daytrend

05/20/2013

Filed under: Market Stats — daytrend @ 11:41 am

Market Stats at 12:40 pm ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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
43.9% of stocks are above yesterday’s high.
73.8% are above yesterday’s midpoint. (26.2% are below.)
9.6% are below yesterday’s low.
46.5% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
22.3% of stocks with today’s low < yesterday’s low. (77.7% greater than).

EVIDENCE OF INTRADAY TREND
69.1% of stocks are above today’s open. (29.3% are below).
59.8% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
5.0% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (68.9% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
30.1% are in the top 20%.
66.1% are in the top half. 33.9% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN
62.3% of stocks are above yesterday’s close. (37.7% are below.)
2.7% are up 4.5% or more. 0.1% are down 4.5% or more.
5.3% are up 3.5% or more. 0.5% are down 3.5% or more.
64.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.6%…>=90:29.7%…>=80:46.1%…>=50:75.3%…<=20:7.9%…<=10:3.1%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.7%…>=80:11.4%…>=50:86.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:86.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.9% above previous 1 highs, 9.6% below previous 1 lows
36.3% above previous 2 highs, 5.8% below previous 2 lows
32.3% above previous 3 highs, 4.8% below previous 3 lows
30.4% above previous 4 highs, 3.8% below previous 4 lows
28.9% above previous 5 highs, 3.1% below previous 5 lows
28.0% above previous 6 highs, 3.0% below previous 6 lows
26.5% above previous 7 highs, 2.5% below previous 7 lows
25.9% above previous 8 highs, 2.2% below previous 8 lows
25.6% above previous 9 highs, 1.9% below previous 9 lows
25.5% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.3% are above or equal to 5/17 close (1 days ago), 37.7% are below.
82.6% are above or equal to 5/16 close (2 days ago), 17.4% are below.
66.9% are above or equal to 5/15 close (3 days ago), 33.1% are below.
71.5% are above or equal to 5/14 close (4 days ago), 28.5% are below.
80.0% are above or equal to 5/13 close (5 days ago), 20.0% are below.
75.2% are above or equal to 5/10 close (6 days ago), 24.8% are below.
79.5% are above or equal to 5/9 close (7 days ago), 20.5% are below.
74.6% are above or equal to 5/8 close (8 days ago), 25.4% are below.
79.9% are above or equal to 5/7 close (9 days ago), 20.1% are below.
82.6% are above or equal to 5/6 close (10 days ago), 17.4% are below.
84.2% are above or equal to 5/3 close (11 days ago), 15.8% are below.
86.6% are above or equal to 5/2 close (12 days ago), 13.4% are below.
89.4% are above or equal to 5/1 close (13 days ago), 10.6% are below.
84.5% are above or equal to 4/30 close (14 days ago), 15.5% are below.
86.2% are above or equal to 4/29 close (15 days ago), 13.8% are below.
87.8% are above or equal to 4/26 close (16 days ago), 12.2% are below.
85.5% are above or equal to 4/25 close (17 days ago), 14.5% are below.
86.3% are above or equal to 4/24 close (18 days ago), 13.7% are below.
86.2% are above or equal to 4/23 close (19 days ago), 13.8% are below.
88.2% are above or equal to 4/22 close (20 days ago), 11.8% are below.
89.1% are above or equal to 4/19 close (21 days ago), 10.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 34.7% new highs, 2.2% new lows
21d: 34.7% new highs, 1.9% new lows
42d: 29.7% new highs, 1.7% new lows
63d: 26.7% new highs, 1.0% new lows
126d: 25.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.1% above, 38.9% below
3-day: 77.0% above, 23.0% below
4-day: 74.2% above, 25.8% below
5-day: 73.8% above, 26.2% below
8-day: 77.5% above, 22.5% below
10-day: 78.4% above, 21.6% below
20-day: 86.5% above, 13.5% below
50-day: 84.1% above, 15.9% below
200-day: 85.7% above, 14.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 4.24% Top=MCP IAG WLT EGO PAAS KGC ABX AEM ….. STLD SLCA CCJ AA TRQ NUE FCX SCCO=Bottom (Metals & Mining)
ENER(101): 1.52% Top=HERO WPX SGY CRZO CHK KEG BBG DK ….. OKS MDU KMP RIG VNR IOC BWP HK=Bottom (Energy)
ELEC(52): 1.34% Top=TSL SCTY CSIQ FSLR SPWR WFR ATML CY ….. GRMN LLTC SWKS APH IPGP MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.93% Top=DDD JOY ATI CMI DCI WOR MTW ETN ….. PNR BWC MRC HON GE GNRC XYL MHK=Bottom (Manufacturing)
LEIS(29): 0.61% Top=MPEL BYI CZR H BYD MGM WYNN PNK ….. YUM WEN EAT TXRH WYN MAR DPZ DNKN=Bottom (Leisure)
FINA(77): 0.52% Top=PHH CSE USB COF STI WBS CG HBHC ….. ICE WU HCBK TCBI SCHW AMTD EFX APO=Bottom (Banks/Financials)
DISV(48): 0.34% Top=KBR ACTG PCLN R JEC RRD URS FLT ….. VRSK TMH V PAYX RHI HTZ URI ADT=Bottom (Diversified Services)
COSW(79): 0.30% Top=NTES SOHU TRIP BIDU DBD YELP SPLK SINA ….. CTSH INTU FB CERN TIBX TRLA VMW RHT=Bottom (Computer Software/Internet)
CHEM(30): 0.26% Top=TROX HUN CHMT MOS WPZ APD VAL MEOH ….. RPM ASH ROC EMN PPG SHW ALB AXLL=Bottom (Chemicals/Fertilizers)
MATE(30): 0.22% Top=FWLT MDR FLR BZH MTZ CVA MLM RSG ….. EXP DHI DAR RYL LEN SPF PHM MAS=Bottom (Materials & Construction)
CONS(54): 0.20% Top=PAY IRBT NUS ZQK PBI FNP AVP NWL ….. FBHS WHR MWV FL CHD PG KMB CTB=Bottom (Consumer)
RETA(66): 0.05% Top=JCP ARO LTD SKS SPLS CSTR MELI GES ….. DLTR LINTA KR VSI CPRT KMX BBBY SWY=Bottom (Retail & Specialty Retail)
INSU(41): 0.04% Top=MTG AFL RDN L MBI PGR ORI MMC ….. TRV CINF WSH BRO CLGX AHL AXS UNM=Bottom (Insurance)
REAL(81): -0.01% Top=BEE RLGY PEI CWH SLG WAC VTR AVB ….. MFA PMT SBY HST HTS TWO NCT ARR=Bottom (Real Estate)
HEAL(47): -0.05% Top=MAKO A BSX ALR BAX SIRO PODD ALGN ….. ESRX WCG AET BKD EW CNC THOR HCA=Bottom (Health)
TRAN(24): -0.16% Top=GLNG SWFT CNW FDX ODFL SAVE TRN JBHT ….. EXPD UNP CNI LUV UAL CP KSU ALK=Bottom (Transportation)
COHW(46): -0.16% Top=SSYS TMUS NIHD AAPL ARUN LXK MSI VIP ….. RVBD CSCO CIEN SNDK NTAP PANW RKUS SYNA=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:40 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:37 am

Market Stats at 11:36 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
42.2% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
6.4% are below yesterday’s low.
51.4% are inside yesterday’s range.
60.1% of stocks with today’s high > yesterday’s high. (39.9% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND
74.0% of stocks are above today’s open. (24.4% are below).
62.8% of stocks are above today’s open and yesterday’s close.
23.3% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.8% of stocks are in the top 10% of today’s range.
42.4% are in the top 20%.
73.2% are in the top half. 26.8% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
65.4% of stocks are above yesterday’s close. (34.6% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
2.4% are up 3.5% or more. 0.6% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.6%…>=90:29.1%…>=80:46.7%…>=50:76.9%…<=20:6.3%…<=10:2.5%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.7%…>=80:11.2%…>=50:86.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.3%…>=50:87.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
42.2% above previous 1 highs, 6.4% below previous 1 lows
34.0% above previous 2 highs, 4.2% below previous 2 lows
30.0% above previous 3 highs, 3.1% below previous 3 lows
28.5% above previous 4 highs, 2.4% below previous 4 lows
27.5% above previous 5 highs, 2.1% below previous 5 lows
26.5% above previous 6 highs, 2.1% below previous 6 lows
25.1% above previous 7 highs, 1.8% below previous 7 lows
24.5% above previous 8 highs, 1.6% below previous 8 lows
23.9% above previous 9 highs, 1.5% below previous 9 lows
23.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.4% are above or equal to 5/17 close (1 days ago), 34.6% are below.
82.5% are above or equal to 5/16 close (2 days ago), 17.5% are below.
68.5% are above or equal to 5/15 close (3 days ago), 31.5% are below.
72.2% are above or equal to 5/14 close (4 days ago), 27.8% are below.
80.7% are above or equal to 5/13 close (5 days ago), 19.3% are below.
75.6% are above or equal to 5/10 close (6 days ago), 24.4% are below.
80.0% are above or equal to 5/9 close (7 days ago), 20.0% are below.
75.3% are above or equal to 5/8 close (8 days ago), 24.7% are below.
80.4% are above or equal to 5/7 close (9 days ago), 19.6% are below.
82.2% are above or equal to 5/6 close (10 days ago), 17.8% are below.
84.1% are above or equal to 5/3 close (11 days ago), 15.9% are below.
87.4% are above or equal to 5/2 close (12 days ago), 12.6% are below.
89.6% are above or equal to 5/1 close (13 days ago), 10.4% are below.
84.8% are above or equal to 4/30 close (14 days ago), 15.2% are below.
85.8% are above or equal to 4/29 close (15 days ago), 14.2% are below.
87.9% are above or equal to 4/26 close (16 days ago), 12.1% are below.
85.5% are above or equal to 4/25 close (17 days ago), 14.5% are below.
86.7% are above or equal to 4/24 close (18 days ago), 13.3% are below.
86.0% are above or equal to 4/23 close (19 days ago), 14.0% are below.
87.6% are above or equal to 4/22 close (20 days ago), 12.4% are below.
88.7% are above or equal to 4/19 close (21 days ago), 11.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.4% new highs, 2.1% new lows
21d: 30.4% new highs, 1.9% new lows
42d: 26.4% new highs, 1.7% new lows
63d: 23.7% new highs, 0.9% new lows
126d: 22.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.0% above, 36.0% below
3-day: 78.0% above, 22.0% below
4-day: 75.9% above, 24.1% below
5-day: 74.5% above, 25.5% below
8-day: 79.7% above, 20.3% below
10-day: 80.2% above, 19.8% below
20-day: 86.7% above, 13.3% below
50-day: 84.1% above, 15.9% below
200-day: 85.7% above, 14.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.79% Top=MCP WLT EGO CNX KGC ABX AUY STLD ….. AEM RGLD TRQ AA SLCA NUE FCX SCCO=Bottom (Metals & Mining)
ELEC(52): 1.60% Top=TSL SCTY CSIQ FSLR SPWR ATML CRUS WFR ….. LSI APH SWKS GRMN IPGP MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 1.22% Top=WPX HERO GPOR TSO CRZO CHK SGY NE ….. IOC MMP KMP VNR CJES BWP RIG HK=Bottom (Energy)
MANU(41): 0.82% Top=DDD JOY DRC CMI DCI CFX TEX ETN ….. BWC XYL GNRC GE RS CRS MRC MHK=Bottom (Manufacturing)
MATE(30): 0.70% Top=FWLT BZH FLR MDR MTZ HOV CVA MLM ….. WCN LEN FAST CLH EXP PHM DAR MAS=Bottom (Materials & Construction)
DISV(48): 0.55% Top=KBR PCLN R Z JEC MYGN ACTG FLT ….. HTZ VRSK PAYX APOL V RHI URI ADT=Bottom (Diversified Services)
FINA(77): 0.51% Top=WETF PHH COF CSE USB GHL AXP WBS ….. FII STT FSC WU HCBK AMTD EFX APO=Bottom (Banks/Financials)
COSW(79): 0.48% Top=NTES TRIP SOHU YELP SPLK DBD BIDU ATVI ….. INTU ADP QLIK CERN FB TRLA VMW RHT=Bottom (Computer Software/Internet)
LEIS(29): 0.41% Top=BYI MPEL CZR WYNN MGM H PNK KKD ….. RCL YUM EAT WYN DPZ WEN MAR DNKN=Bottom (Leisure)
CONS(54): 0.19% Top=PAY IRBT ZQK BC NUS BERY PKG PBI ….. LEG MWV FOSL CHD PG KMB FL CTB=Bottom (Consumer)
CHEM(30): 0.14% Top=TROX HUN CHMT POL WPZ APD VAL MOS ….. EMN DOW FMC ROC ALB SHW PPG AXLL=Bottom (Chemicals/Fertilizers)
INSU(41): 0.12% Top=MTG RDN AFL PGR MBI RE GNW L ….. BRO CINF WSH WRB ACE AHL AXS UNM=Bottom (Insurance)
REAL(81): 0.10% Top=BEE PEI RLGY WAC AVB VTR SLG CWH ….. NCT NLY SBY HST MFA TWO HTS ARR=Bottom (Real Estate)
TRAN(24): 0.09% Top=GLNG SAVE TRN CNW CSX FDX JBHT SWFT ….. DAL AIRM CP LUV TDW UAL KSU ALK=Bottom (Transportation)
HEAL(47): 0.09% Top=A MAKO BSX CYH PKI HMA ZMH HLS ….. CI AET WCG BKD HCA CNC EW THOR=Bottom (Health)
RETA(66): 0.03% Top=LTD CSTR ARO JCP SKS MELI KORS TFM ….. KSS VSI KR ROST CPRT KMX BBBY SWY=Bottom (Retail & Specialty Retail)
COHW(46): -0.12% Top=SSYS AAPL ARUN TMUS LXK NIHD MSI VIP ….. SNDK LVLT NTAP CSCO SYNA RVBD PANW RKUS=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:36 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:35 am

Market Stats at 11:34 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
40.8% of stocks are above yesterday’s high.
74.7% are above yesterday’s midpoint. (25.3% are below.)
6.9% are below yesterday’s low.
52.3% are inside yesterday’s range.
59.6% of stocks with today’s high > yesterday’s high. (40.4% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND
72.4% of stocks are above today’s open. (26.4% are below).
61.7% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
25.1% of stocks are in the top 10% of today’s range.
41.0% are in the top 20%.
70.6% are in the top half. 29.4% of stocks are in the bottom half of today’s range.
8.9% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN
63.7% of stocks are above yesterday’s close. (36.3% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.2% are up 3.5% or more. 0.5% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.7%…>=90:28.8%…>=80:46.1%…>=50:76.5%…<=20:6.8%…<=10:2.4%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.7%…>=80:11.3%…>=50:86.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.3%…>=50:87.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.8% above previous 1 highs, 6.9% below previous 1 lows
32.7% above previous 2 highs, 4.6% below previous 2 lows
29.4% above previous 3 highs, 3.4% below previous 3 lows
27.8% above previous 4 highs, 2.6% below previous 4 lows
26.8% above previous 5 highs, 2.4% below previous 5 lows
25.6% above previous 6 highs, 2.3% below previous 6 lows
24.4% above previous 7 highs, 2.1% below previous 7 lows
23.8% above previous 8 highs, 1.8% below previous 8 lows
23.2% above previous 9 highs, 1.7% below previous 9 lows
23.1% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.7% are above or equal to 5/17 close (1 days ago), 36.3% are below.
82.0% are above or equal to 5/16 close (2 days ago), 18.0% are below.
68.2% are above or equal to 5/15 close (3 days ago), 31.8% are below.
72.0% are above or equal to 5/14 close (4 days ago), 28.0% are below.
80.8% are above or equal to 5/13 close (5 days ago), 19.2% are below.
75.3% are above or equal to 5/10 close (6 days ago), 24.7% are below.
80.0% are above or equal to 5/9 close (7 days ago), 20.0% are below.
75.2% are above or equal to 5/8 close (8 days ago), 24.8% are below.
80.2% are above or equal to 5/7 close (9 days ago), 19.8% are below.
82.0% are above or equal to 5/6 close (10 days ago), 18.0% are below.
84.0% are above or equal to 5/3 close (11 days ago), 16.0% are below.
87.2% are above or equal to 5/2 close (12 days ago), 12.8% are below.
89.5% are above or equal to 5/1 close (13 days ago), 10.5% are below.
84.7% are above or equal to 4/30 close (14 days ago), 15.3% are below.
85.9% are above or equal to 4/29 close (15 days ago), 14.1% are below.
88.0% are above or equal to 4/26 close (16 days ago), 12.0% are below.
85.4% are above or equal to 4/25 close (17 days ago), 14.6% are below.
86.6% are above or equal to 4/24 close (18 days ago), 13.4% are below.
85.7% are above or equal to 4/23 close (19 days ago), 14.3% are below.
87.5% are above or equal to 4/22 close (20 days ago), 12.5% are below.
88.7% are above or equal to 4/19 close (21 days ago), 11.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.0% new highs, 2.1% new lows
21d: 30.0% new highs, 1.9% new lows
42d: 26.2% new highs, 1.7% new lows
63d: 23.5% new highs, 0.9% new lows
126d: 22.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.8% above, 37.2% below
3-day: 78.1% above, 21.9% below
4-day: 74.8% above, 25.2% below
5-day: 74.0% above, 26.0% below
8-day: 78.9% above, 21.1% below
10-day: 79.4% above, 20.6% below
20-day: 86.5% above, 13.5% below
50-day: 84.0% above, 16.0% below
200-day: 85.5% above, 14.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.68% Top=MCP WLT EGO CNX KGC AUY ABX ANR ….. AEM RGLD TRQ SLCA AA NUE SCCO FCX=Bottom (Metals & Mining)
ELEC(52): 1.59% Top=TSL SCTY CSIQ FSLR SPWR ATML WFR CRUS ….. LSI APH SWKS GRMN IPGP MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 1.20% Top=WPX HERO GPOR CRZO TSO CHK NE SGY ….. EEP KMP IOC VNR CJES BWP RIG HK=Bottom (Energy)
MANU(41): 0.78% Top=DDD JOY DRC CMI DCI CFX TEX MTW ….. XYL DOV GNRC GE RS CRS MRC MHK=Bottom (Manufacturing)
MATE(30): 0.64% Top=FWLT BZH FLR MDR MTZ HOV CVA KBH ….. SPF LEN FAST CLH EXP PHM DAR MAS=Bottom (Materials & Construction)
DISV(48): 0.52% Top=KBR PCLN R JEC Z MYGN ACTG FLT ….. HPY HTZ PAYX APOL RHI V URI ADT=Bottom (Diversified Services)
FINA(77): 0.51% Top=PHH WETF COF CG USB AXP CSE GHL ….. SCHW STT FSC HCBK WU AMTD EFX APO=Bottom (Banks/Financials)
COSW(79): 0.43% Top=NTES TRIP SOHU YELP DBD SPLK BIDU SINA ….. ADP INTU QLIK CERN FB TRLA VMW RHT=Bottom (Computer Software/Internet)
LEIS(29): 0.35% Top=BYI MPEL WYNN MGM H PNK CZR KKD ….. THI YUM EAT WYN DPZ WEN MAR DNKN=Bottom (Leisure)
CONS(54): 0.15% Top=PAY IRBT ZQK BC NUS OI RKT HAR ….. LEG SKX FOSL CHD PG KMB FL CTB=Bottom (Consumer)
INSU(41): 0.12% Top=MTG RDN AFL GNW PGR MBI RE L ….. CINF ACE WSH AFSI WRB AHL AXS UNM=Bottom (Insurance)
CHEM(30): 0.11% Top=HUN TROX CHMT POL WPZ APD VAL MOS ….. DOW ASH FMC SHW ALB ROC AXLL PPG=Bottom (Chemicals/Fertilizers)
REAL(81): 0.08% Top=BEE WAC RLGY PEI VTR AVB SLG CWH ….. O NLY MFA HST SBY TWO HTS ARR=Bottom (Real Estate)
HEAL(47): 0.07% Top=A MAKO BSX CYH PKI DXCM ZMH HLS ….. CI AET WCG BKD HCA CNC EW THOR=Bottom (Health)
TRAN(24): 0.05% Top=GLNG TRN SAVE CSX CNW FDX JBHT SWFT ….. AIRM DAL TDW CP LUV UAL KSU ALK=Bottom (Transportation)
RETA(66): 0.00% Top=CSTR LTD JCP ARO SKS MELI TFM KORS ….. KSS KR VSI ROST CPRT KMX BBBY SWY=Bottom (Retail & Specialty Retail)
COHW(46): -0.14% Top=SSYS AAPL ARUN TMUS LXK NIHD VIP MSI ….. SNDK LVLT SYNA CSCO NTAP RVBD PANW RKUS=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:34 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 10:45 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
34.4% of stocks are above yesterday’s high.
74.4% are above yesterday’s midpoint. (25.6% are below.)
7.2% are below yesterday’s low.
58.4% are inside yesterday’s range.
54.2% of stocks with today’s high > yesterday’s high. (45.8% less than).
20.0% of stocks with today’s low < yesterday’s low. (80.0% greater than).

EVIDENCE OF INTRADAY TREND
70.0% of stocks are above today’s open. (28.5% are below).
57.3% of stocks are above today’s open and yesterday’s close.
27.0% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.6% of stocks are in the top 10% of today’s range.
36.3% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
60.2% of stocks are above yesterday’s close. (39.8% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.5% are down 3.5% or more.
76.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.9%…>=90:24.1%…>=80:41.2%…>=50:75.9%…<=20:6.8%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.1%…>=90:0.8%…>=80:10.3%…>=50:85.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:86.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.4% above previous 1 highs, 7.2% below previous 1 lows
26.5% above previous 2 highs, 4.6% below previous 2 lows
23.6% above previous 3 highs, 3.4% below previous 3 lows
22.1% above previous 4 highs, 2.6% below previous 4 lows
21.5% above previous 5 highs, 2.3% below previous 5 lows
20.7% above previous 6 highs, 2.2% below previous 6 lows
19.7% above previous 7 highs, 1.9% below previous 7 lows
19.5% above previous 8 highs, 1.7% below previous 8 lows
18.8% above previous 9 highs, 1.7% below previous 9 lows
18.8% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.2% are above or equal to 5/17 close (1 days ago), 39.8% are below.
81.7% are above or equal to 5/16 close (2 days ago), 18.3% are below.
66.1% are above or equal to 5/15 close (3 days ago), 33.9% are below.
70.4% are above or equal to 5/14 close (4 days ago), 29.6% are below.
79.7% are above or equal to 5/13 close (5 days ago), 20.3% are below.
74.8% are above or equal to 5/10 close (6 days ago), 25.2% are below.
78.7% are above or equal to 5/9 close (7 days ago), 21.3% are below.
74.0% are above or equal to 5/8 close (8 days ago), 26.0% are below.
79.1% are above or equal to 5/7 close (9 days ago), 20.9% are below.
81.8% are above or equal to 5/6 close (10 days ago), 18.2% are below.
83.6% are above or equal to 5/3 close (11 days ago), 16.4% are below.
86.8% are above or equal to 5/2 close (12 days ago), 13.2% are below.
89.4% are above or equal to 5/1 close (13 days ago), 10.6% are below.
84.7% are above or equal to 4/30 close (14 days ago), 15.3% are below.
85.9% are above or equal to 4/29 close (15 days ago), 14.1% are below.
88.2% are above or equal to 4/26 close (16 days ago), 11.8% are below.
85.5% are above or equal to 4/25 close (17 days ago), 14.5% are below.
86.0% are above or equal to 4/24 close (18 days ago), 14.0% are below.
85.8% are above or equal to 4/23 close (19 days ago), 14.2% are below.
87.5% are above or equal to 4/22 close (20 days ago), 12.5% are below.
88.3% are above or equal to 4/19 close (21 days ago), 11.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 27.1% new highs, 1.9% new lows
21d: 27.1% new highs, 1.9% new lows
42d: 23.8% new highs, 1.7% new lows
63d: 20.6% new highs, 0.9% new lows
126d: 19.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.8% above, 41.2% below
3-day: 77.0% above, 23.0% below
4-day: 74.1% above, 25.9% below
5-day: 72.8% above, 27.2% below
8-day: 78.3% above, 21.7% below
10-day: 77.7% above, 22.3% below
20-day: 86.6% above, 13.4% below
50-day: 84.0% above, 16.0% below
200-day: 85.4% above, 14.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.34% Top=MCP WLT CNX TRQ X CLF EGO ACI ….. STLD KGC AA RGLD NUE SLCA SCCO FCX=Bottom (Metals & Mining)
ELEC(52): 1.11% Top=TSL SCTY CSIQ FSLR SPWR ATML WFR CRUS ….. XLNX APH CREE LSI IPGP CAVM MXIM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 0.83% Top=WPX HERO TSO BBG GPOR PDCE CRZO NE ….. FST CJES VNR RIG BWP KOG HK IOC=Bottom (Energy)
MANU(41): 0.49% Top=DDD JOY DCI CFX DE CMI PNR ETN ….. GE WOR RS TKR CRS GNRC MRC MHK=Bottom (Manufacturing)
DISV(48): 0.44% Top=KBR PCLN R JEC Z MYGN ACTG RRD ….. LPS TYC HPY V RHI HTZ URI ADT=Bottom (Diversified Services)
MATE(30): 0.41% Top=FWLT FLR BZH MDR MTZ PWR HOV CVA ….. CLH RYL USG SPF PHM DAR EXP MAS=Bottom (Materials & Construction)
COSW(79): 0.36% Top=NTES YELP TRIP SOHU SPLK AOL SINA BIDU ….. TIBX CTRX CERN MCRS FB TRLA VMW RHT=Bottom (Computer Software/Internet)
LEIS(29): 0.35% Top=BYI CZR MPEL WYNN EXPE BYD CMG PNK ….. RCL DPZ YUM EAT WYN WEN MAR DNKN=Bottom (Leisure)
FINA(77): 0.22% Top=WETF PHH CSE COF AXP DFS GHL USB ….. STT BLK SCHW HCBK WU AMTD EFX APO=Bottom (Banks/Financials)
HEAL(47): 0.15% Top=A BSX MAKO DXCM CYH HMA ALGN HLS ….. BKD CI AET CNC WCG HCA EW THOR=Bottom (Health)
REAL(81): 0.09% Top=BEE RLGY AVB WAC VTR PEI BPO ACC ….. REG TWO HST NRF SBY O ARR HTS=Bottom (Real Estate)
CONS(54): 0.05% Top=PAY RKT IRBT ZQK NUS BC BERY PKG ….. CHD KMB DECK FBHS LULU FL GT CTB=Bottom (Consumer)
CHEM(30): -0.03% Top=TROX HUN APD VAL WPZ CHMT MOS MON ….. ASH SHW ROC FMC DOW ALB PPG AXLL=Bottom (Chemicals/Fertilizers)
RETA(66): -0.08% Top=JCP LTD CSTR SPLS BIG ARO ASNA DDS ….. LINTA ROST KR CPRT SWY BBBY KMX SSI=Bottom (Retail & Specialty Retail)
INSU(41): -0.12% Top=MTG RDN AFL PGR PRE PL ORI L ….. MET WRB CLGX AGO AIG AXS WSH UNM=Bottom (Insurance)
COHW(46): -0.19% Top=SSYS NIHD ARUN AAPL LXK TMUS MSI WIN ….. CSCO RVBD SNDK SYNA CIEN PANW LVLT RKUS=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.20% Top=GLNG JBHT SAVE CNW CSX FDX EXPD ODFL ….. CP AIRM JBLU DAL LUV UAL KSU ALK=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:45 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
28.8% of stocks are above yesterday’s high.
73.8% are above yesterday’s midpoint. (26.2% are below.)
5.6% are below yesterday’s low.
65.6% are inside yesterday’s range.
45.5% of stocks with today’s high > yesterday’s high. (54.5% less than).
16.5% of stocks with today’s low < yesterday’s low. (83.5% greater than).

EVIDENCE OF INTRADAY TREND
66.5% of stocks are above today’s open. (30.4% are below).
51.3% of stocks are above today’s open and yesterday’s close.
28.8% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.8% of stocks are in the top 10% of today’s range.
32.2% are in the top 20%.
64.8% are in the top half. 35.2% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
56.3% of stocks are above yesterday’s close. (43.7% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.3% are down 3.5% or more.
83.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:21.6%…>=80:37.0%…>=50:75.7%…<=20:7.3%…<=10:3.2%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.6%…>=80:9.7%…>=50:85.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:86.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.8% above previous 1 highs, 5.6% below previous 1 lows
21.2% above previous 2 highs, 4.0% below previous 2 lows
18.6% above previous 3 highs, 3.0% below previous 3 lows
17.7% above previous 4 highs, 2.4% below previous 4 lows
17.0% above previous 5 highs, 1.9% below previous 5 lows
16.2% above previous 6 highs, 1.9% below previous 6 lows
15.8% above previous 7 highs, 1.7% below previous 7 lows
15.6% above previous 8 highs, 1.6% below previous 8 lows
15.1% above previous 9 highs, 1.6% below previous 9 lows
15.1% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.3% are above or equal to 5/17 close (1 days ago), 43.7% are below.
82.0% are above or equal to 5/16 close (2 days ago), 18.0% are below.
65.3% are above or equal to 5/15 close (3 days ago), 34.7% are below.
69.0% are above or equal to 5/14 close (4 days ago), 31.0% are below.
79.9% are above or equal to 5/13 close (5 days ago), 20.1% are below.
75.1% are above or equal to 5/10 close (6 days ago), 24.9% are below.
78.7% are above or equal to 5/9 close (7 days ago), 21.3% are below.
73.8% are above or equal to 5/8 close (8 days ago), 26.2% are below.
78.3% are above or equal to 5/7 close (9 days ago), 21.7% are below.
81.0% are above or equal to 5/6 close (10 days ago), 19.0% are below.
82.8% are above or equal to 5/3 close (11 days ago), 17.2% are below.
87.0% are above or equal to 5/2 close (12 days ago), 13.0% are below.
89.2% are above or equal to 5/1 close (13 days ago), 10.8% are below.
84.2% are above or equal to 4/30 close (14 days ago), 15.8% are below.
85.5% are above or equal to 4/29 close (15 days ago), 14.5% are below.
87.9% are above or equal to 4/26 close (16 days ago), 12.1% are below.
85.0% are above or equal to 4/25 close (17 days ago), 15.0% are below.
85.6% are above or equal to 4/24 close (18 days ago), 14.4% are below.
85.6% are above or equal to 4/23 close (19 days ago), 14.4% are below.
87.3% are above or equal to 4/22 close (20 days ago), 12.7% are below.
88.2% are above or equal to 4/19 close (21 days ago), 11.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 21.2% new highs, 1.8% new lows
21d: 21.2% new highs, 1.8% new lows
42d: 17.7% new highs, 1.7% new lows
63d: 15.6% new highs, 0.9% new lows
126d: 14.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.7% above, 46.3% below
3-day: 77.2% above, 22.8% below
4-day: 74.4% above, 25.6% below
5-day: 73.8% above, 26.2% below
8-day: 77.2% above, 22.8% below
10-day: 78.7% above, 21.3% below
20-day: 85.8% above, 14.2% below
50-day: 83.1% above, 16.9% below
200-day: 85.0% above, 15.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.06% Top=MCP WLT TRQ ANR CNX ACI BTU X ….. RGLD AEM SLW NUE NEM SLCA SCCO FCX=Bottom (Metals & Mining)
ELEC(52): 0.79% Top=SCTY TSL CSIQ SPWR FSLR WFR ATML FSL ….. LSI IPGP APH BRKR SWKS MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 0.57% Top=FWLT BZH FLR KBH HOV LEN MTH PWR ….. RSG MDC FAST WCN CLH EXP MAS DAR=Bottom (Materials & Construction)
ENER(101): 0.48% Top=WPX UPL BBG HERO COG EPL GPOR CRZO ….. WNR VNR RIG CJES KOG EXH AREX NFG=Bottom (Energy)
DISV(48): 0.36% Top=KBR R PCLN Z HRB CAR RRD MYGN ….. ATHN HPY APOL DV LPS HMSY V ADT=Bottom (Diversified Services)
MANU(41): 0.34% Top=DDD JOY ATI PPO DCI AOS PNR ETN ….. GE DOV SWK CRS MTW WOR TKR MHK=Bottom (Manufacturing)
COSW(79): 0.30% Top=NTES YELP SOHU SPLK TRIP SINA BIDU ANGI ….. GRPN QLIK UIS TRLA ORCL FB VMW RHT=Bottom (Computer Software/Internet)
FINA(77): 0.15% Top=WETF CSE CG DFS GHL CMA COF ICE ….. STT SCHW WU AMTD FII SF EFX APO=Bottom (Banks/Financials)
HEAL(47): 0.11% Top=A MAKO DXCM BSX PKI ZMH HLS TMO ….. ESRX AET WCG BKD CI HCA EW THOR=Bottom (Health)
REAL(81): 0.06% Top=BEE AVB WAC RLGY EQR VTR HCP PEI ….. SBY REG HIW ARR HTS O TWO RWT=Bottom (Real Estate)
LEIS(29): 0.04% Top=BYI PNK BYD MPEL WYNN CZR DRI CCL ….. HOT WEN YUM DPZ EAT KKD MAR DNKN=Bottom (Leisure)
CONS(54): -0.01% Top=PAY RKT BERY VFC BLL NUS PKG IRBT ….. MAT TUP GT ECL PG FL CHD CTB=Bottom (Consumer)
TRAN(24): -0.01% Top=GLNG TRN JBHT SAVE SWFT CSX CNW NSC ….. TDW JBLU UAL DAL LUV AIRM KSU ALK=Bottom (Transportation)
RETA(66): -0.16% Top=JCP TFM ARO CSTR LTD ASNA MELI DDS ….. SHLD BBBY SSI BBY CPRT SWY LQDT KMX=Bottom (Retail & Specialty Retail)
CHEM(30): -0.16% Top=HUN TROX WPZ ASH MOS AGU POT APD ….. PX CHMT ALB FMC DOW POL AXLL PPG=Bottom (Chemicals/Fertilizers)
INSU(41): -0.24% Top=MTG RDN PGR MBI ORI ALL PRU PL ….. AON ACE WRB CNO RNR AIG AXS WSH=Bottom (Insurance)
COHW(46): -0.25% Top=NIHD SSYS ARUN AAPL TMUS LXK TDS MSI ….. VSAT TDC NTAP LVLT CIEN CSCO PANW RKUS=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:59 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:51 am

Market Stats at 9:51 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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
17.2% of stocks are above yesterday’s high.
66.4% are above yesterday’s midpoint. (33.6% are below.)
6.6% are below yesterday’s low.
76.2% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND
56.6% of stocks are above today’s open. (39.6% are below).
39.9% of stocks are above today’s open and yesterday’s close.
36.8% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.5% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
41.8% are in the top half. 58.2% of stocks are in the bottom half of today’s range.
27.3% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN
44.9% of stocks are above yesterday’s close. (55.1% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.2% are down 3.5% or more.
86.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.0%…>=90:16.7%…>=80:28.5%…>=50:71.2%…<=20:8.8%…<=10:3.7%…<=5:1.8%…
9-day: >=95:0.1%…>=90:0.6%…>=80:7.8%…>=50:84.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:85.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.2% above previous 1 highs, 6.6% below previous 1 lows
12.6% above previous 2 highs, 4.5% below previous 2 lows
11.7% above previous 3 highs, 3.8% below previous 3 lows
11.0% above previous 4 highs, 3.0% below previous 4 lows
10.8% above previous 5 highs, 2.9% below previous 5 lows
10.3% above previous 6 highs, 2.6% below previous 6 lows
10.1% above previous 7 highs, 2.5% below previous 7 lows
10.0% above previous 8 highs, 2.3% below previous 8 lows
9.7% above previous 9 highs, 2.1% below previous 9 lows
9.7% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.9% are above or equal to 5/17 close (1 days ago), 55.1% are below.
79.6% are above or equal to 5/16 close (2 days ago), 20.4% are below.
61.4% are above or equal to 5/15 close (3 days ago), 38.6% are below.
65.8% are above or equal to 5/14 close (4 days ago), 34.2% are below.
78.4% are above or equal to 5/13 close (5 days ago), 21.6% are below.
72.7% are above or equal to 5/10 close (6 days ago), 27.3% are below.
77.9% are above or equal to 5/9 close (7 days ago), 22.1% are below.
72.7% are above or equal to 5/8 close (8 days ago), 27.3% are below.
76.5% are above or equal to 5/7 close (9 days ago), 23.5% are below.
79.6% are above or equal to 5/6 close (10 days ago), 20.4% are below.
81.6% are above or equal to 5/3 close (11 days ago), 18.4% are below.
86.6% are above or equal to 5/2 close (12 days ago), 13.4% are below.
88.8% are above or equal to 5/1 close (13 days ago), 11.2% are below.
83.5% are above or equal to 4/30 close (14 days ago), 16.5% are below.
84.8% are above or equal to 4/29 close (15 days ago), 15.2% are below.
87.8% are above or equal to 4/26 close (16 days ago), 12.2% are below.
84.7% are above or equal to 4/25 close (17 days ago), 15.3% are below.
85.6% are above or equal to 4/24 close (18 days ago), 14.4% are below.
85.0% are above or equal to 4/23 close (19 days ago), 15.0% are below.
87.1% are above or equal to 4/22 close (20 days ago), 12.9% are below.
88.1% are above or equal to 4/19 close (21 days ago), 11.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.4% new highs, 1.7% new lows
21d: 18.4% new highs, 1.7% new lows
42d: 15.2% new highs, 1.6% new lows
63d: 13.3% new highs, 0.8% new lows
126d: 12.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.6% above, 57.4% below
3-day: 73.8% above, 26.2% below
4-day: 70.8% above, 29.2% below
5-day: 69.5% above, 30.5% below
8-day: 74.6% above, 25.4% below
10-day: 76.2% above, 23.8% below
20-day: 85.0% above, 15.0% below
50-day: 82.7% above, 17.3% below
200-day: 85.2% above, 14.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(52): 0.64% Top=SCTY TSL FSLR CSIQ SPWR WFR CY FSL ….. NVDA SWKS APH BRCM BRKR MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): 0.44% Top=WLT MCP TRQ CNX ANR CLD CCJ ACI ….. PAAS NEM STLD FCX NUE SLCA SCCO CLF=Bottom (Metals & Mining)
ENER(101): 0.24% Top=WPX BBG COG UPL EVEP GPOR HERO EPL ….. EXH CJES VLO OIS HK KOG WNR TSO=Bottom (Energy)
MATE(30): 0.16% Top=FWLT BZH KBH HOV PWR MTZ DHI FLR ….. PHM FAST MDC CLH MAS MDR EXP DAR=Bottom (Materials & Construction)
COSW(79): 0.15% Top=NTES YELP SINA SPLK ANGI BIDU FTNT TRIP ….. NUAN ORCL VMW UIS TIBX EA FB RHT=Bottom (Computer Software/Internet)
DISV(48): 0.15% Top=R Z PCLN KBR HRB MYGN CAR ACM ….. LOPE HPY APOL HMSY V DV LPS ADT=Bottom (Diversified Services)
MANU(41): 0.05% Top=DDD PPO DRC AOS PCP DCI JOY CFX ….. CAT PH TKR MTW XYL CRS MRC WOR=Bottom (Manufacturing)
REAL(81): -0.05% Top=WAC BEE RLGY OFC VTR AVB EQR DCT ….. HTS HIW PMT NLY RWT TWO O ARR=Bottom (Real Estate)
TRAN(24): -0.06% Top=GLNG JBHT SAVE CP UAL NSC CSX EXPD ….. CHRW UPS UNP LUV ODFL AIRM ALK KSU=Bottom (Transportation)
HEAL(47): -0.06% Top=A MAKO PKI PODD SIRO DXCM BSX TMO ….. ESRX WCG BKD CI HCA THC EW THOR=Bottom (Health)
FINA(77): -0.08% Top=CG WETF DFS CSE KKR BX GHL AXP ….. JNS AMTD SCHW STT HCBK SF EFX APO=Bottom (Banks/Financials)
LEIS(29): -0.18% Top=BYI PNK MPEL WYNN CZR LVS CCL DRI ….. DPZ MAR YUM WEN HOT EAT EXPE DNKN=Bottom (Leisure)
COHW(46): -0.24% Top=NIHD SSYS ARUN AAPL TMUS LXK TDS CCI ….. SYNA CIEN TDC SNDK LVLT PANW NTAP CSCO=Bottom (Computer Hardware/Telecom)
CONS(54): -0.25% Top=PAY RKT BERY BLL ZQK VFC NUS IRBT ….. KMB CHD ICON TUP FNP DECK UA CTB=Bottom (Consumer)
INSU(41): -0.37% Top=MTG RDN MBI PGR ORI ALL PL RGA ….. WRB AIZ ACE CNO AIG AXS WSH HIG=Bottom (Insurance)
CHEM(30): -0.38% Top=HUN TROX WPZ MEOH RPM ASH MOS MON ….. ALB FMC POL CHMT PX CF EMN PPG=Bottom (Chemicals/Fertilizers)
RETA(66): -0.41% Top=TFM CSTR JCP NFLX LTD MELI JOSB DDS ….. CPRT BBY GME SWY LQDT KMX BBBY SSI=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:51 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:41 am

Market Stats at 9:40 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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
26.7% of stocks are above yesterday’s high.
75.7% are above yesterday’s midpoint. (24.3% are below.)
4.2% are below yesterday’s low.
69.1% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
12.1% of stocks with today’s low < yesterday’s low. (87.9% greater than).

EVIDENCE OF INTRADAY TREND
72.9% of stocks are above today’s open. (23.8% are below).
53.4% of stocks are above today’s open and yesterday’s close.
21.0% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
29.4% of stocks are in the top 10% of today’s range.
46.8% are in the top 20%.
73.9% are in the top half. 26.1% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
59.1% of stocks are above yesterday’s close. (40.9% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.1% are down 3.5% or more.
86.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.6%…>=90:21.2%…>=80:37.8%…>=50:77.3%…<=20:6.2%…<=10:2.2%…<=5:0.9%…
9-day: >=95:0.2%…>=90:0.7%…>=80:9.2%…>=50:86.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.0%…>=50:86.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.7% above previous 1 highs, 4.2% below previous 1 lows
19.9% above previous 2 highs, 2.6% below previous 2 lows
17.9% above previous 3 highs, 1.8% below previous 3 lows
16.6% above previous 4 highs, 1.4% below previous 4 lows
16.2% above previous 5 highs, 1.4% below previous 5 lows
15.2% above previous 6 highs, 1.3% below previous 6 lows
14.7% above previous 7 highs, 1.1% below previous 7 lows
14.3% above previous 8 highs, 1.1% below previous 8 lows
14.0% above previous 9 highs, 1.0% below previous 9 lows
13.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.1% are above or equal to 5/17 close (1 days ago), 40.9% are below.
82.4% are above or equal to 5/16 close (2 days ago), 17.6% are below.
65.8% are above or equal to 5/15 close (3 days ago), 34.2% are below.
69.1% are above or equal to 5/14 close (4 days ago), 30.9% are below.
79.7% are above or equal to 5/13 close (5 days ago), 20.3% are below.
74.7% are above or equal to 5/10 close (6 days ago), 25.3% are below.
79.3% are above or equal to 5/9 close (7 days ago), 20.7% are below.
75.0% are above or equal to 5/8 close (8 days ago), 25.0% are below.
78.8% are above or equal to 5/7 close (9 days ago), 21.2% are below.
81.2% are above or equal to 5/6 close (10 days ago), 18.8% are below.
83.2% are above or equal to 5/3 close (11 days ago), 16.8% are below.
86.8% are above or equal to 5/2 close (12 days ago), 13.2% are below.
89.0% are above or equal to 5/1 close (13 days ago), 11.0% are below.
84.2% are above or equal to 4/30 close (14 days ago), 15.8% are below.
85.6% are above or equal to 4/29 close (15 days ago), 14.4% are below.
87.9% are above or equal to 4/26 close (16 days ago), 12.1% are below.
85.6% are above or equal to 4/25 close (17 days ago), 14.4% are below.
86.4% are above or equal to 4/24 close (18 days ago), 13.6% are below.
86.4% are above or equal to 4/23 close (19 days ago), 13.6% are below.
87.6% are above or equal to 4/22 close (20 days ago), 12.4% are below.
88.4% are above or equal to 4/19 close (21 days ago), 11.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.8% new highs, 1.5% new lows
21d: 15.8% new highs, 1.5% new lows
42d: 12.8% new highs, 1.0% new lows
63d: 11.1% new highs, 0.7% new lows
126d: 10.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.2% above, 43.8% below
3-day: 79.2% above, 20.8% below
4-day: 74.5% above, 25.5% below
5-day: 73.8% above, 26.2% below
8-day: 78.6% above, 21.4% below
10-day: 79.3% above, 20.7% below
20-day: 86.3% above, 13.7% below
50-day: 83.7% above, 16.3% below
200-day: 85.3% above, 14.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(51): 0.84% Top=SCTY TSL CSIQ FSLR SPWR WFR VSH SMTC ….. MOLX NVDA TER BRKR IPGP MXIM CAVM SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 0.72% Top=WPX COG GPOR BCEI UPL EPL DNR HFC ….. NFG KOG NGLS CJES VNR MDU CIE HK=Bottom (Energy)
META(28): 0.67% Top=WLT TRQ MCP SWC ACI BTU CNX CLD ….. EGO NUE KGC PAAS SCCO AEM GG CLF=Bottom (Metals & Mining)
MATE(30): 0.46% Top=BZH FWLT HOV KBH TOL DHI LEN MTH ….. RSG WM EXP FAST WCN MDR DAR CLH=Bottom (Materials & Construction)
TRAN(24): 0.41% Top=GLNG TRN UAL CP CSX SAVE JBLU NSC ….. CNI UPS ALK ODFL CHRW FDX AIRM KSU=Bottom (Transportation)
MANU(41): 0.31% Top=DDD JOY DRC PPO PCP ATI AOS DE ….. DOV BWC PH ATU XYL WOR GNRC MRC=Bottom (Manufacturing)
DISV(48): 0.25% Top=R PCLN HRB Z CAR KBR FLT HMSY ….. LOPE HPY DV APOL RRD VNTV LPS ADT=Bottom (Diversified Services)
COSW(79): 0.23% Top=NTES SINA ANGI FTNT BIDU SPLK LNKD AOL ….. BSFT TIBX MCRS FFIV VMW AWAY FB RHT=Bottom (Computer Software/Internet)
FINA(77): 0.12% Top=DFS CG WETF GHL CSE OZM COF PHH ….. STT HBAN FII HCBK LPLA NTRS EFX APO=Bottom (Banks/Financials)
CONS(54): 0.01% Top=PAY IRBT BERY ZQK AVP FNP FBHS SCSS ….. MWV PG TUP ICON KMB FL UA CTB=Bottom (Consumer)
HEAL(47): -0.00% Top=A PKI ALR TMO PODD BSX MAKO HNT ….. DXCM BKD STJ CNC CI WCG EW THOR=Bottom (Health)
COHW(46): -0.01% Top=NIHD ARUN SSYS TDS TMUS VSAT JDSU AAPL ….. EMC TDC LVLT PANW SNDK NTAP SYNA CSCO=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.01% Top=HUN MEOH WPZ ASH TROX POT VAL MON ….. FMC POL EMN PX PPG CHMT SMG AXLL=Bottom (Chemicals/Fertilizers)
REAL(81): -0.02% Top=BEE WAC RLGY GGP OFC VTR NRF DLR ….. NLY REG RWT PMT ARR O HTS HIW=Bottom (Real Estate)
LEIS(29): -0.03% Top=BYI MPEL PNK CCL MGM CZR WYNN LVS ….. HOT EXPE YUM CAKE BYD WEN DNKN EAT=Bottom (Leisure)
INSU(41): -0.07% Top=RDN MTG PRU AFL MBI ORI PGR CLGX ….. AXS MET BRO AFSI CNO HIG AIZ FNF=Bottom (Insurance)
RETA(66): -0.16% Top=CSTR KORS TFM JCP JOSB MELI SPLS DDS ….. CPRT DKS BBY GME KSS KMX BBBY LQDT=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:40 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:35 am

Market Stats at 9:35 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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
14.9% of stocks are above yesterday’s high.
72.1% are above yesterday’s midpoint. (27.9% are below.)
4.5% are below yesterday’s low.
80.6% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
10.8% of stocks with today’s low < yesterday’s low. (89.2% greater than).

EVIDENCE OF INTRADAY TREND
61.3% of stocks are above today’s open. (33.1% are below).
38.0% of stocks are above today’s open and yesterday’s close.
28.8% are below both.
5.0% of stocks opened above yesterday’s high.
22.9% of stocks opened above yesterday’s close. (69.1% opened below yesterday’s close).
5.6% 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.
38.1% are in the top 20%.
63.8% are in the top half. 36.2% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN
46.4% of stocks are above yesterday’s close. (53.6% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
0.7% are up 3.5% or more. 0.0% are down 3.5% or more.
91.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.7%…>=90:15.5%…>=80:28.9%…>=50:73.9%…<=20:7.4%…<=10:2.9%…<=5:1.4%…
9-day: >=95:0.1%…>=90:0.6%…>=80:7.6%…>=50:85.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:2.7%…>=50:85.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.9% above previous 1 highs, 4.5% below previous 1 lows
10.8% above previous 2 highs, 2.5% below previous 2 lows
8.7% above previous 3 highs, 1.6% below previous 3 lows
8.1% above previous 4 highs, 1.4% below previous 4 lows
8.1% above previous 5 highs, 1.4% below previous 5 lows
7.7% above previous 6 highs, 1.1% below previous 6 lows
7.2% above previous 7 highs, 1.0% below previous 7 lows
7.2% above previous 8 highs, 1.0% below previous 8 lows
7.2% above previous 9 highs, 0.8% below previous 9 lows
7.2% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.4% are above or equal to 5/17 close (1 days ago), 53.6% are below.
80.3% are above or equal to 5/16 close (2 days ago), 19.7% are below.
63.1% are above or equal to 5/15 close (3 days ago), 36.9% are below.
67.6% are above or equal to 5/14 close (4 days ago), 32.4% are below.
78.9% are above or equal to 5/13 close (5 days ago), 21.1% are below.
73.9% are above or equal to 5/10 close (6 days ago), 26.1% are below.
78.4% are above or equal to 5/9 close (7 days ago), 21.6% are below.
73.5% are above or equal to 5/8 close (8 days ago), 26.5% are below.
77.8% are above or equal to 5/7 close (9 days ago), 22.2% are below.
80.5% are above or equal to 5/6 close (10 days ago), 19.5% are below.
82.2% are above or equal to 5/3 close (11 days ago), 17.8% are below.
86.6% are above or equal to 5/2 close (12 days ago), 13.4% are below.
88.3% are above or equal to 5/1 close (13 days ago), 11.7% are below.
83.5% are above or equal to 4/30 close (14 days ago), 16.5% are below.
85.1% are above or equal to 4/29 close (15 days ago), 14.9% are below.
88.1% are above or equal to 4/26 close (16 days ago), 11.9% are below.
85.1% are above or equal to 4/25 close (17 days ago), 14.9% are below.
85.6% are above or equal to 4/24 close (18 days ago), 14.4% are below.
85.3% are above or equal to 4/23 close (19 days ago), 14.7% are below.
87.4% are above or equal to 4/22 close (20 days ago), 12.6% are below.
88.2% are above or equal to 4/19 close (21 days ago), 11.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.0% new highs, 1.3% new lows
21d: 9.0% new highs, 1.3% new lows
42d: 7.4% new highs, 0.9% new lows
63d: 6.9% new highs, 0.7% new lows
126d: 6.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.0% above, 57.0% below
3-day: 76.7% above, 23.3% below
4-day: 70.8% above, 29.2% below
5-day: 70.1% above, 29.9% below
8-day: 77.2% above, 22.8% below
10-day: 76.9% above, 23.1% below
20-day: 84.5% above, 15.5% below
50-day: 83.2% above, 16.8% below
200-day: 85.2% above, 14.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(52): 0.52% Top=SCTY TSL CSIQ SPWR WFR FSLR NXPI ATML ….. APH ONNN TER MXIM BRKR IPGP SPRD CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 0.33% Top=WPX UPL COG EPL GPOR EVEP EOG BCEI ….. FST PTEN NFG RIG VNR EXH ROSE CIE=Bottom (Energy)
META(28): 0.32% Top=TRQ SWC WLT X MCP AUY KGC ABX ….. ANR NUE RGLD PAAS STLD GG SCCO CLF=Bottom (Metals & Mining)
TRAN(24): 0.29% Top=DAL GLNG UAL LUV ALK SAVE CP TDW ….. CSX FDX CNW CHRW CNI UNP ODFL KSU=Bottom (Transportation)
MATE(30): 0.23% Top=BZH KBH DHI TOL LEN HOV OC PHM ….. RYN FAST MTZ FLR WCN DAR MDR CLH=Bottom (Materials & Construction)
COSW(79): 0.15% Top=NTES YHOO RAX TRIP SINA BIDU SPLK ADSK ….. WBMD ORCL FFIV FB QLIK CNQR BSFT RHT=Bottom (Computer Software/Internet)
MANU(41): 0.03% Top=DDD DRC AOS TEX JOY PPO DE DHR ….. MRC DOV XYL ATU WOR PH CRS BWC=Bottom (Manufacturing)
DISV(48): 0.01% Top=PCLN R Z CAR AAN TAL ULTA JEC ….. ATHN VNTV RRD HPY ABCO LPS DV ADT=Bottom (Diversified Services)
LEIS(29): -0.06% Top=MPEL EXPE PNK BYI BYD CCL WYN WYNN ….. CAKE PENN HOT YUM TXRH WEN DNKN EAT=Bottom (Leisure)
FINA(77): -0.08% Top=CG DFS GHL CSE WETF BX AXP OZM ….. CIT TCBI AMTD HCBK BLK NTRS EFX APO=Bottom (Banks/Financials)
INSU(41): -0.09% Top=RDN MTG ORI PGR TRV VR PRU CLGX ….. WRB ACGL MET CNO RGA HIG GNW AIZ=Bottom (Insurance)
REAL(80): -0.10% Top=BEE RLGY DCT NCT VTR NRF DLR DFT ….. UDR HCN SBY PSA HTS REG HIW O=Bottom (Real Estate)
COHW(46): -0.11% Top=TMUS ARUN SSYS RKUS CCI VSAT MSI VIP ….. EMC SNDK PANW NTAP TDC CIEN CSCO SYNA=Bottom (Computer Hardware/Telecom)
HEAL(47): -0.12% Top=PKI HMA TMO ALR HNT MAKO BSX A ….. CFN STJ ESRX EW DXCM MR THOR WCG=Bottom (Health)
CONS(54): -0.13% Top=PAY TPX ZQK HAR LEG FOSL WHR EL ….. KMB ICON OI MWV TUP CTB FL UA=Bottom (Consumer)
CHEM(30): -0.15% Top=HUN TROX SHW POT MON VAL RPM ASH ….. FMC ALB PPG AXLL EMN PX SIAL CHMT=Bottom (Chemicals/Fertilizers)
RETA(66): -0.22% Top=TFM JCP KORS JOSB AMZN NFLX VSI GPS ….. AAP DKS LQDT BBBY BBY CPRT GME KMX=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:35 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:07 am

PRE – Market Stats at 9:06 am ET
by daytrend on 20130520. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 529.

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
9.6% of stocks are above yesterday’s high.
66.2% are above yesterday’s midpoint. (33.8% are below.)
7.4% are below yesterday’s low.
83.0% are inside yesterday’s range.
9.6% of stocks with today’s high > yesterday’s high. (90.4% less than).
7.4% of stocks with today’s low < yesterday’s low. (92.6% greater than).

EVIDENCE OF INTRADAY TREND
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.
9.6% of stocks opened above yesterday’s high.
35.5% of stocks opened above yesterday’s close. (64.5% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
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
35.5% of stocks are above yesterday’s close. (64.5% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.8% are down 3.5% or more.
85.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.6%…>=90:12.5%…>=80:24.0%…>=50:65.2%…<=20:8.3%…<=10:3.6%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.6%…>=80:7.0%…>=50:82.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:84.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.6% above previous 1 highs, 7.4% below previous 1 lows
7.6% above previous 2 highs, 3.0% below previous 2 lows
6.6% above previous 3 highs, 2.3% below previous 3 lows
6.6% above previous 4 highs, 1.3% below previous 4 lows
6.4% above previous 5 highs, 1.3% below previous 5 lows
6.2% above previous 6 highs, 0.9% below previous 6 lows
5.7% above previous 7 highs, 0.9% below previous 7 lows
5.7% above previous 8 highs, 0.9% below previous 8 lows
5.3% above previous 9 highs, 0.9% below previous 9 lows
5.3% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.5% are above or equal to 5/17 close (1 days ago), 64.5% are below.
80.0% are above or equal to 5/16 close (2 days ago), 20.0% are below.
58.4% are above or equal to 5/15 close (3 days ago), 41.6% are below.
61.4% are above or equal to 5/14 close (4 days ago), 38.6% are below.
75.4% are above or equal to 5/13 close (5 days ago), 24.6% are below.
69.4% are above or equal to 5/10 close (6 days ago), 30.6% are below.
75.4% are above or equal to 5/9 close (7 days ago), 24.6% are below.
72.4% are above or equal to 5/8 close (8 days ago), 27.6% are below.
75.8% are above or equal to 5/7 close (9 days ago), 24.2% are below.
79.2% are above or equal to 5/6 close (10 days ago), 20.8% are below.
81.5% are above or equal to 5/3 close (11 days ago), 18.5% are below.
85.3% are above or equal to 5/2 close (12 days ago), 14.7% are below.
88.5% are above or equal to 5/1 close (13 days ago), 11.5% are below.
83.4% are above or equal to 4/30 close (14 days ago), 16.6% are below.
83.7% are above or equal to 4/29 close (15 days ago), 16.3% are below.
86.2% are above or equal to 4/26 close (16 days ago), 13.8% are below.
83.0% are above or equal to 4/25 close (17 days ago), 17.0% are below.
84.9% are above or equal to 4/24 close (18 days ago), 15.1% are below.
84.7% are above or equal to 4/23 close (19 days ago), 15.3% are below.
86.6% are above or equal to 4/22 close (20 days ago), 13.4% are below.
87.7% are above or equal to 4/19 close (21 days ago), 12.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.9% new highs, 0.9% new lows
21d: 4.9% new highs, 0.9% new lows
42d: 4.2% new highs, 0.9% new lows
63d: 3.8% new highs, 0.9% new lows
126d: 3.6% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.5% above, 64.5% below
3-day: 70.5% above, 29.5% below
4-day: 62.9% above, 37.1% below
5-day: 62.8% above, 37.2% below
8-day: 70.9% above, 29.1% below
10-day: 73.5% above, 26.5% below
20-day: 83.4% above, 16.6% below
50-day: 82.0% above, 18.0% below
200-day: 83.9% above, 16.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(31): 0.31% Top=SCTY TSL CSIQ SPWR CY WFR FSLR FSL ….. NVDA GLW TXN ONNN MXIM SWKS CAVM IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(29): 0.09% Top=BSX BAX HCA EW SIRO TMO HOLX HNT ….. STJ SYK ZMH UHS CFN PKI CVD AET=Bottom (Health)
CHEM(16): 0.05% Top=WPZ MON POL SHW EMN ASH DD VAL ….. SMG DOW MEOH OLN HUN PPG PX CE=Bottom (Chemicals/Fertilizers)
REAL(22): -0.03% Top=BPO ARE DLR STWD TWO EXR OHI FR ….. RHP BAM DRE TCO O CPT RLGY COR=Bottom (Real Estate)
MATE(25): -0.07% Top=BZH HOV MTH DHI KBH MTZ PHM FWLT ….. USG OC SPF EXP FAST PWR MLM DAR=Bottom (Materials & Construction)
META(22): -0.10% Top=WLT CCJ FCX MCP X CLF TRQ SCCO ….. ANR NEM AEM CNX GG PAAS SWC SLW=Bottom (Metals & Mining)
FINA(24): -0.11% Top=FSC WETF EFX PSEC OCN CG BX EWBC ….. JPM BAC MS GS OZM FII SCHW JNS=Bottom (Banks/Financials)
COSW(59): -0.12% Top=YELP INTU NTES CRM FIRE GRPN CTXS ET ….. IGT EA WDAY ANGI IRM CDNS SFLY JCOM=Bottom (Computer Software/Internet)
TRAN(15): -0.12% Top=LUV UPS JBLU ALK TDW CNI CSX JBHT ….. JBHT NSC UAL DAL CNW UNP KSU EXPD=Bottom (Transportation)
INSU(17): -0.17% Top=AXS PRE PL BRO RDN ACGL AIG CLGX ….. CNO L FNF AFL AIZ AGO MTG HIG=Bottom (Insurance)
ENER(71): -0.20% Top=WPX CHK ESV TSO CVE UPL NE NTI ….. BHI FST NBR MPC EOG CXO CLR QEP=Bottom (Energy)
DISV(30): -0.25% Top=R PCLN TAL DV KBR MYGN URI LPS ….. V VNTV FLT ACM APOL GPN FISV URS=Bottom (Diversified Services)
LEIS(22): -0.27% Top=EXPE WEN KKD CCL CAKE RCL YUM MPEL ….. DPZ EAT BYI BYD PENN H DNKN CZR=Bottom (Leisure)
RETA(53): -0.27% Top=JCP AEO URBN KORS BIG DKS VSI NFLX ….. BID LOW ORLY LTD ASNA KMX CSTR CPRT=Bottom (Retail & Specialty Retail)
MANU(30): -0.29% Top=DDD DHR TEX GE KMT SWK PPO WOR ….. PH SPW CAT DOV ROP AOS TKR EMR=Bottom (Manufacturing)
CONS(30): -0.45% Top=COH ZQK LULU CL NUS PAY DECK PBI ….. SKX GT KMB TUP ECL NKE AVP CTB=Bottom (Consumer)
COHW(33): -0.60% Top=RKUS TMUS ARUN LVLT XLS TDS FIO WDC ….. RVBD PANW TWTC JDSU NTAP HRS SNDK VSAT=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
PRE – Market Stats at 9:06 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

05/17/2013

Filed under: Market Stats — daytrend @ 3:06 pm

Closing Stats
by daytrend on 20130517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

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
40.9% of stocks are above yesterday’s high.
72.6% are above yesterday’s midpoint. (27.4% are below.)
7.6% are below yesterday’s low.
51.4% are inside yesterday’s range.
56.6% of stocks with today’s high > yesterday’s high. (43.4% less than).
25.3% of stocks with today’s low < yesterday’s low. (74.7% greater than).

EVIDENCE OF INTRADAY TREND
74.3% of stocks are above today’s open. (24.2% are below).
72.2% of stocks are above today’s open and yesterday’s close.
13.8% are below both.
7.0% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
28.3% of stocks are in the top 10% of today’s range.
44.8% are in the top 20%.
77.2% are in the top half. 22.8% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN
84.0% of stocks are above yesterday’s close. (16.0% are below.)
2.2% are up 4.5% or more. 0.5% are down 4.5% or more.
5.7% are up 3.5% or more. 1.0% are down 3.5% or more.
42.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.3%…>=90:25.7%…>=80:42.8%…>=50:78.3%…<=20:7.6%…<=10:4.2%…<=5:2.3%…
9-day: >=95:0.1%…>=90:0.6%…>=80:9.7%…>=50:85.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:85.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.9% above previous 1 highs, 7.6% below previous 1 lows
34.5% above previous 2 highs, 6.0% below previous 2 lows
31.9% above previous 3 highs, 4.7% below previous 3 lows
30.9% above previous 4 highs, 4.1% below previous 4 lows
29.6% above previous 5 highs, 3.6% below previous 5 lows
28.3% above previous 6 highs, 3.3% below previous 6 lows
27.8% above previous 7 highs, 3.0% below previous 7 lows
27.3% above previous 8 highs, 2.5% below previous 8 lows
26.9% above previous 9 highs, 2.4% below previous 9 lows
26.8% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.0% are above or equal to 5/16 close (1 days ago), 16.0% are below.
63.7% are above or equal to 5/15 close (2 days ago), 36.3% are below.
68.2% are above or equal to 5/14 close (3 days ago), 31.8% are below.
79.0% are above or equal to 5/13 close (4 days ago), 21.0% are below.
73.4% are above or equal to 5/10 close (5 days ago), 26.6% are below.
78.1% are above or equal to 5/9 close (6 days ago), 21.9% are below.
73.5% are above or equal to 5/8 close (7 days ago), 26.5% are below.
77.7% are above or equal to 5/7 close (8 days ago), 22.3% are below.
80.5% are above or equal to 5/6 close (9 days ago), 19.5% are below.
83.0% are above or equal to 5/3 close (10 days ago), 17.0% are below.
86.5% are above or equal to 5/2 close (11 days ago), 13.5% are below.
89.1% are above or equal to 5/1 close (12 days ago), 10.9% are below.
83.4% are above or equal to 4/30 close (13 days ago), 16.6% are below.
85.3% are above or equal to 4/29 close (14 days ago), 14.7% are below.
87.7% are above or equal to 4/26 close (15 days ago), 12.3% are below.
84.9% are above or equal to 4/25 close (16 days ago), 15.1% are below.
86.1% are above or equal to 4/24 close (17 days ago), 13.9% are below.
85.5% are above or equal to 4/23 close (18 days ago), 14.5% are below.
87.7% are above or equal to 4/22 close (19 days ago), 12.3% are below.
88.3% are above or equal to 4/19 close (20 days ago), 11.7% are below.
89.2% are above or equal to 4/18 close (21 days ago), 10.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 32.6% new highs, 2.4% new lows
21d: 32.4% new highs, 2.2% new lows
42d: 26.7% new highs, 1.6% new lows
63d: 24.1% new highs, 1.4% new lows
126d: 22.6% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.1% above, 16.9% below
3-day: 74.3% above, 25.7% below
4-day: 72.5% above, 27.5% below
5-day: 75.7% above, 24.3% below
8-day: 77.4% above, 22.6% below
10-day: 78.7% above, 21.3% below
20-day: 85.9% above, 14.1% below
50-day: 83.5% above, 16.5% below
200-day: 85.6% above, 14.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(102): 2.00% Top=GDP TSO MPC SGY WNR KOG HFC VLO ….. PBF NTI OKS MMP EEP CLMT RIG EPL=Bottom (Energy)
MATE(29): 1.84% Top=MDR FLR BZH SPF MTZ CLH PHM HOV ….. MLM KBH RYN BECN FWLT FAST WCN CVA=Bottom (Materials & Construction)
ELEC(50): 1.61% Top=CSIQ WFR SPWR TSL GLW FSLR CY BRCM ….. NXPI CRUS RFMD VSH TRMB FSL CAVM MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.54% Top=KBR ADT HTZ VNTV HRB V MA CAR ….. HMSY VRSK AAN WOOF RRD ACTG HPY MYGN=Bottom (Diversified Services)
MANU(42): 1.49% Top=ATI MTW TEX SPW DRC HON PH MRC ….. SWK AGCO PNR JOY AOS DCI ATU DE=Bottom (Manufacturing)
FINA(77): 1.43% Top=FII PHH COF SF DFS JPM MS APO ….. ARCC AINV RJF FRC TCBI BNS EFX TD=Bottom (Banks/Financials)
CHEM(30): 1.36% Top=CHMT EMN HUN POL WPZ FMC CE PPG ….. ASH SHW SMG CF CYT POT TROX MOS=Bottom (Chemicals/Fertilizers)
CONS(56): 1.25% Top=CTB GT HAR TWI BC AVP IRBT SCSS ….. TUMI PG NUS JAH ICON CL MWV PAY=Bottom (Consumer)
TRAN(24): 1.12% Top=GLNG CNW ALK ODFL UNP CP LUV TDW ….. CHRW UAL SWFT JBHT AIRM DAL SAVE JBLU=Bottom (Transportation)
RETA(67): 1.09% Top=JOSB GME MELI BBY CPRT BID LL CONN ….. TSCO LTD DKS SKS JWN WMT KSS JCP=Bottom (Retail & Specialty Retail)
COSW(79): 0.93% Top=QLIK CSC IGT CTSH YNDX SOHU CERN FTNT ….. AOL TRLA ET AWAY PMTC RAX CTRX ADSK=Bottom (Computer Software/Internet)
LEIS(31): 0.69% Top=BYI KKD HOT H CZR PENN MAR DRI ….. THI CCL WEN DNKN PNK WYN RCL BYD=Bottom (Leisure)
REAL(82): 0.55% Top=RWT NCT O PCL MFA LHO LXP AMT ….. BMR ARE RHP DFT SBY DLR BPO DRH=Bottom (Real Estate)
INSU(41): 0.46% Top=RDN MTG PRU AFL MET LNC CLGX GNW ….. ALL WSH TRV ACE PRE AHL VR AXS=Bottom (Insurance)
HEAL(46): 0.42% Top=MR ALGN CFN ESRX BAX PODD HUM DGX ….. CNC MAKO HCA CYH UHS THOR EW THC=Bottom (Health)
COHW(44): 0.28% Top=NIHD INFN PANW RKUS WDC SNDK HRS ARRS ….. AMX BCE RVBD JNPR NTAP FNSR BRCD ARUN=Bottom (Computer Hardware/Telecom)
META(28): -0.46% Top=SWC SCCO SLCA X FCX CLD STLD NUE ….. PAAS KGC ABX SLW GG EGO AEM AUY=Bottom (Metals & Mining)

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

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