daytrend

07/23/2014

Filed under: Market Stats — daytrend @ 12:27 pm

Market Stats at 1:25 pm ET
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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

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

COMPARED TO YESTERDAY’S RANGE
19.2% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
20.1% are below yesterday’s low.
60.7% are inside yesterday’s range.
42.6% of stocks with today’s high > yesterday’s high. (57.4% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND
43.7% of stocks are above today’s open. (54.7% are below).
39.8% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
9.3% of stocks opened above yesterday’s high.
60.0% of stocks opened above yesterday’s close. (32.1% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.2% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
19.9% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN
52.5% of stocks are above yesterday’s close. (47.5% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.8% are down 3.5% or more.
75.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:17.0%…>=80:31.1%…>=50:63.2%…<=20:11.7%…<=10:5.2%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:55.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.2% above previous 1 highs, 20.1% below previous 1 lows
17.8% above previous 2 highs, 10.0% below previous 2 lows
15.7% above previous 3 highs, 7.8% below previous 3 lows
13.6% above previous 4 highs, 6.4% below previous 4 lows
10.5% above previous 5 highs, 6.3% below previous 5 lows
10.0% above previous 6 highs, 6.0% below previous 6 lows
9.9% above previous 7 highs, 5.8% below previous 7 lows
9.8% above previous 8 highs, 5.5% below previous 8 lows
9.6% above previous 9 highs, 4.9% below previous 9 lows
9.1% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.5% are above or equal to 7/22 close (1 days ago), 47.5% are below.
69.6% are above or equal to 7/21 close (2 days ago), 30.4% are below.
60.2% are above or equal to 7/18 close (3 days ago), 39.8% are below.
78.6% are above or equal to 7/17 close (4 days ago), 21.4% are below.
56.6% are above or equal to 7/16 close (5 days ago), 43.4% are below.
59.4% are above or equal to 7/15 close (6 days ago), 40.6% are below.
54.2% are above or equal to 7/14 close (7 days ago), 45.8% are below.
59.2% are above or equal to 7/11 close (8 days ago), 40.8% are below.
58.5% are above or equal to 7/10 close (9 days ago), 41.5% are below.
50.4% are above or equal to 7/9 close (10 days ago), 49.6% are below.
54.2% are above or equal to 7/8 close (11 days ago), 45.8% are below.
44.2% are above or equal to 7/7 close (12 days ago), 55.8% are below.
37.2% are above or equal to 7/3 close (13 days ago), 62.8% are below.
43.0% are above or equal to 7/2 close (14 days ago), 57.0% are below.
41.3% are above or equal to 7/1 close (15 days ago), 58.7% are below.
46.0% are above or equal to 6/30 close (16 days ago), 54.0% are below.
48.0% are above or equal to 6/27 close (17 days ago), 52.0% are below.
52.3% are above or equal to 6/26 close (18 days ago), 47.7% are below.
50.6% are above or equal to 6/25 close (19 days ago), 49.4% are below.
55.6% are above or equal to 6/24 close (20 days ago), 44.4% are below.
46.9% are above or equal to 6/23 close (21 days ago), 53.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.4% new highs, 7.8% new lows
21d: 13.0% new highs, 7.8% new lows
42d: 11.3% new highs, 4.5% new lows
63d: 10.7% new highs, 3.2% new lows
126d: 8.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.4% above, 49.6% below
3-day: 63.9% above, 36.1% below
4-day: 62.4% above, 37.6% below
5-day: 70.4% above, 29.6% below
8-day: 62.4% above, 37.6% below
10-day: 62.3% above, 37.7% below
20-day: 50.6% above, 49.4% below
50-day: 65.0% above, 35.0% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 1:25 pm ET)
MATE(32): 0.79% Top=EXP USG KBH SPF LEN PHM RYL TOL ….. MTZ OC WY RYN WM FAST PWR DAR=Bottom (Materials & Construction)
TRAN(29): 0.42% Top=JBLU DAL TRN LUV AAL XPO UAL WERN ….. GLNG KSU CSX CNW NSC UNP HUBG TGP=Bottom (Transportation)
HEAL(52): 0.41% Top=ISRG VAR OPK HOLX COO MDT DXCM ZMH ….. ABT AET DGX HUM THOR KND MR ESRX=Bottom (Health)
INSU(34): 0.33% Top=MBI RDN MTG ACE AGO VR CB ALL ….. AFL BRO LNC TMK PGR MET PRU FAF=Bottom (Insurance)
ENER(115): 0.30% Top=FTI ATHL AREX PDCE HLX PDS XEC SN ….. EXH EGN MWE EOG NFG OII REXX KEG=Bottom (Energy)
META(26): 0.26% Top=CLF X SWC AKS SCCO CCJ EGO SLCA ….. RGLD ABX CMC SSRI CNX AUY NEM BTU=Bottom (Metals & Mining)
COSW(77): 0.25% Top=NQ SFUN LNKD TRIP FB CERN AWAY MDRX ….. XRX CSOD VRNT CNVR VEEV FEYE GLUU EA=Bottom (Computer Software/Internet)
REAL(77): 0.21% Top=EJ RLGY DLR CBL BEE GGP GRT LXP ….. SPG CBG LPT SHO GLPI SIR HTS HPT=Bottom (Real Estate)
DISV(45): 0.17% Top=RHI ATHN ADT HPY AAN VRSK LDOS CXW ….. TYC ALLE ACM MA WTW CATM XRS RRD=Bottom (Diversified Services)
CHEM(30): 0.12% Top=APD DOW WLK EMN DD TROX GPRE WPZ ….. PX RPM CF VAL OLN MON GRA AXLL=Bottom (Chemicals/Fertilizers)
FINA(89): -0.04% Top=SEIC NYCB GHL C MS FHN GS ETFC ….. IVZ BXS FNGN PVTB DFS GGAL JNS FULT=Bottom (Banks/Financials)
RETA(67): -0.04% Top=RH FINL GME TJX MELI DG PETM TGT ….. NFLX SIG CAB GNC FIVE DKS BURL SFM=Bottom (Retail & Specialty Retail)
CONS(58): -0.06% Top=KS UFS IP SCSS PKG TPX RKT CRI ….. SCS CROX HAS NUS PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): -0.25% Top=QUNR EXPE CCL LQ DRI YUM MAR CMG ….. DPZ WYNN SIX MCD LTM BYD BLMN PNK=Bottom (Leisure)
MANU(43): -0.58% Top=MIDD CFX MRC BWC BGC SWK TEX ZBRA ….. AOS CAT AGCO WWD PCP JKS ATI DRC=Bottom (Manufacturing)
COHW(46): -0.76% Top=AAPL EMC CCI BCE TDS GOGO BRCD VIP ….. LXK ARRS XLS FNSR COMM JDSU CIEN JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -2.12% Top=INVN CODE GRMN AYI GLW AMBA TRMB CPHD ….. LLTC TEL ONNN FCS FSL CAVM IDTI XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:25 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:18 am

Market Stats at 11:17 am ET
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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
23.1% of stocks are above yesterday’s high.
60.5% are above yesterday’s midpoint. (39.5% are below.)
13.5% are below yesterday’s low.
63.5% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND
53.9% of stocks are above today’s open. (43.9% are below).
49.3% of stocks are above today’s open and yesterday’s close.
32.1% are below both.
9.3% of stocks opened above yesterday’s high.
60.0% of stocks opened above yesterday’s close. (32.1% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.0% of stocks are in the top 10% of today’s range.
36.8% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
63.7% of stocks are above yesterday’s close. (36.3% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 1.4% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.8%…>=90:19.3%…>=80:39.1%…>=50:73.4%…<=20:9.3%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:58.1%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:59.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.1% above previous 1 highs, 13.5% below previous 1 lows
22.0% above previous 2 highs, 7.6% below previous 2 lows
19.5% above previous 3 highs, 5.7% below previous 3 lows
17.5% above previous 4 highs, 5.0% below previous 4 lows
14.7% above previous 5 highs, 4.5% below previous 5 lows
13.8% above previous 6 highs, 4.3% below previous 6 lows
13.1% above previous 7 highs, 4.3% below previous 7 lows
13.0% above previous 8 highs, 4.3% below previous 8 lows
12.7% above previous 9 highs, 3.8% below previous 9 lows
11.5% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.7% are above or equal to 7/22 close (1 days ago), 36.3% are below.
74.8% are above or equal to 7/21 close (2 days ago), 25.2% are below.
64.8% are above or equal to 7/18 close (3 days ago), 35.2% are below.
81.6% are above or equal to 7/17 close (4 days ago), 18.4% are below.
60.7% are above or equal to 7/16 close (5 days ago), 39.3% are below.
61.5% are above or equal to 7/15 close (6 days ago), 38.5% are below.
58.4% are above or equal to 7/14 close (7 days ago), 41.6% are below.
62.1% are above or equal to 7/11 close (8 days ago), 37.9% are below.
61.4% are above or equal to 7/10 close (9 days ago), 38.6% are below.
52.9% are above or equal to 7/9 close (10 days ago), 47.1% are below.
56.8% are above or equal to 7/8 close (11 days ago), 43.2% are below.
46.9% are above or equal to 7/7 close (12 days ago), 53.1% are below.
38.5% are above or equal to 7/3 close (13 days ago), 61.5% are below.
44.3% are above or equal to 7/2 close (14 days ago), 55.7% are below.
42.9% are above or equal to 7/1 close (15 days ago), 57.1% are below.
47.1% are above or equal to 6/30 close (16 days ago), 52.9% are below.
50.0% are above or equal to 6/27 close (17 days ago), 50.0% are below.
53.9% are above or equal to 6/26 close (18 days ago), 46.1% are below.
52.6% are above or equal to 6/25 close (19 days ago), 47.4% are below.
57.2% are above or equal to 6/24 close (20 days ago), 42.8% are below.
48.7% are above or equal to 6/23 close (21 days ago), 51.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.9% new highs, 7.0% new lows
21d: 11.6% new highs, 7.0% new lows
42d: 10.0% new highs, 4.2% new lows
63d: 9.5% new highs, 3.2% new lows
126d: 7.7% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.0% above, 39.0% below
3-day: 74.1% above, 25.9% below
4-day: 70.4% above, 29.6% below
5-day: 76.5% above, 23.5% below
8-day: 67.9% above, 32.1% below
10-day: 66.2% above, 33.8% below
20-day: 53.3% above, 46.7% below
50-day: 66.3% above, 33.7% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 11:17 am ET)
MATE(32): 1.07% Top=EXP SPF USG CVA PHM KBH VMC LEN ….. MTZ RYN DAR RSG WY WM FAST PWR=Bottom (Materials & Construction)
TRAN(29): 0.82% Top=DAL XPO GBX UAL TRN SWFT JBLU LUV ….. NSC JBHT CSX UNP HUBG GLNG CNW TGP=Bottom (Transportation)
ENER(115): 0.55% Top=FTI SN AREX XEC TSO APC MPC BCEI ….. EOG NS REXX SD RIG NFG KEG OII=Bottom (Energy)
META(26): 0.54% Top=X SWC PAAS AKS CCJ SSRI EGO RGLD ….. ABX TCK NUE CNX AA NEM CMC BTU=Bottom (Metals & Mining)
COSW(77): 0.53% Top=NQ SFUN LNKD MDRX TRLA CVLT FB AWAY ….. RP FFIV GWRE VEEV XRX FEYE EA GLUU=Bottom (Computer Software/Internet)
INSU(34): 0.49% Top=AGO MBI ACE MTG CLGX RDN GNW UNM ….. AHL FNF BRO TMK PRU MET PGR FAF=Bottom (Insurance)
DISV(45): 0.45% Top=RHI ATHN MYGN ADT BAH LDOS FLT VNTV ….. TYC URS ULTA MA RRD ACM WTW R=Bottom (Diversified Services)
HEAL(52): 0.36% Top=ISRG VAR OPK DXCM ZMH WMGI AMSG COO ….. LH HUM THC ESC BKD MR KND ESRX=Bottom (Health)
RETA(67): 0.23% Top=GME RH DANG FINL MELI ANN TJX BBY ….. TFM GNC SIG FIVE SFM CAB DKS BURL=Bottom (Retail & Specialty Retail)
FINA(89): 0.14% Top=SEIC NYCB GHL C MS PHH WETF BX ….. FII FMER FNGN BXS DFS JNS GGAL FULT=Bottom (Banks/Financials)
CHEM(30): 0.14% Top=APD DOW DD TROX WPZ POT CE EMN ….. GRA RPM CF VAL OLN PX MON AXLL=Bottom (Chemicals/Fertilizers)
REAL(77): 0.12% Top=EJ KRG BEE DLR JOE GGP RLGY CBL ….. AVB SPG SHO LPT GLPI SIR HTS HPT=Bottom (Real Estate)
CONS(58): 0.09% Top=KS UFS HAR SCSS TPX PKG IP RKT ….. CL NUS MAT CROX PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): 0.07% Top=OWW QUNR EXPE DRI MPEL MGM LQ MAR ….. BYI SIX BLMN LTM PNRA PNK EAT MCD=Bottom (Leisure)
MANU(43): -0.18% Top=MIDD CFX MRC TEX BWC SWK BGC ETN ….. JKS PCP CAT DE WWD AGCO ATI DRC=Bottom (Manufacturing)
COHW(46): -0.47% Top=AAPL SSYS BCE GOGO CCI CTL EMC QCOM ….. RKUS COMM XLS FNSR LXK CIEN JDSU JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.42% Top=CODE BRCM INVN JASO AMBA SCTY SPWR TSL ….. FCS ALTR CAVM IDTI LLTC TEL FSL XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:50 am ET
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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
21.1% of stocks are above yesterday’s high.
56.7% are above yesterday’s midpoint. (43.3% are below.)
13.9% are below yesterday’s low.
65.0% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
39.8% of stocks with today’s low < yesterday’s low. (60.2% greater than).

EVIDENCE OF INTRADAY TREND
49.7% of stocks are above today’s open. (46.6% are below).
44.2% of stocks are above today’s open and yesterday’s close.
34.4% are below both.
9.3% of stocks opened above yesterday’s high.
60.0% of stocks opened above yesterday’s close. (32.1% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.7% of stocks are in the top 10% of today’s range.
29.4% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
8.9% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
59.8% of stocks are above yesterday’s close. (40.2% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
81.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.2%…>=90:17.2%…>=80:36.0%…>=50:71.4%…<=20:9.6%…<=10:4.4%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:57.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:58.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.1% above previous 1 highs, 13.9% below previous 1 lows
19.5% above previous 2 highs, 7.6% below previous 2 lows
17.4% above previous 3 highs, 6.1% below previous 3 lows
15.5% above previous 4 highs, 5.2% below previous 4 lows
12.9% above previous 5 highs, 4.9% below previous 5 lows
12.4% above previous 6 highs, 4.5% below previous 6 lows
11.9% above previous 7 highs, 4.4% below previous 7 lows
11.7% above previous 8 highs, 4.1% below previous 8 lows
11.5% above previous 9 highs, 3.6% below previous 9 lows
10.0% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.8% are above or equal to 7/22 close (1 days ago), 40.2% are below.
73.5% are above or equal to 7/21 close (2 days ago), 26.5% are below.
64.1% are above or equal to 7/18 close (3 days ago), 35.9% are below.
81.3% are above or equal to 7/17 close (4 days ago), 18.7% are below.
59.7% are above or equal to 7/16 close (5 days ago), 40.3% are below.
61.5% are above or equal to 7/15 close (6 days ago), 38.5% are below.
56.8% are above or equal to 7/14 close (7 days ago), 43.2% are below.
61.1% are above or equal to 7/11 close (8 days ago), 38.9% are below.
60.7% are above or equal to 7/10 close (9 days ago), 39.3% are below.
51.5% are above or equal to 7/9 close (10 days ago), 48.5% are below.
55.4% are above or equal to 7/8 close (11 days ago), 44.6% are below.
46.1% are above or equal to 7/7 close (12 days ago), 53.9% are below.
38.0% are above or equal to 7/3 close (13 days ago), 62.0% are below.
43.2% are above or equal to 7/2 close (14 days ago), 56.8% are below.
41.6% are above or equal to 7/1 close (15 days ago), 58.4% are below.
46.6% are above or equal to 6/30 close (16 days ago), 53.4% are below.
50.1% are above or equal to 6/27 close (17 days ago), 49.9% are below.
54.1% are above or equal to 6/26 close (18 days ago), 45.9% are below.
52.2% are above or equal to 6/25 close (19 days ago), 47.8% are below.
56.1% are above or equal to 6/24 close (20 days ago), 43.9% are below.
48.0% are above or equal to 6/23 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.0% new highs, 6.8% new lows
21d: 10.9% new highs, 6.8% new lows
42d: 9.6% new highs, 4.1% new lows
63d: 9.2% new highs, 3.2% new lows
126d: 7.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.7% above, 42.3% below
3-day: 71.0% above, 29.0% below
4-day: 69.2% above, 30.8% below
5-day: 75.4% above, 24.6% below
8-day: 67.2% above, 32.8% below
10-day: 64.9% above, 35.1% below
20-day: 52.2% above, 47.8% below
50-day: 66.2% above, 33.8% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140723 10:50 am ET)
MATE(32): 0.87% Top=EXP PHM USG KBH CVA SPF LEN RYL ….. DAR MTZ RYN RSG WY WM FAST PWR=Bottom (Materials & Construction)
TRAN(29): 0.76% Top=DAL AAL XPO JBLU UAL GBX LUV TRN ….. TDW CSX UNP GLNG JBHT NSC CNW TGP=Bottom (Transportation)
META(26): 0.51% Top=X SWC AKS PAAS SSRI SLCA EGO CCJ ….. TCK AUY ABX CNX NEM NUE CMC BTU=Bottom (Metals & Mining)
INSU(34): 0.43% Top=AGO MBI ACE RDN CLGX MTG FNF UNM ….. AIZ TRV MET BRO AHL TMK PGR FAF=Bottom (Insurance)
COSW(77): 0.38% Top=NQ SFUN LNKD MDRX VMW AWAY FB ATVI ….. QLIK FFIV RP XRX MKTO FEYE EA GLUU=Bottom (Computer Software/Internet)
HEAL(52): 0.34% Top=ISRG OPK VAR PODD DXCM ZMH WMGI HOLX ….. DGX MR CYH BKD ESC KND THC ESRX=Bottom (Health)
DISV(45): 0.32% Top=RHI ATHN MYGN LDOS AAN ADT BAH HPY ….. RRD WOOF Z ULTA ACM AL WTW R=Bottom (Diversified Services)
ENER(115): 0.28% Top=FTI PDCE SN PSX XEC RGP MPC CRK ….. EGN NOV BWP NFG RIG LPI OII KEG=Bottom (Energy)
CHEM(30): 0.26% Top=APD DOW TROX DD POT PPG SHW WPZ ….. MEOH VAL AGU GRA OLN PX MON AXLL=Bottom (Chemicals/Fertilizers)
RETA(67): 0.18% Top=RH GME FINL ANN TCS TJX MELI M ….. AMZN SIG GNC TFM SFM DKS CAB BURL=Bottom (Retail & Specialty Retail)
FINA(89): 0.14% Top=SEIC NYCB C WETF MS GHL SNV AMTD ….. PACW BXS FII FMER DFS JNS FULT GGAL=Bottom (Banks/Financials)
REAL(77): 0.05% Top=EJ KRG CYS BEE DLR CBL JOE IVR ….. SPG AVB LPT SHO SIR GLPI HPT HTS=Bottom (Real Estate)
CONS(58): 0.02% Top=KS SCSS TPX UFS HAR PKG CRI FOSL ….. CL CROX NUS MAT PAY CCK AVP IRBT=Bottom (Consumer)
LEIS(33): 0.01% Top=OWW QUNR EXPE YUM DRI HOT LQ RCL ….. WYNN BYI BLMN LTM PNRA PNK MCD EAT=Bottom (Leisure)
MANU(43): -0.22% Top=MIDD CFX MRC TEX DDD BWC MHK SWK ….. DE CAT JKS WWD PCP AGCO ATI DRC=Bottom (Manufacturing)
COHW(46): -0.44% Top=AAPL SSYS BCE EMC CAMP CCI CTL WIN ….. RKUS XLS COMM FNSR JDSU LXK CIEN JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.29% Top=INVN CODE BRCM JASO AMBA SCTY SPWR GRMN ….. ADI CAVM ALTR IDTI FSL LLTC TEL XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:50 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:46 am

Market Stats at 9:45 am ET
by daytrend on 20140723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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
7.4% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
22.0% are below yesterday’s low.
70.6% are inside yesterday’s range.
23.5% of stocks with today’s high > yesterday’s high. (76.5% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND
24.8% of stocks are above today’s open. (72.8% are below).
19.3% of stocks are above today’s open and yesterday’s close.
59.9% are below both.
9.2% of stocks opened above yesterday’s high.
60.0% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
6.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
10.8% are in the top 20%.
29.1% are in the top half. 70.9% of stocks are in the bottom half of today’s range.
40.3% are in the bottom 20%.
23.5% are in the bottom 10%.

GAIN
34.4% of stocks are above yesterday’s close. (65.6% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 1.3% are down 3.5% or more.
84.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:8.5%…>=80:19.4%…>=50:55.9%…<=20:13.6%…<=10:5.2%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:52.2%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:53.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.4% above previous 1 highs, 22.0% below previous 1 lows
7.0% above previous 2 highs, 9.6% below previous 2 lows
6.1% above previous 3 highs, 7.5% below previous 3 lows
5.3% above previous 4 highs, 6.2% below previous 4 lows
4.5% above previous 5 highs, 5.5% below previous 5 lows
4.2% above previous 6 highs, 5.5% below previous 6 lows
4.2% above previous 7 highs, 5.4% below previous 7 lows
4.2% above previous 8 highs, 5.2% below previous 8 lows
4.1% above previous 9 highs, 4.8% below previous 9 lows
4.0% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.4% are above or equal to 7/22 close (1 days ago), 65.6% are below.
63.6% are above or equal to 7/21 close (2 days ago), 36.4% are below.
54.8% are above or equal to 7/18 close (3 days ago), 45.2% are below.
76.7% are above or equal to 7/17 close (4 days ago), 23.3% are below.
52.7% are above or equal to 7/16 close (5 days ago), 47.3% are below.
55.7% are above or equal to 7/15 close (6 days ago), 44.3% are below.
49.4% are above or equal to 7/14 close (7 days ago), 50.6% are below.
56.0% are above or equal to 7/11 close (8 days ago), 44.0% are below.
55.7% are above or equal to 7/10 close (9 days ago), 44.3% are below.
46.4% are above or equal to 7/9 close (10 days ago), 53.6% are below.
49.8% are above or equal to 7/8 close (11 days ago), 50.2% are below.
41.7% are above or equal to 7/7 close (12 days ago), 58.3% are below.
34.9% are above or equal to 7/3 close (13 days ago), 65.1% are below.
40.6% are above or equal to 7/2 close (14 days ago), 59.4% are below.
39.1% are above or equal to 7/1 close (15 days ago), 60.9% are below.
44.1% are above or equal to 6/30 close (16 days ago), 55.9% are below.
46.3% are above or equal to 6/27 close (17 days ago), 53.7% are below.
50.4% are above or equal to 6/26 close (18 days ago), 49.6% are below.
49.1% are above or equal to 6/25 close (19 days ago), 50.9% are below.
53.0% are above or equal to 6/24 close (20 days ago), 47.0% are below.
45.7% are above or equal to 6/23 close (21 days ago), 54.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.1% new highs, 5.2% new lows
21d: 8.0% new highs, 5.2% new lows
42d: 7.1% new highs, 3.2% new lows
63d: 6.7% new highs, 2.5% new lows
126d: 5.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.8% above, 67.2% below
3-day: 54.8% above, 45.2% below
4-day: 56.2% above, 43.8% below
5-day: 64.9% above, 35.1% below
8-day: 58.7% above, 41.3% below
10-day: 56.4% above, 43.6% below
20-day: 47.7% above, 52.3% below
50-day: 63.6% above, 36.4% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(29): 0.27% Top=DAL UAL AAL SWFT JBLU SAVE LUV WERN ….. ODFL JBHT EXPD CNI GBX CNW CSX TGP=Bottom (Transportation)
HEAL(52): 0.12% Top=ISRG OPK TMO BCR DXCM EW COO VAR ….. HCA MOH PKI BKD CYH ESRX THC KND=Bottom (Health)
REAL(77): 0.02% Top=EJ PLD DLR CYS AGNC CBL DCT HCP ….. CBG LPT GLPI SHO DRH SIR HPT HTS=Bottom (Real Estate)
DISV(45): 0.00% Top=RHI MYGN CATM ATHN MAN CXW HTZ AAN ….. URS TYC Z AL ACM ALLE R WTW=Bottom (Diversified Services)
COSW(76): -0.07% Top=SFUN VMW MDRX LNKD FB ATVI SINA CA ….. CSOD FFIV NCR QLIK CDNS XRX EA FEYE=Bottom (Computer Software/Internet)
META(26): -0.07% Top=PAAS TCK RGLD ABX CCJ EGO AEM SCCO ….. AA FCX HSC CNX AKS BTU CMC CLF=Bottom (Metals & Mining)
CHEM(30): -0.10% Top=APD DOW WLK EMN POL PPG GRA ASH ….. HUN OLN MEOH CHMT MON PX GPRE AXLL=Bottom (Chemicals/Fertilizers)
RETA(67): -0.11% Top=FINL GME TJX MELI GPS KSS KORS SBH ….. SHLD CPRT DKS PIR FIVE WFM TFM CAB=Bottom (Retail & Specialty Retail)
ENER(115): -0.13% Top=FTI FANG PDCE HLX PAGP EPD RGP PVA ….. AREX EXH EXXI APA WFT SPN HOS KEG=Bottom (Energy)
INSU(34): -0.17% Top=ACE CB AGO L WSH CLGX ALL FNF ….. GNW CNO TMK RDN MET PRU FAF LNC=Bottom (Insurance)
LEIS(33): -0.30% Top=OWW QUNR YUM EXPE DPZ LQ HOT MPEL ….. SONC RCL LVS PNK MGM MCD CAKE EAT=Bottom (Leisure)
FINA(89): -0.32% Top=SEIC NYCB OCN ARCC KEY WETF SBNY CIT ….. FMER ICE PVTB DFS BXS JNS GGAL FULT=Bottom (Banks/Financials)
MATE(32): -0.38% Top=CVA FLR USG RYN BECN MTZ DAR WY ….. VMC TOL RYL MTH DHI TPH TREX EXP=Bottom (Materials & Construction)
CONS(58): -0.55% Top=PKG HAR KMB HBI KS IP VFC CRI ….. FBHS UA CCK NUS SCSS AVP WHR IRBT=Bottom (Consumer)
MANU(43): -0.59% Top=CFX AOS DDD MIDD BWC MRC HON ZBRA ….. WWD DE AGCO CAT PCP JOY ATI DRC=Bottom (Manufacturing)
COHW(46): -0.86% Top=EMC AAPL BBRY BCE CCI WIN QCOM SSYS ….. CRAY FNSR INFN RKUS JDSU CIEN LXK JNPR=Bottom (Computer Hardware/Telecom)
ELEC(53): -1.64% Top=BRCM CODE CSIQ CPHD GRMN SNPS OVTI TSL ….. FCS LLTC IDTI CAVM ALTR FSL TEL XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:45 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

07/22/2014

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

Closing Stats
by daytrend on 20140722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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
48.1% of stocks are above yesterday’s high.
76.7% are above yesterday’s midpoint. (23.3% are below.)
8.7% are below yesterday’s low.
43.2% are inside yesterday’s range.
80.6% of stocks with today’s high > yesterday’s high. (19.4% less than).
17.5% of stocks with today’s low < yesterday’s low. (82.5% greater than).

EVIDENCE OF INTRADAY TREND
57.5% of stocks are above today’s open. (41.0% are below).
56.6% of stocks are above today’s open and yesterday’s close.
23.6% are below both.
37.3% of stocks opened above yesterday’s high.
89.9% of stocks opened above yesterday’s close. (8.4% opened below yesterday’s close).
2.0% 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.
15.7% are in the top 20%.
47.6% are in the top half. 52.4% of stocks are in the bottom half of today’s range.
20.6% are in the bottom 20%.
11.2% are in the bottom 10%.

GAIN
75.7% of stocks are above yesterday’s close. (24.3% are below.)
1.4% are up 4.5% or more. 0.3% are down 4.5% or more.
2.6% are up 3.5% or more. 0.9% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:17.4%…>=80:34.7%…>=50:72.9%…<=20:8.8%…<=10:4.0%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:55.8%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:57.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
48.1% above previous 1 highs, 8.7% below previous 1 lows
38.9% above previous 2 highs, 6.7% below previous 2 lows
30.3% above previous 3 highs, 6.0% below previous 3 lows
23.8% above previous 4 highs, 5.7% below previous 4 lows
21.9% above previous 5 highs, 5.6% below previous 5 lows
19.8% above previous 6 highs, 5.5% below previous 6 lows
19.6% above previous 7 highs, 5.1% below previous 7 lows
18.5% above previous 8 highs, 4.6% below previous 8 lows
16.7% above previous 9 highs, 4.6% below previous 9 lows
15.4% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.7% are above or equal to 7/21 close (1 days ago), 24.3% are below.
62.8% are above or equal to 7/18 close (2 days ago), 37.2% are below.
82.4% are above or equal to 7/17 close (3 days ago), 17.6% are below.
55.6% are above or equal to 7/16 close (4 days ago), 44.4% are below.
59.9% are above or equal to 7/15 close (5 days ago), 40.1% are below.
54.5% are above or equal to 7/14 close (6 days ago), 45.5% are below.
60.1% are above or equal to 7/11 close (7 days ago), 39.9% are below.
58.1% are above or equal to 7/10 close (8 days ago), 41.9% are below.
49.8% are above or equal to 7/9 close (9 days ago), 50.2% are below.
53.6% are above or equal to 7/8 close (10 days ago), 46.4% are below.
44.5% are above or equal to 7/7 close (11 days ago), 55.5% are below.
36.6% are above or equal to 7/3 close (12 days ago), 63.4% are below.
41.5% are above or equal to 7/2 close (13 days ago), 58.5% are below.
39.3% are above or equal to 7/1 close (14 days ago), 60.7% are below.
44.5% are above or equal to 6/30 close (15 days ago), 55.5% are below.
48.7% are above or equal to 6/27 close (16 days ago), 51.3% are below.
51.9% are above or equal to 6/26 close (17 days ago), 48.1% are below.
51.0% are above or equal to 6/25 close (18 days ago), 49.0% are below.
55.1% are above or equal to 6/24 close (19 days ago), 44.9% are below.
46.3% are above or equal to 6/23 close (20 days ago), 53.7% are below.
48.0% are above or equal to 6/20 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.9% new highs, 6.0% new lows
21d: 17.3% new highs, 6.0% new lows
42d: 13.9% new highs, 3.2% new lows
63d: 13.0% new highs, 2.2% new lows
126d: 10.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.2% above, 25.8% below
3-day: 69.7% above, 30.3% below
4-day: 76.7% above, 23.3% below
5-day: 70.0% above, 30.0% below
8-day: 64.1% above, 35.9% below
10-day: 60.6% above, 39.4% below
20-day: 50.8% above, 49.2% below
50-day: 65.7% above, 34.3% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(32): 1.46% Top=CMG BYD MGM SIX WYNN LVS RCL SONC ….. DNKN OWW CCL EAT QUNR LTM SEAS MCD=Bottom (Leisure)
TRAN(30): 1.27% Top=SWFT UAL HUBG CNW ODFL CNI WERN GBX ….. CSX JBLU FDX TDW TGP UPS SAVE AAL=Bottom (Transportation)
MATE(31): 1.24% Top=TREX MDR SPF MTH MDC KBH DHI MLM ….. RYN OC WM WY RSG BECN FAST CVA=Bottom (Materials & Construction)
COHW(46): 1.13% Top=ARRS CIEN UBNT LXK ARUN QCOM BRCD PANW ….. ADTN SSYS T LVLT TMUS HRS BBRY TDS=Bottom (Computer Hardware/Telecom)
COSW(79): 0.95% Top=PFPT CSOD SFUN VMW MDSO TRLA MKTO QLIK ….. NOW RP TWTR VEEV GLUU NCR CDNS CVLT=Bottom (Computer Software/Internet)
HEAL(52): 0.94% Top=CNC BSX WCG DXCM MOH PODD ALGN A ….. HOLX PRXL STJ OPK MD CFN MR IRWD=Bottom (Health)
ELEC(53): 0.84% Top=WAT INVN CAVM GTAT OVTI ATML ONNN INTC ….. XLNX NVDA ALTR LRCX RFMD TQNT CRUS AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(114): 0.74% Top=HLX APA HOS HAL WNR RSPP PTEN SGY ….. PAGP ECA GDP MHR SWN EPE FANG GPOR=Bottom (Energy)
DISV(43): 0.66% Top=WTW XRS RCII MAN APOL FLT ATHN URI ….. Z TYC SBAC URS HRB ADT ULTA MYGN=Bottom (Diversified Services)
CHEM(28): 0.59% Top=GPRE AXLL POL OLN TROX EMN MEOH DOW ….. ASH APD PX MOS MON GRA DD ALB=Bottom (Chemicals/Fertilizers)
REAL(77): 0.53% Top=EJ RLGY GLPI DLR CBG STWD SLG CLNY ….. VTR AMH RPAI NNN LHO O ARCP LPT=Bottom (Real Estate)
META(26): 0.39% Top=AKS STLD AA HSC SWC X SLCA CMC ….. BTU AEM AUY GG ABX PAAS EGO SSRI=Bottom (Metals & Mining)
FINA(86): 0.38% Top=CIT WETF JNS EFX GS ZION IVZ CME ….. ASBC ETFC AMTD FNGN FRC FMER STI CBOE=Bottom (Banks/Financials)
MANU(41): 0.29% Top=AOS TEX AGCO MRC KMT DHR DE BGC ….. CAT PNR CFX DRC BWC JKS ATI DDD=Bottom (Manufacturing)
INSU(35): 0.19% Top=BRO CLGX FAF AON MTG LNC MBI FNF ….. AXS VR AIG L HIG CINF CB TRV=Bottom (Insurance)
CONS(58): 0.15% Top=NUS CRI IRBT GT FBHS UA WHR WWW ….. CHD SEE MWV BLL KS IP KMB CCK=Bottom (Consumer)
RETA(67): 0.01% Top=FIVE GME RAD BBY DANG WAG GNC KR ….. SPLS ANF FINL ORLY AAP TCS TFM NFLX=Bottom (Retail & Specialty Retail)

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

Filed under: Market Stats — daytrend @ 1:50 pm

Market Stats at 2:50 pm ET
by daytrend on 20140722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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
44.9% of stocks are above yesterday’s high.
74.9% are above yesterday’s midpoint. (25.1% are below.)
8.9% are below yesterday’s low.
46.2% are inside yesterday’s range.
80.4% of stocks with today’s high > yesterday’s high. (19.6% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND
53.8% of stocks are above today’s open. (44.7% are below).
53.1% of stocks are above today’s open and yesterday’s close.
25.6% are below both.
37.3% of stocks opened above yesterday’s high.
89.9% of stocks opened above yesterday’s close. (8.4% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.6% of stocks are in the top 10% of today’s range.
11.1% are in the top 20%.
42.2% are in the top half. 57.8% of stocks are in the bottom half of today’s range.
28.0% are in the bottom 20%.
19.8% are in the bottom 10%.

GAIN
73.7% of stocks are above yesterday’s close. (26.3% are below.)
1.4% are up 4.5% or more. 0.3% are down 4.5% or more.
2.0% are up 3.5% or more. 0.8% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:15.7%…>=80:32.6%…>=50:70.9%…<=20:9.9%…<=10:3.8%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:54.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:56.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
44.9% above previous 1 highs, 8.9% below previous 1 lows
36.6% above previous 2 highs, 6.9% below previous 2 lows
28.7% above previous 3 highs, 5.9% below previous 3 lows
22.2% above previous 4 highs, 5.8% below previous 4 lows
20.3% above previous 5 highs, 5.6% below previous 5 lows
18.2% above previous 6 highs, 5.3% below previous 6 lows
17.8% above previous 7 highs, 5.0% below previous 7 lows
16.8% above previous 8 highs, 4.1% below previous 8 lows
15.5% above previous 9 highs, 4.1% below previous 9 lows
14.1% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.7% are above or equal to 7/21 close (1 days ago), 26.3% are below.
59.9% are above or equal to 7/18 close (2 days ago), 40.1% are below.
81.4% are above or equal to 7/17 close (3 days ago), 18.6% are below.
54.9% are above or equal to 7/16 close (4 days ago), 45.1% are below.
58.9% are above or equal to 7/15 close (5 days ago), 41.1% are below.
53.7% are above or equal to 7/14 close (6 days ago), 46.3% are below.
59.7% are above or equal to 7/11 close (7 days ago), 40.3% are below.
57.5% are above or equal to 7/10 close (8 days ago), 42.5% are below.
48.6% are above or equal to 7/9 close (9 days ago), 51.4% are below.
52.9% are above or equal to 7/8 close (10 days ago), 47.1% are below.
43.2% are above or equal to 7/7 close (11 days ago), 56.8% are below.
35.4% are above or equal to 7/3 close (12 days ago), 64.6% are below.
40.9% are above or equal to 7/2 close (13 days ago), 59.1% are below.
38.4% are above or equal to 7/1 close (14 days ago), 61.6% are below.
44.4% are above or equal to 6/30 close (15 days ago), 55.6% are below.
48.0% are above or equal to 6/27 close (16 days ago), 52.0% are below.
51.1% are above or equal to 6/26 close (17 days ago), 48.9% are below.
50.0% are above or equal to 6/25 close (18 days ago), 50.0% are below.
54.7% are above or equal to 6/24 close (19 days ago), 45.3% are below.
45.7% are above or equal to 6/23 close (20 days ago), 54.3% are below.
47.0% are above or equal to 6/20 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.1% new highs, 4.8% new lows
21d: 16.5% new highs, 4.8% new lows
42d: 12.9% new highs, 2.8% new lows
63d: 12.1% new highs, 1.8% new lows
126d: 9.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 72.3% above, 27.7% below
3-day: 66.4% above, 33.6% below
4-day: 74.8% above, 25.2% below
5-day: 69.2% above, 30.8% below
8-day: 63.1% above, 36.9% below
10-day: 59.9% above, 40.1% below
20-day: 50.4% above, 49.6% below
50-day: 65.4% above, 34.6% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(32): 1.30% Top=CMG BYD MGM LVS WYNN SIX EXPE MPEL ….. EAT QUNR CCL SEAS WEN DNKN PBPB MCD=Bottom (Leisure)
MATE(31): 1.19% Top=TREX MDR MTH SPF KBH DHI USG LEN ….. RYN CLH WY BECN RSG FAST WM CVA=Bottom (Materials & Construction)
TRAN(30): 0.95% Top=SWFT CNI HUBG ODFL GBX UAL WERN CNW ….. CHRW FDX GLNG ALK UPS JBLU AAL SAVE=Bottom (Transportation)
COHW(46): 0.91% Top=ARRS GOGO LXK UBNT QCOM CIEN BRCD TDC ….. TMUS CRAY ADTN LVLT BBRY HRS SSYS TDS=Bottom (Computer Hardware/Telecom)
HEAL(52): 0.91% Top=CNC WCG BSX MOH DXCM A UHS PODD ….. MD CFN OPK PRXL STJ MR WMGI IRWD=Bottom (Health)
ENER(114): 0.75% Top=HLX APA HOS HAL RSPP AREX WNR OAS ….. EPE SWN MHR FANG COG PAGP ECA GPOR=Bottom (Energy)
COSW(79): 0.73% Top=PFPT MKTO SINA CSOD VMW FFIV MDSO SFUN ….. NOW FB VEEV TWTR NCR GLUU CVLT CDNS=Bottom (Computer Software/Internet)
ELEC(53): 0.70% Top=WAT CAVM INVN ATML ONNN GTAT OVTI AMBA ….. TXN SWKS XLNX CSIQ AMKR RFMD AMAT TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 0.59% Top=AXLL GPRE MEOH POL TROX OLN EMN HUN ….. SIAL PX MOS APD MON GRA ALB DD=Bottom (Chemicals/Fertilizers)
META(26): 0.56% Top=STLD AKS AA HSC SWC X CMC CLF ….. AEM PAAS GG RGLD AUY EGO ABX SSRI=Bottom (Metals & Mining)
DISV(43): 0.55% Top=WTW RCII MAN XRS WOOF FLT KBR AAN ….. SBAC HRB LDOS FISV ADT Z ULTA MYGN=Bottom (Diversified Services)
REAL(77): 0.48% Top=EJ RLGY GLPI DLR SLG OHI CLNY BEE ….. CUBE LHO RPAI NNN AMH O ARCP LPT=Bottom (Real Estate)
FINA(86): 0.32% Top=CIT WETF JNS GS EFX CME ZION OCN ….. AMTD ETFC FRC OZRK CBOE FNGN STI FMER=Bottom (Banks/Financials)
RETA(67): 0.14% Top=FIVE RAD BBY GME SHLD DANG RH GNC ….. ANF SPLS FINL ORLY AAP TCS TFM NFLX=Bottom (Retail & Specialty Retail)
MANU(41): 0.14% Top=AOS MRC TEX AGCO DHR KMT FLS DE ….. DRC MIDD PCP HON BWC JKS ATI DDD=Bottom (Manufacturing)
CONS(58): 0.11% Top=NUS CRI GT FBHS UA IRBT KATE WHR ….. SEE MAT GPK BLL KS KMB IP CCK=Bottom (Consumer)
INSU(35): 0.01% Top=BRO CLGX MTG AON FAF MBI LNC AHL ….. AXS ACE L AIG HIG CB CINF TRV=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:50 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 10:55 am ET
by daytrend on 20140722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
52.1% of stocks are above yesterday’s high.
82.4% are above yesterday’s midpoint. (17.6% are below.)
4.8% are below yesterday’s low.
43.2% are inside yesterday’s range.
76.4% of stocks with today’s high > yesterday’s high. (23.6% less than).
10.6% of stocks with today’s low < yesterday’s low. (89.4% greater than).

EVIDENCE OF INTRADAY TREND
63.2% of stocks are above today’s open. (35.2% are below).
62.0% of stocks are above today’s open and yesterday’s close.
17.1% are below both.
37.4% of stocks opened above yesterday’s high.
89.9% of stocks opened above yesterday’s close. (8.3% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.2% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
60.8% are in the top half. 39.2% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN
82.0% of stocks are above yesterday’s close. (18.0% are below.)
1.6% are up 4.5% or more. 0.1% are down 4.5% or more.
2.7% are up 3.5% or more. 0.4% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.2%…>=90:16.4%…>=80:36.6%…>=50:77.6%…<=20:6.1%…<=10:3.4%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:58.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:60.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
52.1% above previous 1 highs, 4.8% below previous 1 lows
40.5% above previous 2 highs, 4.4% below previous 2 lows
31.1% above previous 3 highs, 4.0% below previous 3 lows
22.7% above previous 4 highs, 3.7% below previous 4 lows
20.7% above previous 5 highs, 3.6% below previous 5 lows
18.6% above previous 6 highs, 3.3% below previous 6 lows
18.6% above previous 7 highs, 2.9% below previous 7 lows
17.8% above previous 8 highs, 2.7% below previous 8 lows
15.5% above previous 9 highs, 2.7% below previous 9 lows
14.1% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.0% are above or equal to 7/21 close (1 days ago), 18.0% are below.
65.5% are above or equal to 7/18 close (2 days ago), 34.5% are below.
85.1% are above or equal to 7/17 close (3 days ago), 14.9% are below.
59.3% are above or equal to 7/16 close (4 days ago), 40.7% are below.
62.2% are above or equal to 7/15 close (5 days ago), 37.8% are below.
55.3% are above or equal to 7/14 close (6 days ago), 44.7% are below.
61.4% are above or equal to 7/11 close (7 days ago), 38.6% are below.
60.4% are above or equal to 7/10 close (8 days ago), 39.6% are below.
51.9% are above or equal to 7/9 close (9 days ago), 48.1% are below.
55.7% are above or equal to 7/8 close (10 days ago), 44.3% are below.
45.1% are above or equal to 7/7 close (11 days ago), 54.9% are below.
36.4% are above or equal to 7/3 close (12 days ago), 63.6% are below.
42.7% are above or equal to 7/2 close (13 days ago), 57.3% are below.
40.4% are above or equal to 7/1 close (14 days ago), 59.6% are below.
45.8% are above or equal to 6/30 close (15 days ago), 54.2% are below.
48.7% are above or equal to 6/27 close (16 days ago), 51.3% are below.
52.6% are above or equal to 6/26 close (17 days ago), 47.4% are below.
51.6% are above or equal to 6/25 close (18 days ago), 48.4% are below.
56.7% are above or equal to 6/24 close (19 days ago), 43.3% are below.
47.5% are above or equal to 6/23 close (20 days ago), 52.5% are below.
49.1% are above or equal to 6/20 close (21 days ago), 50.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.2% new highs, 3.2% new lows
21d: 14.7% new highs, 3.2% new lows
42d: 11.5% new highs, 1.8% new lows
63d: 10.7% new highs, 1.1% new lows
126d: 8.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.8% above, 20.2% below
3-day: 75.1% above, 24.9% below
4-day: 81.3% above, 18.7% below
5-day: 76.4% above, 23.6% below
8-day: 66.5% above, 33.5% below
10-day: 62.5% above, 37.5% below
20-day: 52.1% above, 47.9% below
50-day: 66.7% above, 33.3% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(31): 1.48% Top=TREX MDR MTH KBH USG DHI PHM TOL ….. EXP WY FAST BECN DAR RSG WM CVA=Bottom (Materials & Construction)
COHW(46): 1.41% Top=GOGO CIEN RKUS LXK JNPR ARRS UBNT OLED ….. TMUS VZ BCE TDS ADTN LVLT T BBRY=Bottom (Computer Hardware/Telecom)
TRAN(30): 1.35% Top=HUBG UAL GBX XPO ODFL CNI JBHT SWFT ….. GLNG ALK UPS KSU JBLU AAL SAVE TGP=Bottom (Transportation)
LEIS(32): 1.35% Top=CMG MPEL LVS BYD WYNN SONC EXPE MGM ….. WEN PNK OWW PBPB CCL LTM SEAS MCD=Bottom (Leisure)
COSW(79): 1.29% Top=SFUN FEYE SINA QLIK VMW MDSO SPLK MKTO ….. RP TRI FB NCR EA GLUU CVLT CDNS=Bottom (Computer Software/Internet)
ELEC(54): 1.19% Top=PLUG WAT INVN GTAT CAVM TSL JASO OVTI ….. CRUS MRVL LRCX SWKS RFMD TXN AMAT TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(52): 1.06% Top=CNC MOH WCG ALGN BSX A HNT DXCM ….. ESC CYH CFN EVHC HCA AMSG MR THC=Bottom (Health)
DISV(43): 0.83% Top=MAN WTW WOOF XRS AAN CAR V URI ….. FISV LDOS TMH ACM URS CXW AL ULTA=Bottom (Diversified Services)
MANU(41): 0.77% Top=AOS TEX KMT MRC AGCO DE JOY TKR ….. PNR DRC MHK GE HON DDD BWC ATI=Bottom (Manufacturing)
FINA(86): 0.70% Top=CIT WETF JNS SNV OCN FMER ZION BK ….. FNGN ACAS ETFC CBOE AMTD RF STI STT=Bottom (Banks/Financials)
CHEM(28): 0.58% Top=GPRE POL AXLL MEOH TROX PPG SHW RPM ….. CF AGU WPZ HUN APD GRA ALB DD=Bottom (Chemicals/Fertilizers)
ENER(114): 0.57% Top=HLX HOS APA AREX HAL DO CJES WNR ….. EPE RRC FANG PDCE GDP PVA SN GPOR=Bottom (Energy)
REAL(77): 0.53% Top=EJ RLGY DLR OHI SLG OFC DCT CYS ….. HTA AMH RPAI ARCP TWO GLPI O LPT=Bottom (Real Estate)
META(26): 0.30% Top=STLD AKS HSC BTU X SWC AA SLCA ….. PAAS RGLD AUY EGO AEM ABX GG SSRI=Bottom (Metals & Mining)
CONS(58): 0.26% Top=NUS IRBT FBHS CRI BC GT UA WWW ….. SKX CHD ENR COTY IP BLL KMB CCK=Bottom (Consumer)
RETA(67): 0.25% Top=FIVE DANG RH BBY WAG BID SHLD BURL ….. SIG CHS ANF ORLY TCS AAP TFM NFLX=Bottom (Retail & Specialty Retail)
INSU(35): 0.16% Top=BRO CLGX MBI MTG FAF AON FNF GNW ….. AXS VR ACE AIG CINF HIG CB TRV=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:55 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:31 am

Market Stats at 10:31 am ET
by daytrend on 20140722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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

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

COMPARED TO YESTERDAY’S RANGE
53.8% of stocks are above yesterday’s high.
83.5% are above yesterday’s midpoint. (16.5% are below.)
5.2% are below yesterday’s low.
40.9% are inside yesterday’s range.
75.2% of stocks with today’s high > yesterday’s high. (24.8% less than).
9.9% of stocks with today’s low < yesterday’s low. (90.1% greater than).

EVIDENCE OF INTRADAY TREND
66.3% of stocks are above today’s open. (32.0% are below).
65.3% of stocks are above today’s open and yesterday’s close.
14.8% are below both.
37.4% of stocks opened above yesterday’s high.
89.8% of stocks opened above yesterday’s close. (8.3% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.1% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
65.5% are in the top half. 34.5% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN
84.2% of stocks are above yesterday’s close. (15.8% are below.)
1.3% are up 4.5% or more. 0.0% are down 4.5% or more.
2.6% are up 3.5% or more. 0.3% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.5%…>=90:17.9%…>=80:39.0%…>=50:79.0%…<=20:6.5%…<=10:3.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:59.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:60.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
53.8% above previous 1 highs, 5.2% below previous 1 lows
42.0% above previous 2 highs, 4.3% below previous 2 lows
33.5% above previous 3 highs, 3.8% below previous 3 lows
23.2% above previous 4 highs, 3.4% below previous 4 lows
21.7% above previous 5 highs, 3.0% below previous 5 lows
19.7% above previous 6 highs, 2.9% below previous 6 lows
19.5% above previous 7 highs, 2.7% below previous 7 lows
18.7% above previous 8 highs, 2.4% below previous 8 lows
16.6% above previous 9 highs, 2.4% below previous 9 lows
15.0% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.2% are above or equal to 7/21 close (1 days ago), 15.8% are below.
66.3% are above or equal to 7/18 close (2 days ago), 33.7% are below.
85.0% are above or equal to 7/17 close (3 days ago), 15.0% are below.
59.8% are above or equal to 7/16 close (4 days ago), 40.2% are below.
62.6% are above or equal to 7/15 close (5 days ago), 37.4% are below.
55.3% are above or equal to 7/14 close (6 days ago), 44.7% are below.
62.0% are above or equal to 7/11 close (7 days ago), 38.0% are below.
60.5% are above or equal to 7/10 close (8 days ago), 39.5% are below.
52.8% are above or equal to 7/9 close (9 days ago), 47.2% are below.
55.8% are above or equal to 7/8 close (10 days ago), 44.2% are below.
45.6% are above or equal to 7/7 close (11 days ago), 54.4% are below.
36.4% are above or equal to 7/3 close (12 days ago), 63.6% are below.
42.8% are above or equal to 7/2 close (13 days ago), 57.2% are below.
40.7% are above or equal to 7/1 close (14 days ago), 59.3% are below.
46.1% are above or equal to 6/30 close (15 days ago), 53.9% are below.
48.4% are above or equal to 6/27 close (16 days ago), 51.6% are below.
52.9% are above or equal to 6/26 close (17 days ago), 47.1% are below.
51.9% are above or equal to 6/25 close (18 days ago), 48.1% are below.
57.5% are above or equal to 6/24 close (19 days ago), 42.5% are below.
48.1% are above or equal to 6/23 close (20 days ago), 51.9% are below.
49.3% are above or equal to 6/20 close (21 days ago), 50.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.9% new highs, 3.2% new lows
21d: 14.5% new highs, 3.2% new lows
42d: 11.3% new highs, 1.8% new lows
63d: 10.6% new highs, 1.1% new lows
126d: 8.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 83.3% above, 16.7% below
3-day: 76.3% above, 23.7% below
4-day: 82.1% above, 17.9% below
5-day: 77.0% above, 23.0% below
8-day: 68.0% above, 32.0% below
10-day: 64.3% above, 35.7% below
20-day: 52.5% above, 47.5% below
50-day: 67.0% above, 33.0% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(31): 1.60% Top=TREX MDR MTH KBH USG DHI PHM SPF ….. WY FAST DAR RYN BECN RSG WM CVA=Bottom (Materials & Construction)
LEIS(32): 1.50% Top=CMG SONC DNKN WYNN BYD LVS EXPE MPEL ….. DRI OWW PBPB PNK CCL LTM SEAS MCD=Bottom (Leisure)
COHW(46): 1.43% Top=GOGO CIEN LXK ARRS UBNT SYNA QCOM CRAY ….. AAPL VZ LVLT BCE T TDS ADTN BBRY=Bottom (Computer Hardware/Telecom)
COSW(79): 1.37% Top=SFUN QLIK FEYE VMW SINA MDSO TRLA SPLK ….. IMS TRI FB NCR EA GLUU CVLT CDNS=Bottom (Computer Software/Internet)
TRAN(30): 1.36% Top=HUBG UAL GBX CNI SWFT ODFL WERN JBHT ….. FDX KSU JBLU CHRW UPS AAL SAVE TGP=Bottom (Transportation)
ELEC(54): 1.25% Top=PLUG WAT INVN GTAT CAVM TSL JASO OVTI ….. CY MRVL RFMD TQNT LRCX SWKS TXN AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 0.91% Top=MAN WOOF WTW XRS ATHN AAN ADS V ….. FISV ACM AL ADT URS CXW TMH ULTA=Bottom (Diversified Services)
FINA(86): 0.80% Top=CIT WETF JNS SNV OCN FMER ZION EV ….. ACAS FSC CBOE ETFC RF AMTD STT STI=Bottom (Banks/Financials)
HEAL(52): 0.79% Top=CNC WCG MOH ALGN BSX A DXCM WMGI ….. MR BKD UHS EVHC LPNT HCA CYH THC=Bottom (Health)
MANU(41): 0.74% Top=AOS TEX MRC KMT AGCO ZBRA DE PH ….. PNR PCP DRC GE HON BWC DDD ATI=Bottom (Manufacturing)
ENER(114): 0.63% Top=HLX HOS APA AREX RDC CJES HAL DO ….. RRC CRK FANG PDCE GDP SN PVA GPOR=Bottom (Energy)
CHEM(28): 0.50% Top=POL GPRE TROX RPM EMN SHW MON PPG ….. HUN ASH WPZ CF APD ALB GRA DD=Bottom (Chemicals/Fertilizers)
REAL(77): 0.48% Top=EJ RLGY CYS OFC SLG SHO DLR PLD ….. RPAI NLY AMH GLPI ARCP TWO O LPT=Bottom (Real Estate)
CONS(58): 0.38% Top=IRBT NUS CRI BC FBHS GT UA SCS ….. PG CHD IP COTY ENR BLL KMB CCK=Bottom (Consumer)
RETA(67): 0.30% Top=FIVE DANG RH BBY WAG BID SHLD BURL ….. ANF WFM KAR ORLY TCS AAP TFM NFLX=Bottom (Retail & Specialty Retail)
META(26): 0.25% Top=AKS STLD X AA HSC BTU SLCA SWC ….. RGLD PAAS AUY AEM ABX EGO GG SSRI=Bottom (Metals & Mining)
INSU(35): 0.24% Top=BRO CLGX MTG MBI FAF FNF AON LNC ….. AXS VR AIG ACE CINF HIG CB TRV=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:31 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:45 am

Market Stats at 9:44 am ET
by daytrend on 20140722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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
39.1% of stocks are above yesterday’s high.
79.2% are above yesterday’s midpoint. (20.8% are below.)
3.5% are below yesterday’s low.
57.5% are inside yesterday’s range.
68.8% of stocks with today’s high > yesterday’s high. (31.2% less than).
6.1% of stocks with today’s low < yesterday’s low. (93.9% greater than).

EVIDENCE OF INTRADAY TREND
48.8% of stocks are above today’s open. (47.4% are below).
47.3% of stocks are above today’s open and yesterday’s close.
16.3% are below both.
37.3% of stocks opened above yesterday’s high.
89.9% of stocks opened above yesterday’s close. (8.4% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.0% of stocks are in the top 10% of today’s range.
14.4% are in the top 20%.
41.8% are in the top half. 58.2% of stocks are in the bottom half of today’s range.
27.3% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN
82.1% of stocks are above yesterday’s close. (17.9% are below.)
0.9% are up 4.5% or more. 0.1% are down 4.5% or more.
1.3% are up 3.5% or more. 0.4% are down 3.5% or more.
82.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.0%…>=90:12.4%…>=80:28.5%…>=50:73.6%…<=20:5.9%…<=10:2.8%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:55.1%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:56.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.1% above previous 1 highs, 3.5% below previous 1 lows
28.7% above previous 2 highs, 2.9% below previous 2 lows
21.3% above previous 3 highs, 2.7% below previous 3 lows
15.5% above previous 4 highs, 2.7% below previous 4 lows
13.9% above previous 5 highs, 2.7% below previous 5 lows
13.5% above previous 6 highs, 2.6% below previous 6 lows
13.3% above previous 7 highs, 2.6% below previous 7 lows
12.5% above previous 8 highs, 2.0% below previous 8 lows
11.4% above previous 9 highs, 2.0% below previous 9 lows
10.2% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.1% are above or equal to 7/21 close (1 days ago), 17.9% are below.
57.9% are above or equal to 7/18 close (2 days ago), 42.1% are below.
84.4% are above or equal to 7/17 close (3 days ago), 15.6% are below.
53.2% are above or equal to 7/16 close (4 days ago), 46.8% are below.
57.0% are above or equal to 7/15 close (5 days ago), 43.0% are below.
51.1% are above or equal to 7/14 close (6 days ago), 48.9% are below.
57.9% are above or equal to 7/11 close (7 days ago), 42.1% are below.
55.9% are above or equal to 7/10 close (8 days ago), 44.1% are below.
46.8% are above or equal to 7/9 close (9 days ago), 53.2% are below.
51.7% are above or equal to 7/8 close (10 days ago), 48.3% are below.
42.1% are above or equal to 7/7 close (11 days ago), 57.9% are below.
34.0% are above or equal to 7/3 close (12 days ago), 66.0% are below.
40.2% are above or equal to 7/2 close (13 days ago), 59.8% are below.
37.5% are above or equal to 7/1 close (14 days ago), 62.5% are below.
43.5% are above or equal to 6/30 close (15 days ago), 56.5% are below.
46.7% are above or equal to 6/27 close (16 days ago), 53.3% are below.
49.6% are above or equal to 6/26 close (17 days ago), 50.4% are below.
49.3% are above or equal to 6/25 close (18 days ago), 50.7% are below.
53.6% are above or equal to 6/24 close (19 days ago), 46.4% are below.
45.9% are above or equal to 6/23 close (20 days ago), 54.1% are below.
45.4% are above or equal to 6/20 close (21 days ago), 54.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.0% new highs, 2.3% new lows
21d: 11.7% new highs, 2.3% new lows
42d: 9.2% new highs, 1.4% new lows
63d: 9.0% new highs, 1.0% new lows
126d: 7.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.2% above, 18.8% below
3-day: 69.3% above, 30.7% below
4-day: 79.6% above, 20.4% below
5-day: 72.7% above, 27.3% below
8-day: 62.9% above, 37.1% below
10-day: 57.5% above, 42.5% below
20-day: 48.2% above, 51.8% below
50-day: 64.8% above, 35.2% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(32): 1.02% Top=CMG QUNR DNKN MPEL WYNN LVS MGM HOT ….. BYI SONC WEN CCL PBPB LTM SEAS MCD=Bottom (Leisure)
MATE(31): 0.91% Top=TREX MDR MLM MTH DHI USG KBH PHM ….. RYN DAR RSG BECN TPH WM FLR CVA=Bottom (Materials & Construction)
TRAN(30): 0.76% Top=HUBG CNI UAL DAL TRN WERN WAB JBHT ….. SAVE TDW UPS UNP FDX CP XPO TGP=Bottom (Transportation)
COHW(46): 0.71% Top=LXK ARRS CIEN JDSU OLED QCOM UBNT VIP ….. BCE VZ TMUS T SSYS TDS BBRY COMM=Bottom (Computer Hardware/Telecom)
HEAL(52): 0.60% Top=CNC WCG MOH BSX A HNT WLP DXCM ….. MR LPNT CFN PRXL CYH UHS HCA THC=Bottom (Health)
COSW(79): 0.55% Top=SFUN SINA FEYE FTNT QLIK MKTO RHT PFPT ….. IMS EA TWTR VEEV FB CVLT GLUU CDNS=Bottom (Computer Software/Internet)
REAL(77): 0.53% Top=EJ CYS PLD SLG RLGY CLI DCT DLR ….. AMH O NLY SRC GLPI ARCP STWD LPT=Bottom (Real Estate)
DISV(43): 0.49% Top=XRS WOOF APOL SBAC MAN WTW ALLE V ….. MCO KBR AL URS CXW Z ULTA RCII=Bottom (Diversified Services)
ELEC(53): 0.45% Top=WAT INVN INTC JBL GRMN CPHD SUNE OVTI ….. BRCM FCS LRCX CRUS TXN SWKS AMAT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(114): 0.43% Top=HLX APA HOS RDC TSO CJES AREX DO ….. FANG GDP RSPP KOS PDCE PVA COG GPOR=Bottom (Energy)
MANU(41): 0.43% Top=TEX AOS AGCO MRC DE CMI PH ZBRA ….. MHK FLS DRC JKS BWC GE DDD ATI=Bottom (Manufacturing)
FINA(86): 0.42% Top=CIT SNV FMER EFX DFS AMG HBAN ZION ….. AINV CBOE AMTD SCHW ETFC STI STT RF=Bottom (Banks/Financials)
META(26): 0.39% Top=BTU AKS STLD SCCO HSC X CNX SWC ….. SLW PAAS EGO AEM AUY ABX GG SSRI=Bottom (Metals & Mining)
CHEM(28): 0.37% Top=GPRE POL ASH MON TROX PX CHMT CE ….. SHW GRA AXLL APD MOS POT MEOH DD=Bottom (Chemicals/Fertilizers)
CONS(58): 0.22% Top=IRBT PKG CRI BC GT UA WWW FOSL ….. VFC KS CHD ENR COTY BLL KMB CCK=Bottom (Consumer)
INSU(35): 0.11% Top=BRO CLGX MTG AJG AON MBI ORI MMC ….. VR AXS CINF AIG HIG ACE CB TRV=Bottom (Insurance)
RETA(67): 0.07% Top=FIVE DANG WAG BID SHLD KORS BBY RH ….. AMZN WFM ANF TCS AAP ORLY TFM NFLX=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:44 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:34 am ET
by daytrend on 20140722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

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

COMPARED TO YESTERDAY’S RANGE
43.6% of stocks are above yesterday’s high.
85.0% are above yesterday’s midpoint. (15.0% are below.)
2.3% are below yesterday’s low.
54.1% are inside yesterday’s range.
60.2% of stocks with today’s high > yesterday’s high. (39.8% less than).
4.0% of stocks with today’s low < yesterday’s low. (96.0% greater than).

EVIDENCE OF INTRADAY TREND
57.9% of stocks are above today’s open. (37.2% are below).
56.5% of stocks are above today’s open and yesterday’s close.
10.6% are below both.
37.4% of stocks opened above yesterday’s high.
89.8% of stocks opened above yesterday’s close. (8.4% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.0% of stocks are in the top 10% of today’s range.
35.8% are in the top 20%.
64.2% are in the top half. 35.8% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN
87.7% of stocks are above yesterday’s close. (12.3% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.3% are down 3.5% or more.
81.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.7%…>=90:11.6%…>=80:31.4%…>=50:80.2%…<=20:4.8%…<=10:2.1%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:56.2%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:57.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.6% above previous 1 highs, 2.3% below previous 1 lows
32.0% above previous 2 highs, 2.0% below previous 2 lows
22.9% above previous 3 highs, 1.9% below previous 3 lows
17.9% above previous 4 highs, 1.9% below previous 4 lows
15.8% above previous 5 highs, 1.9% below previous 5 lows
14.7% above previous 6 highs, 1.9% below previous 6 lows
14.6% above previous 7 highs, 1.7% below previous 7 lows
14.1% above previous 8 highs, 1.6% below previous 8 lows
12.4% above previous 9 highs, 1.6% below previous 9 lows
11.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.7% are above or equal to 7/21 close (1 days ago), 12.3% are below.
62.2% are above or equal to 7/18 close (2 days ago), 37.8% are below.
86.4% are above or equal to 7/17 close (3 days ago), 13.6% are below.
54.3% are above or equal to 7/16 close (4 days ago), 45.7% are below.
59.6% are above or equal to 7/15 close (5 days ago), 40.4% are below.
53.4% are above or equal to 7/14 close (6 days ago), 46.6% are below.
58.4% are above or equal to 7/11 close (7 days ago), 41.6% are below.
58.0% are above or equal to 7/10 close (8 days ago), 42.0% are below.
48.0% are above or equal to 7/9 close (9 days ago), 52.0% are below.
52.0% are above or equal to 7/8 close (10 days ago), 48.0% are below.
42.8% are above or equal to 7/7 close (11 days ago), 57.2% are below.
35.3% are above or equal to 7/3 close (12 days ago), 64.7% are below.
41.2% are above or equal to 7/2 close (13 days ago), 58.8% are below.
38.8% are above or equal to 7/1 close (14 days ago), 61.2% are below.
44.2% are above or equal to 6/30 close (15 days ago), 55.8% are below.
47.7% are above or equal to 6/27 close (16 days ago), 52.3% are below.
50.6% are above or equal to 6/26 close (17 days ago), 49.4% are below.
49.5% are above or equal to 6/25 close (18 days ago), 50.5% are below.
54.0% are above or equal to 6/24 close (19 days ago), 46.0% are below.
45.6% are above or equal to 6/23 close (20 days ago), 54.4% are below.
46.5% are above or equal to 6/20 close (21 days ago), 53.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.8% new highs, 1.5% new lows
21d: 10.6% new highs, 1.5% new lows
42d: 8.5% new highs, 0.7% new lows
63d: 8.3% new highs, 0.4% new lows
126d: 6.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.4% above, 13.6% below
3-day: 76.0% above, 24.0% below
4-day: 84.2% above, 15.8% below
5-day: 76.1% above, 23.9% below
8-day: 65.0% above, 35.0% below
10-day: 60.2% above, 39.8% below
20-day: 49.1% above, 50.9% below
50-day: 64.9% above, 35.1% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(32): 1.12% Top=CMG SIX LVS QUNR MPEL BLMN WYNN DNKN ….. DRI YUM BYI SEAS SONC WEN LTM MCD=Bottom (Leisure)
MATE(31): 1.04% Top=TREX MDR MLM USG VMC MTH KBH AWI ….. TPH SPF RSG WM FAST CLH FLR CVA=Bottom (Materials & Construction)
COHW(46): 0.88% Top=LXK ARRS VIP CIEN SYNA CRAY ARUN PANW ….. ADTN CSCO NSR EMC XLS T BCE COMM=Bottom (Computer Hardware/Telecom)
HEAL(51): 0.81% Top=CNC MOH WCG BSX HNT ISRG WLP DXCM ….. EW LPNT ESC IRWD WMGI THOR HCA PRXL=Bottom (Health)
TRAN(30): 0.73% Top=CNI UAL HUBG SWFT GBX DAL ALK TRN ….. JBHT TDW CNW NSC UPS AAL UNP GLNG=Bottom (Transportation)
ELEC(53): 0.70% Top=WAT INVN CPHD SUNE GTAT JASO TSL SPWR ….. LRCX FCS CRUS BRCM SWKS SCTY AMAT TXN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): 0.68% Top=AKS BTU X SCCO AA CNX CLF SLCA ….. RGLD SLW ABX EGO GG AEM AUY SSRI=Bottom (Metals & Mining)
ENER(114): 0.68% Top=HLX APA HOS RDC HAL ATHL AREX DO ….. KOS COG FANG GDP PAGP HK GPOR MTDR=Bottom (Energy)
REAL(76): 0.66% Top=EJ CYS RLGY PLD CLI NRF DLR SHO ….. O WPC EDR ARCP SIR AMH GLPI LPT=Bottom (Real Estate)
DISV(43): 0.61% Top=XRS MAN Z AAN WOOF URI WTW ALLE ….. RCII MCO VNTV BAH APOL CXW ULTA HPY=Bottom (Diversified Services)
MANU(41): 0.56% Top=AOS TEX DE AGCO CMI ZBRA KMT PH ….. ITT DRC CFX BWC JKS DDD MIDD ATI=Bottom (Manufacturing)
COSW(79): 0.52% Top=SFUN AWAY LNKD VMW QLIK RHT SPLK DATA ….. TIBX CSOD IMS GRPN EA GLUU CVLT CDNS=Bottom (Computer Software/Internet)
FINA(85): 0.47% Top=CIT SNV WETF PACW FMER HBAN AXP DFS ….. ASBC CBOE AINV BBT ICE STI RF STT=Bottom (Banks/Financials)
CONS(58): 0.46% Top=PKG IRBT BC UA RKT SCSS GT HAS ….. IP PG COTY CLX CHD BLL KMB CCK=Bottom (Consumer)
RETA(67): 0.28% Top=FIVE DANG WAG BID SHLD KORS HD BBY ….. GME AAP AMZN ANF TCS WFM TFM NFLX=Bottom (Retail & Specialty Retail)
CHEM(28): 0.27% Top=ASH RPM MON ALB GPRE CF CHMT FMC ….. MOS SHW DOW APD MEOH POT DD POL=Bottom (Chemicals/Fertilizers)
INSU(35): 0.02% Top=BRO CNO AHL MTG UNM CLGX AJG LNC ….. MBI FNF ALL AXS AIG ACE CB TRV=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:34 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

« Newer PostsOlder Posts »

The Silver is the New Black Theme. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 55 other followers