daytrend

10/17/2014

Filed under: Market Stats — daytrend @ 11:07 am

Market Stats at 12:07 pm ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
62.4% of stocks are above yesterday’s high.
91.3% are above yesterday’s midpoint. (8.7% are below.)
2.0% are below yesterday’s low.
35.6% are inside yesterday’s range.
87.1% of stocks with today’s high > yesterday’s high. (12.9% less than).
3.8% of stocks with today’s low < yesterday’s low. (96.2% greater than).

EVIDENCE OF INTRADAY TREND
60.2% of stocks are above today’s open. (38.8% are below).
59.8% of stocks are above today’s open and yesterday’s close.
16.0% are below both.
60.4% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.7% of stocks are in the top 10% of today’s range.
34.3% are in the top 20%.
61.6% are in the top half. 38.4% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN
83.5% of stocks are above yesterday’s close. (16.5% are below.)
5.1% are up 4.5% or more. 0.7% are down 4.5% or more.
11.3% are up 3.5% or more. 0.7% are down 3.5% or more.
29.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.4%…>=90:23.5%…>=80:54.7%…>=50:86.5%…<=20:3.7%…<=10:1.6%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:23.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
62.4% above previous 1 highs, 2.0% below previous 1 lows
55.5% above previous 2 highs, 1.3% below previous 2 lows
42.1% above previous 3 highs, 1.1% below previous 3 lows
32.2% above previous 4 highs, 0.8% below previous 4 lows
19.2% above previous 5 highs, 0.8% below previous 5 lows
6.6% above previous 6 highs, 0.6% below previous 6 lows
5.9% above previous 7 highs, 0.5% below previous 7 lows
5.2% above previous 8 highs, 0.5% below previous 8 lows
3.6% above previous 9 highs, 0.5% below previous 9 lows
3.1% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.5% are above or equal to 10/16 close (1 days ago), 16.5% are below.
84.2% are above or equal to 10/15 close (2 days ago), 15.8% are below.
78.1% are above or equal to 10/14 close (3 days ago), 21.9% are below.
84.9% are above or equal to 10/13 close (4 days ago), 15.1% are below.
69.9% are above or equal to 10/10 close (5 days ago), 30.1% are below.
49.3% are above or equal to 10/9 close (6 days ago), 50.7% are below.
23.3% are above or equal to 10/8 close (7 days ago), 76.7% are below.
38.0% are above or equal to 10/7 close (8 days ago), 62.0% are below.
24.2% are above or equal to 10/6 close (9 days ago), 75.8% are below.
22.0% are above or equal to 10/3 close (10 days ago), 78.0% are below.
27.8% are above or equal to 10/2 close (11 days ago), 72.2% are below.
32.0% are above or equal to 10/1 close (12 days ago), 68.0% are below.
23.9% are above or equal to 9/30 close (13 days ago), 76.1% are below.
20.7% are above or equal to 9/29 close (14 days ago), 79.3% are below.
20.1% are above or equal to 9/26 close (15 days ago), 79.9% are below.
23.1% are above or equal to 9/25 close (16 days ago), 76.9% are below.
18.3% are above or equal to 9/24 close (17 days ago), 81.7% are below.
20.8% are above or equal to 9/23 close (18 days ago), 79.2% are below.
16.7% are above or equal to 9/22 close (19 days ago), 83.3% are below.
13.4% are above or equal to 9/19 close (20 days ago), 86.6% are below.
11.9% are above or equal to 9/18 close (21 days ago), 88.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.7% new highs, 0.8% new lows
21d: 3.3% new highs, 0.8% new lows
42d: 1.4% new highs, 0.7% new lows
63d: 1.1% new highs, 0.7% new lows
126d: 0.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.9% above, 17.1% below
3-day: 85.3% above, 14.7% below
4-day: 84.7% above, 15.3% below
5-day: 86.9% above, 13.1% below
8-day: 72.6% above, 27.4% below
10-day: 58.7% above, 41.3% below
20-day: 27.3% above, 72.7% below
50-day: 14.9% above, 85.1% below
200-day: 32.3% above, 67.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 12:07 pm ET)
MATE(31): 2.50% Top=MTZ MTH KBH VMC MLM EXP PHM PWR ….. SRCL WM CVA OC RYN EME FAST USG=Bottom (Materials & Construction)
TRAN(31): 2.33% Top=GBX GLNG TRN DAL TK CP CNI SAVE ….. CHRW EXPD TDW JBHT KNX KSU JBLU BRS=Bottom (Transportation)
ELEC(62): 2.22% Top=SUNE XLNX TQNT RFMD CPHD SCTY IPGP ONNN ….. BRKR MSCC TRMB MCHP ATML GRMN SLAB INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(85): 2.03% Top=EQIX SPLK NOW DATA EA NUAN AWAY FTNT ….. VNET CTRX MDSO LOCK GOOG VEEV GOOGL SNCR=Bottom (Computer Software/Internet)
ENER(135): 1.97% Top=BAS BCEI CJES HAL CRZO ROSE BHI SM ….. ALJ NS RIG EXXI UPL PVA CMLP AREX=Bottom (Energy)
MANU(48): 1.83% Top=MRC ITT HON ETN FLS GE ZBRA PNR ….. KMT SNA WOR BGC DE TRS AGCO GTLS=Bottom (Manufacturing)
INSU(40): 1.82% Top=AFSI MTG CNO PRU LNC AIG MET GNW ….. ALL FNF VR AGO TRV AHL FAF MBI=Bottom (Insurance)
COHW(48): 1.67% Top=COMM BRCD BBRY LVLT ANET PANW LXK CCOI ….. FTR CAMP FNSR HPQ RKUS INFN GOGO SNDK=Bottom (Computer Hardware/Telecom)
LEIS(33): 1.54% Top=HOT WYN RCL MAR H JACK MGM SIX ….. EAT OWW WEN PNK TXRH LTM CAKE SGMS=Bottom (Leisure)
CHEM(37): 1.47% Top=FTK TROX WLK HUN DOW MEOH PPG ALB ….. AGU POL FUL AXLL IPI CF SZYM WPZ=Bottom (Chemicals/Fertilizers)
FINA(97): 1.35% Top=APO AXP KKR PSEC EVR BX STI PFG ….. FNB MTB XOOM CBOE PBCT CMA FNGN COF=Bottom (Banks/Financials)
DISV(56): 1.33% Top=ADT ACM TYC URI SERV MAN VNTV Z ….. AAN CAR TNET VPRT URS EXAM MYGN ATHN=Bottom (Diversified Services)
HEAL(54): 1.29% Top=AET WLP THC TMO A CYH RMD HOLX ….. MASI BAX PRXL OPK WMGI STE IRWD KND=Bottom (Health)
CONS(60): 1.29% Top=NWL PAY ECL JAH OI FL KS HAR ….. COH SKX IRBT LULU DECK CRI MAT SHOO=Bottom (Consumer)
META(26): 0.61% Top=AKS AA X SLCA CENX CMC CCJ STLD ….. ABX RGLD BTU PAAS GG EGO AEM CLF=Bottom (Metals & Mining)
RETA(69): 0.61% Top=BIG AN KMX KAR PAG LOW GME CDW ….. GES SFM SHLD AEO NFLX FIVE ANF URBN=Bottom (Retail & Specialty Retail)
REAL(94): 0.30% Top=RLGY NRF DLR BAM SHO RHP CBG NSM ….. UDR BDN SRC DDR WAC CUBE NNN HCN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:12 am ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
58.5% of stocks are above yesterday’s high.
91.8% are above yesterday’s midpoint. (8.2% are below.)
1.4% are below yesterday’s low.
40.1% are inside yesterday’s range.
82.5% of stocks with today’s high > yesterday’s high. (17.5% less than).
3.0% of stocks with today’s low < yesterday’s low. (97.0% greater than).

EVIDENCE OF INTRADAY TREND
56.6% of stocks are above today’s open. (42.3% are below).
56.2% of stocks are above today’s open and yesterday’s close.
12.5% are below both.
60.4% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.3% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
63.9% are in the top half. 36.1% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN
87.0% of stocks are above yesterday’s close. (13.0% are below.)
5.7% are up 4.5% or more. 0.3% are down 4.5% or more.
10.1% are up 3.5% or more. 0.6% are down 3.5% or more.
38.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:25.6%…>=80:54.1%…>=50:84.6%…<=20:3.4%…<=10:1.9%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:30.9%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.5% above previous 1 highs, 1.4% below previous 1 lows
52.7% above previous 2 highs, 0.9% below previous 2 lows
40.9% above previous 3 highs, 0.8% below previous 3 lows
31.0% above previous 4 highs, 0.8% below previous 4 lows
18.4% above previous 5 highs, 0.6% below previous 5 lows
7.1% above previous 6 highs, 0.6% below previous 6 lows
6.1% above previous 7 highs, 0.4% below previous 7 lows
5.2% above previous 8 highs, 0.4% below previous 8 lows
3.2% above previous 9 highs, 0.4% below previous 9 lows
2.9% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.0% are above or equal to 10/16 close (1 days ago), 13.0% are below.
83.6% are above or equal to 10/15 close (2 days ago), 16.4% are below.
74.2% are above or equal to 10/14 close (3 days ago), 25.8% are below.
82.1% are above or equal to 10/13 close (4 days ago), 17.9% are below.
67.8% are above or equal to 10/10 close (5 days ago), 32.2% are below.
46.5% are above or equal to 10/9 close (6 days ago), 53.5% are below.
22.5% are above or equal to 10/8 close (7 days ago), 77.5% are below.
35.8% are above or equal to 10/7 close (8 days ago), 64.2% are below.
23.7% are above or equal to 10/6 close (9 days ago), 76.3% are below.
21.5% are above or equal to 10/3 close (10 days ago), 78.5% are below.
27.1% are above or equal to 10/2 close (11 days ago), 72.9% are below.
31.0% are above or equal to 10/1 close (12 days ago), 69.0% are below.
22.5% are above or equal to 9/30 close (13 days ago), 77.5% are below.
18.8% are above or equal to 9/29 close (14 days ago), 81.2% are below.
19.5% are above or equal to 9/26 close (15 days ago), 80.5% are below.
22.8% are above or equal to 9/25 close (16 days ago), 77.2% are below.
18.5% are above or equal to 9/24 close (17 days ago), 81.5% are below.
20.4% are above or equal to 9/23 close (18 days ago), 79.6% are below.
17.6% are above or equal to 9/22 close (19 days ago), 82.4% are below.
13.6% are above or equal to 9/19 close (20 days ago), 86.4% are below.
11.7% are above or equal to 9/18 close (21 days ago), 88.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.2% new highs, 0.8% new lows
21d: 3.0% new highs, 0.8% new lows
42d: 1.1% new highs, 0.7% new lows
63d: 1.0% new highs, 0.7% new lows
126d: 0.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.3% above, 13.7% below
3-day: 85.8% above, 14.2% below
4-day: 82.0% above, 18.0% below
5-day: 83.2% above, 16.8% below
8-day: 67.2% above, 32.8% below
10-day: 56.2% above, 43.8% below
20-day: 25.8% above, 74.2% below
50-day: 14.3% above, 85.7% below
200-day: 31.4% above, 68.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 10:12 am ET)
ENER(135): 2.94% Top=BAS CPE BCEI REXX SLB NBR ROSE SFY ….. NGLS RRC EEP MWE ETE CMLP NGL EXXI=Bottom (Energy)
ELEC(62): 2.56% Top=SUNE XLNX CPHD TQNT RFMD IDTI JASO IPGP ….. CY LLTC AMAT GRMN SLAB TRMB BRKR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 2.35% Top=GBX TRN GLNG DAL CP SWFT ODFL CNI ….. EXPD CHRW JBHT KNX WAB KSU JBLU BRS=Bottom (Transportation)
MANU(48): 1.86% Top=JKS ETN MRC HON ITT GE TEX PNR ….. CMI MHK DCI KMT SNA TRS AGCO DE=Bottom (Manufacturing)
META(26): 1.76% Top=AKS SLCA X CENX AA NRP STLD CMC ….. SLW NEM RGLD ABX GG EGO CLF AEM=Bottom (Metals & Mining)
COSW(85): 1.73% Top=EQIX SPLK DATA VNET JD EA NQ NOW ….. CERN PFPT GOOG ORCL TRI GOOGL VEEV LOCK=Bottom (Computer Software/Internet)
COHW(48): 1.70% Top=BRCD SWIR COMM PANW ANET ARRS CIEN BBRY ….. CCOI TMUS WIN FTR VZ HPQ BCE SNDK=Bottom (Computer Hardware/Telecom)
LEIS(33): 1.60% Top=HOT LOCO MAR WYN MGM H WYNN LVS ….. WEN LTM TXRH MCD CAKE EAT OWW SGMS=Bottom (Leisure)
CHEM(37): 1.53% Top=WLK FTK MEOH DOW HUN ALB GPRE PPG ….. AGU MOS TAM AXLL FUL SZYM IPI CF=Bottom (Chemicals/Fertilizers)
MATE(31): 1.51% Top=MTZ EXP PWR VMC AWI MLM FLR CLH ….. RYL MDC DHI CVA RYN SRCL FAST USG=Bottom (Materials & Construction)
INSU(40): 1.25% Top=AFSI LNC CNO PRU MET RGA AIG UNM ….. CB FAF RDN CINF AXS AHL AWH VR=Bottom (Insurance)
DISV(56): 1.23% Top=XRS ACM YY HTZ SERV TYC KBR VPRT ….. LDOS RCII AAN HMSY EXAM URS ATHN MYGN=Bottom (Diversified Services)
FINA(97): 1.14% Top=MS PVTB STI PSEC APO PFG KKR GS ….. UMPQ CBOE XOOM HCBK MTB PBCT CMA COF=Bottom (Banks/Financials)
HEAL(54): 1.04% Top=THC MOH WLP UNH AET EVHC HNT CI ….. DXCM HLS BSX MASI STE OPK KND BAX=Bottom (Health)
CONS(60): 0.97% Top=CCK GT PAY TPX FL ECL UA KS ….. FOSL LULU WWW IRBT PVH MAT COH SHOO=Bottom (Consumer)
RETA(69): 0.34% Top=BIG AN ABG CDW KMX GME TCS KAR ….. SHLD GES FIVE SFM AEO ANF NFLX URBN=Bottom (Retail & Specialty Retail)
REAL(94): 0.00% Top=CBG HST RHP SHO RLJ NRF PMT RLGY ….. EQR ARCP DDR HR BRX NNN BDN HCN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:59 am

Market Stats at 9:58 am ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
52.4% of stocks are above yesterday’s high.
89.5% are above yesterday’s midpoint. (10.5% are below.)
1.8% are below yesterday’s low.
45.8% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
2.8% of stocks with today’s low < yesterday’s low. (97.2% greater than).

EVIDENCE OF INTRADAY TREND
46.1% of stocks are above today’s open. (51.8% are below).
45.9% of stocks are above today’s open and yesterday’s close.
16.4% are below both.
60.4% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.4% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN
83.3% of stocks are above yesterday’s close. (16.7% are below.)
5.5% are up 4.5% or more. 0.3% are down 4.5% or more.
9.2% are up 3.5% or more. 0.4% are down 3.5% or more.
43.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:22.8%…>=80:50.6%…>=50:80.3%…<=20:5.4%…<=10:2.1%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.3%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.4% above previous 1 highs, 1.8% below previous 1 lows
47.0% above previous 2 highs, 1.1% below previous 2 lows
38.1% above previous 3 highs, 0.9% below previous 3 lows
28.6% above previous 4 highs, 0.9% below previous 4 lows
16.0% above previous 5 highs, 0.7% below previous 5 lows
6.5% above previous 6 highs, 0.7% below previous 6 lows
5.2% above previous 7 highs, 0.6% below previous 7 lows
4.5% above previous 8 highs, 0.6% below previous 8 lows
2.8% above previous 9 highs, 0.6% below previous 9 lows
2.3% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.3% are above or equal to 10/16 close (1 days ago), 16.7% are below.
79.4% are above or equal to 10/15 close (2 days ago), 20.6% are below.
71.8% are above or equal to 10/14 close (3 days ago), 28.2% are below.
79.5% are above or equal to 10/13 close (4 days ago), 20.5% are below.
65.0% are above or equal to 10/10 close (5 days ago), 35.0% are below.
43.2% are above or equal to 10/9 close (6 days ago), 56.8% are below.
21.6% are above or equal to 10/8 close (7 days ago), 78.4% are below.
34.4% are above or equal to 10/7 close (8 days ago), 65.6% are below.
22.5% are above or equal to 10/6 close (9 days ago), 77.5% are below.
20.4% are above or equal to 10/3 close (10 days ago), 79.6% are below.
25.7% are above or equal to 10/2 close (11 days ago), 74.3% are below.
29.8% are above or equal to 10/1 close (12 days ago), 70.2% are below.
21.4% are above or equal to 9/30 close (13 days ago), 78.6% are below.
18.3% are above or equal to 9/29 close (14 days ago), 81.7% are below.
18.3% are above or equal to 9/26 close (15 days ago), 81.7% are below.
21.2% are above or equal to 9/25 close (16 days ago), 78.8% are below.
17.1% are above or equal to 9/24 close (17 days ago), 82.9% are below.
19.1% are above or equal to 9/23 close (18 days ago), 80.9% are below.
16.8% are above or equal to 9/22 close (19 days ago), 83.2% are below.
13.3% are above or equal to 9/19 close (20 days ago), 86.7% are below.
11.4% are above or equal to 9/18 close (21 days ago), 88.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.2% new highs, 0.8% new lows
21d: 3.0% new highs, 0.8% new lows
42d: 1.1% new highs, 0.7% new lows
63d: 1.0% new highs, 0.7% new lows
126d: 0.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.7% above, 17.3% below
3-day: 81.8% above, 18.2% below
4-day: 77.9% above, 22.1% below
5-day: 79.5% above, 20.5% below
8-day: 63.4% above, 36.6% below
10-day: 52.7% above, 47.3% below
20-day: 24.1% above, 75.9% below
50-day: 13.7% above, 86.3% below
200-day: 30.7% above, 69.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 9:58 am ET)
ENER(135): 3.20% Top=CPE BAS REXX SFY BCEI NBR SLB FANG ….. EXXI WNR RRC NFG DPM ECA MDU MWE=Bottom (Energy)
ELEC(62): 2.69% Top=SUNE XLNX IDTI CPHD TQNT RFMD SCTY FSL ….. WAT CGNX AMAT GRMN SLAB TRMB BRKR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 2.29% Top=GBX TRN GLNG DAL CP SWFT TDW CNI ….. EXPD CHRW CNW KNX JBHT JBLU KSU BRS=Bottom (Transportation)
META(26): 1.78% Top=AKS SLCA X CENX AA STLD CMC NRP ….. NEM RGLD SLW ABX GG EGO CLF AEM=Bottom (Metals & Mining)
MANU(48): 1.59% Top=JKS ETN MRC HON ATI GE ITT ROK ….. KMT DCI MHK DDD TRS SNA DE AGCO=Bottom (Manufacturing)
COHW(48): 1.51% Top=SWIR BRCD PANW UBNT ANET ARRS CIEN INFN ….. EMC VZ FTR ARUN OLED NSR BCE SNDK=Bottom (Computer Hardware/Telecom)
MATE(31): 1.37% Top=MTZ EXP VMC AWI PWR MLM DAR FLR ….. RSG WM RYN CVA OC FAST USG SRCL=Bottom (Materials & Construction)
LEIS(33): 1.26% Top=MGM LOCO MAR HOT WYN H WYNN LVS ….. SEAS TXRH EAT MCD OWW LTM CAKE SGMS=Bottom (Leisure)
COSW(85): 1.23% Top=EQIX JD SPLK EA FEYE NOW TWTR NQ ….. TRI CERN SNCR ORCL GOOG GOOGL LOCK PFPT=Bottom (Computer Software/Internet)
CHEM(37): 1.20% Top=MEOH WLK DOW FTK HUN GPRE ALB PPG ….. AXLL POT APD SZYM MOS AGU IPI CF=Bottom (Chemicals/Fertilizers)
INSU(40): 0.91% Top=AFSI LNC PRU CNO MET GNW MBI AIG ….. WRB ACGL ALL CINF AXS AWH AHL VR=Bottom (Insurance)
DISV(56): 0.89% Top=XRS YY HTZ ACM URI SERV ADS Z ….. AAN RCII BLOX EXAM HMSY URS ATHN MYGN=Bottom (Diversified Services)
FINA(97): 0.83% Top=MS APO STI ETFC PSEC KKR BX LAZ ….. CBOE ASBC XOOM HCBK PBCT MTB CMA COF=Bottom (Banks/Financials)
HEAL(54): 0.82% Top=THC UNH MOH WLP EVHC AET HNT A ….. STE WMGI KND BSX OPK DXCM IRWD BAX=Bottom (Health)
CONS(60): 0.58% Top=CCK GT PAY OI FL SEE KS HBI ….. WWW IRBT COH AVP PVH MAT LULU SHOO=Bottom (Consumer)
RETA(69): 0.02% Top=BIG CDW AN ABG DANG CHS KAR RH ….. PIR SFM GES FIVE NFLX ANF AEO URBN=Bottom (Retail & Specialty Retail)
REAL(94): -0.11% Top=NRF CBG RLGY RHP SHO WMC CYS GLPI ….. HCP SNH DDR NNN BDN WAC NSM HCN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:50 am ET
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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
49.6% of stocks are above yesterday’s high.
89.4% are above yesterday’s midpoint. (10.6% are below.)
1.7% are below yesterday’s low.
48.7% are inside yesterday’s range.
79.9% of stocks with today’s high > yesterday’s high. (20.1% less than).
2.7% of stocks with today’s low < yesterday’s low. (97.3% greater than).

EVIDENCE OF INTRADAY TREND
41.8% of stocks are above today’s open. (56.9% are below).
41.4% of stocks are above today’s open and yesterday’s close.
15.9% are below both.
60.4% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.1% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
43.7% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
20.3% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN
83.5% of stocks are above yesterday’s close. (16.5% are below.)
4.6% are up 4.5% or more. 0.3% are down 4.5% or more.
8.4% are up 3.5% or more. 0.3% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:20.0%…>=80:49.1%…>=50:78.1%…<=20:5.3%…<=10:2.5%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
49.6% above previous 1 highs, 1.7% below previous 1 lows
44.4% above previous 2 highs, 1.2% below previous 2 lows
35.5% above previous 3 highs, 1.1% below previous 3 lows
26.7% above previous 4 highs, 0.9% below previous 4 lows
15.2% above previous 5 highs, 0.8% below previous 5 lows
6.8% above previous 6 highs, 0.8% below previous 6 lows
5.4% above previous 7 highs, 0.7% below previous 7 lows
4.6% above previous 8 highs, 0.7% below previous 8 lows
2.9% above previous 9 highs, 0.7% below previous 9 lows
2.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.5% are above or equal to 10/16 close (1 days ago), 16.5% are below.
78.7% are above or equal to 10/15 close (2 days ago), 21.3% are below.
69.9% are above or equal to 10/14 close (3 days ago), 30.1% are below.
78.1% are above or equal to 10/13 close (4 days ago), 21.9% are below.
64.0% are above or equal to 10/10 close (5 days ago), 36.0% are below.
41.7% are above or equal to 10/9 close (6 days ago), 58.3% are below.
21.0% are above or equal to 10/8 close (7 days ago), 79.0% are below.
33.6% are above or equal to 10/7 close (8 days ago), 66.4% are below.
22.5% are above or equal to 10/6 close (9 days ago), 77.5% are below.
20.1% are above or equal to 10/3 close (10 days ago), 79.9% are below.
25.1% are above or equal to 10/2 close (11 days ago), 74.9% are below.
29.6% are above or equal to 10/1 close (12 days ago), 70.4% are below.
21.2% are above or equal to 9/30 close (13 days ago), 78.8% are below.
18.1% are above or equal to 9/29 close (14 days ago), 81.9% are below.
18.7% are above or equal to 9/26 close (15 days ago), 81.3% are below.
21.7% are above or equal to 9/25 close (16 days ago), 78.3% are below.
16.9% are above or equal to 9/24 close (17 days ago), 83.1% are below.
19.2% are above or equal to 9/23 close (18 days ago), 80.8% are below.
16.9% are above or equal to 9/22 close (19 days ago), 83.1% are below.
12.7% are above or equal to 9/19 close (20 days ago), 87.3% are below.
10.8% are above or equal to 9/18 close (21 days ago), 89.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.1% new highs, 0.8% new lows
21d: 2.9% new highs, 0.8% new lows
42d: 1.1% new highs, 0.7% new lows
63d: 1.0% new highs, 0.7% new lows
126d: 0.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.6% above, 17.4% below
3-day: 81.2% above, 18.8% below
4-day: 77.0% above, 23.0% below
5-day: 77.6% above, 22.4% below
8-day: 61.5% above, 38.5% below
10-day: 50.9% above, 49.1% below
20-day: 23.4% above, 76.6% below
50-day: 13.1% above, 86.9% below
200-day: 30.3% above, 69.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 9:50 am ET)
ENER(135): 2.95% Top=CPE BAS SFY REXX FANG SLB NBR BCEI ….. SWN CMLP WNR NFG NGL SDLP DPM MWE=Bottom (Energy)
ELEC(62): 2.61% Top=SUNE XLNX JASO IDTI TQNT RFMD CPHD SCTY ….. SNPS WAT GRMN SLAB CGNX INVN TRMB BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 2.08% Top=TRN GBX DAL GLNG AAL CP SAVE UAL ….. CHRW JBLU KEX KSU JBHT KNX BRS CNW=Bottom (Transportation)
META(26): 1.77% Top=AKS SLCA CENX X AA CMC NRP STLD ….. RGLD NEM SLW ABX EGO GG CLF AEM=Bottom (Metals & Mining)
MANU(48): 1.45% Top=JKS ETN MRC ATI GE HON ROK ITT ….. LII MHK DDD DCI KMT SNA AGCO DE=Bottom (Manufacturing)
MATE(31): 1.37% Top=MTZ EXP PWR VMC AWI PHM FLR MLM ….. OC USG RSG FAST CVA RYN WM SRCL=Bottom (Materials & Construction)
COHW(48): 1.32% Top=SWIR PANW UBNT BRCD ARRS ANET INFN BBRY ….. EMC ARUN OLED VZ FTR WIN BCE SNDK=Bottom (Computer Hardware/Telecom)
LEIS(33): 1.25% Top=HOT MGM MAR LOCO WYN H WYNN BYD ….. DRI TXRH MCD LTM EAT CAKE RCL CCL=Bottom (Leisure)
COSW(85): 1.08% Top=EQIX NQ JD SFUN FEYE SPLK TWTR FFIV ….. ORCL LOCK GOOG SNCR GOOGL CERN VEEV PFPT=Bottom (Computer Software/Internet)
CHEM(37): 1.07% Top=MEOH FTK WLK DOW HUN ALB CBT CE ….. VAL MON FUL SZYM AGU CYT MOS CF=Bottom (Chemicals/Fertilizers)
INSU(40): 0.90% Top=AFSI CNO LNC PRU MET GNW AIG RGA ….. AXS WRB ALL CINF VR BRO AWH AHL=Bottom (Insurance)
FINA(97): 0.79% Top=MS ETFC APO STI KKR GS BX JNS ….. HBAN HCBK CBOE ASBC CMA PBCT MTB COF=Bottom (Banks/Financials)
DISV(56): 0.78% Top=YY HTZ XRS ACM Z SERV MAN APOL ….. BLOX EXAM RCII AAN HMSY URS ATHN MYGN=Bottom (Diversified Services)
HEAL(54): 0.69% Top=THC UNH WLP MOH EVHC HNT AET CI ….. STE DXCM KND BSX WMGI BAX OPK IRWD=Bottom (Health)
CONS(60): 0.51% Top=CCK GT OI PAY HAR KS ECL RKT ….. COH IRBT WWW AVP PVH MAT LULU SHOO=Bottom (Consumer)
RETA(69): 0.12% Top=DANG ABG BIG AN PAG KMX SHLD CDW ….. PIR SFM FIVE GES NFLX ANF AEO URBN=Bottom (Retail & Specialty Retail)
REAL(94): -0.21% Top=NRF WAC SHO CBG RLGY PMT BAM WMC ….. WRI BMR CLI BDN MPW REG HR HCN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:20 am

PRE – Market Stats at 9:20 am ET #premarket
by daytrend on 20141017. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 313.

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
60.7% of stocks are above yesterday’s high.
94.2% are above yesterday’s midpoint. (5.8% are below.)
1.9% are below yesterday’s low.
37.4% are inside yesterday’s range.
60.7% of stocks with today’s high > yesterday’s high. (39.3% less than).
1.9% of stocks with today’s low < yesterday’s low. (98.1% 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.
60.7% of stocks opened above yesterday’s high.
93.9% of stocks opened above yesterday’s close. (6.1% opened below yesterday’s close).
1.9% 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
93.9% of stocks are above yesterday’s close. (6.1% are below.)
5.4% are up 4.5% or more. 1.3% are down 4.5% or more.
10.9% are up 3.5% or more. 1.6% are down 3.5% or more.
31.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:24.0%…>=80:55.0%…>=50:85.0%…<=20:4.2%…<=10:2.9%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:28.1%…<=20:1.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
60.7% above previous 1 highs, 1.9% below previous 1 lows
52.4% above previous 2 highs, 1.3% below previous 2 lows
40.9% above previous 3 highs, 1.3% below previous 3 lows
32.6% above previous 4 highs, 1.3% below previous 4 lows
18.2% above previous 5 highs, 1.0% below previous 5 lows
11.2% above previous 6 highs, 1.0% below previous 6 lows
9.9% above previous 7 highs, 1.0% below previous 7 lows
8.6% above previous 8 highs, 1.0% below previous 8 lows
5.1% above previous 9 highs, 1.0% below previous 9 lows
4.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.9% are above or equal to 10/16 close (1 days ago), 6.1% are below.
82.1% are above or equal to 10/15 close (2 days ago), 17.9% are below.
75.1% are above or equal to 10/14 close (3 days ago), 24.9% are below.
76.7% are above or equal to 10/13 close (4 days ago), 23.3% are below.
61.0% are above or equal to 10/10 close (5 days ago), 39.0% are below.
39.9% are above or equal to 10/9 close (6 days ago), 60.1% are below.
19.8% are above or equal to 10/8 close (7 days ago), 80.2% are below.
30.4% are above or equal to 10/7 close (8 days ago), 69.6% are below.
21.1% are above or equal to 10/6 close (9 days ago), 78.9% are below.
19.8% are above or equal to 10/3 close (10 days ago), 80.2% are below.
22.7% are above or equal to 10/2 close (11 days ago), 77.3% are below.
24.6% are above or equal to 10/1 close (12 days ago), 75.4% are below.
17.9% are above or equal to 9/30 close (13 days ago), 82.1% are below.
16.3% are above or equal to 9/29 close (14 days ago), 83.7% are below.
16.0% are above or equal to 9/26 close (15 days ago), 84.0% are below.
18.5% are above or equal to 9/25 close (16 days ago), 81.5% are below.
12.8% are above or equal to 9/24 close (17 days ago), 87.2% are below.
14.4% are above or equal to 9/23 close (18 days ago), 85.6% are below.
15.3% are above or equal to 9/22 close (19 days ago), 84.7% are below.
9.9% are above or equal to 9/19 close (20 days ago), 90.1% are below.
9.3% are above or equal to 9/18 close (21 days ago), 90.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.3% new highs, 1.0% new lows
21d: 1.3% new highs, 1.0% new lows
42d: 0.3% new highs, 0.6% new lows
63d: 0.0% new highs, 0.6% new lows
126d: 0.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 93.9% above, 6.1% below
3-day: 88.5% above, 11.5% below
4-day: 83.1% above, 16.9% below
5-day: 82.4% above, 17.6% below
8-day: 62.3% above, 37.7% below
10-day: 50.8% above, 49.2% below
20-day: 22.7% above, 77.3% below
50-day: 11.2% above, 88.8% below
200-day: 30.4% above, 69.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141017 9:20 am ET)
MATE(4): 2.73% Top=EXP TOL LEN RSG ….. EXP TOL LEN RSG=Bottom (Materials & Construction)
ELEC(24): 2.64% Top=IPGP SUNE XLNX CSIQ SPWR TSL SCTY AMBA ….. MXIM MCHP CY INTC TXN MPWR AMAT BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(13): 2.39% Top=TRN SWFT KSU AAL DAL LUV SAVE UAL ….. LUV SAVE UAL JBLU ALK UNP FDX UPS=Bottom (Transportation)
ENER(55): 2.24% Top=RES VNR ERF EXXI LNCO NBR PDS PVA ….. XOM CVX CXO PXD COG RRC ETP BWP=Bottom (Energy)
COSW(36): 1.87% Top=FTNT NQ FEYE TWTR AZPN DATA CTSH JD ….. ORCL XRX CTXS IBM INTU GOOG GOOGL VMW=Bottom (Computer Software/Internet)
MANU(12): 1.80% Top=JKS HON DDD GE ETN DE CAT ATI ….. ETN DE CAT ATI DHR AGCO JOY SNA=Bottom (Manufacturing)
INSU(8): 1.76% Top=GNW AFSI AIG PRU RDN PGR TRV HIG ….. GNW AFSI AIG PRU RDN PGR TRV HIG=Bottom (Insurance)
COHW(23): 1.65% Top=PLCM SYNA SSYS WIN PANW SWIR ARUN S ….. JNPR CSCO BBRY T VZ BRCD SNDK INFN=Bottom (Computer Hardware/Telecom)
CONS(14): 1.53% Top=SKX OI CCK NUS GT UA PBI FL ….. PBI FL KMB NKE ECL CL COTY PG=Bottom (Consumer)
FINA(27): 1.36% Top=FHN MS PNC BX PSEC KKR GS JPM ….. FNFG SEIC AINV FSC ARCC SLM WU COF=Bottom (Banks/Financials)
HEAL(10): 0.93% Top=BSX A BAX BDX UNH LH OPK ESRX ….. BAX BDX UNH LH OPK ESRX DGX SYK=Bottom (Health)
DISV(11): 0.82% Top=URI YY HTZ PCLN MA ULTA RRD KBR ….. PCLN MA ULTA RRD KBR V ATHN MYGN=Bottom (Diversified Services)
META(18): 0.79% Top=SLCA AKS AA X BTU FCX CNX PAAS ….. AEM EGO RGLD NEM SLW GG CLF SCCO=Bottom (Metals & Mining)
LEIS(12): 0.66% Top=LOCO MGM WYNN LVS SBUX EXPE MCD YUM ….. SBUX EXPE MCD YUM DPZ MAR RCL CCL=Bottom (Leisure)
REAL(13): 0.49% Top=DRE DRH WMC EQY HCN WPC LXP GLPI ….. WPC LXP GLPI AGNC TWO VTR O NLY=Bottom (Real Estate)
RETA(24): 0.17% Top=JCP WFM DANG CVS GNC COST AMZN TGT ….. PIR GME AEO WMT KSS NFLX SHLD URBN=Bottom (Retail & Specialty Retail)
CHEM(9): 0.07% Top=HUN DOW MON PPG POT DD OLN CF ….. DOW MON PPG POT DD OLN CF SZYM=Bottom (Chemicals/Fertilizers)

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 9:20 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/16/2014

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

Closing Stats
by daytrend on 20141016. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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
46.9% of stocks are above yesterday’s high.
83.8% are above yesterday’s midpoint. (16.2% are below.)
2.7% are below yesterday’s low.
50.4% are inside yesterday’s range.
68.8% of stocks with today’s high > yesterday’s high. (31.2% less than).
21.6% of stocks with today’s low < yesterday’s low. (78.4% greater than).

EVIDENCE OF INTRADAY TREND
93.5% of stocks are above today’s open. (6.4% are below).
69.4% of stocks are above today’s open and yesterday’s close.
6.2% are below both.
0.8% of stocks opened above yesterday’s high.
2.3% of stocks opened above yesterday’s close. (97.6% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.2% of stocks are in the top 10% of today’s range.
43.6% are in the top 20%.
87.2% are in the top half. 12.8% of stocks are in the bottom half of today’s range.
2.5% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN
70.7% of stocks are above yesterday’s close. (29.3% are below.)
8.6% are up 4.5% or more. 0.5% are down 4.5% or more.
13.4% are up 3.5% or more. 1.0% are down 3.5% or more.
42.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.9%…>=90:8.5%…>=80:26.4%…>=50:65.2%…<=20:15.9%…<=10:9.2%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:21.2%…<=20:4.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:15.2%…<=20:1.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.9% above previous 1 highs, 2.7% below previous 1 lows
31.0% above previous 2 highs, 2.4% below previous 2 lows
18.9% above previous 3 highs, 2.2% below previous 3 lows
10.7% above previous 4 highs, 2.1% below previous 4 lows
5.1% above previous 5 highs, 2.1% below previous 5 lows
4.4% above previous 6 highs, 1.9% below previous 6 lows
3.3% above previous 7 highs, 1.9% below previous 7 lows
2.5% above previous 8 highs, 1.9% below previous 8 lows
2.1% above previous 9 highs, 1.8% below previous 9 lows
1.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.7% are above or equal to 10/15 close (1 days ago), 29.3% are below.
62.7% are above or equal to 10/14 close (2 days ago), 37.3% are below.
71.6% are above or equal to 10/13 close (3 days ago), 28.4% are below.
52.8% are above or equal to 10/10 close (4 days ago), 47.2% are below.
31.5% are above or equal to 10/9 close (5 days ago), 68.5% are below.
16.9% are above or equal to 10/8 close (6 days ago), 83.1% are below.
26.4% are above or equal to 10/7 close (7 days ago), 73.6% are below.
18.5% are above or equal to 10/6 close (8 days ago), 81.5% are below.
17.6% are above or equal to 10/3 close (9 days ago), 82.4% are below.
20.0% are above or equal to 10/2 close (10 days ago), 80.0% are below.
23.6% are above or equal to 10/1 close (11 days ago), 76.4% are below.
18.9% are above or equal to 9/30 close (12 days ago), 81.1% are below.
16.0% are above or equal to 9/29 close (13 days ago), 84.0% are below.
16.3% are above or equal to 9/26 close (14 days ago), 83.7% are below.
18.6% are above or equal to 9/25 close (15 days ago), 81.4% are below.
15.4% are above or equal to 9/24 close (16 days ago), 84.6% are below.
17.5% are above or equal to 9/23 close (17 days ago), 82.5% are below.
15.7% are above or equal to 9/22 close (18 days ago), 84.3% are below.
11.6% are above or equal to 9/19 close (19 days ago), 88.4% are below.
10.8% are above or equal to 9/18 close (20 days ago), 89.2% are below.
10.1% are above or equal to 9/17 close (21 days ago), 89.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.6% new highs, 13.8% new lows
21d: 1.3% new highs, 13.8% new lows
42d: 0.7% new highs, 12.8% new lows
63d: 0.4% new highs, 11.0% new lows
126d: 0.3% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.6% above, 30.4% below
3-day: 66.5% above, 33.5% below
4-day: 70.3% above, 29.7% below
5-day: 66.5% above, 33.5% below
8-day: 40.0% above, 60.0% below
10-day: 30.0% above, 70.0% below
20-day: 18.3% above, 81.7% below
50-day: 12.1% above, 87.9% below
200-day: 27.8% above, 72.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141016 Closing)
ENER(133): 4.04% Top=GDP ETE PVA LGCY AREX CPE RICE PDCE ….. XOM ESV OIS SDLP DO BHI SFY SWN=Bottom (Energy)
TRAN(31): 2.62% Top=JBLU TK GBX GLNG DAL XPO TRN ALK ….. CNW CSX SWFT CHRW NSC EXPD UPS FDX=Bottom (Transportation)
ELEC(61): 1.93% Top=OVTI TSL FCS CSIQ MPWR JASO ISIL SCTY ….. TEL CAVM GLW LRCX BRCM SNPS INTC VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): 1.50% Top=GTLS ITT TEX JKS FLS CFX DHR ITW ….. GE PCP BWC TRS DDD MRC DE PLL=Bottom (Manufacturing)
META(25): 1.37% Top=SLCA CLD BTU NRP STLD CENX CNX PAAS ….. X CCJ SCCO SLW SWC AEM TCK EGO=Bottom (Metals & Mining)
LEIS(32): 1.37% Top=LVS MGM BYD WYNN SGMS HOT WYN PNK ….. CAKE EAT TXRH LOCO MCD DNKN SEAS SIX=Bottom (Leisure)
CHEM(36): 1.15% Top=GPRE WPZ HUN TROX FMC POL CBT AXLL ….. CHMT CF TAM DD AGU OLN MOS POT=Bottom (Chemicals/Fertilizers)
CONS(59): 0.92% Top=PAY SKX PKG SEE HAR BC UA DECK ….. PVH PG FL CLX COH NUS IRBT MAT=Bottom (Consumer)
FINA(94): 0.79% Top=OZRK PVTB ARCC WBS TCBI SIVB PSEC OCN ….. COF BBT CBOE ARMK EVR ICE GS FITB=Bottom (Banks/Financials)
DISV(55): 0.79% Top=URI ADS HTZ YY ULTA RRD CAR HRB ….. ADT ATHN MYGN MAN Z SERV BLOX JEC=Bottom (Diversified Services)
COHW(47): 0.65% Top=FNSR COMM CIEN SWIR HPQ SSYS FTR UBNT ….. OLED ANET CTL NTAP AAPL EMC ARUN NSR=Bottom (Computer Hardware/Telecom)
INSU(40): 0.51% Top=AGO MBI MTG AFSI RDN FAF CLGX FNF ….. AIG CB TMK ACGL VR RGA WRB ALL=Bottom (Insurance)
MATE(31): 0.48% Top=MTZ EXP MLM USG DAR MAS AWI WY ….. RSG FLR TPH PWR PHM DHI EME CLH=Bottom (Materials & Construction)
REAL(94): 0.43% Top=ARCP BEE SHO LHO HST PEB RLJ BAM ….. UDR MPW EQR BDN MAC AGNC EDR WAC=Bottom (Real Estate)
HEAL(53): 0.41% Top=CYH HCA THC UNH MOH WCG UHS LPNT ….. TMO ZMH EW XRAY BCR OPK BDX IRWD=Bottom (Health)
COSW(82): 0.28% Top=FEYE NQ VEEV SNCR PFPT WBMD JD VNET ….. AWAY ORCL AKAM EA XRX SLH TWTR NTCT=Bottom (Computer Software/Internet)
RETA(69): -0.07% Top=DANG TIF JCP PAG VSI GME RH KMX ….. BBBY WMT ABG FINL KR FIVE EBAY NFLX=Bottom (Retail & Specialty Retail)

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

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:30 pm ET
by daytrend on 20141016. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 990.

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
47.1% of stocks are above yesterday’s high.
85.4% are above yesterday’s midpoint. (14.6% are below.)
2.3% are below yesterday’s low.
50.6% are inside yesterday’s range.
66.3% of stocks with today’s high > yesterday’s high. (33.7% less than).
21.3% of stocks with today’s low < yesterday’s low. (78.7% greater than).

EVIDENCE OF INTRADAY TREND
94.0% of stocks are above today’s open. (5.7% are below).
71.9% of stocks are above today’s open and yesterday’s close.
5.4% are below both.
0.8% of stocks opened above yesterday’s high.
2.3% of stocks opened above yesterday’s close. (97.6% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.5% of stocks are in the top 10% of today’s range.
45.8% are in the top 20%.
91.6% are in the top half. 8.4% of stocks are in the bottom half of today’s range.
1.4% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN
73.0% of stocks are above yesterday’s close. (27.0% are below.)
7.2% are up 4.5% or more. 0.6% are down 4.5% or more.
13.2% are up 3.5% or more. 0.9% are down 3.5% or more.
43.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.6%…>=90:7.6%…>=80:25.4%…>=50:65.3%…<=20:13.7%…<=10:7.6%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:20.4%…<=20:3.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:15.9%…<=20:2.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
47.1% above previous 1 highs, 2.3% below previous 1 lows
30.7% above previous 2 highs, 1.8% below previous 2 lows
18.3% above previous 3 highs, 1.5% below previous 3 lows
10.2% above previous 4 highs, 1.4% below previous 4 lows
4.6% above previous 5 highs, 1.4% below previous 5 lows
4.3% above previous 6 highs, 1.2% below previous 6 lows
3.2% above previous 7 highs, 1.2% below previous 7 lows
2.2% above previous 8 highs, 1.2% below previous 8 lows
1.9% above previous 9 highs, 1.2% below previous 9 lows
1.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.0% are above or equal to 10/15 close (1 days ago), 27.0% are below.
64.1% are above or equal to 10/14 close (2 days ago), 35.9% are below.
71.6% are above or equal to 10/13 close (3 days ago), 28.4% are below.
51.9% are above or equal to 10/10 close (4 days ago), 48.1% are below.
31.5% are above or equal to 10/9 close (5 days ago), 68.5% are below.
16.6% are above or equal to 10/8 close (6 days ago), 83.4% are below.
26.5% are above or equal to 10/7 close (7 days ago), 73.5% are below.
19.4% are above or equal to 10/6 close (8 days ago), 80.6% are below.
17.3% are above or equal to 10/3 close (9 days ago), 82.7% are below.
21.2% are above or equal to 10/2 close (10 days ago), 78.8% are below.
24.2% are above or equal to 10/1 close (11 days ago), 75.8% are below.
19.5% are above or equal to 9/30 close (12 days ago), 80.5% are below.
16.9% are above or equal to 9/29 close (13 days ago), 83.1% are below.
16.2% are above or equal to 9/26 close (14 days ago), 83.8% are below.
19.1% are above or equal to 9/25 close (15 days ago), 80.9% are below.
15.9% are above or equal to 9/24 close (16 days ago), 84.1% are below.
17.9% are above or equal to 9/23 close (17 days ago), 82.1% are below.
15.5% are above or equal to 9/22 close (18 days ago), 84.5% are below.
11.5% are above or equal to 9/19 close (19 days ago), 88.5% are below.
10.6% are above or equal to 9/18 close (20 days ago), 89.4% are below.
10.7% are above or equal to 9/17 close (21 days ago), 89.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 13.6% new lows
21d: 1.2% new highs, 13.6% new lows
42d: 0.7% new highs, 12.7% new lows
63d: 0.4% new highs, 10.9% new lows
126d: 0.3% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.1% above, 27.9% below
3-day: 66.6% above, 33.4% below
4-day: 69.7% above, 30.3% below
5-day: 65.7% above, 34.3% below
8-day: 39.6% above, 60.4% below
10-day: 30.4% above, 69.6% below
20-day: 18.7% above, 81.3% below
50-day: 12.1% above, 87.9% below
200-day: 28.3% above, 71.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141016 2:30 pm ET)
ENER(133): 3.50% Top=ETE GDP CPE RICE NGL VNR SXL WTI ….. ESV XOM OIS DO BHI SDLP SFY SWN=Bottom (Energy)
TRAN(31): 2.69% Top=GLNG GBX TK XPO DAL TRN JBLU UNP ….. NSC CNW UPS CHRW FDX KNX EXPD WAB=Bottom (Transportation)
ELEC(61): 1.93% Top=TSL FCS MCHP CSIQ OVTI SCTY MPWR SWKS ….. TEL GLW SNPS JBL BRCM LRCX INTC VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): 1.42% Top=GTLS TEX JKS ITT FLS CFX DHR GNRC ….. TKR DDD DE ATU PLL TRS MRC BWC=Bottom (Manufacturing)
LEIS(32): 1.40% Top=BYD LVS MGM WYNN HOT WYN RCL PNK ….. SBUX PNRA TXRH EAT SEAS MCD DNKN SIX=Bottom (Leisure)
META(25): 1.21% Top=SLCA NRP CLD BTU STLD CNX CENX ABX ….. X CCJ NEM SWC AEM CLF TCK EGO=Bottom (Metals & Mining)
CHEM(36): 1.02% Top=GPRE HUN WPZ FMC TROX POL MEOH CBT ….. TAM CHMT AGU DD PPG MOS OLN POT=Bottom (Chemicals/Fertilizers)
DISV(55): 0.87% Top=URI HTZ YY ADS CAR ULTA RRD GMT ….. ASGN ADT TW MCO BLOX Z MAN JEC=Bottom (Diversified Services)
CONS(59): 0.86% Top=PAY PKG SKX HAR SEE DECK BC PBI ….. CLX HAS PG COH FL NUS IRBT MAT=Bottom (Consumer)
FINA(94): 0.86% Top=OZRK PVTB PSEC ETFC ARCC TCBI LAZ HCBK ….. CBOE BBT VOYA ICE EVR ARMK GS FITB=Bottom (Banks/Financials)
MATE(31): 0.82% Top=EXP MTZ USG MLM DAR MAS AWI VMC ….. DHI FAST CVA PHM PWR TPH EME CLH=Bottom (Materials & Construction)
HEAL(53): 0.80% Top=HCA UNH CYH MOH WCG UHS THC LPNT ….. RMD ZMH BCR OPK EW XRAY IRWD BDX=Bottom (Health)
COHW(48): 0.73% Top=COMM SWIR FNSR SSYS CIEN UBNT CAMP HPQ ….. TMUS S AAPL EMC NTAP ARUN BRCD NSR=Bottom (Computer Hardware/Telecom)
COSW(82): 0.57% Top=FEYE PFPT WBMD NQ VEEV SPLK SNCR BIDU ….. FTNT EA XRX ORCL SLH AWAY TWTR NTCT=Bottom (Computer Software/Internet)
INSU(40): 0.49% Top=MBI MTG AGO AFSI RDN PRU CLGX FAF ….. CB AJG ACGL VR AIG ALL RGA WRB=Bottom (Insurance)
REAL(94): 0.25% Top=HST SHO PEB BAM LHO ARCP BEE BXMT ….. HIW AIV UDR DLR AGNC BDN EQR EDR=Bottom (Real Estate)
RETA(69): 0.17% Top=DANG RH JCP TIF PAG KAR SIG VSI ….. BBBY FINL ABG WMT KR FIVE EBAY NFLX=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:46 pm ET
by daytrend on 20141016. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 990.

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
58.5% of stocks are above yesterday’s high.
91.0% are above yesterday’s midpoint. (9.0% are below.)
1.5% are below yesterday’s low.
40.0% are inside yesterday’s range.
65.6% of stocks with today’s high > yesterday’s high. (34.4% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND
97.0% of stocks are above today’s open. (2.7% are below).
81.9% of stocks are above today’s open and yesterday’s close.
2.3% are below both.
0.8% of stocks opened above yesterday’s high.
2.3% of stocks opened above yesterday’s close. (97.6% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
69.9% of stocks are in the top 10% of today’s range.
84.5% are in the top 20%.
97.0% are in the top half. 3.0% of stocks are in the bottom half of today’s range.
0.2% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
82.6% of stocks are above yesterday’s close. (17.4% are below.)
12.4% are up 4.5% or more. 0.5% are down 4.5% or more.
19.6% are up 3.5% or more. 0.6% are down 3.5% or more.
37.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.6%…>=90:12.0%…>=80:34.1%…>=50:74.0%…<=20:9.1%…<=10:4.8%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:24.6%…<=20:2.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.0%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.5% above previous 1 highs, 1.5% below previous 1 lows
39.3% above previous 2 highs, 1.3% below previous 2 lows
26.0% above previous 3 highs, 1.2% below previous 3 lows
14.8% above previous 4 highs, 1.2% below previous 4 lows
7.6% above previous 5 highs, 1.2% below previous 5 lows
6.9% above previous 6 highs, 1.0% below previous 6 lows
5.6% above previous 7 highs, 1.0% below previous 7 lows
3.4% above previous 8 highs, 1.0% below previous 8 lows
2.9% above previous 9 highs, 1.0% below previous 9 lows
2.9% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.6% are above or equal to 10/15 close (1 days ago), 17.4% are below.
70.2% are above or equal to 10/14 close (2 days ago), 29.8% are below.
76.4% are above or equal to 10/13 close (3 days ago), 23.6% are below.
58.0% are above or equal to 10/10 close (4 days ago), 42.0% are below.
37.0% are above or equal to 10/9 close (5 days ago), 63.0% are below.
20.6% are above or equal to 10/8 close (6 days ago), 79.4% are below.
30.1% are above or equal to 10/7 close (7 days ago), 69.9% are below.
21.7% are above or equal to 10/6 close (8 days ago), 78.3% are below.
19.6% are above or equal to 10/3 close (9 days ago), 80.4% are below.
23.6% are above or equal to 10/2 close (10 days ago), 76.4% are below.
27.9% are above or equal to 10/1 close (11 days ago), 72.1% are below.
20.9% are above or equal to 9/30 close (12 days ago), 79.1% are below.
18.1% are above or equal to 9/29 close (13 days ago), 81.9% are below.
18.3% are above or equal to 9/26 close (14 days ago), 81.7% are below.
20.5% are above or equal to 9/25 close (15 days ago), 79.5% are below.
17.2% are above or equal to 9/24 close (16 days ago), 82.8% are below.
19.3% are above or equal to 9/23 close (17 days ago), 80.7% are below.
16.6% are above or equal to 9/22 close (18 days ago), 83.4% are below.
12.7% are above or equal to 9/19 close (19 days ago), 87.3% are below.
11.9% are above or equal to 9/18 close (20 days ago), 88.1% are below.
12.0% are above or equal to 9/17 close (21 days ago), 88.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 13.6% new lows
21d: 1.2% new highs, 13.6% new lows
42d: 0.7% new highs, 12.7% new lows
63d: 0.4% new highs, 10.9% new lows
126d: 0.3% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.3% above, 17.7% below
3-day: 75.4% above, 24.6% below
4-day: 77.2% above, 22.8% below
5-day: 72.7% above, 27.3% below
8-day: 47.1% above, 52.9% below
10-day: 36.5% above, 63.5% below
20-day: 21.9% above, 78.1% below
50-day: 13.9% above, 86.1% below
200-day: 30.3% above, 69.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141016 1:46 pm ET)
ENER(133): 5.00% Top=ETE GDP CPE WTI RICE NGL VNR PDCE ….. CVE XOM OIS DO BHI SDLP SFY SWN=Bottom (Energy)
TRAN(31): 3.43% Top=XPO TK GBX GLNG DAL TRN JBLU UNP ….. CNW WAB EXPD CHRW KNX FDX UPS SWFT=Bottom (Transportation)
META(25): 2.61% Top=SLCA CLD NRP BTU CNX STLD CENX ABX ….. AA NEM SWC AEM CCJ EGO TCK CLF=Bottom (Metals & Mining)
ELEC(61): 2.48% Top=FCS TSL CSIQ SUNE JASO SCTY SWKS SPWR ….. CPHD VECO TEL BRCM JBL LRCX INTC SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): 1.83% Top=JKS GTLS CFX TEX FLS BGC DHR GNRC ….. AOS PCP DE ATU PLL TRS BWC MRC=Bottom (Manufacturing)
LEIS(32): 1.71% Top=BYD MGM LVS WYNN HOT RCL WYN WEN ….. DPZ TXRH SEAS PNRA EAT DNKN MCD SIX=Bottom (Leisure)
CHEM(36): 1.67% Top=GPRE WPZ HUN MEOH TROX FMC FTK POL ….. SHW AGU PPG MOS DD TAM OLN POT=Bottom (Chemicals/Fertilizers)
MATE(31): 1.39% Top=EXP MTZ MLM USG DAR KBH TOL OC ….. RYN RSG PHM CVA WM PWR EME CLH=Bottom (Materials & Construction)
CONS(59): 1.31% Top=SKX PAY PKG DECK HAR BC SEE PBI ….. LULU COH FL PG CL IRBT NUS MAT=Bottom (Consumer)
DISV(55): 1.24% Top=URI HTZ YY CAR ADS ULTA XRS HRB ….. SERV RHI APOL TW ASGN JEC BLOX MAN=Bottom (Diversified Services)
COHW(48): 1.24% Top=CIEN COMM FNSR SWIR SSYS CAMP UBNT FTR ….. S CCI TMUS NTAP EMC ARUN NSR BRCD=Bottom (Computer Hardware/Telecom)
HEAL(53): 1.19% Top=HCA UNH CYH MOH WCG HUM UHS LPNT ….. ZMH RMD BCR IRWD OPK EW XRAY BDX=Bottom (Health)
FINA(94): 1.19% Top=OZRK PVTB ETFC PSEC ARCC OCN JNS BAC ….. BX CBOE BBT EVR ARMK GS ICE FITB=Bottom (Banks/Financials)
INSU(40): 1.07% Top=MBI AGO AFSI MTG RDN FAF PRU FNF ….. CB WSH AJG TMK RGA ALL ACGL WRB=Bottom (Insurance)
COSW(82): 1.01% Top=FEYE PFPT NQ SPLK DATA VEEV VNET BIDU ….. CTXS TWTR VMW ORCL FTNT SLH AKAM NTCT=Bottom (Computer Software/Internet)
REAL(94): 0.70% Top=HST SHO PEB BEE LHO ARCP NRF DRH ….. AVB EDR WAC BDN MAC DLR EQR AGNC=Bottom (Real Estate)
RETA(69): 0.59% Top=DANG JCP PAG TIF RH KMX BBY VSI ….. BBBY FINL KR ABG WMT FIVE EBAY NFLX=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:52 am

Market Stats at 11:52 am ET
by daytrend on 20141016. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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
31.7% of stocks are above yesterday’s high.
79.1% are above yesterday’s midpoint. (20.9% are below.)
3.6% are below yesterday’s low.
64.6% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high. (46.3% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND
90.9% of stocks are above today’s open. (8.2% are below).
56.9% of stocks are above today’s open and yesterday’s close.
8.0% are below both.
0.8% of stocks opened above yesterday’s high.
2.3% of stocks opened above yesterday’s close. (97.6% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.2% of stocks are in the top 10% of today’s range.
33.7% are in the top 20%.
85.5% are in the top half. 14.5% of stocks are in the bottom half of today’s range.
3.1% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
57.9% of stocks are above yesterday’s close. (42.1% are below.)
5.3% are up 4.5% or more. 0.8% are down 4.5% or more.
8.7% are up 3.5% or more. 1.1% are down 3.5% or more.
53.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:5.1%…>=80:17.8%…>=50:52.3%…<=20:21.4%…<=10:12.0%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:16.3%…<=20:7.9%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:13.4%…<=20:3.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.7% above previous 1 highs, 3.6% below previous 1 lows
21.1% above previous 2 highs, 3.1% below previous 2 lows
11.8% above previous 3 highs, 2.2% below previous 3 lows
6.9% above previous 4 highs, 2.1% below previous 4 lows
3.3% above previous 5 highs, 2.0% below previous 5 lows
2.7% above previous 6 highs, 1.6% below previous 6 lows
1.8% above previous 7 highs, 1.6% below previous 7 lows
1.1% above previous 8 highs, 1.6% below previous 8 lows
0.9% above previous 9 highs, 1.6% below previous 9 lows
0.8% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.9% are above or equal to 10/15 close (1 days ago), 42.1% are below.
54.8% are above or equal to 10/14 close (2 days ago), 45.2% are below.
64.4% are above or equal to 10/13 close (3 days ago), 35.6% are below.
44.3% are above or equal to 10/10 close (4 days ago), 55.7% are below.
25.8% are above or equal to 10/9 close (5 days ago), 74.2% are below.
13.3% are above or equal to 10/8 close (6 days ago), 86.7% are below.
22.8% are above or equal to 10/7 close (7 days ago), 77.2% are below.
16.8% are above or equal to 10/6 close (8 days ago), 83.2% are below.
15.6% are above or equal to 10/3 close (9 days ago), 84.4% are below.
18.9% are above or equal to 10/2 close (10 days ago), 81.1% are below.
21.5% are above or equal to 10/1 close (11 days ago), 78.5% are below.
17.4% are above or equal to 9/30 close (12 days ago), 82.6% are below.
15.4% are above or equal to 9/29 close (13 days ago), 84.6% are below.
14.7% are above or equal to 9/26 close (14 days ago), 85.3% are below.
17.4% are above or equal to 9/25 close (15 days ago), 82.6% are below.
14.4% are above or equal to 9/24 close (16 days ago), 85.6% are below.
16.2% are above or equal to 9/23 close (17 days ago), 83.8% are below.
13.7% are above or equal to 9/22 close (18 days ago), 86.3% are below.
9.8% are above or equal to 9/19 close (19 days ago), 90.2% are below.
8.9% are above or equal to 9/18 close (20 days ago), 91.1% are below.
8.5% are above or equal to 9/17 close (21 days ago), 91.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.1% new highs, 13.7% new lows
21d: 0.9% new highs, 13.7% new lows
42d: 0.5% new highs, 12.7% new lows
63d: 0.3% new highs, 10.9% new lows
126d: 0.3% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.1% above, 42.9% below
3-day: 54.9% above, 45.1% below
4-day: 60.3% above, 39.7% below
5-day: 55.4% above, 44.6% below
8-day: 31.3% above, 68.7% below
10-day: 24.5% above, 75.5% below
20-day: 16.3% above, 83.7% below
50-day: 9.9% above, 90.1% below
200-day: 26.8% above, 73.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141016 11:52 am ET)
ENER(132): 2.70% Top=ETE ENLK NGL RICE WTI LNCO GDP PAGP ….. MUR DO PDS OIS SDLP SFY BHI SWN=Bottom (Energy)
ELEC(61): 1.62% Top=FCS SUNE TSL CSIQ SCTY JASO ISIL CY ….. INVN JBL LRCX INTC CPHD SNPS CODE CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): 1.40% Top=CLD SLCA NRP BTU CNX ABX GG PAAS ….. SWC X AEM CMC AA SCCO EGO TCK=Bottom (Metals & Mining)
TRAN(31): 1.33% Top=TK XPO GBX DAL GLNG UNP CP TRN ….. WAB SAVE CNW CHRW UPS FDX KNX SWFT=Bottom (Transportation)
MANU(47): 0.74% Top=JKS CFX FLS DHR TEX BGC ITW EMR ….. AOS DE CRS BWC ATU MRC PLL TRS=Bottom (Manufacturing)
LEIS(32): 0.33% Top=BYD MGM WYNN LVS PNK HOT WYN RCL ….. SEAS LTM CAKE OWW DNKN PNRA SGMS SIX=Bottom (Leisure)
COHW(48): 0.32% Top=UBNT CIEN FNSR HPQ SSYS INFN GOGO FTR ….. TMUS XLS SMCI S EMC BRCD OLED NSR=Bottom (Computer Hardware/Telecom)
DISV(55): 0.30% Top=URI HTZ ACM YY ADS HRB URS R ….. MCO JEC MYGN SERV ASGN BLOX APOL MAN=Bottom (Diversified Services)
CHEM(36): 0.29% Top=GPRE WPZ FMC MEOH MON FTK TROX POL ….. DD RPM ALB IFF CHMT ASH PPG OLN=Bottom (Chemicals/Fertilizers)
MATE(31): 0.24% Top=EXP MTZ USG MLM KBH DAR AWI WY ….. TPH FLR RYL MTH FAST CLH DHI EME=Bottom (Materials & Construction)
INSU(40): 0.21% Top=MBI AFSI MTG FAF RDN AGO FNF CNO ….. TMK RGA ALL AFG CB AJG ACGL WRB=Bottom (Insurance)
HEAL(53): 0.19% Top=MOH UNH HUM WCG HNT CYH HCA LPNT ….. RMD MASI BDX BCR EW XRAY OPK IRWD=Bottom (Health)
CONS(59): 0.16% Top=SKX PAY WHR BC COTY PKG GT GPK ….. SON HAS LULU MAT CRI FL IRBT NUS=Bottom (Consumer)
FINA(94): 0.08% Top=OZRK PVTB ETFC ARCC BAC SIVB HCBK PSEC ….. BBT EVR GS ARMK KKR ICE FITB BX=Bottom (Banks/Financials)
COSW(82): -0.10% Top=FEYE NQ VEEV VNET GWRE BIDU SPLK N ….. IACI XRX SLH TWTR GRPN LNKD AKAM NTCT=Bottom (Computer Software/Internet)
RETA(69): -0.40% Top=DANG JCP PAG GME KMX TIF VSI RH ….. URBN DSW SHLD KR WMT SFM EBAY NFLX=Bottom (Retail & Specialty Retail)
REAL(94): -0.41% Top=HST PCL NRF PEB ARCP BXMT BEE SHO ….. BDN AVB UDR AIV AGNC CYS WAC EQR=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:08 am ET
by daytrend on 20141016. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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
26.2% of stocks are above yesterday’s high.
75.5% are above yesterday’s midpoint. (24.5% are below.)
3.4% are below yesterday’s low.
70.4% are inside yesterday’s range.
45.4% of stocks with today’s high > yesterday’s high. (54.6% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND
91.2% of stocks are above today’s open. (8.5% are below).
49.2% of stocks are above today’s open and yesterday’s close.
8.0% are below both.
0.8% of stocks opened above yesterday’s high.
2.3% of stocks opened above yesterday’s close. (97.6% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.7% of stocks are in the top 10% of today’s range.
33.6% are in the top 20%.
86.6% are in the top half. 13.4% of stocks are in the bottom half of today’s range.
1.7% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN
50.9% of stocks are above yesterday’s close. (49.1% are below.)
3.8% are up 4.5% or more. 0.6% are down 4.5% or more.
6.1% are up 3.5% or more. 1.0% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:4.6%…>=80:16.2%…>=50:48.3%…<=20:26.5%…<=10:16.6%…<=5:10.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:17.0%…<=20:10.3%…<=10:1.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.0%…<=20:4.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.2% above previous 1 highs, 3.4% below previous 1 lows
17.7% above previous 2 highs, 2.9% below previous 2 lows
10.6% above previous 3 highs, 2.3% below previous 3 lows
5.9% above previous 4 highs, 2.1% below previous 4 lows
2.2% above previous 5 highs, 2.1% below previous 5 lows
1.8% above previous 6 highs, 1.8% below previous 6 lows
1.2% above previous 7 highs, 1.8% below previous 7 lows
0.8% above previous 8 highs, 1.8% below previous 8 lows
0.7% above previous 9 highs, 1.8% below previous 9 lows
0.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.9% are above or equal to 10/15 close (1 days ago), 49.1% are below.
51.0% are above or equal to 10/14 close (2 days ago), 49.0% are below.
62.5% are above or equal to 10/13 close (3 days ago), 37.5% are below.
42.0% are above or equal to 10/10 close (4 days ago), 58.0% are below.
24.3% are above or equal to 10/9 close (5 days ago), 75.7% are below.
13.7% are above or equal to 10/8 close (6 days ago), 86.3% are below.
22.5% are above or equal to 10/7 close (7 days ago), 77.5% are below.
16.8% are above or equal to 10/6 close (8 days ago), 83.2% are below.
15.2% are above or equal to 10/3 close (9 days ago), 84.8% are below.
18.0% are above or equal to 10/2 close (10 days ago), 82.0% are below.
20.2% are above or equal to 10/1 close (11 days ago), 79.8% are below.
17.2% are above or equal to 9/30 close (12 days ago), 82.8% are below.
15.2% are above or equal to 9/29 close (13 days ago), 84.8% are below.
15.3% are above or equal to 9/26 close (14 days ago), 84.7% are below.
17.5% are above or equal to 9/25 close (15 days ago), 82.5% are below.
14.6% are above or equal to 9/24 close (16 days ago), 85.4% are below.
16.1% are above or equal to 9/23 close (17 days ago), 83.9% are below.
13.7% are above or equal to 9/22 close (18 days ago), 86.3% are below.
10.0% are above or equal to 9/19 close (19 days ago), 90.0% are below.
9.0% are above or equal to 9/18 close (20 days ago), 91.0% are below.
8.5% are above or equal to 9/17 close (21 days ago), 91.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 13.7% new lows
21d: 0.8% new highs, 13.7% new lows
42d: 0.4% new highs, 12.7% new lows
63d: 0.2% new highs, 10.9% new lows
126d: 0.2% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 49.7% above, 50.3% below
3-day: 49.9% above, 50.1% below
4-day: 56.2% above, 43.8% below
5-day: 52.1% above, 47.9% below
8-day: 29.2% above, 70.8% below
10-day: 23.5% above, 76.5% below
20-day: 15.0% above, 85.0% below
50-day: 10.3% above, 89.7% below
200-day: 26.7% above, 73.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141016 11:08 am ET)
ENER(132): 2.06% Top=ETE ENLK SXL WTI LNCO VNR NGL BPL ….. SDLP NBR PTEN SPN OIS SWN SFY BHI=Bottom (Energy)
TRAN(31): 1.14% Top=TK XPO DAL GBX GLNG TRN UNP KEX ….. EXPD SAVE FDX TDW UPS CNW KNX SWFT=Bottom (Transportation)
ELEC(61): 0.93% Top=FCS TSL SCTY SWKS ISIL SUNE CSIQ OVTI ….. TQNT CREE INTC LRCX SPWR SNPS CODE CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): 0.81% Top=SLCA CLD NRP CNX BTU ABX GG CENX ….. X AEM EGO AA SWC SCCO CLF TCK=Bottom (Metals & Mining)
LEIS(32): 0.39% Top=BYD MGM LVS WYNN HOT PNK WYN LOCO ….. MCD OWW PNRA LTM SGMS DNKN EXPE SIX=Bottom (Leisure)
CHEM(36): 0.26% Top=WPZ GPRE FMC MEOH HUN MON IPI POL ….. VAL CHMT RPM IFF ALB PPG ASH OLN=Bottom (Chemicals/Fertilizers)
MANU(47): 0.25% Top=CFX ITW CMI ZBRA RXN FLS GTLS EMR ….. WOR DE CRS BWC ATU TRS PLL MRC=Bottom (Manufacturing)
DISV(55): 0.22% Top=ADS HTZ CAR URI ACM YY R GMT ….. MA SBAC SERV MYGN MCO TW APOL MAN=Bottom (Diversified Services)
MATE(31): 0.19% Top=MTZ EXP USG KBH MLM WY DAR MAS ….. CVA WM DHI FLR RSG FAST EME CLH=Bottom (Materials & Construction)
HEAL(53): 0.14% Top=UNH MOH CYH HUM WCG UHS LPNT THC ….. HOLX OPK BDX ZMH BCR IRWD XRAY EW=Bottom (Health)
COHW(48): 0.07% Top=CIEN FNSR SSYS UBNT FTR HPQ CAMP SWIR ….. AAPL ANET SMCI CTL ARUN EMC BRCD NSR=Bottom (Computer Hardware/Telecom)
INSU(40): -0.11% Top=FAF AFSI MBI MTG FNF RDN CNO AGO ….. CINF ALL CB AXS AWH RGA WRB ACGL=Bottom (Insurance)
FINA(94): -0.23% Top=OZRK PVTB HCBK BAC ARCC XOOM TD ETFC ….. COF ICE ARMK EVR GS KKR FITB BX=Bottom (Banks/Financials)
CONS(59): -0.23% Top=BC SKX GT WHR PKG COTY PAY FBHS ….. HAS KS NWL FL MAT IRBT CRI NUS=Bottom (Consumer)
REAL(94): -0.24% Top=HST PEB SHO DRH BEE PCL SBRA CUBE ….. AIV BDN CPT UDR AGNC WAC AVB EQR=Bottom (Real Estate)
COSW(82): -0.31% Top=FEYE NQ GWRE BIDU VEEV VNET WBMD TTWO ….. MKTO AWAY DWRE GRPN LNKD NTCT TWTR AKAM=Bottom (Computer Software/Internet)
RETA(69): -0.57% Top=JCP DANG GME TCS KMX RH PAG VSI ….. URBN MELI SFM WMT SPLS SHLD EBAY NFLX=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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