daytrend

07/29/2014

Filed under: Market Stats — daytrend @ 9:17 am

Market Stats at 10:17 am ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
23.1% of stocks are above yesterday’s high.
64.4% are above yesterday’s midpoint. (35.6% are below.)
6.9% are below yesterday’s low.
70.1% are inside yesterday’s range.
39.7% of stocks with today’s high > yesterday’s high. (60.3% less than).
23.8% of stocks with today’s low < yesterday’s low. (76.2% greater than).

EVIDENCE OF INTRADAY TREND
63.3% of stocks are above today’s open. (34.9% are below).
56.9% of stocks are above today’s open and yesterday’s close.
25.4% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% 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.
34.8% are in the top 20%.
71.7% are in the top half. 28.3% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
68.4% of stocks are above yesterday’s close. (31.6% are below.)
1.4% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.6% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:9.3%…>=80:18.8%…>=50:52.7%…<=20:16.7%…<=10:9.3%…<=5:4.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.8%…>=50:50.4%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:52.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.1% above previous 1 highs, 6.9% below previous 1 lows
14.5% above previous 2 highs, 5.5% below previous 2 lows
9.8% above previous 3 highs, 5.0% below previous 3 lows
8.4% above previous 4 highs, 4.8% below previous 4 lows
7.2% above previous 5 highs, 4.5% below previous 5 lows
7.2% above previous 6 highs, 4.0% below previous 6 lows
7.1% above previous 7 highs, 3.3% below previous 7 lows
6.6% above previous 8 highs, 3.0% below previous 8 lows
5.7% above previous 9 highs, 3.0% below previous 9 lows
5.6% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.4% are above or equal to 7/28 close (1 days ago), 31.6% are below.
51.0% are above or equal to 7/25 close (2 days ago), 49.0% are below.
37.6% are above or equal to 7/24 close (3 days ago), 62.4% are below.
44.4% are above or equal to 7/23 close (4 days ago), 55.6% are below.
46.7% are above or equal to 7/22 close (5 days ago), 53.3% are below.
55.0% are above or equal to 7/21 close (6 days ago), 45.0% are below.
49.5% are above or equal to 7/18 close (7 days ago), 50.5% are below.
65.3% are above or equal to 7/17 close (8 days ago), 34.7% are below.
51.9% are above or equal to 7/16 close (9 days ago), 48.1% are below.
54.7% are above or equal to 7/15 close (10 days ago), 45.3% are below.
49.4% are above or equal to 7/14 close (11 days ago), 50.6% are below.
53.9% are above or equal to 7/11 close (12 days ago), 46.1% are below.
53.7% are above or equal to 7/10 close (13 days ago), 46.3% are below.
48.0% are above or equal to 7/9 close (14 days ago), 52.0% are below.
51.3% are above or equal to 7/8 close (15 days ago), 48.7% are below.
45.1% are above or equal to 7/7 close (16 days ago), 54.9% are below.
38.5% are above or equal to 7/3 close (17 days ago), 61.5% are below.
42.4% are above or equal to 7/2 close (18 days ago), 57.6% are below.
41.4% are above or equal to 7/1 close (19 days ago), 58.6% are below.
45.3% are above or equal to 6/30 close (20 days ago), 54.7% are below.
48.0% are above or equal to 6/27 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.6% new highs, 6.3% new lows
21d: 6.3% new highs, 6.3% new lows
42d: 5.3% new highs, 4.0% new lows
63d: 4.8% new highs, 3.0% new lows
126d: 4.4% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.7% above, 33.3% below
3-day: 57.7% above, 42.3% below
4-day: 46.9% above, 53.1% below
5-day: 46.1% above, 53.9% below
8-day: 48.5% above, 51.5% below
10-day: 52.3% above, 47.7% below
20-day: 48.5% above, 51.5% below
50-day: 58.5% above, 41.5% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 10:17 am ET)
COHW(46): 1.61% Top=WIN FTR CTL LVLT TDS T GOGO SYNA ….. AAPL XLS NSR EMC ARRS RKUS VIP HRS=Bottom (Computer Hardware/Telecom)
ELEC(55): 1.03% Top=CGNX IDTI LLTC RFMD ATML CPHD TSL TQNT ….. GRMN MXIM SPWR ONNN FSL SUNE CSIQ GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.91% Top=DRI WYNN MGM LVS EXPE LTM OWW PNRA ….. CCL RCL WYN BYI MCD HOT PNK CMG=Bottom (Leisure)
MATE(31): 0.88% Top=MAS WM MLM TREX VMC USG MDR RSG ….. FAST PHM LEN KBH DHI WY AWI RYN=Bottom (Materials & Construction)
FINA(88): 0.59% Top=GHL FNGN ETFC FULT WETF AMTD ICE LM ….. ARCC MS OCN APO JPM BX PSEC GGAL=Bottom (Banks/Financials)
DISV(46): 0.51% Top=XRS HMSY MAN MYGN LDOS WOOF TMH PCLN ….. ACM ATHN ULTA JEC AAN AL R Z=Bottom (Diversified Services)
COSW(81): 0.46% Top=MDSO NQ ANGI CNQR SINA CTXS DWRE N ….. SFUN INFA FEYE ATVI FIS GRPN EA MOVE=Bottom (Computer Software/Internet)
MANU(41): 0.41% Top=XYL DDD CAT JKS GNRC LII CMI ROP ….. TEX BGC RXN PH DHR ATI AGCO ETN=Bottom (Manufacturing)
RETA(65): 0.35% Top=SBH WFM COST CDW TCS TFM DKS AEO ….. KAR KORS WAG BBY BURL DLTR RAD GNC=Bottom (Retail & Specialty Retail)
ENER(117): 0.28% Top=MTDR BBG WPX VLO MPC MHR PBF BAS ….. ETE LPI CVI NOV EPD KMP EPB HK=Bottom (Energy)
CONS(59): 0.23% Top=IRBT FBHS ICON SKX HAR PAY CROX SCSS ….. DECK KATE RL PVH COH RKT IP AVY=Bottom (Consumer)
HEAL(51): 0.20% Top=IRWD EVHC UHS KND LPNT HCA OPK CYH ….. UNH BCR CNC CI HUM WLP MOH AET=Bottom (Health)
INSU(36): 0.18% Top=WRB FAF MMC MTG MBI TRV WSH CB ….. AWH MET ALL ORI BRO FNF AIZ CNO=Bottom (Insurance)
TRAN(28): 0.10% Top=ALK HA SWFT JBLU CNW AAL WERN WAB ….. KSU JBHT CP CNI NSC EXPD CHRW UPS=Bottom (Transportation)
META(25): 0.04% Top=AKS BTU TCK SLCA CMC NUE X SWC ….. SLW CCJ RGLD EGO GG AEM CNX SSRI=Bottom (Metals & Mining)
REAL(78): -0.22% Top=GLPI ARCP HTS AMT ACC CYS AGNC NRF ….. CBL EDR KRG NNN OHI GGP BDN PCL=Bottom (Real Estate)
CHEM(28): -0.30% Top=DD RPM OLN VAL AGU SIAL DOW FMC ….. PPG GRA ALB GPRE WLK AXLL CE EMN=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:57 am ET
by daytrend on 20140729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

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

COMPARED TO YESTERDAY’S RANGE
20.1% of stocks are above yesterday’s high.
62.4% are above yesterday’s midpoint. (37.6% are below.)
7.0% are below yesterday’s low.
72.9% are inside yesterday’s range.
34.3% of stocks with today’s high > yesterday’s high. (65.7% less than).
22.8% of stocks with today’s low < yesterday’s low. (77.2% greater than).

EVIDENCE OF INTRADAY TREND
59.4% of stocks are above today’s open. (37.6% are below).
54.9% of stocks are above today’s open and yesterday’s close.
26.4% are below both.
10.5% of stocks opened above yesterday’s high.
55.9% of stocks opened above yesterday’s close. (36.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.8% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
68.2% of stocks are above yesterday’s close. (31.8% are below.)
1.2% are up 4.5% or more. 0.2% are down 4.5% or more.
1.7% are up 3.5% or more. 0.4% are down 3.5% or more.
82.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:8.6%…>=80:17.3%…>=50:48.1%…<=20:16.5%…<=10:9.7%…<=5:4.3%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.8%…>=50:48.4%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:51.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.1% above previous 1 highs, 7.0% below previous 1 lows
12.2% above previous 2 highs, 5.2% below previous 2 lows
8.5% above previous 3 highs, 5.0% below previous 3 lows
7.7% above previous 4 highs, 4.9% below previous 4 lows
6.7% above previous 5 highs, 4.4% below previous 5 lows
6.6% above previous 6 highs, 3.6% below previous 6 lows
6.5% above previous 7 highs, 3.2% below previous 7 lows
5.9% above previous 8 highs, 3.2% below previous 8 lows
5.6% above previous 9 highs, 3.2% below previous 9 lows
5.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.2% are above or equal to 7/28 close (1 days ago), 31.8% are below.
49.9% are above or equal to 7/25 close (2 days ago), 50.1% are below.
35.2% are above or equal to 7/24 close (3 days ago), 64.8% are below.
43.1% are above or equal to 7/23 close (4 days ago), 56.9% are below.
45.0% are above or equal to 7/22 close (5 days ago), 55.0% are below.
53.8% are above or equal to 7/21 close (6 days ago), 46.2% are below.
48.5% are above or equal to 7/18 close (7 days ago), 51.5% are below.
63.9% are above or equal to 7/17 close (8 days ago), 36.1% are below.
51.0% are above or equal to 7/16 close (9 days ago), 49.0% are below.
53.6% are above or equal to 7/15 close (10 days ago), 46.4% are below.
48.7% are above or equal to 7/14 close (11 days ago), 51.3% are below.
53.6% are above or equal to 7/11 close (12 days ago), 46.4% are below.
52.6% are above or equal to 7/10 close (13 days ago), 47.4% are below.
47.6% are above or equal to 7/9 close (14 days ago), 52.4% are below.
50.7% are above or equal to 7/8 close (15 days ago), 49.3% are below.
44.0% are above or equal to 7/7 close (16 days ago), 56.0% are below.
38.2% are above or equal to 7/3 close (17 days ago), 61.8% are below.
41.9% are above or equal to 7/2 close (18 days ago), 58.1% are below.
39.1% are above or equal to 7/1 close (19 days ago), 60.9% are below.
44.9% are above or equal to 6/30 close (20 days ago), 55.1% are below.
46.6% are above or equal to 6/27 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.1% new highs, 6.1% new lows
21d: 5.9% new highs, 6.1% new lows
42d: 4.8% new highs, 4.0% new lows
63d: 4.3% new highs, 3.0% new lows
126d: 4.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.2% above, 33.8% below
3-day: 53.1% above, 46.9% below
4-day: 43.5% above, 56.5% below
5-day: 42.5% above, 57.5% below
8-day: 46.4% above, 53.6% below
10-day: 50.5% above, 49.5% below
20-day: 47.4% above, 52.6% below
50-day: 57.6% above, 42.4% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140729 9:57 am ET)
COHW(46): 1.46% Top=WIN FTR CTL T LVLT TDS SYNA VZ ….. AAPL NSR ARRS RKUS EMC COMM VIP HRS=Bottom (Computer Hardware/Telecom)
LEIS(30): 0.98% Top=DRI MGM WYNN LVS MPEL EXPE PNRA YUM ….. CCL PNK LTM MCD BYI CMG HOT QUNR=Bottom (Leisure)
ELEC(55): 0.93% Top=CGNX IDTI LLTC ATML CPHD FCS RFMD AMKR ….. INTC ONNN LSCC FSL SUNE SPWR CSIQ GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.63% Top=MAS WM VMC TREX USG EXP MDR RSG ….. PHM FLR KBH WY AWI DHI LEN RYN=Bottom (Materials & Construction)
FINA(88): 0.38% Top=GHL FNGN FULT WDR ICE OZRK WFC WETF ….. MS BK BAC EV JPM BX PSEC GGAL=Bottom (Banks/Financials)
ENER(117): 0.38% Top=MTDR WPX RRC MHR CRZO BBG PVA VLO ….. LPI NBL KMI NOV EPD KMP HK EPB=Bottom (Energy)
DISV(46): 0.38% Top=XRS HMSY WOOF MAN PCLN LDOS TMH MYGN ….. MA ACM ULTA AAN R JEC AL Z=Bottom (Diversified Services)
META(25): 0.37% Top=AKS BTU TCK CMC X NUE CLF CCJ ….. GG SLW SCCO SSRI RGLD EGO AEM CNX=Bottom (Metals & Mining)
COSW(81): 0.32% Top=MDSO NQ SINA ANGI N SOHU CNQR DWRE ….. CVLT GLUU BIDU FIS FEYE EA GRPN MOVE=Bottom (Computer Software/Internet)
RETA(65): 0.28% Top=SBH COST WFM DG AEO DSW CDW ANN ….. WAG BBY GNC BURL DANG ANF DLTR RAD=Bottom (Retail & Specialty Retail)
MANU(41): 0.25% Top=XYL DDD CAT MHK ROP LII KMT GNRC ….. RXN PNR ITW ATI DHR PH AGCO ETN=Bottom (Manufacturing)
CONS(59): 0.14% Top=IRBT FBHS SKX HAR CROX ICON CHD SEE ….. PKG RL CL IP PVH COH AVY RKT=Bottom (Consumer)
TRAN(28): 0.11% Top=ALK AAL SAVE CNW SWFT JBLU WAB DAL ….. CNI CSX UNP JBHT CHRW CP EXPD UPS=Bottom (Transportation)
HEAL(51): 0.10% Top=HCA THC EVHC UHS IRWD KND LPNT OPK ….. UNH CNC BCR WLP CI HUM MOH AET=Bottom (Health)
INSU(36): 0.04% Top=WRB MMC FAF MTG WSH AHL TRV HIG ….. AGO CINF MET PRU ALL FNF AIZ CNO=Bottom (Insurance)
CHEM(28): -0.09% Top=DD RPM AGU SIAL DOW FMC VAL ALB ….. CF MON PPG GRA AXLL WLK CE EMN=Bottom (Chemicals/Fertilizers)
REAL(78): -0.33% Top=GLPI ARCP AGNC CYS EJ HTS AMT NRF ….. CBL EDR NNN KRG GGP OHI BDN PCL=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 9:57 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/28/2014

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

Closing Stats
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
12.3% of stocks are above yesterday’s high.
38.0% are above yesterday’s midpoint. (62.0% are below.)
32.3% are below yesterday’s low.
55.3% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
65.9% of stocks with today’s low < yesterday’s low. (34.1% greater than).

EVIDENCE OF INTRADAY TREND
38.4% of stocks are above today’s open. (60.0% are below).
33.9% of stocks are above today’s open and yesterday’s close.
55.0% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.5% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
17.4% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN
40.2% of stocks are above yesterday’s close. (59.8% are below.)
0.1% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.4% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.1%…>=90:6.9%…>=80:13.3%…>=50:35.3%…<=20:33.4%…<=10:19.5%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:45.0%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:48.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.3% above previous 1 highs, 32.3% below previous 1 lows
6.2% above previous 2 highs, 26.7% below previous 2 lows
5.5% above previous 3 highs, 22.1% below previous 3 lows
5.1% above previous 4 highs, 20.1% below previous 4 lows
4.6% above previous 5 highs, 16.3% below previous 5 lows
4.6% above previous 6 highs, 14.1% below previous 6 lows
4.2% above previous 7 highs, 13.0% below previous 7 lows
4.2% above previous 8 highs, 12.5% below previous 8 lows
4.1% above previous 9 highs, 11.9% below previous 9 lows
3.6% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.2% are above or equal to 7/25 close (1 days ago), 59.8% are below.
28.9% are above or equal to 7/24 close (2 days ago), 71.1% are below.
37.6% are above or equal to 7/23 close (3 days ago), 62.4% are below.
41.0% are above or equal to 7/22 close (4 days ago), 59.0% are below.
51.5% are above or equal to 7/21 close (5 days ago), 48.5% are below.
45.1% are above or equal to 7/18 close (6 days ago), 54.9% are below.
61.7% are above or equal to 7/17 close (7 days ago), 38.3% are below.
48.2% are above or equal to 7/16 close (8 days ago), 51.8% are below.
49.5% are above or equal to 7/15 close (9 days ago), 50.5% are below.
45.3% are above or equal to 7/14 close (10 days ago), 54.7% are below.
49.9% are above or equal to 7/11 close (11 days ago), 50.1% are below.
50.4% are above or equal to 7/10 close (12 days ago), 49.6% are below.
44.3% are above or equal to 7/9 close (13 days ago), 55.7% are below.
47.5% are above or equal to 7/8 close (14 days ago), 52.5% are below.
42.0% are above or equal to 7/7 close (15 days ago), 58.0% are below.
35.4% are above or equal to 7/3 close (16 days ago), 64.6% are below.
40.4% are above or equal to 7/2 close (17 days ago), 59.6% are below.
37.3% are above or equal to 7/1 close (18 days ago), 62.7% are below.
43.1% are above or equal to 6/30 close (19 days ago), 56.9% are below.
44.8% are above or equal to 6/27 close (20 days ago), 55.2% are below.
47.0% are above or equal to 6/26 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.9% new highs, 19.7% new lows
21d: 6.8% new highs, 19.1% new lows
42d: 5.5% new highs, 10.6% new lows
63d: 5.1% new highs, 6.9% new lows
126d: 4.0% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.3% above, 60.7% below
3-day: 31.5% above, 68.5% below
4-day: 32.8% above, 67.2% below
5-day: 33.4% above, 66.6% below
8-day: 46.2% above, 53.8% below
10-day: 45.7% above, 54.3% below
20-day: 42.4% above, 57.6% below
50-day: 56.2% above, 43.8% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 Closing)
META(25): 0.47% Top=CLF SSRI AA NEM TCK BTU AUY GG ….. SWC SCCO CNX NUE CMC EGO SLCA AKS=Bottom (Metals & Mining)
HEAL(51): 0.42% Top=LPNT UHS BCR WCG HOLX HUM CNC WLP ….. PODD ESRX OPK ISRG PKI BSX IRWD ALGN=Bottom (Health)
CHEM(29): 0.39% Top=GPRE RPM CF MOS CE VAL OLN DD ….. EMN SHW TROX PPG PX HUN ALB MON=Bottom (Chemicals/Fertilizers)
REAL(78): 0.38% Top=MPW EJ DCT AVB NLY PLD EQR RPAI ….. PMT HLSS GLPI OFC BDN DFT NRF CBG=Bottom (Real Estate)
ELEC(55): 0.24% Top=CAVM MXIM SPWR SUNE FSLR TER SLAB FSL ….. SCTY MRVL AYI ALTR INVN AMBA MU GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): -0.03% Top=WYNN MPEL MGM DNKN LVS EXPE CMG DRI ….. SBUX CCL RCL WYN SONC BLMN PNK LTM=Bottom (Leisure)
COHW(46): -0.17% Top=OLED COMM CCI JNPR ARRS EMC WDC AAPL ….. LVLT NSR SSYS UBNT SYNA VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.18% Top=TMK AON AIZ AXS WSH CINF AJG HIG ….. MMC RDN CB CLGX MTG VR FNF ORI=Bottom (Insurance)
RETA(65): -0.27% Top=KORS KSS BBY BIG JWN URBN MELI DLTR ….. BURL AN DANG BID GNC WAG DSW RAD=Bottom (Retail & Specialty Retail)
CONS(59): -0.30% Top=SKX HBI LULU JAH NKE BMS SON UA ….. GT IRBT SCSS TPX BERY SEE PAY FBHS=Bottom (Consumer)
COSW(80): -0.33% Top=INFA GRPN SFUN CVLT CTXS ATVI NUAN YELP ….. UIS NOW EA MDSO MANH SWI PFPT MKTO=Bottom (Computer Software/Internet)
DISV(46): -0.42% Top=SBAC RRD XRS PCLN Z MA ATHN HMSY ….. ADS WTW R WOOF CAR APOL MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.53% Top=SCHW WETF NDAQ CIT AMTD LAZ FNGN CBOE ….. SUSQ UMPQ HCBK BXS OZRK FNFG ZION GGAL=Bottom (Banks/Financials)
MANU(42): -0.77% Top=JKS PCP RS SWK DE AME DRC MIDD ….. JOY WWD ATI AOS RXN CFX MHK CMI=Bottom (Manufacturing)
ENER(119): -0.78% Top=QRE BAS DK XOM WPX COG MWE NS ….. MHR GPOR CRZO KEG PDS GDP CRK HK=Bottom (Energy)
TRAN(28): -1.08% Top=XPO DAL TGP LUV CNI JBHT ALK SAVE ….. WERN CNW NSC JBLU WAB KSU AAL HA=Bottom (Transportation)
MATE(31): -1.41% Top=WY RYN PWR CVA WCN DAR RSG FAST ….. MDC LEN TPH TREX USG MAS RYL AWI=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.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:34 pm

Market Stats at 3:34 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
13.0% of stocks are above yesterday’s high.
38.3% are above yesterday’s midpoint. (61.7% are below.)
29.5% are below yesterday’s low.
57.5% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND
40.7% of stocks are above today’s open. (58.2% are below).
35.2% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.3% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
54.1% are in the top half. 45.9% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
41.4% of stocks are above yesterday’s close. (58.6% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:6.5%…>=80:13.6%…>=50:36.0%…<=20:32.6%…<=10:18.5%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:45.0%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:48.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.0% above previous 1 highs, 29.5% below previous 1 lows
6.6% above previous 2 highs, 24.3% below previous 2 lows
5.9% above previous 3 highs, 20.6% below previous 3 lows
5.3% above previous 4 highs, 18.5% below previous 4 lows
4.6% above previous 5 highs, 15.0% below previous 5 lows
4.6% above previous 6 highs, 13.0% below previous 6 lows
4.2% above previous 7 highs, 12.0% below previous 7 lows
4.2% above previous 8 highs, 11.6% below previous 8 lows
4.0% above previous 9 highs, 10.9% below previous 9 lows
3.5% above previous 10 highs, 10.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.4% are above or equal to 7/25 close (1 days ago), 58.6% are below.
30.9% are above or equal to 7/24 close (2 days ago), 69.1% are below.
38.9% are above or equal to 7/23 close (3 days ago), 61.1% are below.
41.6% are above or equal to 7/22 close (4 days ago), 58.4% are below.
52.3% are above or equal to 7/21 close (5 days ago), 47.7% are below.
45.7% are above or equal to 7/18 close (6 days ago), 54.3% are below.
62.0% are above or equal to 7/17 close (7 days ago), 38.0% are below.
48.4% are above or equal to 7/16 close (8 days ago), 51.6% are below.
50.6% are above or equal to 7/15 close (9 days ago), 49.4% are below.
46.3% are above or equal to 7/14 close (10 days ago), 53.7% are below.
50.5% are above or equal to 7/11 close (11 days ago), 49.5% are below.
51.4% are above or equal to 7/10 close (12 days ago), 48.6% are below.
45.0% are above or equal to 7/9 close (13 days ago), 55.0% are below.
48.2% are above or equal to 7/8 close (14 days ago), 51.8% are below.
41.8% are above or equal to 7/7 close (15 days ago), 58.2% are below.
35.2% are above or equal to 7/3 close (16 days ago), 64.8% are below.
40.9% are above or equal to 7/2 close (17 days ago), 59.1% are below.
38.1% are above or equal to 7/1 close (18 days ago), 61.9% are below.
43.7% are above or equal to 6/30 close (19 days ago), 56.3% are below.
44.9% are above or equal to 6/27 close (20 days ago), 55.1% are below.
47.1% are above or equal to 6/26 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.8% new highs, 19.6% new lows
21d: 6.7% new highs, 19.0% new lows
42d: 5.4% new highs, 10.5% new lows
63d: 5.0% new highs, 6.8% new lows
126d: 3.9% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.8% above, 60.2% below
3-day: 32.3% above, 67.7% below
4-day: 34.8% above, 65.2% below
5-day: 35.4% above, 64.6% below
8-day: 46.4% above, 53.6% below
10-day: 47.1% above, 52.9% below
20-day: 42.8% above, 57.2% below
50-day: 56.0% above, 44.0% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 3:34 pm ET)
HEAL(51): 0.45% Top=UHS LPNT BCR HOLX WCG CNC HUM WLP ….. TMO ISRG ESRX OPK PKI BSX IRWD ALGN=Bottom (Health)
CHEM(29): 0.40% Top=RPM GPRE CF CE VAL MOS DD OLN ….. PPG HUN SHW TROX PX MEOH ALB MON=Bottom (Chemicals/Fertilizers)
REAL(78): 0.39% Top=MPW DCT NLY EJ AVB KRG RPAI PLD ….. KRC PMT HLSS OFC DFT NRF BDN CBG=Bottom (Real Estate)
META(25): 0.32% Top=AA CLF SSRI TCK NEM BTU GG AUY ….. SCCO CNX NUE SWC CMC EGO AKS SLCA=Bottom (Metals & Mining)
ELEC(55): 0.31% Top=CAVM MXIM SUNE TER FSLR FSL SANM SLAB ….. JASO MRVL AYI ALTR AMBA INVN MU GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): -0.03% Top=WYNN MPEL DNKN MGM SIX LVS EXPE DRI ….. CCL SEAS RCL WYN SONC BLMN PNK LTM=Bottom (Leisure)
INSU(35): -0.08% Top=AON TMK AIZ AXS WSH AJG CINF CNO ….. MMC CB MBI CLGX MTG VR FNF ORI=Bottom (Insurance)
COHW(46): -0.14% Top=OLED COMM CCI ARRS EMC JNPR WDC AAPL ….. NSR UBNT SSYS SYNA RKUS VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
RETA(65): -0.20% Top=KORS DLTR KSS BBY BIG RH URBN JWN ….. AN SFM BID DANG GNC WAG DSW RAD=Bottom (Retail & Specialty Retail)
COSW(80): -0.24% Top=INFA CVLT GRPN SFUN CTXS ATVI FFIV NUAN ….. MDSO NOW NQ EA MANH SWI PFPT MKTO=Bottom (Computer Software/Internet)
CONS(59): -0.26% Top=SKX LULU HBI NKE JAH WWW UA BMS ….. GT TPX SEE BERY IRBT SCSS PAY FBHS=Bottom (Consumer)
DISV(46): -0.36% Top=SBAC RRD Z XRS PCLN ATHN HMSY MA ….. AAN URI ADS R CAR APOL MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.44% Top=SCHW FNGN AMTD NDAQ WETF CIT LAZ CBOE ….. KKR BKU ZION BXS UMPQ OZRK FNFG GGAL=Bottom (Banks/Financials)
MANU(42): -0.74% Top=JKS PCP RS MIDD SWK AME DE DRC ….. ATI TEX JOY AOS CFX RXN MHK CMI=Bottom (Manufacturing)
ENER(119): -0.77% Top=QRE BAS BBEP XOM DK WPX MWE MDU ….. MHR GPOR CRZO KEG PDS HK GDP CRK=Bottom (Energy)
TRAN(28): -1.11% Top=XPO DAL TGP ALK CNI JBHT LUV SWFT ….. WERN CNW NSC JBLU WAB KSU AAL HA=Bottom (Transportation)
MATE(31): -1.56% Top=RYN WY PWR CVA DAR RSG WCN FAST ….. TPH MDC LEN TREX USG MAS RYL AWI=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 3:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:20 pm

Market Stats at 2:19 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
13.9% of stocks are above yesterday’s high.
41.8% are above yesterday’s midpoint. (58.2% are below.)
28.5% are below yesterday’s low.
57.6% are inside yesterday’s range.
29.5% of stocks with today’s high > yesterday’s high. (70.5% less than).
64.8% of stocks with today’s low < yesterday’s low. (35.2% greater than).

EVIDENCE OF INTRADAY TREND
41.6% of stocks are above today’s open. (57.3% are below).
36.2% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.8% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
43.8% of stocks are above yesterday’s close. (56.2% are below.)
0.1% are up 4.5% or more. 0.3% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.8%…>=90:7.0%…>=80:14.4%…>=50:38.2%…<=20:31.1%…<=10:17.4%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:47.0%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:48.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.9% above previous 1 highs, 28.5% below previous 1 lows
6.6% above previous 2 highs, 23.7% below previous 2 lows
5.8% above previous 3 highs, 19.8% below previous 3 lows
4.8% above previous 4 highs, 17.6% below previous 4 lows
4.4% above previous 5 highs, 14.4% below previous 5 lows
4.4% above previous 6 highs, 12.4% below previous 6 lows
4.4% above previous 7 highs, 11.3% below previous 7 lows
4.2% above previous 8 highs, 11.1% below previous 8 lows
4.0% above previous 9 highs, 10.7% below previous 9 lows
3.6% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.8% are above or equal to 7/25 close (1 days ago), 56.2% are below.
32.6% are above or equal to 7/24 close (2 days ago), 67.4% are below.
39.9% are above or equal to 7/23 close (3 days ago), 60.1% are below.
41.9% are above or equal to 7/22 close (4 days ago), 58.1% are below.
52.7% are above or equal to 7/21 close (5 days ago), 47.3% are below.
46.5% are above or equal to 7/18 close (6 days ago), 53.5% are below.
62.6% are above or equal to 7/17 close (7 days ago), 37.4% are below.
50.1% are above or equal to 7/16 close (8 days ago), 49.9% are below.
51.5% are above or equal to 7/15 close (9 days ago), 48.5% are below.
46.8% are above or equal to 7/14 close (10 days ago), 53.2% are below.
51.3% are above or equal to 7/11 close (11 days ago), 48.7% are below.
51.8% are above or equal to 7/10 close (12 days ago), 48.2% are below.
45.5% are above or equal to 7/9 close (13 days ago), 54.5% are below.
49.0% are above or equal to 7/8 close (14 days ago), 51.0% are below.
42.8% are above or equal to 7/7 close (15 days ago), 57.2% are below.
36.1% are above or equal to 7/3 close (16 days ago), 63.9% are below.
41.5% are above or equal to 7/2 close (17 days ago), 58.5% are below.
38.8% are above or equal to 7/1 close (18 days ago), 61.2% are below.
43.6% are above or equal to 6/30 close (19 days ago), 56.4% are below.
45.9% are above or equal to 6/27 close (20 days ago), 54.1% are below.
48.0% are above or equal to 6/26 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.5% new highs, 19.0% new lows
21d: 6.4% new highs, 18.6% new lows
42d: 5.1% new highs, 10.2% new lows
63d: 4.6% new highs, 6.6% new lows
126d: 3.5% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.1% above, 57.9% below
3-day: 35.4% above, 64.6% below
4-day: 36.0% above, 64.0% below
5-day: 36.9% above, 63.1% below
8-day: 49.0% above, 51.0% below
10-day: 48.2% above, 51.8% below
20-day: 43.5% above, 56.5% below
50-day: 56.3% above, 43.7% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 2:19 pm ET)
REAL(78): 0.55% Top=MPW KRG AVB BXP DCT EJ EQR PLD ….. PMT CWH HLSS OFC DFT NRF BDN CBG=Bottom (Real Estate)
CHEM(29): 0.43% Top=RPM GPRE CF DD CE VAL ASH AXLL ….. PX HUN AGU MEOH WLK EMN ALB MON=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.38% Top=UHS LPNT BCR HOLX CNC HUM AET WLP ….. ISRG PKI SPNC WMGI BSX OPK ALGN IRWD=Bottom (Health)
ELEC(55): 0.34% Top=SUNE CAVM FSLR MXIM SPWR SANM FSL TER ….. ATML AMKR ALTR MRVL AMBA GTAT INVN MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): 0.33% Top=CLF AA SSRI TCK BTU NEM CCJ X ….. CMC ABX SLW RGLD SWC AKS EGO SLCA=Bottom (Metals & Mining)
LEIS(30): 0.16% Top=WYNN MPEL MGM DNKN PNRA LVS SIX DRI ….. SBUX OWW CCL SONC RCL SEAS PNK LTM=Bottom (Leisure)
COSW(80): -0.13% Top=CVLT GRPN SFUN INFA CTXS YELP FFIV GLUU ….. NCR TRAK MANH EA NOW SWI PFPT MKTO=Bottom (Computer Software/Internet)
RETA(65): -0.13% Top=DLTR KORS TCS BIG JWN BBY KSS RH ….. BID AN AMZN DANG WAG DSW GNC RAD=Bottom (Retail & Specialty Retail)
CONS(59): -0.18% Top=SKX HBI JAH SON NKE PVH BMS GPK ….. EL TPX BC SEE GT SCSS PAY FBHS=Bottom (Consumer)
COHW(46): -0.18% Top=OLED CCI EMC COMM JNPR ARRS WDC AAPL ….. UBNT INFN SSYS SYNA RKUS VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.23% Top=AON TMK AIZ CINF AJG HIG AWH WSH ….. MMC FAF CLGX CB MTG FNF VR ORI=Bottom (Insurance)
DISV(46): -0.33% Top=SBAC Z XRS PCLN RRD TMH MA HMSY ….. URI KBR RHI ADS R APOL MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.40% Top=SCHW AMTD NDAQ CIT CBOE WETF AMG ETFC ….. BXS UMPQ KKR FNFG APO BKU ZION GGAL=Bottom (Banks/Financials)
MANU(42): -0.69% Top=JKS RS PCP MIDD SWK AME DE DRC ….. ATI WWD JOY AOS CFX RXN MHK CMI=Bottom (Manufacturing)
ENER(119): -0.71% Top=QRE BBEP DK BAS XOM WPX MWE NS ….. GPOR CRZO KEG RSPP GDP PDS CRK HK=Bottom (Energy)
TRAN(28): -0.77% Top=DAL ALK UAL TGP SAVE LUV SWFT JBHT ….. WERN JBLU NSC CNW AAL WAB HA KSU=Bottom (Transportation)
MATE(31): -1.41% Top=WY RYN CVA PWR MTZ DAR FAST WCN ….. TREX TPH LEN MDC USG MAS RYL AWI=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 2:19 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 1:34 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
12.3% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
29.2% are below yesterday’s low.
58.5% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
64.8% of stocks with today’s low < yesterday’s low. (35.2% greater than).

EVIDENCE OF INTRADAY TREND
40.3% of stocks are above today’s open. (58.0% are below).
35.1% of stocks are above today’s open and yesterday’s close.
51.3% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.7% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
43.7% of stocks are above yesterday’s close. (56.3% are below.)
0.1% are up 4.5% or more. 0.3% are down 4.5% or more.
0.6% are up 3.5% or more. 0.9% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:7.6%…>=80:14.4%…>=50:38.5%…<=20:32.2%…<=10:18.6%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:45.8%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.3% above previous 1 highs, 29.2% below previous 1 lows
6.3% above previous 2 highs, 23.5% below previous 2 lows
5.6% above previous 3 highs, 19.7% below previous 3 lows
4.7% above previous 4 highs, 17.5% below previous 4 lows
4.5% above previous 5 highs, 14.0% below previous 5 lows
4.5% above previous 6 highs, 11.8% below previous 6 lows
4.4% above previous 7 highs, 10.9% below previous 7 lows
3.9% above previous 8 highs, 10.7% below previous 8 lows
3.5% above previous 9 highs, 10.3% below previous 9 lows
3.2% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.7% are above or equal to 7/25 close (1 days ago), 56.3% are below.
31.1% are above or equal to 7/24 close (2 days ago), 68.9% are below.
39.5% are above or equal to 7/23 close (3 days ago), 60.5% are below.
41.6% are above or equal to 7/22 close (4 days ago), 58.4% are below.
52.6% are above or equal to 7/21 close (5 days ago), 47.4% are below.
46.3% are above or equal to 7/18 close (6 days ago), 53.7% are below.
62.2% are above or equal to 7/17 close (7 days ago), 37.8% are below.
50.1% are above or equal to 7/16 close (8 days ago), 49.9% are below.
51.3% are above or equal to 7/15 close (9 days ago), 48.7% are below.
46.3% are above or equal to 7/14 close (10 days ago), 53.7% are below.
51.3% are above or equal to 7/11 close (11 days ago), 48.7% are below.
51.3% are above or equal to 7/10 close (12 days ago), 48.7% are below.
44.6% are above or equal to 7/9 close (13 days ago), 55.4% are below.
48.4% are above or equal to 7/8 close (14 days ago), 51.6% are below.
42.1% are above or equal to 7/7 close (15 days ago), 57.9% are below.
36.1% are above or equal to 7/3 close (16 days ago), 63.9% are below.
41.0% are above or equal to 7/2 close (17 days ago), 59.0% are below.
38.1% are above or equal to 7/1 close (18 days ago), 61.9% are below.
43.1% are above or equal to 6/30 close (19 days ago), 56.9% are below.
44.8% are above or equal to 6/27 close (20 days ago), 55.2% are below.
47.6% are above or equal to 6/26 close (21 days ago), 52.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.5% new highs, 19.0% new lows
21d: 5.4% new highs, 18.6% new lows
42d: 4.4% new highs, 10.2% new lows
63d: 4.1% new highs, 6.6% new lows
126d: 3.1% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.7% below
3-day: 34.8% above, 65.2% below
4-day: 35.0% above, 65.0% below
5-day: 36.7% above, 63.3% below
8-day: 47.9% above, 52.1% below
10-day: 48.4% above, 51.6% below
20-day: 43.6% above, 56.4% below
50-day: 56.2% above, 43.8% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 1:34 pm ET)
REAL(78): 0.58% Top=EJ AVB MPW KRG BXP EQR NLY UDR ….. CWH JOE OFC HLSS DFT NRF BDN CBG=Bottom (Real Estate)
ELEC(55): 0.41% Top=SUNE FSLR SPWR MXIM CAVM SANM FSL TER ….. NVDA ALTR AMKR MRVL INVN GTAT AMBA MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.38% Top=RPM GPRE AXLL CE CF FMC ASH DD ….. HUN POL PPG AGU MEOH EMN MON ALB=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.35% Top=UHS BCR LPNT HOLX CNC AET HUM HCA ….. ISRG PKI OPK SPNC WMGI BSX ALGN IRWD=Bottom (Health)
LEIS(30): 0.21% Top=WYNN MPEL MGM DNKN LVS SIX EXPE DRI ….. SONC WEN SBUX CCL SEAS OWW PNK LTM=Bottom (Leisure)
META(25): 0.12% Top=CLF AA TCK SSRI BTU NEM CCJ X ….. RGLD SWC SLW ABX CMC AKS SLCA EGO=Bottom (Metals & Mining)
RETA(65): 0.01% Top=DLTR KORS DG BIG JWN BBY RH GME ….. WFM LINTA AN AMZN WAG GNC DSW RAD=Bottom (Retail & Specialty Retail)
COSW(80): -0.13% Top=GRPN CVLT SFUN YELP CTXS INFA FFIV NUAN ….. MANH TRAK EA MDSO NOW SWI PFPT MKTO=Bottom (Computer Software/Internet)
CONS(59): -0.16% Top=SKX UA HBI PVH NKE SON BMS LULU ….. EL KS SEE GT SCSS BERY PAY FBHS=Bottom (Consumer)
COHW(46): -0.18% Top=OLED CCI EMC JNPR WDC ARRS AAPL NTAP ….. LVLT NSR INFN SYNA RKUS VRSN BBRY GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.33% Top=AON TMK AIZ AWH HIG WSH CINF AXS ….. AHL CLGX MTG PRU CB FNF VR ORI=Bottom (Insurance)
DISV(46): -0.37% Top=SBAC Z XRS PCLN RRD CATM TMH TYC ….. RHI CAR ADS R APOL WTW MYGN MAN=Bottom (Diversified Services)
FINA(90): -0.46% Top=SCHW AMTD CIT ETFC NDAQ WETF AMG CBOE ….. FNFG APO BKU KKR OZRK ZION UMPQ GGAL=Bottom (Banks/Financials)
ENER(119): -0.65% Top=QRE DK BBEP XOM BAS MWE RGP COG ….. GDP KEG CRZO CRK GPOR PDS RSPP HK=Bottom (Energy)
MANU(42): -0.68% Top=JKS MIDD PCP RS AME BWC SWK DE ….. WWD JOY AOS ATI CFX RXN MHK CMI=Bottom (Manufacturing)
TRAN(28): -0.89% Top=DAL ALK SAVE TGP UAL CNI SWFT LUV ….. JBLU WERN CNW NSC WAB KSU AAL HA=Bottom (Transportation)
MATE(31): -1.52% Top=WY RYN MTZ PWR DAR CVA FAST OC ….. LEN SPF TPH USG MDC MAS RYL AWI=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 1:34 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:15 am

Market Stats at 12:14 pm ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
6.2% of stocks are above yesterday’s high.
27.5% are above yesterday’s midpoint. (72.5% are below.)
40.4% are below yesterday’s low.
53.5% are inside yesterday’s range.
23.0% of stocks with today’s high > yesterday’s high. (77.0% less than).
64.1% of stocks with today’s low < yesterday’s low. (35.9% greater than).

EVIDENCE OF INTRADAY TREND
27.4% of stocks are above today’s open. (71.8% are below).
21.8% of stocks are above today’s open and yesterday’s close.
67.0% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.2% of stocks are in the top 10% of today’s range.
10.1% are in the top 20%.
34.9% are in the top half. 65.1% of stocks are in the bottom half of today’s range.
31.8% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN
27.7% of stocks are above yesterday’s close. (72.3% are below.)
0.0% are up 4.5% or more. 0.8% are down 4.5% or more.
0.1% are up 3.5% or more. 2.0% are down 3.5% or more.
62.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.5%…>=90:4.0%…>=80:7.9%…>=50:28.5%…<=20:41.1%…<=10:25.0%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:40.7%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:45.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.2% above previous 1 highs, 40.4% below previous 1 lows
2.9% above previous 2 highs, 33.3% below previous 2 lows
2.5% above previous 3 highs, 28.4% below previous 3 lows
2.0% above previous 4 highs, 25.7% below previous 4 lows
1.9% above previous 5 highs, 21.1% below previous 5 lows
1.9% above previous 6 highs, 18.0% below previous 6 lows
1.9% above previous 7 highs, 17.2% below previous 7 lows
1.8% above previous 8 highs, 16.2% below previous 8 lows
1.7% above previous 9 highs, 15.4% below previous 9 lows
1.5% above previous 10 highs, 15.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
27.7% are above or equal to 7/25 close (1 days ago), 72.3% are below.
23.8% are above or equal to 7/24 close (2 days ago), 76.2% are below.
32.9% are above or equal to 7/23 close (3 days ago), 67.1% are below.
36.5% are above or equal to 7/22 close (4 days ago), 63.5% are below.
46.3% are above or equal to 7/21 close (5 days ago), 53.7% are below.
41.9% are above or equal to 7/18 close (6 days ago), 58.1% are below.
58.6% are above or equal to 7/17 close (7 days ago), 41.4% are below.
45.1% are above or equal to 7/16 close (8 days ago), 54.9% are below.
47.4% are above or equal to 7/15 close (9 days ago), 52.6% are below.
41.9% are above or equal to 7/14 close (10 days ago), 58.1% are below.
47.3% are above or equal to 7/11 close (11 days ago), 52.7% are below.
48.4% are above or equal to 7/10 close (12 days ago), 51.6% are below.
42.4% are above or equal to 7/9 close (13 days ago), 57.6% are below.
45.5% are above or equal to 7/8 close (14 days ago), 54.5% are below.
38.8% are above or equal to 7/7 close (15 days ago), 61.2% are below.
33.2% are above or equal to 7/3 close (16 days ago), 66.8% are below.
38.1% are above or equal to 7/2 close (17 days ago), 61.9% are below.
36.3% are above or equal to 7/1 close (18 days ago), 63.7% are below.
41.1% are above or equal to 6/30 close (19 days ago), 58.9% are below.
42.6% are above or equal to 6/27 close (20 days ago), 57.4% are below.
44.9% are above or equal to 6/26 close (21 days ago), 55.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.8% new highs, 18.8% new lows
21d: 4.7% new highs, 18.4% new lows
42d: 4.0% new highs, 10.2% new lows
63d: 3.7% new highs, 6.4% new lows
126d: 2.8% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.0% above, 74.0% below
3-day: 25.0% above, 75.0% below
4-day: 26.7% above, 73.3% below
5-day: 28.1% above, 71.9% below
8-day: 41.5% above, 58.5% below
10-day: 42.6% above, 57.4% below
20-day: 40.3% above, 59.7% below
50-day: 53.6% above, 46.4% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 12:14 pm ET)
REAL(78): 0.40% Top=EJ MPW AVB KRG NLY BXP UDR EQR ….. HLSS EDR OHI JOE DFT BDN NRF CBG=Bottom (Real Estate)
CHEM(29): 0.03% Top=RPM GPRE AXLL CE ASH DOW POT MOS ….. MEOH HUN PPG MON OLN POL ALB EMN=Bottom (Chemicals/Fertilizers)
META(25): -0.03% Top=CLF SSRI TCK AA NEM BTU CCJ X ….. NUE ABX SLW CMC SWC AKS EGO SLCA=Bottom (Metals & Mining)
HEAL(51): -0.09% Top=UHS BCR LPNT CNC HOLX HUM AET UNH ….. PKI ISRG BSX SPNC WMGI OPK ALGN IRWD=Bottom (Health)
LEIS(30): -0.16% Top=WYNN MPEL MGM DNKN PNRA DRI EXPE LVS ….. SBUX SEAS RCL BLMN QUNR OWW PNK LTM=Bottom (Leisure)
ELEC(55): -0.33% Top=FSLR SPWR MXIM SUNE CAVM SANM FSL TER ….. CRUS JASO AMKR MRVL INVN MU AMBA GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): -0.36% Top=DG DLTR KORS GME BIG URBN BBY JWN ….. BURL LINTA WAG AMZN DANG DSW GNC RAD=Bottom (Retail & Specialty Retail)
CONS(59): -0.60% Top=PVH HBI UA SON SKX NKE WHR MAT ….. IRBT BC TPX GT SCSS PAY KS FBHS=Bottom (Consumer)
COHW(46): -0.64% Top=OLED CCI JNPR EMC CTL ARRS AAPL WDC ….. ADTN BBRY VRSN CRAY UBNT RKUS SYNA GOGO=Bottom (Computer Hardware/Telecom)
INSU(35): -0.64% Top=AON AIZ HIG AXS WSH CINF AWH PGR ….. FNF MTG CB MBI UNM PRU VR ORI=Bottom (Insurance)
COSW(80): -0.71% Top=GRPN CTXS INFA CVLT FFIV NUAN ORCL SYMC ….. TRAK MANH CSOD SPLK NOW SWI MKTO PFPT=Bottom (Computer Software/Internet)
FINA(90): -0.74% Top=ETFC CIT SCHW AMTD FNGN AMG NDAQ BK ….. OZRK JNS TCB SUSQ ZION UMPQ XOOM GGAL=Bottom (Banks/Financials)
DISV(46): -0.77% Top=SBAC XRS PCLN RRD TYC MA VNTV DV ….. URI ADS R WTW APOL Z MYGN MAN=Bottom (Diversified Services)
ENER(119): -1.06% Top=QRE BBEP DK NS XOM MWE SE ECA ….. PDS GDP AREX CRK MHR RSPP GPOR HK=Bottom (Energy)
MANU(42): -1.09% Top=JKS PCP MIDD RS SWK GNRC MRC DE ….. PH ATI WWD AOS CFX MHK RXN CMI=Bottom (Manufacturing)
TRAN(28): -1.17% Top=DAL ALK TGP UAL GLNG SWFT CNI JBHT ….. WERN CNW JBLU NSC KSU WAB HA AAL=Bottom (Transportation)
MATE(31): -1.76% Top=WY RYN CVA FAST DAR OC PWR VMC ….. TPH DHI MAS USG MDC SPF RYL AWI=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 12:14 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:24 am ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
6.6% of stocks are above yesterday’s high.
28.7% are above yesterday’s midpoint. (71.3% are below.)
40.0% are below yesterday’s low.
53.4% are inside yesterday’s range.
21.0% of stocks with today’s high > yesterday’s high. (79.0% less than).
63.5% of stocks with today’s low < yesterday’s low. (36.5% greater than).

EVIDENCE OF INTRADAY TREND
27.3% of stocks are above today’s open. (71.6% are below).
22.0% of stocks are above today’s open and yesterday’s close.
66.6% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.6% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
35.2% are in the top half. 64.8% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN
28.1% of stocks are above yesterday’s close. (71.9% are below.)
0.0% are up 4.5% or more. 0.3% are down 4.5% or more.
0.4% are up 3.5% or more. 1.1% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.6%…>=90:4.5%…>=80:8.7%…>=50:29.0%…<=20:40.4%…<=10:23.8%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:42.2%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:45.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.6% above previous 1 highs, 40.0% below previous 1 lows
3.1% above previous 2 highs, 34.1% below previous 2 lows
2.6% above previous 3 highs, 27.6% below previous 3 lows
2.2% above previous 4 highs, 25.7% below previous 4 lows
2.2% above previous 5 highs, 20.2% below previous 5 lows
2.1% above previous 6 highs, 16.8% below previous 6 lows
2.1% above previous 7 highs, 16.2% below previous 7 lows
2.1% above previous 8 highs, 15.3% below previous 8 lows
2.0% above previous 9 highs, 14.4% below previous 9 lows
1.9% above previous 10 highs, 14.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.1% are above or equal to 7/25 close (1 days ago), 71.9% are below.
24.1% are above or equal to 7/24 close (2 days ago), 75.9% are below.
33.0% are above or equal to 7/23 close (3 days ago), 67.0% are below.
36.1% are above or equal to 7/22 close (4 days ago), 63.9% are below.
47.3% are above or equal to 7/21 close (5 days ago), 52.7% are below.
42.7% are above or equal to 7/18 close (6 days ago), 57.3% are below.
59.2% are above or equal to 7/17 close (7 days ago), 40.8% are below.
45.2% are above or equal to 7/16 close (8 days ago), 54.8% are below.
47.4% are above or equal to 7/15 close (9 days ago), 52.6% are below.
42.7% are above or equal to 7/14 close (10 days ago), 57.3% are below.
48.3% are above or equal to 7/11 close (11 days ago), 51.7% are below.
48.8% are above or equal to 7/10 close (12 days ago), 51.2% are below.
42.4% are above or equal to 7/9 close (13 days ago), 57.6% are below.
46.2% are above or equal to 7/8 close (14 days ago), 53.8% are below.
39.2% are above or equal to 7/7 close (15 days ago), 60.8% are below.
33.6% are above or equal to 7/3 close (16 days ago), 66.4% are below.
37.5% are above or equal to 7/2 close (17 days ago), 62.5% are below.
36.1% are above or equal to 7/1 close (18 days ago), 63.9% are below.
41.8% are above or equal to 6/30 close (19 days ago), 58.2% are below.
42.9% are above or equal to 6/27 close (20 days ago), 57.1% are below.
44.7% are above or equal to 6/26 close (21 days ago), 55.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.4% new highs, 18.2% new lows
21d: 4.3% new highs, 17.7% new lows
42d: 3.6% new highs, 9.7% new lows
63d: 3.4% new highs, 5.9% new lows
126d: 2.5% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.8% above, 73.2% below
3-day: 23.4% above, 76.6% below
4-day: 27.2% above, 72.8% below
5-day: 29.7% above, 70.3% below
8-day: 41.3% above, 58.7% below
10-day: 43.2% above, 56.8% below
20-day: 40.6% above, 59.4% below
50-day: 53.7% above, 46.3% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 11:24 am ET)
REAL(78): 0.44% Top=EJ MPW KRG BXP AVB SHO EQR GLPI ….. SKT JOE HLSS SRC RLGY DFT NRF CBG=Bottom (Real Estate)
LEIS(30): 0.09% Top=WYNN MPEL PNRA MGM DNKN LVS DRI MAR ….. RCL SBUX HOT BLMN SEAS OWW PNK LTM=Bottom (Leisure)
CHEM(29): 0.06% Top=RPM GPRE CE MOS AXLL ASH POT DOW ….. PPG POL SHW GRA TROX OLN ALB EMN=Bottom (Chemicals/Fertilizers)
HEAL(51): -0.07% Top=UHS LPNT BCR CNC HOLX HUM AET HNT ….. ISRG OPK ALGN DXCM WMGI SPNC BSX IRWD=Bottom (Health)
META(25): -0.11% Top=CLF TCK AA BTU NEM X SSRI CCJ ….. PAAS SLW ABX AKS CMC SWC EGO SLCA=Bottom (Metals & Mining)
ELEC(55): -0.24% Top=FSLR MXIM SPWR SANM SUNE TER TSL CAVM ….. CRUS LRCX SCTY MRVL MU AMBA GTAT INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): -0.41% Top=DLTR DG GME BIG KORS BBY JCP GPS ….. LINTA AMZN WAG RH DANG GNC DSW RAD=Bottom (Retail & Specialty Retail)
COHW(46): -0.57% Top=CCI OLED JNPR EMC CTL ARRS AAPL WIN ….. SSYS UBNT ADTN PANW SYNA CRAY GOGO RKUS=Bottom (Computer Hardware/Telecom)
INSU(35): -0.57% Top=AWH AON AIZ AXS CINF HIG WSH PGR ….. AIG MET LNC UNM MBI VR PRU ORI=Bottom (Insurance)
COSW(80): -0.65% Top=GRPN SFUN CTXS CVLT NUAN INFA FFIV ATVI ….. MDSO TRAK SPLK NOW SWI CSOD PFPT MKTO=Bottom (Computer Software/Internet)
CONS(59): -0.66% Top=PVH UA HBI SON NKE NUS MAT UFS ….. LEG GT IRBT BERY SCSS TPX KS FBHS=Bottom (Consumer)
FINA(90): -0.73% Top=CIT ETFC TD BEN SCHW BLK NDAQ GS ….. APO SUSQ OZRK UMPQ BX JNS XOOM GGAL=Bottom (Banks/Financials)
DISV(46): -0.79% Top=SBAC XRS PCLN RRD VNTV TYC HTZ TMH ….. ATHN ADS R APOL WTW MAN MYGN Z=Bottom (Diversified Services)
ENER(119): -0.87% Top=QRE DK BBEP NS MDU MWE XOM SE ….. EXXI PDS AREX GPOR CRK BCEI HK RSPP=Bottom (Energy)
MANU(42): -1.08% Top=JKS PCP MIDD SWK RS DRC MRC DDD ….. ITT WWD PH RXN CFX AOS MHK CMI=Bottom (Manufacturing)
TRAN(28): -1.16% Top=DAL ALK TGP UAL GLNG JBHT CNI SAVE ….. JBLU WERN CNW AAL NSC KSU WAB HA=Bottom (Transportation)
MATE(31): -1.47% Top=WY RYN CVA FAST DAR MTZ OC PWR ….. SPF TREX LEN USG MDC RYL MAS AWI=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 11:24 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:34 am

Market Stats at 10:33 am ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

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

COMPARED TO YESTERDAY’S RANGE
3.7% of stocks are above yesterday’s high.
18.7% are above yesterday’s midpoint. (81.3% are below.)
46.8% are below yesterday’s low.
49.5% are inside yesterday’s range.
19.4% of stocks with today’s high > yesterday’s high. (80.6% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND
17.6% of stocks are above today’s open. (80.7% are below).
13.4% of stocks are above today’s open and yesterday’s close.
76.5% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.3% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
15.1% are in the top half. 84.9% of stocks are in the bottom half of today’s range.
50.5% are in the bottom 20%.
24.6% are in the bottom 10%.

GAIN
19.1% of stocks are above yesterday’s close. (80.9% are below.)
0.0% are up 4.5% or more. 0.6% are down 4.5% or more.
0.1% are up 3.5% or more. 0.9% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:3.2%…>=80:5.8%…>=50:19.9%…<=20:46.0%…<=10:26.0%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:38.3%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:44.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.7% above previous 1 highs, 46.8% below previous 1 lows
2.2% above previous 2 highs, 39.6% below previous 2 lows
2.0% above previous 3 highs, 32.1% below previous 3 lows
1.7% above previous 4 highs, 28.8% below previous 4 lows
1.5% above previous 5 highs, 23.5% below previous 5 lows
1.5% above previous 6 highs, 20.5% below previous 6 lows
1.5% above previous 7 highs, 19.0% below previous 7 lows
1.4% above previous 8 highs, 18.3% below previous 8 lows
1.3% above previous 9 highs, 17.5% below previous 9 lows
1.2% above previous 10 highs, 17.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
19.1% are above or equal to 7/25 close (1 days ago), 80.9% are below.
18.6% are above or equal to 7/24 close (2 days ago), 81.4% are below.
28.3% are above or equal to 7/23 close (3 days ago), 71.7% are below.
33.4% are above or equal to 7/22 close (4 days ago), 66.6% are below.
43.5% are above or equal to 7/21 close (5 days ago), 56.5% are below.
39.2% are above or equal to 7/18 close (6 days ago), 60.8% are below.
57.3% are above or equal to 7/17 close (7 days ago), 42.7% are below.
42.1% are above or equal to 7/16 close (8 days ago), 57.9% are below.
44.9% are above or equal to 7/15 close (9 days ago), 55.1% are below.
39.9% are above or equal to 7/14 close (10 days ago), 60.1% are below.
46.2% are above or equal to 7/11 close (11 days ago), 53.8% are below.
46.1% are above or equal to 7/10 close (12 days ago), 53.9% are below.
40.7% are above or equal to 7/9 close (13 days ago), 59.3% are below.
43.7% are above or equal to 7/8 close (14 days ago), 56.3% are below.
38.3% are above or equal to 7/7 close (15 days ago), 61.7% are below.
32.6% are above or equal to 7/3 close (16 days ago), 67.4% are below.
35.4% are above or equal to 7/2 close (17 days ago), 64.6% are below.
34.5% are above or equal to 7/1 close (18 days ago), 65.5% are below.
40.0% are above or equal to 6/30 close (19 days ago), 60.0% are below.
40.5% are above or equal to 6/27 close (20 days ago), 59.5% are below.
42.6% are above or equal to 6/26 close (21 days ago), 57.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.3% new highs, 16.8% new lows
21d: 4.2% new highs, 16.4% new lows
42d: 3.5% new highs, 8.9% new lows
63d: 3.3% new highs, 5.2% new lows
126d: 2.5% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 18.2% above, 81.8% below
3-day: 16.5% above, 83.5% below
4-day: 19.8% above, 80.2% below
5-day: 23.0% above, 77.0% below
8-day: 35.6% above, 64.4% below
10-day: 37.3% above, 62.7% below
20-day: 37.1% above, 62.9% below
50-day: 51.6% above, 48.4% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 10:33 am ET)
REAL(78): 0.20% Top=EJ GLPI MPW DLR KRG AVB BXP AGNC ….. BRX SKT SRC DFT NRF EDR RLGY CBG=Bottom (Real Estate)
LEIS(30): 0.06% Top=WYNN MPEL DNKN MGM LVS QUNR DRI EAT ….. BLMN BYI OWW CCL SEAS RCL PNK LTM=Bottom (Leisure)
CHEM(29): -0.11% Top=RPM GPRE CE AXLL ASH DD MOS MEOH ….. POT OLN APD VAL POL HUN ALB EMN=Bottom (Chemicals/Fertilizers)
META(25): -0.40% Top=CLF TCK BTU AA NEM CCJ CNX STLD ….. NUE ABX PAAS EGO SWC CMC AKS SLCA=Bottom (Metals & Mining)
HEAL(51): -0.40% Top=UHS LPNT BCR HUM EVHC CNC WLP AET ….. ALGN ISRG WMGI BSX OPK DXCM IRWD SPNC=Bottom (Health)
RETA(65): -0.56% Top=DLTR GME JCP PETM URBN TJX BIG GPS ….. RH WAG AEO SHLD GNC AMZN RAD DSW=Bottom (Retail & Specialty Retail)
COHW(46): -0.73% Top=CCI OLED CTL WIN AAPL BCE JNPR T ….. GOGO SYNA ADTN UBNT NSR PANW VRSN RKUS=Bottom (Computer Hardware/Telecom)
CONS(59): -0.73% Top=NUS PVH HBI SON HAS TUP MAT NKE ….. AVY PKG PAY BERY KS SCSS TPX FBHS=Bottom (Consumer)
INSU(35): -0.73% Top=AWH AON CINF WSH AXS AIZ TRV PGR ….. AIG LNC MET UNM PRU VR MBI ORI=Bottom (Insurance)
COSW(80): -0.84% Top=GRPN SFUN INFA CTXS CVLT EQIX NUAN SYMC ….. QLIK MDSO NOW CSOD SPLK PFPT FEYE MKTO=Bottom (Computer Software/Internet)
FINA(90): -0.85% Top=CIT ETFC BEN ARMK TD NDAQ AMG AMTD ….. OZRK APO ZION FNFG SUSQ JNS BX GGAL=Bottom (Banks/Financials)
DISV(46): -0.91% Top=XRS SBAC RRD AAN PCLN TYC MA DV ….. KBR ADS APOL WTW ATHN MAN MYGN Z=Bottom (Diversified Services)
ELEC(55): -0.92% Top=FSLR TSL SPWR MXIM SANM SLAB GRMN OVTI ….. NVDA MRVL CODE GTAT SCTY INVN MU AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.02% Top=JKS PCP MIDD GNRC SWK BWC DRC KMT ….. AOS AGCO PH RXN WWD CFX MHK CMI=Bottom (Manufacturing)
ENER(119): -1.18% Top=QRE DK NS BBEP BAS MDU SWN SE ….. PDS CRK EPE WNR EXXI GPOR AREX RSPP=Bottom (Energy)
TRAN(28): -1.20% Top=TGP ALK DAL CNI CP GLNG UNP JBHT ….. NSC KSU XPO CNW WAB JBLU AAL HA=Bottom (Transportation)
MATE(31): -1.55% Top=WY RYN FAST CVA DAR MTZ WCN MTH ….. USG SPF LEN RYL MAS TREX TPH AWI=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 10:33 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:10 am ET
by daytrend on 20140728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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
4.3% of stocks are above yesterday’s high.
20.2% are above yesterday’s midpoint. (79.8% are below.)
43.3% are below yesterday’s low.
52.4% are inside yesterday’s range.
18.9% of stocks with today’s high > yesterday’s high. (81.1% less than).
54.3% of stocks with today’s low < yesterday’s low. (45.7% greater than).

EVIDENCE OF INTRADAY TREND
18.4% of stocks are above today’s open. (80.2% are below).
13.8% of stocks are above today’s open and yesterday’s close.
73.9% are below both.
4.3% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.1% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
14.4% are in the top half. 85.6% of stocks are in the bottom half of today’s range.
64.0% are in the bottom 20%.
46.5% are in the bottom 10%.

GAIN
21.8% of stocks are above yesterday’s close. (78.2% are below.)
0.0% are up 4.5% or more. 0.3% are down 4.5% or more.
0.0% are up 3.5% or more. 0.7% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.2%…>=90:3.1%…>=80:6.6%…>=50:20.9%…<=20:43.8%…<=10:25.1%…<=5:10.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:38.4%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:44.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.3% above previous 1 highs, 43.3% below previous 1 lows
2.4% above previous 2 highs, 37.7% below previous 2 lows
2.1% above previous 3 highs, 30.7% below previous 3 lows
1.5% above previous 4 highs, 27.3% below previous 4 lows
1.5% above previous 5 highs, 21.8% below previous 5 lows
1.5% above previous 6 highs, 18.2% below previous 6 lows
1.5% above previous 7 highs, 16.9% below previous 7 lows
1.4% above previous 8 highs, 16.2% below previous 8 lows
1.4% above previous 9 highs, 15.4% below previous 9 lows
1.4% above previous 10 highs, 15.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.8% are above or equal to 7/25 close (1 days ago), 78.2% are below.
19.0% are above or equal to 7/24 close (2 days ago), 81.0% are below.
29.7% are above or equal to 7/23 close (3 days ago), 70.3% are below.
34.1% are above or equal to 7/22 close (4 days ago), 65.9% are below.
43.8% are above or equal to 7/21 close (5 days ago), 56.2% are below.
39.9% are above or equal to 7/18 close (6 days ago), 60.1% are below.
57.8% are above or equal to 7/17 close (7 days ago), 42.2% are below.
42.7% are above or equal to 7/16 close (8 days ago), 57.3% are below.
45.2% are above or equal to 7/15 close (9 days ago), 54.8% are below.
40.5% are above or equal to 7/14 close (10 days ago), 59.5% are below.
47.1% are above or equal to 7/11 close (11 days ago), 52.9% are below.
46.4% are above or equal to 7/10 close (12 days ago), 53.6% are below.
41.3% are above or equal to 7/9 close (13 days ago), 58.7% are below.
44.6% are above or equal to 7/8 close (14 days ago), 55.4% are below.
38.5% are above or equal to 7/7 close (15 days ago), 61.5% are below.
33.0% are above or equal to 7/3 close (16 days ago), 67.0% are below.
36.3% are above or equal to 7/2 close (17 days ago), 63.7% are below.
34.7% are above or equal to 7/1 close (18 days ago), 65.3% are below.
40.7% are above or equal to 6/30 close (19 days ago), 59.3% are below.
41.5% are above or equal to 6/27 close (20 days ago), 58.5% are below.
43.8% are above or equal to 6/26 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.2% new highs, 14.3% new lows
21d: 4.1% new highs, 14.1% new lows
42d: 3.4% new highs, 7.8% new lows
63d: 3.2% new highs, 4.6% new lows
126d: 2.4% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.2% above, 79.8% below
3-day: 16.7% above, 83.3% below
4-day: 21.3% above, 78.7% below
5-day: 24.4% above, 75.6% below
8-day: 35.8% above, 64.2% below
10-day: 39.1% above, 60.9% below
20-day: 38.3% above, 61.7% below
50-day: 52.6% above, 47.4% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140728 10:10 am ET)
LEIS(30): 0.27% Top=MPEL WYNN QUNR MGM DNKN LVS MAR CMG ….. DPZ MCD SIX SEAS RCL CCL LTM PNK=Bottom (Leisure)
REAL(78): 0.17% Top=EJ GLPI MPW AGNC DLR NLY BXP NNN ….. BDN BRX SKT SRC DFT EDR RLGY CBG=Bottom (Real Estate)
CHEM(29): -0.06% Top=RPM AXLL MEOH GPRE WLK ASH CE DD ….. VAL PPG AGU OLN APD HUN ALB EMN=Bottom (Chemicals/Fertilizers)
RETA(65): -0.39% Top=DLTR GME URBN CAB PETM KORS BIG GPS ….. LINTA RAD WAG DG GNC SHLD AMZN DSW=Bottom (Retail & Specialty Retail)
HEAL(51): -0.43% Top=UHS LPNT AET HUM WLP HOLX CNC MOH ….. OPK TMO ISRG WMGI BSX DXCM IRWD SPNC=Bottom (Health)
META(25): -0.50% Top=CLF AA BTU TCK STLD X CNX NEM ….. AKS PAAS SLW ABX SWC CMC EGO SLCA=Bottom (Metals & Mining)
COSW(80): -0.62% Top=SFUN INFA NQ GRPN NUAN EQIX CTXS VMW ….. NOW FTNT CSOD SPLK MDSO FEYE MKTO PFPT=Bottom (Computer Software/Internet)
CONS(59): -0.63% Top=NUS PVH COH PBI TUP SON HBI HAS ….. LEG IRBT BERY BC TPX DECK AVY FBHS=Bottom (Consumer)
COHW(46): -0.63% Top=CCI WIN OLED CTL BCE AAPL TMUS JNPR ….. PANW SYNA ADTN NSR RKUS VRSN UBNT GOGO=Bottom (Computer Hardware/Telecom)
FINA(90): -0.71% Top=CIT ETFC ARMK TD FNGN AMG WU BK ….. EV APO HBAN FNFG PFG JNS BX GGAL=Bottom (Banks/Financials)
DISV(46): -0.75% Top=XRS SBAC DV TYC PCLN RRD HTZ CAR ….. URI ADS KBR WTW ATHN MYGN MAN Z=Bottom (Diversified Services)
INSU(35): -0.79% Top=AWH AIZ FAF CINF CLGX WSH AON AXS ….. LNC MET GNW PRU UNM MBI VR ORI=Bottom (Insurance)
ELEC(55): -0.88% Top=FSLR TSL SPWR MXIM SUNE SANM RFMD OVTI ….. FCS CODE NVDA MRVL GTAT MU INVN AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): -0.88% Top=DAL ALK TGP CNI CP SAVE JBHT SWFT ….. WERN EXPD KSU NSC WAB CNW AAL HA=Bottom (Transportation)
MANU(42): -0.94% Top=JKS PCP MIDD MRC BWC SWK KMT GNRC ….. ROK PH AOS AGCO WWD CFX MHK CMI=Bottom (Manufacturing)
ENER(119): -1.15% Top=QRE BAS NS BWP DK BBEP MDU SE ….. EPE WNR EXXI CRK GPOR AREX PDS RSPP=Bottom (Energy)
MATE(31): -1.42% Top=WY RYN FAST MTZ CVA DAR MTH PWR ….. TOL SPF USG LEN RYL TREX MAS AWI=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 10:10 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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