daytrend

10/29/2014

Filed under: Market Stats — daytrend @ 3:02 pm

Closing Stats
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1010.

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
27.7% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
12.0% are below yesterday’s low.
60.3% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND
33.6% of stocks are above today’s open. (65.1% are below).
29.6% of stocks are above today’s open and yesterday’s close.
57.0% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.9% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.9% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
42.5% are in the top half. 57.5% of stocks are in the bottom half of today’s range.
11.1% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN
38.8% of stocks are above yesterday’s close. (61.2% are below.)
1.8% are up 4.5% or more. 2.3% are down 4.5% or more.
2.7% are up 3.5% or more. 3.3% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.3%…>=90:20.8%…>=80:32.1%…>=50:67.6%…<=20:8.1%…<=10:2.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:75.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:66.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.7% above previous 1 highs, 12.0% below previous 1 lows
25.7% above previous 2 highs, 5.7% below previous 2 lows
22.1% above previous 3 highs, 4.5% below previous 3 lows
18.9% above previous 4 highs, 4.0% below previous 4 lows
17.5% above previous 5 highs, 3.8% below previous 5 lows
17.1% above previous 6 highs, 3.0% below previous 6 lows
17.1% above previous 7 highs, 2.0% below previous 7 lows
16.8% above previous 8 highs, 1.8% below previous 8 lows
16.7% above previous 9 highs, 1.4% below previous 9 lows
16.6% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.8% are above or equal to 10/28 close (1 days ago), 61.2% are below.
77.8% are above or equal to 10/27 close (2 days ago), 22.2% are below.
69.5% are above or equal to 10/24 close (3 days ago), 30.5% are below.
70.1% are above or equal to 10/23 close (4 days ago), 29.9% are below.
81.3% are above or equal to 10/22 close (5 days ago), 18.7% are below.
65.6% are above or equal to 10/21 close (6 days ago), 34.4% are below.
81.5% are above or equal to 10/20 close (7 days ago), 18.5% are below.
86.9% are above or equal to 10/17 close (8 days ago), 13.1% are below.
87.3% are above or equal to 10/16 close (9 days ago), 12.7% are below.
90.1% are above or equal to 10/15 close (10 days ago), 9.9% are below.
90.7% are above or equal to 10/14 close (11 days ago), 9.3% are below.
91.6% are above or equal to 10/13 close (12 days ago), 8.4% are below.
85.8% are above or equal to 10/10 close (13 days ago), 14.2% are below.
77.0% are above or equal to 10/9 close (14 days ago), 23.0% are below.
61.0% are above or equal to 10/8 close (15 days ago), 39.0% are below.
70.0% are above or equal to 10/7 close (16 days ago), 30.0% are below.
59.4% are above or equal to 10/6 close (17 days ago), 40.6% are below.
55.8% are above or equal to 10/3 close (18 days ago), 44.2% are below.
61.1% are above or equal to 10/2 close (19 days ago), 38.9% are below.
62.8% are above or equal to 10/1 close (20 days ago), 37.2% are below.
53.9% are above or equal to 9/30 close (21 days ago), 46.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.5% new highs, 1.8% new lows
21d: 29.5% new highs, 1.8% new lows
42d: 13.1% new highs, 1.8% new lows
63d: 12.0% new highs, 1.8% new lows
126d: 9.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.9% above, 62.1% below
3-day: 65.1% above, 34.9% below
4-day: 68.8% above, 31.2% below
5-day: 69.3% above, 30.7% below
8-day: 75.9% above, 24.1% below
10-day: 80.0% above, 20.0% below
20-day: 79.3% above, 20.7% below
50-day: 50.5% above, 49.5% below
200-day: 50.4% above, 49.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 Closing)
ENER(135): 0.77% Top=NFX ARP PVA REXX CJES BAS CPE BBG ….. NE GEL MPC VLO HFC RES SM SDLP=Bottom (Energy)
FINA(91): 0.69% Top=OCN FII WDR AMP SIVB ASBC SUSQ SCHW ….. TD EFX APAM FNFG PSEC KKR BX APO=Bottom (Banks/Financials)
HEAL(56): 0.13% Top=XRAY AET WMGI SPNC WLP CI EW CNC ….. ISRG THC RMD MOH IRWD TMO HCA UHS=Bottom (Health)
COHW(48): -0.26% Top=WDC JNPR WIN CAMP AAPL GOGO COMM INFN ….. ANET CCI BBRY CIEN TDC ARUN PANW VIP=Bottom (Computer Hardware/Telecom)
TRAN(34): -0.37% Top=JBLU TDW WAB XPO WERN HUBG HA SAVE ….. AIRM UNP KSU LUV FDX SWFT GBX TRN=Bottom (Transportation)
CONS(61): -0.38% Top=GT SEE KATE ICON PAY IRBT RL HAR ….. CROX SCSS AVP JAKK RKT BMS ECL OI=Bottom (Consumer)
RETA(72): -0.44% Top=JCP PETM ANF GME DANG GPS COST ORLY ….. DDS MELI TSCO ABG RH CAB ANN NFLX=Bottom (Retail & Specialty Retail)
DISV(52): -0.45% Top=WTW ASGN ATHN LDOS PRAA FISV ULTA MYGN ….. ADS URI Z AAN VRSK KBR YY BAH=Bottom (Diversified Services)
LEIS(36): -0.46% Top=MAR SGMS SEAS RCL LOCO CCL LVS SONC ….. BWLD OWW JACK BYD BLMN GPRO DRI PNRA=Bottom (Leisure)
INSU(41): -0.49% Top=AJG AIZ AFL FAF LNC MET CINF TMK ….. AON VR AIG BRO CLGX PGR WSH AFSI=Bottom (Insurance)
ELEC(62): -0.62% Top=TQNT RFMD SWKS AMBA GLW CPHD AMAT CAVM ….. VIMC FSLR TRMB AMKR VECO CODE GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(93): -0.67% Top=O BXP DFT KIM SBRA AVB HST WRI ….. NLY IVR CYS LHO CLI RLGY AGNC ARCP=Bottom (Real Estate)
MANU(51): -0.73% Top=ETN BGC TRS SPW PH PRLB B CFX ….. MHK GTLS XYL AGCO JOY CRS DDD ATI=Bottom (Manufacturing)
CHEM(36): -0.88% Top=GPRE PEIX MEOH FTK TROX WLK TAM WPZ ….. AXLL FUL IFF PX EMN OLN CHMT CBT=Bottom (Chemicals/Fertilizers)
COSW(87): -0.89% Top=SWI VDSI TSS EA MDSO IACI AOL ADP ….. CSOD SPLK VNET TWTR YELP SFUN FB AZPN=Bottom (Computer Software/Internet)
MATE(31): -1.44% Top=AWI CVA OC RSG BCC DAR WCN PHM ….. RYL MTZ KBH MDC CLH WY TPH MTH=Bottom (Materials & Construction)
META(24): -2.21% Top=X TCK CNX AKS CMC STLD FCX CENX ….. PAAS NEM AEM RGLD SLCA ABX EGO 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 @ 2:14 pm

Market Stats at 3:13 pm ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1010.

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
15.5% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
22.2% are below yesterday’s low.
62.3% are inside yesterday’s range.
74.1% of stocks with today’s high > yesterday’s high. (25.9% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND
18.6% of stocks are above today’s open. (80.5% are below).
14.8% of stocks are above today’s open and yesterday’s close.
73.6% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.9% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.1% of stocks are in the top 10% of today’s range.
2.7% are in the top 20%.
15.3% are in the top half. 84.7% of stocks are in the bottom half of today’s range.
53.1% are in the bottom 20%.
31.0% are in the bottom 10%.

GAIN
22.6% of stocks are above yesterday’s close. (77.4% are below.)
0.8% are up 4.5% or more. 2.7% are down 4.5% or more.
1.6% are up 3.5% or more. 4.6% are down 3.5% or more.
49.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.4%…>=90:11.3%…>=80:17.8%…>=50:51.9%…<=20:11.6%…<=10:4.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:69.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:62.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.5% above previous 1 highs, 22.2% below previous 1 lows
14.1% above previous 2 highs, 9.3% below previous 2 lows
12.0% above previous 3 highs, 7.8% below previous 3 lows
10.5% above previous 4 highs, 7.0% below previous 4 lows
9.6% above previous 5 highs, 5.9% below previous 5 lows
9.4% above previous 6 highs, 5.3% below previous 6 lows
9.4% above previous 7 highs, 2.9% below previous 7 lows
9.2% above previous 8 highs, 2.4% below previous 8 lows
9.1% above previous 9 highs, 1.5% below previous 9 lows
8.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.6% are above or equal to 10/28 close (1 days ago), 77.4% are below.
67.1% are above or equal to 10/27 close (2 days ago), 32.9% are below.
59.8% are above or equal to 10/24 close (3 days ago), 40.2% are below.
62.3% are above or equal to 10/23 close (4 days ago), 37.7% are below.
76.2% are above or equal to 10/22 close (5 days ago), 23.8% are below.
61.1% are above or equal to 10/21 close (6 days ago), 38.9% are below.
77.1% are above or equal to 10/20 close (7 days ago), 22.9% are below.
83.9% are above or equal to 10/17 close (8 days ago), 16.1% are below.
85.4% are above or equal to 10/16 close (9 days ago), 14.6% are below.
88.3% are above or equal to 10/15 close (10 days ago), 11.7% are below.
88.7% are above or equal to 10/14 close (11 days ago), 11.3% are below.
90.3% are above or equal to 10/13 close (12 days ago), 9.7% are below.
83.4% are above or equal to 10/10 close (13 days ago), 16.6% are below.
73.8% are above or equal to 10/9 close (14 days ago), 26.2% are below.
56.4% are above or equal to 10/8 close (15 days ago), 43.6% are below.
66.6% are above or equal to 10/7 close (16 days ago), 33.4% are below.
54.7% are above or equal to 10/6 close (17 days ago), 45.3% are below.
52.0% are above or equal to 10/3 close (18 days ago), 48.0% are below.
58.3% are above or equal to 10/2 close (19 days ago), 41.7% are below.
60.0% are above or equal to 10/1 close (20 days ago), 40.0% are below.
50.7% are above or equal to 9/30 close (21 days ago), 49.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.1% new highs, 1.7% new lows
21d: 29.1% new highs, 1.7% new lows
42d: 12.7% new highs, 1.7% new lows
63d: 11.6% new highs, 1.7% new lows
126d: 8.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 21.8% above, 78.2% below
3-day: 47.2% above, 52.8% below
4-day: 54.2% above, 45.8% below
5-day: 57.2% above, 42.8% below
8-day: 66.4% above, 33.6% below
10-day: 75.0% above, 25.0% below
20-day: 75.3% above, 24.7% below
50-day: 46.5% above, 53.5% below
200-day: 48.7% above, 51.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 3:13 pm ET)
FINA(91): 0.15% Top=OCN AMP FII WDR FMER SCHW ASBC AMTD ….. VOYA APAM JPM EFX KKR BX PSEC APO=Bottom (Banks/Financials)
ENER(135): -0.24% Top=NFX BAS ARP PVA BBEP CPE CJES REXX ….. NE VLO EPD MPC HFC RES SM SDLP=Bottom (Energy)
HEAL(56): -0.29% Top=WMGI XRAY AET SPNC TRNX WLP CI COO ….. LH PKI MOH CYH IRWD HCA TMO UHS=Bottom (Health)
COHW(48): -0.76% Top=WDC GOGO JNPR COMM AAPL BRCD QCOM ARRS ….. ANET ARUN LVLT SSYS TDC PANW CIEN VIP=Bottom (Computer Hardware/Telecom)
TRAN(34): -0.86% Top=HA JBLU WAB XPO TDW WERN HUBG KNX ….. KSU DAL LUV SWFT TK FDX GBX TRN=Bottom (Transportation)
CONS(61): -0.86% Top=GT SEE KATE ICON IRBT SHOO PAY RL ….. IP LULU SCSS JAKK RKT BMS ECL OI=Bottom (Consumer)
DISV(52): -0.88% Top=WTW ASGN ATHN FISV MYGN LDOS PRAA ULTA ….. DV HTZ URI AAN VRSK YY KBR BAH=Bottom (Diversified Services)
RETA(72): -0.91% Top=DANG PETM ANF JCP GME GPS COST ORLY ….. CAB ABG KMX PAG KORS MELI ANN SHLD=Bottom (Retail & Specialty Retail)
LEIS(36): -0.92% Top=MAR SGMS SEAS SONC RCL LVS CCL LOCO ….. BWLD JACK DNKN BLMN BYD DRI GPRO PNRA=Bottom (Leisure)
INSU(41): -1.07% Top=AJG AIZ AFL TMK AWH LNC RGA FAF ….. AON MTG BRO AIG RDN PGR WSH AFSI=Bottom (Insurance)
COSW(87): -1.19% Top=SWI VDSI EA TSS MDSO IACI AOL CSC ….. LNKD SPLK TWTR VNET SFUN YELP FB AZPN=Bottom (Computer Software/Internet)
ELEC(62): -1.20% Top=TQNT RFMD GLW AMBA SWKS CPHD CAVM DLB ….. CSIQ TRMB ATML CODE AMKR VECO GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(51): -1.22% Top=ETN TRS BGC PRLB SPW PH B CFX ….. FLS MHK AGCO XYL JOY CRS DDD ATI=Bottom (Manufacturing)
REAL(93): -1.29% Top=O BXP KIM AVB SBRA DFT EQR HST ….. NLY WMC OHI CYS RLGY CLI AGNC ARCP=Bottom (Real Estate)
CHEM(36): -1.51% Top=GPRE PEIX MEOH FTK TAM TROX WLK AGU ….. FUL IFF AXLL PX EMN OLN CHMT CBT=Bottom (Chemicals/Fertilizers)
MATE(31): -2.03% Top=AWI CVA OC BCC RSG DAR WCN SRCL ….. VMC MTZ CLH WY MDC KBH TPH MTH=Bottom (Materials & Construction)
META(24): -2.72% Top=X TCK CNX AKS CMC STLD CENX FCX ….. GG NEM ABX AEM RGLD EGO SLCA 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 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 2:16 pm ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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

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

COMPARED TO YESTERDAY’S RANGE
12.8% of stocks are above yesterday’s high.
43.7% are above yesterday’s midpoint. (56.3% are below.)
22.0% are below yesterday’s low.
65.3% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
28.6% of stocks with today’s low < yesterday’s low. (71.4% greater than).

EVIDENCE OF INTRADAY TREND
14.5% of stocks are above today’s open. (84.3% are below).
11.5% of stocks are above today’s open and yesterday’s close.
77.1% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.3% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
11.0% are in the top half. 89.0% of stocks are in the bottom half of today’s range.
66.7% are in the bottom 20%.
53.0% are in the bottom 10%.

GAIN
19.6% of stocks are above yesterday’s close. (80.4% are below.)
0.8% are up 4.5% or more. 1.9% are down 4.5% or more.
1.6% are up 3.5% or more. 4.0% are down 3.5% or more.
47.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.9%…>=90:8.8%…>=80:14.9%…>=50:48.7%…<=20:11.0%…<=10:4.1%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:69.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:62.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.8% above previous 1 highs, 22.0% below previous 1 lows
11.4% above previous 2 highs, 9.0% below previous 2 lows
8.8% above previous 3 highs, 7.1% below previous 3 lows
8.1% above previous 4 highs, 5.9% below previous 4 lows
7.2% above previous 5 highs, 5.2% below previous 5 lows
7.0% above previous 6 highs, 4.0% below previous 6 lows
7.0% above previous 7 highs, 2.2% below previous 7 lows
6.9% above previous 8 highs, 1.5% below previous 8 lows
6.9% above previous 9 highs, 0.9% below previous 9 lows
6.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
19.6% are above or equal to 10/28 close (1 days ago), 80.4% are below.
66.8% are above or equal to 10/27 close (2 days ago), 33.2% are below.
60.1% are above or equal to 10/24 close (3 days ago), 39.9% are below.
60.9% are above or equal to 10/23 close (4 days ago), 39.1% are below.
76.5% are above or equal to 10/22 close (5 days ago), 23.5% are below.
59.5% are above or equal to 10/21 close (6 days ago), 40.5% are below.
77.2% are above or equal to 10/20 close (7 days ago), 22.8% are below.
84.0% are above or equal to 10/17 close (8 days ago), 16.0% are below.
85.8% are above or equal to 10/16 close (9 days ago), 14.2% are below.
88.2% are above or equal to 10/15 close (10 days ago), 11.8% are below.
88.7% are above or equal to 10/14 close (11 days ago), 11.3% are below.
90.6% are above or equal to 10/13 close (12 days ago), 9.4% are below.
83.5% are above or equal to 10/10 close (13 days ago), 16.5% are below.
73.3% are above or equal to 10/9 close (14 days ago), 26.7% are below.
56.3% are above or equal to 10/8 close (15 days ago), 43.7% are below.
65.8% are above or equal to 10/7 close (16 days ago), 34.2% are below.
54.3% are above or equal to 10/6 close (17 days ago), 45.7% are below.
52.0% are above or equal to 10/3 close (18 days ago), 48.0% are below.
57.8% are above or equal to 10/2 close (19 days ago), 42.2% are below.
59.4% are above or equal to 10/1 close (20 days ago), 40.6% are below.
49.9% are above or equal to 9/30 close (21 days ago), 50.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.9% new highs, 1.2% new lows
21d: 28.8% new highs, 1.2% new lows
42d: 12.5% new highs, 1.2% new lows
63d: 11.4% new highs, 1.2% new lows
126d: 8.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 18.6% above, 81.4% below
3-day: 44.9% above, 55.1% below
4-day: 51.0% above, 49.0% below
5-day: 55.1% above, 44.9% below
8-day: 66.8% above, 33.2% below
10-day: 75.0% above, 25.0% below
20-day: 75.5% above, 24.5% below
50-day: 45.4% above, 54.6% below
200-day: 48.1% above, 51.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 2:16 pm ET)
FINA(91): -0.16% Top=OCN WDR AMP FII SCHW ASBC FMER SUSQ ….. IVZ KKR TD EFX VLY PSEC BX APO=Bottom (Banks/Financials)
ENER(135): -0.28% Top=NFX PVA ARP CJES BAS REXX AREX PDCE ….. WNR EPD CMLP MPC NE RES SM SDLP=Bottom (Energy)
HEAL(56): -0.33% Top=AET XRAY WMGI SPNC WLP CI CNC EW ….. PRXL CYH PKI ISRG HCA TMO IRWD UHS=Bottom (Health)
RETA(72): -0.94% Top=DANG PETM OUTR ANF JCP GME AMZN GPS ….. CONN LAD MELI KORS ANN RH PAG SHLD=Bottom (Retail & Specialty Retail)
COHW(49): -0.95% Top=WDC NTAP COMM GOGO BRCD WIN AAPL ARRS ….. LVLT TMUS SYNA CIEN TDC PANW SSYS VIP=Bottom (Computer Hardware/Telecom)
INSU(41): -0.97% Top=AJG FNF AIZ LNC TMK AWH RGA AFL ….. AON AHL BRO CNO PGR RDN WSH AFSI=Bottom (Insurance)
CONS(61): -0.99% Top=GT SEE KATE ICON PAY SHOO IRBT RL ….. NUS CROX SCSS JAKK ECL BMS RKT OI=Bottom (Consumer)
DISV(52): -1.02% Top=WTW FISV ASGN ULTA MYGN ATHN LDOS WOOF ….. Z URI CAR VRSK HTZ YY KBR BAH=Bottom (Diversified Services)
LEIS(36): -1.04% Top=MAR SGMS SEAS RCL LVS LTM MCD CCL ….. BJRI JACK BLMN DNKN DRI BYD GPRO PNRA=Bottom (Leisure)
COSW(87): -1.14% Top=SWI EA TSS MDSO VDSI NQ IACI AOL ….. SNCR CSOD SPLK SFUN VNET FEYE FB AZPN=Bottom (Computer Software/Internet)
CHEM(36): -1.25% Top=GPRE PEIX TROX FTK TAM MEOH CYT WLK ….. PX DOW IFF FUL AXLL EMN OLN CHMT=Bottom (Chemicals/Fertilizers)
MANU(51): -1.30% Top=BGC ETN SPW PH B TRS ROP CFX ….. AGCO XYL MHK JOY JKS CRS DDD ATI=Bottom (Manufacturing)
REAL(93): -1.40% Top=O BXP SBRA KIM AVB EQR DDR WRI ….. CYS OHI NLY LHO AGNC RLGY CLI ARCP=Bottom (Real Estate)
TRAN(34): -1.41% Top=HA TDW WAB WERN JBLU CHRW KNX XPO ….. KEX DAL LUV AAL TK FDX GBX TRN=Bottom (Transportation)
ELEC(62): -1.49% Top=TQNT RFMD GLW AMBA CPHD SWKS CAVM DLB ….. AMKR CSIQ FSL ATML SPWR CODE GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): -1.85% Top=X TCK CNX CMC FCX AKS STLD CENX ….. EGO RGLD AEM NEM CCJ ABX SLCA CLF=Bottom (Metals & Mining)
MATE(31): -2.09% Top=AWI CVA OC DAR BCC RSG WCN PHM ….. CLH MLM MDC WY MTZ KBH TPH MTH=Bottom (Materials & Construction)

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 2:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 1:57 pm ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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

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

COMPARED TO YESTERDAY’S RANGE
21.6% of stocks are above yesterday’s high.
64.0% are above yesterday’s midpoint. (36.0% are below.)
10.7% are below yesterday’s low.
67.8% are inside yesterday’s range.
73.0% of stocks with today’s high > yesterday’s high. (27.0% less than).
21.9% of stocks with today’s low < yesterday’s low. (78.1% greater than).

EVIDENCE OF INTRADAY TREND
26.8% of stocks are above today’s open. (71.9% are below).
22.2% of stocks are above today’s open and yesterday’s close.
62.5% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
5.8% are in the top 20%.
27.3% are in the top half. 72.7% of stocks are in the bottom half of today’s range.
33.5% are in the bottom 20%.
12.7% are in the bottom 10%.

GAIN
32.5% of stocks are above yesterday’s close. (67.5% are below.)
1.7% are up 4.5% or more. 1.3% are down 4.5% or more.
2.6% are up 3.5% or more. 2.0% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:14.5%…>=80:25.8%…>=50:66.8%…<=20:7.4%…<=10:2.5%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:75.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.6% above previous 1 highs, 10.7% below previous 1 lows
19.3% above previous 2 highs, 4.5% below previous 2 lows
15.9% above previous 3 highs, 3.6% below previous 3 lows
13.3% above previous 4 highs, 2.9% below previous 4 lows
11.8% above previous 5 highs, 2.7% below previous 5 lows
11.5% above previous 6 highs, 2.1% below previous 6 lows
11.5% above previous 7 highs, 0.9% below previous 7 lows
11.3% above previous 8 highs, 0.8% below previous 8 lows
11.2% above previous 9 highs, 0.5% below previous 9 lows
11.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.5% are above or equal to 10/28 close (1 days ago), 67.5% are below.
78.0% are above or equal to 10/27 close (2 days ago), 22.0% are below.
69.9% are above or equal to 10/24 close (3 days ago), 30.1% are below.
69.5% are above or equal to 10/23 close (4 days ago), 30.5% are below.
82.4% are above or equal to 10/22 close (5 days ago), 17.6% are below.
66.6% are above or equal to 10/21 close (6 days ago), 33.4% are below.
82.0% are above or equal to 10/20 close (7 days ago), 18.0% are below.
87.5% are above or equal to 10/17 close (8 days ago), 12.5% are below.
87.3% are above or equal to 10/16 close (9 days ago), 12.7% are below.
90.1% are above or equal to 10/15 close (10 days ago), 9.9% are below.
90.7% are above or equal to 10/14 close (11 days ago), 9.3% are below.
92.1% are above or equal to 10/13 close (12 days ago), 7.9% are below.
85.8% are above or equal to 10/10 close (13 days ago), 14.2% are below.
75.7% are above or equal to 10/9 close (14 days ago), 24.3% are below.
59.9% are above or equal to 10/8 close (15 days ago), 40.1% are below.
68.9% are above or equal to 10/7 close (16 days ago), 31.1% are below.
58.0% are above or equal to 10/6 close (17 days ago), 42.0% are below.
55.2% are above or equal to 10/3 close (18 days ago), 44.8% are below.
60.1% are above or equal to 10/2 close (19 days ago), 39.9% are below.
61.3% are above or equal to 10/1 close (20 days ago), 38.7% are below.
53.2% are above or equal to 9/30 close (21 days ago), 46.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.9% new highs, 1.1% new lows
21d: 28.8% new highs, 1.1% new lows
42d: 12.5% new highs, 1.1% new lows
63d: 11.4% new highs, 1.1% new lows
126d: 8.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 31.3% above, 68.7% below
3-day: 62.9% above, 37.1% below
4-day: 69.4% above, 30.6% below
5-day: 71.2% above, 28.8% below
8-day: 77.0% above, 23.0% below
10-day: 81.4% above, 18.6% below
20-day: 79.5% above, 20.5% below
50-day: 48.7% above, 51.3% below
200-day: 50.0% above, 50.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 1:57 pm ET)
ENER(135): 0.99% Top=NFX BAS CJES REXX EXXI CPE PVA GDP ….. HFC CMLP MPC GEL EPD RES SM SDLP=Bottom (Energy)
HEAL(56): 0.02% Top=AET XRAY WLP SPNC WMGI CI CNC COO ….. HCA CYH TRNX ISRG PKI TMO UHS IRWD=Bottom (Health)
FINA(91): -0.19% Top=OCN WDR AMP FMER FII ASBC SUSQ WETF ….. KKR PBCT IVZ PSEC APAM VLY BX APO=Bottom (Banks/Financials)
RETA(72): -0.41% Top=DANG PETM JCP ANF GME OUTR AMZN GPS ….. TSCO ABG KORS RH ANN MELI SHLD PAG=Bottom (Retail & Specialty Retail)
CONS(61): -0.42% Top=GT SEE KATE ICON RL IRBT SHOO PAY ….. IP LULU SCSS BMS ECL RKT JAKK OI=Bottom (Consumer)
CHEM(36): -0.52% Top=GPRE PEIX TROX FTK WLK MEOH TAM CYT ….. CBT IFF DOW FUL AXLL EMN OLN CHMT=Bottom (Chemicals/Fertilizers)
COHW(49): -0.52% Top=WDC NTAP BCE WIN COMM FTR GOGO T ….. ARUN SYNA CIEN LVLT TDC PANW SSYS VIP=Bottom (Computer Hardware/Telecom)
DISV(52): -0.52% Top=WTW FISV ASGN ATHN ULTA MYGN HRB LDOS ….. URI CAR Z KBR VRSK YY BAH HTZ=Bottom (Diversified Services)
META(24): -0.61% Top=X TCK AKS CNX CMC FCX CENX BTU ….. AEM SCCO EGO NEM ABX CCJ SLCA CLF=Bottom (Metals & Mining)
LEIS(36): -0.71% Top=SGMS MAR SEAS RCL CCL LVS LTM WYNN ….. BJRI BYD BWLD BLMN DNKN DRI GPRO PNRA=Bottom (Leisure)
INSU(41): -0.73% Top=AJG FNF AFL AIZ TMK FAF RGA AWH ….. ACE CNO AHL BRO PGR RDN WSH AFSI=Bottom (Insurance)
MANU(51): -0.77% Top=BGC ETN PH B MRC CFX SPW PRLB ….. AGCO JOY CR JKS AME CRS ATI DDD=Bottom (Manufacturing)
TRAN(34): -0.80% Top=TDW HA WAB WERN XPO GLNG CHRW JBLU ….. KEX SWFT DAL LUV AAL FDX GBX TRN=Bottom (Transportation)
REAL(93): -0.86% Top=O BXP KIM HLSS EQR AVB SBRA AIV ….. NLY LHO IVR CLI CYS AGNC RLGY ARCP=Bottom (Real Estate)
COSW(87): -0.86% Top=SWI TSS EA MDSO VDSI NQ IACI AOL ….. SFUN TWTR SPLK CSOD SNCR VNET FB AZPN=Bottom (Computer Software/Internet)
ELEC(62): -0.95% Top=TQNT RFMD GLW AMBA SWKS CPHD CAVM VSH ….. CRUS SPWR AMKR CSIQ ATML CODE GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.16% Top=OC PHM CVA AWI LEN RSG DAR DHI ….. VMC KBH MTZ WY MLM CLH TPH MTH=Bottom (Materials & Construction)

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 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:18 am

Market Stats at 12:17 pm ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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

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

COMPARED TO YESTERDAY’S RANGE
23.8% of stocks are above yesterday’s high.
68.9% are above yesterday’s midpoint. (31.1% are below.)
8.8% are below yesterday’s low.
67.4% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
19.1% of stocks with today’s low < yesterday’s low. (80.9% greater than).

EVIDENCE OF INTRADAY TREND
30.5% of stocks are above today’s open. (68.3% are below).
24.8% of stocks are above today’s open and yesterday’s close.
59.8% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
6.2% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
31.8% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN
34.4% of stocks are above yesterday’s close. (65.6% are below.)
2.1% are up 4.5% or more. 1.4% are down 4.5% or more.
2.9% are up 3.5% or more. 2.4% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.5%…>=90:16.0%…>=80:28.6%…>=50:71.1%…<=20:6.6%…<=10:2.7%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:77.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.8% above previous 1 highs, 8.8% below previous 1 lows
21.5% above previous 2 highs, 3.9% below previous 2 lows
17.7% above previous 3 highs, 3.0% below previous 3 lows
14.9% above previous 4 highs, 2.5% below previous 4 lows
12.7% above previous 5 highs, 2.4% below previous 5 lows
12.6% above previous 6 highs, 1.8% below previous 6 lows
12.6% above previous 7 highs, 1.4% below previous 7 lows
12.4% above previous 8 highs, 1.0% below previous 8 lows
12.3% above previous 9 highs, 0.7% below previous 9 lows
12.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.4% are above or equal to 10/28 close (1 days ago), 65.6% are below.
81.3% are above or equal to 10/27 close (2 days ago), 18.7% are below.
72.0% are above or equal to 10/24 close (3 days ago), 28.0% are below.
72.3% are above or equal to 10/23 close (4 days ago), 27.7% are below.
83.2% are above or equal to 10/22 close (5 days ago), 16.8% are below.
68.2% are above or equal to 10/21 close (6 days ago), 31.8% are below.
83.3% are above or equal to 10/20 close (7 days ago), 16.7% are below.
87.9% are above or equal to 10/17 close (8 days ago), 12.1% are below.
87.5% are above or equal to 10/16 close (9 days ago), 12.5% are below.
90.3% are above or equal to 10/15 close (10 days ago), 9.7% are below.
91.4% are above or equal to 10/14 close (11 days ago), 8.6% are below.
92.4% are above or equal to 10/13 close (12 days ago), 7.6% are below.
86.4% are above or equal to 10/10 close (13 days ago), 13.6% are below.
77.3% are above or equal to 10/9 close (14 days ago), 22.7% are below.
60.1% are above or equal to 10/8 close (15 days ago), 39.9% are below.
69.4% are above or equal to 10/7 close (16 days ago), 30.6% are below.
59.0% are above or equal to 10/6 close (17 days ago), 41.0% are below.
56.0% are above or equal to 10/3 close (18 days ago), 44.0% are below.
60.5% are above or equal to 10/2 close (19 days ago), 39.5% are below.
62.3% are above or equal to 10/1 close (20 days ago), 37.7% are below.
53.1% are above or equal to 9/30 close (21 days ago), 46.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.7% new highs, 1.0% new lows
21d: 28.5% new highs, 1.0% new lows
42d: 12.4% new highs, 1.0% new lows
63d: 11.3% new highs, 1.0% new lows
126d: 8.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 33.4% above, 66.6% below
3-day: 67.5% above, 32.5% below
4-day: 72.0% above, 28.0% below
5-day: 72.8% above, 27.2% below
8-day: 78.1% above, 21.9% below
10-day: 83.1% above, 16.9% below
20-day: 80.0% above, 20.0% below
50-day: 49.0% above, 51.0% below
200-day: 50.1% above, 49.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 12:17 pm ET)
ENER(135): 1.38% Top=NFX EXXI REXX CRK GDP PVA BAS PDCE ….. WNR MPC NGLS SDLP GEL EMES RES SM=Bottom (Energy)
HEAL(56): -0.00% Top=AET XRAY WLP WMGI CNC CI SPNC MOH ….. THC CYH ISRG TMO PKI PRXL UHS IRWD=Bottom (Health)
FINA(91): -0.25% Top=WDR AMP OCN FII JNS FMER ASBC SCHW ….. APAM PBCT IVZ FNFG PSEC APO BX VLY=Bottom (Banks/Financials)
DISV(52): -0.26% Top=ESI WTW FISV ASGN MYGN ATHN CXW ACM ….. JEC CAR ADS URI KBR YY VRSK BAH=Bottom (Diversified Services)
RETA(72): -0.27% Top=PETM DANG ANF JCP GME OUTR QVCA AMZN ….. GPI NFLX CAB RH ABG KORS CONN PAG=Bottom (Retail & Specialty Retail)
CONS(61): -0.37% Top=GT SEE KATE RL PAY PVH ICON FL ….. CROX RKT SCSS LULU BMS JAKK ECL OI=Bottom (Consumer)
COHW(49): -0.43% Top=WDC COMM WIN FTR HRS T CTL NTAP ….. ARUN INFN SYNA JDSU PANW CIEN SSYS VIP=Bottom (Computer Hardware/Telecom)
INSU(41): -0.52% Top=AJG CB AWH FNF AHL AIZ TMK RGA ….. CLGX BRO CNO PGR UNM RDN WSH AFSI=Bottom (Insurance)
REAL(93): -0.59% Top=O BXP KIM DFT AVB RPAI WRI SBRA ….. BAM LHO OHI CLI SHO RLGY AGNC ARCP=Bottom (Real Estate)
TRAN(34): -0.59% Top=GLNG TDW WAB HUBG WERN CHRW SAVE CSX ….. AIRM SWFT FDX DAL AAL LUV GBX TRN=Bottom (Transportation)
CHEM(36): -0.60% Top=GPRE PEIX TROX FTK WLK MEOH TAM WPZ ….. PX IFF DOW AXLL EMN FUL OLN CHMT=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.61% Top=SGMS MAR RCL SEAS LVS CCL LTM PNK ….. JACK BYD BJRI BLMN DNKN DRI GPRO PNRA=Bottom (Leisure)
MANU(51): -0.68% Top=BGC SPW ETN PH MRC CFX B PCP ….. JOY AME XYL AGCO CRS JKS ATI DDD=Bottom (Manufacturing)
META(24): -0.91% Top=X TCK AKS CNX FCX STLD SCCO CENX ….. RGLD AEM CCJ ABX EGO NEM SLCA CLF=Bottom (Metals & Mining)
COSW(87): -0.99% Top=SWI TSS EA MDSO IACI VDSI AOL ADP ….. SPLK VNET CSOD NQ SFUN ANGI FB AZPN=Bottom (Computer Software/Internet)
ELEC(62): -1.10% Top=TQNT RFMD GLW AMBA SWKS TEL CPHD AMAT ….. TRMB CSIQ ATML SPWR VIMC CODE GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.12% Top=OC AWI CVA PHM RSG LEN DAR RYN ….. MTZ CLH VMC TPH WY KBH MLM MTH=Bottom (Materials & Construction)

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 12:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 11:32 am ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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

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

COMPARED TO YESTERDAY’S RANGE
26.4% of stocks are above yesterday’s high.
69.2% are above yesterday’s midpoint. (30.8% are below.)
8.3% are below yesterday’s low.
65.3% are inside yesterday’s range.
72.1% of stocks with today’s high > yesterday’s high. (27.9% less than).
18.0% of stocks with today’s low < yesterday’s low. (82.0% greater than).

EVIDENCE OF INTRADAY TREND
33.5% of stocks are above today’s open. (64.9% are below).
28.6% of stocks are above today’s open and yesterday’s close.
56.0% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.2% of stocks are in the top 10% of today’s range.
6.8% are in the top 20%.
30.7% are in the top half. 69.3% of stocks are in the bottom half of today’s range.
29.2% are in the bottom 20%.
13.6% are in the bottom 10%.

GAIN
39.2% of stocks are above yesterday’s close. (60.8% are below.)
1.3% are up 4.5% or more. 1.4% are down 4.5% or more.
2.5% are up 3.5% or more. 2.4% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.1%…>=90:18.4%…>=80:31.7%…>=50:71.3%…<=20:5.3%…<=10:2.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:77.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.4% above previous 1 highs, 8.3% below previous 1 lows
24.0% above previous 2 highs, 4.0% below previous 2 lows
19.3% above previous 3 highs, 3.1% below previous 3 lows
16.7% above previous 4 highs, 2.5% below previous 4 lows
14.3% above previous 5 highs, 2.3% below previous 5 lows
14.1% above previous 6 highs, 1.8% below previous 6 lows
14.1% above previous 7 highs, 1.2% below previous 7 lows
14.0% above previous 8 highs, 1.0% below previous 8 lows
14.0% above previous 9 highs, 0.6% below previous 9 lows
14.0% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.2% are above or equal to 10/28 close (1 days ago), 60.8% are below.
80.3% are above or equal to 10/27 close (2 days ago), 19.7% are below.
72.6% are above or equal to 10/24 close (3 days ago), 27.4% are below.
72.5% are above or equal to 10/23 close (4 days ago), 27.5% are below.
83.3% are above or equal to 10/22 close (5 days ago), 16.7% are below.
67.9% are above or equal to 10/21 close (6 days ago), 32.1% are below.
83.4% are above or equal to 10/20 close (7 days ago), 16.6% are below.
88.1% are above or equal to 10/17 close (8 days ago), 11.9% are below.
87.8% are above or equal to 10/16 close (9 days ago), 12.2% are below.
90.4% are above or equal to 10/15 close (10 days ago), 9.6% are below.
91.4% are above or equal to 10/14 close (11 days ago), 8.6% are below.
92.3% are above or equal to 10/13 close (12 days ago), 7.7% are below.
86.8% are above or equal to 10/10 close (13 days ago), 13.2% are below.
76.5% are above or equal to 10/9 close (14 days ago), 23.5% are below.
60.9% are above or equal to 10/8 close (15 days ago), 39.1% are below.
69.9% are above or equal to 10/7 close (16 days ago), 30.1% are below.
59.8% are above or equal to 10/6 close (17 days ago), 40.2% are below.
57.0% are above or equal to 10/3 close (18 days ago), 43.0% are below.
61.7% are above or equal to 10/2 close (19 days ago), 38.3% are below.
62.3% are above or equal to 10/1 close (20 days ago), 37.7% are below.
53.8% are above or equal to 9/30 close (21 days ago), 46.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.5% new highs, 0.9% new lows
21d: 28.3% new highs, 0.9% new lows
42d: 12.2% new highs, 0.9% new lows
63d: 11.1% new highs, 0.9% new lows
126d: 8.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.8% above, 62.2% below
3-day: 68.3% above, 31.7% below
4-day: 72.8% above, 27.2% below
5-day: 73.8% above, 26.2% below
8-day: 77.9% above, 22.1% below
10-day: 83.4% above, 16.6% below
20-day: 80.5% above, 19.5% below
50-day: 49.6% above, 50.4% below
200-day: 50.6% above, 49.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 11:32 am ET)
ENER(135): 1.17% Top=NFX CRK EXXI REXX BAS PVA GDP SN ….. HFC MPC WNR NGLS GEL EMES SM RES=Bottom (Energy)
HEAL(56): 0.14% Top=AET XRAY CNC WLP CI KND MOH SPNC ….. PODD ISRG CYH TMO PRXL PKI UHS IRWD=Bottom (Health)
RETA(72): -0.09% Top=DANG GME JCP OUTR ANF SPLS TJX GNC ….. FIVE MELI RH NFLX GPI CONN KORS PAG=Bottom (Retail & Specialty Retail)
DISV(52): -0.11% Top=ESI WTW AAN FISV ASGN MYGN ULTA RCII ….. VPRT AL CAR ADS KBR BAH YY VRSK=Bottom (Diversified Services)
FINA(91): -0.16% Top=AMP WDR FII AINV SCHW NDAQ JNS FMER ….. PBCT IVZ PACW OZRK PSEC APAM APO VLY=Bottom (Banks/Financials)
CONS(61): -0.17% Top=GT SEE RL KATE SHOO IRBT PBI PVH ….. CROX AVY SCSS JAKK LULU BMS ECL OI=Bottom (Consumer)
COHW(49): -0.20% Top=WDC WIN SWIR T FTR HRS NTAP COMM ….. SYNA JDSU CNSL CAMP CIEN SSYS PANW VIP=Bottom (Computer Hardware/Telecom)
TRAN(34): -0.38% Top=GLNG WAB TDW SAVE HUBG WERN CSX UNP ….. ALK SWFT FDX AAL DAL LUV GBX TRN=Bottom (Transportation)
INSU(41): -0.42% Top=AJG FNF AIZ AWH CB TMK MMC AHL ….. PGR PRU BRO UNM RDN CNO WSH AFSI=Bottom (Insurance)
LEIS(36): -0.50% Top=MAR RCL SGMS SEAS CCL LVS OWW LTM ….. JACK HOT DRI BLMN BJRI DNKN GPRO PNRA=Bottom (Leisure)
MANU(51): -0.58% Top=BGC SPW ETN MRC CFX B PCP PH ….. AGCO JOY AME CRS XYL JKS ATI DDD=Bottom (Manufacturing)
CHEM(36): -0.59% Top=GPRE PEIX TROX WLK MEOH WPZ TAM CE ….. AXLL DOW DD EMN FUL OLN CBT CHMT=Bottom (Chemicals/Fertilizers)
META(24): -0.63% Top=X AKS TCK CMC CNX STLD FCX BTU ….. PAAS AEM RGLD EGO NEM ABX SLCA CLF=Bottom (Metals & Mining)
REAL(93): -0.84% Top=O KIM BXP EQR WRI RPAI DDR SBRA ….. BAM NRF RLGY SHO AGNC OHI HIW ARCP=Bottom (Real Estate)
COSW(87): -0.89% Top=SWI EA TSS MDSO IACI VDSI ADP AOL ….. ANGI FFIV CSOD NQ SPLK SFUN FB AZPN=Bottom (Computer Software/Internet)
ELEC(62): -1.13% Top=TQNT RFMD GLW AMAT SANM AMBA SWKS CPHD ….. CSIQ CRUS VIMC ATML CODE SPWR GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.22% Top=AWI OC CVA RSG RYN BCC DAR WCN ….. MTZ DHI TPH WY TOL MLM KBH MTH=Bottom (Materials & Construction)

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 11:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:05 am ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
24.6% of stocks are above yesterday’s high.
65.8% are above yesterday’s midpoint. (34.2% are below.)
10.3% are below yesterday’s low.
65.1% are inside yesterday’s range.
71.5% of stocks with today’s high > yesterday’s high. (28.5% less than).
17.2% of stocks with today’s low < yesterday’s low. (82.8% greater than).

EVIDENCE OF INTRADAY TREND
30.4% of stocks are above today’s open. (68.2% are below).
24.9% of stocks are above today’s open and yesterday’s close.
57.5% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.8% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
22.7% are in the top half. 77.3% of stocks are in the bottom half of today’s range.
40.8% are in the bottom 20%.
18.7% are in the bottom 10%.

GAIN
36.5% of stocks are above yesterday’s close. (63.5% are below.)
0.7% are up 4.5% or more. 1.4% are down 4.5% or more.
1.4% are up 3.5% or more. 2.7% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.4%…>=90:18.0%…>=80:29.1%…>=50:68.2%…<=20:6.4%…<=10:2.2%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:76.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.6% above previous 1 highs, 10.3% below previous 1 lows
22.2% above previous 2 highs, 4.5% below previous 2 lows
17.9% above previous 3 highs, 3.5% below previous 3 lows
15.4% above previous 4 highs, 2.7% below previous 4 lows
13.7% above previous 5 highs, 2.6% below previous 5 lows
13.6% above previous 6 highs, 2.1% below previous 6 lows
13.6% above previous 7 highs, 1.5% below previous 7 lows
13.5% above previous 8 highs, 1.3% below previous 8 lows
13.5% above previous 9 highs, 0.6% below previous 9 lows
13.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.5% are above or equal to 10/28 close (1 days ago), 63.5% are below.
79.1% are above or equal to 10/27 close (2 days ago), 20.9% are below.
70.5% are above or equal to 10/24 close (3 days ago), 29.5% are below.
69.4% are above or equal to 10/23 close (4 days ago), 30.6% are below.
81.5% are above or equal to 10/22 close (5 days ago), 18.5% are below.
66.7% are above or equal to 10/21 close (6 days ago), 33.3% are below.
82.3% are above or equal to 10/20 close (7 days ago), 17.7% are below.
86.7% are above or equal to 10/17 close (8 days ago), 13.3% are below.
87.0% are above or equal to 10/16 close (9 days ago), 13.0% are below.
89.7% are above or equal to 10/15 close (10 days ago), 10.3% are below.
91.1% are above or equal to 10/14 close (11 days ago), 8.9% are below.
92.2% are above or equal to 10/13 close (12 days ago), 7.8% are below.
86.0% are above or equal to 10/10 close (13 days ago), 14.0% are below.
75.8% are above or equal to 10/9 close (14 days ago), 24.2% are below.
60.5% are above or equal to 10/8 close (15 days ago), 39.5% are below.
69.7% are above or equal to 10/7 close (16 days ago), 30.3% are below.
59.0% are above or equal to 10/6 close (17 days ago), 41.0% are below.
55.7% are above or equal to 10/3 close (18 days ago), 44.3% are below.
60.8% are above or equal to 10/2 close (19 days ago), 39.2% are below.
62.2% are above or equal to 10/1 close (20 days ago), 37.8% are below.
53.7% are above or equal to 9/30 close (21 days ago), 46.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.3% new highs, 0.8% new lows
21d: 28.1% new highs, 0.8% new lows
42d: 12.2% new highs, 0.8% new lows
63d: 11.1% new highs, 0.8% new lows
126d: 8.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.2% above, 64.8% below
3-day: 66.3% above, 33.7% below
4-day: 70.0% above, 30.0% below
5-day: 69.9% above, 30.1% below
8-day: 76.1% above, 23.9% below
10-day: 82.0% above, 18.0% below
20-day: 79.2% above, 20.8% below
50-day: 48.8% above, 51.2% below
200-day: 49.9% above, 50.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 11:05 am ET)
ENER(135): 0.58% Top=NFX EXXI BAS CRK REXX SN GDP OAS ….. VLO GEL SDLP WNR KOS RES EMES SM=Bottom (Energy)
HEAL(56): 0.12% Top=AET XRAY WLP CNC CI HLS MDT EW ….. OPK TMO PODD UHS PRXL ISRG PKI IRWD=Bottom (Health)
FINA(91): -0.16% Top=WDR AMP OCN FII NDAQ AINV SLM ASBC ….. ETFC EV APO PBCT PACW OZRK PSEC VLY=Bottom (Banks/Financials)
DISV(52): -0.24% Top=WTW ASGN ESI FISV MYGN ULTA AAN LDOS ….. URI AL CAR ADS BAH KBR YY VRSK=Bottom (Diversified Services)
COHW(49): -0.27% Top=WDC WIN FTR MSI QCOM NTAP COMM CSCO ….. CIEN SMCI GOGO CAMP SYNA VIP SSYS PANW=Bottom (Computer Hardware/Telecom)
INSU(41): -0.29% Top=AJG AIZ AFL AWH CB TMK RGA ACGL ….. UNM BRO PGR MTG RDN MBI WSH AFSI=Bottom (Insurance)
CONS(61): -0.36% Top=GT SEE RL SHOO KATE PVH FL IRBT ….. GPK BMS LULU AVY RKT SCSS ECL OI=Bottom (Consumer)
RETA(72): -0.38% Top=GME OUTR TJX JWN KSS FINL SPLS GNC ….. KMX ABG MELI GPI SHLD KORS CONN PAG=Bottom (Retail & Specialty Retail)
LEIS(36): -0.57% Top=SGMS MAR RCL LVS LTM SEAS CCL WYNN ….. BYD JACK WYN BLMN DNKN BJRI GPRO PNRA=Bottom (Leisure)
TRAN(34): -0.58% Top=SAVE WAB TDW WERN GLNG AIRM HUBG UNP ….. ALK JBLU AAL TK DAL LUV GBX TRN=Bottom (Transportation)
REAL(93): -0.75% Top=KIM O SBRA BXP EQR NNN PMT WRI ….. NSM SHO NRF AGNC OHI HIW RLGY ARCP=Bottom (Real Estate)
MANU(51): -0.75% Top=BGC SPW ETN MRC B PCP RS EMR ….. PRLB AME GNRC CRS XYL ATI JKS DDD=Bottom (Manufacturing)
META(24): -0.83% Top=X AKS TCK CNX STLD CMC FCX BTU ….. PAAS RGLD EGO AA AEM NEM ABX CLF=Bottom (Metals & Mining)
COSW(87): -1.00% Top=SWI EA TSS MDSO IACI ADP VDSI IMS ….. LNKD BIDU ANGI SPLK CSOD NQ FB AZPN=Bottom (Computer Software/Internet)
CHEM(36): -1.00% Top=GPRE TROX MEOH PEIX WLK TAM WPZ FTK ….. PPG EMN OLN AXLL DD FUL CBT CHMT=Bottom (Chemicals/Fertilizers)
ELEC(62): -1.11% Top=TQNT RFMD GLW SANM VSH AMAT SWKS BRCM ….. ATML CRUS VIMC CSIQ SPWR CODE GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -1.68% Top=AWI OC DAR RYN CVA RSG BCC WCN ….. TPH VMC TOL MTZ MLM WM KBH MTH=Bottom (Materials & Construction)

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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:22 am

Market Stats at 10:21 am ET
by daytrend on 20141029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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
28.8% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
7.3% are below yesterday’s low.
63.9% are inside yesterday’s range.
71.0% of stocks with today’s high > yesterday’s high. (29.0% less than).
11.4% of stocks with today’s low < yesterday’s low. (88.6% greater than).

EVIDENCE OF INTRADAY TREND
37.1% of stocks are above today’s open. (60.1% are below).
30.8% of stocks are above today’s open and yesterday’s close.
49.5% are below both.
29.1% of stocks opened above yesterday’s high.
50.4% of stocks opened above yesterday’s close. (43.8% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.7% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
28.0% are in the top half. 72.0% of stocks are in the bottom half of today’s range.
38.9% are in the bottom 20%.
24.3% are in the bottom 10%.

GAIN
43.7% of stocks are above yesterday’s close. (56.3% are below.)
1.1% are up 4.5% or more. 1.2% are down 4.5% or more.
2.4% are up 3.5% or more. 2.0% are down 3.5% or more.
67.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.9%…>=90:21.0%…>=80:34.4%…>=50:73.9%…<=20:5.4%…<=10:2.1%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:78.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:69.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.8% above previous 1 highs, 7.3% below previous 1 lows
26.4% above previous 2 highs, 3.6% below previous 2 lows
22.2% above previous 3 highs, 2.8% below previous 3 lows
19.4% above previous 4 highs, 2.1% below previous 4 lows
17.5% above previous 5 highs, 1.9% below previous 5 lows
17.2% above previous 6 highs, 1.7% below previous 6 lows
17.2% above previous 7 highs, 1.1% below previous 7 lows
17.0% above previous 8 highs, 0.8% below previous 8 lows
17.0% above previous 9 highs, 0.3% below previous 9 lows
16.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.7% are above or equal to 10/28 close (1 days ago), 56.3% are below.
82.3% are above or equal to 10/27 close (2 days ago), 17.7% are below.
73.4% are above or equal to 10/24 close (3 days ago), 26.6% are below.
73.6% are above or equal to 10/23 close (4 days ago), 26.4% are below.
83.5% are above or equal to 10/22 close (5 days ago), 16.5% are below.
68.8% are above or equal to 10/21 close (6 days ago), 31.2% are below.
84.1% are above or equal to 10/20 close (7 days ago), 15.9% are below.
88.3% are above or equal to 10/17 close (8 days ago), 11.7% are below.
87.7% are above or equal to 10/16 close (9 days ago), 12.3% are below.
90.5% are above or equal to 10/15 close (10 days ago), 9.5% are below.
91.9% are above or equal to 10/14 close (11 days ago), 8.1% are below.
92.5% are above or equal to 10/13 close (12 days ago), 7.5% are below.
87.0% are above or equal to 10/10 close (13 days ago), 13.0% are below.
77.4% are above or equal to 10/9 close (14 days ago), 22.6% are below.
62.1% are above or equal to 10/8 close (15 days ago), 37.9% are below.
70.0% are above or equal to 10/7 close (16 days ago), 30.0% are below.
60.7% are above or equal to 10/6 close (17 days ago), 39.3% are below.
57.2% are above or equal to 10/3 close (18 days ago), 42.8% are below.
62.1% are above or equal to 10/2 close (19 days ago), 37.9% are below.
63.4% are above or equal to 10/1 close (20 days ago), 36.6% are below.
54.9% are above or equal to 9/30 close (21 days ago), 45.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 30.0% new highs, 0.5% new lows
21d: 27.8% new highs, 0.5% new lows
42d: 12.0% new highs, 0.5% new lows
63d: 11.0% new highs, 0.5% new lows
126d: 8.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.2% above, 57.8% below
3-day: 72.2% above, 27.8% below
4-day: 74.4% above, 25.6% below
5-day: 75.2% above, 24.8% below
8-day: 78.6% above, 21.4% below
10-day: 84.8% above, 15.2% below
20-day: 81.5% above, 18.5% below
50-day: 50.0% above, 50.0% below
200-day: 50.8% above, 49.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141029 10:21 am ET)
ENER(135): 1.15% Top=NFX EXXI BAS CRK CPE GDP SFY BBG ….. SDLP CMLP EPD SM WNR GEL RES EMES=Bottom (Energy)
HEAL(56): 0.24% Top=XRAY CNC WMGI AET TRNX WLP EW MOH ….. A OPK CYH ISRG UHS PKI PRXL IRWD=Bottom (Health)
INSU(41): 0.01% Top=AJG AIZ AFL CNO CB GNW AWH FNF ….. AGO PGR MTG UNM BRO RDN WSH AFSI=Bottom (Insurance)
FINA(91): -0.03% Top=AMP WDR COF FII AINV JNS LM SCHW ….. OCN TCBI OZRK PACW PSEC PBCT APAM VLY=Bottom (Banks/Financials)
DISV(52): -0.04% Top=ESI ASGN LDOS FISV ULTA PRAA WTW DV ….. ADS VPRT Z CAR BAH KBR YY VRSK=Bottom (Diversified Services)
COHW(49): -0.15% Top=WDC WIN FTR NTAP QCOM T COMM NSR ….. INFN SYNA GOGO CAMP VIP SMCI PANW SSYS=Bottom (Computer Hardware/Telecom)
CONS(61): -0.21% Top=GT SEE RL PBI SHOO IRBT FL PVH ….. BLL BMS AVY RKT SCSS LULU ECL OI=Bottom (Consumer)
TRAN(34): -0.22% Top=TDW WERN HUBG WAB XPO KNX GLNG CHRW ….. HA ALK AAL JBLU DAL LUV GBX TRN=Bottom (Transportation)
RETA(72): -0.25% Top=GME JCP OUTR SPLS CVS GNC FINL TJX ….. NFLX GPI FIVE CONN MELI KMX KORS PAG=Bottom (Retail & Specialty Retail)
MANU(51): -0.30% Top=BGC ETN SPW MRC B TRS RS CFX ….. AGCO AME CRS XYL PRLB ATI JKS DDD=Bottom (Manufacturing)
LEIS(36): -0.46% Top=SGMS WYNN RCL MAR SEAS PNK CCL LTM ….. LOCO DNKN BWLD BLMN BYD DRI GPRO PNRA=Bottom (Leisure)
META(24): -0.51% Top=X AKS TCK STLD CNX CMC FCX BTU ….. NEM AEM AA SLCA PAAS EGO CLF CCJ=Bottom (Metals & Mining)
REAL(93): -0.67% Top=KIM O SBRA BXP NNN EQR DFT AMH ….. STAG AGNC HLSS RLGY SHO OHI HIW ARCP=Bottom (Real Estate)
CHEM(36): -0.68% Top=GPRE TROX MEOH PEIX FTK WLK CE TAM ….. PPG APD OLN MOS EMN DD CBT CHMT=Bottom (Chemicals/Fertilizers)
COSW(87): -0.83% Top=SWI EA TSS MDSO NQ IACI NTES XRX ….. SFUN CSOD BIDU ANGI LNKD SNCR FB AZPN=Bottom (Computer Software/Internet)
ELEC(62): -0.95% Top=TQNT RFMD GLW TEL SANM AMBA QLGC JBL ….. VIMC CRUS JASO CSIQ SPWR CODE GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.99% Top=AWI OC CVA DAR RSG EXP BCC WM ….. VMC TOL PHM DHI RYL MLM KBH MTH=Bottom (Materials & Construction)

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 10:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/28/2014

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

Closing Stats
by daytrend on 20141028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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
75.5% of stocks are above yesterday’s high.
90.4% are above yesterday’s midpoint. (9.6% are below.)
3.6% are below yesterday’s low.
20.8% are inside yesterday’s range.
84.9% of stocks with today’s high > yesterday’s high. (15.1% less than).
14.6% of stocks with today’s low < yesterday’s low. (85.4% greater than).

EVIDENCE OF INTRADAY TREND
86.3% of stocks are above today’s open. (12.3% are below).
84.5% of stocks are above today’s open and yesterday’s close.
7.5% are below both.
32.7% of stocks opened above yesterday’s high.
81.0% of stocks opened above yesterday’s close. (15.4% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
50.6% of stocks are in the top 10% of today’s range.
68.4% are in the top 20%.
90.3% are in the top half. 9.7% of stocks are in the bottom half of today’s range.
2.1% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN
90.4% of stocks are above yesterday’s close. (9.6% are below.)
8.9% are up 4.5% or more. 0.8% are down 4.5% or more.
16.8% are up 3.5% or more. 1.3% are down 3.5% or more.
29.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:27.8%…>=90:40.8%…>=80:58.0%…>=50:87.1%…<=20:3.7%…<=10:1.6%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.9%…>=50:79.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
75.5% above previous 1 highs, 3.6% below previous 1 lows
60.0% above previous 2 highs, 2.9% below previous 2 lows
52.5% above previous 3 highs, 2.4% below previous 3 lows
47.4% above previous 4 highs, 2.4% below previous 4 lows
45.5% above previous 5 highs, 2.0% below previous 5 lows
45.3% above previous 6 highs, 1.0% below previous 6 lows
45.1% above previous 7 highs, 0.9% below previous 7 lows
45.0% above previous 8 highs, 0.7% below previous 8 lows
44.5% above previous 9 highs, 0.5% below previous 9 lows
43.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
90.4% are above or equal to 10/27 close (1 days ago), 9.6% are below.
77.9% are above or equal to 10/24 close (2 days ago), 22.1% are below.
77.5% are above or equal to 10/23 close (3 days ago), 22.5% are below.
85.6% are above or equal to 10/22 close (4 days ago), 14.4% are below.
71.8% are above or equal to 10/21 close (5 days ago), 28.2% are below.
84.7% are above or equal to 10/20 close (6 days ago), 15.3% are below.
89.6% are above or equal to 10/17 close (7 days ago), 10.4% are below.
88.8% are above or equal to 10/16 close (8 days ago), 11.2% are below.
90.9% are above or equal to 10/15 close (9 days ago), 9.1% are below.
91.6% are above or equal to 10/14 close (10 days ago), 8.4% are below.
92.3% are above or equal to 10/13 close (11 days ago), 7.7% are below.
86.9% are above or equal to 10/10 close (12 days ago), 13.1% are below.
78.4% are above or equal to 10/9 close (13 days ago), 21.6% are below.
64.4% are above or equal to 10/8 close (14 days ago), 35.6% are below.
72.0% are above or equal to 10/7 close (15 days ago), 28.0% are below.
61.8% are above or equal to 10/6 close (16 days ago), 38.2% are below.
58.7% are above or equal to 10/3 close (17 days ago), 41.3% are below.
62.8% are above or equal to 10/2 close (18 days ago), 37.2% are below.
64.3% are above or equal to 10/1 close (19 days ago), 35.7% are below.
55.6% are above or equal to 9/30 close (20 days ago), 44.4% are below.
52.2% are above or equal to 9/29 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.7% new highs, 1.5% new lows
21d: 31.2% new highs, 1.5% new lows
42d: 14.9% new highs, 1.4% new lows
63d: 13.8% new highs, 1.2% new lows
126d: 10.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.1% above, 9.9% below
3-day: 86.6% above, 13.4% below
4-day: 83.4% above, 16.6% below
5-day: 85.1% above, 14.9% below
8-day: 85.3% above, 14.7% below
10-day: 87.8% above, 12.2% below
20-day: 81.2% above, 18.8% below
50-day: 50.6% above, 49.4% below
200-day: 52.6% above, 47.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141028 Closing)
META(25): 3.58% Top=CLF CLD X CCJ BTU SLCA CNX SWC ….. GG ABX SCCO AA CENX NEM EGO FCX=Bottom (Metals & Mining)
ENER(137): 2.89% Top=WTI MTDR SFY SGY HOS BCEI CRZO UPL ….. PAA MWE GEL CMLP ENLK NGLS OKS BAS=Bottom (Energy)
ELEC(63): 2.71% Top=SANM IDTI INVN MPWR MEI FSLR CREE ISIL ….. LLTC XLNX MRVL VIMC CPHD VSH CGNX AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(50): 2.48% Top=CMI ATI PH RXN FLS XYL ATU TEX ….. CFX DE TKR AME LII PCP CR BWC=Bottom (Manufacturing)
TRAN(35): 2.32% Top=SAVE TRN GBX TDW SWFT BRS WAB AIRM ….. WERN CHRW CSX ODFL AAL JBHT UPS DAL=Bottom (Transportation)
CHEM(36): 2.17% Top=PEIX OLN GPRE HUN CBT IFF DOW MEOH ….. APD POT MOS MON DD TAM PX SHW=Bottom (Chemicals/Fertilizers)
COHW(49): 2.16% Top=VIP CAMP PLCM JNPR SYNA CNSL INFN LVLT ….. VRSN ANET HPQ T HRS WDC S CCI=Bottom (Computer Hardware/Telecom)
DISV(53): 2.06% Top=ESI APOL HTZ RHI CAR DV KBR ASGN ….. CTAS LDOS SBAC PAYX TMH SCI XRS ACM=Bottom (Diversified Services)
LEIS(37): 2.03% Top=BWLD GPRO LOCO BYD TXRH BJRI BLMN RCL ….. DPZ YUM WEN MCD EXPE JACK LVS HOT=Bottom (Leisure)
COSW(87): 2.01% Top=SNCR FEYE LOGM SPLK CSOD NCR PFPT VNET ….. EPAM CSC VEEV CVLT SFUN MDSO TWTR NQ=Bottom (Computer Software/Internet)
FINA(91): 1.66% Top=OCN TCBI WETF CIT UMPQ PVTB SIVB AMTD ….. ACAS PBCT PSEC ARCC ICE BK CME WDR=Bottom (Banks/Financials)
CONS(61): 1.48% Top=WHR GT HAR OI KS ICON SKX JAKK ….. NWL RL AVP CL CLX PVH UA COH=Bottom (Consumer)
HEAL(54): 1.35% Top=CNC MOH LH PODD KND IRWD WCG ZMH ….. CI HCA WLP UHS WMGI THC CYH AET=Bottom (Health)
INSU(41): 1.19% Top=AFSI HIG CNO MTG PRU MMC AIG RGA ….. AWH AIZ CB ACGL ALL WRB FNF VR=Bottom (Insurance)
RETA(73): 0.96% Top=AN DANG LAD MELI TFM PAG ABG GES ….. BBY TGT DDS GME M JCP SHLD KSS=Bottom (Retail & Specialty Retail)
MATE(31): 0.81% Top=MTZ TPH MTH FLR FAST BCC DAR EXP ….. LEN USG WY RSG PHM AWI MLM MAS=Bottom (Materials & Construction)
REAL(94): 0.46% Top=WAC NSM HLSS CLNY BEE SPG RHP RPT ….. SKT AVB EQR DDR ARCP RPAI GLPI PCL=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 1:57 pm ET
by daytrend on 20141028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1018.

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

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

COMPARED TO YESTERDAY’S RANGE
62.9% of stocks are above yesterday’s high.
86.5% are above yesterday’s midpoint. (13.5% are below.)
4.5% are below yesterday’s low.
32.6% are inside yesterday’s range.
79.5% of stocks with today’s high > yesterday’s high. (20.5% less than).
13.9% of stocks with today’s low < yesterday’s low. (86.1% greater than).

EVIDENCE OF INTRADAY TREND
76.0% of stocks are above today’s open. (22.9% are below).
73.4% of stocks are above today’s open and yesterday’s close.
12.3% are below both.
32.7% of stocks opened above yesterday’s high.
81.0% of stocks opened above yesterday’s close. (15.4% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
30.5% of stocks are in the top 10% of today’s range.
47.5% are in the top 20%.
78.3% are in the top half. 21.7% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN
85.5% of stocks are above yesterday’s close. (14.5% are below.)
5.0% are up 4.5% or more. 0.8% are down 4.5% or more.
9.8% are up 3.5% or more. 1.3% are down 3.5% or more.
43.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:21.4%…>=90:34.2%…>=80:49.9%…>=50:82.4%…<=20:5.6%…<=10:1.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:76.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:67.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
62.9% above previous 1 highs, 4.5% below previous 1 lows
47.4% above previous 2 highs, 3.5% below previous 2 lows
40.9% above previous 3 highs, 2.9% below previous 3 lows
35.9% above previous 4 highs, 2.4% below previous 4 lows
34.7% above previous 5 highs, 2.1% below previous 5 lows
34.5% above previous 6 highs, 1.3% below previous 6 lows
34.3% above previous 7 highs, 1.2% below previous 7 lows
34.1% above previous 8 highs, 0.8% below previous 8 lows
33.8% above previous 9 highs, 0.7% below previous 9 lows
32.7% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
85.5% are above or equal to 10/27 close (1 days ago), 14.5% are below.
70.2% are above or equal to 10/24 close (2 days ago), 29.8% are below.
70.6% are above or equal to 10/23 close (3 days ago), 29.4% are below.
82.7% are above or equal to 10/22 close (4 days ago), 17.3% are below.
66.6% are above or equal to 10/21 close (5 days ago), 33.4% are below.
82.6% are above or equal to 10/20 close (6 days ago), 17.4% are below.
87.6% are above or equal to 10/17 close (7 days ago), 12.4% are below.
87.1% are above or equal to 10/16 close (8 days ago), 12.9% are below.
90.2% are above or equal to 10/15 close (9 days ago), 9.8% are below.
90.8% are above or equal to 10/14 close (10 days ago), 9.2% are below.
90.9% are above or equal to 10/13 close (11 days ago), 9.1% are below.
84.1% are above or equal to 10/10 close (12 days ago), 15.9% are below.
75.9% are above or equal to 10/9 close (13 days ago), 24.1% are below.
60.8% are above or equal to 10/8 close (14 days ago), 39.2% are below.
69.4% are above or equal to 10/7 close (15 days ago), 30.6% are below.
58.7% are above or equal to 10/6 close (16 days ago), 41.3% are below.
55.5% are above or equal to 10/3 close (17 days ago), 44.5% are below.
59.2% are above or equal to 10/2 close (18 days ago), 40.8% are below.
61.5% are above or equal to 10/1 close (19 days ago), 38.5% are below.
52.7% are above or equal to 9/30 close (20 days ago), 47.3% are below.
49.0% are above or equal to 9/29 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 26.6% new highs, 1.5% new lows
21d: 26.2% new highs, 1.5% new lows
42d: 13.1% new highs, 1.4% new lows
63d: 12.0% new highs, 1.2% new lows
126d: 9.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.3% above, 15.7% below
3-day: 78.4% above, 21.6% below
4-day: 77.0% above, 23.0% below
5-day: 78.9% above, 21.1% below
8-day: 81.1% above, 18.9% below
10-day: 85.0% above, 15.0% below
20-day: 78.6% above, 21.4% below
50-day: 47.6% above, 52.4% below
200-day: 49.8% above, 50.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141028 1:57 pm ET)
META(25): 2.71% Top=CLF CLD CNX CCJ X BTU TCK AKS ….. NUE CENX AA GG ABX NEM EGO FCX=Bottom (Metals & Mining)
ELEC(63): 2.44% Top=SANM IDTI JASO CREE FSLR INVN MPWR TSL ….. VECO LLTC ADI XLNX CPHD VSH CGNX AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): 2.00% Top=WTI UPL MTDR EXXI PVA BCEI SGY CRZO ….. MWE APL VNR GEL NGLS ENLK OKS BAS=Bottom (Energy)
MANU(50): 1.86% Top=CMI TEX ATI JKS DDD PH ATU FLS ….. DE PNR CRS LII PCP BWC AME CR=Bottom (Manufacturing)
TRAN(35): 1.73% Top=TRN SAVE GBX HA TDW WAB AIRM SWFT ….. GLNG LUV UPS XPO WERN JBHT DAL CHRW=Bottom (Transportation)
CHEM(36): 1.71% Top=PEIX GPRE HUN OLN CBT IFF POL DOW ….. PX VAL POT MON TAM MOS DD SHW=Bottom (Chemicals/Fertilizers)
COHW(49): 1.62% Top=CAMP VIP SYNA JNPR PLCM INFN OLED BBRY ….. EMC ANET T VRSN JDSU HRS WDC CCI=Bottom (Computer Hardware/Telecom)
COSW(88): 1.60% Top=FEYE SNCR SPLK CSOD LOGM DWRE NCR VNET ….. IMS EPAM VEEV SFUN CVLT MDSO TWTR NQ=Bottom (Computer Software/Internet)
DISV(53): 1.44% Top=ESI RHI DV APOL HTZ HMSY KBR ATHN ….. RCII CXW ACM SBAC PAYX WOOF EXAM XRS=Bottom (Diversified Services)
LEIS(37): 1.40% Top=BWLD LOCO GPRO BJRI TXRH BYD SEAS BLMN ….. MGM JACK EXPE PNRA WYNN SGMS LVS HOT=Bottom (Leisure)
CONS(61): 1.18% Top=WHR GT ICON PAY HAR NUS SKX JAKK ….. ENR NWL PVH IRBT UA CLX CL COH=Bottom (Consumer)
FINA(91): 0.97% Top=TCBI CIT APO PVTB UMPQ AMTD SIVB BXS ….. PBCT ARCC FNFG BX ICE CME BK WDR=Bottom (Banks/Financials)
HEAL(54): 0.96% Top=CNC LH KND PODD ISRG IRWD ZMH HNT ….. THOR CI WLP CYH THC UHS WMGI AET=Bottom (Health)
INSU(41): 0.80% Top=AFSI MTG HIG AEL RDN AIG GNW MMC ….. AIZ FAF PGR CINF AJG CB VR FNF=Bottom (Insurance)
MATE(31): 0.63% Top=MTZ MTH TPH DAR EXP RYL FAST FLR ….. USG WM RYN RSG WY MLM AWI MAS=Bottom (Materials & Construction)
RETA(73): 0.52% Top=AN DANG LAD MELI PAG ABG TFM GPI ….. ROST DDS TGT M SHLD GME JCP KSS=Bottom (Retail & Specialty Retail)
REAL(94): -0.01% Top=WAC CLNY NSM NRF DRH RPT BEE SPG ….. PEB AVB SKT DDR CLI RPAI PCL GLPI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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