daytrend

09/17/2014

Filed under: Market Stats — daytrend @ 11:55 am

Market Stats at 12:55 pm ET
by daytrend on 20140917. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
30.2% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
7.4% are below yesterday’s low.
62.4% are inside yesterday’s range.
66.6% of stocks with today’s high > yesterday’s high. (33.4% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND
50.2% of stocks are above today’s open. (48.0% are below).
46.8% of stocks are above today’s open and yesterday’s close.
36.9% are below both.
16.6% of stocks opened above yesterday’s high.
67.1% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.9% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
41.0% are in the top half. 59.0% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
14.0% are in the bottom 10%.

GAIN
59.3% of stocks are above yesterday’s close. (40.7% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.2% are up 3.5% or more. 0.8% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:9.0%…>=80:24.5%…>=50:62.3%…<=20:14.0%…<=10:8.6%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:50.6%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.2% above previous 1 highs, 7.4% below previous 1 lows
22.1% above previous 2 highs, 5.7% below previous 2 lows
14.4% above previous 3 highs, 5.3% below previous 3 lows
13.2% above previous 4 highs, 4.8% below previous 4 lows
12.0% above previous 5 highs, 4.4% below previous 5 lows
10.9% above previous 6 highs, 4.3% below previous 6 lows
9.0% above previous 7 highs, 4.3% below previous 7 lows
8.5% above previous 8 highs, 4.2% below previous 8 lows
7.0% above previous 9 highs, 4.2% below previous 9 lows
6.5% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.3% are above or equal to 9/16 close (1 days ago), 40.7% are below.
76.4% are above or equal to 9/15 close (2 days ago), 23.6% are below.
58.5% are above or equal to 9/12 close (3 days ago), 41.5% are below.
41.4% are above or equal to 9/11 close (4 days ago), 58.6% are below.
45.6% are above or equal to 9/10 close (5 days ago), 54.4% are below.
51.0% are above or equal to 9/9 close (6 days ago), 49.0% are below.
38.2% are above or equal to 9/8 close (7 days ago), 61.8% are below.
36.1% are above or equal to 9/5 close (8 days ago), 63.9% are below.
42.4% are above or equal to 9/4 close (9 days ago), 57.6% are below.
40.1% are above or equal to 9/3 close (10 days ago), 59.9% are below.
37.8% are above or equal to 9/2 close (11 days ago), 62.2% are below.
39.6% are above or equal to 8/29 close (12 days ago), 60.4% are below.
45.3% are above or equal to 8/28 close (13 days ago), 54.7% are below.
43.4% are above or equal to 8/27 close (14 days ago), 56.6% are below.
42.9% are above or equal to 8/26 close (15 days ago), 57.1% are below.
45.7% are above or equal to 8/25 close (16 days ago), 54.3% are below.
50.2% are above or equal to 8/22 close (17 days ago), 49.8% are below.
48.4% are above or equal to 8/21 close (18 days ago), 51.6% are below.
50.3% are above or equal to 8/20 close (19 days ago), 49.7% are below.
52.7% are above or equal to 8/19 close (20 days ago), 47.3% are below.
56.8% are above or equal to 8/18 close (21 days ago), 43.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.7% new highs, 4.4% new lows
21d: 10.7% new highs, 4.2% new lows
42d: 7.9% new highs, 2.6% new lows
63d: 6.8% new highs, 2.1% new lows
126d: 5.8% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.5% above, 42.5% below
3-day: 72.2% above, 27.8% below
4-day: 65.9% above, 34.1% below
5-day: 56.4% above, 43.6% below
8-day: 49.5% above, 50.5% below
10-day: 45.4% above, 54.6% below
20-day: 45.5% above, 54.5% below
50-day: 55.4% above, 44.6% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 12:55 pm ET)
MATE(28): 1.45% Top=MTZ LEN KBH SPF DHI MDC MDR TPH ….. MLM WM OC DAR WY RSG RYN FAST=Bottom (Materials & Construction)
META(24): 0.95% Top=X NUE STLD AKS CCJ CENX PAAS AA ….. NEM AUY FCX SCCO AEM CLF SLW BTU=Bottom (Metals & Mining)
ELEC(55): 0.91% Top=TSL CSIQ JASO IDTI FSL CGNX SPWR CREE ….. INTC NVDA SWKS GRMN MEI GTAT TQNT RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 0.59% Top=FDX GBX KSU XPO NSC TRN UPS CHRW ….. SWFT UAL LUV TDW JBLU ALK DAL AAL=Bottom (Transportation)
MANU(37): 0.59% Top=DRC JKS MHK DHR JOY ATI BWC PCP ….. RXN ROK CAT DCI ITT GNRC CFX FLS=Bottom (Manufacturing)
LEIS(26): 0.43% Top=SGMS BLMN RCL LVS WEN HOT WYNN CCL ….. SEAS MCD WYN CAKE SIX BYD DNKN EXPE=Bottom (Leisure)
FINA(76): 0.36% Top=RCAP OCN ICE SCHW WU DFS AMP WETF ….. WBS KKR WDR FNFG NDAQ PVTB STT SLM=Bottom (Banks/Financials)
INSU(35): 0.33% Top=RDN MTG FNF ACGL MBI ORI WSH GNW ….. MET UNM WRB MMC AIZ AFL CNO LNC=Bottom (Insurance)
COHW(46): 0.25% Top=GOGO SSYS SWIR CTL LVLT FNSR NSR RKUS ….. EFII UBNT EMC TDC WDC PLCM S COMM=Bottom (Computer Hardware/Telecom)
REAL(77): 0.13% Top=CBL BXP HLSS CLNY SNH SLG EXR EDR ….. PLD HIW ARCP DLR NRF BDN DFT EJ=Bottom (Real Estate)
RETA(69): 0.13% Top=TFM WFM KMX RAD PIR FIVE SFM BURL ….. TIF URBN AMZN BIG BBY DANG HIBB SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.11% Top=ULTA CAR KBR GEO RRD TNET BLOX AL ….. XRS APOL V SERV MA HTZ ADS YY=Bottom (Diversified Services)
CHEM(27): 0.08% Top=DD DOW IPI FTK RPM TAM PPG CF ….. HUN OLN APD AXLL POL MEOH FMC GPRE=Bottom (Chemicals/Fertilizers)
COSW(75): 0.02% Top=FEYE GWRE RATE MDSO MDRX PFPT MENT DWRE ….. LNKD CTRX QLIK VEEV ATVI SFUN CSOD ADBE=Bottom (Computer Software/Internet)
HEAL(47): 0.00% Top=IRWD EVHC OPK ABT EW PKI CI A ….. ZMH MDT RMD DGX WCG DVA HRC BAX=Bottom (Health)
ENER(108): -0.14% Top=BBG MHR SN EEP ATHL RSPP EXXI MTDR ….. NOV HFC NE KOS TSO DO ALJ PBF=Bottom (Energy)
CONS(55): -0.62% Top=NUS UA IRBT SHOO FBHS LULU TUMI TPX ….. BERY PKG SEE PBI CCK RKT OI SKX=Bottom (Consumer)

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 12:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:42 am

Market Stats at 11:42 am ET
by daytrend on 20140917. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
30.9% of stocks are above yesterday’s high.
77.2% are above yesterday’s midpoint. (22.8% are below.)
6.2% are below yesterday’s low.
62.9% are inside yesterday’s range.
65.7% of stocks with today’s high > yesterday’s high. (34.3% less than).
10.3% of stocks with today’s low < yesterday’s low. (89.7% greater than).

EVIDENCE OF INTRADAY TREND
53.7% of stocks are above today’s open. (44.8% are below).
50.1% of stocks are above today’s open and yesterday’s close.
32.3% are below both.
16.6% of stocks opened above yesterday’s high.
67.1% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.7% of stocks are in the top 10% of today’s range.
15.3% 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.
23.1% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN
63.7% of stocks are above yesterday’s close. (36.3% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.5% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.4%…>=90:11.2%…>=80:26.1%…>=50:67.0%…<=20:11.9%…<=10:6.9%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:51.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.9% above previous 1 highs, 6.2% below previous 1 lows
21.7% above previous 2 highs, 4.7% below previous 2 lows
13.5% above previous 3 highs, 4.3% below previous 3 lows
12.6% above previous 4 highs, 4.1% below previous 4 lows
11.2% above previous 5 highs, 3.7% below previous 5 lows
10.2% above previous 6 highs, 3.6% below previous 6 lows
8.4% above previous 7 highs, 3.6% below previous 7 lows
8.1% above previous 8 highs, 3.5% below previous 8 lows
6.8% above previous 9 highs, 3.4% below previous 9 lows
6.5% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.7% are above or equal to 9/16 close (1 days ago), 36.3% are below.
78.8% are above or equal to 9/15 close (2 days ago), 21.2% are below.
60.8% are above or equal to 9/12 close (3 days ago), 39.2% are below.
41.8% are above or equal to 9/11 close (4 days ago), 58.2% are below.
47.7% are above or equal to 9/10 close (5 days ago), 52.3% are below.
51.3% are above or equal to 9/9 close (6 days ago), 48.7% are below.
39.2% are above or equal to 9/8 close (7 days ago), 60.8% are below.
36.9% are above or equal to 9/5 close (8 days ago), 63.1% are below.
43.2% are above or equal to 9/4 close (9 days ago), 56.8% are below.
41.2% are above or equal to 9/3 close (10 days ago), 58.8% are below.
38.2% are above or equal to 9/2 close (11 days ago), 61.8% are below.
41.1% are above or equal to 8/29 close (12 days ago), 58.9% are below.
46.0% are above or equal to 8/28 close (13 days ago), 54.0% are below.
43.8% are above or equal to 8/27 close (14 days ago), 56.2% are below.
43.4% are above or equal to 8/26 close (15 days ago), 56.6% are below.
47.4% are above or equal to 8/25 close (16 days ago), 52.6% are below.
51.0% are above or equal to 8/22 close (17 days ago), 49.0% are below.
49.2% are above or equal to 8/21 close (18 days ago), 50.8% are below.
49.7% are above or equal to 8/20 close (19 days ago), 50.3% are below.
53.2% are above or equal to 8/19 close (20 days ago), 46.8% are below.
56.5% are above or equal to 8/18 close (21 days ago), 43.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.5% new highs, 3.5% new lows
21d: 10.5% new highs, 3.3% new lows
42d: 7.6% new highs, 2.0% new lows
63d: 6.7% new highs, 1.8% new lows
126d: 5.7% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.3% above, 37.7% below
3-day: 75.8% above, 24.2% below
4-day: 70.8% above, 29.2% below
5-day: 60.4% above, 39.6% below
8-day: 51.9% above, 48.1% below
10-day: 48.2% above, 51.8% below
20-day: 45.5% above, 54.5% below
50-day: 55.9% above, 44.1% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 11:42 am ET)
MATE(28): 1.74% Top=LEN KBH SPF MTZ DHI RYL MDC TPH ….. WM OC WY MTRX DAR RYN RSG FAST=Bottom (Materials & Construction)
ELEC(55): 1.07% Top=TSL CSIQ IDTI JASO FSL SPWR SUNE CY ….. NVDA MEI TEL GRMN SWKS SNPS RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 0.71% Top=FDX GBX KSU XPO NSC TRN UPS CHRW ….. SWFT TDW LUV UAL JBLU ALK DAL AAL=Bottom (Transportation)
META(24): 0.70% Top=X STLD NUE AKS CENX AA CCJ PAAS ….. AUY NEM SCCO AEM SWC SLW BTU CLF=Bottom (Metals & Mining)
MANU(37): 0.65% Top=DRC JKS ATI GTLS MHK DHR PCP AGCO ….. KMT MRC RXN FLS ITT GNRC DCI CFX=Bottom (Manufacturing)
LEIS(26): 0.49% Top=SGMS BLMN RCL WEN HOT LVS WYNN MAR ….. SEAS BYD CAKE LTM SIX MCD EXPE DNKN=Bottom (Leisure)
FINA(76): 0.45% Top=RCAP OCN WU DFS SCHW APO AMP JNS ….. ACAS BK WFC TD SLM NDAQ KKR FNFG=Bottom (Banks/Financials)
COHW(46): 0.41% Top=SSYS GOGO CTL LVLT SYNA SWIR NSR FNSR ….. S UBNT EFII WDC EMC COMM PLCM TDC=Bottom (Computer Hardware/Telecom)
INSU(35): 0.40% Top=RDN MTG ORI MBI GNW FNF AFSI ACGL ….. WRB AFL AIZ MET LNC MMC UNM CNO=Bottom (Insurance)
REAL(77): 0.26% Top=RLGY BXP SLG EDR CBL DRH CLNY HLSS ….. ARCP CPT MAC PLD NRF BDN DFT EJ=Bottom (Real Estate)
CHEM(27): 0.23% Top=DD DOW FTK IPI RPM PPG ALB ASH ….. HUN APD MEOH CE POL AXLL GPRE FMC=Bottom (Chemicals/Fertilizers)
DISV(46): 0.22% Top=ULTA KBR CAR RRD BLOX AAN ALLE GEO ….. MCO SERV V ADS MA YY APOL XRS=Bottom (Diversified Services)
RETA(69): 0.20% Top=WFM KMX FIVE TFM RAD SFM JCP DKS ….. URBN DANG TIF HIBB AMZN BBY BIG SHLD=Bottom (Retail & Specialty Retail)
HEAL(47): 0.08% Top=IRWD ABT EVHC OPK PKI EW DXCM CI ….. ZMH WCG RMD MDT DGX HRC DVA BAX=Bottom (Health)
COSW(75): 0.01% Top=FEYE GWRE DWRE MDSO PFPT XRX FTNT RATE ….. MENT CTRX VEEV QLIK SFUN ATVI CSOD ADBE=Bottom (Computer Software/Internet)
ENER(108): -0.08% Top=MHR BBG EEP SN PAGP ATHL CLR RGP ….. CRK HFC CVE ALJ KOS TSO DO PBF=Bottom (Energy)
CONS(55): -0.50% Top=NUS UA IRBT FBHS TPX TUMI LEG LULU ….. AVY SEE CCK KS PKG RKT OI SKX=Bottom (Consumer)

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 11:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:40 am ET
by daytrend on 20140917. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
28.9% of stocks are above yesterday’s high.
77.0% are above yesterday’s midpoint. (23.0% are below.)
4.8% are below yesterday’s low.
66.3% are inside yesterday’s range.
63.5% of stocks with today’s high > yesterday’s high. (36.5% less than).
8.9% of stocks with today’s low < yesterday’s low. (91.1% greater than).

EVIDENCE OF INTRADAY TREND
53.1% of stocks are above today’s open. (45.7% are below).
49.2% of stocks are above today’s open and yesterday’s close.
33.7% are below both.
16.6% of stocks opened above yesterday’s high.
67.1% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
14.9% 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.
30.7% are in the bottom 20%.
22.1% are in the bottom 10%.

GAIN
62.5% of stocks are above yesterday’s close. (37.5% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.8% are up 3.5% or more. 0.4% are down 3.5% or more.
79.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.3%…>=90:10.7%…>=80:25.4%…>=50:65.2%…<=20:11.1%…<=10:7.5%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:51.6%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:53.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.9% above previous 1 highs, 4.8% below previous 1 lows
21.8% above previous 2 highs, 3.5% below previous 2 lows
14.2% above previous 3 highs, 2.9% below previous 3 lows
12.7% above previous 4 highs, 2.8% below previous 4 lows
12.0% above previous 5 highs, 2.8% below previous 5 lows
10.5% above previous 6 highs, 2.8% below previous 6 lows
9.1% above previous 7 highs, 2.8% below previous 7 lows
8.4% above previous 8 highs, 2.8% below previous 8 lows
7.5% above previous 9 highs, 2.8% below previous 9 lows
6.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.5% are above or equal to 9/16 close (1 days ago), 37.5% are below.
78.2% are above or equal to 9/15 close (2 days ago), 21.8% are below.
60.0% are above or equal to 9/12 close (3 days ago), 40.0% are below.
41.8% are above or equal to 9/11 close (4 days ago), 58.2% are below.
48.0% are above or equal to 9/10 close (5 days ago), 52.0% are below.
51.5% are above or equal to 9/9 close (6 days ago), 48.5% are below.
40.0% are above or equal to 9/8 close (7 days ago), 60.0% are below.
36.6% are above or equal to 9/5 close (8 days ago), 63.4% are below.
43.8% are above or equal to 9/4 close (9 days ago), 56.2% are below.
42.0% are above or equal to 9/3 close (10 days ago), 58.0% are below.
40.1% are above or equal to 9/2 close (11 days ago), 59.9% are below.
41.9% are above or equal to 8/29 close (12 days ago), 58.1% are below.
46.4% are above or equal to 8/28 close (13 days ago), 53.6% are below.
44.9% are above or equal to 8/27 close (14 days ago), 55.1% are below.
44.1% are above or equal to 8/26 close (15 days ago), 55.9% are below.
47.4% are above or equal to 8/25 close (16 days ago), 52.6% are below.
51.7% are above or equal to 8/22 close (17 days ago), 48.3% are below.
48.7% are above or equal to 8/21 close (18 days ago), 51.3% are below.
49.8% are above or equal to 8/20 close (19 days ago), 50.2% are below.
53.0% are above or equal to 8/19 close (20 days ago), 47.0% are below.
56.0% are above or equal to 8/18 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.9% new highs, 2.5% new lows
21d: 9.9% new highs, 2.2% new lows
42d: 7.4% new highs, 1.6% new lows
63d: 6.4% new highs, 1.5% new lows
126d: 5.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.7% above, 39.3% below
3-day: 74.8% above, 25.2% below
4-day: 69.7% above, 30.3% below
5-day: 59.0% above, 41.0% below
8-day: 52.0% above, 48.0% below
10-day: 47.8% above, 52.2% below
20-day: 46.6% above, 53.4% below
50-day: 56.2% above, 43.8% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 10:40 am ET)
MATE(28): 1.83% Top=LEN SPF KBH RYL DHI PHM MDC TOL ….. WM OC DAR WY FAST RSG MTRX RYN=Bottom (Materials & Construction)
ELEC(55): 0.92% Top=TSL CSIQ IDTI GTAT JASO SPWR FSLR CY ….. QLGC MU SNPS SWKS GRMN MEI RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 0.81% Top=FDX KSU GBX XPO NSC UPS TRN CHRW ….. UAL TDW GLNG ALK DAL LUV AAL JBLU=Bottom (Transportation)
MANU(37): 0.58% Top=JKS MHK ATI DHR PCP AGCO GTLS DRC ….. DCI FLS ETN ITT KMT MRC CFX GNRC=Bottom (Manufacturing)
META(24): 0.49% Top=X STLD NUE AKS CENX SLCA AA PAAS ….. SCCO ABX FCX GG NEM AEM SLW CLF=Bottom (Metals & Mining)
FINA(76): 0.45% Top=RCAP OCN DFS WU WETF SCHW AMP ETFC ….. ISBC PBCT BX TD CME KKR NDAQ FNFG=Bottom (Banks/Financials)
INSU(35): 0.43% Top=RDN MTG AGO MBI ORI WSH HIG ACGL ….. WRB AIZ PGR MMC MET UNM AFL AHL=Bottom (Insurance)
LEIS(26): 0.33% Top=BLMN SGMS RCL WEN PNK HOT KKD MAR ….. LTM LVS MCD BYD MGM DNKN MPEL EXPE=Bottom (Leisure)
CHEM(27): 0.33% Top=DD DOW FTK PPG MOS ASH RPM IPI ….. EMN APD MON WPZ POL POT AXLL FMC=Bottom (Chemicals/Fertilizers)
COHW(46): 0.32% Top=SWIR SSYS NSR CTL SYNA GOGO HPQ FNSR ….. BCE WIN COMM EMC S TDC PLCM ARUN=Bottom (Computer Hardware/Telecom)
DISV(46): 0.31% Top=CAR ULTA KBR TNET ALLE RRD VNTV ACM ….. ADS BLOX RCII MCO V APOL YY XRS=Bottom (Diversified Services)
HEAL(47): 0.22% Top=IRWD ABT OPK PKI CI CYH EW EVHC ….. LH WMGI WCG DGX RMD HRC DVA BAX=Bottom (Health)
RETA(69): 0.14% Top=KMX WFM RAD PIR TFM FIVE JCP KSS ….. NFLX GME TIF BBY BIG SHLD AMZN HIBB=Bottom (Retail & Specialty Retail)
REAL(77): 0.04% Top=RLGY BXP HLSS DRH CLNY EXR SLG IVR ….. DLR DFT MPW NRF BDN PLD EJ ARCP=Bottom (Real Estate)
COSW(75): -0.07% Top=FEYE FTNT MDSO PFPT GWRE XRX MDRX TRAK ….. CRM YELP CTRX TRIP QLIK SFUN CSOD ADBE=Bottom (Computer Software/Internet)
ENER(108): -0.11% Top=MHR SN CJES EEP BBG ATHL CLR EXH ….. EPE HFC LPI TSO CRK CVE KOS PBF=Bottom (Energy)
CONS(55): -0.31% Top=NUS UA FBHS IRBT LEG WHR TPX TUMI ….. AVY FOSL CCK PKG KS RKT SKX OI=Bottom (Consumer)

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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:08 am ET
by daytrend on 20140917. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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

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

COMPARED TO YESTERDAY’S RANGE
35.6% of stocks are above yesterday’s high.
84.7% are above yesterday’s midpoint. (15.3% are below.)
3.6% are below yesterday’s low.
60.8% are inside yesterday’s range.
60.2% of stocks with today’s high > yesterday’s high. (39.8% less than).
7.6% of stocks with today’s low < yesterday’s low. (92.4% greater than).

EVIDENCE OF INTRADAY TREND
61.3% of stocks are above today’s open. (36.4% are below).
56.9% of stocks are above today’s open and yesterday’s close.
23.7% are below both.
16.6% of stocks opened above yesterday’s high.
67.1% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.1% of stocks are in the top 10% of today’s range.
27.4% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN
71.9% of stocks are above yesterday’s close. (28.1% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
79.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.7%…>=90:11.6%…>=80:30.1%…>=50:72.9%…<=20:8.9%…<=10:5.0%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:53.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:55.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.6% above previous 1 highs, 3.6% below previous 1 lows
26.0% above previous 2 highs, 2.7% below previous 2 lows
16.3% above previous 3 highs, 2.3% below previous 3 lows
14.5% above previous 4 highs, 1.9% below previous 4 lows
13.0% above previous 5 highs, 1.9% below previous 5 lows
11.2% above previous 6 highs, 1.9% below previous 6 lows
9.3% above previous 7 highs, 1.9% below previous 7 lows
9.0% above previous 8 highs, 1.6% below previous 8 lows
7.5% above previous 9 highs, 1.6% below previous 9 lows
6.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.9% are above or equal to 9/16 close (1 days ago), 28.1% are below.
83.0% are above or equal to 9/15 close (2 days ago), 17.0% are below.
64.6% are above or equal to 9/12 close (3 days ago), 35.4% are below.
45.4% are above or equal to 9/11 close (4 days ago), 54.6% are below.
51.3% are above or equal to 9/10 close (5 days ago), 48.7% are below.
53.9% are above or equal to 9/9 close (6 days ago), 46.1% are below.
42.2% are above or equal to 9/8 close (7 days ago), 57.8% are below.
38.5% are above or equal to 9/5 close (8 days ago), 61.5% are below.
45.9% are above or equal to 9/4 close (9 days ago), 54.1% are below.
43.3% are above or equal to 9/3 close (10 days ago), 56.7% are below.
41.2% are above or equal to 9/2 close (11 days ago), 58.8% are below.
42.6% are above or equal to 8/29 close (12 days ago), 57.4% are below.
47.4% are above or equal to 8/28 close (13 days ago), 52.6% are below.
46.6% are above or equal to 8/27 close (14 days ago), 53.4% are below.
45.5% are above or equal to 8/26 close (15 days ago), 54.5% are below.
48.1% are above or equal to 8/25 close (16 days ago), 51.9% are below.
52.5% are above or equal to 8/22 close (17 days ago), 47.5% are below.
50.4% are above or equal to 8/21 close (18 days ago), 49.6% are below.
51.9% are above or equal to 8/20 close (19 days ago), 48.1% are below.
54.5% are above or equal to 8/19 close (20 days ago), 45.5% are below.
57.8% are above or equal to 8/18 close (21 days ago), 42.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.2% new highs, 1.9% new lows
21d: 9.2% new highs, 1.6% new lows
42d: 6.8% new highs, 1.4% new lows
63d: 6.0% new highs, 1.3% new lows
126d: 5.3% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.1% above, 29.9% below
3-day: 81.8% above, 18.2% below
4-day: 76.3% above, 23.7% below
5-day: 65.6% above, 34.4% below
8-day: 55.8% above, 44.2% below
10-day: 51.3% above, 48.7% below
20-day: 48.2% above, 51.8% below
50-day: 57.1% above, 42.9% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140917 10:08 am ET)
MATE(28): 1.90% Top=LEN RYL SPF KBH DHI PHM MDC TOL ….. WM CVA OC FAST RSG WY MTRX RYN=Bottom (Materials & Construction)
ELEC(55): 1.13% Top=TSL GTAT IDTI JASO CSIQ SUNE INVN FSLR ….. AMAT MU MEI SNPS SWKS GRMN RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 1.12% Top=FDX KSU GBX XPO UPS NSC TRN CSX ….. CNI JBLU ALK DAL TDW LUV GLNG AAL=Bottom (Transportation)
META(24): 0.77% Top=X NUE AKS STLD CENX SLCA RGLD PAAS ….. ABX CCJ GG NEM FCX AEM CLF SLW=Bottom (Metals & Mining)
MANU(37): 0.76% Top=JKS MHK ATI DHR BWC DDD PCP DRC ….. CAT ITT GE CFX MRC KMT ETN GNRC=Bottom (Manufacturing)
FINA(76): 0.60% Top=RCAP OCN WETF DFS SCHW JNS AMP ETFC ….. PBCT TD NDAQ KKR CME FNFG BX NYCB=Bottom (Banks/Financials)
CHEM(27): 0.56% Top=DD DOW GPRE FTK CE PPG ASH RPM ….. MEOH CF AGU AXLL WPZ POL POT FMC=Bottom (Chemicals/Fertilizers)
COHW(46): 0.56% Top=SSYS GOGO NSR PANW SWIR CIEN LVLT CTL ….. COMM BBRY S WIN EMC WDC BCE PLCM=Bottom (Computer Hardware/Telecom)
DISV(46): 0.56% Top=CAR ALLE ULTA KBR HTZ HMSY VNTV RRD ….. MA ADT MCO RCII YY V APOL XRS=Bottom (Diversified Services)
INSU(35): 0.54% Top=RDN MTG MBI AGO FNF GNW LNC HIG ….. VR ACE L AIZ PGR CB AFL AHL=Bottom (Insurance)
REAL(77): 0.26% Top=RLGY BXP DRH SLG EXR CHSP CUZ RLJ ….. MAC DFT GRT SNH EDR NRF ARCP PLD=Bottom (Real Estate)
HEAL(47): 0.25% Top=IRWD OPK CI EVHC PKI MOH ABT A ….. WMGI THOR LH DGX RMD HRC DVA BAX=Bottom (Health)
LEIS(26): 0.24% Top=SGMS BLMN RCL KKD BYD WEN HOT MAR ….. SEAS MCD WYNN LVS EXPE MGM MPEL DNKN=Bottom (Leisure)
COSW(75): 0.17% Top=FEYE FTNT GWRE MDRX MDSO NUAN TTWO CDNS ….. YHOO ORCL MENT TRIP AOL CSOD SFUN ADBE=Bottom (Computer Software/Internet)
RETA(69): 0.17% Top=RAD WFM KMX JCP TFM FIVE LOW WAG ….. BBY TIF DSW BIG SHLD AEO HIBB AMZN=Bottom (Retail & Specialty Retail)
ENER(108): 0.08% Top=BBG SN MHR CJES BAS ATHL EXH BCEI ….. VLO ECA TSO BWP HFC CVE KOS PBF=Bottom (Energy)
CONS(55): 0.02% Top=UA NUS IRBT FBHS WHR TPX LEG TUMI ….. FOSL KS PKG CCK CROX RKT SKX OI=Bottom (Consumer)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/16/2014

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

Closing Stats
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
36.9% of stocks are above yesterday’s high.
66.9% are above yesterday’s midpoint. (33.1% are below.)
8.9% are below yesterday’s low.
54.1% are inside yesterday’s range.
57.8% of stocks with today’s high > yesterday’s high. (42.2% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND
81.8% of stocks are above today’s open. (17.1% are below).
73.3% of stocks are above today’s open and yesterday’s close.
16.1% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.2% of stocks are in the top 10% of today’s range.
33.2% are in the top 20%.
78.8% are in the top half. 21.2% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
75.4% of stocks are above yesterday’s close. (24.6% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.5% are up 3.5% or more. 0.5% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:7.1%…>=80:17.8%…>=50:55.4%…<=20:18.4%…<=10:9.5%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:46.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:48.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.9% above previous 1 highs, 8.9% below previous 1 lows
18.5% above previous 2 highs, 8.1% below previous 2 lows
14.7% above previous 3 highs, 6.6% below previous 3 lows
11.4% above previous 4 highs, 5.6% below previous 4 lows
8.9% above previous 5 highs, 5.5% below previous 5 lows
6.7% above previous 6 highs, 5.3% below previous 6 lows
5.9% above previous 7 highs, 4.9% below previous 7 lows
5.1% above previous 8 highs, 4.7% below previous 8 lows
4.5% above previous 9 highs, 4.5% below previous 9 lows
4.4% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
75.4% are above or equal to 9/15 close (1 days ago), 24.6% are below.
54.7% are above or equal to 9/12 close (2 days ago), 45.3% are below.
34.4% are above or equal to 9/11 close (3 days ago), 65.6% are below.
40.9% are above or equal to 9/10 close (4 days ago), 59.1% are below.
47.4% are above or equal to 9/9 close (5 days ago), 52.6% are below.
35.6% are above or equal to 9/8 close (6 days ago), 64.4% are below.
31.3% are above or equal to 9/5 close (7 days ago), 68.7% are below.
37.8% are above or equal to 9/4 close (8 days ago), 62.2% are below.
35.9% are above or equal to 9/3 close (9 days ago), 64.1% are below.
35.8% are above or equal to 9/2 close (10 days ago), 64.2% are below.
38.0% are above or equal to 8/29 close (11 days ago), 62.0% are below.
43.3% are above or equal to 8/28 close (12 days ago), 56.7% are below.
41.6% are above or equal to 8/27 close (13 days ago), 58.4% are below.
40.9% are above or equal to 8/26 close (14 days ago), 59.1% are below.
43.9% are above or equal to 8/25 close (15 days ago), 56.1% are below.
48.7% are above or equal to 8/22 close (16 days ago), 51.3% are below.
46.1% are above or equal to 8/21 close (17 days ago), 53.9% are below.
47.8% are above or equal to 8/20 close (18 days ago), 52.2% are below.
50.8% are above or equal to 8/19 close (19 days ago), 49.2% are below.
54.7% are above or equal to 8/18 close (20 days ago), 45.3% are below.
62.9% are above or equal to 8/15 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 17.3% new lows
21d: 7.1% new highs, 14.9% new lows
42d: 5.1% new highs, 7.3% new lows
63d: 4.0% new highs, 5.9% new lows
126d: 3.3% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.5% above, 25.5% below
3-day: 64.4% above, 35.6% below
4-day: 48.9% above, 51.1% below
5-day: 47.2% above, 52.8% below
8-day: 41.2% above, 58.8% below
10-day: 40.2% above, 59.8% below
20-day: 42.4% above, 57.6% below
50-day: 54.5% above, 45.5% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 Closing)
META(24): 1.62% Top=SLCA AKS X CCJ BTU CENX TCK SCCO ….. NUE GG PAAS NEM RGLD AUY CNX AA=Bottom (Metals & Mining)
ELEC(55): 1.39% Top=AMBA CODE MU FSL IDTI SWKS ALTR XLNX ….. QLGC SCTY JASO TEL BRKR CSIQ TRMB TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 1.31% Top=BBG RICE MTDR BCEI EOG BAS SPN CRK ….. ESV MPC DO RIG VLO FTI RDC ATW=Bottom (Energy)
TRAN(26): 1.00% Top=GBX GLNG TRN KSU AAL CP LUV XPO ….. UPS SWFT CHRW HUBG TDW UAL JBHT CNW=Bottom (Transportation)
REAL(76): 0.87% Top=CBL RLJ HST EXR MAC NNN ARCP LHO ….. AMH HLSS EFC GLPI MPW EJ HTS AGNC=Bottom (Real Estate)
CHEM(27): 0.81% Top=GPRE FTK HUN POT APD CE MEOH AXLL ….. PX RPM CHMT FMC OLN POL TAM IPI=Bottom (Chemicals/Fertilizers)
RETA(69): 0.79% Top=AEO DANG PIR ANN GME FRAN BBY DSW ….. NFLX KORS AN KAR DKS FIVE TFM SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.75% Top=Z MYGN YY CXW GEO MA PCLN SBAC ….. APOL PAYX VNTV AL BLOX KBR CAR TNET=Bottom (Diversified Services)
COHW(46): 0.69% Top=ARRS SNDK LVLT UBNT BRCD SSYS SWIR RKUS ….. TMUS CIEN LXK AAPL NSR JNPR GOGO S=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.63% Top=HUM CNC THC BKD MDT CI EVHC DGX ….. EW BSX WCG RMD VAR PKI ZLTQ IRWD=Bottom (Health)
COSW(73): 0.61% Top=MANH WWWW TWTR DATA NCR XRX BIDU LNKD ….. TRAK MDRX PTC PFPT GWRE VEEV MDSO JD=Bottom (Computer Software/Internet)
MATE(28): 0.30% Top=MTRX MAS AWI EXP RYN RSG PWR VMC ….. DHI FLR CVA RYL LEN KBH MDC TPH=Bottom (Materials & Construction)
CONS(56): 0.22% Top=SKX GT FL PAY IRBT JAH HBI UFS ….. MAT WWW TUP PKG CCK BERY IP LULU=Bottom (Consumer)
MANU(36): 0.13% Top=TEX DHR ATI GE DDD XYL ROK FLS ….. ETN JKS TKR GTLS BWC MHK GNRC AGCO=Bottom (Manufacturing)
FINA(73): 0.02% Top=ETFC LM RY AXP BX DFS LAZ SEIC ….. PNNT CMA APO SNV FMER WETF PVTB FNFG=Bottom (Banks/Financials)
INSU(35): -0.05% Top=LNC AHL PRU UNM CNO MMC AIG AIZ ….. AJG AON WSH RDN ORI MTG AFL AFSI=Bottom (Insurance)
LEIS(26): -0.34% Top=WEN EXPE RCL WYN MAR HOT CAKE YUM ….. PNK WYNN BYD DRI LVS MGM MPEL SGMS=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:26 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
40.8% of stocks are above yesterday’s high.
70.2% are above yesterday’s midpoint. (29.8% are below.)
7.9% are below yesterday’s low.
51.3% are inside yesterday’s range.
57.2% of stocks with today’s high > yesterday’s high. (42.8% less than).
48.0% of stocks with today’s low < yesterday’s low. (52.0% greater than).

EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (14.1% are below).
75.5% of stocks are above today’s open and yesterday’s close.
13.4% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% 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.
45.4% are in the top 20%.
84.6% are in the top half. 15.4% of stocks are in the bottom half of today’s range.
4.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
77.8% of stocks are above yesterday’s close. (22.2% are below.)
1.4% are up 4.5% or more. 0.4% are down 4.5% or more.
2.8% are up 3.5% or more. 0.5% are down 3.5% or more.
58.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:7.3%…>=80:19.5%…>=50:59.5%…<=20:16.2%…<=10:8.8%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:48.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:50.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.8% above previous 1 highs, 7.9% below previous 1 lows
21.8% above previous 2 highs, 6.8% below previous 2 lows
17.8% above previous 3 highs, 5.1% below previous 3 lows
15.2% above previous 4 highs, 4.1% below previous 4 lows
11.5% above previous 5 highs, 4.0% below previous 5 lows
8.5% above previous 6 highs, 3.8% below previous 6 lows
7.8% above previous 7 highs, 3.5% below previous 7 lows
6.4% above previous 8 highs, 3.4% below previous 8 lows
5.3% above previous 9 highs, 3.2% below previous 9 lows
5.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.8% are above or equal to 9/15 close (1 days ago), 22.2% are below.
56.1% are above or equal to 9/12 close (2 days ago), 43.9% are below.
36.6% are above or equal to 9/11 close (3 days ago), 63.4% are below.
43.3% are above or equal to 9/10 close (4 days ago), 56.7% are below.
48.6% are above or equal to 9/9 close (5 days ago), 51.4% are below.
37.4% are above or equal to 9/8 close (6 days ago), 62.6% are below.
32.1% are above or equal to 9/5 close (7 days ago), 67.9% are below.
39.1% are above or equal to 9/4 close (8 days ago), 60.9% are below.
37.1% are above or equal to 9/3 close (9 days ago), 62.9% are below.
36.9% are above or equal to 9/2 close (10 days ago), 63.1% are below.
39.1% are above or equal to 8/29 close (11 days ago), 60.9% are below.
43.8% are above or equal to 8/28 close (12 days ago), 56.2% are below.
42.4% are above or equal to 8/27 close (13 days ago), 57.6% are below.
42.0% are above or equal to 8/26 close (14 days ago), 58.0% are below.
45.2% are above or equal to 8/25 close (15 days ago), 54.8% are below.
49.8% are above or equal to 8/22 close (16 days ago), 50.2% are below.
46.9% are above or equal to 8/21 close (17 days ago), 53.1% are below.
48.7% are above or equal to 8/20 close (18 days ago), 51.3% are below.
51.6% are above or equal to 8/19 close (19 days ago), 48.4% are below.
55.3% are above or equal to 8/18 close (20 days ago), 44.7% are below.
63.6% are above or equal to 8/15 close (21 days ago), 36.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.1% new highs, 17.2% new lows
21d: 6.9% new highs, 14.9% new lows
42d: 4.9% new highs, 7.3% new lows
63d: 3.9% new highs, 5.9% new lows
126d: 3.3% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.6% above, 23.4% below
3-day: 66.7% above, 33.3% below
4-day: 52.7% above, 47.3% below
5-day: 48.9% above, 51.1% below
8-day: 44.9% above, 55.1% below
10-day: 42.4% above, 57.6% below
20-day: 44.0% above, 56.0% below
50-day: 55.6% above, 44.4% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 3:26 pm ET)
META(24): 1.92% Top=SLCA AKS X CCJ CENX SCCO EGO SWC ….. GG NUE NEM PAAS RGLD CNX AUY AA=Bottom (Metals & Mining)
ELEC(55): 1.48% Top=AMBA MU FSL CODE IDTI ALTR XLNX SWKS ….. QLGC TRMB CSIQ GTAT TEL BRKR SCTY TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(108): 1.44% Top=BBG RICE MTDR BCEI CRK SN EOG BAS ….. VLO DO MPC RIG ATW PBF FTI RDC=Bottom (Energy)
TRAN(26): 1.11% Top=GBX TRN KSU GLNG AAL CP LUV XPO ….. SWFT CHRW EXPD TDW HUBG UAL JBHT CNW=Bottom (Transportation)
REAL(76): 0.96% Top=CBL EXR HST RLJ NNN NRF MAC WRI ….. TWO HLSS GLPI EJ EFC HTS AGNC MPW=Bottom (Real Estate)
CHEM(27): 0.95% Top=GPRE HUN FTK APD POT CE MEOH AXLL ….. PX RPM CHMT FMC POL OLN TAM IPI=Bottom (Chemicals/Fertilizers)
DISV(46): 0.81% Top=Z MYGN YY CXW PCLN GEO MA SBAC ….. AL APOL RHI PAYX KBR BLOX TNET CAR=Bottom (Diversified Services)
RETA(69): 0.79% Top=AEO PIR GME DANG FRAN ANN DSW BBY ….. AN KORS CHS DKS KAR FIVE TFM SHLD=Bottom (Retail & Specialty Retail)
COSW(73): 0.76% Top=WWWW MANH DATA NCR TWTR BIDU LNKD SPLK ….. CVLT TRAK GWRE MDRX PTC VEEV JD MDSO=Bottom (Computer Software/Internet)
COHW(46): 0.75% Top=ARRS LVLT SNDK BRCD SWIR UBNT SSYS SYNA ….. COMM LXK AAPL CIEN NSR JNPR GOGO S=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.73% Top=HUM THC CNC CI EVHC BKD MDT DGX ….. BSX OPK RMD WCG PKI ZLTQ VAR IRWD=Bottom (Health)
MATE(28): 0.44% Top=MTRX MAS EXP RYN AWI WY VMC MDR ….. FAST FLR USG RYL MDC CVA KBH TPH=Bottom (Materials & Construction)
CONS(56): 0.29% Top=SKX GT FL PAY JAH IRBT HBI ECL ….. WWW CCK BERY PKG TUP IP CROX LULU=Bottom (Consumer)
MANU(36): 0.28% Top=TEX ATI DDD DHR GE XYL RXN FLS ….. CMI ETN GTLS TKR BWC MHK GNRC AGCO=Bottom (Manufacturing)
FINA(73): 0.10% Top=RY LM AXP DFS ETFC SEIC BX RJF ….. RCAP ZION CMA PBCT FMER SNV WETF FNFG=Bottom (Banks/Financials)
INSU(35): 0.09% Top=LNC PRU UNM AHL MBI MMC CNO MET ….. AJG ORI WSH ACGL RDN MTG AFL AFSI=Bottom (Insurance)
LEIS(26): -0.43% Top=EXPE WEN RCL WYN MAR HOT CAKE SBUX ….. WYNN SIX DRI LVS BYD MGM MPEL SGMS=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:19 pm

Market Stats at 1:19 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
39.4% of stocks are above yesterday’s high.
68.1% are above yesterday’s midpoint. (31.9% are below.)
7.9% are below yesterday’s low.
52.7% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
85.4% of stocks are above today’s open. (13.5% are below).
76.6% of stocks are above today’s open and yesterday’s close.
12.9% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
39.5% of stocks are in the top 10% of today’s range.
62.6% are in the top 20%.
87.3% are in the top half. 12.7% of stocks are in the bottom half of today’s range.
3.5% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
77.9% of stocks are above yesterday’s close. (22.1% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
2.7% are up 3.5% or more. 0.5% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:7.3%…>=80:20.5%…>=50:57.9%…<=20:16.9%…<=10:8.8%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:48.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:50.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.4% above previous 1 highs, 7.9% below previous 1 lows
22.6% above previous 2 highs, 6.8% below previous 2 lows
18.5% above previous 3 highs, 5.6% below previous 3 lows
16.9% above previous 4 highs, 4.7% below previous 4 lows
12.7% above previous 5 highs, 4.5% below previous 5 lows
9.3% above previous 6 highs, 4.4% below previous 6 lows
8.2% above previous 7 highs, 4.0% below previous 7 lows
6.4% above previous 8 highs, 3.6% below previous 8 lows
5.3% above previous 9 highs, 3.3% below previous 9 lows
5.2% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.9% are above or equal to 9/15 close (1 days ago), 22.1% are below.
55.6% are above or equal to 9/12 close (2 days ago), 44.4% are below.
37.2% are above or equal to 9/11 close (3 days ago), 62.8% are below.
43.6% are above or equal to 9/10 close (4 days ago), 56.4% are below.
49.3% are above or equal to 9/9 close (5 days ago), 50.7% are below.
37.1% are above or equal to 9/8 close (6 days ago), 62.9% are below.
32.0% are above or equal to 9/5 close (7 days ago), 68.0% are below.
38.6% are above or equal to 9/4 close (8 days ago), 61.4% are below.
36.5% are above or equal to 9/3 close (9 days ago), 63.5% are below.
36.9% are above or equal to 9/2 close (10 days ago), 63.1% are below.
39.1% are above or equal to 8/29 close (11 days ago), 60.9% are below.
44.4% are above or equal to 8/28 close (12 days ago), 55.6% are below.
42.6% are above or equal to 8/27 close (13 days ago), 57.4% are below.
41.8% are above or equal to 8/26 close (14 days ago), 58.2% are below.
44.4% are above or equal to 8/25 close (15 days ago), 55.6% are below.
49.3% are above or equal to 8/22 close (16 days ago), 50.7% are below.
46.8% are above or equal to 8/21 close (17 days ago), 53.2% are below.
48.5% are above or equal to 8/20 close (18 days ago), 51.5% are below.
50.9% are above or equal to 8/19 close (19 days ago), 49.1% are below.
55.9% are above or equal to 8/18 close (20 days ago), 44.1% are below.
63.1% are above or equal to 8/15 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.2% new highs, 16.8% new lows
21d: 5.2% new highs, 14.6% new lows
42d: 3.6% new highs, 7.1% new lows
63d: 2.8% new highs, 5.6% new lows
126d: 2.4% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.4% above, 22.6% below
3-day: 65.1% above, 34.9% below
4-day: 51.8% above, 48.2% below
5-day: 48.8% above, 51.2% below
8-day: 43.6% above, 56.4% below
10-day: 41.6% above, 58.4% below
20-day: 43.6% above, 56.4% below
50-day: 54.5% above, 45.5% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 1:19 pm ET)
ENER(108): 1.91% Top=BBG RICE GDP MTDR BCEI BAS EOG FANG ….. PAGP HOS EXH MEMP ATW BWP RDC FTI=Bottom (Energy)
META(24): 1.65% Top=SLCA CCJ X AKS SCCO CENX TCK CLF ….. ABX NUE GG NEM PAAS RGLD AUY AA=Bottom (Metals & Mining)
RETA(69): 1.01% Top=AEO GME ANN FRAN PIR DSW ANF BBY ….. AN FIVE RAD TFM DKS NFLX KAR SHLD=Bottom (Retail & Specialty Retail)
ELEC(55): 1.01% Top=AMBA MU CODE FSL MEI ALTR IDTI SWKS ….. TRMB TEL SPWR CSIQ CAVM TSL JASO GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.94% Top=GPRE HUN APD FTK CE POT AXLL MEOH ….. GRA MON CHMT OLN FMC POL IPI TAM=Bottom (Chemicals/Fertilizers)
REAL(76): 0.85% Top=CBL MAC NRF HST RLJ DRH OHI WRI ….. TWO HLSS EJ GLPI EFC AGNC HTS MPW=Bottom (Real Estate)
DISV(46): 0.80% Top=Z YY MYGN GEO CXW ULTA SCI LDOS ….. VNTV HMSY SERV APOL TNET KBR CAR BLOX=Bottom (Diversified Services)
COSW(73): 0.57% Top=DATA WWWW MANH NCR TWTR XRX FEYE NOW ….. IACI TRAK PTC JD VEEV GWRE PFPT MDSO=Bottom (Computer Software/Internet)
HEAL(46): 0.50% Top=HUM CI MDT DGX THC EVHC UNH HNT ….. EW RMD ZLTQ WCG VAR PKI WMGI IRWD=Bottom (Health)
COHW(46): 0.49% Top=ARRS LVLT UBNT SWIR BRCD SNDK EFII CSCO ….. COMM JDSU NSR CIEN AAPL JNPR GOGO S=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.44% Top=GBX TRN GLNG AAL LUV JBLU CP TDW ….. DAL NSC EXPD FDX SAVE UAL SWFT CNW=Bottom (Transportation)
MATE(28): 0.42% Top=MDR MAS MTRX AWI EXP RYN LEN VMC ….. KBH FLR RYL FAST TPH MDC USG CVA=Bottom (Materials & Construction)
CONS(56): 0.35% Top=GT SKX FL PAY UFS JAH COH CLX ….. NUS PKG TUP WWW LULU CROX KS IP=Bottom (Consumer)
MANU(36): 0.25% Top=TEX ATI GE DHR CFX DDD XYL RXN ….. PCP TKR ETN JKS GNRC AGCO MHK BWC=Bottom (Manufacturing)
INSU(35): 0.20% Top=LNC AHL PRU MBI UNM GNW VR MET ….. ACGL ORI WSH BRO RDN MTG AFL AFSI=Bottom (Insurance)
FINA(73): 0.07% Top=BX RJF LM DFS SEIC AXP RY COF ….. UMPQ FMER PBCT PVTB APO FNFG WETF RCAP=Bottom (Banks/Financials)
LEIS(26): -0.56% Top=WEN EXPE WYN YUM MCD MAR SBUX CAKE ….. KKD PNK LVS WYNN BYD MGM MPEL SGMS=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 1:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:36 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
37.4% of stocks are above yesterday’s high.
68.1% are above yesterday’s midpoint. (31.9% are below.)
7.6% are below yesterday’s low.
54.9% are inside yesterday’s range.
48.9% of stocks with today’s high > yesterday’s high. (51.1% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (13.9% are below).
75.2% of stocks are above today’s open and yesterday’s close.
13.1% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
40.6% of stocks are in the top 10% of today’s range.
63.9% are in the top 20%.
87.3% are in the top half. 12.7% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN
77.8% of stocks are above yesterday’s close. (22.2% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.6% are up 3.5% or more. 0.5% are down 3.5% or more.
62.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.9%…>=90:7.2%…>=80:20.1%…>=50:56.0%…<=20:18.1%…<=10:10.0%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:47.8%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.4% above previous 1 highs, 7.6% below previous 1 lows
20.5% above previous 2 highs, 6.8% below previous 2 lows
16.8% above previous 3 highs, 5.8% below previous 3 lows
15.1% above previous 4 highs, 5.2% below previous 4 lows
11.1% above previous 5 highs, 4.9% below previous 5 lows
8.5% above previous 6 highs, 4.7% below previous 6 lows
7.5% above previous 7 highs, 4.4% below previous 7 lows
5.6% above previous 8 highs, 4.0% below previous 8 lows
4.6% above previous 9 highs, 3.5% below previous 9 lows
4.5% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.8% are above or equal to 9/15 close (1 days ago), 22.2% are below.
54.2% are above or equal to 9/12 close (2 days ago), 45.8% are below.
36.1% are above or equal to 9/11 close (3 days ago), 63.9% are below.
42.7% are above or equal to 9/10 close (4 days ago), 57.3% are below.
48.2% are above or equal to 9/9 close (5 days ago), 51.8% are below.
36.6% are above or equal to 9/8 close (6 days ago), 63.4% are below.
30.7% are above or equal to 9/5 close (7 days ago), 69.3% are below.
38.5% are above or equal to 9/4 close (8 days ago), 61.5% are below.
36.1% are above or equal to 9/3 close (9 days ago), 63.9% are below.
35.9% are above or equal to 9/2 close (10 days ago), 64.1% are below.
38.8% are above or equal to 8/29 close (11 days ago), 61.2% are below.
43.4% are above or equal to 8/28 close (12 days ago), 56.6% are below.
42.0% are above or equal to 8/27 close (13 days ago), 58.0% are below.
40.6% are above or equal to 8/26 close (14 days ago), 59.4% are below.
43.8% are above or equal to 8/25 close (15 days ago), 56.2% are below.
48.9% are above or equal to 8/22 close (16 days ago), 51.1% are below.
46.0% are above or equal to 8/21 close (17 days ago), 54.0% are below.
47.1% are above or equal to 8/20 close (18 days ago), 52.9% are below.
50.1% are above or equal to 8/19 close (19 days ago), 49.9% are below.
55.2% are above or equal to 8/18 close (20 days ago), 44.8% are below.
63.3% are above or equal to 8/15 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.9% new highs, 16.7% new lows
21d: 4.9% new highs, 14.5% new lows
42d: 3.3% new highs, 7.1% new lows
63d: 2.4% new highs, 5.6% new lows
126d: 2.1% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 76.6% above, 23.4% below
3-day: 64.0% above, 36.0% below
4-day: 49.8% above, 50.2% below
5-day: 47.3% above, 52.7% below
8-day: 44.1% above, 55.9% below
10-day: 40.7% above, 59.3% below
20-day: 42.7% above, 57.3% below
50-day: 53.8% above, 46.2% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 12:36 pm ET)
ENER(108): 1.95% Top=BBG MTDR FANG RICE GDP BCEI CRK SN ….. RRC EXH HOS PAGP ATW BWP RDC FTI=Bottom (Energy)
META(24): 1.52% Top=SLCA CCJ X CENX SCCO AKS FCX TCK ….. SLW ABX GG NEM PAAS AUY RGLD AA=Bottom (Metals & Mining)
CHEM(27): 0.92% Top=HUN APD GPRE FTK POT CE DOW WPZ ….. OLN CHMT GRA RPM FMC POL IPI TAM=Bottom (Chemicals/Fertilizers)
ELEC(55): 0.88% Top=AMBA MU CODE MEI FSL ALTR SWKS XLNX ….. TRMB TEL BRKR CAVM GTAT TSL JASO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(76): 0.87% Top=CBL NRF MAC RLJ HST ARCP WRI EXR ….. CYS HLSS EJ HTS EFC GLPI AGNC MPW=Bottom (Real Estate)
RETA(69): 0.83% Top=AEO FRAN ANN GME PIR ANF DSW BBY ….. SFM TFM RAD DKS RH KAR NFLX SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.72% Top=Z YY MYGN GEO CXW PCLN LDOS SCI ….. ADS PAYX RRD SERV TNET CAR KBR BLOX=Bottom (Diversified Services)
COHW(46): 0.50% Top=ARRS BRCD UBNT LVLT SWIR EFII SNDK CSCO ….. NSR CIEN COMM JDSU GOGO JNPR AAPL S=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.48% Top=GBX TRN GLNG AAL LUV TDW ALK CP ….. NSC FDX UAL EXPD HUBG SWFT SAVE CNW=Bottom (Transportation)
HEAL(46): 0.43% Top=HUM CI BKD MDT DGX HNT THC WLP ….. EW RMD HOLX VAR PKI WMGI ZLTQ IRWD=Bottom (Health)
MATE(28): 0.40% Top=MDR MAS AWI MTRX RYN MTZ LEN EXP ….. FLR OC SPF USG MDC FAST RYL CVA=Bottom (Materials & Construction)
CONS(56): 0.35% Top=GT SKX FL UFS HBI PAY COH UA ….. NUS PKG FOSL HAR TUP LULU CROX IP=Bottom (Consumer)
COSW(73): 0.34% Top=WWWW TWTR XRX DATA MANH LNKD BIDU ORCL ….. CSOD VRNT PTC GWRE PFPT VEEV JD MDSO=Bottom (Computer Software/Internet)
INSU(35): 0.24% Top=LNC PRU AHL UNM MBI GNW ACE CNO ….. ACGL ORI WSH AON AJG MTG AFL AFSI=Bottom (Insurance)
MANU(36): 0.22% Top=ATI TEX GE XYL DDD CFX ITW DE ….. CMI BWC PCP TKR JKS ETN MHK GNRC=Bottom (Manufacturing)
FINA(73): 0.11% Top=RJF RY SEIC ICE WFC DFS LM LAZ ….. PVTB UMPQ WU APO PBCT FNFG RCAP WETF=Bottom (Banks/Financials)
LEIS(26): -0.68% Top=WEN YUM EXPE WYN DNKN MCD MAR SBUX ….. PNK KKD LVS WYNN BYD MGM MPEL SGMS=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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:06 am

Market Stats at 12:06 pm ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
32.4% of stocks are above yesterday’s high.
62.7% are above yesterday’s midpoint. (37.3% are below.)
11.1% are below yesterday’s low.
56.6% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
78.7% of stocks are above today’s open. (19.3% are below).
66.6% of stocks are above today’s open and yesterday’s close.
17.5% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.8% of stocks are in the top 10% of today’s range.
49.5% are in the top 20%.
81.5% are in the top half. 18.5% of stocks are in the bottom half of today’s range.
3.5% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN
69.8% of stocks are above yesterday’s close. (30.2% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.0% are up 3.5% or more. 0.6% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.6%…>=90:5.3%…>=80:15.9%…>=50:50.0%…<=20:24.1%…<=10:13.4%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:44.1%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:46.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.4% above previous 1 highs, 11.1% below previous 1 lows
17.1% above previous 2 highs, 10.2% below previous 2 lows
13.9% above previous 3 highs, 8.4% below previous 3 lows
11.9% above previous 4 highs, 6.8% below previous 4 lows
8.4% above previous 5 highs, 6.7% below previous 5 lows
6.4% above previous 6 highs, 6.5% below previous 6 lows
5.2% above previous 7 highs, 6.0% below previous 7 lows
4.0% above previous 8 highs, 5.8% below previous 8 lows
3.1% above previous 9 highs, 5.3% below previous 9 lows
2.9% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
69.8% are above or equal to 9/15 close (1 days ago), 30.2% are below.
49.2% are above or equal to 9/12 close (2 days ago), 50.8% are below.
32.5% are above or equal to 9/11 close (3 days ago), 67.5% are below.
40.4% are above or equal to 9/10 close (4 days ago), 59.6% are below.
45.2% are above or equal to 9/9 close (5 days ago), 54.8% are below.
33.6% are above or equal to 9/8 close (6 days ago), 66.4% are below.
28.4% are above or equal to 9/5 close (7 days ago), 71.6% are below.
36.8% are above or equal to 9/4 close (8 days ago), 63.2% are below.
33.3% are above or equal to 9/3 close (9 days ago), 66.7% are below.
33.1% are above or equal to 9/2 close (10 days ago), 66.9% are below.
36.6% are above or equal to 8/29 close (11 days ago), 63.4% are below.
41.1% are above or equal to 8/28 close (12 days ago), 58.9% are below.
40.2% are above or equal to 8/27 close (13 days ago), 59.8% are below.
38.7% are above or equal to 8/26 close (14 days ago), 61.3% are below.
42.4% are above or equal to 8/25 close (15 days ago), 57.6% are below.
46.8% are above or equal to 8/22 close (16 days ago), 53.2% are below.
43.9% are above or equal to 8/21 close (17 days ago), 56.1% are below.
45.5% are above or equal to 8/20 close (18 days ago), 54.5% are below.
49.2% are above or equal to 8/19 close (19 days ago), 50.8% are below.
53.4% are above or equal to 8/18 close (20 days ago), 46.6% are below.
62.1% are above or equal to 8/15 close (21 days ago), 37.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.0% new highs, 16.7% new lows
21d: 4.0% new highs, 14.5% new lows
42d: 2.6% new highs, 7.1% new lows
63d: 1.6% new highs, 5.6% new lows
126d: 1.4% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.5% above, 31.5% below
3-day: 56.0% above, 44.0% below
4-day: 43.5% above, 56.5% below
5-day: 42.2% above, 57.8% below
8-day: 38.7% above, 61.3% below
10-day: 37.1% above, 62.9% below
20-day: 40.2% above, 59.8% below
50-day: 52.5% above, 47.5% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 12:06 pm ET)
ENER(108): 1.80% Top=BBG MTDR RICE SN FANG CRZO BCEI CRK ….. MWE RRC ATW PAGP RDC EXH BWP FTI=Bottom (Energy)
META(24): 1.35% Top=SLCA CCJ CENX AEM SCCO X AKS FCX ….. NEM GG SLW AUY CNX PAAS RGLD AA=Bottom (Metals & Mining)
REAL(76): 0.77% Top=CBL NRF MAC RLJ HST ARCP NNN WRI ….. HTS HLSS CYS RHP EFC GLPI AGNC MPW=Bottom (Real Estate)
CHEM(27): 0.70% Top=APD HUN POT FTK GPRE WPZ CE DOW ….. OLN CHMT GRA RPM FMC POL TAM IPI=Bottom (Chemicals/Fertilizers)
RETA(69): 0.66% Top=AEO PIR GME ANN FRAN ANF BBY DSW ….. DKS FIVE TFM RH RAD NFLX KAR SHLD=Bottom (Retail & Specialty Retail)
ELEC(55): 0.59% Top=AMBA MU CODE MEI FSL ALTR SWKS XLNX ….. SPWR SCTY CGNX TSL JASO CAVM CSIQ GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.44% Top=Z YY MYGN GEO CXW LDOS PCLN SCI ….. SERV TNET RRD PAYX AL KBR CAR BLOX=Bottom (Diversified Services)
TRAN(26): 0.36% Top=GBX TRN GLNG AAL TDW LUV CP ALK ….. NSC SWFT FDX EXPD HUBG JBLU SAVE CNW=Bottom (Transportation)
MATE(28): 0.29% Top=MDR MTRX MAS AWI LEN RYN WY MTZ ….. TPH OC SPF MDC FAST USG RYL CVA=Bottom (Materials & Construction)
HEAL(46): 0.25% Top=HUM CI BKD DGX HNT WLP MDT UNH ….. HOLX BSX EW VAR PKI WMGI ZLTQ IRWD=Bottom (Health)
COHW(46): 0.20% Top=ARRS BRCD LVLT SNDK EFII WIN VIP FTR ….. NSR INFN JDSU ARUN GOGO AAPL JNPR S=Bottom (Computer Hardware/Telecom)
CONS(56): 0.14% Top=GT SKX FL HBI UFS COH UA CLX ….. TUP FOSL HAR WWW KS NUS IP CROX=Bottom (Consumer)
INSU(35): 0.09% Top=LNC UNM AHL PRU GNW MBI MET CNO ….. ORI WSH RDN AON AJG MTG AFSI AFL=Bottom (Insurance)
COSW(73): 0.09% Top=WWWW TWTR DATA XRX BIDU MANH ORCL FB ….. VRNT CSOD PTC GWRE PFPT VEEV JD MDSO=Bottom (Computer Software/Internet)
MANU(36): -0.01% Top=ATI TEX GE XYL CAT DE ITW CFX ….. PCP GTLS TKR CMI MHK ETN GNRC JKS=Bottom (Manufacturing)
FINA(73): -0.08% Top=RY WFC ICE DFS COF NDAQ RJF PFG ….. PVTB APO WU FNFG PBCT UMPQ RCAP WETF=Bottom (Banks/Financials)
LEIS(26): -0.80% Top=WEN MCD YUM WYN SBUX DNKN HOT MAR ….. PNK BYD KKD WYNN LVS MGM MPEL SGMS=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 12:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:59 am

Market Stats at 11:59 am ET
by daytrend on 20140916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

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

COMPARED TO YESTERDAY’S RANGE
35.8% of stocks are above yesterday’s high.
64.7% are above yesterday’s midpoint. (35.3% are below.)
9.3% are below yesterday’s low.
54.9% are inside yesterday’s range.
46.8% of stocks with today’s high > yesterday’s high. (53.2% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND
82.4% of stocks are above today’s open. (16.4% are below).
70.2% of stocks are above today’s open and yesterday’s close.
15.3% are below both.
2.0% of stocks opened above yesterday’s high.
22.4% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
40.9% of stocks are in the top 10% of today’s range.
61.1% are in the top 20%.
85.2% are in the top half. 14.8% of stocks are in the bottom half of today’s range.
2.5% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN
73.5% of stocks are above yesterday’s close. (26.5% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.9% are up 3.5% or more. 0.5% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.6%…>=90:5.8%…>=80:19.5%…>=50:53.1%…<=20:22.0%…<=10:11.6%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:46.1%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.8% above previous 1 highs, 9.3% below previous 1 lows
19.4% above previous 2 highs, 8.5% below previous 2 lows
16.7% above previous 3 highs, 6.5% below previous 3 lows
14.4% above previous 4 highs, 5.4% below previous 4 lows
11.3% above previous 5 highs, 5.2% below previous 5 lows
8.0% above previous 6 highs, 5.1% below previous 6 lows
6.9% above previous 7 highs, 4.6% below previous 7 lows
4.7% above previous 8 highs, 4.4% below previous 8 lows
3.8% above previous 9 highs, 4.1% below previous 9 lows
3.6% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
73.5% are above or equal to 9/15 close (1 days ago), 26.5% are below.
51.2% are above or equal to 9/12 close (2 days ago), 48.8% are below.
33.6% are above or equal to 9/11 close (3 days ago), 66.4% are below.
40.8% are above or equal to 9/10 close (4 days ago), 59.2% are below.
47.4% are above or equal to 9/9 close (5 days ago), 52.6% are below.
35.2% are above or equal to 9/8 close (6 days ago), 64.8% are below.
29.8% are above or equal to 9/5 close (7 days ago), 70.2% are below.
37.8% are above or equal to 9/4 close (8 days ago), 62.2% are below.
34.7% are above or equal to 9/3 close (9 days ago), 65.3% are below.
34.6% are above or equal to 9/2 close (10 days ago), 65.4% are below.
37.4% are above or equal to 8/29 close (11 days ago), 62.6% are below.
42.7% are above or equal to 8/28 close (12 days ago), 57.3% are below.
41.3% are above or equal to 8/27 close (13 days ago), 58.7% are below.
39.9% are above or equal to 8/26 close (14 days ago), 60.1% are below.
43.1% are above or equal to 8/25 close (15 days ago), 56.9% are below.
47.6% are above or equal to 8/22 close (16 days ago), 52.4% are below.
45.2% are above or equal to 8/21 close (17 days ago), 54.8% are below.
46.4% are above or equal to 8/20 close (18 days ago), 53.6% are below.
49.6% are above or equal to 8/19 close (19 days ago), 50.4% are below.
54.4% are above or equal to 8/18 close (20 days ago), 45.6% are below.
62.9% are above or equal to 8/15 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.0% new highs, 16.7% new lows
21d: 4.0% new highs, 14.5% new lows
42d: 2.6% new highs, 7.1% new lows
63d: 1.6% new highs, 5.6% new lows
126d: 1.4% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.6% above, 28.4% below
3-day: 60.1% above, 39.9% below
4-day: 45.8% above, 54.2% below
5-day: 45.3% above, 54.7% below
8-day: 41.8% above, 58.2% below
10-day: 39.8% above, 60.2% below
20-day: 41.8% above, 58.2% below
50-day: 52.9% above, 47.1% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140916 11:59 am ET)
ENER(108): 2.11% Top=BBG MTDR RICE FANG CRZO GDP BCEI PVA ….. LPI MWE ATW RDC EXH BWP PAGP FTI=Bottom (Energy)
META(24): 1.33% Top=SLCA CCJ X AKS SCCO AEM FCX STLD ….. CNX SLW NEM GG PAAS AUY RGLD AA=Bottom (Metals & Mining)
REAL(76): 0.82% Top=CBL NRF MAC RLJ HST ARCP WRI EXR ….. HTS CYS GLPI RHP HLSS EFC MPW AGNC=Bottom (Real Estate)
CHEM(27): 0.78% Top=HUN APD GPRE POT FTK WPZ DOW CF ….. MOS MON CHMT RPM FMC TAM POL IPI=Bottom (Chemicals/Fertilizers)
RETA(69): 0.76% Top=AEO PIR ANN FRAN GME ANF DSW BBY ….. AN DKS TFM RH RAD NFLX KAR SHLD=Bottom (Retail & Specialty Retail)
ELEC(55): 0.75% Top=AMBA MU CODE MEI FSL ALTR XLNX SWKS ….. SPWR TEL JASO TSL CGNX CSIQ CAVM GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.52% Top=Z YY MYGN GEO CXW PCLN LDOS SCI ….. RHI AL TNET RRD PAYX CAR KBR BLOX=Bottom (Diversified Services)
TRAN(26): 0.44% Top=GBX TRN AAL GLNG TDW LUV ALK CP ….. JBHT SAVE FDX EXPD SWFT NSC HUBG CNW=Bottom (Transportation)
COHW(46): 0.30% Top=ARRS BRCD LVLT WIN FTR EFII SNDK VIP ….. CIEN INFN JDSU GOGO ARUN AAPL JNPR S=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.29% Top=HUM DGX CI BKD HNT EVHC WLP MDT ….. OPK RMD EW PKI VAR WMGI ZLTQ IRWD=Bottom (Health)
MATE(28): 0.28% Top=MTRX MDR MAS AWI LEN RYN MTZ RSG ….. MLM SPF TPH MDC FAST USG CVA RYL=Bottom (Materials & Construction)
CONS(56): 0.19% Top=GT SKX FL UFS HBI PAY UA COH ….. FOSL TUP HAR WWW KS IP NUS CROX=Bottom (Consumer)
INSU(35): 0.17% Top=LNC UNM PRU AHL GNW CNO MET AIZ ….. ORI RDN WSH AON AJG MTG AFL AFSI=Bottom (Insurance)
COSW(73): 0.17% Top=WWWW XRX TWTR DATA MANH FEYE BIDU LNKD ….. VRNT CSOD PTC GWRE JD PFPT VEEV MDSO=Bottom (Computer Software/Internet)
MANU(36): 0.10% Top=ATI GE TEX XYL CAT CFX ITW DE ….. PCP TKR GTLS ETN MHK CMI GNRC JKS=Bottom (Manufacturing)
FINA(73): 0.03% Top=RY ICE WFC DFS ETFC SEIC RJF COF ….. WU PVTB FRC UMPQ PBCT RCAP FNFG WETF=Bottom (Banks/Financials)
LEIS(26): -0.71% Top=WEN WYN MCD YUM SBUX DNKN HOT MAR ….. PNK KKD BYD WYNN LVS MGM MPEL SGMS=Bottom (Leisure)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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