daytrend

11/20/2014

Filed under: Market Stats — daytrend @ 2:27 pm

Market Stats at 2:27 pm ET
by daytrend on 20141120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
38.7% of stocks are above yesterday’s high.
72.9% are above yesterday’s midpoint. (27.1% are below.)
8.6% are below yesterday’s low.
52.6% are inside yesterday’s range.
54.5% of stocks with today’s high > yesterday’s high. (45.5% less than).
45.6% of stocks with today’s low < yesterday’s low. (54.4% greater than).

EVIDENCE OF INTRADAY TREND
85.4% of stocks are above today’s open. (13.7% are below).
73.5% of stocks are above today’s open and yesterday’s close.
12.6% are below both.
1.7% of stocks opened above yesterday’s high.
15.3% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
23.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
29.9% of stocks are in the top 10% of today’s range.
49.2% are in the top 20%.
83.8% are in the top half. 16.2% of stocks are in the bottom half of today’s range.
4.0% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN
76.9% of stocks are above yesterday’s close. (23.1% are below.)
4.8% are up 4.5% or more. 0.2% are down 4.5% or more.
8.0% are up 3.5% or more. 0.3% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.4%…>=90:18.5%…>=80:33.1%…>=50:69.4%…<=20:11.4%…<=10:6.0%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.0%…>=50:73.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:74.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.7% above previous 1 highs, 8.6% below previous 1 lows
27.2% above previous 2 highs, 6.7% below previous 2 lows
24.5% above previous 3 highs, 4.8% below previous 3 lows
21.8% above previous 4 highs, 4.4% below previous 4 lows
19.8% above previous 5 highs, 4.3% below previous 5 lows
17.1% above previous 6 highs, 3.9% below previous 6 lows
15.4% above previous 7 highs, 3.7% below previous 7 lows
13.6% above previous 8 highs, 3.3% below previous 8 lows
13.2% above previous 9 highs, 3.1% below previous 9 lows
12.9% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.9% are above or equal to 11/19 close (1 days ago), 23.1% are below.
56.5% are above or equal to 11/18 close (2 days ago), 43.5% are below.
67.1% are above or equal to 11/17 close (3 days ago), 32.9% are below.
62.7% are above or equal to 11/14 close (4 days ago), 37.3% are below.
61.3% are above or equal to 11/13 close (5 days ago), 38.7% are below.
53.7% are above or equal to 11/12 close (6 days ago), 46.3% are below.
54.5% are above or equal to 11/11 close (7 days ago), 45.5% are below.
54.6% are above or equal to 11/10 close (8 days ago), 45.4% are below.
59.6% are above or equal to 11/7 close (9 days ago), 40.4% are below.
62.5% are above or equal to 11/6 close (10 days ago), 37.5% are below.
66.7% are above or equal to 11/5 close (11 days ago), 33.3% are below.
68.6% are above or equal to 11/4 close (12 days ago), 31.4% are below.
65.1% are above or equal to 11/3 close (13 days ago), 34.9% are below.
64.4% are above or equal to 10/31 close (14 days ago), 35.6% are below.
73.8% are above or equal to 10/30 close (15 days ago), 26.2% are below.
73.3% are above or equal to 10/29 close (16 days ago), 26.7% are below.
71.7% are above or equal to 10/28 close (17 days ago), 28.3% are below.
79.0% are above or equal to 10/27 close (18 days ago), 21.0% are below.
75.2% are above or equal to 10/24 close (19 days ago), 24.8% are below.
76.1% are above or equal to 10/23 close (20 days ago), 23.9% are below.
80.7% are above or equal to 10/22 close (21 days ago), 19.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.0% new highs, 2.7% new lows
21d: 14.5% new highs, 2.4% new lows
42d: 11.3% new highs, 0.7% new lows
63d: 9.6% new highs, 0.7% new lows
126d: 7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.0% above, 25.0% below
3-day: 65.6% above, 34.4% below
4-day: 67.3% above, 32.7% below
5-day: 66.7% above, 33.3% below
8-day: 60.7% above, 39.3% below
10-day: 60.2% above, 39.8% below
20-day: 69.4% above, 30.6% below
50-day: 71.5% above, 28.5% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141120 2:27 pm ET)
META(27): 2.68% Top=CLF CLD HCLP SLCA PAAS EGO ABX AEM ….. CCJ FMSA FCX CMC NUE X SWC SCCO=Bottom (Metals & Mining)
ENER(129): 2.46% Top=GDP AREX SFY PDCE CIE SN BBG PE ….. XOM WNR MWE GLF MDU DK ETP ALJ=Bottom (Energy)
RETA(68): 1.88% Top=DDS WSM RH URBN BBY CONN DLTR FIVE ….. DKS KR CVS COST WAG WMT EBAY TGT=Bottom (Retail & Specialty Retail)
MATE(31): 1.58% Top=EXP TPH USG OC MTZ LEN KBH MDC ….. CVA VMC DAR WY RSG WCN BCC WM=Bottom (Materials & Construction)
ELEC(55): 0.96% Top=JASO PLNR INTC SPWR CODE RFMD BRKR INVN ….. TRMB CPHD XLNX KLAC GRMN CREE CY ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 0.78% Top=GLNG SWFT YRCW GBX KNX CNW UPS CHRW ….. WAB AIRM HA SAVE DAL LUV ALK UAL=Bottom (Transportation)
COSW(89): 0.74% Top=ATVI DWRE YELP CSOD JRJC QLIK IMPV WWWW ….. VMW EQIX CTSH LOCK MDRX SFUN JD CRM=Bottom (Computer Software/Internet)
CHEM(32): 0.72% Top=FTK MEOH AXLL GPRE CBT WLK POT HUN ….. ASH DOW CYT AGU FMC POL MOS PEIX=Bottom (Chemicals/Fertilizers)
CONS(60): 0.69% Top=WWW MOV COH MAT CRI COTY TUP FOSL ….. CHD ENR HBI LEG KMB COLM IP KS=Bottom (Consumer)
MANU(43): 0.65% Top=BGC MRC ATI TEX ATU GTLS CRS MHK ….. AME DHR PLL ZBRA PCP DE DDD JKS=Bottom (Manufacturing)
DISV(49): 0.63% Top=KBR JEC FLT HTZ ACM AAN GEO RCII ….. AL MCO MMS WTW BAH TYC TNET Z=Bottom (Diversified Services)
INSU(37): 0.59% Top=MTG MBI CLGX WRB FAF AFSI AGO GNW ….. CINF ALL MET AFL PRU PGR CNO UNM=Bottom (Insurance)
COHW(47): 0.51% Top=ADTN CIEN BRCD INFN JDSU OLED ARUN FNSR ….. VZ HPQ BBRY BCE SSYS CTL SYNA ANET=Bottom (Computer Hardware/Telecom)
REAL(83): 0.42% Top=WAC NSM RLGY ARCP HLSS DRH DFT PPS ….. WPC MAC REG SNH BXP SRC DEI BAM=Bottom (Real Estate)
FINA(84): 0.35% Top=OCN APO JNS SNV HCBK VLY CIT FHN ….. CBOE FRC AMTD RF JPM RJF RCAP SLM=Bottom (Banks/Financials)
HEAL(59): 0.31% Top=KND PODD LPNT AMSG EVHC THOR SIRO A ….. LH HNT CYH BAX SPNC COO PINC BSX=Bottom (Health)
LEIS(37): 0.29% Top=SGMS NDLS CHUY PNK YUM BYD BJRI OWW ….. WYN MAR EXPE STAY HOT LOCO SIX GPRO=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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:38 pm

Market Stats at 12:37 pm ET
by daytrend on 20141120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
38.6% of stocks are above yesterday’s high.
71.5% are above yesterday’s midpoint. (28.5% are below.)
7.3% are below yesterday’s low.
54.1% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND
87.5% of stocks are above today’s open. (11.4% are below).
74.1% of stocks are above today’s open and yesterday’s close.
10.2% are below both.
1.7% of stocks opened above yesterday’s high.
15.3% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
23.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
32.1% of stocks are in the top 10% of today’s range.
52.8% are in the top 20%.
87.5% are in the top half. 12.5% of stocks are in the bottom half of today’s range.
2.7% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN
76.7% of stocks are above yesterday’s close. (23.3% are below.)
3.0% are up 4.5% or more. 0.2% are down 4.5% or more.
6.1% are up 3.5% or more. 0.4% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.1%…>=90:19.1%…>=80:33.2%…>=50:68.4%…<=20:10.7%…<=10:5.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.2%…>=50:72.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:73.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.6% above previous 1 highs, 7.3% below previous 1 lows
26.8% above previous 2 highs, 5.8% below previous 2 lows
23.7% above previous 3 highs, 3.8% below previous 3 lows
20.8% above previous 4 highs, 3.4% below previous 4 lows
19.1% above previous 5 highs, 3.3% below previous 5 lows
16.7% above previous 6 highs, 3.1% below previous 6 lows
15.2% above previous 7 highs, 2.9% below previous 7 lows
13.4% above previous 8 highs, 2.6% below previous 8 lows
13.0% above previous 9 highs, 2.4% below previous 9 lows
12.5% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.7% are above or equal to 11/19 close (1 days ago), 23.3% are below.
56.4% are above or equal to 11/18 close (2 days ago), 43.6% are below.
66.6% are above or equal to 11/17 close (3 days ago), 33.4% are below.
62.1% are above or equal to 11/14 close (4 days ago), 37.9% are below.
60.1% are above or equal to 11/13 close (5 days ago), 39.9% are below.
53.4% are above or equal to 11/12 close (6 days ago), 46.6% are below.
54.5% are above or equal to 11/11 close (7 days ago), 45.5% are below.
55.1% are above or equal to 11/10 close (8 days ago), 44.9% are below.
59.2% are above or equal to 11/7 close (9 days ago), 40.8% are below.
62.4% are above or equal to 11/6 close (10 days ago), 37.6% are below.
65.0% are above or equal to 11/5 close (11 days ago), 35.0% are below.
68.1% are above or equal to 11/4 close (12 days ago), 31.9% are below.
65.2% are above or equal to 11/3 close (13 days ago), 34.8% are below.
63.6% are above or equal to 10/31 close (14 days ago), 36.4% are below.
73.1% are above or equal to 10/30 close (15 days ago), 26.9% are below.
73.4% are above or equal to 10/29 close (16 days ago), 26.6% are below.
71.1% are above or equal to 10/28 close (17 days ago), 28.9% are below.
79.0% are above or equal to 10/27 close (18 days ago), 21.0% are below.
74.7% are above or equal to 10/24 close (19 days ago), 25.3% are below.
75.7% are above or equal to 10/23 close (20 days ago), 24.3% are below.
80.5% are above or equal to 10/22 close (21 days ago), 19.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.1% new highs, 2.7% new lows
21d: 13.7% new highs, 2.4% new lows
42d: 10.8% new highs, 0.7% new lows
63d: 9.0% new highs, 0.7% new lows
126d: 6.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.3% above, 24.7% below
3-day: 63.9% above, 36.1% below
4-day: 66.7% above, 33.3% below
5-day: 66.7% above, 33.3% below
8-day: 59.9% above, 40.1% below
10-day: 59.2% above, 40.8% below
20-day: 69.1% above, 30.9% below
50-day: 71.4% above, 28.6% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141120 12:37 pm ET)
ENER(129): 2.12% Top=SFY BAS GDP PE SN CIE AREX SSE ….. MWE MDU ETP BWP CMLP DK ETE ALJ=Bottom (Energy)
RETA(68): 1.97% Top=WSM DDS BBY URBN RH DLTR CONN PIR ….. DKS CVS PETM COST EBAY WMT MIK TGT=Bottom (Retail & Specialty Retail)
META(27): 1.68% Top=HCLP CLD SLCA CLF BTU AA CNX EGO ….. AKS FCX TCK NUE CMC SCCO X SWC=Bottom (Metals & Mining)
MATE(31): 1.67% Top=SPF EXP MTZ RYL USG OC TPH MDC ….. CLH DAR CVA BCC RSG WY WCN WM=Bottom (Materials & Construction)
ELEC(55): 1.06% Top=JASO SPWR SUNE BRKR IDTI INVN CODE RFMD ….. SCTY TRMB MSCC KLAC CY TSL CREE ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 0.94% Top=GLNG SWFT GBX CNW TRN JBLU UPS XPO ….. AIRM NSC ALK WAB CNI DAL LUV UAL=Bottom (Transportation)
COSW(89): 0.74% Top=ATVI GRPN DWRE YELP VDSI CSOD MDSO QLIK ….. INTU MSCI EPAM SFUN EQIX LOCK JD CRM=Bottom (Computer Software/Internet)
CONS(60): 0.74% Top=WWW LULU COTY MAT COH SCSS CRI TPX ….. HBI CL ENR CHD COLM KMB IP KS=Bottom (Consumer)
DISV(49): 0.63% Top=KBR JEC FLT ACM HTZ AAN MYGN GEO ….. VRSK WOOF MMS TYC WTW BAH TNET Z=Bottom (Diversified Services)
INSU(37): 0.58% Top=MTG MBI RDN WRB AFSI CLGX FAF AGO ….. MET AFL PGR ALL VR PRU UNM CNO=Bottom (Insurance)
MANU(43): 0.57% Top=BGC MRC TEX MHK ATU GTLS CFX DOV ….. GE PLL DHR ZBRA PCP DE DDD JKS=Bottom (Manufacturing)
CHEM(32): 0.56% Top=FTK MEOH AXLL WPZ CBT POT GPRE HUN ….. DOW ASH AGU CYT FMC MOS POL PEIX=Bottom (Chemicals/Fertilizers)
COHW(47): 0.52% Top=CIEN ADTN INFN BRCD JDSU TMUS AAPL PANW ….. VZ TDC JNPR SMCI SYNA SSYS CTL ANET=Bottom (Computer Hardware/Telecom)
HEAL(59): 0.40% Top=KND PODD ZLTQ AMSG THOR UHS LPNT A ….. EW WMGI GMED COO TRNX PINC BAX BSX=Bottom (Health)
REAL(83): 0.34% Top=NSM WAC RLGY ARCP HLSS DFT DRH HST ….. BRX BDN BAM MAC HCP SRC DEI BXP=Bottom (Real Estate)
LEIS(37): 0.31% Top=SGMS CHUY NDLS YUM PNK BWLD OWW WEN ….. WYN EXPE MAR STAY HOT SIX LOCO GPRO=Bottom (Leisure)
FINA(84): 0.24% Top=OCN APO HCBK EV IVZ VLY FHN SNV ….. FRC FMER RF WETF JPM SLM RJF RCAP=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:27 am

Market Stats at 11:26 am ET
by daytrend on 20141120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
37.3% of stocks are above yesterday’s high.
70.5% are above yesterday’s midpoint. (29.5% are below.)
6.5% are below yesterday’s low.
56.2% are inside yesterday’s range.
47.2% of stocks with today’s high > yesterday’s high. (52.8% less than).
44.7% of stocks with today’s low < yesterday’s low. (55.3% greater than).

EVIDENCE OF INTRADAY TREND
89.1% of stocks are above today’s open. (10.2% are below).
74.4% of stocks are above today’s open and yesterday’s close.
8.8% are below both.
1.7% of stocks opened above yesterday’s high.
15.3% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
23.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
38.4% of stocks are in the top 10% of today’s range.
59.6% are in the top 20%.
89.6% are in the top half. 10.4% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN
76.9% of stocks are above yesterday’s close. (23.1% are below.)
1.9% are up 4.5% or more. 0.2% are down 4.5% or more.
4.4% are up 3.5% or more. 0.3% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.2%…>=90:18.9%…>=80:31.7%…>=50:67.4%…<=20:9.7%…<=10:5.3%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.3%…>=50:71.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:73.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.3% above previous 1 highs, 6.5% below previous 1 lows
25.8% above previous 2 highs, 5.3% below previous 2 lows
23.2% above previous 3 highs, 3.8% below previous 3 lows
20.1% above previous 4 highs, 3.4% below previous 4 lows
17.9% above previous 5 highs, 3.3% below previous 5 lows
15.4% above previous 6 highs, 2.9% below previous 6 lows
13.8% above previous 7 highs, 2.5% below previous 7 lows
12.3% above previous 8 highs, 2.3% below previous 8 lows
11.9% above previous 9 highs, 2.2% below previous 9 lows
11.5% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.9% are above or equal to 11/19 close (1 days ago), 23.1% are below.
54.6% are above or equal to 11/18 close (2 days ago), 45.4% are below.
64.7% are above or equal to 11/17 close (3 days ago), 35.3% are below.
61.0% are above or equal to 11/14 close (4 days ago), 39.0% are below.
59.5% are above or equal to 11/13 close (5 days ago), 40.5% are below.
52.8% are above or equal to 11/12 close (6 days ago), 47.2% are below.
53.7% are above or equal to 11/11 close (7 days ago), 46.3% are below.
53.5% are above or equal to 11/10 close (8 days ago), 46.5% are below.
57.9% are above or equal to 11/7 close (9 days ago), 42.1% are below.
62.4% are above or equal to 11/6 close (10 days ago), 37.6% are below.
65.4% are above or equal to 11/5 close (11 days ago), 34.6% are below.
68.0% are above or equal to 11/4 close (12 days ago), 32.0% are below.
64.8% are above or equal to 11/3 close (13 days ago), 35.2% are below.
62.8% are above or equal to 10/31 close (14 days ago), 37.2% are below.
72.9% are above or equal to 10/30 close (15 days ago), 27.1% are below.
72.6% are above or equal to 10/29 close (16 days ago), 27.4% are below.
71.0% are above or equal to 10/28 close (17 days ago), 29.0% are below.
78.5% are above or equal to 10/27 close (18 days ago), 21.5% are below.
74.6% are above or equal to 10/24 close (19 days ago), 25.4% are below.
76.0% are above or equal to 10/23 close (20 days ago), 24.0% are below.
80.3% are above or equal to 10/22 close (21 days ago), 19.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.8% new highs, 2.7% new lows
21d: 11.4% new highs, 2.4% new lows
42d: 9.1% new highs, 0.7% new lows
63d: 7.7% new highs, 0.7% new lows
126d: 5.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.6% above, 24.4% below
3-day: 62.2% above, 37.8% below
4-day: 65.4% above, 34.6% below
5-day: 65.7% above, 34.3% below
8-day: 59.0% above, 41.0% below
10-day: 57.9% above, 42.1% below
20-day: 69.5% above, 30.5% below
50-day: 71.4% above, 28.6% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141120 11:26 am ET)
ENER(129): 1.95% Top=SFY BAS GDP SN SSE BBG WTI CIE ….. RGP NS PAGP ETP ETE MWE GLF ALJ=Bottom (Energy)
RETA(68): 1.79% Top=WSM BBY RH URBN DLTR PIR SHLD AEO ….. MIK TFM COST PETM SPLS EBAY WMT TGT=Bottom (Retail & Specialty Retail)
MATE(31): 1.50% Top=KBH OC USG SPF RYL MTH MDC TPH ….. CVA DAR VMC RSG BCC WCN WY WM=Bottom (Materials & Construction)
META(27): 1.34% Top=CLD HCLP CLF SLCA EGO AEM CNX BTU ….. CENX CMC NUE TCK AKS X SCCO SWC=Bottom (Metals & Mining)
ELEC(55): 1.10% Top=JASO SPWR SUNE IDTI PLNR CGNX CAVM RFMD ….. TRMB CY OPLK GRMN APH ISIL TXN CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(89): 0.67% Top=ATVI YELP GRPN YHOO NTES DWRE VDSI VEEV ….. MSCI EPAM WBMD VNET EQIX JD LOCK CRM=Bottom (Computer Software/Internet)
TRAN(33): 0.59% Top=SWFT GLNG GBX XPO TRN KSU CP UPS ….. WAB SAVE CNI DAL LUV ALK UAL HA=Bottom (Transportation)
INSU(37): 0.57% Top=MTG MBI GNW WRB RDN FNF FAF CLGX ….. PGR AEL ALL PRU MET AFL UNM CNO=Bottom (Insurance)
CHEM(32): 0.56% Top=FTK MEOH AXLL WPZ GPRE WLK POT CBT ….. ALB SHW DOW RPM AGU FMC POL PEIX=Bottom (Chemicals/Fertilizers)
CONS(60): 0.56% Top=LULU CRI MAT COTY COH MOV TPX WWW ….. AVP UA KMB CHD IP COLM JAH KS=Bottom (Consumer)
MANU(43): 0.54% Top=BGC MRC MHK GTLS TEX DOV ITT ATU ….. PNR ZBRA PLL PCP JOY DE DDD JKS=Bottom (Manufacturing)
DISV(49): 0.50% Top=KBR JEC ACM FLT GEO ADS HTZ AAN ….. HMSY FISV WTW TYC MMS BAH Z TNET=Bottom (Diversified Services)
COHW(47): 0.47% Top=INFN JDSU CIEN ADTN SWIR AAPL FNSR BRCD ….. HPQ VZ QCOM JNPR SSYS SMCI CTL ANET=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.38% Top=SGMS NDLS BLMN YUM CHUY PNK BWLD SONC ….. WYN MAR EXPE STAY SIX HOT LOCO GPRO=Bottom (Leisure)
HEAL(59): 0.32% Top=KND PODD ZLTQ AMSG THOR LPNT EVHC BKD ….. THC EW COO BSX GMED BAX PINC CYH=Bottom (Health)
REAL(83): 0.31% Top=WAC ARCP NSM RLGY HLSS DFT PPS MPW ….. BDN BAM BRX HCP SRC BXP MAC DEI=Bottom (Real Estate)
FINA(84): 0.23% Top=OCN APO SNV EV HCBK IVZ COF EWBC ….. C EFX RF JPM RCAP RJF SLM WETF=Bottom (Banks/Financials)

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 11:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:14 am

Market Stats at 10:14 am ET
by daytrend on 20141120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
25.3% of stocks are above yesterday’s high.
58.2% are above yesterday’s midpoint. (41.8% are below.)
10.9% are below yesterday’s low.
63.8% are inside yesterday’s range.
35.4% of stocks with today’s high > yesterday’s high. (64.6% less than).
43.9% of stocks with today’s low < yesterday’s low. (56.1% greater than).

EVIDENCE OF INTRADAY TREND
82.1% of stocks are above today’s open. (17.4% are below).
59.7% of stocks are above today’s open and yesterday’s close.
15.6% are below both.
1.7% of stocks opened above yesterday’s high.
15.3% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
23.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
27.3% of stocks are in the top 10% of today’s range.
49.3% are in the top 20%.
83.3% are in the top half. 16.7% of stocks are in the bottom half of today’s range.
3.3% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN
63.4% of stocks are above yesterday’s close. (36.6% are below.)
1.7% are up 4.5% or more. 0.1% are down 4.5% or more.
3.8% are up 3.5% or more. 0.2% are down 3.5% or more.
71.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.2%…>=90:14.3%…>=80:26.2%…>=50:56.1%…<=20:18.5%…<=10:8.7%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.6%…>=50:67.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:69.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.3% above previous 1 highs, 10.9% below previous 1 lows
17.9% above previous 2 highs, 8.8% below previous 2 lows
15.5% above previous 3 highs, 6.1% below previous 3 lows
13.7% above previous 4 highs, 5.5% below previous 4 lows
12.3% above previous 5 highs, 5.3% below previous 5 lows
10.0% above previous 6 highs, 4.8% below previous 6 lows
9.1% above previous 7 highs, 4.4% below previous 7 lows
8.0% above previous 8 highs, 3.9% below previous 8 lows
7.9% above previous 9 highs, 3.7% below previous 9 lows
7.4% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.4% are above or equal to 11/19 close (1 days ago), 36.6% are below.
44.9% are above or equal to 11/18 close (2 days ago), 55.1% are below.
57.3% are above or equal to 11/17 close (3 days ago), 42.7% are below.
54.8% are above or equal to 11/14 close (4 days ago), 45.2% are below.
54.4% are above or equal to 11/13 close (5 days ago), 45.6% are below.
48.5% are above or equal to 11/12 close (6 days ago), 51.5% are below.
49.5% are above or equal to 11/11 close (7 days ago), 50.5% are below.
49.7% are above or equal to 11/10 close (8 days ago), 50.3% are below.
53.9% are above or equal to 11/7 close (9 days ago), 46.1% are below.
58.2% are above or equal to 11/6 close (10 days ago), 41.8% are below.
63.6% are above or equal to 11/5 close (11 days ago), 36.4% are below.
65.6% are above or equal to 11/4 close (12 days ago), 34.4% are below.
61.2% are above or equal to 11/3 close (13 days ago), 38.8% are below.
60.7% are above or equal to 10/31 close (14 days ago), 39.3% are below.
70.6% are above or equal to 10/30 close (15 days ago), 29.4% are below.
70.9% are above or equal to 10/29 close (16 days ago), 29.1% are below.
68.3% are above or equal to 10/28 close (17 days ago), 31.7% are below.
77.8% are above or equal to 10/27 close (18 days ago), 22.2% are below.
74.4% are above or equal to 10/24 close (19 days ago), 25.6% are below.
74.9% are above or equal to 10/23 close (20 days ago), 25.1% are below.
79.4% are above or equal to 10/22 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.8% new highs, 2.6% new lows
21d: 7.4% new highs, 2.3% new lows
42d: 5.8% new highs, 0.6% new lows
63d: 4.6% new highs, 0.6% new lows
126d: 3.2% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.2% above, 38.8% below
3-day: 49.5% above, 50.5% below
4-day: 54.0% above, 46.0% below
5-day: 53.8% above, 46.2% below
8-day: 52.9% above, 47.1% below
10-day: 53.2% above, 46.8% below
20-day: 65.1% above, 34.9% below
50-day: 69.9% above, 30.1% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141120 10:14 am ET)
ENER(129): 1.98% Top=SFY EPE WTI GDP EXXI SGY BAS ROSE ….. RGP NFG MWE ENLK MDU GLF ETE ALJ=Bottom (Energy)
RETA(68): 1.39% Top=WSM BBY RH DLTR URBN DSW PIR SHLD ….. GME PETM CDW BID WMT EBAY MIK TGT=Bottom (Retail & Specialty Retail)
META(27): 1.28% Top=CLD EGO AEM SLCA SLW RGLD NEM CNX ….. CCJ TCK CMC SWC NUE FCX X SCCO=Bottom (Metals & Mining)
MATE(31): 0.92% Top=MTZ EXP SPF RYN BZH USG FLR OC ….. VMC WY MLM CVA WCN BCC RSG WM=Bottom (Materials & Construction)
ELEC(55): 0.58% Top=JASO CSIQ CAVM CGNX SPWR INVN TSL GRMN ….. XLNX JBL CPHD TXN KLAC APH CREE AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(89): 0.40% Top=ATVI GRPN YELP WWWW SNCR VEEV IMPV NTES ….. GOOG MDRX PTC MSCI EQIX VNET JD CRM=Bottom (Computer Software/Internet)
CONS(60): 0.31% Top=LULU COTY MAT COH CRI SHOO IRBT BC ….. RKT ENR IP PKG CHD KMB OI KS=Bottom (Consumer)
COHW(47): 0.29% Top=SWIR GOGO CIEN JDSU INFN FNSR NSR TMUS ….. FTR HPQ ARRS VZ LXK CTL ANET SMCI=Bottom (Computer Hardware/Telecom)
CHEM(32): 0.27% Top=FTK WLK MEOH AXLL WPZ CBT GPRE POT ….. DD AGU DOW RPM IFF POL FMC PEIX=Bottom (Chemicals/Fertilizers)
TRAN(33): 0.26% Top=CP KSU TRN GBX XPO SWFT CNW TDW ….. DAL FDX JBLU YRCW ALK UAL LUV HA=Bottom (Transportation)
MANU(43): 0.23% Top=BGC MRC GTLS TEX CFX ATI DOV MHK ….. PLL DHR CAT JOY GNRC PCP DE JKS=Bottom (Manufacturing)
DISV(49): 0.20% Top=KBR JEC ACM XRS HTZ SBAC CAR RCII ….. MCO BAH AL HMSY TYC MMS TNET YY=Bottom (Diversified Services)
LEIS(37): 0.17% Top=SGMS BLMN YUM CHUY NDLS BWLD PNK BYD ….. H WYN MAR EXPE SIX HOT LOCO GPRO=Bottom (Leisure)
INSU(37): 0.15% Top=MBI MTG GNW AFSI FNF AGO WRB FAF ….. PGR ACE CNO AFL MET ALL UNM PRU=Bottom (Insurance)
REAL(83): -0.04% Top=WAC ARCP NSM DFT RLGY HLSS PPS LXP ….. VTR SNH BDN LPT HCN BXP MAC DEI=Bottom (Real Estate)
HEAL(59): -0.14% Top=ZLTQ KND PODD MR THOR BKD RMD AMSG ….. ABMD BSX HNT ZMH PINC EW GMED CYH=Bottom (Health)
FINA(84): -0.24% Top=OCN BMO EV BX ACAS TD RCAP RY ….. EFX SCHW JPM MS RF SLM WETF RJF=Bottom (Banks/Financials)

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 10:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:42 am

Market Stats at 9:41 am ET
by daytrend on 20141120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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
12.0% of stocks are above yesterday’s high.
42.7% are above yesterday’s midpoint. (57.3% are below.)
20.7% are below yesterday’s low.
67.3% are inside yesterday’s range.
16.7% of stocks with today’s high > yesterday’s high. (83.3% less than).
41.8% of stocks with today’s low < yesterday’s low. (58.2% greater than).

EVIDENCE OF INTRADAY TREND
69.7% of stocks are above today’s open. (27.6% are below).
34.4% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
1.7% of stocks opened above yesterday’s high.
15.3% of stocks opened above yesterday’s close. (81.3% opened below yesterday’s close).
23.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
29.4% of stocks are in the top 10% of today’s range.
43.3% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
38.4% of stocks are above yesterday’s close. (61.6% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.3% are down 3.5% or more.
80.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.3%…>=90:7.8%…>=80:16.9%…>=50:40.2%…<=20:30.1%…<=10:15.2%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.7%…>=50:61.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.0% above previous 1 highs, 20.7% below previous 1 lows
8.5% above previous 2 highs, 16.8% below previous 2 lows
6.3% above previous 3 highs, 12.0% below previous 3 lows
5.3% above previous 4 highs, 10.6% below previous 4 lows
4.4% above previous 5 highs, 10.1% below previous 5 lows
3.3% above previous 6 highs, 9.0% below previous 6 lows
3.0% above previous 7 highs, 8.5% below previous 7 lows
2.6% above previous 8 highs, 7.5% below previous 8 lows
2.6% above previous 9 highs, 7.0% below previous 9 lows
2.6% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.4% are above or equal to 11/19 close (1 days ago), 61.6% are below.
35.6% are above or equal to 11/18 close (2 days ago), 64.4% are below.
49.1% are above or equal to 11/17 close (3 days ago), 50.9% are below.
44.9% are above or equal to 11/14 close (4 days ago), 55.1% are below.
48.2% are above or equal to 11/13 close (5 days ago), 51.8% are below.
41.6% are above or equal to 11/12 close (6 days ago), 58.4% are below.
43.8% are above or equal to 11/11 close (7 days ago), 56.2% are below.
44.1% are above or equal to 11/10 close (8 days ago), 55.9% are below.
49.5% are above or equal to 11/7 close (9 days ago), 50.5% are below.
52.9% are above or equal to 11/6 close (10 days ago), 47.1% are below.
57.9% are above or equal to 11/5 close (11 days ago), 42.1% are below.
62.7% are above or equal to 11/4 close (12 days ago), 37.3% are below.
56.8% are above or equal to 11/3 close (13 days ago), 43.2% are below.
56.6% are above or equal to 10/31 close (14 days ago), 43.4% are below.
68.6% are above or equal to 10/30 close (15 days ago), 31.4% are below.
67.7% are above or equal to 10/29 close (16 days ago), 32.3% are below.
66.0% are above or equal to 10/28 close (17 days ago), 34.0% are below.
74.9% are above or equal to 10/27 close (18 days ago), 25.1% are below.
71.7% are above or equal to 10/24 close (19 days ago), 28.3% are below.
72.5% are above or equal to 10/23 close (20 days ago), 27.5% are below.
77.5% are above or equal to 10/22 close (21 days ago), 22.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.8% new highs, 2.5% new lows
21d: 2.8% new highs, 2.3% new lows
42d: 2.4% new highs, 0.6% new lows
63d: 2.1% new highs, 0.6% new lows
126d: 1.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.1% above, 63.9% below
3-day: 35.3% above, 64.7% below
4-day: 41.1% above, 58.9% below
5-day: 42.1% above, 57.9% below
8-day: 43.2% above, 56.8% below
10-day: 45.2% above, 54.8% below
20-day: 59.6% above, 40.4% below
50-day: 67.5% above, 32.5% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141120 9:41 am ET)
ENER(129): 1.07% Top=CJES SFY SGY EPE GDP BBG EXXI ERF ….. DNR ETP ENLK NS MEMP BWP ETE ALJ=Bottom (Energy)
RETA(68): 0.86% Top=WSM BBY RH DLTR DSW FIVE GME MIK ….. COST PETM BABA TFM BID CDW EBAY TGT=Bottom (Retail & Specialty Retail)
META(27): 0.65% Top=CLD EGO AEM SLW GG RGLD PAAS ABX ….. FCX NUE SCCO CENX AKS X FMSA CLF=Bottom (Metals & Mining)
MATE(31): 0.13% Top=RYN EXP SPF AWI MTZ BZH TOL FLR ….. RSG PWR DHI TPH MLM WY WM VMC=Bottom (Materials & Construction)
CHEM(32): -0.00% Top=FTK CF GPRE POT CE AXLL WLK WPZ ….. POL APD RPM DD CYT ALB DOW FMC=Bottom (Chemicals/Fertilizers)
CONS(60): -0.06% Top=LULU IRBT COH COTY FL UFS WWW AVP ….. ENR BERY PVH SEE JAH UA KS OI=Bottom (Consumer)
REAL(83): -0.11% Top=WAC ARCP DFT PPS NLY GLPI AGNC IVR ….. BDN RLJ GGP DRH LPT HST LHO RLGY=Bottom (Real Estate)
INSU(37): -0.13% Top=MBI VR FNF WRB ORI GNW AWH WSH ….. RDN AFSI AFL ALL AEL MTG PRU MET=Bottom (Insurance)
TRAN(33): -0.25% Top=TDW CP CNI GLNG KSU CHRW CNW EXPD ….. XPO DAL AAL SAVE ALK JBLU HA LUV=Bottom (Transportation)
ELEC(55): -0.27% Top=GRMN CGNX CRUS IDTI TSL WAT TSRA JASO ….. KLAC APH ONNN SCTY CPHD CREE FSL AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): -0.35% Top=KBR RCII GEO JEC XRS ACM SBAC HTZ ….. URI APOL AL MYGN WTW MA TNET YY=Bottom (Diversified Services)
MANU(43): -0.37% Top=MRC TEX DOV BGC ITT GTLS RXN CFX ….. CRS DHR ZBRA DE TKR DDD JOY JKS=Bottom (Manufacturing)
COHW(47): -0.39% Top=BBRY SWIR AAPL BCE JDSU NSR NTAP TMUS ….. SNDK QCOM SSYS OLED FNSR CTL ANET SMCI=Bottom (Computer Hardware/Telecom)
HEAL(59): -0.46% Top=KND SIRO WLP COO AET DXCM AMSG A ….. WMGI TMO STE PRXL BSX CYH EW TRNX=Bottom (Health)
LEIS(37): -0.47% Top=YUM BLMN JACK NDLS WEN MCD BWLD DRI ….. MAR SIX WYN STAY EXPE HOT LOCO GPRO=Bottom (Leisure)
FINA(84): -0.49% Top=OCN BMO RY TD EV RCAP HCBK BX ….. LPLA EFX TCBI SCHW WETF KKR ETFC RJF=Bottom (Banks/Financials)
COSW(89): -0.50% Top=ATVI TRUE GRPN JRJC VEEV VDSI YELP IMPV ….. WB SFUN SPLK JD MDRX COUP VNET CRM=Bottom (Computer Software/Internet)

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 9:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/19/2014

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20141119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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
13.5% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
32.7% are below yesterday’s low.
53.8% are inside yesterday’s range.
30.1% of stocks with today’s high > yesterday’s high. (69.9% less than).
61.4% of stocks with today’s low < yesterday’s low. (38.6% greater than).

EVIDENCE OF INTRADAY TREND
36.3% of stocks are above today’s open. (62.7% are below).
30.1% of stocks are above today’s open and yesterday’s close.
58.5% are below both.
4.5% of stocks opened above yesterday’s high.
36.9% of stocks opened above yesterday’s close. (55.8% opened below yesterday’s close).
7.0% 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.
18.4% are in the top 20%.
50.5% are in the top half. 49.5% of stocks are in the bottom half of today’s range.
20.2% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN
35.8% of stocks are above yesterday’s close. (64.2% are below.)
1.5% are up 4.5% or more. 2.3% are down 4.5% or more.
1.8% are up 3.5% or more. 4.2% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:9.8%…>=80:19.2%…>=50:41.9%…<=20:25.3%…<=10:14.3%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.8%…>=50:63.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:67.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.5% above previous 1 highs, 32.7% below previous 1 lows
11.1% above previous 2 highs, 21.4% below previous 2 lows
9.2% above previous 3 highs, 18.4% below previous 3 lows
7.5% above previous 4 highs, 17.0% below previous 4 lows
6.6% above previous 5 highs, 14.7% below previous 5 lows
6.2% above previous 6 highs, 14.2% below previous 6 lows
5.7% above previous 7 highs, 12.9% below previous 7 lows
5.5% above previous 8 highs, 11.5% below previous 8 lows
5.1% above previous 9 highs, 9.5% below previous 9 lows
5.0% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.8% are above or equal to 11/18 close (1 days ago), 64.2% are below.
51.8% are above or equal to 11/17 close (2 days ago), 48.2% are below.
47.7% are above or equal to 11/14 close (3 days ago), 52.3% are below.
50.7% are above or equal to 11/13 close (4 days ago), 49.3% are below.
42.0% are above or equal to 11/12 close (5 days ago), 58.0% are below.
44.7% are above or equal to 11/11 close (6 days ago), 55.3% are below.
45.2% are above or equal to 11/10 close (7 days ago), 54.8% are below.
51.5% are above or equal to 11/7 close (8 days ago), 48.5% are below.
54.3% are above or equal to 11/6 close (9 days ago), 45.7% are below.
59.9% are above or equal to 11/5 close (10 days ago), 40.1% are below.
64.9% are above or equal to 11/4 close (11 days ago), 35.1% are below.
59.2% are above or equal to 11/3 close (12 days ago), 40.8% are below.
58.2% are above or equal to 10/31 close (13 days ago), 41.8% are below.
68.9% are above or equal to 10/30 close (14 days ago), 31.1% are below.
68.8% are above or equal to 10/29 close (15 days ago), 31.2% are below.
66.4% are above or equal to 10/28 close (16 days ago), 33.6% are below.
75.4% are above or equal to 10/27 close (17 days ago), 24.6% are below.
71.7% are above or equal to 10/24 close (18 days ago), 28.3% are below.
72.2% are above or equal to 10/23 close (19 days ago), 27.8% are below.
77.8% are above or equal to 10/22 close (20 days ago), 22.2% are below.
72.3% are above or equal to 10/21 close (21 days ago), 27.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 3.5% new lows
21d: 9.3% new highs, 3.2% new lows
42d: 7.1% new highs, 1.6% new lows
63d: 6.2% new highs, 1.6% new lows
126d: 4.8% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.1% above, 65.9% below
3-day: 43.4% above, 56.6% below
4-day: 44.6% above, 55.4% below
5-day: 45.3% above, 54.7% below
8-day: 45.9% above, 54.1% below
10-day: 47.8% above, 52.2% below
20-day: 63.6% above, 36.4% below
50-day: 67.4% above, 32.6% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141119 Closing)
RETA(67): 0.74% Top=SPLS TGT LOW PETM ASNA CHS DKS URBN ….. CDW AAP BID QVCA JCP SHLD BABA NFLX=Bottom (Retail & Specialty Retail)
CONS(59): 0.25% Top=ICON DECK WWW FL SHOO HBI LULU RL ….. HAR PAY SEE IP PBI IRBT AVP MOV=Bottom (Consumer)
ENER(129): 0.18% Top=NGL GDP GLF WPX PBF EXXI UPL EPD ….. MEMP BCEI BBEP CRK DNR LPI AREX PVA=Bottom (Energy)
CHEM(32): -0.31% Top=APD MOS WPZ PPG POT ASH CF AXLL ….. CHMT HUN CBT CE DOW FTK GPRE PEIX=Bottom (Chemicals/Fertilizers)
INSU(37): -0.31% Top=VR ACE ALL HIG WSH CB CLGX AIG ….. TMK MBI RDN ORI CNO GNW AFSI MTG=Bottom (Insurance)
DISV(49): -0.32% Top=ULTA Z AAN FLT TNET AL APOL VNTV ….. RHI GEO MCO KBR ASGN MYGN HTZ HMSY=Bottom (Diversified Services)
TRAN(33): -0.37% Top=JBLU TDW KEX SWFT TK CSX CNI JBHT ….. UAL GBX CHRW TRN ALK XPO AAL YRCW=Bottom (Transportation)
FINA(84): -0.40% Top=OCN WDR FNFG KKR SUSQ RY WU CBOE ….. WBS LPLA VLY TCBI PVTB FMER JNS RCAP=Bottom (Banks/Financials)
MATE(31): -0.41% Top=EXP AWI DHI VMC FAST FLR MLM MAS ….. RYL WM BCC MTH TPH PHM PWR MTZ=Bottom (Materials & Construction)
REAL(83): -0.53% Top=MAC WAC CBSO CBL HLSS GGP NSM SKT ….. LXP AVIV DDR EXR BMR HCP PPS CUBE=Bottom (Real Estate)
MANU(43): -0.62% Top=JKS MHK DDD PCP AME LII PLL BWC ….. ATU PPO GTLS XYL TKR RS JOY BGC=Bottom (Manufacturing)
ELEC(54): -0.63% Top=GRMN TSL TQNT RFMD INVN CY KLAC MU ….. CAVM MCHP CSIQ PLNR JBL FSL CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): -0.80% Top=TMO PRXL BKD PINC EVHC THOR XRAY ESRX ….. EW HUM TRNX DXCM WLP CYH THC BSX=Bottom (Health)
LEIS(37): -0.82% Top=JACK STAY EAT CAKE RCL BWLD SBUX SEAS ….. EXPE CCL HOT SIX NDLS CHUY GPRO LOCO=Bottom (Leisure)
COHW(47): -0.99% Top=FTR CIEN WIN XLS JDSU CCI ANET SYNA ….. QCOM SMCI INFN RKUS LXK GOGO SWIR BBRY=Bottom (Computer Hardware/Telecom)
COSW(89): -1.34% Top=VNET MSCI TRIP EA NCR TRUE ZEN GOOGL ….. SFUN QLIK FEYE SINA LOCK VIPS DWRE SNCR=Bottom (Computer Software/Internet)
META(27): -4.07% Top=CCJ HCLP CNX FCX NUE SCCO SLCA AA ….. AKS PAAS GG SWC ABX EGO CLD CLF=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 @ 3:28 pm

Market Stats at 3:28 pm ET
by daytrend on 20141119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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

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

COMPARED TO YESTERDAY’S RANGE
14.3% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
30.9% are below yesterday’s low.
54.8% are inside yesterday’s range.
29.5% of stocks with today’s high > yesterday’s high. (70.5% less than).
61.1% of stocks with today’s low < yesterday’s low. (38.9% greater than).

EVIDENCE OF INTRADAY TREND
37.4% of stocks are above today’s open. (60.9% are below).
32.0% of stocks are above today’s open and yesterday’s close.
57.1% are below both.
4.5% of stocks opened above yesterday’s high.
36.9% of stocks opened above yesterday’s close. (55.8% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.0% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN
37.0% of stocks are above yesterday’s close. (63.0% are below.)
1.3% are up 4.5% or more. 2.2% are down 4.5% or more.
2.0% are up 3.5% or more. 4.0% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.2%…>=90:10.1%…>=80:19.7%…>=50:43.0%…<=20:23.6%…<=10:14.1%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:64.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:67.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.3% above previous 1 highs, 30.9% below previous 1 lows
11.3% above previous 2 highs, 19.6% below previous 2 lows
9.5% above previous 3 highs, 16.4% below previous 3 lows
8.2% above previous 4 highs, 15.4% below previous 4 lows
7.2% above previous 5 highs, 13.8% below previous 5 lows
6.7% above previous 6 highs, 12.8% below previous 6 lows
5.9% above previous 7 highs, 12.0% below previous 7 lows
5.8% above previous 8 highs, 10.4% below previous 8 lows
5.5% above previous 9 highs, 9.0% below previous 9 lows
5.4% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.0% are above or equal to 11/18 close (1 days ago), 63.0% are below.
54.4% are above or equal to 11/17 close (2 days ago), 45.6% are below.
48.8% are above or equal to 11/14 close (3 days ago), 51.2% are below.
51.2% are above or equal to 11/13 close (4 days ago), 48.8% are below.
43.8% are above or equal to 11/12 close (5 days ago), 56.2% are below.
45.7% are above or equal to 11/11 close (6 days ago), 54.3% are below.
46.4% are above or equal to 11/10 close (7 days ago), 53.6% are below.
53.3% are above or equal to 11/7 close (8 days ago), 46.7% are below.
55.5% are above or equal to 11/6 close (9 days ago), 44.5% are below.
60.1% are above or equal to 11/5 close (10 days ago), 39.9% are below.
65.2% are above or equal to 11/4 close (11 days ago), 34.8% are below.
60.1% are above or equal to 11/3 close (12 days ago), 39.9% are below.
59.0% are above or equal to 10/31 close (13 days ago), 41.0% are below.
69.0% are above or equal to 10/30 close (14 days ago), 31.0% are below.
69.1% are above or equal to 10/29 close (15 days ago), 30.9% are below.
67.0% are above or equal to 10/28 close (16 days ago), 33.0% are below.
75.5% are above or equal to 10/27 close (17 days ago), 24.5% are below.
71.8% are above or equal to 10/24 close (18 days ago), 28.2% are below.
72.7% are above or equal to 10/23 close (19 days ago), 27.3% are below.
77.8% are above or equal to 10/22 close (20 days ago), 22.2% are below.
72.5% are above or equal to 10/21 close (21 days ago), 27.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 3.4% new lows
21d: 9.3% new highs, 3.2% new lows
42d: 7.1% new highs, 1.6% new lows
63d: 6.2% new highs, 1.5% new lows
126d: 4.8% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.3% above, 64.7% below
3-day: 45.0% above, 55.0% below
4-day: 46.3% above, 53.7% below
5-day: 46.7% above, 53.3% below
8-day: 46.4% above, 53.6% below
10-day: 48.2% above, 51.8% below
20-day: 64.3% above, 35.7% below
50-day: 67.6% above, 32.4% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141119 3:28 pm ET)
RETA(67): 0.79% Top=SPLS TGT LOW PETM ASNA CHS DKS CAB ….. WSM CDW AAP QVCA JCP SHLD BABA NFLX=Bottom (Retail & Specialty Retail)
CONS(59): 0.33% Top=ICON FL WWW DECK SHOO COTY UA HBI ….. HAR IP SEE PAY PBI IRBT MOV AVP=Bottom (Consumer)
ENER(129): 0.10% Top=NGL GLF GDP WPX PBF EXXI UPL EPD ….. REXX EPE BBEP DNR LPI CRK PVA AREX=Bottom (Energy)
CHEM(32): -0.13% Top=APD MOS POT CF PPG AXLL WPZ ASH ….. FMC CE MEOH DOW HUN PEIX GPRE FTK=Bottom (Chemicals/Fertilizers)
INSU(37): -0.24% Top=VR ALL ACE HIG CLGX CB WSH FAF ….. AXS MBI RDN ORI CNO MTG GNW AFSI=Bottom (Insurance)
DISV(49): -0.25% Top=Z ULTA AAN AL TNET APOL SCI FLT ….. MCO RHI JEC WTW KBR MYGN HTZ HMSY=Bottom (Diversified Services)
TRAN(33): -0.29% Top=JBLU KEX TDW TK SWFT CSX JBHT CNI ….. UAL CHRW GBX TRN AAL XPO ALK YRCW=Bottom (Transportation)
MATE(31): -0.33% Top=EXP AWI VMC FAST DHI FLR MLM KBH ….. BCC MTH CVA TPH WM PHM PWR MTZ=Bottom (Materials & Construction)
FINA(84): -0.36% Top=FNFG KKR OCN WDR FNGN RY WU CBOE ….. SCHW LPLA FMER TCBI ETFC APO JNS RCAP=Bottom (Banks/Financials)
REAL(83): -0.43% Top=MAC WAC CBSO NSM GGP HLSS SKT CBL ….. LXP OHI SPG BMR AVIV HCP PPS CUBE=Bottom (Real Estate)
ELEC(54): -0.45% Top=GRMN TSL INVN CY RFMD TSRA TQNT MU ….. CAVM MCHP MXIM CSIQ JBL FSL CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.58% Top=JACK EAT BWLD RCL STAY PNK BLMN SBUX ….. HOT EXPE NDLS CCL SIX CHUY GPRO LOCO=Bottom (Leisure)
MANU(43): -0.62% Top=JKS MHK DDD PCP AME LII BWC EMR ….. ZBRA GTLS PPO XYL JOY TKR RS BGC=Bottom (Manufacturing)
HEAL(58): -0.66% Top=TMO BKD PRXL PINC SPNC EVHC ESRX THOR ….. DXCM STJ EW HUM WLP CYH THC BSX=Bottom (Health)
COHW(47): -0.97% Top=FTR CIEN WIN JDSU XLS CCI SYNA ANET ….. QCOM SMCI INFN RKUS LXK GOGO SWIR BBRY=Bottom (Computer Hardware/Telecom)
COSW(89): -1.27% Top=VNET MSCI TRIP EA NCR IMS TRUE GOOGL ….. LOCK SPLK QLIK SINA FEYE VIPS DWRE SNCR=Bottom (Computer Software/Internet)
META(27): -4.02% Top=HCLP CCJ CNX FCX NUE SLCA SCCO CMC ….. BTU AKS GG SWC EGO ABX CLD CLF=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 3:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:47 pm

Market Stats at 1:46 pm ET
by daytrend on 20141119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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
13.3% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
26.6% are below yesterday’s low.
60.1% are inside yesterday’s range.
27.3% of stocks with today’s high > yesterday’s high. (72.7% less than).
59.1% of stocks with today’s low < yesterday’s low. (40.9% greater than).

EVIDENCE OF INTRADAY TREND
38.3% of stocks are above today’s open. (60.6% are below).
32.2% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
4.5% of stocks opened above yesterday’s high.
36.9% of stocks opened above yesterday’s close. (55.8% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.8% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
59.1% are in the top half. 40.9% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN
38.0% of stocks are above yesterday’s close. (62.0% are below.)
1.5% are up 4.5% or more. 0.9% are down 4.5% or more.
2.3% are up 3.5% or more. 1.7% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.5%…>=90:10.2%…>=80:19.1%…>=50:45.0%…<=20:22.1%…<=10:11.7%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:66.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:69.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 26.6% below previous 1 lows
11.6% above previous 2 highs, 16.4% below previous 2 lows
9.9% above previous 3 highs, 14.0% below previous 3 lows
8.7% above previous 4 highs, 13.1% below previous 4 lows
7.7% above previous 5 highs, 10.8% below previous 5 lows
7.3% above previous 6 highs, 10.4% below previous 6 lows
6.3% above previous 7 highs, 9.7% below previous 7 lows
6.0% above previous 8 highs, 8.8% below previous 8 lows
5.7% above previous 9 highs, 6.8% below previous 9 lows
5.4% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.0% are above or equal to 11/18 close (1 days ago), 62.0% are below.
56.4% are above or equal to 11/17 close (2 days ago), 43.6% are below.
49.5% are above or equal to 11/14 close (3 days ago), 50.5% are below.
52.2% are above or equal to 11/13 close (4 days ago), 47.8% are below.
44.6% are above or equal to 11/12 close (5 days ago), 55.4% are below.
47.4% are above or equal to 11/11 close (6 days ago), 52.6% are below.
47.9% are above or equal to 11/10 close (7 days ago), 52.1% are below.
54.4% are above or equal to 11/7 close (8 days ago), 45.6% are below.
56.9% are above or equal to 11/6 close (9 days ago), 43.1% are below.
61.6% are above or equal to 11/5 close (10 days ago), 38.4% are below.
66.0% are above or equal to 11/4 close (11 days ago), 34.0% are below.
61.0% are above or equal to 11/3 close (12 days ago), 39.0% are below.
59.7% are above or equal to 10/31 close (13 days ago), 40.3% are below.
70.9% are above or equal to 10/30 close (14 days ago), 29.1% are below.
69.9% are above or equal to 10/29 close (15 days ago), 30.1% are below.
68.0% are above or equal to 10/28 close (16 days ago), 32.0% are below.
76.4% are above or equal to 10/27 close (17 days ago), 23.6% are below.
72.6% are above or equal to 10/24 close (18 days ago), 27.4% are below.
73.4% are above or equal to 10/23 close (19 days ago), 26.6% are below.
78.6% are above or equal to 10/22 close (20 days ago), 21.4% are below.
72.9% are above or equal to 10/21 close (21 days ago), 27.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.4% new highs, 3.3% new lows
21d: 8.4% new highs, 3.0% new lows
42d: 6.3% new highs, 1.6% new lows
63d: 5.5% new highs, 1.5% new lows
126d: 4.3% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 36.5% above, 63.5% below
3-day: 46.6% above, 53.4% below
4-day: 46.8% above, 53.2% below
5-day: 49.2% above, 50.8% below
8-day: 48.1% above, 51.9% below
10-day: 49.6% above, 50.4% below
20-day: 65.6% above, 34.4% below
50-day: 68.1% above, 31.9% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141119 1:46 pm ET)
RETA(67): 0.81% Top=SPLS TGT LOW PETM ASNA BBY DSW CHS ….. JCP GME EBAY CDW QVCA AAP NFLX SHLD=Bottom (Retail & Specialty Retail)
ENER(129): 0.48% Top=GDP NGL EXXI GLF UPL WPX RICE COG ….. DNR WFT CMLP LPI AREX CRK PVA PDS=Bottom (Energy)
CONS(59): 0.25% Top=ICON KATE COTY WWW SHOO TPX DECK LULU ….. HAR MWV IP SEE IRBT PBI MOV AVP=Bottom (Consumer)
DISV(49): -0.15% Top=Z ULTA AAN AL TNET SCI APOL VNTV ….. RHI MCO JEC ASGN CAR MYGN HTZ HMSY=Bottom (Diversified Services)
TRAN(33): -0.23% Top=JBLU TDW KEX TK GLNG SWFT JBHT CNI ….. CHRW XPO KSU ALK CNW TRN GBX YRCW=Bottom (Transportation)
CHEM(32): -0.24% Top=MOS APD POT CF PPG AXLL ASH WPZ ….. CBT CYT DOW CE HUN GPRE PEIX FTK=Bottom (Chemicals/Fertilizers)
REAL(83): -0.25% Top=MAC WAC CBSO GGP CBL NSM HLSS SKT ….. AVIV LXP CUBE NRF PPS HCP BMR SPG=Bottom (Real Estate)
INSU(37): -0.26% Top=VR ALL HIG ACE WSH CB AIG UNM ….. PGR ORI RDN MBI MTG GNW AFSI CNO=Bottom (Insurance)
LEIS(37): -0.28% Top=JACK BWLD DNKN BLMN RCL EAT PNRA SBUX ….. WEN WYNN WYN CCL SIX CHUY GPRO LOCO=Bottom (Leisure)
MATE(31): -0.29% Top=EXP AWI FLR VMC FAST MLM USG TOL ….. DAR CVA CLH BCC WM PWR PHM MTZ=Bottom (Materials & Construction)
FINA(84): -0.38% Top=KKR OCN WDR FNFG WU FRC CBOE ACAS ….. TCBI LM ETFC FMER APO LPLA JNS RCAP=Bottom (Banks/Financials)
ELEC(54): -0.44% Top=TSL GRMN INVN AMBA CY TSRA KLAC SPWR ….. PLNR TRMB CAVM JBL FSL CRUS MCHP MXIM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): -0.54% Top=TMO BKD SPNC ZLTQ ESRX PINC PRXL MR ….. STJ EW HUM THC ACHC WLP CYH BSX=Bottom (Health)
MANU(43): -0.58% Top=JKS MHK DDD PCP AME LII BWC PLL ….. GNRC GTLS BGC JOY PPO TKR RS XYL=Bottom (Manufacturing)
COHW(47): -0.60% Top=CIEN FTR JDSU ADTN UBNT ARUN XLS ARRS ….. SMCI VRSN QCOM INFN GOGO SWIR LXK BBRY=Bottom (Computer Hardware/Telecom)
COSW(89): -0.94% Top=VNET MSCI TRUE NCR TRIP CSOD IMS CTRX ….. COUP LOCK QLIK JD FEYE DWRE VIPS SNCR=Bottom (Computer Software/Internet)
META(27): -2.98% Top=CCJ HCLP FCX CNX RGLD SLW NUE SCCO ….. CENX AKS ABX X BTU SWC CLD CLF=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 1:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:52 pm

Market Stats at 12:52 pm ET
by daytrend on 20141119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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
12.6% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
28.4% are below yesterday’s low.
59.0% are inside yesterday’s range.
25.8% of stocks with today’s high > yesterday’s high. (74.2% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND
33.7% of stocks are above today’s open. (65.2% are below).
28.3% of stocks are above today’s open and yesterday’s close.
61.2% are below both.
4.5% of stocks opened above yesterday’s high.
36.9% of stocks opened above yesterday’s close. (55.8% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
22.8% are in the top 20%.
52.3% are in the top half. 47.7% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
6.0% are in the bottom 10%.

GAIN
33.2% of stocks are above yesterday’s close. (66.8% are below.)
1.5% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 1.6% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.3%…>=90:9.7%…>=80:16.4%…>=50:43.0%…<=20:23.9%…<=10:13.2%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:65.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.6% above previous 1 highs, 28.4% below previous 1 lows
10.3% above previous 2 highs, 17.7% below previous 2 lows
9.1% above previous 3 highs, 14.9% below previous 3 lows
7.7% above previous 4 highs, 13.8% below previous 4 lows
7.0% above previous 5 highs, 12.3% below previous 5 lows
6.3% above previous 6 highs, 11.6% below previous 6 lows
5.6% above previous 7 highs, 10.9% below previous 7 lows
5.4% above previous 8 highs, 9.3% below previous 8 lows
5.1% above previous 9 highs, 7.4% below previous 9 lows
5.0% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
33.2% are above or equal to 11/18 close (1 days ago), 66.8% are below.
53.1% are above or equal to 11/17 close (2 days ago), 46.9% are below.
47.2% are above or equal to 11/14 close (3 days ago), 52.8% are below.
50.7% are above or equal to 11/13 close (4 days ago), 49.3% are below.
43.0% are above or equal to 11/12 close (5 days ago), 57.0% are below.
47.1% are above or equal to 11/11 close (6 days ago), 52.9% are below.
47.0% are above or equal to 11/10 close (7 days ago), 53.0% are below.
53.0% are above or equal to 11/7 close (8 days ago), 47.0% are below.
55.3% are above or equal to 11/6 close (9 days ago), 44.7% are below.
60.6% are above or equal to 11/5 close (10 days ago), 39.4% are below.
65.1% are above or equal to 11/4 close (11 days ago), 34.9% are below.
60.0% are above or equal to 11/3 close (12 days ago), 40.0% are below.
58.4% are above or equal to 10/31 close (13 days ago), 41.6% are below.
69.7% are above or equal to 10/30 close (14 days ago), 30.3% are below.
69.7% are above or equal to 10/29 close (15 days ago), 30.3% are below.
68.0% are above or equal to 10/28 close (16 days ago), 32.0% are below.
76.0% are above or equal to 10/27 close (17 days ago), 24.0% are below.
72.6% are above or equal to 10/24 close (18 days ago), 27.4% are below.
72.9% are above or equal to 10/23 close (19 days ago), 27.1% are below.
78.1% are above or equal to 10/22 close (20 days ago), 21.9% are below.
72.7% are above or equal to 10/21 close (21 days ago), 27.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.0% new highs, 3.3% new lows
21d: 8.0% new highs, 3.0% new lows
42d: 5.9% new highs, 1.6% new lows
63d: 5.1% new highs, 1.5% new lows
126d: 4.0% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.1% above, 67.9% below
3-day: 43.1% above, 56.9% below
4-day: 44.4% above, 55.6% below
5-day: 46.0% above, 54.0% below
8-day: 45.9% above, 54.1% below
10-day: 48.9% above, 51.1% below
20-day: 64.1% above, 35.9% below
50-day: 67.5% above, 32.5% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141119 12:52 pm ET)
RETA(67): 0.85% Top=SPLS TGT LOW PETM BBY DSW ASNA DKS ….. BABA EBAY GME BID AAP QVCA NFLX SHLD=Bottom (Retail & Specialty Retail)
ENER(129): 0.24% Top=NGL EXXI UPL GDP RICE RRC COG MRD ….. DNR RIG CMLP WFT CRK PVA AREX PDS=Bottom (Energy)
CONS(59): 0.08% Top=ICON DECK COTY KATE WWW SHOO JAH FL ….. HAR IP MWV SEE PBI IRBT MOV AVP=Bottom (Consumer)
LEIS(37): -0.19% Top=JACK DNKN BWLD PNRA MCD STAY BLMN SBUX ….. WYNN MGM LVS WYN CCL SIX CHUY LOCO=Bottom (Leisure)
DISV(49): -0.24% Top=Z ULTA AAN AL SCI APOL VNTV MMS ….. MCO ADS RRD JEC CAR MYGN HTZ HMSY=Bottom (Diversified Services)
CHEM(32): -0.28% Top=POT MOS APD CF AXLL PPG ASH WPZ ….. FMC CYT WLK HUN CBT MEOH PEIX FTK=Bottom (Chemicals/Fertilizers)
INSU(37): -0.29% Top=VR ALL HIG ACE WSH CB UNM AIG ….. PGR RDN FAF MTG ORI GNW CNO AFSI=Bottom (Insurance)
REAL(83): -0.33% Top=MAC WAC CBSO GGP NSM CBL SKT HLSS ….. HST CUBE DDR LXP SPG HCP PPS BMR=Bottom (Real Estate)
TRAN(33): -0.37% Top=JBLU KEX TDW TK SWFT JBHT GLNG CNI ….. UAL KSU CHRW XPO CNW AAL TRN YRCW=Bottom (Transportation)
MATE(31): -0.37% Top=EXP USG FLR AWI VMC TOL SPF MLM ….. CVA WM CLH BZH BCC PHM PWR MTZ=Bottom (Materials & Construction)
ELEC(54): -0.47% Top=TSL GRMN INVN AMBA CY TSRA CREE KLAC ….. CGNX MXIM CAVM MCHP JBL TRMB CSIQ PLNR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): -0.56% Top=KKR OCN WU CG BX ACAS ICE FNGN ….. LM ETFC LPLA JNS APO FMER TCBI RCAP=Bottom (Banks/Financials)
MANU(43): -0.60% Top=JKS DDD MHK PCP LII AME BWC CFX ….. BGC PNR GNRC JOY TKR XYL PPO RS=Bottom (Manufacturing)
HEAL(58): -0.62% Top=TMO BKD ZLTQ PINC PRXL ESRX SPNC MR ….. HUM THC EW ACHC COO WLP CYH BSX=Bottom (Health)
COHW(47): -0.64% Top=CIEN FTR JDSU FNSR UBNT XLS ARUN ADTN ….. VRSN INFN RKUS TMUS LXK SWIR GOGO BBRY=Bottom (Computer Hardware/Telecom)
COSW(89): -1.07% Top=VNET MSCI TRUE NCR TRIP CSOD GRPN EA ….. QLIK FEYE JD COUP LOCK VIPS DWRE SNCR=Bottom (Computer Software/Internet)
META(27): -2.60% Top=CCJ HCLP CNX FCX SLW RGLD SLCA NEM ….. ABX AKS CENX BTU X SWC CLD CLF=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 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:03 pm

Market Stats at 12:03 pm ET
by daytrend on 20141119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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
10.0% of stocks are above yesterday’s high.
34.8% are above yesterday’s midpoint. (65.2% are below.)
33.1% are below yesterday’s low.
56.9% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
58.4% of stocks with today’s low < yesterday’s low. (41.6% greater than).

EVIDENCE OF INTRADAY TREND
29.1% of stocks are above today’s open. (69.6% are below).
23.8% of stocks are above today’s open and yesterday’s close.
65.9% are below both.
4.5% of stocks opened above yesterday’s high.
36.9% of stocks opened above yesterday’s close. (55.8% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.3% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
43.9% are in the top half. 56.1% of stocks are in the bottom half of today’s range.
20.1% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN
28.7% of stocks are above yesterday’s close. (71.3% are below.)
1.4% are up 4.5% or more. 1.3% are down 4.5% or more.
2.0% are up 3.5% or more. 2.6% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:8.0%…>=80:14.8%…>=50:37.9%…<=20:27.5%…<=10:15.6%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:63.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:66.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.0% above previous 1 highs, 33.1% below previous 1 lows
8.8% above previous 2 highs, 22.0% below previous 2 lows
7.8% above previous 3 highs, 18.6% below previous 3 lows
6.9% above previous 4 highs, 17.4% below previous 4 lows
6.2% above previous 5 highs, 15.5% below previous 5 lows
5.4% above previous 6 highs, 14.7% below previous 6 lows
4.8% above previous 7 highs, 13.7% below previous 7 lows
4.6% above previous 8 highs, 11.6% below previous 8 lows
4.4% above previous 9 highs, 9.2% below previous 9 lows
4.3% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.7% are above or equal to 11/18 close (1 days ago), 71.3% are below.
50.9% are above or equal to 11/17 close (2 days ago), 49.1% are below.
44.7% are above or equal to 11/14 close (3 days ago), 55.3% are below.
48.5% are above or equal to 11/13 close (4 days ago), 51.5% are below.
40.9% are above or equal to 11/12 close (5 days ago), 59.1% are below.
44.4% are above or equal to 11/11 close (6 days ago), 55.6% are below.
44.7% are above or equal to 11/10 close (7 days ago), 55.3% are below.
50.4% are above or equal to 11/7 close (8 days ago), 49.6% are below.
53.3% are above or equal to 11/6 close (9 days ago), 46.7% are below.
58.6% are above or equal to 11/5 close (10 days ago), 41.4% are below.
64.0% are above or equal to 11/4 close (11 days ago), 36.0% are below.
58.3% are above or equal to 11/3 close (12 days ago), 41.7% are below.
58.0% are above or equal to 10/31 close (13 days ago), 42.0% are below.
69.6% are above or equal to 10/30 close (14 days ago), 30.4% are below.
69.1% are above or equal to 10/29 close (15 days ago), 30.9% are below.
67.3% are above or equal to 10/28 close (16 days ago), 32.7% are below.
75.4% are above or equal to 10/27 close (17 days ago), 24.6% are below.
72.1% are above or equal to 10/24 close (18 days ago), 27.9% are below.
72.6% are above or equal to 10/23 close (19 days ago), 27.4% are below.
77.5% are above or equal to 10/22 close (20 days ago), 22.5% are below.
72.5% are above or equal to 10/21 close (21 days ago), 27.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.3% new highs, 3.3% new lows
21d: 7.3% new highs, 3.0% new lows
42d: 5.3% new highs, 1.6% new lows
63d: 4.5% new highs, 1.5% new lows
126d: 3.3% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.5% above, 72.5% below
3-day: 39.8% above, 60.2% below
4-day: 41.1% above, 58.9% below
5-day: 43.8% above, 56.2% below
8-day: 42.2% above, 57.8% below
10-day: 45.2% above, 54.8% below
20-day: 63.2% above, 36.8% below
50-day: 67.5% above, 32.5% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141119 12:03 pm ET)
RETA(67): 0.63% Top=SPLS TGT LOW PETM DSW BBY ASNA DKS ….. BABA GME QVCA AAP CDW EBAY NFLX SHLD=Bottom (Retail & Specialty Retail)
ENER(129): 0.28% Top=GDP UPL NGL EXXI RICE WPX MRD COG ….. AREX SU PVA CMLP CRK LPI WFT PDS=Bottom (Energy)
CONS(59): -0.07% Top=ICON COTY DECK TPX SCSS WHR KATE SHOO ….. HAR MWV SEE IP PBI IRBT AVP MOV=Bottom (Consumer)
LEIS(37): -0.27% Top=JACK BWLD PNRA MCD BLMN RCL SBUX DNKN ….. BJRI LVS MGM CCL SIX WYN CHUY LOCO=Bottom (Leisure)
CHEM(32): -0.30% Top=MOS POT APD CF PPG WPZ ASH AXLL ….. WLK FMC CBT GRA HUN MEOH GPRE FTK=Bottom (Chemicals/Fertilizers)
DISV(49): -0.32% Top=Z ULTA AAN SCI AL WTW APOL VNTV ….. RRD TMH JEC WOOF MYGN MCO HTZ HMSY=Bottom (Diversified Services)
TRAN(33): -0.34% Top=JBLU KEX TDW TK CNI SWFT GLNG CSX ….. LUV CHRW CNW UAL DAL AAL XPO YRCW=Bottom (Transportation)
MATE(31): -0.37% Top=FLR EXP USG VMC AWI DHI TOL MDC ….. BCC CVA WM BZH CLH PHM PWR MTZ=Bottom (Materials & Construction)
INSU(37): -0.45% Top=VR ALL HIG ACE UNM WSH AIG CB ….. PGR RDN FAF GNW ORI CNO MBI AFSI=Bottom (Insurance)
REAL(83): -0.47% Top=MAC WAC NSM GGP SKT HLSS BXP CBL ….. SPG LHO CLNY RLJ HST BMR PPS PEB=Bottom (Real Estate)
ELEC(54): -0.63% Top=TSL GRMN INVN CY TSRA KLAC WAT GLW ….. CRUS FSL MCHP JBL CAVM CGNX PLNR TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): -0.67% Top=JKS MHK DDD LII AME PCP CFX BWC ….. PNR MRC TEX TKR XYL BGC PPO RS=Bottom (Manufacturing)
HEAL(58): -0.73% Top=TMO PINC MR BKD ESRX PRXL A THOR ….. HNT ACHC COO TRNX WLP EW THC CYH=Bottom (Health)
FINA(84): -0.75% Top=OCN WU KKR CG ICE ACAS BX SLM ….. VLY APO JNS TCBI ETFC WETF FMER RCAP=Bottom (Banks/Financials)
COHW(47): -0.95% Top=FTR CIEN JDSU XLS ADTN CCI FNSR VSAT ….. INFN SMCI TMUS GOGO RKUS LXK SWIR BBRY=Bottom (Computer Hardware/Telecom)
COSW(89): -1.41% Top=VNET TRUE MSCI NCR TRIP IMS CTRX ZEN ….. JRJC COUP NTCT FEYE SPLK DWRE VIPS SNCR=Bottom (Computer Software/Internet)
META(27): -3.51% Top=CNX CCJ FCX HCLP NUE SCCO FMSA SLCA ….. X BTU ABX SWC CENX PAAS CLD CLF=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 12:03 pm ET $SPY $ES_F $IWM https://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