daytrend

08/21/2014

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

Closing Stats
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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
36.2% of stocks are above yesterday’s high.
69.9% are above yesterday’s midpoint. (30.1% are below.)
10.9% are below yesterday’s low.
52.9% are inside yesterday’s range.
64.6% of stocks with today’s high > yesterday’s high. (35.4% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND
52.9% of stocks are above today’s open. (45.8% are below).
49.4% of stocks are above today’s open and yesterday’s close.
38.7% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
26.6% 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.
16.2% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
58.1% of stocks are above yesterday’s close. (41.9% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.2% are up 3.5% or more. 0.8% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.2%…>=90:35.6%…>=80:47.6%…>=50:74.7%…<=20:8.0%…<=10:3.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:79.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:73.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.2% above previous 1 highs, 10.9% below previous 1 lows
29.7% above previous 2 highs, 8.8% below previous 2 lows
28.4% above previous 3 highs, 5.1% below previous 3 lows
28.2% above previous 4 highs, 3.6% below previous 4 lows
27.8% above previous 5 highs, 2.8% below previous 5 lows
26.9% above previous 6 highs, 2.5% below previous 6 lows
26.4% above previous 7 highs, 2.4% below previous 7 lows
25.0% above previous 8 highs, 2.1% below previous 8 lows
24.9% above previous 9 highs, 1.7% below previous 9 lows
24.4% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.1% are above or equal to 8/20 close (1 days ago), 41.9% are below.
66.4% are above or equal to 8/19 close (2 days ago), 33.6% are below.
74.5% are above or equal to 8/18 close (3 days ago), 25.5% are below.
87.9% are above or equal to 8/15 close (4 days ago), 12.1% are below.
85.8% are above or equal to 8/14 close (5 days ago), 14.2% are below.
85.8% are above or equal to 8/13 close (6 days ago), 14.2% are below.
86.9% are above or equal to 8/12 close (7 days ago), 13.1% are below.
81.6% are above or equal to 8/11 close (8 days ago), 18.4% are below.
83.5% are above or equal to 8/8 close (9 days ago), 16.5% are below.
90.4% are above or equal to 8/7 close (10 days ago), 9.6% are below.
85.7% are above or equal to 8/6 close (11 days ago), 14.3% are below.
83.9% are above or equal to 8/5 close (12 days ago), 16.1% are below.
77.8% are above or equal to 8/4 close (13 days ago), 22.2% are below.
83.8% are above or equal to 8/1 close (14 days ago), 16.2% are below.
79.7% are above or equal to 7/31 close (15 days ago), 20.3% are below.
63.5% are above or equal to 7/30 close (16 days ago), 36.5% are below.
62.9% are above or equal to 7/29 close (17 days ago), 37.1% are below.
59.0% are above or equal to 7/28 close (18 days ago), 41.0% are below.
58.2% are above or equal to 7/25 close (19 days ago), 41.8% are below.
52.9% are above or equal to 7/24 close (20 days ago), 47.1% are below.
54.2% are above or equal to 7/23 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.1% new highs, 2.1% new lows
21d: 22.0% new highs, 2.1% new lows
42d: 14.0% new highs, 1.7% new lows
63d: 12.7% new highs, 1.5% new lows
126d: 10.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.7% above, 43.3% below
3-day: 62.7% above, 37.3% below
4-day: 71.5% above, 28.5% below
5-day: 78.9% above, 21.1% below
8-day: 85.3% above, 14.7% below
10-day: 85.3% above, 14.7% below
20-day: 79.5% above, 20.5% below
50-day: 60.9% above, 39.1% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 Closing)
FINA(80): 0.91% Top=BAC OCN C STI FHN WETF UMPQ HCBK ….. FNGN EVR ACAS BX LM FSC ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.67% Top=CNO GNW AHL AIG HIG BRO L AXS ….. MTG MMC ALL AFL UNM FNF MBI AFSI=Bottom (Insurance)
COHW(48): 0.63% Top=GOGO HPQ JDSU OLED FNSR PLCM CIEN COMM ….. EMC LXK WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.36% Top=SMTC ONNN IDTI APH INVN INTC CODE AMAT ….. SCTY AMBA NVDA SWKS SPWR CSIQ CPHD GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.36% Top=PWR CLH EXP OC WY MAS FAST VMC ….. WM CVA MLM PHM FLR MTH DHI KBH=Bottom (Materials & Construction)
ENER(112): 0.35% Top=REXX AREX GDP BBG RES SN SFY CXO ….. HP PDS HOS TSO WNR PTEN MPC PBF=Bottom (Energy)
DISV(48): 0.21% Top=HMSY Z WTW RRD JEC VRSK WOOF AL ….. MYGN ADT DV PCLN ALLE HTZ CAR ULTA=Bottom (Diversified Services)
CONS(57): 0.20% Top=RDEN AVP KS PKG IP BERY JAH UFS ….. GT WHR TPX PVH UA BC NUS KATE=Bottom (Consumer)
LEIS(32): 0.11% Top=LTM BYD STAY PNK EXPE NDLS WYN EAT ….. JACK MGM SIX SBUX DNKN YUM WYNN MPEL=Bottom (Leisure)
HEAL(56): 0.07% Top=HGR KND MOH ZLTQ SYK EW BKD MD ….. WCG ALGN THOR HOLX DXCM PRXL VOLC IRWD=Bottom (Health)
MANU(41): 0.06% Top=RXN JKS GNRC ATI ENS AGCO BWC MRC ….. AOS PH GTLS CMI DOV TKR CFX PLL=Bottom (Manufacturing)
COSW(82): 0.05% Top=CDNS NCR CVLT TTWO EQIX UIS TIBX ADBE ….. VMW NOW FEYE SPLK TRAK DWRE DATA SINA=Bottom (Computer Software/Internet)
CHEM(30): -0.01% Top=SHW PX WLK AGU PPG CF POT OLN ….. GPRE DOW GRA APD FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
REAL(71): -0.09% Top=WAC NRF ARCP HLSS DLR NLY TWO AMH ….. SLG SNH CBL GLPI RLGY EXR SRC EJ=Bottom (Real Estate)
RETA(63): -0.24% Top=EBAY SBH AEO CHS TGT LB LINTA M ….. WAG JCP TFM GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.72% Top=SWFT TRN XPO UNP TDW JBHT CHRW CNW ….. NSC HA AIRM DAL JBLU ALK UAL AAL=Bottom (Transportation)
META(25): -1.80% Top=HSC CNX STLD NEM NUE SLCA FCX AA ….. SLW AUY EGO CLF GG CCJ AEM RGLD=Bottom (Metals & Mining)

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 @ 2:46 pm

Market Stats at 3:45 pm ET
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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

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

COMPARED TO YESTERDAY’S RANGE
37.7% of stocks are above yesterday’s high.
72.6% are above yesterday’s midpoint. (27.4% are below.)
9.6% are below yesterday’s low.
52.8% are inside yesterday’s range.
64.4% of stocks with today’s high > yesterday’s high. (35.6% less than).
27.7% of stocks with today’s low < yesterday’s low. (72.3% greater than).

EVIDENCE OF INTRADAY TREND
56.1% of stocks are above today’s open. (43.0% are below).
52.9% of stocks are above today’s open and yesterday’s close.
35.9% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.4% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
61.0% of stocks are above yesterday’s close. (39.0% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.5% are up 3.5% or more. 0.8% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.5%…>=90:36.9%…>=80:49.6%…>=50:75.5%…<=20:7.1%…<=10:3.0%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.1%…>=50:79.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.7% above previous 1 highs, 9.6% below previous 1 lows
30.9% above previous 2 highs, 8.1% below previous 2 lows
29.8% above previous 3 highs, 5.0% below previous 3 lows
29.7% above previous 4 highs, 3.5% below previous 4 lows
29.2% above previous 5 highs, 2.9% below previous 5 lows
28.4% above previous 6 highs, 2.7% below previous 6 lows
27.7% above previous 7 highs, 2.6% below previous 7 lows
26.3% above previous 8 highs, 2.4% below previous 8 lows
26.3% above previous 9 highs, 1.8% below previous 9 lows
25.6% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.0% are above or equal to 8/20 close (1 days ago), 39.0% are below.
68.9% are above or equal to 8/19 close (2 days ago), 31.1% are below.
75.4% are above or equal to 8/18 close (3 days ago), 24.6% are below.
88.5% are above or equal to 8/15 close (4 days ago), 11.5% are below.
86.4% are above or equal to 8/14 close (5 days ago), 13.6% are below.
86.4% are above or equal to 8/13 close (6 days ago), 13.6% are below.
87.4% are above or equal to 8/12 close (7 days ago), 12.6% are below.
81.6% are above or equal to 8/11 close (8 days ago), 18.4% are below.
83.9% are above or equal to 8/8 close (9 days ago), 16.1% are below.
90.3% are above or equal to 8/7 close (10 days ago), 9.7% are below.
86.0% are above or equal to 8/6 close (11 days ago), 14.0% are below.
84.1% are above or equal to 8/5 close (12 days ago), 15.9% are below.
78.1% are above or equal to 8/4 close (13 days ago), 21.9% are below.
83.9% are above or equal to 8/1 close (14 days ago), 16.1% are below.
79.9% are above or equal to 7/31 close (15 days ago), 20.1% are below.
64.0% are above or equal to 7/30 close (16 days ago), 36.0% are below.
63.4% are above or equal to 7/29 close (17 days ago), 36.6% are below.
60.0% are above or equal to 7/28 close (18 days ago), 40.0% are below.
58.4% are above or equal to 7/25 close (19 days ago), 41.6% are below.
53.3% are above or equal to 7/24 close (20 days ago), 46.7% are below.
54.7% are above or equal to 7/23 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.9% new highs, 2.1% new lows
21d: 21.8% new highs, 2.1% new lows
42d: 14.0% new highs, 1.7% new lows
63d: 12.7% new highs, 1.5% new lows
126d: 10.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.6% above, 40.4% below
3-day: 66.2% above, 33.8% below
4-day: 72.4% above, 27.6% below
5-day: 79.8% above, 20.2% below
8-day: 85.9% above, 14.1% below
10-day: 85.3% above, 14.7% below
20-day: 79.7% above, 20.3% below
50-day: 61.2% above, 38.8% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 3:45 pm ET)
FINA(80): 0.94% Top=BAC OCN WETF C STI FHN RJF UMPQ ….. ACAS CBOE EVR LM BX FSC ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.67% Top=CNO AHL GNW AIG HIG L PGR BRO ….. MTG ALL RDN AFL UNM FNF MBI AFSI=Bottom (Insurance)
COHW(48): 0.67% Top=GOGO HPQ OLED JDSU FNSR PLCM CIEN COMM ….. SYNA CCOI WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
MATE(31): 0.48% Top=PWR CLH OC EXP WY MDC FAST TOL ….. MTZ WM RSG CVA MLM KBH DHI FLR=Bottom (Materials & Construction)
ELEC(52): 0.42% Top=SMTC ONNN INVN IDTI APH INTC CODE TSL ….. CREE SPWR SWKS NVDA BRKR CPHD CSIQ GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(112): 0.41% Top=REXX AREX BBG RES SN GDP SFY CXO ….. BCEI TSO HOS PDS WNR PTEN MPC PBF=Bottom (Energy)
CONS(57): 0.30% Top=RDEN KS AVP JAH IP PKG BMS UFS ….. GT TPX WHR PVH BC UA NUS KATE=Bottom (Consumer)
DISV(48): 0.27% Top=HMSY Z WTW RRD WOOF AL JEC VRSK ….. CXW DV MYGN PCLN ALLE CAR HTZ ULTA=Bottom (Diversified Services)
MANU(41): 0.14% Top=RXN JKS GNRC ATI AGCO ENS BWC MRC ….. AOS XYL DOV CMI CFX TKR GTLS PLL=Bottom (Manufacturing)
LEIS(32): 0.11% Top=LTM BYD PNK EXPE EAT SEAS NDLS WYN ….. SIX MGM JACK SBUX WYNN DNKN MPEL YUM=Bottom (Leisure)
HEAL(56): 0.10% Top=HGR KND MOH ZLTQ EW SYK BKD ZMH ….. OPK THOR ALGN DXCM PRXL VOLC HOLX IRWD=Bottom (Health)
CHEM(30): 0.10% Top=SHW TROX PX WLK OLN AGU PPG POT ….. CE DOW GRA APD FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
COSW(82): 0.09% Top=CDNS NCR CVLT TTWO UIS EQIX TIBX ULTI ….. NOW BIDU SPLK FEYE DWRE TRAK DATA SINA=Bottom (Computer Software/Internet)
REAL(71): -0.01% Top=WAC NRF HLSS DLR ARCP TWO REXR DRH ….. GLPI NNN REG SNH EXR SRC EJ RLGY=Bottom (Real Estate)
RETA(63): -0.16% Top=EBAY SBH AEO CHS LB FIVE TGT FINL ….. DLTR WAG TFM GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.62% Top=TRN XPO SWFT UNP FDX TDW JBHT CHRW ….. DAL NSC HA AIRM ALK JBLU AAL UAL=Bottom (Transportation)
META(25): -1.73% Top=HSC CNX STLD NEM NUE SLCA FCX AA ….. AUY SLW EGO GG AEM CLF CCJ RGLD=Bottom (Metals & Mining)

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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 3:00 pm ET
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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.
72.8% are above yesterday’s midpoint. (27.2% are below.)
9.7% are below yesterday’s low.
52.8% are inside yesterday’s range.
63.0% of stocks with today’s high > yesterday’s high. (37.0% less than).
27.7% of stocks with today’s low < yesterday’s low. (72.3% greater than).

EVIDENCE OF INTRADAY TREND
55.5% of stocks are above today’s open. (42.7% are below).
52.5% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
25.9% of stocks are in the top 10% of today’s range.
38.4% are in the top 20%.
64.0% are in the top half. 36.0% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
61.0% of stocks are above yesterday’s close. (39.0% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.1% are up 3.5% or more. 1.1% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.8%…>=90:37.0%…>=80:49.0%…>=50:74.4%…<=20:7.2%…<=10:2.9%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.5%…>=50:79.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:73.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.5% above previous 1 highs, 9.7% below previous 1 lows
31.9% above previous 2 highs, 7.4% below previous 2 lows
30.7% above previous 3 highs, 5.0% below previous 3 lows
30.4% above previous 4 highs, 3.8% below previous 4 lows
30.1% above previous 5 highs, 3.0% below previous 5 lows
29.0% above previous 6 highs, 2.7% below previous 6 lows
28.5% above previous 7 highs, 2.7% below previous 7 lows
27.3% above previous 8 highs, 2.5% below previous 8 lows
27.2% above previous 9 highs, 2.0% below previous 9 lows
26.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.0% are above or equal to 8/20 close (1 days ago), 39.0% are below.
67.3% are above or equal to 8/19 close (2 days ago), 32.7% are below.
75.3% are above or equal to 8/18 close (3 days ago), 24.7% are below.
88.0% are above or equal to 8/15 close (4 days ago), 12.0% are below.
87.1% are above or equal to 8/14 close (5 days ago), 12.9% are below.
85.8% are above or equal to 8/13 close (6 days ago), 14.2% are below.
87.3% are above or equal to 8/12 close (7 days ago), 12.7% are below.
81.8% are above or equal to 8/11 close (8 days ago), 18.2% are below.
83.8% are above or equal to 8/8 close (9 days ago), 16.2% are below.
89.9% are above or equal to 8/7 close (10 days ago), 10.1% are below.
85.9% are above or equal to 8/6 close (11 days ago), 14.1% are below.
83.9% are above or equal to 8/5 close (12 days ago), 16.1% are below.
78.4% are above or equal to 8/4 close (13 days ago), 21.6% are below.
82.9% are above or equal to 8/1 close (14 days ago), 17.1% are below.
79.6% are above or equal to 7/31 close (15 days ago), 20.4% are below.
63.9% are above or equal to 7/30 close (16 days ago), 36.1% are below.
64.0% are above or equal to 7/29 close (17 days ago), 36.0% are below.
59.2% are above or equal to 7/28 close (18 days ago), 40.8% are below.
58.4% are above or equal to 7/25 close (19 days ago), 41.6% are below.
53.7% are above or equal to 7/24 close (20 days ago), 46.3% are below.
55.0% are above or equal to 7/23 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.2% new highs, 2.1% new lows
21d: 21.1% new highs, 2.1% new lows
42d: 13.6% new highs, 1.7% new lows
63d: 12.4% new highs, 1.5% new lows
126d: 10.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.2% above, 40.8% below
3-day: 65.3% above, 34.7% below
4-day: 71.3% above, 28.7% below
5-day: 79.8% above, 20.2% below
8-day: 85.2% above, 14.8% below
10-day: 85.0% above, 15.0% below
20-day: 79.8% above, 20.2% below
50-day: 60.9% above, 39.1% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 3:00 pm ET)
FINA(80): 0.99% Top=BAC WETF STI OCN C FHN RF RJF ….. FSC LM ACAS EVR BX CBOE ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.70% Top=CNO AHL GNW HIG AIG L TRV PRU ….. MMC RDN MTG ALL FNF UNM MBI AFSI=Bottom (Insurance)
COHW(48): 0.66% Top=HPQ GOGO OLED JDSU CIEN COMM CCI FNSR ….. SNDK BRCD WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
MATE(31): 0.53% Top=PWR CLH OC EXP MDC MTH WY FAST ….. FLR DHI MTZ CVA RSG KBH WM MLM=Bottom (Materials & Construction)
ELEC(52): 0.43% Top=SMTC ONNN IDTI INVN APH INTC TSL CODE ….. TQNT SWKS SPWR CREE BRKR CSIQ GTAT CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(112): 0.32% Top=REXX AREX RES BBG SN NFX CXO SFY ….. OKS ATW WNR MPC PDS HP PBF PVA=Bottom (Energy)
DISV(48): 0.27% Top=HMSY Z WTW JEC MCO RRD KBR WOOF ….. PCLN CAR HTZ DV SBAC ATHN MYGN ULTA=Bottom (Diversified Services)
CONS(57): 0.26% Top=RDEN AVP KS JAH IP PKG MWV WWW ….. COH BC WHR TPX PVH UA NUS KATE=Bottom (Consumer)
MANU(41): 0.19% Top=RXN JKS AGCO GNRC ENS ATI DE BWC ….. GTLS XYL ETN CFX PH CMI TKR PLL=Bottom (Manufacturing)
CHEM(30): 0.16% Top=TROX SHW PPG PX CF OLN RPM MOS ….. DOW GRA APD FMC GPRE FTK MEOH MON=Bottom (Chemicals/Fertilizers)
LEIS(32): 0.13% Top=LTM NDLS BYD PNK EXPE WYN SGMS WEN ….. SIX WYNN MGM QUNR SBUX DNKN MPEL YUM=Bottom (Leisure)
COSW(82): 0.10% Top=CDNS NCR ULTI EQIX CVLT UIS TTWO ORCL ….. NQ SPLK BIDU GRPN TRAK DWRE SINA DATA=Bottom (Computer Software/Internet)
HEAL(56): 0.04% Top=HGR KND MOH EW BKD ZLTQ SYK ZMH ….. CYH VOLC PRXL ALGN THOR HOLX DXCM IRWD=Bottom (Health)
REAL(71): -0.04% Top=WAC NRF HLSS NLY DLR ARCP TWO AGNC ….. EXR HPT PLD REG SNH RLGY SRC EJ=Bottom (Real Estate)
RETA(63): -0.16% Top=EBAY SBH AEO CHS MELI LB WMT FINL ….. PETM TFM WAG GME GES PIR SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.49% Top=TRN XPO SWFT UNP TDW EXPD JBHT CHRW ….. DAL GLNG NSC AIRM ALK UAL JBLU AAL=Bottom (Transportation)
META(25): -2.02% Top=HSC CNX STLD NUE NEM SLCA AA FCX ….. SLW AUY EGO GG CLF AEM CCJ RGLD=Bottom (Metals & Mining)

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 3:00 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 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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
35.6% of stocks are above yesterday’s high.
71.9% are above yesterday’s midpoint. (28.1% are below.)
10.3% are below yesterday’s low.
54.1% are inside yesterday’s range.
61.2% of stocks with today’s high > yesterday’s high. (38.8% less than).
27.2% of stocks with today’s low < yesterday’s low. (72.8% greater than).

EVIDENCE OF INTRADAY TREND
53.6% of stocks are above today’s open. (44.5% are below).
50.7% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.8% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN
61.1% of stocks are above yesterday’s close. (38.9% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.8% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.3%…>=90:36.8%…>=80:49.9%…>=50:74.9%…<=20:8.1%…<=10:2.8%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:78.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.6% above previous 1 highs, 10.3% below previous 1 lows
29.9% above previous 2 highs, 8.1% below previous 2 lows
28.9% above previous 3 highs, 5.4% below previous 3 lows
28.5% above previous 4 highs, 3.6% below previous 4 lows
28.1% above previous 5 highs, 3.0% below previous 5 lows
27.1% above previous 6 highs, 2.8% below previous 6 lows
26.3% above previous 7 highs, 2.8% below previous 7 lows
25.3% above previous 8 highs, 2.4% below previous 8 lows
25.1% above previous 9 highs, 1.9% below previous 9 lows
24.8% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.1% are above or equal to 8/20 close (1 days ago), 38.9% are below.
66.9% are above or equal to 8/19 close (2 days ago), 33.1% are below.
74.7% are above or equal to 8/18 close (3 days ago), 25.3% are below.
87.6% are above or equal to 8/15 close (4 days ago), 12.4% are below.
86.6% are above or equal to 8/14 close (5 days ago), 13.4% are below.
85.2% are above or equal to 8/13 close (6 days ago), 14.8% are below.
86.9% are above or equal to 8/12 close (7 days ago), 13.1% are below.
80.8% are above or equal to 8/11 close (8 days ago), 19.2% are below.
83.9% are above or equal to 8/8 close (9 days ago), 16.1% are below.
89.6% are above or equal to 8/7 close (10 days ago), 10.4% are below.
85.6% are above or equal to 8/6 close (11 days ago), 14.4% are below.
84.0% are above or equal to 8/5 close (12 days ago), 16.0% are below.
77.9% are above or equal to 8/4 close (13 days ago), 22.1% are below.
83.2% are above or equal to 8/1 close (14 days ago), 16.8% are below.
79.6% are above or equal to 7/31 close (15 days ago), 20.4% are below.
63.5% are above or equal to 7/30 close (16 days ago), 36.5% are below.
62.9% are above or equal to 7/29 close (17 days ago), 37.1% are below.
59.2% are above or equal to 7/28 close (18 days ago), 40.8% are below.
58.3% are above or equal to 7/25 close (19 days ago), 41.7% are below.
52.6% are above or equal to 7/24 close (20 days ago), 47.4% are below.
53.9% are above or equal to 7/23 close (21 days ago), 46.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 21.8% new highs, 2.1% new lows
21d: 20.6% new highs, 2.1% new lows
42d: 13.2% new highs, 1.7% new lows
63d: 12.0% new highs, 1.5% new lows
126d: 9.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.9% above, 41.1% below
3-day: 65.8% above, 34.2% below
4-day: 71.1% above, 28.9% below
5-day: 78.9% above, 21.1% below
8-day: 85.1% above, 14.9% below
10-day: 85.0% above, 15.0% below
20-day: 78.8% above, 21.2% below
50-day: 60.3% above, 39.7% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 2:00 pm ET)
FINA(80): 0.84% Top=OCN BAC STI WETF RF HCBK RJF FHN ….. APO EVR ARMK BX PHH CBOE LM CIT=Bottom (Banks/Financials)
INSU(33): 0.58% Top=AHL CNO HIG PGR L AIG ACE AGO ….. MMC RDN AFL ALL UNM MTG MBI AFSI=Bottom (Insurance)
MATE(31): 0.52% Top=CLH PWR OC EXP AWI MTH MDC TOL ….. DAR WM DHI KBH MTZ FLR CVA MLM=Bottom (Materials & Construction)
COHW(48): 0.50% Top=HPQ GOGO OLED JDSU CCI CIEN FNSR COMM ….. SNDK WIN UBNT BRCD TMUS ARRS MOBI BBRY=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.30% Top=SMTC ONNN APH INVN INTC CODE JASO TRMB ….. NVDA CREE SUNE SPWR BRKR CSIQ CPHD GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(48): 0.24% Top=HMSY Z WTW JEC KBR WOOF RRD MCO ….. AAN DV SCI PCLN CAR HTZ ULTA MYGN=Bottom (Diversified Services)
CONS(57): 0.21% Top=RDEN KS AVP JAH BERY IP UFS PKG ….. GT BC PVH WHR TPX UA NUS KATE=Bottom (Consumer)
ENER(112): 0.17% Top=REXX AREX RES SN BBG SFY NFX CXO ….. TSO RSPP ATW OKS HP PDCE HOS PVA=Bottom (Energy)
MANU(41): 0.16% Top=RXN JKS AGCO ENS BWC GNRC ATI KMT ….. MIDD ETN XYL CFX PH TKR CMI PLL=Bottom (Manufacturing)
LEIS(32): 0.15% Top=LTM BYD NDLS PNK EXPE WYN WEN MCD ….. BLMN SBUX MGM DNKN WYNN SIX YUM MPEL=Bottom (Leisure)
CHEM(30): 0.13% Top=TROX SHW PX PPG CF RPM MOS DD ….. CE GRA APD GPRE FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.13% Top=HGR KND MOH ZLTQ EW BKD COO BAX ….. OPK CYH VOLC ALGN HOLX PRXL DXCM IRWD=Bottom (Health)
COSW(82): 0.05% Top=NCR CDNS EQIX UIS TTWO ULTI ORCL CSC ….. WBMD VMW FEYE DWRE BIDU TRAK SINA DATA=Bottom (Computer Software/Internet)
REAL(71): 0.01% Top=WAC NRF ARCP NLY DLR HLSS GLPI TWO ….. DRE REG PLD EXR SNH RLGY SRC EJ=Bottom (Real Estate)
RETA(63): -0.12% Top=EBAY AEO SBH CHS LB FIVE LOW FINL ….. DLTR KORS CST GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.54% Top=TRN XPO CNI UNP JBHT CHRW FDX SWFT ….. GLNG HA NSC AIRM UAL ALK JBLU AAL=Bottom (Transportation)
META(25): -2.08% Top=HSC STLD CNX NUE AA NEM FCX SLCA ….. SLW AUY EGO GG CLF AEM RGLD CCJ=Bottom (Metals & Mining)

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/

08/20/2014

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

Closing Stats
by daytrend on 20140820. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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

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

COMPARED TO YESTERDAY’S RANGE
34.0% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
13.0% are below yesterday’s low.
53.0% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
50.6% of stocks with today’s low < yesterday’s low. (49.4% greater than).

EVIDENCE OF INTRADAY TREND
72.8% of stocks are above today’s open. (25.6% are below).
61.5% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
3.2% of stocks opened above yesterday’s high.
22.5% of stocks opened above yesterday’s close. (72.3% opened below yesterday’s close).
13.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.1% of stocks are in the top 10% of today’s range.
37.7% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN
65.4% of stocks are above yesterday’s close. (34.6% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.4% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.6%…>=90:40.5%…>=80:55.7%…>=50:79.9%…<=20:3.8%…<=10:1.1%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.9%…>=50:78.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:72.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.0% above previous 1 highs, 13.0% below previous 1 lows
32.0% above previous 2 highs, 5.9% below previous 2 lows
30.8% above previous 3 highs, 2.0% below previous 3 lows
29.8% above previous 4 highs, 1.6% below previous 4 lows
28.3% above previous 5 highs, 1.2% below previous 5 lows
27.3% above previous 6 highs, 0.9% below previous 6 lows
26.4% above previous 7 highs, 0.8% below previous 7 lows
26.3% above previous 8 highs, 0.6% below previous 8 lows
25.6% above previous 9 highs, 0.4% below previous 9 lows
25.5% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.4% are above or equal to 8/19 close (1 days ago), 34.6% are below.
72.8% are above or equal to 8/18 close (2 days ago), 27.2% are below.
88.3% are above or equal to 8/15 close (3 days ago), 11.7% are below.
86.5% are above or equal to 8/14 close (4 days ago), 13.5% are below.
85.8% are above or equal to 8/13 close (5 days ago), 14.2% are below.
86.1% are above or equal to 8/12 close (6 days ago), 13.9% are below.
80.6% are above or equal to 8/11 close (7 days ago), 19.4% are below.
83.9% are above or equal to 8/8 close (8 days ago), 16.1% are below.
89.4% are above or equal to 8/7 close (9 days ago), 10.6% are below.
85.5% are above or equal to 8/6 close (10 days ago), 14.5% are below.
83.9% are above or equal to 8/5 close (11 days ago), 16.1% are below.
77.7% are above or equal to 8/4 close (12 days ago), 22.3% are below.
82.0% are above or equal to 8/1 close (13 days ago), 18.0% are below.
77.1% are above or equal to 7/31 close (14 days ago), 22.9% are below.
61.5% are above or equal to 7/30 close (15 days ago), 38.5% are below.
62.8% are above or equal to 7/29 close (16 days ago), 37.2% are below.
57.5% are above or equal to 7/28 close (17 days ago), 42.5% are below.
56.7% are above or equal to 7/25 close (18 days ago), 43.3% are below.
51.1% are above or equal to 7/24 close (19 days ago), 48.9% are below.
51.5% are above or equal to 7/23 close (20 days ago), 48.5% are below.
51.9% are above or equal to 7/22 close (21 days ago), 48.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.2% new highs, 1.0% new lows
21d: 19.2% new highs, 1.0% new lows
42d: 13.3% new highs, 1.0% new lows
63d: 12.2% new highs, 0.8% new lows
126d: 9.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.1% above, 35.9% below
3-day: 71.3% above, 28.7% below
4-day: 80.9% above, 19.1% below
5-day: 82.3% above, 17.7% below
8-day: 85.5% above, 14.5% below
10-day: 86.1% above, 13.9% below
20-day: 78.4% above, 21.6% below
50-day: 60.0% above, 40.0% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140820 Closing)
RETA(64): 0.87% Top=AEO ANN KORS ANF HD DDS KSS M ….. DSW SIG EBAY MELI FIVE WFM TFM SPLS=Bottom (Retail & Specialty Retail)
TRAN(26): 0.71% Top=UAL JBLU LUV DAL TRN SAVE KSU CNI ….. CHRW EXPD XPO TDW SWFT JBHT CNW AIRM=Bottom (Transportation)
ELEC(52): 0.63% Top=FCS ATML MU CY CODE CPHD TER SUNE ….. SCTY NVDA AMAT TEL BRKR SANM GTAT JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.50% Top=PH CMI DRC ETN JKS XYL GE FLS ….. AGCO ENS AOS GTLS MIDD BGC KMT GNRC=Bottom (Manufacturing)
COHW(47): 0.45% Top=SWIR BBRY SNDK TMUS GOGO QCOM COMM CIEN ….. NSR WIN PLCM CCOI EMC LXK XLS HPQ=Bottom (Computer Hardware/Telecom)
META(25): 0.44% Top=CENX FCX SLCA TCK BTU CCJ PAAS SLW ….. CNX NEM ABX EGO X SWC AEM AKS=Bottom (Metals & Mining)
REAL(73): 0.43% Top=EJ WAC ARCP OHI ESRT SNH LHO DRH ….. PCL SKT SHO CUBE AMT CUZ RHP GLPI=Bottom (Real Estate)
FINA(81): 0.29% Top=EV SCHW AMTD DFS IVZ LAZ AINV KEY ….. CIT PHH ACAS OCN CBOE FMER APO EVR=Bottom (Banks/Financials)
ENER(112): 0.27% Top=EXXI PBF SN ESV PWE GDP ATHL HP ….. SFY HOS SGY RES RIG ROSE BAS REXX=Bottom (Energy)
MATE(31): 0.25% Top=BZH FAST FLR KBH MAS WM MTH RSG ….. USG PWR DAR VMC MDR MDC TPH OC=Bottom (Materials & Construction)
CONS(57): 0.17% Top=RDEN PVH WWW RL COH SHOO VFC FBHS ….. OI IP MWV BERY BLL IRBT KS UFS=Bottom (Consumer)
CHEM(30): 0.16% Top=HUN CE MON OLN EMN MEOH MOS WLK ….. DD PX PPG APD POL CHMT TROX FTK=Bottom (Chemicals/Fertilizers)
INSU(33): 0.13% Top=AFSI L LNC WRB AGO WSH ALL AXS ….. PRU PGR MMC GNW RDN FAF MBI MTG=Bottom (Insurance)
DISV(49): 0.09% Top=JEC ADT ULTA Z XRS SBAC KBR URI ….. ACM TMH RRD VNTV ATHN AAN ASGN HTZ=Bottom (Diversified Services)
LEIS(32): -0.05% Top=NDLS DNKN SEAS YUM MAR PNRA LVS MGM ….. WEN TXRH QUNR LTM CAKE JACK OWW BYD=Bottom (Leisure)
HEAL(58): -0.06% Top=AMSG HGR THOR HNT MOH RMD GMED ESRX ….. ABT PKI MD PRXL DXCM OPK ZLTQ PODD=Bottom (Health)
COSW(83): -0.12% Top=PWRD JD NQ FFIV MDRX BR SNCR EA ….. RHT ADBE WBMD WWWW QLIK MDSO SPLK CSOD=Bottom (Computer Software/Internet)

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 @ 2:13 pm

Market Stats at 3:13 pm ET
by daytrend on 20140820. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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
37.1% of stocks are above yesterday’s high.
67.0% are above yesterday’s midpoint. (33.0% are below.)
12.8% are below yesterday’s low.
50.1% are inside yesterday’s range.
49.7% of stocks with today’s high > yesterday’s high. (50.3% less than).
50.4% of stocks with today’s low < yesterday’s low. (49.6% greater than).

EVIDENCE OF INTRADAY TREND
73.8% of stocks are above today’s open. (24.5% are below).
63.2% of stocks are above today’s open and yesterday’s close.
21.6% are below both.
3.2% of stocks opened above yesterday’s high.
22.5% of stocks opened above yesterday’s close. (72.3% opened below yesterday’s close).
13.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
34.8% of stocks are in the top 10% of today’s range.
51.7% are in the top 20%.
79.6% are in the top half. 20.4% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
68.9% of stocks are above yesterday’s close. (31.1% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.1% are up 3.5% or more. 0.3% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:27.4%…>=90:43.5%…>=80:59.2%…>=50:80.8%…<=20:4.0%…<=10:1.5%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.0%…>=50:78.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:72.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.1% above previous 1 highs, 12.8% below previous 1 lows
35.1% above previous 2 highs, 6.3% below previous 2 lows
34.0% above previous 3 highs, 2.3% below previous 3 lows
33.1% above previous 4 highs, 1.8% below previous 4 lows
31.7% above previous 5 highs, 1.3% below previous 5 lows
30.2% above previous 6 highs, 1.1% below previous 6 lows
29.3% above previous 7 highs, 0.8% below previous 7 lows
29.1% above previous 8 highs, 0.4% below previous 8 lows
28.1% above previous 9 highs, 0.3% below previous 9 lows
27.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.9% are above or equal to 8/19 close (1 days ago), 31.1% are below.
74.4% are above or equal to 8/18 close (2 days ago), 25.6% are below.
88.4% are above or equal to 8/15 close (3 days ago), 11.6% are below.
86.2% are above or equal to 8/14 close (4 days ago), 13.8% are below.
86.0% are above or equal to 8/13 close (5 days ago), 14.0% are below.
86.5% are above or equal to 8/12 close (6 days ago), 13.5% are below.
80.8% are above or equal to 8/11 close (7 days ago), 19.2% are below.
84.3% are above or equal to 8/8 close (8 days ago), 15.7% are below.
89.3% are above or equal to 8/7 close (9 days ago), 10.7% are below.
85.7% are above or equal to 8/6 close (10 days ago), 14.3% are below.
83.9% are above or equal to 8/5 close (11 days ago), 16.1% are below.
77.9% are above or equal to 8/4 close (12 days ago), 22.1% are below.
82.0% are above or equal to 8/1 close (13 days ago), 18.0% are below.
77.3% are above or equal to 7/31 close (14 days ago), 22.7% are below.
61.7% are above or equal to 7/30 close (15 days ago), 38.3% are below.
63.0% are above or equal to 7/29 close (16 days ago), 37.0% are below.
57.3% are above or equal to 7/28 close (17 days ago), 42.7% are below.
56.8% are above or equal to 7/25 close (18 days ago), 43.2% are below.
51.6% are above or equal to 7/24 close (19 days ago), 48.4% are below.
51.5% are above or equal to 7/23 close (20 days ago), 48.5% are below.
52.2% are above or equal to 7/22 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.6% new highs, 1.0% new lows
21d: 17.6% new highs, 1.0% new lows
42d: 12.2% new highs, 1.0% new lows
63d: 11.2% new highs, 0.8% new lows
126d: 8.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.2% above, 33.8% below
3-day: 73.6% above, 26.4% below
4-day: 82.1% above, 17.9% below
5-day: 83.8% above, 16.2% below
8-day: 85.5% above, 14.5% below
10-day: 86.4% above, 13.6% below
20-day: 78.2% above, 21.8% below
50-day: 59.8% above, 40.2% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140820 3:13 pm ET)
RETA(64): 0.94% Top=AEO ANN KORS SHLD HD ANF DDS M ….. VSI FIVE MELI DSW SIG WFM TFM SPLS=Bottom (Retail & Specialty Retail)
TRAN(26): 0.79% Top=UAL JBLU LUV TRN DAL SAVE KSU UNP ….. CHRW EXPD SWFT XPO TDW JBHT CNW AIRM=Bottom (Transportation)
ELEC(52): 0.75% Top=FCS ATML MU CY CODE AMKR SUNE TER ….. SCTY AMAT KLAC NVDA TEL SANM GTAT JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.64% Top=PH CMI JKS ETN FLS XYL HON GE ….. AGCO ENS AOS GTLS MIDD BGC KMT GNRC=Bottom (Manufacturing)
COHW(47): 0.53% Top=SWIR BBRY GOGO TMUS SNDK COMM QCOM RKUS ….. PANW LXK WIN CCOI NSR EMC HPQ XLS=Bottom (Computer Hardware/Telecom)
REAL(73): 0.45% Top=EJ ESRT DLR OHI DRH WAC LHO AIV ….. CLNY SHO PCL SKT CUZ AMT RHP GLPI=Bottom (Real Estate)
FINA(81): 0.39% Top=EV SCHW AMTD IVZ DFS LAZ KEY WETF ….. BX PHH ACAS CBOE FMER OCN APO EVR=Bottom (Banks/Financials)
META(25): 0.34% Top=CENX SLCA FCX TCK CCJ BTU AA PAAS ….. X SWC GG NEM EGO ABX AEM AKS=Bottom (Metals & Mining)
MATE(31): 0.28% Top=BZH KBH FLR FAST MAS TREX WM DHI ….. USG VMC PWR TPH DAR MDC MDR OC=Bottom (Materials & Construction)
ENER(112): 0.21% Top=EXXI PBF SN ESV BPL CXO ATHL HFC ….. SGY SFY BAS HOS RIG ROSE REXX RES=Bottom (Energy)
CONS(57): 0.19% Top=RDEN WWW PVH COH RL SHOO FL VFC ….. BERY MWV OI IP MAT IRBT KS UFS=Bottom (Consumer)
INSU(33): 0.18% Top=AFSI LNC WRB L AGO AIG WSH ORI ….. FNF BRO PRU GNW FAF RDN MTG MBI=Bottom (Insurance)
CHEM(30): 0.15% Top=HUN CE OLN MON ASH MEOH EMN DOW ….. GRA PX POT CHMT APD POL FTK TROX=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.07% Top=AMSG HGR THOR MOH HNT THC KND WX ….. MD ABT PKI PRXL DXCM ZLTQ OPK PODD=Bottom (Health)
LEIS(32): 0.05% Top=NDLS DNKN SEAS PNRA MAR YUM SIX MGM ….. MPEL WEN QUNR CAKE JACK LTM BYD OWW=Bottom (Leisure)
COSW(83): -0.06% Top=PWRD JD NQ MDRX FFIV YELP SNCR BR ….. CVLT WBMD DBD WWWW QLIK SPLK MDSO CSOD=Bottom (Computer Software/Internet)
DISV(49): -0.07% Top=JEC ADT ULTA Z KBR URI SBAC TYC ….. TMH VNTV ACM ATHN RRD AAN ASGN HTZ=Bottom (Diversified Services)

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 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/19/2014

Filed under: Market Stats — daytrend @ 3:03 pm

Closing Stats
by daytrend on 20140819. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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

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

COMPARED TO YESTERDAY’S RANGE
50.4% of stocks are above yesterday’s high.
79.0% are above yesterday’s midpoint. (21.0% are below.)
5.8% are below yesterday’s low.
43.8% are inside yesterday’s range.
81.6% of stocks with today’s high > yesterday’s high. (18.4% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND
61.7% of stocks are above today’s open. (36.6% are below).
59.9% of stocks are above today’s open and yesterday’s close.
27.4% are below both.
30.6% of stocks opened above yesterday’s high.
73.1% of stocks opened above yesterday’s close. (20.3% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN
71.2% of stocks are above yesterday’s close. (28.8% are below.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
2.3% are up 3.5% or more. 0.2% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:23.4%…>=90:39.1%…>=80:62.5%…>=50:86.9%…<=20:2.3%…<=10:0.7%…<=5:0.2%…
9-day: >=95:0.1%…>=90:0.4%…>=80:3.6%…>=50:79.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.7%…>=50:70.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.4% above previous 1 highs, 5.8% below previous 1 lows
46.5% above previous 2 highs, 1.1% below previous 2 lows
43.9% above previous 3 highs, 0.8% below previous 3 lows
42.4% above previous 4 highs, 0.5% below previous 4 lows
39.8% above previous 5 highs, 0.5% below previous 5 lows
37.5% above previous 6 highs, 0.5% below previous 6 lows
37.2% above previous 7 highs, 0.3% below previous 7 lows
36.0% above previous 8 highs, 0.3% below previous 8 lows
34.7% above previous 9 highs, 0.3% below previous 9 lows
32.4% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.2% are above or equal to 8/18 close (1 days ago), 28.8% are below.
89.4% are above or equal to 8/15 close (2 days ago), 10.6% are below.
87.0% are above or equal to 8/14 close (3 days ago), 13.0% are below.
85.4% are above or equal to 8/13 close (4 days ago), 14.6% are below.
86.5% are above or equal to 8/12 close (5 days ago), 13.5% are below.
80.8% are above or equal to 8/11 close (6 days ago), 19.2% are below.
85.0% are above or equal to 8/8 close (7 days ago), 15.0% are below.
90.4% are above or equal to 8/7 close (8 days ago), 9.6% are below.
86.0% are above or equal to 8/6 close (9 days ago), 14.0% are below.
84.1% are above or equal to 8/5 close (10 days ago), 15.9% are below.
77.7% are above or equal to 8/4 close (11 days ago), 22.3% are below.
82.7% are above or equal to 8/1 close (12 days ago), 17.3% are below.
77.3% are above or equal to 7/31 close (13 days ago), 22.7% are below.
58.4% are above or equal to 7/30 close (14 days ago), 41.6% are below.
59.0% are above or equal to 7/29 close (15 days ago), 41.0% are below.
55.3% are above or equal to 7/28 close (16 days ago), 44.7% are below.
55.3% are above or equal to 7/25 close (17 days ago), 44.7% are below.
47.9% are above or equal to 7/24 close (18 days ago), 52.1% are below.
48.0% are above or equal to 7/23 close (19 days ago), 52.0% are below.
48.7% are above or equal to 7/22 close (20 days ago), 51.3% are below.
53.0% are above or equal to 7/21 close (21 days ago), 47.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.5% new highs, 0.5% new lows
21d: 22.2% new highs, 0.5% new lows
42d: 15.1% new highs, 0.4% new lows
63d: 13.9% new highs, 0.4% new lows
126d: 10.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.1% above, 29.9% below
3-day: 86.3% above, 13.7% below
4-day: 87.5% above, 12.5% below
5-day: 87.6% above, 12.4% below
8-day: 86.4% above, 13.6% below
10-day: 87.4% above, 12.6% below
20-day: 74.8% above, 25.2% below
50-day: 57.1% above, 42.9% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140819 Closing)
REAL(78): 2.90% Top=NCT PCL KIM REXR RHP BDN HLSS DRE ….. TWO STWD AMT GLPI NSM NRF EJ WAC=Bottom (Real Estate)
MATE(31): 1.53% Top=RYL LEN DHI TREX MTH KBH OC USG ….. FAST PWR CVA CLH VMC MTZ DAR FLR=Bottom (Materials & Construction)
RETA(65): 1.48% Top=TJX HD PIR URBN AEO ROST RH JCP ….. KMX WFM ORLY VSI LINTA DG DANG GES=Bottom (Retail & Specialty Retail)
ELEC(55): 1.03% Top=JASO TSL CAVM CODE FSL IDTI CRUS AMBA ….. MXIM FSLR INTC AMAT TRMB CGNX OVTI SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(114): 0.73% Top=MHR WPX REXX UPL PBF BBG WNR ALJ ….. SFY CJES RES ROSE AREX LPI RSPP ATHL=Bottom (Energy)
HEAL(59): 0.53% Top=KND MOH BKD THOR GMED HNT CNC AET ….. CYH PODD BCR PKI THC MR IRWD OPK=Bottom (Health)
DISV(50): 0.52% Top=WTW HMSY AL ASGN DV R CATM HTZ ….. SCI PCLN VRSK MA XRS ADT CAR SBAC=Bottom (Diversified Services)
COSW(83): 0.48% Top=NOW FFIV QLIK MDAS SNCR RHT CTSH N ….. LNKD AWAY ATVI TRI TRAK RATE CSOD FEYE=Bottom (Computer Software/Internet)
CONS(57): 0.47% Top=UFS LULU WWW FL WHR KATE AVY LEG ….. BC BERY NWL JAH CL ENR SKX GPK=Bottom (Consumer)
MANU(43): 0.40% Top=KMT JKS MHK CMI ZBRA GNRC ATU JOY ….. DE DDD CFX HON MIDD AGCO BWC GTLS=Bottom (Manufacturing)
LEIS(33): 0.38% Top=EAT PNRA NDLS TXRH STAY SIX SGMS DNKN ….. LVS MGM CCL BLMN WYN BYD JACK SEAS=Bottom (Leisure)
COHW(46): 0.32% Top=UBNT JNPR RKUS CCOI AAPL XLS SNDK ARUN ….. OLED NSR WIN CIEN T NTAP WDC FNSR=Bottom (Computer Hardware/Telecom)
CHEM(31): 0.31% Top=GPRE WLK RPM AXLL GRA MEOH IFF DD ….. PX POL TROX FMC CF FTK POT CHMT=Bottom (Chemicals/Fertilizers)
FINA(81): 0.14% Top=WDR PHH LAZ JNS PACW AXP OCN FHN ….. FNFG AINV FSC HBAN AMTD RF APO ICE=Bottom (Banks/Financials)
TRAN(27): 0.09% Top=TRN GLNG AIRM CHRW UPS YRCW UNP HA ….. LUV UAL KSU ALK AAL XPO CNW SAVE=Bottom (Transportation)
INSU(33): -0.00% Top=MTG RDN FAF AON MMC LNC HIG BRO ….. TMK WRB ALL PRU UNM MBI AGO AFSI=Bottom (Insurance)
META(27): -0.38% Top=BTU SLCA STLD HSC CNX AA NUE AKS ….. SCCO TCK PAAS AUY SLW SWC SSRI CCJ=Bottom (Metals & Mining)

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/

08/18/2014

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

Closing Stats
by daytrend on 20140818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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
53.5% of stocks are above yesterday’s high.
89.4% are above yesterday’s midpoint. (10.6% are below.)
1.7% are below yesterday’s low.
44.8% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
6.8% of stocks with today’s low < yesterday’s low. (93.2% greater than).

EVIDENCE OF INTRADAY TREND
76.2% of stocks are above today’s open. (22.9% are below).
75.5% of stocks are above today’s open and yesterday’s close.
10.7% are below both.
21.7% of stocks opened above yesterday’s high.
93.4% of stocks opened above yesterday’s close. (5.7% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
28.0% of stocks are in the top 10% of today’s range.
45.0% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN
88.8% of stocks are above yesterday’s close. (11.2% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
3.0% are up 3.5% or more. 0.0% are down 3.5% or more.
42.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:20.8%…>=90:34.4%…>=80:56.0%…>=50:89.3%…<=20:2.1%…<=10:0.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:73.2%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:65.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
53.5% above previous 1 highs, 1.7% below previous 1 lows
46.8% above previous 2 highs, 1.3% below previous 2 lows
44.0% above previous 3 highs, 1.0% below previous 3 lows
41.1% above previous 4 highs, 0.8% below previous 4 lows
39.0% above previous 5 highs, 0.8% below previous 5 lows
38.7% above previous 6 highs, 0.6% below previous 6 lows
35.9% above previous 7 highs, 0.5% below previous 7 lows
34.8% above previous 8 highs, 0.4% below previous 8 lows
32.8% above previous 9 highs, 0.4% below previous 9 lows
32.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.8% are above or equal to 8/15 close (1 days ago), 11.2% are below.
84.4% are above or equal to 8/14 close (2 days ago), 15.6% are below.
83.9% are above or equal to 8/13 close (3 days ago), 16.1% are below.
84.6% are above or equal to 8/12 close (4 days ago), 15.4% are below.
76.9% are above or equal to 8/11 close (5 days ago), 23.1% are below.
81.0% are above or equal to 8/8 close (6 days ago), 19.0% are below.
89.7% are above or equal to 8/7 close (7 days ago), 10.3% are below.
83.2% are above or equal to 8/6 close (8 days ago), 16.8% are below.
81.4% are above or equal to 8/5 close (9 days ago), 18.6% are below.
74.9% are above or equal to 8/4 close (10 days ago), 25.1% are below.
80.2% are above or equal to 8/1 close (11 days ago), 19.8% are below.
74.3% are above or equal to 7/31 close (12 days ago), 25.7% are below.
53.8% are above or equal to 7/30 close (13 days ago), 46.2% are below.
54.6% are above or equal to 7/29 close (14 days ago), 45.4% are below.
51.9% are above or equal to 7/28 close (15 days ago), 48.1% are below.
50.5% are above or equal to 7/25 close (16 days ago), 49.5% are below.
45.0% are above or equal to 7/24 close (17 days ago), 55.0% are below.
44.7% are above or equal to 7/23 close (18 days ago), 55.3% are below.
44.9% are above or equal to 7/22 close (19 days ago), 55.1% are below.
49.2% are above or equal to 7/21 close (20 days ago), 50.8% are below.
45.9% are above or equal to 7/18 close (21 days ago), 54.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.6% new highs, 1.1% new lows
21d: 16.2% new highs, 1.1% new lows
42d: 11.2% new highs, 0.9% new lows
63d: 10.5% new highs, 0.5% new lows
126d: 7.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.8% above, 12.2% below
3-day: 89.3% above, 10.7% below
4-day: 88.0% above, 12.0% below
5-day: 87.8% above, 12.2% below
8-day: 86.5% above, 13.5% below
10-day: 86.6% above, 13.4% below
20-day: 68.7% above, 31.3% below
50-day: 53.7% above, 46.3% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140818 Closing)
TRAN(28): 2.33% Top=GBX HA UAL AAL LUV SAVE ALK JBLU ….. CSX GLNG FDX UPS CNI KSU CP TDW=Bottom (Transportation)
MATE(31): 1.73% Top=BZH TPH MTH KBH PHM SPF MDC EXP ….. MLM WM DAR MDR CVA RYN RSG TREX=Bottom (Materials & Construction)
DISV(53): 1.69% Top=HMSY HTZ WTW AAN MAN AL MMS MYGN ….. TW SCI CXW PCLN TMH MCO GEO Z=Bottom (Diversified Services)
RETA(65): 1.47% Top=DG AEO JCP DANG GES GME BBY URBN ….. SFM CST KR SHLD PETM HD RAD DLTR=Bottom (Retail & Specialty Retail)
COSW(85): 1.40% Top=ACXM WBMD NQ DATA DWRE PTC CSOD GRPN ….. CA BIDU MDSO AOL MDRX ATVI LNKD FEYE=Bottom (Computer Software/Internet)
MANU(43): 1.36% Top=RXN FLS JOY MIDD KMT RS ITT MHK ….. ATI PCP SWK DDD MRC GTLS DRC JKS=Bottom (Manufacturing)
ELEC(55): 1.33% Top=GTAT JASO CSIQ TSL AMBA IDTI SPWR SUNE ….. TXN GRMN SWKS LLTC XLNX MCHP INVN AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(33): 1.30% Top=SGMS BYD OWW RCL SIX DRI TXRH EAT ….. DPZ BLMN QUNR DNKN MCD MAR MGM NDLS=Bottom (Leisure)
CONS(57): 1.24% Top=BC KATE PAY FBHS GT SKX HBI TUMI ….. CLX COH JAH RKT TUP ENR BMS NUS=Bottom (Consumer)
META(27): 1.18% Top=AKS X STLD NUE CENX SSRI PAAS AA ….. ABX AUY BTU EGO GG NEM CNX WLT=Bottom (Metals & Mining)
CHEM(32): 1.13% Top=WLK GPRE GRA CHMT CF MEOH DOW ASH ….. TROX HUN OLN RPM SHW FMC WPZ MON=Bottom (Chemicals/Fertilizers)
FINA(83): 1.10% Top=WETF FNGN UMPQ SCHW TCB FNFG KKR PFG ….. CIT AINV SLM ARMK PHH BX FRC OCN=Bottom (Banks/Financials)
HEAL(61): 1.00% Top=PODD SPNC ZLTQ AMSG THC DGX BKD WX ….. MDT VOLC HOLX SEM KND GMED IRWD HGR=Bottom (Health)
INSU(35): 0.99% Top=MTG CNO GNW LNC AIZ PRU MET AJG ….. VR CINF WSH RDN MBI L FNF AFSI=Bottom (Insurance)
REAL(77): 0.97% Top=DRH EJ BEE SHO LHO ACC DCT CUZ ….. TWO NLY MAC AGNC CLNY GLPI ARCP PMT=Bottom (Real Estate)
COHW(46): 0.88% Top=UBNT GOGO CIEN RKUS XLS CCOI BBRY FNSR ….. BCE T MSI COMM BRCD NTAP TMUS ARRS=Bottom (Computer Hardware/Telecom)
ENER(115): 0.37% Top=PBF DK WFT PSX BCEI CRK PES MTDR ….. DO ECA HES MHR PWE COP EXXI ETE=Bottom (Energy)

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/

08/17/2014

Filed under: Market Stats — daytrend @ 3:04 pm

Market Stats at End of Day
by daytrend on 20140815. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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
19.9% of stocks are above yesterday’s high.
49.2% are above yesterday’s midpoint. (50.8% are below.)
21.3% are below yesterday’s low.
58.8% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high. (30.2% less than).
57.4% of stocks with today’s low < yesterday’s low. (42.6% greater than).

EVIDENCE OF INTRADAY TREND
26.4% of stocks are above today’s open. (72.9% are below).
25.2% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
43.0% of stocks opened above yesterday’s high.
92.1% of stocks opened above yesterday’s close. (5.9% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.8% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
46.7% are in the top half. 53.3% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN
42.6% of stocks are above yesterday’s close. (57.4% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
1.5% are up 3.5% or more. 0.9% are down 3.5% or more.
73.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.9%…>=90:17.5%…>=80:28.3%…>=50:57.8%…<=20:9.9%…<=10:3.9%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:56.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:50.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.9% above previous 1 highs, 21.3% below previous 1 lows
16.8% above previous 2 highs, 10.8% below previous 2 lows
15.4% above previous 3 highs, 6.6% below previous 3 lows
13.3% above previous 4 highs, 6.1% below previous 4 lows
12.8% above previous 5 highs, 3.1% below previous 5 lows
11.5% above previous 6 highs, 2.5% below previous 6 lows
10.8% above previous 7 highs, 1.7% below previous 7 lows
9.8% above previous 8 highs, 1.6% below previous 8 lows
9.5% above previous 9 highs, 1.5% below previous 9 lows
9.1% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.6% are above or equal to 8/14 close (1 days ago), 57.4% are below.
55.4% are above or equal to 8/13 close (2 days ago), 44.6% are below.
71.9% are above or equal to 8/12 close (3 days ago), 28.1% are below.
61.3% are above or equal to 8/11 close (4 days ago), 38.7% are below.
68.2% are above or equal to 8/8 close (5 days ago), 31.8% are below.
82.8% are above or equal to 8/7 close (6 days ago), 17.2% are below.
73.6% are above or equal to 8/6 close (7 days ago), 26.4% are below.
73.9% are above or equal to 8/5 close (8 days ago), 26.1% are below.
62.8% are above or equal to 8/4 close (9 days ago), 37.2% are below.
71.2% are above or equal to 8/1 close (10 days ago), 28.8% are below.
65.6% are above or equal to 7/31 close (11 days ago), 34.4% are below.
42.9% are above or equal to 7/30 close (12 days ago), 57.1% are below.
44.4% are above or equal to 7/29 close (13 days ago), 55.6% are below.
40.8% are above or equal to 7/28 close (14 days ago), 59.2% are below.
39.9% are above or equal to 7/25 close (15 days ago), 60.1% are below.
35.8% are above or equal to 7/24 close (16 days ago), 64.2% are below.
36.9% are above or equal to 7/23 close (17 days ago), 63.1% are below.
37.6% are above or equal to 7/22 close (18 days ago), 62.4% are below.
41.5% are above or equal to 7/21 close (19 days ago), 58.5% are below.
39.8% are above or equal to 7/18 close (20 days ago), 60.2% are below.
46.2% are above or equal to 7/17 close (21 days ago), 53.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.0% new highs, 4.4% new lows
21d: 11.8% new highs, 4.3% new lows
42d: 7.7% new highs, 3.2% new lows
63d: 6.6% new highs, 1.9% new lows
126d: 4.9% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.3% above, 58.7% below
3-day: 49.9% above, 50.1% below
4-day: 61.0% above, 39.0% below
5-day: 61.5% above, 38.5% below
8-day: 71.0% above, 29.0% below
10-day: 70.7% above, 29.3% below
20-day: 52.0% above, 48.0% below
50-day: 44.0% above, 56.0% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140815 EOD)
ENER(115): 1.15% Top=GDP UPL RSPP KMI MHR FANG PVA BCEI ….. BPL CVX PBF MMP TSO WNR EXXI DK=Bottom (Energy)
ELEC(55): 0.58% Top=AMAT GTAT CSIQ TSL CAVM TQNT SWKS LRCX ….. BRKR APH CPHD ATML WAT CREE AMBA OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): 0.52% Top=TROX AXLL CF MON MEOH FTK AGU CHMT ….. PX ASH DOW GRA IFF EMN HUN GPRE=Bottom (Chemicals/Fertilizers)
LEIS(33): 0.21% Top=SGMS SEAS QUNR HOT PNK LTM YUM EAT ….. STAY OWW WYN NDLS WEN TXRH DRI MPEL=Bottom (Leisure)
COHW(46): 0.12% Top=GOGO VSAT LVLT TMUS VIP BBRY ARUN SNDK ….. JDSU NSR LXK MSI PANW CIEN HPQ COMM=Bottom (Computer Hardware/Telecom)
INSU(35): 0.06% Top=MBI RDN AGO FNF AFSI MTG BRO VR ….. AIZ TMK PRU AON UNM MET CNO LNC=Bottom (Insurance)
TRAN(28): -0.03% Top=SWFT JBLU UPS CP ALK TDW GBX NSC ….. HA FDX YRCW AIRM AAL CNW EXPD XPO=Bottom (Transportation)
REAL(77): -0.11% Top=NRF NLY CLNY STWD GLPI TWO AMT PMT ….. LHO SHO NSM DCT DDR CBL BDN WAC=Bottom (Real Estate)
MANU(43): -0.12% Top=DRC JKS ZBRA RXN TEX ENS CFX DHR ….. CMI FLS PNR ITT GE KMT TKR MIDD=Bottom (Manufacturing)
DISV(53): -0.14% Top=Z HTZ XRS FLT CAR DV ACM WTW ….. PCLN ADS RHI TMH HMSY JEC ADT AAN=Bottom (Diversified Services)
CONS(57): -0.18% Top=NUS SHOO GPK SEE AVP CCK PKG PAY ….. TUMI LULU WHR IP TPX IRBT FL PVH=Bottom (Consumer)
MATE(31): -0.24% Top=USG MTZ MAS TPH AWI RSG RYN RYL ….. CLH LEN VMC TREX PWR FLR BZH FAST=Bottom (Materials & Construction)
COSW(84): -0.30% Top=SINA YELP NTES LOCK IACI AOL RATE MSFT ….. JD AZPN MDSO TTWO DATA DWRE FEYE ADSK=Bottom (Computer Software/Internet)
FINA(83): -0.34% Top=FRC OCN GGAL CBOE LAZ KEY CG VOYA ….. TROW FMER LM RF SCHW APO KKR FNGN=Bottom (Banks/Financials)
HEAL(61): -0.37% Top=A IRWD KND WX MR THOR EW HCA ….. DVA CVD SEM GMED WMGI DGX HOLX MOH=Bottom (Health)
META(27): -0.58% Top=CCJ SLCA SCCO SSRI FCX CENX CNX TCK ….. AEM SWC X EGO GG AKS RGLD WLT=Bottom (Metals & Mining)
RETA(65): -1.01% Top=NFLX RAD DANG BID CDW GES AMZN SIG ….. FINL PIR JCP DSW RH JWN GME DDS=Bottom (Retail & Specialty Retail)

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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/14/2014

Filed under: Market Stats — daytrend @ 3:29 pm

Closing Stats
by daytrend on 20140814. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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

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

COMPARED TO YESTERDAY’S RANGE
40.5% of stocks are above yesterday’s high.
70.9% are above yesterday’s midpoint. (29.1% are below.)
13.0% are below yesterday’s low.
46.5% are inside yesterday’s range.
66.0% of stocks with today’s high > yesterday’s high. (34.0% less than).
25.1% of stocks with today’s low < yesterday’s low. (74.9% greater than).

EVIDENCE OF INTRADAY TREND
57.2% of stocks are above today’s open. (41.1% are below).
53.9% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
18.7% of stocks opened above yesterday’s high.
69.2% of stocks opened above yesterday’s close. (25.3% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.5% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN
64.3% of stocks are above yesterday’s close. (35.7% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
1.6% are up 3.5% or more. 1.7% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.7%…>=90:29.2%…>=80:44.9%…>=50:74.2%…<=20:9.5%…<=10:4.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:59.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:52.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.5% above previous 1 highs, 13.0% below previous 1 lows
33.9% above previous 2 highs, 9.6% below previous 2 lows
28.8% above previous 3 highs, 8.5% below previous 3 lows
28.7% above previous 4 highs, 5.9% below previous 4 lows
26.5% above previous 5 highs, 4.4% below previous 5 lows
24.9% above previous 6 highs, 3.9% below previous 6 lows
22.8% above previous 7 highs, 3.2% below previous 7 lows
21.7% above previous 8 highs, 3.2% below previous 8 lows
20.1% above previous 9 highs, 3.0% below previous 9 lows
16.7% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.3% are above or equal to 8/13 close (1 days ago), 35.7% are below.
77.3% are above or equal to 8/12 close (2 days ago), 22.7% are below.
67.1% are above or equal to 8/11 close (3 days ago), 32.9% are below.
72.5% are above or equal to 8/8 close (4 days ago), 27.5% are below.
83.1% are above or equal to 8/7 close (5 days ago), 16.9% are below.
77.5% are above or equal to 8/6 close (6 days ago), 22.5% are below.
75.3% are above or equal to 8/5 close (7 days ago), 24.7% are below.
66.5% are above or equal to 8/4 close (8 days ago), 33.5% are below.
72.8% are above or equal to 8/1 close (9 days ago), 27.2% are below.
67.0% are above or equal to 7/31 close (10 days ago), 33.0% are below.
44.3% are above or equal to 7/30 close (11 days ago), 55.7% are below.
44.9% are above or equal to 7/29 close (12 days ago), 55.1% are below.
40.7% are above or equal to 7/28 close (13 days ago), 59.3% are below.
40.0% are above or equal to 7/25 close (14 days ago), 60.0% are below.
35.5% are above or equal to 7/24 close (15 days ago), 64.5% are below.
37.0% are above or equal to 7/23 close (16 days ago), 63.0% are below.
37.7% are above or equal to 7/22 close (17 days ago), 62.3% are below.
41.5% are above or equal to 7/21 close (18 days ago), 58.5% are below.
39.1% are above or equal to 7/18 close (19 days ago), 60.9% are below.
47.7% are above or equal to 7/17 close (20 days ago), 52.3% are below.
40.5% are above or equal to 7/16 close (21 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.9% new highs, 4.9% new lows
21d: 10.4% new highs, 4.9% new lows
42d: 7.7% new highs, 4.1% new lows
63d: 7.0% new highs, 2.5% new lows
126d: 5.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.9% above, 37.1% below
3-day: 74.6% above, 25.4% below
4-day: 72.0% above, 28.0% below
5-day: 73.5% above, 26.5% below
8-day: 78.0% above, 22.0% below
10-day: 75.1% above, 24.9% below
20-day: 52.2% above, 47.8% below
50-day: 45.3% above, 54.7% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140814 Closing)
MATE(32): 1.25% Top=TPH RYL BZH DHI SPF KBH MTH WY ….. RSG CVA BECN VMC FLR CLH RYN MDR=Bottom (Materials & Construction)
INSU(38): 0.97% Top=MBI RDN AGO GNW CNO AHL VR AFSI ….. AJG L ACGL WSH FNF MMC CLGX AON=Bottom (Insurance)
RETA(65): 0.86% Top=AAP JCP TFM GNC KSS M CAB AMZN ….. WAG SHLD KORS DSW RAD FIVE AEO DANG=Bottom (Retail & Specialty Retail)
CONS(57): 0.81% Top=WHR SEE HAR PKG GPK KS IP SKX ….. BMS CLX LULU PBI CL CROX UA WWW=Bottom (Consumer)
TRAN(30): 0.79% Top=UAL AAL DAL CP LUV CSX CNI KSU ….. GBX CHRW UPS SWFT JBLU JBHT YRCW XPO=Bottom (Transportation)
MANU(44): 0.55% Top=MIDD MHK GTLS PCP ATI JOY AGCO AOS ….. ETN BWC GNRC TKR ZBRA MRC BGC DDD=Bottom (Manufacturing)
HEAL(63): 0.52% Top=MR CYH KND WLP PRXL WCG CI THC ….. AMSG OPK AMED SPNC GMED IRWD ZLTQ HGR=Bottom (Health)
DISV(53): 0.36% Top=CAR RCII WTW DV JEC ULTA VRSK HTZ ….. TMH ALLE ATHN HMSY PCLN BAH Z GEO=Bottom (Diversified Services)
ELEC(59): 0.36% Top=OVTI CSIQ PLUG TSRA WAT AMBA XLNX APH ….. SWKS MU NVDA FCS TQNT RFMD IDTI ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): 0.30% Top=MEOH OLN FMC GRA AXLL POT AGU GPRE ….. IFF VAL PPG HUN FTK DOW ALB TROX=Bottom (Chemicals/Fertilizers)
COHW(46): 0.26% Top=NTAP ARUN VIP GOGO CIEN BBRY XLS FNSR ….. CCOI LVLT RKUS TMUS UBNT JNPR CSCO SSYS=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.25% Top=BYD PNK RCL SGMS LTM MPEL CCL WYN ….. MCD TXRH OWW SBUX DNKN JACK BLMN SEAS=Bottom (Leisure)
FINA(87): 0.25% Top=OCN FRC JNS PHH ARMK VOYA IVZ PBCT ….. GHL DFS TCB PACW FNGN KKR WETF GGAL=Bottom (Banks/Financials)
COSW(85): 0.09% Top=MDRX CNVR TWTR IACI RATE NCR TTWO CNQR ….. DATA TIBX FEYE TRAK MDAS DWRE WWWW AZPN=Bottom (Computer Software/Internet)
REAL(83): 0.01% Top=WAC CLNY CONE NSM HCN RPAI KRG HCP ….. RLGY OFC HLSS DCT EJ HIW AMH NRF=Bottom (Real Estate)
META(26): -0.74% Top=X CCJ WLT BTU ABX STLD TCK AA ….. FCX EGO CENX SLCA SSRI RGLD CLF SLW=Bottom (Metals & Mining)
ENER(116): -1.04% Top=UPL KMI PBF VLO NE NFG MPC ETE ….. WLL PWE NBR PES CRZO BAS GDP EXXI=Bottom (Energy)

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/

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