daytrend

08/27/2014

Filed under: Market Stats — daytrend @ 10:50 am

Market Stats at 11:49 am ET
by daytrend on 20140827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
16.2% of stocks are above yesterday’s high.
44.8% are above yesterday’s midpoint. (55.2% are below.)
23.2% are below yesterday’s low.
60.6% are inside yesterday’s range.
39.6% of stocks with today’s high > yesterday’s high. (60.4% less than).
42.7% of stocks with today’s low < yesterday’s low. (57.3% greater than).

EVIDENCE OF INTRADAY TREND
36.9% of stocks are above today’s open. (61.3% are below).
34.0% of stocks are above today’s open and yesterday’s close.
51.8% are below both.
9.4% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.8% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
39.2% are in the top half. 60.8% of stocks are in the bottom half of today’s range.
27.1% are in the bottom 20%.
12.7% are in the bottom 10%.

GAIN
44.9% of stocks are above yesterday’s close. (55.1% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.4% are down 3.5% or more.
81.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.2%…>=90:16.9%…>=80:29.9%…>=50:57.2%…<=20:14.0%…<=10:6.1%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:78.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:75.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.2% above previous 1 highs, 23.2% below previous 1 lows
13.3% above previous 2 highs, 14.8% below previous 2 lows
11.9% above previous 3 highs, 8.9% below previous 3 lows
10.2% above previous 4 highs, 7.1% below previous 4 lows
9.8% above previous 5 highs, 5.5% below previous 5 lows
9.5% above previous 6 highs, 4.4% below previous 6 lows
9.2% above previous 7 highs, 2.9% below previous 7 lows
9.1% above previous 8 highs, 1.6% below previous 8 lows
8.7% above previous 9 highs, 1.4% below previous 9 lows
8.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.9% are above or equal to 8/26 close (1 days ago), 55.1% are below.
58.4% are above or equal to 8/25 close (2 days ago), 41.6% are below.
66.0% are above or equal to 8/22 close (3 days ago), 34.0% are below.
59.6% are above or equal to 8/21 close (4 days ago), 40.4% are below.
63.6% are above or equal to 8/20 close (5 days ago), 36.4% are below.
67.9% are above or equal to 8/19 close (6 days ago), 32.1% are below.
74.4% are above or equal to 8/18 close (7 days ago), 25.6% are below.
86.4% are above or equal to 8/15 close (8 days ago), 13.6% are below.
84.6% are above or equal to 8/14 close (9 days ago), 15.4% are below.
83.9% are above or equal to 8/13 close (10 days ago), 16.1% are below.
86.7% are above or equal to 8/12 close (11 days ago), 13.3% are below.
83.2% are above or equal to 8/11 close (12 days ago), 16.8% are below.
86.5% are above or equal to 8/8 close (13 days ago), 13.5% are below.
91.3% are above or equal to 8/7 close (14 days ago), 8.7% are below.
87.8% are above or equal to 8/6 close (15 days ago), 12.2% are below.
85.9% are above or equal to 8/5 close (16 days ago), 14.1% are below.
80.5% are above or equal to 8/4 close (17 days ago), 19.5% are below.
84.6% are above or equal to 8/1 close (18 days ago), 15.4% are below.
81.4% are above or equal to 7/31 close (19 days ago), 18.6% are below.
67.1% are above or equal to 7/30 close (20 days ago), 32.9% are below.
66.5% are above or equal to 7/29 close (21 days ago), 33.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.1% new highs, 0.7% new lows
21d: 12.9% new highs, 0.7% new lows
42d: 8.1% new highs, 0.4% new lows
63d: 7.4% new highs, 0.1% new lows
126d: 5.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.5% above, 56.5% below
3-day: 51.9% above, 48.1% below
4-day: 58.8% above, 41.2% below
5-day: 58.8% above, 41.2% below
8-day: 66.9% above, 33.1% below
10-day: 74.8% above, 25.2% below
20-day: 84.8% above, 15.2% below
50-day: 63.5% above, 36.5% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140827 11:49 am ET)
RETA(64): 0.37% Top=BBY SHLD SPLS VSI WFM JCP TFM ROST ….. M KORS DANG RAD ANN BID CAB CHS=Bottom (Retail & Specialty Retail)
INSU(33): 0.31% Top=MBI UNM AFL AFSI AGO GNW MET ORI ….. WSH MMC CINF MTG AON L FNF ALL=Bottom (Insurance)
ENER(108): 0.23% Top=PWE WPX WFT PDS ECA GDP HLX SM ….. LPI FANG TSO PVA WNR HAL PXD BCEI=Bottom (Energy)
HEAL(52): 0.13% Top=CYH UNH HUM AET HGR WLP EVHC HOLX ….. KND BDX XRAY THOR EW GMED OPK ALGN=Bottom (Health)
CONS(57): 0.06% Top=RDEN GT FL KS ENR OI KMB TPX ….. PVH CROX KATE SHOO CRI UA HAR DECK=Bottom (Consumer)
TRAN(27): -0.00% Top=AIRM GBX NSC LUV SWFT ALK DAL XPO ….. CHRW AAL HA SAVE JBLU EXPD GLNG JBHT=Bottom (Transportation)
COHW(47): -0.05% Top=ARUN LVLT SSYS GOGO FTR AAPL BBRY BCE ….. CIEN PANW MOBI NSR INFN JDSU XLS FNSR=Bottom (Computer Hardware/Telecom)
CHEM(28): -0.10% Top=GPRE HUN FMC WLK CF MOS TROX ALB ….. AXLL APD MON RPM GRA PPG MEOH OLN=Bottom (Chemicals/Fertilizers)
MANU(37): -0.13% Top=DDD AGCO CAT CMI GE JKS TEX ETN ….. AME XYL TKR DHR DOV GTLS GNRC ATI=Bottom (Manufacturing)
REAL(66): -0.16% Top=STWD CLNY MPW AMT PCL TWO OHI HST ….. BEE REG LPT NRF HLSS KRG WAC EJ=Bottom (Real Estate)
MATE(29): -0.17% Top=AWI WM EXP MTZ DHI MDR PHM VMC ….. DAR TOL RYN MDC RYL BZH FAST USG=Bottom (Materials & Construction)
META(24): -0.20% Top=SLCA CNX BTU FCX AA CENX SCCO SWC ….. AEM ABX SLW RGLD X CLF CCJ AKS=Bottom (Metals & Mining)
COSW(77): -0.29% Top=JD FEYE DATA TTWO GRPN CRM YHOO NOW ….. TSS FB ULTI AWAY TRIP NQ PFPT CSOD=Bottom (Computer Software/Internet)
DISV(46): -0.29% Top=BAH HTZ TMH RRD ULTA TYC SBAC ASGN ….. Z MYGN APOL AAN WTW URI ADT ACM=Bottom (Diversified Services)
ELEC(52): -0.36% Top=TSL AMAT MRVL CPHD GTAT FCS LRCX KLAC ….. TEL SUNE FSLR CAVM CSIQ CGNX ADI GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): -0.40% Top=OZM RY TD PFG MCC ZION AXP LAZ ….. BLK STI RJF FMER EVR WDR PSEC CBOE=Bottom (Banks/Financials)
LEIS(30): -0.47% Top=OWW SEAS SBUX QUNR MAR DRI PNK RCL ….. BLMN WYNN EXPE YUM PNRA SGMS NDLS SIX=Bottom (Leisure)

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 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:29 am

Market Stats at 10:29 am ET
by daytrend on 20140827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
12.8% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
21.4% are below yesterday’s low.
65.8% are inside yesterday’s range.
35.3% of stocks with today’s high > yesterday’s high. (64.7% less than).
36.5% of stocks with today’s low < yesterday’s low. (63.5% greater than).

EVIDENCE OF INTRADAY TREND
34.4% of stocks are above today’s open. (63.8% are below).
30.5% of stocks are above today’s open and yesterday’s close.
52.2% are below both.
9.4% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.1% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
36.8% are in the top half. 63.2% of stocks are in the bottom half of today’s range.
32.7% are in the bottom 20%.
21.1% are in the bottom 10%.

GAIN
44.7% of stocks are above yesterday’s close. (55.3% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.2% are up 3.5% or more. 0.2% are down 3.5% or more.
85.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.0%…>=90:15.1%…>=80:25.8%…>=50:59.2%…<=20:12.2%…<=10:6.0%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:78.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:76.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.8% above previous 1 highs, 21.4% below previous 1 lows
10.7% above previous 2 highs, 13.1% below previous 2 lows
9.6% above previous 3 highs, 7.5% below previous 3 lows
8.4% above previous 4 highs, 6.2% below previous 4 lows
7.8% above previous 5 highs, 5.3% below previous 5 lows
7.3% above previous 6 highs, 4.0% below previous 6 lows
7.1% above previous 7 highs, 3.1% below previous 7 lows
6.9% above previous 8 highs, 2.0% below previous 8 lows
6.8% above previous 9 highs, 1.4% below previous 9 lows
6.8% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.7% are above or equal to 8/26 close (1 days ago), 55.3% are below.
57.3% are above or equal to 8/25 close (2 days ago), 42.7% are below.
67.8% are above or equal to 8/22 close (3 days ago), 32.2% are below.
60.9% are above or equal to 8/21 close (4 days ago), 39.1% are below.
63.4% are above or equal to 8/20 close (5 days ago), 36.6% are below.
68.1% are above or equal to 8/19 close (6 days ago), 31.9% are below.
74.6% are above or equal to 8/18 close (7 days ago), 25.4% are below.
85.9% are above or equal to 8/15 close (8 days ago), 14.1% are below.
84.7% are above or equal to 8/14 close (9 days ago), 15.3% are below.
84.4% are above or equal to 8/13 close (10 days ago), 15.6% are below.
87.6% are above or equal to 8/12 close (11 days ago), 12.4% are below.
82.7% are above or equal to 8/11 close (12 days ago), 17.3% are below.
86.0% are above or equal to 8/8 close (13 days ago), 14.0% are below.
91.4% are above or equal to 8/7 close (14 days ago), 8.6% are below.
87.6% are above or equal to 8/6 close (15 days ago), 12.4% are below.
85.9% are above or equal to 8/5 close (16 days ago), 14.1% are below.
80.8% are above or equal to 8/4 close (17 days ago), 19.2% are below.
84.6% are above or equal to 8/1 close (18 days ago), 15.4% are below.
82.1% are above or equal to 7/31 close (19 days ago), 17.9% are below.
66.6% are above or equal to 7/30 close (20 days ago), 33.4% are below.
65.5% are above or equal to 7/29 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 0.6% new lows
21d: 11.1% new highs, 0.6% new lows
42d: 7.3% new highs, 0.4% new lows
63d: 6.9% new highs, 0.1% new lows
126d: 5.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.2% above, 57.8% below
3-day: 51.2% above, 48.8% below
4-day: 60.8% above, 39.2% below
5-day: 60.9% above, 39.1% below
8-day: 67.1% above, 32.9% below
10-day: 76.2% above, 23.8% below
20-day: 84.8% above, 15.2% below
50-day: 63.8% above, 36.2% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140827 10:29 am ET)
INSU(33): 0.19% Top=UNM ORI AGO MBI AFL AFSI WRB CNO ….. MTG BRO PGR AIG HIG LNC L ALL=Bottom (Insurance)
HEAL(52): 0.12% Top=UNH LH AET WCG HUM CYH WLP HGR ….. BAX SYK ABT A BDX OPK KND ALGN=Bottom (Health)
MATE(29): 0.07% Top=WM AWI EXP MTZ DHI BZH PHM SPF ….. RYN MLM MAS RYL FLR FAST PWR USG=Bottom (Materials & Construction)
RETA(64): 0.06% Top=SHLD BBY SPLS VSI DSW WFM JCP PETM ….. KORS GES BID CAB TUES ANN DANG CHS=Bottom (Retail & Specialty Retail)
REAL(66): 0.06% Top=CUBE GOV GGP CBL BXP EXR HCN STWD ….. CBG GLPI WAC AMH NRF KRG HLSS EJ=Bottom (Real Estate)
ENER(108): 0.01% Top=PWE WPX WFT PBF PDS ECA REXX SM ….. SFY AREX BCEI FANG EXXI PXD TSO HAL=Bottom (Energy)
CONS(57): 0.01% Top=GT ENR IRBT UFS OI TPX MAT KS ….. ECL CROX EL KATE SKX PVH UA DECK=Bottom (Consumer)
TRAN(27): -0.05% Top=NSC SWFT GBX DAL LUV AIRM UAL XPO ….. CNI CP EXPD UNP SAVE JBLU JBHT GLNG=Bottom (Transportation)
COHW(47): -0.06% Top=ARUN LVLT FTR GOGO TDC SWIR WDC BCE ….. MOBI LXK OLED NSR PANW INFN XLS FNSR=Bottom (Computer Hardware/Telecom)
COSW(77): -0.12% Top=JD FEYE AKAM DATA TTWO GRPN EPAM TRI ….. PFPT SINA NQ NUAN TRIP FB EA CSOD=Bottom (Computer Software/Internet)
CHEM(28): -0.20% Top=GPRE FMC HUN MOS CHMT TROX CF WPZ ….. RPM ASH PPG APD AXLL AGU MEOH OLN=Bottom (Chemicals/Fertilizers)
MANU(37): -0.22% Top=DDD AGCO MHK CAT PNR CMI ITW GE ….. TKR AME PLL DHR DOV JKS ATI GNRC=Bottom (Manufacturing)
DISV(46): -0.26% Top=TMH BAH RRD WOOF ASGN CXW HTZ ADS ….. DV WTW ADT XRS URI ACM Z MYGN=Bottom (Diversified Services)
FINA(73): -0.37% Top=OZM VOYA RY MCC CIT TD PFG ARCC ….. RJF BX FMER ICE EVR WETF CBOE PSEC=Bottom (Banks/Financials)
LEIS(30): -0.46% Top=PNK STAY SEAS RCL WEN SBUX DRI DNKN ….. WYNN EXPE OWW BLMN LTM SGMS SIX NDLS=Bottom (Leisure)
META(24): -0.47% Top=BTU CNX SLCA EGO CENX HSC SWC NEM ….. ABX SLW STLD RGLD AKS X CLF CCJ=Bottom (Metals & Mining)
ELEC(52): -0.69% Top=AMAT MRVL GTAT KLAC CPHD SNPS SCTY TSRA ….. TSL CRUS LLTC CSIQ SUNE CGNX GRMN ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:29 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:56 am

Market Stats at 9:56 am ET
by daytrend on 20140827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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
11.6% of stocks are above yesterday’s high.
50.0% are above yesterday’s midpoint. (50.0% are below.)
15.1% are below yesterday’s low.
73.3% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND
37.5% of stocks are above today’s open. (60.6% are below).
32.6% of stocks are above today’s open and yesterday’s close.
46.8% are below both.
9.4% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
4.6% 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.
13.1% are in the top 20%.
36.7% are in the top half. 63.3% of stocks are in the bottom half of today’s range.
30.5% are in the bottom 20%.
17.3% are in the bottom 10%.

GAIN
48.4% of stocks are above yesterday’s close. (51.6% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.1% are down 3.5% or more.
89.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.5%…>=90:15.1%…>=80:28.1%…>=50:63.5%…<=20:10.4%…<=10:4.1%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.8%…>=50:79.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:76.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.6% above previous 1 highs, 15.1% below previous 1 lows
9.8% above previous 2 highs, 8.6% below previous 2 lows
8.5% above previous 3 highs, 4.8% below previous 3 lows
7.3% above previous 4 highs, 3.9% below previous 4 lows
6.7% above previous 5 highs, 3.2% below previous 5 lows
6.0% above previous 6 highs, 2.6% below previous 6 lows
5.8% above previous 7 highs, 1.8% below previous 7 lows
5.6% above previous 8 highs, 1.1% below previous 8 lows
5.6% above previous 9 highs, 0.7% below previous 9 lows
5.5% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.4% are above or equal to 8/26 close (1 days ago), 51.6% are below.
61.4% are above or equal to 8/25 close (2 days ago), 38.6% are below.
68.8% are above or equal to 8/22 close (3 days ago), 31.2% are below.
62.4% are above or equal to 8/21 close (4 days ago), 37.6% are below.
65.5% are above or equal to 8/20 close (5 days ago), 34.5% are below.
69.2% are above or equal to 8/19 close (6 days ago), 30.8% are below.
75.4% are above or equal to 8/18 close (7 days ago), 24.6% are below.
86.0% are above or equal to 8/15 close (8 days ago), 14.0% are below.
85.1% are above or equal to 8/14 close (9 days ago), 14.9% are below.
85.1% are above or equal to 8/13 close (10 days ago), 14.9% are below.
88.2% are above or equal to 8/12 close (11 days ago), 11.8% are below.
83.4% are above or equal to 8/11 close (12 days ago), 16.6% are below.
86.4% are above or equal to 8/8 close (13 days ago), 13.6% are below.
91.5% are above or equal to 8/7 close (14 days ago), 8.5% are below.
88.0% are above or equal to 8/6 close (15 days ago), 12.0% are below.
86.4% are above or equal to 8/5 close (16 days ago), 13.6% are below.
81.2% are above or equal to 8/4 close (17 days ago), 18.8% are below.
84.7% are above or equal to 8/1 close (18 days ago), 15.3% are below.
82.2% are above or equal to 7/31 close (19 days ago), 17.8% are below.
67.8% are above or equal to 7/30 close (20 days ago), 32.2% are below.
67.2% are above or equal to 7/29 close (21 days ago), 32.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.6% new highs, 0.6% new lows
21d: 9.6% new highs, 0.6% new lows
42d: 6.5% new highs, 0.4% new lows
63d: 6.1% new highs, 0.1% new lows
126d: 4.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.9% above, 54.1% below
3-day: 57.9% above, 42.1% below
4-day: 63.9% above, 36.1% below
5-day: 64.5% above, 35.5% below
8-day: 68.5% above, 31.5% below
10-day: 77.8% above, 22.2% below
20-day: 85.9% above, 14.1% below
50-day: 64.1% above, 35.9% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140827 9:56 am ET)
INSU(33): 0.26% Top=ORI UNM AFL AFSI CNO AGO RDN MBI ….. HIG LNC FNF AIG CINF L BRO ALL=Bottom (Insurance)
MATE(29): 0.16% Top=WM EXP AWI DHI RSG PHM MTZ VMC ….. OC TOL FLR MTH MAS PWR TPH USG=Bottom (Materials & Construction)
CONS(57): 0.13% Top=GT IRBT UFS FL KS ENR TPX MAT ….. AVP JAH NUS CROX PVH HAR UA DECK=Bottom (Consumer)
REAL(66): 0.09% Top=CUBE OHI BXP CBL AMT GOV EXR AVB ….. CLNY TWO WAC EJ AMH KRG NRF HLSS=Bottom (Real Estate)
HEAL(52): 0.04% Top=HOLX LH RMD MR UNH HGR AET WCG ….. CNC ABT BDX BAX EW OPK KND ALGN=Bottom (Health)
RETA(64): 0.03% Top=BBY TIF VSI SHLD WFM AEO SPLS JCP ….. M FINL DANG BID GES ANN CAB CHS=Bottom (Retail & Specialty Retail)
CHEM(28): 0.00% Top=GPRE FMC DOW CF MOS HUN WLK CE ….. DD GRA AGU RPM APD AXLL OLN MEOH=Bottom (Chemicals/Fertilizers)
COHW(47): -0.01% Top=ARUN LVLT FTR HRS GOGO BCE SWIR CCI ….. INFN VRSN OLED LXK XLS CTL PANW FNSR=Bottom (Computer Hardware/Telecom)
TRAN(27): -0.04% Top=NSC SWFT GBX TRN KSU HA TDW DAL ….. UNP CHRW JBLU EXPD AAL JBHT SAVE GLNG=Bottom (Transportation)
MANU(37): -0.12% Top=AGCO GTLS CMI DDD CAT PNR GE JOY ….. PLL XYL TKR ATI DRC DOV JKS GNRC=Bottom (Manufacturing)
COSW(77): -0.14% Top=FEYE JD FTNT AKAM QLIK NQ XRX YHOO ….. SFUN EA ULTI TWTR SPLK CSOD FB TRIP=Bottom (Computer Software/Internet)
ENER(108): -0.18% Top=PWE WFT WPX ECA CVE ETE REXX VLO ….. BAS CRZO TSO ATHL EXXI MHR HAL PXD=Bottom (Energy)
FINA(73): -0.19% Top=OZM MCC RY CIT OCN TD ZION JPM ….. SCHW FNFG UMPQ BX CBOE EVR WETF PSEC=Bottom (Banks/Financials)
DISV(46): -0.22% Top=TMH ULTA HTZ BAH CXW SBAC RRD TYC ….. MMS URI VNTV ACM Z XRS ALLE MYGN=Bottom (Diversified Services)
LEIS(30): -0.26% Top=PNK SEAS SBUX STAY DNKN CCL MAR RCL ….. PNRA QUNR LTM OWW SIX EXPE BLMN NDLS=Bottom (Leisure)
META(24): -0.26% Top=CNX SLCA NEM TCK BTU CENX HSC SLW ….. SCCO AUY EGO STLD AKS X CLF CCJ=Bottom (Metals & Mining)
ELEC(52): -0.51% Top=MRVL AMAT SNPS TSRA SCTY KLAC LRCX XLNX ….. CRUS AMBA INVN CSIQ SUNE TSL GRMN ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/26/2014

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

Closing Stats
by daytrend on 20140826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
29.5% of stocks are above yesterday’s high.
60.9% are above yesterday’s midpoint. (39.1% are below.)
12.7% are below yesterday’s low.
57.8% are inside yesterday’s range.
59.2% of stocks with today’s high > yesterday’s high. (40.8% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND
55.5% of stocks are above today’s open. (42.5% are below).
52.4% of stocks are above today’s open and yesterday’s close.
32.7% are below both.
12.0% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.9% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.3% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN
64.4% of stocks are above yesterday’s close. (35.6% are below.)
0.9% are up 4.5% or more. 0.6% are down 4.5% or more.
2.5% are up 3.5% or more. 0.7% are down 3.5% or more.
73.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.1%…>=90:22.8%…>=80:41.3%…>=50:71.5%…<=20:9.0%…<=10:4.1%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.6%…>=50:80.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.5% above previous 1 highs, 12.7% below previous 1 lows
25.7% above previous 2 highs, 6.0% below previous 2 lows
22.5% above previous 3 highs, 4.3% below previous 3 lows
21.5% above previous 4 highs, 3.3% below previous 4 lows
19.7% above previous 5 highs, 3.0% below previous 5 lows
19.5% above previous 6 highs, 1.6% below previous 6 lows
19.4% above previous 7 highs, 1.1% below previous 7 lows
18.9% above previous 8 highs, 0.9% below previous 8 lows
18.6% above previous 9 highs, 0.9% below previous 9 lows
17.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.4% are above or equal to 8/25 close (1 days ago), 35.6% are below.
71.6% are above or equal to 8/22 close (2 days ago), 28.4% are below.
63.8% are above or equal to 8/21 close (3 days ago), 36.2% are below.
67.3% are above or equal to 8/20 close (4 days ago), 32.7% are below.
70.9% are above or equal to 8/19 close (5 days ago), 29.1% are below.
77.0% are above or equal to 8/18 close (6 days ago), 23.0% are below.
87.0% are above or equal to 8/15 close (7 days ago), 13.0% are below.
85.4% are above or equal to 8/14 close (8 days ago), 14.6% are below.
85.4% are above or equal to 8/13 close (9 days ago), 14.6% are below.
88.8% are above or equal to 8/12 close (10 days ago), 11.2% are below.
84.6% are above or equal to 8/11 close (11 days ago), 15.4% are below.
86.7% are above or equal to 8/8 close (12 days ago), 13.3% are below.
91.7% are above or equal to 8/7 close (13 days ago), 8.3% are below.
88.2% are above or equal to 8/6 close (14 days ago), 11.8% are below.
86.7% are above or equal to 8/5 close (15 days ago), 13.3% are below.
81.4% are above or equal to 8/4 close (16 days ago), 18.6% are below.
84.5% are above or equal to 8/1 close (17 days ago), 15.5% are below.
81.6% are above or equal to 7/31 close (18 days ago), 18.4% are below.
67.3% are above or equal to 7/30 close (19 days ago), 32.7% are below.
66.7% are above or equal to 7/29 close (20 days ago), 33.3% are below.
62.8% are above or equal to 7/28 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.3% new highs, 0.7% new lows
21d: 23.0% new highs, 0.7% new lows
42d: 14.0% new highs, 0.4% new lows
63d: 13.3% new highs, 0.2% new lows
126d: 10.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.5% above, 37.5% below
3-day: 70.8% above, 29.2% below
4-day: 69.5% above, 30.5% below
5-day: 69.0% above, 31.0% below
8-day: 77.4% above, 22.6% below
10-day: 81.1% above, 18.9% below
20-day: 86.0% above, 14.0% below
50-day: 63.9% above, 36.1% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140826 Closing)
META(24): 1.56% Top=EGO AKS CENX CLF SCCO AEM GG AUY ….. SLW CNX NUE AA BTU FCX CCJ HSC=Bottom (Metals & Mining)
COSW(79): 0.97% Top=SPLK CSOD SFUN TWTR PFPT FEYE MDSO QLIK ….. SINA GOOG ADBE GOOGL PWRD NQ EQIX VMW=Bottom (Computer Software/Internet)
COHW(46): 0.71% Top=CIEN SWIR FNSR RKUS JDSU BRCD NSR HPQ ….. CTL SNDK COMM AAPL WIN JNPR MSI GOGO=Bottom (Computer Hardware/Telecom)
HEAL(51): 0.68% Top=DXCM MOH HNT IRWD ALGN CYH WCG THOR ….. ESRX MR PKI LH HGR TMO KND GMED=Bottom (Health)
ENER(107): 0.67% Top=GDP PVA NBR FANG RIG DO PTEN SPN ….. COG MDU VLO NFG AREX SWN DK SN=Bottom (Energy)
RETA(64): 0.63% Top=DSW ANN SHLD ANF PIR AEO TFM AMZN ….. NFLX TGT KAR RAD DLTR CST ORLY BBY=Bottom (Retail & Specialty Retail)
MATE(30): 0.56% Top=MTZ VMC MDR TPH BZH USG MLM KBH ….. DAR DHI MTH FAST LEN MAS RYN WY=Bottom (Materials & Construction)
FINA(74): 0.50% Top=WETF OZM EVR FNGN SEIC CBOE JNS EV ….. SCHW MCC COF BK ETFC AXP CIT PSEC=Bottom (Banks/Financials)
DISV(46): 0.30% Top=XRS KBR Z WTW ACM BAH SCI HMSY ….. R ADT VNTV FLT WOOF TYC MYGN AAN=Bottom (Diversified Services)
INSU(33): 0.29% Top=HIG RDN MTG AFSI LNC UNM CNO TMK ….. ALL AXS ACGL AGO CINF AON AHL WSH=Bottom (Insurance)
REAL(69): 0.24% Top=EJ WAC AIV LHO MPW MAC HLSS HCN ….. PSA HST VTR AMT GGP PCL DCT SRC=Bottom (Real Estate)
CONS(57): 0.03% Top=RDEN LULU CCK FL BERY JAH IP KS ….. HAS NWL BC KMB IRBT ENR DECK NUS=Bottom (Consumer)
ELEC(53): -0.05% Top=GTAT NVDA CPHD FCS SMTC ONNN TSRA TER ….. JBL MU CRUS LRCX SCTY TQNT RFMD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): -0.12% Top=AGU TROX WPZ RPM CF CHMT APD VAL ….. MON OLN EMN GRA AXLL MEOH HUN GPRE=Bottom (Chemicals/Fertilizers)
MANU(37): -0.16% Top=ATI GNRC DDD JKS JOY ENS DRC FLS ….. CMI DOV GE PH ROK CFX DE PNR=Bottom (Manufacturing)
TRAN(27): -0.35% Top=GLNG TDW AIRM CNI CSX CP NSC UNP ….. AAL SAVE HA JBHT SWFT ALK JBLU DAL=Bottom (Transportation)
LEIS(31): -0.36% Top=BYD SGMS SEAS BLMN WYN CCL RCL HOT ….. EAT WEN JACK LVS LTM QUNR OWW NDLS=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 2:29 pm

Market Stats at 3:28 pm ET
by daytrend on 20140826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
30.9% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
10.6% are below yesterday’s low.
58.5% are inside yesterday’s range.
58.7% of stocks with today’s high > yesterday’s high. (41.3% less than).
29.4% of stocks with today’s low < yesterday’s low. (70.6% greater than).

EVIDENCE OF INTRADAY TREND
59.2% of stocks are above today’s open. (39.2% are below).
56.4% of stocks are above today’s open and yesterday’s close.
29.4% are below both.
12.0% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.9% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.4% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
55.2% are in the top half. 44.8% of stocks are in the bottom half of today’s range.
20.0% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN
68.0% of stocks are above yesterday’s close. (32.0% are below.)
0.9% are up 4.5% or more. 0.6% are down 4.5% or more.
2.0% are up 3.5% or more. 0.8% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.5%…>=90:24.4%…>=80:43.6%…>=50:73.6%…<=20:8.5%…<=10:4.3%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.3%…>=50:81.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:76.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.9% above previous 1 highs, 10.6% below previous 1 lows
27.3% above previous 2 highs, 5.5% below previous 2 lows
23.9% above previous 3 highs, 4.2% below previous 3 lows
22.4% above previous 4 highs, 3.4% below previous 4 lows
20.9% above previous 5 highs, 3.3% below previous 5 lows
20.4% above previous 6 highs, 2.0% below previous 6 lows
20.2% above previous 7 highs, 1.2% below previous 7 lows
19.8% above previous 8 highs, 1.1% below previous 8 lows
19.6% above previous 9 highs, 0.8% below previous 9 lows
18.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.0% are above or equal to 8/25 close (1 days ago), 32.0% are below.
74.4% are above or equal to 8/22 close (2 days ago), 25.6% are below.
66.2% are above or equal to 8/21 close (3 days ago), 33.8% are below.
68.3% are above or equal to 8/20 close (4 days ago), 31.7% are below.
70.9% are above or equal to 8/19 close (5 days ago), 29.1% are below.
76.7% are above or equal to 8/18 close (6 days ago), 23.3% are below.
87.6% are above or equal to 8/15 close (7 days ago), 12.4% are below.
86.0% are above or equal to 8/14 close (8 days ago), 14.0% are below.
85.8% are above or equal to 8/13 close (9 days ago), 14.2% are below.
88.9% are above or equal to 8/12 close (10 days ago), 11.1% are below.
85.2% are above or equal to 8/11 close (11 days ago), 14.8% are below.
86.8% are above or equal to 8/8 close (12 days ago), 13.2% are below.
91.6% are above or equal to 8/7 close (13 days ago), 8.4% are below.
88.2% are above or equal to 8/6 close (14 days ago), 11.8% are below.
87.0% are above or equal to 8/5 close (15 days ago), 13.0% are below.
81.2% are above or equal to 8/4 close (16 days ago), 18.8% are below.
84.9% are above or equal to 8/1 close (17 days ago), 15.1% are below.
82.5% are above or equal to 7/31 close (18 days ago), 17.5% are below.
67.2% are above or equal to 7/30 close (19 days ago), 32.8% are below.
66.7% are above or equal to 7/29 close (20 days ago), 33.3% are below.
63.4% are above or equal to 7/28 close (21 days ago), 36.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 22.9% new highs, 0.6% new lows
21d: 22.5% new highs, 0.6% new lows
42d: 13.7% new highs, 0.4% new lows
63d: 12.8% new highs, 0.2% new lows
126d: 10.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.5% above, 33.5% below
3-day: 73.5% above, 26.5% below
4-day: 70.6% above, 29.4% below
5-day: 69.8% above, 30.2% below
8-day: 78.6% above, 21.4% below
10-day: 82.5% above, 17.5% below
20-day: 86.3% above, 13.7% below
50-day: 64.1% above, 35.9% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140826 3:28 pm ET)
META(24): 1.64% Top=EGO AKS CENX CLF AEM GG SCCO NEM ….. ABX CNX AA NUE BTU FCX CCJ HSC=Bottom (Metals & Mining)
COSW(79): 0.97% Top=SPLK SFUN CSOD TWTR PFPT FEYE MDSO GRPN ….. ATVI MSFT SINA GOOG RATE CTXS EQIX VMW=Bottom (Computer Software/Internet)
ENER(107): 0.83% Top=GDP PVA RIG NBR FANG DO HOS SPN ….. HFC MDU COG VLO SWN NFG DK SN=Bottom (Energy)
COHW(46): 0.76% Top=CIEN SWIR FNSR JDSU RKUS BRCD NSR HPQ ….. AAPL SNDK EMC WIN COMM JNPR MSI GOGO=Bottom (Computer Hardware/Telecom)
HEAL(51): 0.72% Top=DXCM MOH HNT IRWD ALGN WCG CYH THOR ….. MR DGX ESRX KND LH TMO HGR GMED=Bottom (Health)
RETA(64): 0.68% Top=DSW ANN ANF TFM SHLD AMZN PIR AEO ….. WMT DLTR KAR TGT RAD CST ORLY BBY=Bottom (Retail & Specialty Retail)
MATE(30): 0.60% Top=MTZ VMC MDR MLM TPH BZH USG KBH ….. MTH DAR RSG FAST LEN MAS RYN WY=Bottom (Materials & Construction)
FINA(74): 0.54% Top=WETF EVR OZM FNGN CBOE OCN SEIC SLM ….. SCHW BK TD COF ETFC AXP CIT PSEC=Bottom (Banks/Financials)
DISV(46): 0.32% Top=XRS KBR Z ACM AL BAH WTW SCI ….. ALLE R FLT VNTV WOOF TYC MYGN AAN=Bottom (Diversified Services)
INSU(33): 0.31% Top=HIG RDN MTG AFSI LNC MBI CNO UNM ….. MMC PGR TRV AON CINF ALL WSH AHL=Bottom (Insurance)
REAL(69): 0.20% Top=EJ AIV WAC MPW BEE CBL LHO HCN ….. HST CUZ CUBE DRE GGP DCT SRC CYS=Bottom (Real Estate)
CONS(57): 0.09% Top=RDEN LULU CCK SHOO FL JAH BERY IP ….. HAS BC NWL MAT DECK ENR IRBT NUS=Bottom (Consumer)
ELEC(53): -0.02% Top=GTAT NVDA CPHD FCS TSRA SUNE ONNN TER ….. JBL MU LRCX CRUS SCTY TQNT RFMD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): -0.07% Top=AGU TROX RPM WPZ VAL CF POL APD ….. MON ASH OLN GRA AXLL MEOH HUN GPRE=Bottom (Chemicals/Fertilizers)
MANU(37): -0.10% Top=ATI GNRC DDD JKS ENS DRC JOY TEX ….. GE EMR DOV ROK PH CFX DE PNR=Bottom (Manufacturing)
TRAN(27): -0.21% Top=GLNG TDW CNI AIRM CSX CP NSC TRN ….. ALK AAL HA JBHT SWFT JBLU SAVE DAL=Bottom (Transportation)
LEIS(31): -0.28% Top=BYD SGMS SEAS WYN BLMN SIX CCL RCL ….. EAT JACK WEN LVS QUNR LTM OWW NDLS=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 11:37 am ET
by daytrend on 20140826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
31.9% of stocks are above yesterday’s high.
68.8% are above yesterday’s midpoint. (31.2% are below.)
7.2% are below yesterday’s low.
60.9% are inside yesterday’s range.
52.0% of stocks with today’s high > yesterday’s high. (48.0% less than).
22.5% of stocks with today’s low < yesterday’s low. (77.5% greater than).

EVIDENCE OF INTRADAY TREND
65.8% of stocks are above today’s open. (33.3% are below).
63.8% of stocks are above today’s open and yesterday’s close.
21.7% are below both.
12.0% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.9% opened below yesterday’s close).
2.1% 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.
28.7% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
76.3% of stocks are above yesterday’s close. (23.7% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.5% are down 3.5% or more.
77.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.0%…>=90:26.4%…>=80:45.3%…>=50:78.4%…<=20:6.0%…<=10:2.5%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.5%…>=50:83.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:78.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.9% above previous 1 highs, 7.2% below previous 1 lows
28.4% above previous 2 highs, 4.0% below previous 2 lows
25.9% above previous 3 highs, 3.5% below previous 3 lows
24.4% above previous 4 highs, 2.7% below previous 4 lows
22.6% above previous 5 highs, 2.0% below previous 5 lows
22.2% above previous 6 highs, 1.3% below previous 6 lows
21.9% above previous 7 highs, 0.8% below previous 7 lows
21.6% above previous 8 highs, 0.7% below previous 8 lows
21.4% above previous 9 highs, 0.7% below previous 9 lows
21.1% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.3% are above or equal to 8/25 close (1 days ago), 23.7% are below.
75.5% are above or equal to 8/22 close (2 days ago), 24.5% are below.
67.3% are above or equal to 8/21 close (3 days ago), 32.7% are below.
70.0% are above or equal to 8/20 close (4 days ago), 30.0% are below.
71.8% are above or equal to 8/19 close (5 days ago), 28.2% are below.
77.6% are above or equal to 8/18 close (6 days ago), 22.4% are below.
87.7% are above or equal to 8/15 close (7 days ago), 12.3% are below.
86.3% are above or equal to 8/14 close (8 days ago), 13.7% are below.
86.3% are above or equal to 8/13 close (9 days ago), 13.7% are below.
88.2% are above or equal to 8/12 close (10 days ago), 11.8% are below.
85.9% are above or equal to 8/11 close (11 days ago), 14.1% are below.
87.3% are above or equal to 8/8 close (12 days ago), 12.7% are below.
91.8% are above or equal to 8/7 close (13 days ago), 8.2% are below.
88.2% are above or equal to 8/6 close (14 days ago), 11.8% are below.
87.2% are above or equal to 8/5 close (15 days ago), 12.8% are below.
81.6% are above or equal to 8/4 close (16 days ago), 18.4% are below.
85.6% are above or equal to 8/1 close (17 days ago), 14.4% are below.
82.0% are above or equal to 7/31 close (18 days ago), 18.0% are below.
68.1% are above or equal to 7/30 close (19 days ago), 31.9% are below.
68.0% are above or equal to 7/29 close (20 days ago), 32.0% are below.
64.2% are above or equal to 7/28 close (21 days ago), 35.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.5% new highs, 0.2% new lows
21d: 19.0% new highs, 0.2% new lows
42d: 11.2% new highs, 0.1% new lows
63d: 10.6% new highs, 0.1% new lows
126d: 8.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.6% above, 25.4% below
3-day: 76.5% above, 23.5% below
4-day: 75.1% above, 24.9% below
5-day: 72.9% above, 27.1% below
8-day: 80.2% above, 19.8% below
10-day: 83.8% above, 16.2% below
20-day: 87.0% above, 13.0% below
50-day: 65.2% above, 34.8% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140826 11:37 am ET)
ENER(107): 1.12% Top=GDP PVA FANG XEC REXX NBR SPN PTEN ….. SWN BWP WNR VNR VLO MPC DK SN=Bottom (Energy)
META(24): 1.11% Top=AKS EGO CENX CLF AUY AEM CNX GG ….. SCCO SLW ABX TCK BTU FCX CCJ HSC=Bottom (Metals & Mining)
HEAL(51): 0.61% Top=MOH WCG HNT ALGN IRWD DXCM PRXL THC ….. STJ MD DGX BSX TMO KND GMED HGR=Bottom (Health)
COSW(79): 0.58% Top=SPLK SFUN CSOD EPAM DATA TWTR GRPN FTNT ….. CRM GOOG WWWW SINA PWRD EQIX DWRE VMW=Bottom (Computer Software/Internet)
FINA(74): 0.52% Top=OZM EVR WETF OCN SEIC CBOE EV SLM ….. ARCC NTRS BK TD RY UMPQ CIT PSEC=Bottom (Banks/Financials)
COHW(46): 0.50% Top=MOBI CIEN RKUS BRCD HPQ SSYS FNSR TMUS ….. EMC AAPL SNDK JNPR WIN MSI UBNT GOGO=Bottom (Computer Hardware/Telecom)
RETA(64): 0.44% Top=DSW AMZN TSCO BIG TFM ANF GES CAB ….. KAR SIG ORLY CST BID RAD RH BBY=Bottom (Retail & Specialty Retail)
MATE(30): 0.43% Top=MTZ VMC MLM EXP TPH KBH MDR AWI ….. LEN WY RSG PHM TREX RYL MTH MAS=Bottom (Materials & Construction)
DISV(46): 0.41% Top=XRS KBR MA WTW BAH MCO ULTA Z ….. DV AAN SBAC ALLE ASGN TYC ADT MYGN=Bottom (Diversified Services)
REAL(69): 0.34% Top=MAC AMH CBL BEE GOV MPW ACC HCN ….. CYS AMT HLSS STWD SRC NRF RLGY RHP=Bottom (Real Estate)
INSU(33): 0.33% Top=AFSI HIG MTG LNC RDN ORI BRO WRB ….. PGR ALL FNF WSH AON AHL AGO MBI=Bottom (Insurance)
CONS(57): 0.24% Top=LULU CCK JAH RDEN SHOO IP CROX BERY ….. NWL RL MAT BC ENR HAS NUS IRBT=Bottom (Consumer)
MANU(37): 0.14% Top=GNRC ATI DDD MRC JOY TEX KMT TKR ….. PH JKS BWC ROK PNR DE RXN CFX=Bottom (Manufacturing)
TRAN(27): 0.07% Top=GLNG CNI GBX TDW CP AIRM EXPD CSX ….. DAL KSU LUV HA SAVE XPO SWFT JBLU=Bottom (Transportation)
CHEM(29): 0.07% Top=RPM WPZ VAL AGU CHMT SHW APD DD ….. CE MON DOW OLN POT GRA MEOH HUN=Bottom (Chemicals/Fertilizers)
ELEC(53): -0.06% Top=GTAT ONNN GLW CPHD TSRA SANM FCS NVDA ….. SCTY CRUS AMBA JBL MU TQNT RFMD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(31): -0.25% Top=OWW SEAS SIX BYD WYN SGMS YUM DRI ….. EAT PNK STAY LVS WYNN LTM NDLS QUNR=Bottom (Leisure)

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 11:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:01 am

Market Stats at 10:59 am ET
by daytrend on 20140826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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
32.8% of stocks are above yesterday’s high.
68.5% are above yesterday’s midpoint. (31.5% are below.)
6.3% are below yesterday’s low.
60.9% are inside yesterday’s range.
48.2% of stocks with today’s high > yesterday’s high. (51.8% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND
66.5% of stocks are above today’s open. (31.4% are below).
64.4% of stocks are above today’s open and yesterday’s close.
20.5% are below both.
12.0% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.9% opened below yesterday’s close).
2.1% 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.
41.1% 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.
10.2% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
77.2% of stocks are above yesterday’s close. (22.8% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.7% are up 3.5% or more. 0.5% are down 3.5% or more.
78.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.8%…>=90:26.3%…>=80:47.1%…>=50:79.0%…<=20:5.0%…<=10:2.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.1%…>=50:83.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:78.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.8% above previous 1 highs, 6.3% below previous 1 lows
28.9% above previous 2 highs, 4.0% below previous 2 lows
26.4% above previous 3 highs, 3.2% below previous 3 lows
25.2% above previous 4 highs, 2.7% below previous 4 lows
23.9% above previous 5 highs, 2.3% below previous 5 lows
23.7% above previous 6 highs, 1.6% below previous 6 lows
23.5% above previous 7 highs, 1.1% below previous 7 lows
23.0% above previous 8 highs, 0.8% below previous 8 lows
22.6% above previous 9 highs, 0.8% below previous 9 lows
21.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.2% are above or equal to 8/25 close (1 days ago), 22.8% are below.
76.2% are above or equal to 8/22 close (2 days ago), 23.8% are below.
68.4% are above or equal to 8/21 close (3 days ago), 31.6% are below.
70.7% are above or equal to 8/20 close (4 days ago), 29.3% are below.
72.1% are above or equal to 8/19 close (5 days ago), 27.9% are below.
77.8% are above or equal to 8/18 close (6 days ago), 22.2% are below.
88.2% are above or equal to 8/15 close (7 days ago), 11.8% are below.
86.3% are above or equal to 8/14 close (8 days ago), 13.7% are below.
86.5% are above or equal to 8/13 close (9 days ago), 13.5% are below.
88.8% are above or equal to 8/12 close (10 days ago), 11.2% are below.
85.8% are above or equal to 8/11 close (11 days ago), 14.2% are below.
86.9% are above or equal to 8/8 close (12 days ago), 13.1% are below.
91.7% are above or equal to 8/7 close (13 days ago), 8.3% are below.
88.1% are above or equal to 8/6 close (14 days ago), 11.9% are below.
86.9% are above or equal to 8/5 close (15 days ago), 13.1% are below.
81.8% are above or equal to 8/4 close (16 days ago), 18.2% are below.
85.9% are above or equal to 8/1 close (17 days ago), 14.1% are below.
82.1% are above or equal to 7/31 close (18 days ago), 17.9% are below.
67.8% are above or equal to 7/30 close (19 days ago), 32.2% are below.
67.2% are above or equal to 7/29 close (20 days ago), 32.8% are below.
64.4% are above or equal to 7/28 close (21 days ago), 35.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.2% new highs, 0.2% new lows
21d: 16.8% new highs, 0.2% new lows
42d: 9.7% new highs, 0.1% new lows
63d: 9.1% new highs, 0.1% new lows
126d: 7.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.3% above, 24.7% below
3-day: 77.5% above, 22.5% below
4-day: 75.7% above, 24.3% below
5-day: 73.6% above, 26.4% below
8-day: 80.4% above, 19.6% below
10-day: 83.8% above, 16.2% below
20-day: 87.0% above, 13.0% below
50-day: 65.5% above, 34.5% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140826 10:59 am ET)
META(24): 1.19% Top=AKS CENX EGO CLF AEM CNX SWC AUY ….. RGLD ABX SLW TCK BTU FCX CCJ HSC=Bottom (Metals & Mining)
ENER(107): 1.10% Top=GDP FANG REXX NBR PTEN SPN HAL XEC ….. TSO WNR VNR VLO ALJ MPC DK SN=Bottom (Energy)
RETA(64): 0.57% Top=DSW TSCO BIG TFM AMZN ANF PIR GES ….. NFLX SIG RAD ORLY CST URBN BID BBY=Bottom (Retail & Specialty Retail)
HEAL(51): 0.54% Top=HNT ALGN WCG MOH DXCM PRXL THC CYH ….. LH STJ TMO BSX DGX KND GMED HGR=Bottom (Health)
FINA(74): 0.53% Top=OZM WETF EVR SEIC OCN EV C CBOE ….. BK ARCC AINV RY UMPQ TD CIT PSEC=Bottom (Banks/Financials)
MATE(30): 0.48% Top=VMC MTZ KBH PWR MLM EXP MDR AWI ….. PHM DAR RSG MTH TREX WY RYL MAS=Bottom (Materials & Construction)
COHW(46): 0.47% Top=CIEN HPQ BRCD TMUS FNSR XLS SSYS JDSU ….. FTR JNPR WIN AAPL EMC UBNT MSI GOGO=Bottom (Computer Hardware/Telecom)
DISV(46): 0.44% Top=XRS KBR MA AL BAH WTW MAN ULTA ….. VNTV ALLE SBAC ASGN TMH TYC ADT MYGN=Bottom (Diversified Services)
COSW(79): 0.44% Top=SPLK SFUN TWTR FTNT EPAM GRPN ADSK FFIV ….. WBMD YELP CRM PWRD SINA VEEV EQIX VMW=Bottom (Computer Software/Internet)
INSU(33): 0.39% Top=HIG AFSI LNC MTG AFL ORI WRB BRO ….. AGO PGR ACGL WSH MBI AON FNF AHL=Bottom (Insurance)
REAL(69): 0.30% Top=DRH MAC CBL BEE WAC HCN GOV AMH ….. AMT BMR RPAI RLGY HLSS SRC DCT RHP=Bottom (Real Estate)
CONS(57): 0.28% Top=LULU CCK SHOO RDEN CROX CRI JAH IP ….. MAT RL NWL BC ENR HAS NUS IRBT=Bottom (Consumer)
MANU(37): 0.21% Top=GNRC ATI DDD TKR TEX MRC MHK CAT ….. PH JKS DE PNR ROK BWC CFX RXN=Bottom (Manufacturing)
CHEM(29): 0.13% Top=TROX CHMT RPM AGU WPZ EMN DD VAL ….. ASH MEOH POT MON OLN GRA HUN GPRE=Bottom (Chemicals/Fertilizers)
TRAN(27): -0.01% Top=GLNG TDW GBX CP CNI EXPD AIRM CSX ….. ALK DAL SWFT LUV XPO JBLU SAVE HA=Bottom (Transportation)
ELEC(53): -0.08% Top=GTAT ONNN GLW AMAT NVDA SNPS SMTC CPHD ….. INVN AMBA IDTI JBL SCTY TQNT RFMD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(31): -0.28% Top=SEAS SIX BYD WYN CCL DRI OWW YUM ….. MGM EAT PNK LVS WYNN LTM NDLS QUNR=Bottom (Leisure)

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 10:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:04 am ET
by daytrend on 20140826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
20.8% of stocks are above yesterday’s high.
57.8% are above yesterday’s midpoint. (42.2% are below.)
7.6% are below yesterday’s low.
71.6% are inside yesterday’s range.
40.6% of stocks with today’s high > yesterday’s high. (59.4% less than).
17.6% of stocks with today’s low < yesterday’s low. (82.4% greater than).

EVIDENCE OF INTRADAY TREND
54.0% of stocks are above today’s open. (43.4% are below).
51.3% of stocks are above today’s open and yesterday’s close.
29.9% are below both.
12.0% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.9% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.8% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
50.2% are in the top half. 49.8% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN
67.3% of stocks are above yesterday’s close. (32.7% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% 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: >=95:12.3%…>=90:21.1%…>=80:37.3%…>=50:70.7%…<=20:6.5%…<=10:2.1%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.2%…>=50:82.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.8% above previous 1 highs, 7.6% below previous 1 lows
17.6% above previous 2 highs, 3.5% below previous 2 lows
16.2% above previous 3 highs, 2.7% below previous 3 lows
15.5% above previous 4 highs, 1.9% below previous 4 lows
14.1% above previous 5 highs, 1.6% below previous 5 lows
13.8% above previous 6 highs, 0.9% below previous 6 lows
13.7% above previous 7 highs, 0.6% below previous 7 lows
13.4% above previous 8 highs, 0.6% below previous 8 lows
13.0% above previous 9 highs, 0.4% below previous 9 lows
12.7% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
67.3% are above or equal to 8/25 close (1 days ago), 32.7% are below.
69.7% are above or equal to 8/22 close (2 days ago), 30.3% are below.
62.3% are above or equal to 8/21 close (3 days ago), 37.7% are below.
65.0% are above or equal to 8/20 close (4 days ago), 35.0% are below.
67.6% are above or equal to 8/19 close (5 days ago), 32.4% are below.
74.7% are above or equal to 8/18 close (6 days ago), 25.3% are below.
86.8% are above or equal to 8/15 close (7 days ago), 13.2% are below.
85.1% are above or equal to 8/14 close (8 days ago), 14.9% are below.
85.1% are above or equal to 8/13 close (9 days ago), 14.9% are below.
88.6% are above or equal to 8/12 close (10 days ago), 11.4% are below.
84.7% are above or equal to 8/11 close (11 days ago), 15.3% are below.
86.5% are above or equal to 8/8 close (12 days ago), 13.5% are below.
91.4% are above or equal to 8/7 close (13 days ago), 8.6% are below.
87.3% are above or equal to 8/6 close (14 days ago), 12.7% are below.
86.3% are above or equal to 8/5 close (15 days ago), 13.7% are below.
80.2% are above or equal to 8/4 close (16 days ago), 19.8% are below.
85.3% are above or equal to 8/1 close (17 days ago), 14.7% are below.
81.4% are above or equal to 7/31 close (18 days ago), 18.6% are below.
66.5% are above or equal to 7/30 close (19 days ago), 33.5% are below.
67.1% are above or equal to 7/29 close (20 days ago), 32.9% are below.
63.2% are above or equal to 7/28 close (21 days ago), 36.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.9% new highs, 0.0% new lows
21d: 13.7% new highs, 0.0% new lows
42d: 7.9% new highs, 0.0% new lows
63d: 7.2% new highs, 0.0% new lows
126d: 6.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.6% above, 35.4% below
3-day: 70.8% above, 29.2% below
4-day: 68.1% above, 31.9% below
5-day: 66.9% above, 33.1% below
8-day: 76.5% above, 23.5% below
10-day: 80.7% above, 19.3% below
20-day: 85.9% above, 14.1% below
50-day: 63.5% above, 36.5% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140826 10:04 am ET)
META(24): 1.02% Top=AKS EGO CENX SWC AEM NEM CNX AUY ….. NUE CLF BTU FCX TCK SLCA CCJ HSC=Bottom (Metals & Mining)
ENER(107): 0.77% Top=REXX GDP SM BCEI KEG FANG NBR PWE ….. WNR VLO HFC TSO MPC DK SN MHR=Bottom (Energy)
COHW(46): 0.29% Top=CIEN COMM HPQ FNSR NSR SWIR BRCD ARRS ….. QCOM EMC MSI JNPR AAPL VRSN SNDK GOGO=Bottom (Computer Hardware/Telecom)
INSU(33): 0.27% Top=AFSI HIG LNC AFL WRB BRO UNM PRU ….. AON L MBI ACGL AGO AXS AHL PGR=Bottom (Insurance)
HEAL(51): 0.25% Top=THC HNT MOH RMD MR CYH THOR WCG ….. EW LH ESRX DGX STJ BSX GMED HGR=Bottom (Health)
REAL(69): 0.24% Top=WAC MPW MAC OHI CBL KRG HCN BEE ….. DCT CBG SRC RLGY CYS AMT HLSS RHP=Bottom (Real Estate)
COSW(79): 0.21% Top=SPLK SFUN GRPN TWTR EPAM JD FFIV CVLT ….. SWI WBMD ULTI VEEV EQIX YELP CRM VMW=Bottom (Computer Software/Internet)
FINA(74): 0.21% Top=EVR SEIC EV OCN OZM BAC RF C ….. BK APO NTRS ICE PACW CIT KKR PSEC=Bottom (Banks/Financials)
DISV(46): 0.20% Top=XRS AL KBR ULTA BAH MA RRD MCO ….. AAN ASGN Z TMH ADT TYC ALLE SBAC=Bottom (Diversified Services)
RETA(64): 0.15% Top=DSW TSCO BIG GES DKS ANF PIR TFM ….. ANN ORLY GME URBN SIG RAD NFLX BBY=Bottom (Retail & Specialty Retail)
MANU(37): 0.09% Top=ATI GNRC DDD TKR DRC ETN RXN JOY ….. AME ENS ROK PH PLL PNR BWC CFX=Bottom (Manufacturing)
ELEC(53): 0.03% Top=GTAT GLW ONNN TRMB SPWR NVDA SUNE JASO ….. INVN JBL SWKS IDTI TQNT RFMD SCTY TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.02% Top=LULU CCK RDEN FL TPX IP GT UFS ….. NKE HAS RL BC UA NWL DECK IRBT=Bottom (Consumer)
CHEM(29): 0.01% Top=AGU WPZ TROX CF CHMT GPRE DD APD ….. PPG CE MEOH WLK ALB SHW GRA HUN=Bottom (Chemicals/Fertilizers)
TRAN(27): -0.01% Top=GLNG TDW CNI CP AAL AIRM CSX NSC ….. ALK SWFT KSU LUV HA JBLU XPO SAVE=Bottom (Transportation)
MATE(30): -0.06% Top=CVA VMC MDR WM PWR AWI MLM RYN ….. PHM FAST MAS BZH LEN TPH RYL MTH=Bottom (Materials & Construction)
LEIS(31): -0.24% Top=SEAS SIX OWW BYD SBUX BLMN SGMS CCL ….. JACK PNK EAT LVS WYNN NDLS LTM QUNR=Bottom (Leisure)

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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/25/2014

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

Closing Stats
by daytrend on 20140825. 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
32.5% of stocks are above yesterday’s high.
64.5% are above yesterday’s midpoint. (35.5% are below.)
11.2% are below yesterday’s low.
56.2% are inside yesterday’s range.
68.4% of stocks with today’s high > yesterday’s high. (31.6% less than).
27.0% of stocks with today’s low < yesterday’s low. (73.0% greater than).

EVIDENCE OF INTRADAY TREND
41.7% of stocks are above today’s open. (56.6% are below).
41.1% of stocks are above today’s open and yesterday’s close.
33.4% are below both.
27.6% of stocks opened above yesterday’s high.
94.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
16.7% are in the top 20%.
46.0% are in the top half. 54.0% 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
65.9% of stocks are above yesterday’s close. (34.1% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.3% are up 3.5% or more. 0.1% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.6%…>=90:19.8%…>=80:33.9%…>=50:67.2%…<=20:12.0%…<=10:4.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.1%…>=50:79.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:74.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.5% above previous 1 highs, 11.2% below previous 1 lows
24.3% above previous 2 highs, 7.9% below previous 2 lows
22.7% above previous 3 highs, 6.0% below previous 3 lows
20.7% above previous 4 highs, 5.0% below previous 4 lows
20.4% above previous 5 highs, 3.8% below previous 5 lows
20.0% above previous 6 highs, 2.5% below previous 6 lows
19.9% above previous 7 highs, 2.5% below previous 7 lows
19.5% above previous 8 highs, 2.1% below previous 8 lows
18.9% above previous 9 highs, 1.9% below previous 9 lows
17.8% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.9% are above or equal to 8/22 close (1 days ago), 34.1% are below.
57.8% are above or equal to 8/21 close (2 days ago), 42.2% are below.
61.4% are above or equal to 8/20 close (3 days ago), 38.6% are below.
64.8% are above or equal to 8/19 close (4 days ago), 35.2% are below.
71.7% are above or equal to 8/18 close (5 days ago), 28.3% are below.
85.3% are above or equal to 8/15 close (6 days ago), 14.7% are below.
84.2% are above or equal to 8/14 close (7 days ago), 15.8% are below.
84.7% are above or equal to 8/13 close (8 days ago), 15.3% are below.
87.9% are above or equal to 8/12 close (9 days ago), 12.1% are below.
82.9% are above or equal to 8/11 close (10 days ago), 17.1% are below.
84.9% are above or equal to 8/8 close (11 days ago), 15.1% are below.
89.9% are above or equal to 8/7 close (12 days ago), 10.1% are below.
86.8% are above or equal to 8/6 close (13 days ago), 13.2% are below.
84.7% are above or equal to 8/5 close (14 days ago), 15.3% are below.
78.5% are above or equal to 8/4 close (15 days ago), 21.5% are below.
83.4% are above or equal to 8/1 close (16 days ago), 16.6% are below.
79.4% are above or equal to 7/31 close (17 days ago), 20.6% are below.
64.0% are above or equal to 7/30 close (18 days ago), 36.0% are below.
65.3% are above or equal to 7/29 close (19 days ago), 34.7% are below.
62.1% are above or equal to 7/28 close (20 days ago), 37.9% are below.
59.6% are above or equal to 7/25 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.9% new highs, 1.5% new lows
21d: 23.0% new highs, 1.3% new lows
42d: 12.7% new highs, 1.0% new lows
63d: 12.1% new highs, 0.3% new lows
126d: 9.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 64.3% above, 35.7% below
3-day: 61.6% above, 38.4% below
4-day: 63.3% above, 36.7% below
5-day: 63.8% above, 36.2% below
8-day: 76.3% above, 23.7% below
10-day: 81.0% above, 19.0% below
20-day: 82.2% above, 17.8% below
50-day: 62.8% above, 37.2% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140825 Closing)
ENER(109): 1.20% Top=SM CXO ATHL CLR MHR NFX CRK OAS ….. RDC NE HLX APL ATW BWP HFC RIG=Bottom (Energy)
FINA(77): 0.83% Top=CBOE OCN MS BLK APO AMTD BX LM ….. PHH FULT RY VLY WU JNS FMER MCC=Bottom (Banks/Financials)
INSU(33): 0.74% Top=LNC AFSI PRU CNO MET UNM L AXS ….. ACE WSH BRO ACGL FNF RDN MTG MBI=Bottom (Insurance)
LEIS(31): 0.61% Top=LTM CAKE WYN SBUX QUNR JACK EXPE WEN ….. SIX SEAS LVS MGM SGMS NDLS MPEL OWW=Bottom (Leisure)
MANU(38): 0.52% Top=DDD BWC XYL PLL DOV JOY CFX ROK ….. GE SWK MHK JKS TEX CMI TKR ENS=Bottom (Manufacturing)
CHEM(29): 0.52% Top=WLK GPRE CE TROX GRA PPG ALB MON ….. FMC MOS POT DOW HUN AGU OLN AXLL=Bottom (Chemicals/Fertilizers)
RETA(64): 0.39% Top=ANN JCP BBY AEO SIG TSCO SHLD BID ….. DLTR ROST CAB KORS DANG VSI TFM GME=Bottom (Retail & Specialty Retail)
TRAN(26): 0.36% Top=TDW XPO LUV EXPD ALK CNW JBHT TRN ….. SWFT CP JBLU NSC UAL UNP AIRM AAL=Bottom (Transportation)
CONS(57): 0.27% Top=CROX WWW HBI ENR EL SKX KATE LULU ….. COH LEG KS NUS WHR BERY TPX IRBT=Bottom (Consumer)
HEAL(54): 0.24% Top=IRWD ALGN BCR ZMH SYK GMED MOH ABT ….. HOLX COO HCA CYH RMD PRXL THC KND=Bottom (Health)
COHW(48): 0.12% Top=BRCD UBNT CTL CCOI VZ SNDK CNSL ARUN ….. VSAT JNPR SWIR ARRS FNSR SYNA NSR MOBI=Bottom (Computer Hardware/Telecom)
DISV(46): 0.10% Top=ASGN SBAC AL ACM KBR ALLE JEC RRD ….. TYC MMS SCI BAH DV HTZ AAN Z=Bottom (Diversified Services)
ELEC(54): -0.12% Top=AMBA CODE PLUG TEL JBL CSIQ FSLR SCTY ….. RFMD GTAT TXN XLNX INVN IDTI JASO MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -0.12% Top=PWRD NTES TRIP EPAM MDAS DBD MDSO AWAY ….. VMW NUAN PFPT DATA LNKD RATE LOCK SFUN=Bottom (Computer Software/Internet)
REAL(71): -0.15% Top=WAC HLSS TWO AMT NRF GLPI CYS SHO ….. AIV O PDM CUZ DEI OHI EXR EJ=Bottom (Real Estate)
MATE(30): -0.19% Top=FLR MTZ RYN WY FAST WM MAS MDR ….. LEN TOL MTH SPF USG DHI RYL KBH=Bottom (Materials & Construction)
META(25): -0.34% Top=CENX SLCA X AKS HSC CLF CCJ NUE ….. NEM SLW CNX EGO AEM PAAS BTU AUY=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:45 pm

Market Stats at 2:44 pm ET
by daytrend on 20140825. 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
30.9% of stocks are above yesterday’s high.
62.0% are above yesterday’s midpoint. (38.0% are below.)
12.6% are below yesterday’s low.
56.5% are inside yesterday’s range.
67.8% of stocks with today’s high > yesterday’s high. (32.2% less than).
26.2% of stocks with today’s low < yesterday’s low. (73.8% greater than).

EVIDENCE OF INTRADAY TREND
40.7% of stocks are above today’s open. (58.5% are below).
40.3% of stocks are above today’s open and yesterday’s close.
37.0% are below both.
27.6% of stocks opened above yesterday’s high.
94.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.9% of stocks are in the top 10% of today’s range.
15.5% are in the top 20%.
41.5% are in the top half. 58.5% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN
62.8% of stocks are above yesterday’s close. (37.2% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
1.3% are up 3.5% or more. 0.1% are down 3.5% or more.
72.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.3%…>=90:18.7%…>=80:32.8%…>=50:65.4%…<=20:13.7%…<=10:5.0%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.0%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.9% above previous 1 highs, 12.6% below previous 1 lows
22.2% above previous 2 highs, 9.4% below previous 2 lows
20.8% above previous 3 highs, 7.1% below previous 3 lows
18.6% above previous 4 highs, 6.3% below previous 4 lows
18.3% above previous 5 highs, 4.0% below previous 5 lows
18.0% above previous 6 highs, 2.7% below previous 6 lows
17.9% above previous 7 highs, 2.4% below previous 7 lows
17.6% above previous 8 highs, 2.3% below previous 8 lows
17.0% above previous 9 highs, 1.9% below previous 9 lows
15.9% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.8% are above or equal to 8/22 close (1 days ago), 37.2% are below.
55.1% are above or equal to 8/21 close (2 days ago), 44.9% are below.
59.6% are above or equal to 8/20 close (3 days ago), 40.4% are below.
63.1% are above or equal to 8/19 close (4 days ago), 36.9% are below.
71.5% are above or equal to 8/18 close (5 days ago), 28.5% are below.
84.7% are above or equal to 8/15 close (6 days ago), 15.3% are below.
83.6% are above or equal to 8/14 close (7 days ago), 16.4% are below.
83.7% are above or equal to 8/13 close (8 days ago), 16.3% are below.
87.2% are above or equal to 8/12 close (9 days ago), 12.8% are below.
82.2% are above or equal to 8/11 close (10 days ago), 17.8% are below.
85.0% are above or equal to 8/8 close (11 days ago), 15.0% are below.
89.3% are above or equal to 8/7 close (12 days ago), 10.7% are below.
86.0% are above or equal to 8/6 close (13 days ago), 14.0% are below.
84.1% are above or equal to 8/5 close (14 days ago), 15.9% are below.
78.4% are above or equal to 8/4 close (15 days ago), 21.6% are below.
83.2% are above or equal to 8/1 close (16 days ago), 16.8% are below.
79.5% are above or equal to 7/31 close (17 days ago), 20.5% are below.
63.7% are above or equal to 7/30 close (18 days ago), 36.3% are below.
65.2% are above or equal to 7/29 close (19 days ago), 34.8% are below.
60.9% are above or equal to 7/28 close (20 days ago), 39.1% are below.
59.0% are above or equal to 7/25 close (21 days ago), 41.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.5% new highs, 1.4% new lows
21d: 22.8% new highs, 1.3% new lows
42d: 12.6% new highs, 0.9% new lows
63d: 12.0% new highs, 0.3% new lows
126d: 9.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.1% above, 38.9% below
3-day: 59.3% above, 40.7% below
4-day: 60.9% above, 39.1% below
5-day: 62.4% above, 37.6% below
8-day: 74.9% above, 25.1% below
10-day: 79.8% above, 20.2% below
20-day: 81.3% above, 18.7% below
50-day: 62.1% above, 37.9% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140825 2:44 pm ET)
ENER(109): 1.06% Top=CXO SM NFX ATHL MHR CLR CRK OAS ….. APL PVA HFC HLX ATW AREX BWP RIG=Bottom (Energy)
FINA(77): 0.91% Top=CBOE WETF MS OCN BLK APO BX JPM ….. ARCC UMPQ VLY FRC EVR WU FMER MCC=Bottom (Banks/Financials)
INSU(33): 0.77% Top=LNC AFSI MET PRU AXS ORI HIG ALL ….. ACE AFL BRO RDN ACGL WSH MTG MBI=Bottom (Insurance)
MANU(38): 0.55% Top=JKS DDD GTLS BWC PLL XYL DOV CFX ….. AME PCP ITW SWK TEX TKR CMI ENS=Bottom (Manufacturing)
CHEM(29): 0.46% Top=WLK TROX CE GPRE VAL PPG ASH CF ….. FMC APD MOS OLN DOW AGU HUN AXLL=Bottom (Chemicals/Fertilizers)
TRAN(26): 0.36% Top=GLNG EXPD TDW XPO LUV TRN SAVE JBHT ….. CSX NSC UPS SWFT UNP KSU AAL AIRM=Bottom (Transportation)
RETA(64): 0.32% Top=ANN JCP BID BBY KAR M RAD TSCO ….. TFM PIR ANF RH KORS DSW CAB GME=Bottom (Retail & Specialty Retail)
LEIS(31): 0.27% Top=LTM CAKE QUNR WYN PNK SBUX YUM WEN ….. OWW SIX NDLS MGM SGMS SEAS MPEL LVS=Bottom (Leisure)
CONS(57): 0.27% Top=CROX ENR EL WWW LULU KATE BC HBI ….. CCK LEG COH KS BERY WHR TPX IRBT=Bottom (Consumer)
COHW(48): 0.16% Top=BRCD UBNT GOGO CTL BBRY HPQ TDC VZ ….. LXK PANW VSAT ARRS JNPR SYNA NSR MOBI=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.10% Top=IRWD ALGN BCR MOH ABT HUM OPK ZMH ….. HGR THOR RMD DXCM CYH PRXL THC KND=Bottom (Health)
DISV(46): 0.09% Top=ASGN AL RRD SBAC WTW ADT ACM ALLE ….. FLT XRS BAH DV SCI AAN HTZ Z=Bottom (Diversified Services)
MATE(30): -0.17% Top=FLR MTZ RYN WY FAST MLM WM TPH ….. AWI OC MDC SPF KBH DHI RYL USG=Bottom (Materials & Construction)
COSW(81): -0.17% Top=PWRD NTES MDAS TRIP YELP BIDU DBD EPAM ….. NOW TIBX NUAN LNKD VMW PFPT LOCK SFUN=Bottom (Computer Software/Internet)
ELEC(54): -0.23% Top=AMBA PLUG CSIQ SCTY TEL FSLR JBL BRKR ….. INVN CGNX RFMD TXN XLNX IDTI MRVL JASO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(71): -0.28% Top=WAC HLSS NRF CYS GLPI AMT TWO NLY ….. OHI CUZ DCT DEI PDM DRH EXR EJ=Bottom (Real Estate)
META(25): -0.39% Top=SLCA X CENX AKS CCJ CLF HSC NUE ….. CNX RGLD EGO AUY NEM PAAS AEM BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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