 0.84% Top=AEM NRP PAAS SLW ABX FCX NEM EGO ….. STLD CENX AA X TCK CLD SWC BTU=Bottom (Metals & Mining)
LEIS(33): 0.79% Top=RCL OWW EXPE MAR DNKN LOCO SGMS CCL ….. MGM BYD WEN SONC JACK WYNN LVS SIX=Bottom (Leisure)
MATE(31): 0.71% Top=KBH RYL LEN MAS TPH PHM DHI TOL ….. VMC USG RSG WM AWI EME PWR MTZ=Bottom (Materials & Construction)
CHEM(37): 0.67% Top=GPRE FTK MOS CBT CHMT SZYM CE OLN ….. FMC EMN ALB APD WPZ HUN MEOH AXLL=Bottom (Chemicals/Fertilizers)
CONS(61): 0.61% Top=HAS LULU TPX AVP NUS ICON UFS MAT ….. AVY CSL VFC KS HAR PAY IRBT SHOO=Bottom (Consumer)
HEAL(54): 0.53% Top=ALGN IRWD MDT DXCM EW STE MOH HNT ….. CVD LH MR COO THC CYH A XRAY=Bottom (Health)
COSW(85): 0.41% Top=NQ MDSO TWTR DATA LOCK NTCT TRIP AOL ….. GWRE MKTO EQIX FFIV NOW DWRE IBM NCR=Bottom (Computer Software/Internet)
COHW(49): 0.36% Top=BBRY SYNA TMUS OLED GOGO SNDK CIEN FNSR ….. EMC HPQ EFII SSYS LXK CSCO NTAP TDC=Bottom (Computer Hardware/Telecom)
FINA(97): 0.24% Top=WETF XOOM OCN APO CBOE RF STI KKR ….. BLK UMPQ SF OZRK PFG FRC SCHW FNGN=Bottom (Banks/Financials)
DISV(55): 0.20% Top=HTZ Z PCLN CAR SERV GEO CXW PRAA ….. AL TMH EXAM R JEC ASGN GMT XRS=Bottom (Diversified Services)
TRAN(31): 0.19% Top=LUV AAL XPO UAL DAL JBLU ALK SAVE ….. UNP CNW FDX CP GBX CSX GLNG TRN=Bottom (Transportation)
INSU(41): 0.04% Top=MTG AFSI RGA HIG CNO UNM AIZ ORI ….. PRU MBI AHL AWH VR AON FAF FNF=Bottom (Insurance)
MANU(49): -0.02% Top=LII PH GNRC JKS B PLL DDD SNA ….. DE ATI AGCO ETN XYL CAT BWC JOY=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:13 am

Market Stats at 11:13 am ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
19.4% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
8.6% are below yesterday’s low.
72.0% are inside yesterday’s range.
32.8% of stocks with today’s high > yesterday’s high. (67.2% less than).
31.4% of stocks with today’s low < yesterday’s low. (68.6% greater than).

EVIDENCE OF INTRADAY TREND
77.2% of stocks are above today’s open. (21.4% are below).
64.6% of stocks are above today’s open and yesterday’s close.
18.9% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.5% of stocks are in the top 10% of today’s range.
31.9% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN
68.6% of stocks are above yesterday’s close. (31.4% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:21.5%…>=80:41.8%…>=50:81.5%…<=20:3.4%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.4% above previous 1 highs, 8.6% below previous 1 lows
18.3% above previous 2 highs, 1.6% below previous 2 lows
15.9% above previous 3 highs, 1.0% below previous 3 lows
12.9% above previous 4 highs, 0.8% below previous 4 lows
10.9% above previous 5 highs, 0.7% below previous 5 lows
8.9% above previous 6 highs, 0.6% below previous 6 lows
5.7% above previous 7 highs, 0.6% below previous 7 lows
5.3% above previous 8 highs, 0.6% below previous 8 lows
4.6% above previous 9 highs, 0.6% below previous 9 lows
4.0% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.6% are above or equal to 10/17 close (1 days ago), 31.4% are below.
76.5% are above or equal to 10/16 close (2 days ago), 23.5% are below.
84.1% are above or equal to 10/15 close (3 days ago), 15.9% are below.
77.5% are above or equal to 10/14 close (4 days ago), 22.5% are below.
82.6% are above or equal to 10/13 close (5 days ago), 17.4% are below.
64.7% are above or equal to 10/10 close (6 days ago), 35.3% are below.
44.8% are above or equal to 10/9 close (7 days ago), 55.2% are below.
23.6% are above or equal to 10/8 close (8 days ago), 76.4% are below.
36.5% are above or equal to 10/7 close (9 days ago), 63.5% are below.
25.1% are above or equal to 10/6 close (10 days ago), 74.9% are below.
22.2% are above or equal to 10/3 close (11 days ago), 77.8% are below.
29.0% are above or equal to 10/2 close (12 days ago), 71.0% are below.
32.3% are above or equal to 10/1 close (13 days ago), 67.7% are below.
24.8% are above or equal to 9/30 close (14 days ago), 75.2% are below.
21.2% are above or equal to 9/29 close (15 days ago), 78.8% are below.
21.4% are above or equal to 9/26 close (16 days ago), 78.6% are below.
24.5% are above or equal to 9/25 close (17 days ago), 75.5% are below.
18.4% are above or equal to 9/24 close (18 days ago), 81.6% are below.
21.8% are above or equal to 9/23 close (19 days ago), 78.2% are below.
17.9% are above or equal to 9/22 close (20 days ago), 82.1% are below.
14.0% are above or equal to 9/19 close (21 days ago), 86.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.3% new highs, 1.7% new lows
21d: 2.5% new highs, 1.7% new lows
42d: 1.0% new highs, 1.5% new lows
63d: 0.9% new highs, 1.3% new lows
126d: 0.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.1% above, 32.9% below
3-day: 76.7% above, 23.3% below
4-day: 82.1% above, 17.9% below
5-day: 83.6% above, 16.4% below
8-day: 76.8% above, 23.2% below
10-day: 60.5% above, 39.5% below
20-day: 29.9% above, 70.1% below
50-day: 17.0% above, 83.0% below
200-day: 32.6% above, 67.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 11:13 am ET)
LEIS(33): 1.11% Top=RCL OWW CCL MAR EXPE PNRA HOT LOCO ….. TXRH MGM MCD BYD WEN WYNN LVS SIX=Bottom (Leisure)
ELEC(63): 1.01% Top=AMKR CRUS OVTI SANM FCS TER MRVL CY ….. INTC SNPS CREE CPHD TEL IDTI JASO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 0.93% Top=SHLD DANG TSCO NFLX RH EBAY MELI BBY ….. DSW ORLY AMZN TIF PAG FINL FRAN AEO=Bottom (Retail & Specialty Retail)
REAL(94): 0.86% Top=HPT WAC OHI HR HST MPW WMC LPT ….. NLY RLGY GGP GLPI WPC AVB BDN MFA=Bottom (Real Estate)
MATE(31): 0.81% Top=KBH RYL LEN TPH MAS SPF PHM EXP ….. VMC RSG DAR USG WM EME PWR MTZ=Bottom (Materials & Construction)
CHEM(37): 0.60% Top=GPRE SZYM CBT CHMT MOS FUL CE RPM ….. AGU WLK AXLL POT ALB HUN WPZ MEOH=Bottom (Chemicals/Fertilizers)
CONS(61): 0.47% Top=HAS LULU BC ICON TPX UFS AVP MAT ….. AVY HAR VFC FOSL IRBT PAY COTY SHOO=Bottom (Consumer)
META(26): 0.45% Top=AEM NRP PAAS FCX ABX CNX CMC SLW ….. CENX AKS AA CCJ X TCK SWC BTU=Bottom (Metals & Mining)
HEAL(54): 0.42% Top=IRWD ALGN MDT MASI STE MOH THOR PRXL ….. CVD COO WMGI HCA THC XRAY CYH A=Bottom (Health)
TRAN(31): 0.39% Top=LUV UAL AAL DAL XPO JBLU SAVE SWFT ….. FDX TDW CNW KEX GLNG GBX TRN CSX=Bottom (Transportation)
FINA(97): 0.30% Top=WETF XOOM CMA APO STI CBOE RF OCN ….. AMG PSEC SCHW PFG LPLA LAZ FRC FNGN=Bottom (Banks/Financials)
COHW(49): 0.28% Top=BBRY TMUS SNDK SYNA S OLED AAPL GOGO ….. ADTN INFN CSCO LXK HPQ SSYS TDC NTAP=Bottom (Computer Hardware/Telecom)
DISV(55): 0.15% Top=HTZ CAR APOL SERV GEO MAN AAN RCII ….. LDOS ASGN KBR GMT JEC TMH BAH XRS=Bottom (Diversified Services)
INSU(41): 0.11% Top=AFSI MTG CNO RGA HIG ACGL RDN BRO ….. FAF AXS AHL AON CLGX AWH FNF MBI=Bottom (Insurance)
ENER(135): 0.11% Top=QEP BWP NS BBEP QRE NGL CMLP NFX ….. ECR RSPP CRK PVA CJES REXX SDLP AREX=Bottom (Energy)
COSW(85): 0.08% Top=NQ MDSO DATA TWTR LOCK FTNT AOL NTCT ….. NOW JD FFIV SPLK EQIX DWRE IBM NCR=Bottom (Computer Software/Internet)
MANU(49): -0.07% Top=LII PH GNRC WOR PLL CRS GE ZBRA ….. DE ATI CAT XYL AGCO TEX BWC JOY=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:53 am ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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
11.5% of stocks are above yesterday’s high.
47.6% are above yesterday’s midpoint. (52.4% are below.)
7.5% are below yesterday’s low.
81.0% are inside yesterday’s range.
24.9% of stocks with today’s high > yesterday’s high. (75.1% less than).
23.7% of stocks with today’s low < yesterday’s low. (76.3% greater than).

EVIDENCE OF INTRADAY TREND
71.7% of stocks are above today’s open. (26.7% are below).
56.8% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
14.7% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
61.8% of stocks are above yesterday’s close. (38.2% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.5% are up 3.5% or more. 0.5% are down 3.5% or more.
77.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:15.7%…>=80:34.3%…>=50:78.7%…<=20:4.1%…<=10:1.7%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:30.1%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.5% above previous 1 highs, 7.5% below previous 1 lows
10.7% above previous 2 highs, 1.5% below previous 2 lows
9.1% above previous 3 highs, 1.1% below previous 3 lows
7.2% above previous 4 highs, 0.9% below previous 4 lows
6.2% above previous 5 highs, 0.6% below previous 5 lows
4.8% above previous 6 highs, 0.6% below previous 6 lows
3.6% above previous 7 highs, 0.6% below previous 7 lows
3.5% above previous 8 highs, 0.6% below previous 8 lows
3.0% above previous 9 highs, 0.6% below previous 9 lows
2.5% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.8% are above or equal to 10/17 close (1 days ago), 38.2% are below.
73.5% are above or equal to 10/16 close (2 days ago), 26.5% are below.
80.6% are above or equal to 10/15 close (3 days ago), 19.4% are below.
74.0% are above or equal to 10/14 close (4 days ago), 26.0% are below.
80.4% are above or equal to 10/13 close (5 days ago), 19.6% are below.
62.8% are above or equal to 10/10 close (6 days ago), 37.2% are below.
42.6% are above or equal to 10/9 close (7 days ago), 57.4% are below.
22.0% are above or equal to 10/8 close (8 days ago), 78.0% are below.
35.1% are above or equal to 10/7 close (9 days ago), 64.9% are below.
23.1% are above or equal to 10/6 close (10 days ago), 76.9% are below.
20.8% are above or equal to 10/3 close (11 days ago), 79.2% are below.
27.0% are above or equal to 10/2 close (12 days ago), 73.0% are below.
30.3% are above or equal to 10/1 close (13 days ago), 69.7% are below.
22.9% are above or equal to 9/30 close (14 days ago), 77.1% are below.
19.9% are above or equal to 9/29 close (15 days ago), 80.1% are below.
19.8% are above or equal to 9/26 close (16 days ago), 80.2% are below.
23.2% are above or equal to 9/25 close (17 days ago), 76.8% are below.
18.0% are above or equal to 9/24 close (18 days ago), 82.0% are below.
20.5% are above or equal to 9/23 close (19 days ago), 79.5% are below.
16.8% are above or equal to 9/22 close (20 days ago), 83.2% are below.
13.5% are above or equal to 9/19 close (21 days ago), 86.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.7% new highs, 1.5% new lows
21d: 2.1% new highs, 1.5% new lows
42d: 0.8% new highs, 1.4% new lows
63d: 0.7% new highs, 1.3% new lows
126d: 0.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.3% above, 39.7% below
3-day: 72.2% above, 27.8% below
4-day: 79.6% above, 20.4% below
5-day: 80.6% above, 19.4% below
8-day: 72.8% above, 27.2% below
10-day: 58.0% above, 42.0% below
20-day: 27.6% above, 72.4% below
50-day: 15.5% above, 84.5% below
200-day: 32.1% above, 67.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 9:53 am ET)
LEIS(33): 0.86% Top=OWW MAR RCL BYD CCL SGMS HOT H ….. CMG MCD JACK TXRH LTM SIX WYNN LVS=Bottom (Leisure)
REAL(94): 0.70% Top=HPT BRX HST CUZ SHO SKT CUBE MPW ….. NLY AVB PMT BDN TWO AGNC BAM MFA=Bottom (Real Estate)
RETA(70): 0.69% Top=SHLD TSCO NFLX TFM DANG JCP BBY ANF ….. ORLY KORS GES JWN FINL SBH AEO FRAN=Bottom (Retail & Specialty Retail)
ELEC(63): 0.67% Top=SANM SUNE SCTY AMKR INVN OVTI CODE MU ….. SNPS CREE BRKR ISIL WAT INTC TEL CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.34% Top=KBH RYL LEN MTH SPF PHM TOL MAS ….. VMC EME WM RSG WCN MLM MTZ PWR=Bottom (Materials & Construction)
META(26): 0.28% Top=AEM SLCA BTU CNX PAAS FCX ABX EGO ….. CENX AA SCCO X CCJ CLF SWC TCK=Bottom (Metals & Mining)
CHEM(37): 0.23% Top=GPRE MOS RPM CBT TAM SHW FTK MON ….. GRA SZYM MEOH POT EMN ALB HUN WPZ=Bottom (Chemicals/Fertilizers)
COHW(49): 0.16% Top=BBRY SNDK SWIR PANW TMUS GOGO AAPL ANET ….. LXK XLS NSR HPQ TDC CSCO SSYS NTAP=Bottom (Computer Hardware/Telecom)
TRAN(31): 0.13% Top=LUV AAL UAL JBLU XPO DAL TK SAVE ….. GLNG CNI NSC CNW GBX TRN CP CSX=Bottom (Transportation)
HEAL(54): 0.12% Top=ALGN IRWD PODD MDT CI DXCM MR MOH ….. LPNT SYK STJ EVHC A HCA CYH XRAY=Bottom (Health)
ENER(136): 0.07% Top=QEP WFT GEL LGCY NGL PES QRE NS ….. DPM UPL CRK PDS GDP SDLP PVA AREX=Bottom (Energy)
CONS(61): 0.04% Top=HAS BC UFS TPX WHR MAT SON SKX ….. AVY VFC BERY WWW PVH GPK FOSL SHOO=Bottom (Consumer)
FINA(97): 0.04% Top=STI WETF APO CMA OCN EVR RF MS ….. BEN LPLA RJF JNS VOYA LAZ FRC PFG=Bottom (Banks/Financials)
DISV(55): 0.00% Top=HTZ MYGN CAR Z SERV SBAC YY PCLN ….. ADT AL RHI GMT LDOS BAH ACM XRS=Bottom (Diversified Services)
COSW(85): -0.10% Top=NQ VNET TWTR DATA TRIP AOL AWAY GRPN ….. NTCT DWRE MSFT VMW FFIV ORCL IBM NCR=Bottom (Computer Software/Internet)
MANU(49): -0.17% Top=LII PH GTLS GNRC WOR RXN CRS PLL ….. HON ATI JOY XYL ETN BWC TEX AGCO=Bottom (Manufacturing)
INSU(41): -0.22% Top=MTG AIG CNO RGA FAF RDN HIG L ….. WRB AFL AHL AXS FNF PRU AWH AGO=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:42 am

Market Stats at 9:41 am ET
by daytrend on 20141020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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

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

COMPARED TO YESTERDAY’S RANGE
15.8% of stocks are above yesterday’s high.
62.2% are above yesterday’s midpoint. (37.8% are below.)
2.6% are below yesterday’s low.
81.6% are inside yesterday’s range.
20.6% of stocks with today’s high > yesterday’s high. (79.4% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND
89.3% of stocks are above today’s open. (9.7% are below).
77.3% of stocks are above today’s open and yesterday’s close.
7.0% are below both.
1.5% of stocks opened above yesterday’s high.
27.7% of stocks opened above yesterday’s close. (66.5% opened below yesterday’s close).
10.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
51.5% of stocks are in the top 10% of today’s range.
67.6% are in the top 20%.
89.2% are in the top half. 10.8% of stocks are in the bottom half of today’s range.
2.3% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
82.2% of stocks are above yesterday’s close. (17.8% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.6% are up 3.5% or more. 0.3% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.0%…>=90:24.9%…>=80:49.8%…>=50:85.6%…<=20:2.9%…<=10:1.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.8% above previous 1 highs, 2.6% below previous 1 lows
14.5% above previous 2 highs, 0.7% below previous 2 lows
13.4% above previous 3 highs, 0.6% below previous 3 lows
11.1% above previous 4 highs, 0.6% below previous 4 lows
9.7% above previous 5 highs, 0.5% below previous 5 lows
7.6% above previous 6 highs, 0.5% below previous 6 lows
4.2% above previous 7 highs, 0.5% below previous 7 lows
4.2% above previous 8 highs, 0.5% below previous 8 lows
3.6% above previous 9 highs, 0.5% below previous 9 lows
2.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.2% are above or equal to 10/17 close (1 days ago), 17.8% are below.
80.0% are above or equal to 10/16 close (2 days ago), 20.0% are below.
82.7% are above or equal to 10/15 close (3 days ago), 17.3% are below.
75.9% are above or equal to 10/14 close (4 days ago), 24.1% are below.
83.5% are above or equal to 10/13 close (5 days ago), 16.5% are below.
68.0% are above or equal to 10/10 close (6 days ago), 32.0% are below.
48.3% are above or equal to 10/9 close (7 days ago), 51.7% are below.
24.8% are above or equal to 10/8 close (8 days ago), 75.2% are below.
38.0% are above or equal to 10/7 close (9 days ago), 62.0% are below.
25.8% are above or equal to 10/6 close (10 days ago), 74.2% are below.
23.3% are above or equal to 10/3 close (11 days ago), 76.7% are below.
29.8% are above or equal to 10/2 close (12 days ago), 70.2% are below.
33.7% are above or equal to 10/1 close (13 days ago), 66.3% are below.
24.7% are above or equal to 9/30 close (14 days ago), 75.3% are below.
21.5% are above or equal to 9/29 close (15 days ago), 78.5% are below.
20.9% are above or equal to 9/26 close (16 days ago), 79.1% are below.
25.2% are above or equal to 9/25 close (17 days ago), 74.8% are below.
18.9% are above or equal to 9/24 close (18 days ago), 81.1% are below.
21.7% are above or equal to 9/23 close (19 days ago), 78.3% are below.
18.7% are above or equal to 9/22 close (20 days ago), 81.3% are below.
13.8% are above or equal to 9/19 close (21 days ago), 86.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.0% new highs, 1.3% new lows
21d: 1.6% new highs, 1.3% new lows
42d: 0.8% new highs, 1.2% new lows
63d: 0.7% new highs, 1.2% new lows
126d: 0.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 80.0% above, 20.0% below
3-day: 84.5% above, 15.5% below
4-day: 84.9% above, 15.1% below
5-day: 83.0% above, 17.0% below
8-day: 77.5% above, 22.5% below
10-day: 63.4% above, 36.6% below
20-day: 31.0% above, 69.0% below
50-day: 17.1% above, 82.9% below
200-day: 32.4% above, 67.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141020 9:41 am ET)
ENER(136): 1.57% Top=QEP WFT CPE LPI PDCE REXX SGY SN ….. NGL ARP LGCY DPM PAGP PDS CVE SDLP=Bottom (Energy)
LEIS(33): 1.38% Top=RCL MAR BYD CCL OWW SGMS HOT H ….. CMG WYNN DRI MCD JACK LVS TXRH SIX=Bottom (Leisure)
RETA(70): 1.21% Top=SHLD TSCO ABG ANF JCP BBY PAG DANG ….. TGT JWN ORLY CVS KR AMZN WMT DSW=Bottom (Retail & Specialty Retail)
ELEC(63): 1.15% Top=SCTY SANM CSIQ INVN SUNE TQNT CODE CY ….. AMAT ISIL TEL WAT SNPS BRKR CPHD INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 0.98% Top=UAL XPO LUV JBLU DAL AAL SWFT TK ….. UNP FDX CNW CNI TRN NSC CP CSX=Bottom (Transportation)
META(26): 0.93% Top=BTU SLCA CNX AEM CENX CLD FCX EGO ….. SLW GG CCJ NUE RGLD SCCO TCK SWC=Bottom (Metals & Mining)
CHEM(37): 0.77% Top=GPRE FTK MEOH CE SZYM MOS CBT RPM ….. IFF AXLL WPZ HUN PPG POT EMN ALB=Bottom (Chemicals/Fertilizers)
MATE(31): 0.76% Top=KBH RYL LEN PHM EXP SPF TOL MTH ….. RYN WCN DAR CLH SRCL WM PWR RSG=Bottom (Materials & Construction)
COHW(49): 0.65% Top=BBRY SNDK GOGO UBNT SWIR PANW OLED TMUS ….. T SSYS WIN EMC HPQ TDC CSCO NTAP=Bottom (Computer Hardware/Telecom)
MANU(49): 0.56% Top=LII PH DDD JKS WOR GTLS GNRC PLL ….. JOY XYL BWC EMR AGCO DE HON ETN=Bottom (Manufacturing)
CONS(61): 0.46% Top=HAS GT BC TPX WHR PAY CRI UFS ….. BERY PG IRBT GPK VFC WWW PVH SHOO=Bottom (Consumer)
DISV(55): 0.46% Top=HTZ YY CAR Z WOOF ULTA ATHN MYGN ….. PAYX ACM TMH RHI BAH HMSY LDOS XRS=Bottom (Diversified Services)
HEAL(54): 0.45% Top=ALGN IRWD DXCM THC MDT CI MR CNC ….. ZMH ABT SIRO BAX STJ SYK A XRAY=Bottom (Health)
REAL(94): 0.42% Top=WAC HPT NRF SHO BRX AMH BEE HST ….. CPT NLY TWO HCP AVB MFA HCN AGNC=Bottom (Real Estate)
FINA(97): 0.33% Top=APAM CMA WETF APO BX OCN ETFC STI ….. PBCT CME OZRK TROW JNS FRC BEN PFG=Bottom (Banks/Financials)
COSW(85): 0.29% Top=VNET NQ TWTR CSOD DATA GRPN VEEV FEYE ….. CTSH SLH ROVI MSFT VMW ORCL IBM NCR=Bottom (Computer Software/Internet)
INSU(41): 0.05% Top=MTG AIG RDN CNO MBI AFSI CLGX BRO ….. MET AGO AFL VR AXS AHL PRU AWH=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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