daytrend

11/28/2014

Filed under: Market Stats — daytrend @ 1:12 pm

Market Stats at 1:12 pm ET
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 942.

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 (20141128 1:12 pm ET)
28.7% of stocks are above yesterday’s high.
48.8% are above yesterday’s midpoint. (51.2% are below.)
35.9% are below yesterday’s low.
35.5% are inside yesterday’s range.
55.9% of stocks with today’s high > yesterday’s high. (44.1% less than).
47.8% of stocks with today’s low < yesterday’s low. (52.2% greater than).

EVIDENCE OF INTRADAY TREND (20141128 1:12 pm ET)
39.6% of stocks are above today’s open. (59.6% are below).
36.1% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
21.5% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
21.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 1:12 pm ET)
2.9% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
31.3% are in the top half. 68.7% of stocks are in the bottom half of today’s range.
36.3% are in the bottom 20%.
19.9% are in the bottom 10%.

GAIN (20141128 1:12 pm ET)
45.2% of stocks are above yesterday’s close. (54.8% are below.)
1.0% are up 4.5% or more. 18.3% are down 4.5% or more.
1.6% are up 3.5% or more. 20.9% are down 3.5% or more.
49.0% are between +1% and -1%.

RSI on DAILY (20141128 1:12 pm ET)
2-day: >=95:16.0%…>=90:22.4%…>=80:33.2%…>=50:50.6%…<=20:31.3%…<=10:21.8%…<=5:16.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:8.5%…>=50:65.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:67.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 1:12 pm ET)
28.7% above previous 1 highs, 35.9% below previous 1 lows
22.3% above previous 2 highs, 32.4% below previous 2 lows
21.4% above previous 3 highs, 29.0% below previous 3 lows
20.1% above previous 4 highs, 27.4% below previous 4 lows
20.1% above previous 5 highs, 22.8% below previous 5 lows
19.5% above previous 6 highs, 21.5% below previous 6 lows
19.2% above previous 7 highs, 20.9% below previous 7 lows
18.9% above previous 8 highs, 19.7% below previous 8 lows
17.8% above previous 9 highs, 18.2% below previous 9 lows
17.0% above previous 10 highs, 17.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 1:12 pm ET)
45.2% are above or equal to 11/26 close (1 days ago), 54.8% are below.
49.0% are above or equal to 11/25 close (2 days ago), 51.0% are below.
46.7% are above or equal to 11/24 close (3 days ago), 53.3% are below.
58.1% are above or equal to 11/21 close (4 days ago), 41.9% are below.
61.8% are above or equal to 11/20 close (5 days ago), 38.2% are below.
66.3% are above or equal to 11/19 close (6 days ago), 33.7% are below.
60.5% are above or equal to 11/18 close (7 days ago), 39.5% are below.
64.2% are above or equal to 11/17 close (8 days ago), 35.8% are below.
62.1% are above or equal to 11/14 close (9 days ago), 37.9% are below.
63.7% are above or equal to 11/13 close (10 days ago), 36.3% are below.
59.3% are above or equal to 11/12 close (11 days ago), 40.7% are below.
60.4% are above or equal to 11/11 close (12 days ago), 39.6% are below.
60.0% are above or equal to 11/10 close (13 days ago), 40.0% are below.
61.6% are above or equal to 11/7 close (14 days ago), 38.4% are below.
64.6% are above or equal to 11/6 close (15 days ago), 35.4% are below.
64.9% are above or equal to 11/5 close (16 days ago), 35.1% are below.
67.0% are above or equal to 11/4 close (17 days ago), 33.0% are below.
63.9% are above or equal to 11/3 close (18 days ago), 36.1% are below.
64.8% are above or equal to 10/31 close (19 days ago), 35.2% are below.
68.7% are above or equal to 10/30 close (20 days ago), 31.3% are below.
69.4% are above or equal to 10/29 close (21 days ago), 30.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 1:12 pm ET)
20d: 28.3% new highs, 15.2% new lows
21d: 28.0% new highs, 15.1% new lows
42d: 26.6% new highs, 8.3% new lows
63d: 23.7% new highs, 8.3% new lows
126d: 20.5% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 1:12 pm ET)
2-day: 44.1% above, 55.9% below
3-day: 47.6% above, 52.4% below
4-day: 47.0% above, 53.0% below
5-day: 51.2% above, 48.8% below
8-day: 59.6% above, 40.4% below
10-day: 60.0% above, 40.0% below
20-day: 63.0% above, 37.0% below
50-day: 70.5% above, 29.5% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 1:12 pm ET)
LEIS(32): 1.38% Top=RCL CCL TXRH NCLH BLMN BWLD BYD DRI ….. MCD PNK MGM STAY SEAS GPRO LOCO SGMS=Bottom (Leisure)
RETA(72): 0.91% Top=JCP WMT CAB TGT TJX DSW PLCE M ….. DDS URBN BABA NFLX ANF BID CONN DANG=Bottom (Retail & Specialty Retail)
CONS(58): 0.81% Top=KATE CHD SPB MAT PVH KMB GT HBI ….. WWW FBHS ICON LULU OI UFS PAY ECL=Bottom (Consumer)
REAL(81): 0.16% Top=BEE NNN DEI AVIV DRH RLJ HCN SNH ….. ARCP NRF LXP WAC HTA HLSS CUZ EJ=Bottom (Real Estate)
HEAL(58): 0.10% Top=LH DGX HLS HOLX MD ESRX LPNT CI ….. ALGN RMD CYBX WMGI PINC GMED MR ZLTQ=Bottom (Health)
COSW(79): -0.09% Top=INTU TRI TWTR VEEV ORCL TRIP CTRX VNET ….. NUAN TTWO DWRE YELP SNCR AZPN NQ FEYE=Bottom (Computer Software/Internet)
INSU(39): -0.20% Top=FNF ALL AON CB HIG AIG AWH CLGX ….. AFSI PRU ORI PTP UNM CNO LNC L=Bottom (Insurance)
COHW(46): -0.38% Top=PANW VZ EMC LVLT QCOM CSCO T CCI ….. GOGO ARUN PLCM FNSR SYNA UBNT ARRS RKUS=Bottom (Computer Hardware/Telecom)
DISV(49): -0.43% Top=RCII BAH R SCI ALLE WTW SBAC MYGN ….. JEC HTZ ADT MAN YY URI ACM KBR=Bottom (Diversified Services)
FINA(83): -0.65% Top=ICE LAZ WU CME AXP ESNT DFS COF ….. APO WDR ASBC WETF ZION OCN CMA TCBI=Bottom (Banks/Financials)
TRAN(33): -0.87% Top=UAL AAL JBLU LUV SAVE DAL ALK YRCW ….. UNP KEX TK CP TRN TDW GBX GLNG=Bottom (Transportation)
ELEC(53): -0.90% Top=KLAC CODE APH LLTC ALTR INTC MU BRKR ….. ISIL SCTY SPWR SUNE FSLR TSL JASO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.77% Top=TOL WY LEN RYL PHM DHI MAS MDC ….. DAR WCN MLM CLH FLR EXP PWR MTZ=Bottom (Materials & Construction)
CHEM(33): -2.66% Top=SHW VAL IFF PPG ASH MOS AGU POT ….. CBT WPZ DOW WLK FTK MEOH GPRE PEIX=Bottom (Chemicals/Fertilizers)
MANU(42): -2.75% Top=MHK ROK DHR ZBRA HON SWK LII DE ….. TEX ATU ITT JOY GTLS JKS MRC FLS=Bottom (Manufacturing)
META(26): -7.37% Top=CLF NUE AA CNX SWC SCCO STLD CMC ….. EGO PAAS RGLD AEM CENX FMSA HCLP SLCA=Bottom (Metals & Mining)
ENER(127): -10.55% Top=TCP NFG COG HMHC SWN MDU BWP RICE ….. BBG SGY PE EPE OAS SN LPI GDP=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.
Market Stats at 1:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:47 pm

Market Stats at 12:47 pm ET
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 942.

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 (20141128 12:47 pm ET)
29.8% of stocks are above yesterday’s high.
51.2% are above yesterday’s midpoint. (48.8% are below.)
33.7% are below yesterday’s low.
36.5% are inside yesterday’s range.
55.8% of stocks with today’s high > yesterday’s high. (44.2% less than).
44.9% of stocks with today’s low < yesterday’s low. (55.1% greater than).

EVIDENCE OF INTRADAY TREND (20141128 12:47 pm ET)
41.8% of stocks are above today’s open. (57.3% are below).
38.1% of stocks are above today’s open and yesterday’s close.
49.5% are below both.
21.5% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
21.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 12:47 pm ET)
2.9% of stocks are in the top 10% of today’s range.
8.0% 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.
35.7% are in the bottom 20%.
21.0% are in the bottom 10%.

GAIN (20141128 12:47 pm ET)
46.8% of stocks are above yesterday’s close. (53.2% are below.)
1.1% are up 4.5% or more. 18.2% are down 4.5% or more.
1.7% are up 3.5% or more. 20.8% are down 3.5% or more.
51.1% are between +1% and -1%.

RSI on DAILY (20141128 12:47 pm ET)
2-day: >=95:16.7%…>=90:24.6%…>=80:35.2%…>=50:53.2%…<=20:29.9%…<=10:21.3%…<=5:16.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:9.0%…>=50:65.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:69.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 12:47 pm ET)
29.8% above previous 1 highs, 33.7% below previous 1 lows
23.0% above previous 2 highs, 31.4% below previous 2 lows
22.3% above previous 3 highs, 28.2% below previous 3 lows
21.1% above previous 4 highs, 26.8% below previous 4 lows
21.0% above previous 5 highs, 22.6% below previous 5 lows
20.7% above previous 6 highs, 21.5% below previous 6 lows
20.3% above previous 7 highs, 21.0% below previous 7 lows
19.9% above previous 8 highs, 20.1% below previous 8 lows
19.0% above previous 9 highs, 18.3% below previous 9 lows
18.2% above previous 10 highs, 17.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 12:47 pm ET)
46.8% are above or equal to 11/26 close (1 days ago), 53.2% are below.
50.4% are above or equal to 11/25 close (2 days ago), 49.6% are below.
49.4% are above or equal to 11/24 close (3 days ago), 50.6% are below.
59.8% are above or equal to 11/21 close (4 days ago), 40.2% are below.
63.7% are above or equal to 11/20 close (5 days ago), 36.3% are below.
67.8% are above or equal to 11/19 close (6 days ago), 32.2% are below.
62.0% are above or equal to 11/18 close (7 days ago), 38.0% are below.
65.6% are above or equal to 11/17 close (8 days ago), 34.4% are below.
63.3% are above or equal to 11/14 close (9 days ago), 36.7% are below.
64.9% are above or equal to 11/13 close (10 days ago), 35.1% are below.
60.0% are above or equal to 11/12 close (11 days ago), 40.0% are below.
61.4% are above or equal to 11/11 close (12 days ago), 38.6% are below.
60.6% are above or equal to 11/10 close (13 days ago), 39.4% are below.
62.7% are above or equal to 11/7 close (14 days ago), 37.3% are below.
64.8% are above or equal to 11/6 close (15 days ago), 35.2% are below.
65.7% are above or equal to 11/5 close (16 days ago), 34.3% are below.
67.7% are above or equal to 11/4 close (17 days ago), 32.3% are below.
64.1% are above or equal to 11/3 close (18 days ago), 35.9% are below.
65.4% are above or equal to 10/31 close (19 days ago), 34.6% are below.
69.6% are above or equal to 10/30 close (20 days ago), 30.4% are below.
70.0% are above or equal to 10/29 close (21 days ago), 30.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 12:47 pm ET)
20d: 28.3% new highs, 14.9% new lows
21d: 28.0% new highs, 14.9% new lows
42d: 26.6% new highs, 8.2% new lows
63d: 23.5% new highs, 8.2% new lows
126d: 20.4% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 12:47 pm ET)
2-day: 45.4% above, 54.6% below
3-day: 50.3% above, 49.7% below
4-day: 50.4% above, 49.6% below
5-day: 53.5% above, 46.5% below
8-day: 61.1% above, 38.9% below
10-day: 61.8% above, 38.2% below
20-day: 63.7% above, 36.3% below
50-day: 70.8% above, 29.2% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 12:47 pm ET)
LEIS(32): 1.36% Top=RCL CCL TXRH BLMN NCLH BWLD BYD SONC ….. MCD YUM STAY MGM SEAS SGMS LOCO GPRO=Bottom (Leisure)
RETA(72): 0.98% Top=JCP WMT CAB FIVE PLCE TJX OUTR DSW ….. DDS URBN BABA ANF NFLX BID CONN DANG=Bottom (Retail & Specialty Retail)
CONS(58): 0.86% Top=KATE MAT CHD SKX GT SPB KMB PVH ….. WWW ICON HAR LULU OI PAY UFS ECL=Bottom (Consumer)
REAL(81): 0.25% Top=BEE AVIV RLJ LHO DEI NNN OHI DRH ….. NRF HLSS CLNY HTA NSM ARCP CUZ EJ=Bottom (Real Estate)
HEAL(58): 0.20% Top=LH HLS MD DGX LPNT STE PRXL DXCM ….. CYH VAR BDX PINC WMGI GMED MR ZLTQ=Bottom (Health)
COSW(79): -0.00% Top=VEEV INTU TRI CTRX TWTR ORCL VNET TRIP ….. JD TTWO DWRE SPLK YELP AZPN NQ FEYE=Bottom (Computer Software/Internet)
INSU(39): -0.15% Top=ALL AON FNF HIG CLGX CB ACGL AWH ….. PTP ORI CNO PRU UNM AFSI LNC L=Bottom (Insurance)
COHW(46): -0.21% Top=PANW EMC VZ QCOM LVLT T BRCD TDC ….. PLCM CIEN GOGO ARUN SYNA UBNT RKUS ARRS=Bottom (Computer Hardware/Telecom)
DISV(49): -0.35% Top=RCII SCI BAH R WTW TNET ALLE WOOF ….. JEC FLT ADT EIGI URI ACM YY KBR=Bottom (Diversified Services)
FINA(83): -0.52% Top=ICE LAZ WU CME AXP DFS CBOE SLM ….. ASBC WDR WETF OCN APO ZION CMA TCBI=Bottom (Banks/Financials)
TRAN(33): -0.78% Top=UAL JBLU AAL LUV SAVE DAL ALK SWFT ….. UNP TK KEX CP TRN TDW GBX GLNG=Bottom (Transportation)
ELEC(53): -0.82% Top=CODE KLAC APH CPHD INTC BRKR MU ALTR ….. TQNT SCTY SPWR SUNE FSLR TSL JASO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.67% Top=WY TOL RYL LEN PHM DHI MAS SPF ….. VMC WCN MLM CLH FLR EXP MTZ PWR=Bottom (Materials & Construction)
MANU(42): -2.61% Top=MHK ROK DHR ZBRA HON XYL DE LII ….. CAT PNR DOV GTLS JOY JKS MRC FLS=Bottom (Manufacturing)
CHEM(33): -2.63% Top=SHW VAL IFF PPG ASH POT MOS AGU ….. CBT WPZ DOW WLK MEOH FTK GPRE PEIX=Bottom (Chemicals/Fertilizers)
META(26): -7.23% Top=CLF NUE AA SWC CNX CMC STLD SCCO ….. EGO PAAS FCX AEM CENX FMSA HCLP SLCA=Bottom (Metals & Mining)
ENER(127): -10.38% Top=HMHC TCP NFG COG SWN MDU NGL PBF ….. SGY PE BCEI EPE OAS SN GDP LPI=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.
Market Stats at 12:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 12:06 pm ET
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 941.

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 (20141128 12:06 pm ET)
35.6% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
31.6% are below yesterday’s low.
32.8% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND (20141128 12:06 pm ET)
50.1% of stocks are above today’s open. (48.9% are below).
45.5% of stocks are above today’s open and yesterday’s close.
43.9% are below both.
21.6% of stocks opened above yesterday’s high.
50.8% of stocks opened above yesterday’s close. (45.1% opened below yesterday’s close).
21.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 12:06 pm ET)
6.4% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
46.9% are in the top half. 53.1% of stocks are in the bottom half of today’s range.
26.8% are in the bottom 20%.
16.0% are in the bottom 10%.

GAIN (20141128 12:06 pm ET)
52.1% of stocks are above yesterday’s close. (47.9% are below.)
1.2% are up 4.5% or more. 17.1% are down 4.5% or more.
1.7% are up 3.5% or more. 20.3% are down 3.5% or more.
47.8% are between +1% and -1%.

RSI on DAILY (20141128 12:06 pm ET)
2-day: >=95:19.9%…>=90:27.2%…>=80:38.6%…>=50:56.3%…<=20:29.5%…<=10:21.3%…<=5:15.2%…
9-day: >=95:0.0%…>=90:0.9%…>=80:9.2%…>=50:67.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:69.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 12:06 pm ET)
35.6% above previous 1 highs, 31.6% below previous 1 lows
28.5% above previous 2 highs, 29.6% below previous 2 lows
27.4% above previous 3 highs, 26.9% below previous 3 lows
25.9% above previous 4 highs, 26.1% below previous 4 lows
25.7% above previous 5 highs, 21.9% below previous 5 lows
25.2% above previous 6 highs, 21.0% below previous 6 lows
24.5% above previous 7 highs, 20.6% below previous 7 lows
24.3% above previous 8 highs, 19.8% below previous 8 lows
23.5% above previous 9 highs, 18.0% below previous 9 lows
22.6% above previous 10 highs, 17.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 12:06 pm ET)
52.1% are above or equal to 11/26 close (1 days ago), 47.9% are below.
53.1% are above or equal to 11/25 close (2 days ago), 46.9% are below.
53.0% are above or equal to 11/24 close (3 days ago), 47.0% are below.
61.4% are above or equal to 11/21 close (4 days ago), 38.6% are below.
65.1% are above or equal to 11/20 close (5 days ago), 34.9% are below.
69.2% are above or equal to 11/19 close (6 days ago), 30.8% are below.
62.9% are above or equal to 11/18 close (7 days ago), 37.1% are below.
66.7% are above or equal to 11/17 close (8 days ago), 33.3% are below.
64.6% are above or equal to 11/14 close (9 days ago), 35.4% are below.
66.2% are above or equal to 11/13 close (10 days ago), 33.8% are below.
61.4% are above or equal to 11/12 close (11 days ago), 38.6% are below.
62.3% are above or equal to 11/11 close (12 days ago), 37.7% are below.
62.4% are above or equal to 11/10 close (13 days ago), 37.6% are below.
63.2% are above or equal to 11/7 close (14 days ago), 36.8% are below.
65.8% are above or equal to 11/6 close (15 days ago), 34.2% are below.
66.6% are above or equal to 11/5 close (16 days ago), 33.4% are below.
69.0% are above or equal to 11/4 close (17 days ago), 31.0% are below.
65.4% are above or equal to 11/3 close (18 days ago), 34.6% are below.
66.0% are above or equal to 10/31 close (19 days ago), 34.0% are below.
70.7% are above or equal to 10/30 close (20 days ago), 29.3% are below.
70.6% are above or equal to 10/29 close (21 days ago), 29.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 12:06 pm ET)
20d: 27.9% new highs, 14.7% new lows
21d: 27.6% new highs, 14.7% new lows
42d: 26.2% new highs, 7.9% new lows
63d: 23.1% new highs, 7.9% new lows
126d: 20.0% new highs, 7.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 12:06 pm ET)
2-day: 50.8% above, 49.2% below
3-day: 53.3% above, 46.7% below
4-day: 53.8% above, 46.2% below
5-day: 57.2% above, 42.8% below
8-day: 63.3% above, 36.7% below
10-day: 62.8% above, 37.2% below
20-day: 65.4% above, 34.6% below
50-day: 71.4% above, 28.6% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 12:06 pm ET)
LEIS(32): 1.66% Top=RCL TXRH CCL NCLH BLMN SONC BYD BWLD ….. MCD YUM SEAS MGM STAY LOCO SGMS GPRO=Bottom (Leisure)
RETA(72): 1.36% Top=JCP CAB WMT PLCE DSW TGT TJX FIVE ….. DDS URBN BABA NFLX ANF BID CONN DANG=Bottom (Retail & Specialty Retail)
CONS(58): 1.00% Top=KATE MAT GT KMB CHD SKX CLX SPB ….. WWW ICON FBHS HAR OI UFS PAY ECL=Bottom (Consumer)
REAL(81): 0.55% Top=BEE AVIV NNN LHO DRH OHI DEI VTR ….. NRF WAC GLPI CLNY HLSS ARCP CUZ EJ=Bottom (Real Estate)
HEAL(58): 0.36% Top=HLS LH DGX PODD DXCM HOLX LPNT MD ….. ALGN CYH BDX RMD PINC GMED ZLTQ MR=Bottom (Health)
COSW(79): 0.25% Top=VEEV INTU TRIP TRI CRM TWTR SFUN CERN ….. SINA SPLK DWRE AZPN YELP TTWO NQ FEYE=Bottom (Computer Software/Internet)
COHW(46): -0.02% Top=PANW BRCD EMC VZ CCI QCOM T LVLT ….. GOGO CIEN COMM ARUN RKUS SYNA ARRS UBNT=Bottom (Computer Hardware/Telecom)
INSU(39): -0.03% Top=FNF ALL CLGX AON AWH HIG CB AIG ….. CNO GNW AFSI PRU ORI LNC UNM L=Bottom (Insurance)
DISV(49): -0.10% Top=RCII WTW BLOX BAH TNET SCI ALLE LDOS ….. HTZ ADT JEC MAN YY ACM URI KBR=Bottom (Diversified Services)
TRAN(33): -0.44% Top=JBLU AAL UAL LUV DAL ALK SAVE YRCW ….. NSC TK KEX CP TRN TDW GBX GLNG=Bottom (Transportation)
FINA(83): -0.47% Top=ICE WU LAZ AXP CME DFS SLM ESNT ….. OCN RCAP WDR ZION WETF CG CMA TCBI=Bottom (Banks/Financials)
ELEC(53): -0.78% Top=KLAC CODE INTC CPHD MU APH LRCX TSRA ….. TQNT SCTY SPWR FSLR SUNE TSL JASO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.43% Top=TOL LEN RYL DHI PHM WY MAS MDC ….. KBH WCN MLM CLH FLR EXP MTZ PWR=Bottom (Materials & Construction)
CHEM(33): -2.37% Top=SHW IFF VAL PPG AGU MOS ASH POT ….. CBT DOW WPZ MEOH WLK GPRE FTK PEIX=Bottom (Chemicals/Fertilizers)
MANU(42): -2.63% Top=MHK DHR HON DE ROK ZBRA XYL LII ….. TEX ITT DOV GTLS JOY JKS MRC FLS=Bottom (Manufacturing)
META(26): -6.63% Top=NUE SWC AA CLF CNX STLD CMC SCCO ….. TCK AEM PAAS FCX CENX HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(126): -9.92% Top=SWN COG HMHC TCP NFG RICE MDU RRC ….. WLL CLR BAS BCEI EPE SN OAS LPI=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.
Market Stats at 12:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:00 am

Market Stats at 10:00 am ET
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 944.

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 (20141128 10:00 am ET)
34.9% of stocks are above yesterday’s high.
56.6% are above yesterday’s midpoint. (43.4% are below.)
29.9% are below yesterday’s low.
35.3% are inside yesterday’s range.
48.2% of stocks with today’s high > yesterday’s high. (51.8% less than).
40.0% of stocks with today’s low < yesterday’s low. (60.0% greater than).

EVIDENCE OF INTRADAY TREND (20141128 10:00 am ET)
50.2% of stocks are above today’s open. (49.0% are below).
45.9% of stocks are above today’s open and yesterday’s close.
42.9% are below both.
21.5% of stocks opened above yesterday’s high.
50.6% of stocks opened above yesterday’s close. (45.2% opened below yesterday’s close).
21.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 10:00 am ET)
19.3% of stocks are in the top 10% of today’s range.
34.3% are in the top 20%.
55.8% are in the top half. 44.2% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN (20141128 10:00 am ET)
52.5% of stocks are above yesterday’s close. (47.5% are below.)
1.2% are up 4.5% or more. 13.9% are down 4.5% or more.
1.3% are up 3.5% or more. 17.1% are down 3.5% or more.
52.2% are between +1% and -1%.

RSI on DAILY (20141128 10:00 am ET)
2-day: >=95:19.5%…>=90:27.5%…>=80:38.3%…>=50:57.2%…<=20:27.1%…<=10:19.7%…<=5:14.0%…
9-day: >=95:0.0%…>=90:0.8%…>=80:8.5%…>=50:68.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:70.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 10:00 am ET)
34.9% above previous 1 highs, 29.9% below previous 1 lows
27.6% above previous 2 highs, 27.9% below previous 2 lows
26.6% above previous 3 highs, 25.6% below previous 3 lows
25.0% above previous 4 highs, 24.4% below previous 4 lows
25.0% above previous 5 highs, 19.7% below previous 5 lows
24.7% above previous 6 highs, 18.2% below previous 6 lows
23.8% above previous 7 highs, 17.9% below previous 7 lows
23.5% above previous 8 highs, 16.6% below previous 8 lows
22.9% above previous 9 highs, 15.5% below previous 9 lows
21.4% above previous 10 highs, 14.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 10:00 am ET)
52.5% are above or equal to 11/26 close (1 days ago), 47.5% are below.
54.4% are above or equal to 11/25 close (2 days ago), 45.6% are below.
53.7% are above or equal to 11/24 close (3 days ago), 46.3% are below.
61.5% are above or equal to 11/21 close (4 days ago), 38.5% are below.
65.7% are above or equal to 11/20 close (5 days ago), 34.3% are below.
69.6% are above or equal to 11/19 close (6 days ago), 30.4% are below.
64.8% are above or equal to 11/18 close (7 days ago), 35.2% are below.
68.1% are above or equal to 11/17 close (8 days ago), 31.9% are below.
66.1% are above or equal to 11/14 close (9 days ago), 33.9% are below.
66.9% are above or equal to 11/13 close (10 days ago), 33.1% are below.
63.2% are above or equal to 11/12 close (11 days ago), 36.8% are below.
64.2% are above or equal to 11/11 close (12 days ago), 35.8% are below.
63.0% are above or equal to 11/10 close (13 days ago), 37.0% are below.
65.9% are above or equal to 11/7 close (14 days ago), 34.1% are below.
67.1% are above or equal to 11/6 close (15 days ago), 32.9% are below.
69.6% are above or equal to 11/5 close (16 days ago), 30.4% are below.
70.4% are above or equal to 11/4 close (17 days ago), 29.6% are below.
67.5% are above or equal to 11/3 close (18 days ago), 32.5% are below.
66.9% are above or equal to 10/31 close (19 days ago), 33.1% are below.
72.4% are above or equal to 10/30 close (20 days ago), 27.6% are below.
71.0% are above or equal to 10/29 close (21 days ago), 29.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 10:00 am ET)
20d: 23.3% new highs, 13.3% new lows
21d: 23.1% new highs, 13.2% new lows
42d: 22.2% new highs, 7.3% new lows
63d: 19.3% new highs, 7.3% new lows
126d: 17.1% new highs, 7.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 10:00 am ET)
2-day: 51.7% above, 48.3% below
3-day: 54.3% above, 45.7% below
4-day: 54.7% above, 45.3% below
5-day: 57.4% above, 42.6% below
8-day: 63.8% above, 36.2% below
10-day: 64.5% above, 35.5% below
20-day: 67.5% above, 32.5% below
50-day: 72.1% above, 27.9% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 10:00 am ET)
RETA(72): 1.37% Top=BIG JCP WMT DLTR M TJX TGT FIVE ….. BABA MELI KORS ANF BID NFLX DANG CONN=Bottom (Retail & Specialty Retail)
LEIS(32): 1.36% Top=NCLH RCL CCL TXRH BYD SONC CAKE SBUX ….. LVS SGMS LQ MGM STAY GPRO SEAS LOCO=Bottom (Leisure)
CONS(58): 0.87% Top=SKX KATE SCSS SHOO MAT BLL GT CHD ….. CCK AVP SPB PAY OI HAR UFS ECL=Bottom (Consumer)
REAL(81): 0.63% Top=RWT PSA WRI NNN CLI HCN LHO REG ….. RLGY TWO HLSS CLNY NSM WAC GLPI EJ=Bottom (Real Estate)
HEAL(58): 0.51% Top=LH PODD EW MD CI XRAY HLS SIRO ….. EVHC GMED THC PINC MR KND CYH ZLTQ=Bottom (Health)
TRAN(33): 0.36% Top=JBLU AAL LUV UAL SAVE DAL ALK HA ….. UNP TK CP KEX GBX TDW GLNG TRN=Bottom (Transportation)
INSU(39): 0.21% Top=ALL AWH HIG CB WRB ACE MMC VR ….. CNO LNC AFSI MTG RDN UNM L GNW=Bottom (Insurance)
COSW(79): 0.11% Top=TWTR CTRX TRI TRIP INTU ADP CTXS CTSH ….. YELP SPLK VEEV DWRE JD SINA FEYE TTWO=Bottom (Computer Software/Internet)
DISV(49): 0.01% Top=WTW RCII ALLE BLOX SBAC ULTA EXAM WOOF ….. FLT HTZ MAN JEC YY URI ACM KBR=Bottom (Diversified Services)
COHW(46): -0.16% Top=TDC VZ T BRCD EMC PANW LVLT CCI ….. JNPR TMUS PLCM CIEN GOGO FNSR RKUS UBNT=Bottom (Computer Hardware/Telecom)
FINA(83): -0.22% Top=CBOE CME WU AXP ESNT ICE LM BLK ….. WETF CG CMA ZION TCBI APO RCAP OCN=Bottom (Banks/Financials)
ELEC(53): -0.75% Top=AMBA KLAC CPHD INTC INVN WAT BRKR TSRA ….. IDTI SCTY JASO SPWR TSL FSLR SUNE CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.05% Top=WM WY BECN RSG TOL CVA RYN FAST ….. OC KBH MLM CLH MTZ PWR FLR EXP=Bottom (Materials & Construction)
MANU(42): -2.14% Top=MHK DHR XYL ZBRA HON PCP ITW LII ….. TEX CAT DOV MRC JKS JOY GTLS FLS=Bottom (Manufacturing)
CHEM(33): -2.30% Top=SHW IFF DD MOS PPG ASH CHMT MON ….. WPZ EMN DOW MEOH WLK FTK GPRE PEIX=Bottom (Chemicals/Fertilizers)
META(27): -5.32% Top=NUE AA CLF SWC STLD CMC CNX NEM ….. X TCK AKS CENX FCX FMSA HCLP SLCA=Bottom (Metals & Mining)
ENER(128): -8.71% Top=COG HMHC TCP RICE MDU SWN NFG RRC ….. CRK SGY OAS SN BCEI BAS LPI GDP=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.
Market Stats at 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:49 am

Market Stats at 9:48 am ET
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 944.

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 (20141128 9:48 am ET)
29.8% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
30.5% are below yesterday’s low.
39.7% are inside yesterday’s range.
44.0% of stocks with today’s high > yesterday’s high. (56.0% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20141128 9:48 am ET)
44.4% of stocks are above today’s open. (53.9% are below).
39.7% of stocks are above today’s open and yesterday’s close.
47.0% are below both.
21.5% of stocks opened above yesterday’s high.
50.6% of stocks opened above yesterday’s close. (45.2% opened below yesterday’s close).
21.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 9:48 am ET)
16.7% of stocks are in the top 10% of today’s range.
26.7% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
28.9% are in the bottom 20%.
18.6% are in the bottom 10%.

GAIN (20141128 9:48 am ET)
48.3% of stocks are above yesterday’s close. (51.7% are below.)
1.2% are up 4.5% or more. 14.0% are down 4.5% or more.
1.3% are up 3.5% or more. 16.8% are down 3.5% or more.
56.8% are between +1% and -1%.

RSI on DAILY (20141128 9:48 am ET)
2-day: >=95:17.7%…>=90:24.5%…>=80:35.4%…>=50:54.0%…<=20:28.3%…<=10:19.4%…<=5:14.1%…
9-day: >=95:0.0%…>=90:0.7%…>=80:7.6%…>=50:67.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:70.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 9:48 am ET)
29.8% above previous 1 highs, 30.5% below previous 1 lows
23.1% above previous 2 highs, 29.0% below previous 2 lows
22.6% above previous 3 highs, 25.7% below previous 3 lows
21.1% above previous 4 highs, 24.0% below previous 4 lows
21.1% above previous 5 highs, 19.3% below previous 5 lows
20.8% above previous 6 highs, 18.2% below previous 6 lows
19.8% above previous 7 highs, 17.5% below previous 7 lows
19.4% above previous 8 highs, 16.2% below previous 8 lows
18.9% above previous 9 highs, 14.9% below previous 9 lows
17.6% above previous 10 highs, 14.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 9:48 am ET)
48.3% are above or equal to 11/26 close (1 days ago), 51.7% are below.
52.1% are above or equal to 11/25 close (2 days ago), 47.9% are below.
51.1% are above or equal to 11/24 close (3 days ago), 48.9% are below.
60.1% are above or equal to 11/21 close (4 days ago), 39.9% are below.
65.6% are above or equal to 11/20 close (5 days ago), 34.4% are below.
69.4% are above or equal to 11/19 close (6 days ago), 30.6% are below.
65.3% are above or equal to 11/18 close (7 days ago), 34.7% are below.
67.9% are above or equal to 11/17 close (8 days ago), 32.1% are below.
65.3% are above or equal to 11/14 close (9 days ago), 34.7% are below.
67.5% are above or equal to 11/13 close (10 days ago), 32.5% are below.
62.1% are above or equal to 11/12 close (11 days ago), 37.9% are below.
63.6% are above or equal to 11/11 close (12 days ago), 36.4% are below.
62.7% are above or equal to 11/10 close (13 days ago), 37.3% are below.
64.9% are above or equal to 11/7 close (14 days ago), 35.1% are below.
67.4% are above or equal to 11/6 close (15 days ago), 32.6% are below.
68.3% are above or equal to 11/5 close (16 days ago), 31.7% are below.
69.4% are above or equal to 11/4 close (17 days ago), 30.6% are below.
66.8% are above or equal to 11/3 close (18 days ago), 33.2% are below.
66.6% are above or equal to 10/31 close (19 days ago), 33.4% are below.
71.8% are above or equal to 10/30 close (20 days ago), 28.2% are below.
70.8% are above or equal to 10/29 close (21 days ago), 29.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 9:48 am ET)
20d: 20.1% new highs, 12.9% new lows
21d: 19.9% new highs, 12.8% new lows
42d: 19.2% new highs, 7.0% new lows
63d: 17.1% new highs, 7.0% new lows
126d: 15.3% new highs, 7.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 9:48 am ET)
2-day: 47.7% above, 52.3% below
3-day: 51.4% above, 48.6% below
4-day: 51.6% above, 48.4% below
5-day: 55.2% above, 44.8% below
8-day: 62.8% above, 37.2% below
10-day: 63.3% above, 36.7% below
20-day: 66.4% above, 33.6% below
50-day: 71.8% above, 28.2% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 9:48 am ET)
LEIS(32): 1.46% Top=NCLH RCL CCL TXRH SONC BLMN SBUX CAKE ….. PNK LQ LVS STAY MGM WYNN SGMS SEAS=Bottom (Leisure)
RETA(72): 1.05% Top=WMT JCP BIG DLTR M TGT DSW TJX ….. SIG NFLX BID BABA MIK SHLD DANG CONN=Bottom (Retail & Specialty Retail)
CONS(58): 0.55% Top=SKX KATE SHOO BERY GT UA COH VFC ….. WWW AVP SPB HAR PAY UFS OI ECL=Bottom (Consumer)
HEAL(58): 0.45% Top=LH EW CI DXCM MD STE HLS XRAY ….. ZLTQ BKD PINC EVHC KND MR CYH THC=Bottom (Health)
REAL(81): 0.44% Top=PSA AVIV HCN BXP WRI LPT NNN RLJ ….. CLNY HLSS RLGY ARCP WAC NSM EJ GLPI=Bottom (Real Estate)
TRAN(33): 0.34% Top=JBLU AAL LUV UAL SAVE DAL HA ALK ….. KSU TK CP KEX GBX TDW GLNG TRN=Bottom (Transportation)
INSU(39): 0.17% Top=ALL VR AWH HIG CB ACE AIG MMC ….. AFSI LNC GNW MBI UNM RDN MTG L=Bottom (Insurance)
COSW(79): -0.02% Top=VNET CTRX TWTR INTU TRI VDSI ADP TRIP ….. SPLK NUAN AZPN YELP ATVI SINA TTWO FEYE=Bottom (Computer Software/Internet)
DISV(49): -0.10% Top=RCII ULTA ALLE TNET BAH WTW MCO WOOF ….. FLT HTZ MAN JEC YY URI ACM KBR=Bottom (Diversified Services)
FINA(83): -0.21% Top=CBOE ICE CME AXP WFC RJF MC BLK ….. WDR CMA APO ZION CG RCAP TCBI OCN=Bottom (Banks/Financials)
COHW(46): -0.44% Top=VZ T EMC CCI TDC BRCD CTL MSI ….. SSYS PLCM LXK JDSU CIEN FNSR UBNT RKUS=Bottom (Computer Hardware/Telecom)
ELEC(53): -0.92% Top=AMBA CPHD KLAC CODE WAT INTC GRMN TRMB ….. CREE IDTI SPWR JASO SUNE TSL FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.08% Top=WM RSG WY CVA RYN TOL RYL BECN ….. KBH CLH OC MLM MTZ PWR FLR EXP=Bottom (Materials & Construction)
CHEM(33): -2.14% Top=SHW IFF PPG ASH DD AGU CHMT MOS ….. EMN WPZ DOW WLK GPRE MEOH PEIX FTK=Bottom (Chemicals/Fertilizers)
MANU(42): -2.25% Top=MHK DHR HON ZBRA XYL PCP ITW GE ….. ATI DOV TEX MRC JKS GTLS JOY FLS=Bottom (Manufacturing)
META(27): -5.43% Top=AA NUE SWC STLD CLF CMC CNX NEM ….. AKS EGO X TCK FCX HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(128): -8.37% Top=HMHC COG MDU RICE TCP SWN NFG PAGP ….. EPE GLF OAS SGY BAS LPI SN GDP=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.
Market Stats at 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

PRE – Market Stats at 9:09 am ET #premarket
by daytrend on 20141128. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 311.

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 (20141128 9:09 am ET)
16.4% of stocks are above yesterday’s high.
37.0% are above yesterday’s midpoint. (63.0% are below.)
46.6% are below yesterday’s low.
37.0% are inside yesterday’s range.
16.4% of stocks with today’s high > yesterday’s high. (83.6% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).

EVIDENCE OF INTRADAY TREND (20141128 9:09 am ET)
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
16.4% of stocks opened above yesterday’s high.
34.7% of stocks opened above yesterday’s close. (65.3% opened below yesterday’s close).
46.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141128 9:09 am ET)
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20141128 9:09 am ET)
34.7% of stocks are above yesterday’s close. (65.3% are below.)
2.6% are up 4.5% or more. 22.5% are down 4.5% or more.
2.9% are up 3.5% or more. 27.7% are down 3.5% or more.
46.3% are between +1% and -1%.

RSI on DAILY (20141128 9:09 am ET)
2-day: >=95:12.5%…>=90:18.3%…>=80:24.8%…>=50:37.3%…<=20:46.3%…<=10:33.8%…<=5:25.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:7.4%…>=50:47.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:49.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141128 9:09 am ET)
16.4% above previous 1 highs, 46.6% below previous 1 lows
12.9% above previous 2 highs, 45.3% below previous 2 lows
11.9% above previous 3 highs, 42.8% below previous 3 lows
10.6% above previous 4 highs, 40.8% below previous 4 lows
10.6% above previous 5 highs, 35.7% below previous 5 lows
9.6% above previous 6 highs, 32.5% below previous 6 lows
9.3% above previous 7 highs, 30.5% below previous 7 lows
9.3% above previous 8 highs, 27.3% below previous 8 lows
9.3% above previous 9 highs, 27.0% below previous 9 lows
9.0% above previous 10 highs, 26.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141128 9:09 am ET)
34.7% are above or equal to 11/26 close (1 days ago), 65.3% are below.
37.0% are above or equal to 11/25 close (2 days ago), 63.0% are below.
35.7% are above or equal to 11/24 close (3 days ago), 64.3% are below.
40.5% are above or equal to 11/21 close (4 days ago), 59.5% are below.
47.6% are above or equal to 11/20 close (5 days ago), 52.4% are below.
49.5% are above or equal to 11/19 close (6 days ago), 50.5% are below.
46.6% are above or equal to 11/18 close (7 days ago), 53.4% are below.
49.2% are above or equal to 11/17 close (8 days ago), 50.8% are below.
49.8% are above or equal to 11/14 close (9 days ago), 50.2% are below.
55.9% are above or equal to 11/13 close (10 days ago), 44.1% are below.
51.8% are above or equal to 11/12 close (11 days ago), 48.2% are below.
49.8% are above or equal to 11/11 close (12 days ago), 50.2% are below.
48.2% are above or equal to 11/10 close (13 days ago), 51.8% are below.
50.5% are above or equal to 11/7 close (14 days ago), 49.5% are below.
54.3% are above or equal to 11/6 close (15 days ago), 45.7% are below.
55.6% are above or equal to 11/5 close (16 days ago), 44.4% are below.
59.2% are above or equal to 11/4 close (17 days ago), 40.8% are below.
52.1% are above or equal to 11/3 close (18 days ago), 47.9% are below.
52.4% are above or equal to 10/31 close (19 days ago), 47.6% are below.
58.2% are above or equal to 10/30 close (20 days ago), 41.8% are below.
55.6% are above or equal to 10/29 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141128 9:09 am ET)
20d: 8.4% new highs, 20.3% new lows
21d: 8.0% new highs, 20.3% new lows
42d: 8.0% new highs, 9.6% new lows
63d: 7.7% new highs, 9.6% new lows
126d: 7.7% new highs, 9.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141128 9:09 am ET)
2-day: 34.7% above, 65.3% below
3-day: 36.7% above, 63.3% below
4-day: 34.7% above, 65.3% below
5-day: 37.3% above, 62.7% below
8-day: 42.8% above, 57.2% below
10-day: 44.7% above, 55.3% below
20-day: 49.8% above, 50.2% below
50-day: 52.4% above, 47.6% below
200-day: 42.1% above, 57.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141128 9:09 am ET)
TRAN(23): 1.96% Top=AAL UAL DAL HA JBLU SAVE LUV ALK ….. KSU NSC TK CSX TDW CP GBX UNP=Bottom (Transportation)
LEIS(8): 1.85% Top=NCLH CCL GPRO RCL SBUX MAR LOCO MCD ….. NCLH CCL GPRO RCL SBUX MAR LOCO MCD=Bottom (Leisure)
REAL(5): 1.04% Top=RWT SHO EJ AGNC ARCP ….. RWT SHO EJ AGNC ARCP=Bottom (Real Estate)
RETA(22): 0.48% Top=JCP DANG AMZN BBY GPS WMT M KR ….. HD CAB BABA KORS DSW EBAY WFM SPLS=Bottom (Retail & Specialty Retail)
DISV(7): 0.14% Top=MYGN MA V HTZ RRD BLOX Z ….. MYGN MA V HTZ RRD BLOX Z=Bottom (Diversified Services)
CONS(15): 0.13% Top=ICON GT IRBT UA MAT KATE HAS CL ….. CL PG NKE VFC COH IP LULU OI=Bottom (Consumer)
HEAL(5): -0.00% Top=UNH CNC BDX RMD BSX ….. UNH CNC BDX RMD BSX=Bottom (Health)
INSU(4): -0.04% Top=AFSI PRU WRB GNW ….. AFSI PRU WRB GNW=Bottom (Insurance)
COSW(19): -0.08% Top=JD CTRX BIDU IACI TRIP LOCK ATVI IBM ….. VNET NOW YELP FB GOOG GOOGL NUAN CRM=Bottom (Computer Software/Internet)
FINA(14): -0.09% Top=PSEC BX KKR COF AXP BLK JPM GS ….. JPM GS BAC WFC C KEY BMO RY=Bottom (Banks/Financials)
COHW(16): -0.09% Top=ANET CSCO EMC SNDK SYNA AAPL T VZ ….. QCOM SSYS UBNT JDSU BCE HPQ ARUN CTL=Bottom (Computer Hardware/Telecom)
ELEC(19): -0.67% Top=AMBA TQNT MU BRCM KLAC RFMD ALTR JASO ….. AMAT FSLR SPWR SCTY CGNX CSIQ TSL SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(15): -0.80% Top=ETN PCP JOY DDD PNR CFX ROK CMI ….. CMI EMR GE CAT DE DOV MRC JKS=Bottom (Manufacturing)
MATE(3): -1.05% Top=DAR EXP FLR ….. DAR EXP FLR=Bottom (Materials & Construction)
CHEM(8): -1.58% Top=DD AGU POT GPRE PEIX FTK DOW MEOH ….. DD AGU POT GPRE PEIX FTK DOW MEOH=Bottom (Chemicals/Fertilizers)
META(23): -3.43% Top=CENX AA X SWC AKS TCK CLF CCJ ….. EGO AEM PAAS CNX FCX SLCA HCLP FMSA=Bottom (Metals & Mining)
ENER(105): -5.07% Top=NGLS SEMG NFG DK PBF WNR BPL WES ….. CXO CRK CLR WLL PDS OAS FANG GDP=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.
PRE – Market Stats at 9:09 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/26/2014

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 Closing)
24.1% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
25.0% are below yesterday’s low.
50.9% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
48.5% of stocks with today’s low < yesterday’s low. (51.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 Closing)
50.3% of stocks are above today’s open. (48.6% are below).
46.7% of stocks are above today’s open and yesterday’s close.
43.9% are below both.
5.8% of stocks opened above yesterday’s high.
48.6% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 Closing)
17.2% of stocks are in the top 10% of today’s range.
30.0% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20141126 Closing)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
1.3% are up 4.5% or more. 2.4% are down 4.5% or more.
2.1% are up 3.5% or more. 4.3% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY (20141126 Closing)
2-day: >=95:15.4%…>=90:23.7%…>=80:35.0%…>=50:60.8%…<=20:16.8%…<=10:8.2%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.7%…>=80:6.6%…>=50:76.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 Closing)
24.1% above previous 1 highs, 25.0% below previous 1 lows
21.5% above previous 2 highs, 17.5% below previous 2 lows
19.1% above previous 3 highs, 15.6% below previous 3 lows
19.0% above previous 4 highs, 9.7% below previous 4 lows
18.3% above previous 5 highs, 7.2% below previous 5 lows
17.4% above previous 6 highs, 6.1% below previous 6 lows
16.8% above previous 7 highs, 5.2% below previous 7 lows
15.8% above previous 8 highs, 4.8% below previous 8 lows
14.8% above previous 9 highs, 3.8% below previous 9 lows
14.3% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 Closing)
52.3% are above or equal to 11/25 close (1 days ago), 47.7% are below.
51.6% are above or equal to 11/24 close (2 days ago), 48.4% are below.
65.6% are above or equal to 11/21 close (3 days ago), 34.4% are below.
72.1% are above or equal to 11/20 close (4 days ago), 27.9% are below.
77.8% are above or equal to 11/19 close (5 days ago), 22.2% are below.
71.9% are above or equal to 11/18 close (6 days ago), 28.1% are below.
75.6% are above or equal to 11/17 close (7 days ago), 24.4% are below.
70.8% are above or equal to 11/14 close (8 days ago), 29.2% are below.
72.5% are above or equal to 11/13 close (9 days ago), 27.5% are below.
67.7% are above or equal to 11/12 close (10 days ago), 32.3% are below.
68.3% are above or equal to 11/11 close (11 days ago), 31.7% are below.
67.7% are above or equal to 11/10 close (12 days ago), 32.3% are below.
70.7% are above or equal to 11/7 close (13 days ago), 29.3% are below.
71.4% are above or equal to 11/6 close (14 days ago), 28.6% are below.
72.8% are above or equal to 11/5 close (15 days ago), 27.2% are below.
76.5% are above or equal to 11/4 close (16 days ago), 23.5% are below.
71.0% are above or equal to 11/3 close (17 days ago), 29.0% are below.
70.1% are above or equal to 10/31 close (18 days ago), 29.9% are below.
77.1% are above or equal to 10/30 close (19 days ago), 22.9% are below.
76.0% are above or equal to 10/29 close (20 days ago), 24.0% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 Closing)
20d: 15.2% new highs, 2.6% new lows
21d: 15.0% new highs, 2.6% new lows
42d: 13.8% new highs, 1.3% new lows
63d: 10.7% new highs, 1.3% new lows
126d: 9.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 Closing)
2-day: 51.3% above, 48.7% below
3-day: 51.2% above, 48.8% below
4-day: 57.6% above, 42.4% below
5-day: 64.0% above, 36.0% below
8-day: 71.3% above, 28.7% below
10-day: 71.8% above, 28.2% below
20-day: 73.7% above, 26.3% below
50-day: 76.1% above, 23.9% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 Closing)
ELEC(53): 1.23% Top=AMBA ADI FSL SWKS TXN ISIL CODE ONNN ….. SUNE WAT BRKR OPLK SCTY TRMB INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): 0.99% Top=EJ ARCP LHO DFT AMH AVB DEI CUZ ….. GLPI WAC NYMT HLSS NLY SRC RLGY PCL=Bottom (Real Estate)
COHW(47): 0.51% Top=HPQ ANET CTL ARRS LVLT VZ ADTN SYNA ….. XLS JNPR HRS NTAP FNSR SWIR BRCD SSYS=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.47% Top=BDX GMED PODD LH COO PRXL DVA EW ….. BSX KND THOR HNT UHS CYH MR THC=Bottom (Health)
COSW(80): 0.43% Top=VEEV VIPS SPLK TWTR FB DATA CTRX SNCR ….. SLH NCR IMS FEYE NUAN TRUE COUP VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.24% Top=SGMS GPRO DRI LQ SONC SIX BYD YUM ….. LVS WYNN SBUX TXRH MCD RCL BLMN LOCO=Bottom (Leisure)
FINA(83): 0.06% Top=WETF FRC ESNT HBAN APO OCN BKU SLM ….. CG WDR FNFG FMER ACAS TCB EV RCAP=Bottom (Banks/Financials)
INSU(39): 0.04% Top=MTG RDN AGO TRV PTP FAF CINF FNF ….. ORI L AFSI UNM RNR HIG CNO GNW=Bottom (Insurance)
DISV(49): -0.07% Top=BLOX Z YY GEO MAN RHI TMH BAH ….. TNET AL ATHN JEC KBR CAR AAN HTZ=Bottom (Diversified Services)
CONS(59): -0.11% Top=WWW MOV UA HAS BLL LEG GT ENR ….. MAT KATE IP OI AVP COH UFS PBI=Bottom (Consumer)
TRAN(33): -0.15% Top=LUV HA AAL XPO SAVE WERN SWFT CP ….. TRN CNW KEX GBX TK TDW YRCW GLNG=Bottom (Transportation)
MATE(31): -0.17% Top=MTZ BECN CVA RSG WM KBH WCN TPH ….. PWR WY TOL USG MLM OC EXP FLR=Bottom (Materials & Construction)
CHEM(33): -0.21% Top=WPZ MON PX GRA PPG IFF DOW POT ….. FMC FTK GPRE AGU WLK CBT MEOH PEIX=Bottom (Chemicals/Fertilizers)
RETA(72): -0.31% Top=MIK LB WAG QVCA BBY TJX DANG DSW ….. ANF BID GES CHS URBN SIG OUTR SHLD=Bottom (Retail & Specialty Retail)
MANU(42): -0.73% Top=RXN JKS PCP GNRC XYL SNA HON ZBRA ….. BWC MRC DOV TEX AGCO DDD FLS GTLS=Bottom (Manufacturing)
META(27): -1.23% Top=CENX AA SCCO CLD CCJ ABX FCX CNX ….. GG SLW AEM PAAS AKS SLCA HCLP FMSA=Bottom (Metals & Mining)
ENER(130): -2.02% Top=NS MMP WES BWP PAA ETP EEP MWE ….. EPE EXXI GDP WTI MTDR PVA RIG DO=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/

Filed under: Market Stats — daytrend @ 3:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 3:23 pm ET)
22.4% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
25.6% are below yesterday’s low.
51.9% are inside yesterday’s range.
38.1% of stocks with today’s high > yesterday’s high. (61.9% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND (20141126 3:23 pm ET)
47.1% of stocks are above today’s open. (51.5% are below).
43.9% of stocks are above today’s open and yesterday’s close.
46.8% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 3:23 pm ET)
13.5% of stocks are in the top 10% of today’s range.
25.4% 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.
18.4% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20141126 3:23 pm ET)
49.6% of stocks are above yesterday’s close. (50.4% are below.)
0.9% are up 4.5% or more. 2.3% are down 4.5% or more.
2.0% are up 3.5% or more. 4.0% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20141126 3:23 pm ET)
2-day: >=95:14.2%…>=90:22.4%…>=80:33.2%…>=50:57.3%…<=20:18.0%…<=10:7.6%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.7%…>=80:6.1%…>=50:75.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:76.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 3:23 pm ET)
22.4% above previous 1 highs, 25.6% below previous 1 lows
19.3% above previous 2 highs, 18.1% below previous 2 lows
17.1% above previous 3 highs, 16.3% below previous 3 lows
16.9% above previous 4 highs, 9.2% below previous 4 lows
16.3% above previous 5 highs, 6.6% below previous 5 lows
15.3% above previous 6 highs, 5.7% below previous 6 lows
14.9% above previous 7 highs, 4.7% below previous 7 lows
13.8% above previous 8 highs, 4.5% below previous 8 lows
13.2% above previous 9 highs, 3.4% below previous 9 lows
12.8% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 3:23 pm ET)
49.6% are above or equal to 11/25 close (1 days ago), 50.4% are below.
50.3% are above or equal to 11/24 close (2 days ago), 49.7% are below.
62.9% are above or equal to 11/21 close (3 days ago), 37.1% are below.
70.8% are above or equal to 11/20 close (4 days ago), 29.2% are below.
77.4% are above or equal to 11/19 close (5 days ago), 22.6% are below.
71.1% are above or equal to 11/18 close (6 days ago), 28.9% are below.
74.8% are above or equal to 11/17 close (7 days ago), 25.2% are below.
70.1% are above or equal to 11/14 close (8 days ago), 29.9% are below.
72.1% are above or equal to 11/13 close (9 days ago), 27.9% are below.
66.8% are above or equal to 11/12 close (10 days ago), 33.2% are below.
67.7% are above or equal to 11/11 close (11 days ago), 32.3% are below.
67.1% are above or equal to 11/10 close (12 days ago), 32.9% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
70.9% are above or equal to 11/6 close (14 days ago), 29.1% are below.
72.3% are above or equal to 11/5 close (15 days ago), 27.7% are below.
76.7% are above or equal to 11/4 close (16 days ago), 23.3% are below.
70.6% are above or equal to 11/3 close (17 days ago), 29.4% are below.
70.0% are above or equal to 10/31 close (18 days ago), 30.0% are below.
76.6% are above or equal to 10/30 close (19 days ago), 23.4% are below.
75.9% are above or equal to 10/29 close (20 days ago), 24.1% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 3:23 pm ET)
20d: 14.5% new highs, 2.6% new lows
21d: 14.4% new highs, 2.6% new lows
42d: 13.3% new highs, 1.3% new lows
63d: 10.2% new highs, 1.3% new lows
126d: 8.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 3:23 pm ET)
2-day: 48.4% above, 51.6% below
3-day: 49.2% above, 50.8% below
4-day: 56.2% above, 43.8% below
5-day: 62.7% above, 37.3% below
8-day: 70.6% above, 29.4% below
10-day: 70.9% above, 29.1% below
20-day: 73.3% above, 26.7% below
50-day: 76.3% above, 23.7% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 3:23 pm ET)
ELEC(53): 1.15% Top=AMBA ADI CODE FSL ISIL SWKS TXN LLTC ….. VSH OPLK BRKR WAT SCTY TRMB INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(81): 0.93% Top=EJ ARCP AVB DEI LHO AMH DFT DLR ….. HST NLY NYMT SRC RLGY GLPI PCL WAC=Bottom (Real Estate)
COHW(47): 0.48% Top=HPQ ANET CTL ARRS ADTN LVLT VZ SYNA ….. CIEN HRS UBNT FNSR SWIR BRCD NTAP SSYS=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.41% Top=BDX GMED PODD LH ZLTQ DXCM DVA PRXL ….. PKI KND THOR HNT UHS CYH MR THC=Bottom (Health)
COSW(80): 0.33% Top=VEEV VIPS SPLK TWTR FB DATA CTRX SFUN ….. FEYE SLH NCR NUAN TRUE IMS COUP VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.10% Top=SGMS GPRO LQ DRI SIX SONC JACK MAR ….. PNK LVS SBUX MCD RCL BLMN BWLD LOCO=Bottom (Leisure)
FINA(83): -0.01% Top=WETF ESNT APO HBAN SLM OCN FRC HCBK ….. ASBC ACAS WDR FNFG FMER TCB EV RCAP=Bottom (Banks/Financials)
INSU(39): -0.04% Top=RDN AGO FAF TRV MTG AWH CINF WRB ….. UNM AIZ AFL RNR ORI CNO HIG GNW=Bottom (Insurance)
CONS(59): -0.11% Top=MOV WWW UA BLL HAS BERY LEG HBI ….. SKX OI AVP IP MAT UFS COH PBI=Bottom (Consumer)
TRAN(33): -0.15% Top=AAL LUV HA XPO SAVE WERN SWFT UAL ….. TRN CNW GBX KEX TK TDW YRCW GLNG=Bottom (Transportation)
DISV(49): -0.15% Top=BLOX Z YY GEO MAN BAH RHI TMH ….. TYC JEC HMSY ATHN CAR KBR AAN HTZ=Bottom (Diversified Services)
MATE(31): -0.32% Top=MTZ BECN CVA WCN WM WLH RSG TPH ….. WY DHI TOL MLM USG OC EXP FLR=Bottom (Materials & Construction)
CHEM(33): -0.34% Top=WPZ MON IFF PX POT GRA DOW ALB ….. HUN FMC GPRE WLK AGU CBT MEOH PEIX=Bottom (Chemicals/Fertilizers)
RETA(72): -0.41% Top=MIK LB DSW TJX WAG BBY HIBB AEO ….. CHS VSI SPLS URBN SIG JCP OUTR SHLD=Bottom (Retail & Specialty Retail)
MANU(42): -0.82% Top=JKS RXN PCP GNRC HON XYL ZBRA SNA ….. BWC MRC DOV TEX AGCO DDD FLS GTLS=Bottom (Manufacturing)
META(27): -1.05% Top=CENX SCCO AA CLD FCX CCJ ABX CNX ….. TCK SLW AEM PAAS AKS SLCA HCLP FMSA=Bottom (Metals & Mining)
ENER(130): -1.90% Top=NS MMP WES PAA EEP DPM MWE ETP ….. ATW EXXI WTI MTDR GDP PVA RIG DO=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.
Market Stats at 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:19 am

Market Stats at 11:18 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 11:18 am ET)
15.3% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
24.8% are below yesterday’s low.
60.0% are inside yesterday’s range.
32.6% of stocks with today’s high > yesterday’s high. (67.4% less than).
41.9% of stocks with today’s low < yesterday’s low. (58.1% greater than).

EVIDENCE OF INTRADAY TREND (20141126 11:18 am ET)
41.7% of stocks are above today’s open. (56.6% are below).
35.6% of stocks are above today’s open and yesterday’s close.
50.4% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 11:18 am ET)
7.8% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
45.6% are in the top half. 54.4% of stocks are in the bottom half of today’s range.
25.9% are in the bottom 20%.
14.8% are in the bottom 10%.

GAIN (20141126 11:18 am ET)
43.7% of stocks are above yesterday’s close. (56.3% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 2.0% are down 3.5% or more.
73.1% are between +1% and -1%.

RSI on DAILY (20141126 11:18 am ET)
2-day: >=95:11.1%…>=90:17.2%…>=80:27.0%…>=50:54.1%…<=20:16.8%…<=10:5.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.4%…>=50:75.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:76.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 11:18 am ET)
15.3% above previous 1 highs, 24.8% below previous 1 lows
12.8% above previous 2 highs, 18.3% below previous 2 lows
11.1% above previous 3 highs, 15.7% below previous 3 lows
10.9% above previous 4 highs, 7.7% below previous 4 lows
10.4% above previous 5 highs, 5.0% below previous 5 lows
9.5% above previous 6 highs, 4.1% below previous 6 lows
9.0% above previous 7 highs, 3.6% below previous 7 lows
8.7% above previous 8 highs, 3.3% below previous 8 lows
8.1% above previous 9 highs, 2.7% below previous 9 lows
7.9% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 11:18 am ET)
43.7% are above or equal to 11/25 close (1 days ago), 56.3% are below.
45.4% are above or equal to 11/24 close (2 days ago), 54.6% are below.
61.1% are above or equal to 11/21 close (3 days ago), 38.9% are below.
68.8% are above or equal to 11/20 close (4 days ago), 31.2% are below.
77.6% are above or equal to 11/19 close (5 days ago), 22.4% are below.
70.7% are above or equal to 11/18 close (6 days ago), 29.3% are below.
74.8% are above or equal to 11/17 close (7 days ago), 25.2% are below.
71.3% are above or equal to 11/14 close (8 days ago), 28.7% are below.
71.4% are above or equal to 11/13 close (9 days ago), 28.6% are below.
64.8% are above or equal to 11/12 close (10 days ago), 35.2% are below.
65.4% are above or equal to 11/11 close (11 days ago), 34.6% are below.
64.2% are above or equal to 11/10 close (12 days ago), 35.8% are below.
67.8% are above or equal to 11/7 close (13 days ago), 32.2% are below.
70.1% are above or equal to 11/6 close (14 days ago), 29.9% are below.
71.4% are above or equal to 11/5 close (15 days ago), 28.6% are below.
75.7% are above or equal to 11/4 close (16 days ago), 24.3% are below.
69.7% are above or equal to 11/3 close (17 days ago), 30.3% are below.
69.5% are above or equal to 10/31 close (18 days ago), 30.5% are below.
76.4% are above or equal to 10/30 close (19 days ago), 23.6% are below.
76.2% are above or equal to 10/29 close (20 days ago), 23.8% are below.
74.1% are above or equal to 10/28 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 11:18 am ET)
20d: 12.1% new highs, 1.9% new lows
21d: 12.0% new highs, 1.9% new lows
42d: 10.9% new highs, 0.8% new lows
63d: 8.2% new highs, 0.8% new lows
126d: 7.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 11:18 am ET)
2-day: 41.7% above, 58.3% below
3-day: 42.9% above, 57.1% below
4-day: 52.6% above, 47.4% below
5-day: 60.0% above, 40.0% below
8-day: 70.1% above, 29.9% below
10-day: 69.4% above, 30.6% below
20-day: 72.4% above, 27.6% below
50-day: 75.6% above, 24.4% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 11:18 am ET)
ELEC(53): 0.64% Top=AMBA ADI JASO ISIL SWKS CODE TXN CREE ….. TEL JBL WAT VSH TRMB BRKR INVN KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.49% Top=ANET HPQ CTL SYNA TMUS SNDK AAPL VZ ….. JNPR LXK NSR OLED BRCD SWIR PANW FNSR=Bottom (Computer Hardware/Telecom)
REAL(81): 0.39% Top=EJ ARCP DFT AVB DLR NSM UDR EQR ….. HST CBG BEE NYMT PCL GLPI RLGY WAC=Bottom (Real Estate)
COSW(80): 0.25% Top=VEEV TWTR VIPS DATA FB WBMD CTRX SPLK ….. ZEN SLH FEYE TRUE NCR VDSI COUP VNET=Bottom (Computer Software/Internet)
HEAL(58): 0.14% Top=BDX GMED PODD ABMD DXCM PINC DVA MD ….. HNT STJ HOLX CYH BKD PKI MR THC=Bottom (Health)
DISV(49): 0.10% Top=BLOX Z WTW BAH GEO YY RHI EIGI ….. RCII AL ALLE R JEC TYC TNET HTZ=Bottom (Diversified Services)
LEIS(32): 0.01% Top=SGMS DRI GPRO LQ HOT BYD SONC MAR ….. MCD CCL LOCO SBUX STAY BWLD BLMN RCL=Bottom (Leisure)
INSU(39): -0.15% Top=AFSI AGO MTG TRV RDN AWH CINF FNF ….. AON GNW AFL HIG LNC CNO UNM MBI=Bottom (Insurance)
TRAN(33): -0.19% Top=AAL HA LUV XPO SAVE CP DAL UAL ….. CNW KEX TK JBLU GBX TDW YRCW GLNG=Bottom (Transportation)
FINA(83): -0.22% Top=WETF OCN APO SLM KKR WFC RY BX ….. MTB TCB ASBC ACAS FNFG FMER EV RCAP=Bottom (Banks/Financials)
RETA(72): -0.30% Top=MIK LB DSW CONN TJX NFLX WAG HIBB ….. URBN CHS TIF GES SIG ANF SHLD OUTR=Bottom (Retail & Specialty Retail)
CONS(59): -0.31% Top=UA WWW HAS ENR JAH CL LEG TPX ….. OI KATE LULU PBI IRBT PKG KS UFS=Bottom (Consumer)
CHEM(33): -0.49% Top=OLN WPZ CHMT PX SHW IFF PPG ALB ….. HUN FTK APD CF WLK CBT AGU MEOH=Bottom (Chemicals/Fertilizers)
MANU(42): -0.51% Top=PCP JKS RXN HON DHR ATI ZBRA GNRC ….. JOY DOV TKR MRC FLS TEX AGCO GTLS=Bottom (Manufacturing)
MATE(31): -0.59% Top=BECN MTZ CVA WM WCN RSG DAR MAS ….. BZH SPF USG WLH MLM EXP OC FLR=Bottom (Materials & Construction)
META(27): -1.15% Top=CENX SCCO CLF FCX AA ABX RGLD CNX ….. X SLW AEM PAAS HCLP SLCA AKS FMSA=Bottom (Metals & Mining)
ENER(130): -1.35% Top=DK RICE CMLP WNR ALJ TLLP MPC HMHC ….. EXXI ATW PVA EPE GDP RIG WTI DO=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.
Market Stats at 11:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 10:12 am ET
by daytrend on 20141126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141126 10:12 am ET)
13.5% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
19.2% are below yesterday’s low.
67.3% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20141126 10:12 am ET)
45.3% of stocks are above today’s open. (52.3% are below).
39.3% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
5.8% of stocks opened above yesterday’s high.
48.8% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141126 10:12 am ET)
13.9% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20141126 10:12 am ET)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.4% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY (20141126 10:12 am ET)
2-day: >=95:10.7%…>=90:18.4%…>=80:30.6%…>=50:59.9%…<=20:15.0%…<=10:4.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.4%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141126 10:12 am ET)
13.5% above previous 1 highs, 19.2% below previous 1 lows
11.5% above previous 2 highs, 14.0% below previous 2 lows
9.9% above previous 3 highs, 12.5% below previous 3 lows
9.7% above previous 4 highs, 6.7% below previous 4 lows
9.0% above previous 5 highs, 4.4% below previous 5 lows
8.0% above previous 6 highs, 3.9% below previous 6 lows
7.8% above previous 7 highs, 3.3% below previous 7 lows
7.6% above previous 8 highs, 3.1% below previous 8 lows
7.0% above previous 9 highs, 2.5% below previous 9 lows
6.8% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141126 10:12 am ET)
49.2% are above or equal to 11/25 close (1 days ago), 50.8% are below.
49.2% are above or equal to 11/24 close (2 days ago), 50.8% are below.
63.8% are above or equal to 11/21 close (3 days ago), 36.2% are below.
71.5% are above or equal to 11/20 close (4 days ago), 28.5% are below.
79.1% are above or equal to 11/19 close (5 days ago), 20.9% are below.
72.6% are above or equal to 11/18 close (6 days ago), 27.4% are below.
76.6% are above or equal to 11/17 close (7 days ago), 23.4% are below.
71.2% are above or equal to 11/14 close (8 days ago), 28.8% are below.
73.1% are above or equal to 11/13 close (9 days ago), 26.9% are below.
66.2% are above or equal to 11/12 close (10 days ago), 33.8% are below.
66.9% are above or equal to 11/11 close (11 days ago), 33.1% are below.
65.4% are above or equal to 11/10 close (12 days ago), 34.6% are below.
69.3% are above or equal to 11/7 close (13 days ago), 30.7% are below.
71.2% are above or equal to 11/6 close (14 days ago), 28.8% are below.
71.8% are above or equal to 11/5 close (15 days ago), 28.2% are below.
76.1% are above or equal to 11/4 close (16 days ago), 23.9% are below.
69.7% are above or equal to 11/3 close (17 days ago), 30.3% are below.
70.2% are above or equal to 10/31 close (18 days ago), 29.8% are below.
76.7% are above or equal to 10/30 close (19 days ago), 23.3% are below.
76.2% are above or equal to 10/29 close (20 days ago), 23.8% are below.
74.4% are above or equal to 10/28 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141126 10:12 am ET)
20d: 10.0% new highs, 1.8% new lows
21d: 10.0% new highs, 1.8% new lows
42d: 9.0% new highs, 0.8% new lows
63d: 6.4% new highs, 0.8% new lows
126d: 5.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141126 10:12 am ET)
2-day: 47.5% above, 52.5% below
3-day: 48.3% above, 51.7% below
4-day: 58.1% above, 41.9% below
5-day: 64.2% above, 35.8% below
8-day: 71.7% above, 28.3% below
10-day: 71.9% above, 28.1% below
20-day: 73.0% above, 27.0% below
50-day: 76.0% above, 24.0% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141126 10:12 am ET)
ELEC(53): 0.63% Top=ADI AMBA SWKS JASO CODE CY CAVM FSL ….. TEL VSH GLW WAT TRMB INVN BRKR KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.44% Top=ANET HPQ CTL ARRS INFN COMM UBNT TMUS ….. JNPR OLED LXK QCOM SWIR BRCD PANW FNSR=Bottom (Computer Hardware/Telecom)
REAL(81): 0.32% Top=EJ AVB ARCP NSM DFT EQR DLR UDR ….. CBG HLSS BEE PCL WAC GLPI NYMT RLGY=Bottom (Real Estate)
HEAL(58): 0.29% Top=BDX ABMD PINC ZLTQ GMED PODD MOH EVHC ….. LH HOLX PKI MR SIRO BKD THC SPNC=Bottom (Health)
TRAN(33): 0.22% Top=XPO HA AAL SAVE LUV JBHT WERN ALK ….. SWFT JBLU EXPD KEX GBX YRCW TK TDW=Bottom (Transportation)
DISV(49): 0.16% Top=BLOX Z WTW GEO MAN RHI BAH CXW ….. ATHN MYGN R CAR PCLN AAN JEC HTZ=Bottom (Diversified Services)
COSW(80): 0.14% Top=VEEV TWTR DATA SPLK SNCR LOCK CTRX CSOD ….. ACIW COUP FFIV NCR VDSI ZEN TRUE VNET=Bottom (Computer Software/Internet)
LEIS(32): 0.10% Top=SGMS GPRO BYD DRI LQ SONC NCLH HOT ….. WYNN JACK CCL SBUX RCL MCD BWLD BLMN=Bottom (Leisure)
INSU(39): 0.00% Top=AFSI MTG RDN PTP PRU GNW CINF TMK ….. UNM AIZ ORI LNC FNF AON L HIG=Bottom (Insurance)
RETA(72): -0.01% Top=DANG MIK DSW CPRT LB WAG TJX HIBB ….. BID GES ANF SHLD SIG SPLS TIF OUTR=Bottom (Retail & Specialty Retail)
FINA(83): -0.07% Top=SLM OCN HBAN APO KKR WFC JNS BMO ….. TCB MTB ACAS FNFG FMER ESNT EV RCAP=Bottom (Banks/Financials)
CONS(59): -0.20% Top=JAH UA PAY GT ENR WWW HBI NKE ….. LULU COH OI PKG PBI IRBT KS UFS=Bottom (Consumer)
MATE(31): -0.30% Top=BECN MTZ CVA WCN WM BZH RSG DAR ….. RYN AWI DHI MLM USG OC EXP FLR=Bottom (Materials & Construction)
MANU(42): -0.36% Top=DDD GNRC JKS KMT ATU GE DHR PLL ….. JOY MRC DOV FLS TEX GTLS AGCO DE=Bottom (Manufacturing)
CHEM(33): -0.54% Top=OLN WPZ CHMT SHW PX PPG ALB MON ….. MOS WLK CBT FTK PEIX CF AGU MEOH=Bottom (Chemicals/Fertilizers)
META(27): -0.87% Top=CENX CCJ SCCO FCX CLF AA ABX CNX ….. TCK AEM SWC PAAS AKS HCLP FMSA SLCA=Bottom (Metals & Mining)
ENER(130): -1.24% Top=CMLP WNR TLLP RICE MPC HMHC DK ALJ ….. MTDR EXXI EPE PVA RIG GDP WTI DO=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.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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