daytrend

10/23/2014

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 11:26 am ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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
26.8% of stocks are above yesterday’s high.
72.5% are above yesterday’s midpoint. (27.5% are below.)
5.6% are below yesterday’s low.
67.6% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
18.9% of stocks with today’s low < yesterday’s low. (81.1% greater than).

EVIDENCE OF INTRADAY TREND
74.0% of stocks are above today’s open. (24.4% are below).
72.4% of stocks are above today’s open and yesterday’s close.
7.2% are below both.
10.4% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.9% of stocks are in the top 10% of today’s range.
33.7% are in the top 20%.
77.1% are in the top half. 22.9% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
91.3% of stocks are above yesterday’s close. (8.7% are below.)
6.1% are up 4.5% or more. 0.5% are down 4.5% or more.
11.9% are up 3.5% or more. 0.8% are down 3.5% or more.
26.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.1%…>=90:19.8%…>=80:42.2%…>=50:90.5%…<=20:2.9%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:74.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:60.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.8% above previous 1 highs, 5.6% below previous 1 lows
24.4% above previous 2 highs, 3.2% below previous 2 lows
23.8% above previous 3 highs, 2.3% below previous 3 lows
23.3% above previous 4 highs, 2.0% below previous 4 lows
23.0% above previous 5 highs, 1.5% below previous 5 lows
22.6% above previous 6 highs, 1.5% below previous 6 lows
21.1% above previous 7 highs, 1.5% below previous 7 lows
20.5% above previous 8 highs, 1.4% below previous 8 lows
18.7% above previous 9 highs, 1.3% below previous 9 lows
14.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.3% are above or equal to 10/22 close (1 days ago), 8.7% are below.
61.5% are above or equal to 10/21 close (2 days ago), 38.5% are below.
88.2% are above or equal to 10/20 close (3 days ago), 11.8% are below.
91.5% are above or equal to 10/17 close (4 days ago), 8.5% are below.
90.0% are above or equal to 10/16 close (5 days ago), 10.0% are below.
90.9% are above or equal to 10/15 close (6 days ago), 9.1% are below.
91.0% are above or equal to 10/14 close (7 days ago), 9.0% are below.
92.4% are above or equal to 10/13 close (8 days ago), 7.6% are below.
84.8% are above or equal to 10/10 close (9 days ago), 15.2% are below.
74.8% are above or equal to 10/9 close (10 days ago), 25.2% are below.
53.7% are above or equal to 10/8 close (11 days ago), 46.3% are below.
65.1% are above or equal to 10/7 close (12 days ago), 34.9% are below.
50.1% are above or equal to 10/6 close (13 days ago), 49.9% are below.
47.6% are above or equal to 10/3 close (14 days ago), 52.4% are below.
52.2% are above or equal to 10/2 close (15 days ago), 47.8% are below.
55.1% are above or equal to 10/1 close (16 days ago), 44.9% are below.
45.3% are above or equal to 9/30 close (17 days ago), 54.7% are below.
40.6% are above or equal to 9/29 close (18 days ago), 59.4% are below.
40.8% are above or equal to 9/26 close (19 days ago), 59.2% are below.
44.6% are above or equal to 9/25 close (20 days ago), 55.4% are below.
35.4% are above or equal to 9/24 close (21 days ago), 64.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.6% new highs, 1.4% new lows
21d: 15.0% new highs, 1.4% new lows
42d: 7.9% new highs, 1.3% new lows
63d: 7.0% new highs, 1.3% new lows
126d: 5.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.0% above, 9.0% below
3-day: 81.9% above, 18.1% below
4-day: 87.5% above, 12.5% below
5-day: 89.8% above, 10.2% below
8-day: 91.6% above, 8.4% below
10-day: 91.9% above, 8.1% below
20-day: 70.3% above, 29.7% below
50-day: 37.5% above, 62.5% below
200-day: 45.7% above, 54.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 11:26 am ET)
ENER(137): 2.85% Top=EXXI EGY DO CVE CPE SGY PVA HOS ….. MEMP APL ETE ECR OKS RGP ATW WFT=Bottom (Energy)
ELEC(63): 2.61% Top=SLAB LRCX CREE MEI AMKR CODE SUNE CRUS ….. GRMN MPWR KLAC TXN MXIM ADI BRCM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(52): 2.54% Top=INFN PLCM CIEN RKUS JDSU SMCI PANW BBRY ….. BCE CCI CTL WIN VZ FTR TDC T=Bottom (Computer Hardware/Telecom)
MANU(48): 2.51% Top=CRS PH TEX GTLS CAT FLS SPW BGC ….. DE DDD BWC MHK GNRC RS CFX PCP=Bottom (Manufacturing)
TRAN(33): 2.42% Top=GBX ALK UNP TRN TDW CSX KEX TK ….. CHRW CNI SWFT NSC AAL KNX JBHT UAL=Bottom (Transportation)
RETA(69): 1.93% Top=TSCO KMX ORLY ABG PAG DANG JCP SHLD ….. SFM WMT PETM COST WSM GNC BURL CAB=Bottom (Retail & Specialty Retail)
DISV(53): 1.92% Top=WTW TMH R YY JEC MAN ATHN URI ….. DV AAN GEO RCII CXW BAH SBAC URS=Bottom (Diversified Services)
HEAL(56): 1.69% Top=IRWD BCR ZMH DXCM DGX ALGN HNT LPNT ….. RMD BABY EW WMGI ESRX STJ MD VAR=Bottom (Health)
COSW(85): 1.61% Top=NOW SPLK DATA FEYE MKTO N QLIK PFPT ….. NQ SFUN CA JD EQIX CSOD CTXS YELP=Bottom (Computer Software/Internet)
CONS(60): 1.47% Top=SCSS UFS LEG TPX JAH NUS PKG LULU ….. BLL AVP KMB PG CRI BMS IRBT SKX=Bottom (Consumer)
MATE(32): 1.43% Top=FLR KBH MTZ BCC PWR EXP RYL FAST ….. MLM CVA DAR RYN DHI OC PHM USG=Bottom (Materials & Construction)
FINA(95): 1.43% Top=TCBI OCN WETF BXS FNGN JNS AMG LAZ ….. FNB NYCB ARCC AINV RY EFX BX BKU=Bottom (Banks/Financials)
CHEM(37): 1.27% Top=FTK SZYM ALB TROX POL CBT CHMT CYT ….. RPM PX MON IFF DD MOS POT AXLL=Bottom (Chemicals/Fertilizers)
LEIS(34): 1.17% Top=LTM BYD SGMS SEAS OWW LOCO MGM EXPE ….. PNRA TXRH SONC WEN BLMN RCL CAKE DNKN=Bottom (Leisure)
INSU(42): 0.68% Top=CLGX CNO MET MBI GNW MTG LNC PRU ….. ACE ORI ACGL AHL AXS VR TMK AWH=Bottom (Insurance)
META(25): 0.60% Top=AKS X CENX CLD SLCA BTU AA CMC ….. CLF NUE GG ABX AEM EGO NEM RGLD=Bottom (Metals & Mining)
REAL(94): 0.59% Top=RLGY LHO DCT SHO BAM HST RHP HPT ….. SRC WPC NLY VTR HCP NNN NSM CLI=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 11:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:09 am ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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

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

COMPARED TO YESTERDAY’S RANGE
19.0% of stocks are above yesterday’s high.
64.0% are above yesterday’s midpoint. (36.0% are below.)
6.3% are below yesterday’s low.
74.7% are inside yesterday’s range.
29.4% of stocks with today’s high > yesterday’s high. (70.6% less than).
16.6% of stocks with today’s low < yesterday’s low. (83.4% greater than).

EVIDENCE OF INTRADAY TREND
65.0% of stocks are above today’s open. (33.2% are below).
63.3% of stocks are above today’s open and yesterday’s close.
7.9% are below both.
10.4% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.8% of stocks are in the top 10% of today’s range.
44.2% are in the top 20%.
74.4% are in the top half. 25.6% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
90.4% of stocks are above yesterday’s close. (9.6% are below.)
2.9% are up 4.5% or more. 0.5% are down 4.5% or more.
7.0% are up 3.5% or more. 0.8% are down 3.5% or more.
31.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.9%…>=90:18.4%…>=80:37.8%…>=50:89.1%…<=20:3.4%…<=10:1.1%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.0% above previous 1 highs, 6.3% below previous 1 lows
17.1% above previous 2 highs, 4.1% below previous 2 lows
16.8% above previous 3 highs, 2.8% below previous 3 lows
16.7% above previous 4 highs, 2.1% below previous 4 lows
16.2% above previous 5 highs, 1.1% below previous 5 lows
15.8% above previous 6 highs, 1.1% below previous 6 lows
15.1% above previous 7 highs, 1.0% below previous 7 lows
14.3% above previous 8 highs, 1.0% below previous 8 lows
12.8% above previous 9 highs, 1.0% below previous 9 lows
10.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
90.4% are above or equal to 10/22 close (1 days ago), 9.6% are below.
53.9% are above or equal to 10/21 close (2 days ago), 46.1% are below.
86.2% are above or equal to 10/20 close (3 days ago), 13.8% are below.
90.8% are above or equal to 10/17 close (4 days ago), 9.2% are below.
89.1% are above or equal to 10/16 close (5 days ago), 10.9% are below.
90.4% are above or equal to 10/15 close (6 days ago), 9.6% are below.
90.4% are above or equal to 10/14 close (7 days ago), 9.6% are below.
91.5% are above or equal to 10/13 close (8 days ago), 8.5% are below.
83.6% are above or equal to 10/10 close (9 days ago), 16.4% are below.
72.9% are above or equal to 10/9 close (10 days ago), 27.1% are below.
51.1% are above or equal to 10/8 close (11 days ago), 48.9% are below.
63.3% are above or equal to 10/7 close (12 days ago), 36.7% are below.
48.2% are above or equal to 10/6 close (13 days ago), 51.8% are below.
45.4% are above or equal to 10/3 close (14 days ago), 54.6% are below.
50.6% are above or equal to 10/2 close (15 days ago), 49.4% are below.
53.6% are above or equal to 10/1 close (16 days ago), 46.4% are below.
43.5% are above or equal to 9/30 close (17 days ago), 56.5% are below.
39.7% are above or equal to 9/29 close (18 days ago), 60.3% are below.
38.9% are above or equal to 9/26 close (19 days ago), 61.1% are below.
42.9% are above or equal to 9/25 close (20 days ago), 57.1% are below.
34.0% are above or equal to 9/24 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.3% new highs, 1.1% new lows
21d: 10.7% new highs, 1.1% new lows
42d: 6.0% new highs, 1.1% new lows
63d: 5.3% new highs, 1.1% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 90.1% above, 9.9% below
3-day: 76.8% above, 23.2% below
4-day: 83.2% above, 16.8% below
5-day: 87.2% above, 12.8% below
8-day: 90.5% above, 9.5% below
10-day: 90.9% above, 9.1% below
20-day: 67.4% above, 32.6% below
50-day: 35.6% above, 64.4% below
200-day: 44.5% above, 55.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 10:09 am ET)
COHW(52): 2.26% Top=INFN PLCM CIEN PANW SMCI JDSU CAMP FNSR ….. FTR CCI EMC CTL WIN VZ TDC T=Bottom (Computer Hardware/Telecom)
ENER(137): 2.13% Top=EGY DO EXXI CPE SGY NFX FTI CVE ….. TLLP ETE PTEN GDP RGP ATW SN WFT=Bottom (Energy)
ELEC(63): 2.11% Top=SLAB CREE AMKR LRCX SUNE TRMB JASO MSCC ….. LLTC KLAC ADI TXN INVN ALTR BRCM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 2.09% Top=CRS PH CAT TEX SPW PNR FLS GTLS ….. JKS BWC LII GNRC DDD RS CFX PCP=Bottom (Manufacturing)
TRAN(33): 2.02% Top=ALK GBX UNP XPO TDW CSX TRN KEX ….. EXPD BRS WAB NSC JBHT HA AAL UAL=Bottom (Transportation)
RETA(69): 1.86% Top=TSCO KMX ORLY ABG DANG PAG JCP CHS ….. DSW COST DKS SHLD WMT SFM WSM CAB=Bottom (Retail & Specialty Retail)
DISV(53): 1.62% Top=WTW YY TMH URI KBR ACM R JEC ….. ASGN APOL GEO MCO BAH SBAC HMSY URS=Bottom (Diversified Services)
COSW(85): 1.54% Top=NOW SPLK MKTO DATA FEYE SNCR MANH NQ ….. IBM CA JD ANGI EQIX CSOD CTXS YELP=Bottom (Computer Software/Internet)
CHEM(37): 1.39% Top=FTK SZYM GPRE TROX ALB WPZ POL CBT ….. PX POT DD MOS MON OLN IFF AXLL=Bottom (Chemicals/Fertilizers)
CONS(60): 1.26% Top=SCSS UFS JAH TPX BC LEG LULU NUS ….. CLX AVP KMB PG CRI BMS IRBT SKX=Bottom (Consumer)
HEAL(56): 1.22% Top=ZMH BCR IRWD MR BSX PKI HOLX TMO ….. ESRX THC STJ RMD BABY PRXL MD VAR=Bottom (Health)
LEIS(34): 1.12% Top=LTM BYD SGMS MGM PNK SEAS MAR OWW ….. SONC LOCO PNRA WEN CAKE BLMN RCL DNKN=Bottom (Leisure)
FINA(95): 1.09% Top=TCBI JNS EVR WETF SCHW LAZ IVZ KKR ….. FNB BX FRC RY TROW EFX BKU SLM=Bottom (Banks/Financials)
INSU(42): 0.86% Top=CLGX FAF LNC FNF MET MBI GNW AFSI ….. AJG ACGL ACE VR AHL ORI TMK AWH=Bottom (Insurance)
MATE(32): 0.59% Top=FAST BCC FLR PWR WCN MAS CLH WM ….. CVA MLM DHI SPF PHM RYL OC USG=Bottom (Materials & Construction)
META(25): 0.57% Top=SLCA X PAAS CCJ CLD BTU CMC CNX ….. GG ABX CLF NEM EGO RGLD STLD NUE=Bottom (Metals & Mining)
REAL(94): 0.42% Top=RLGY LHO BAM RLJ HPT DRH RHP SHO ….. SNH OHI NLY PDM VTR HCP NSM CLI=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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1013.

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
9.1% of stocks are above yesterday’s high.
45.3% are above yesterday’s midpoint. (54.7% are below.)
9.6% are below yesterday’s low.
81.3% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
13.5% of stocks with today’s low < yesterday’s low. (86.5% greater than).

EVIDENCE OF INTRADAY TREND
36.3% of stocks are above today’s open. (61.7% are below).
34.8% of stocks are above today’s open and yesterday’s close.
12.5% are below both.
10.5% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.6% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.7% of stocks are in the top 10% of today’s range.
10.3% are in the top 20%.
30.4% are in the top half. 69.6% of stocks are in the bottom half of today’s range.
40.8% are in the bottom 20%.
25.1% are in the bottom 10%.

GAIN
86.0% of stocks are above yesterday’s close. (14.0% are below.)
1.9% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 1.0% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.4%…>=90:16.9%…>=80:31.2%…>=50:80.1%…<=20:4.4%…<=10:1.4%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:65.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.1% above previous 1 highs, 9.6% below previous 1 lows
8.5% above previous 2 highs, 6.8% below previous 2 lows
8.5% above previous 3 highs, 3.7% below previous 3 lows
8.5% above previous 4 highs, 3.2% below previous 4 lows
8.4% above previous 5 highs, 1.8% below previous 5 lows
8.2% above previous 6 highs, 1.4% below previous 6 lows
8.0% above previous 7 highs, 1.4% below previous 7 lows
7.9% above previous 8 highs, 1.3% below previous 8 lows
7.3% above previous 9 highs, 1.2% below previous 9 lows
6.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
86.0% are above or equal to 10/22 close (1 days ago), 14.0% are below.
40.8% are above or equal to 10/21 close (2 days ago), 59.2% are below.
81.0% are above or equal to 10/20 close (3 days ago), 19.0% are below.
87.0% are above or equal to 10/17 close (4 days ago), 13.0% are below.
86.8% are above or equal to 10/16 close (5 days ago), 13.2% are below.
89.1% are above or equal to 10/15 close (6 days ago), 10.9% are below.
89.1% are above or equal to 10/14 close (7 days ago), 10.9% are below.
90.4% are above or equal to 10/13 close (8 days ago), 9.6% are below.
80.8% are above or equal to 10/10 close (9 days ago), 19.2% are below.
68.8% are above or equal to 10/9 close (10 days ago), 31.2% are below.
46.9% are above or equal to 10/8 close (11 days ago), 53.1% are below.
58.5% are above or equal to 10/7 close (12 days ago), 41.5% are below.
45.2% are above or equal to 10/6 close (13 days ago), 54.8% are below.
41.6% are above or equal to 10/3 close (14 days ago), 58.4% are below.
47.7% are above or equal to 10/2 close (15 days ago), 52.3% are below.
50.0% are above or equal to 10/1 close (16 days ago), 50.0% are below.
41.2% are above or equal to 9/30 close (17 days ago), 58.8% are below.
36.9% are above or equal to 9/29 close (18 days ago), 63.1% are below.
35.4% are above or equal to 9/26 close (19 days ago), 64.6% are below.
39.8% are above or equal to 9/25 close (20 days ago), 60.2% are below.
32.0% are above or equal to 9/24 close (21 days ago), 68.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.4% new highs, 1.1% new lows
21d: 10.0% new highs, 1.1% new lows
42d: 5.6% new highs, 1.1% new lows
63d: 4.9% new highs, 1.1% new lows
126d: 3.6% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 85.0% above, 15.0% below
3-day: 60.4% above, 39.6% below
4-day: 72.3% above, 27.7% below
5-day: 80.1% above, 19.9% below
8-day: 87.7% above, 12.3% below
10-day: 87.9% above, 12.1% below
20-day: 62.0% above, 38.0% below
50-day: 33.0% above, 67.0% below
200-day: 43.1% above, 56.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 9:51 am ET)
COHW(51): 1.50% Top=INFN PLCM CIEN FNSR EFII SMCI JDSU ANET ….. SSYS EMC CNSL WIN FTR TDC VZ T=Bottom (Computer Hardware/Telecom)
ELEC(63): 1.39% Top=SLAB LRCX AMKR TRMB CREE SUNE AMAT SWKS ….. CSIQ ALTR AMBA IPGP BRCM TER TSL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 1.33% Top=CRS PH CAT FLS TEX PNR ROK CMI ….. DE MRC ATI DDD JKS RS CFX PCP=Bottom (Manufacturing)
TRAN(33): 1.31% Top=ALK UNP JBLU KNX DAL CSX XPO LUV ….. TK NSC TDW BRS JBHT SWFT HA UAL=Bottom (Transportation)
DISV(53): 1.29% Top=WTW PRAA TMH R URI YY RHI JEC ….. BAH CAR SBAC AAN GPN WOOF HMSY URS=Bottom (Diversified Services)
RETA(69): 1.28% Top=TSCO ORLY KMX ABG PAG JCP DANG AAP ….. WMT TFM AMZN SHLD DKS WSM SFM CAB=Bottom (Retail & Specialty Retail)
HEAL(56): 0.92% Top=ZMH BCR IRWD BSX TMO ISRG PKI HOLX ….. RMD MOH CYH WCG DGX MD THC VAR=Bottom (Health)
INSU(42): 0.82% Top=CLGX FAF FNF LNC CNO MET AFG TRV ….. RGA VR ACE AJG AHL ORI AWH TMK=Bottom (Insurance)
FINA(95): 0.75% Top=TCBI EVR JNS BLK PACW AMP AXP AMG ….. OCN FRC BX TROW EFX RY BKU SLM=Bottom (Banks/Financials)
COSW(85): 0.71% Top=NOW MKTO SPLK MANH FTNT XRX DATA N ….. VMW INFA CA EQIX CSOD ANGI CTXS YELP=Bottom (Computer Software/Internet)
ENER(136): 0.70% Top=DO EGY MWE CLR CVE NFX SGY FTI ….. ARP ALJ PE SN GDP ATW PTEN WFT=Bottom (Energy)
CONS(60): 0.69% Top=SCSS UFS TPX JAH BC LEG NWL LULU ….. GT AVP UA PG BMS CRI IRBT SKX=Bottom (Consumer)
LEIS(34): 0.56% Top=LTM BYD LQ PNK MGM OWW MAR EXPE ….. SIX WEN PNRA CCL CAKE BLMN RCL DNKN=Bottom (Leisure)
CHEM(37): 0.40% Top=FTK ALB SZYM WPZ TROX CHMT CBT GPRE ….. DD OLN MON IFF MOS MEOH POT WLK=Bottom (Chemicals/Fertilizers)
REAL(94): 0.34% Top=RLGY BDN RLJ BAM LHO HPT HST SLG ….. HCP SRC AGNC NLY WAC NSM HLSS CLI=Bottom (Real Estate)
MATE(32): 0.16% Top=BCC FAST WCN FLR WM SRCL PWR AWI ….. TOL LEN RYL DHI SPF PHM USG OC=Bottom (Materials & Construction)
META(25): -0.34% Top=X PAAS SLCA CCJ SWC CMC CENX TCK ….. AKS SCCO ABX NEM STLD RGLD NUE 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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:36 am

Market Stats at 9:36 am ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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
12.9% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
5.0% are below yesterday’s low.
82.0% are inside yesterday’s range.
19.3% of stocks with today’s high > yesterday’s high. (80.7% less than).
8.0% of stocks with today’s low < yesterday’s low. (92.0% greater than).

EVIDENCE OF INTRADAY TREND
54.3% of stocks are above today’s open. (42.0% are below).
52.5% of stocks are above today’s open and yesterday’s close.
6.5% are below both.
10.5% of stocks opened above yesterday’s high.
95.2% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.9% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
15.7% are in the bottom 10%.

GAIN
91.4% of stocks are above yesterday’s close. (8.6% are below.)
2.1% are up 4.5% or more. 0.7% are down 4.5% or more.
3.5% are up 3.5% or more. 1.2% are down 3.5% or more.
41.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.6%…>=90:18.9%…>=80:35.9%…>=50:86.4%…<=20:3.5%…<=10:1.1%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:68.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.9% above previous 1 highs, 5.0% below previous 1 lows
11.7% above previous 2 highs, 3.8% below previous 2 lows
11.6% above previous 3 highs, 2.2% below previous 3 lows
11.5% above previous 4 highs, 1.8% below previous 4 lows
11.3% above previous 5 highs, 1.3% below previous 5 lows
11.2% above previous 6 highs, 1.2% below previous 6 lows
10.7% above previous 7 highs, 1.2% below previous 7 lows
10.4% above previous 8 highs, 1.2% below previous 8 lows
9.6% above previous 9 highs, 1.1% below previous 9 lows
8.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.4% are above or equal to 10/22 close (1 days ago), 8.6% are below.
46.8% are above or equal to 10/21 close (2 days ago), 53.2% are below.
83.5% are above or equal to 10/20 close (3 days ago), 16.5% are below.
89.6% are above or equal to 10/17 close (4 days ago), 10.4% are below.
87.6% are above or equal to 10/16 close (5 days ago), 12.4% are below.
89.6% are above or equal to 10/15 close (6 days ago), 10.4% are below.
89.9% are above or equal to 10/14 close (7 days ago), 10.1% are below.
91.1% are above or equal to 10/13 close (8 days ago), 8.9% are below.
83.1% are above or equal to 10/10 close (9 days ago), 16.9% are below.
70.0% are above or equal to 10/9 close (10 days ago), 30.0% are below.
48.8% are above or equal to 10/8 close (11 days ago), 51.2% are below.
61.1% are above or equal to 10/7 close (12 days ago), 38.9% are below.
46.4% are above or equal to 10/6 close (13 days ago), 53.6% are below.
43.7% are above or equal to 10/3 close (14 days ago), 56.3% are below.
49.3% are above or equal to 10/2 close (15 days ago), 50.7% are below.
52.0% are above or equal to 10/1 close (16 days ago), 48.0% are below.
42.0% are above or equal to 9/30 close (17 days ago), 58.0% are below.
37.8% are above or equal to 9/29 close (18 days ago), 62.2% are below.
37.4% are above or equal to 9/26 close (19 days ago), 62.6% are below.
41.1% are above or equal to 9/25 close (20 days ago), 58.9% are below.
33.2% are above or equal to 9/24 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.5% new highs, 1.1% new lows
21d: 8.1% new highs, 1.1% new lows
42d: 4.3% new highs, 1.1% new lows
63d: 3.9% new highs, 1.1% new lows
126d: 2.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.1% above, 8.9% below
3-day: 70.5% above, 29.5% below
4-day: 78.3% above, 21.7% below
5-day: 85.2% above, 14.8% below
8-day: 89.2% above, 10.8% below
10-day: 90.0% above, 10.0% below
20-day: 64.8% above, 35.2% below
50-day: 34.5% above, 65.5% below
200-day: 44.2% above, 55.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 9:36 am ET)
TRAN(33): 1.73% Top=GLNG ALK UNP GBX ODFL LUV JBLU CSX ….. TDW BRS CP JBHT SWFT SAVE HA UAL=Bottom (Transportation)
MANU(48): 1.68% Top=CRS PH CAT TEX CMI FLS AGCO DOV ….. BWC ZBRA ATI LII DDD RS CFX PCP=Bottom (Manufacturing)
ENER(137): 1.63% Top=EGY DO SGY WTI CLR SFY MWE ROSE ….. OXY NS TLLP PTEN RGP SDLP ATW WFT=Bottom (Energy)
COHW(51): 1.58% Top=INFN PLCM CIEN PANW BBRY FNSR JDSU BRCD ….. CCI FTR GOGO TMUS TDC VZ CCOI T=Bottom (Computer Hardware/Telecom)
ELEC(63): 1.49% Top=SLAB SUNE CODE AMKR TRMB LRCX INVN FSL ….. MXIM KLAC ALTR IPGP QLGC SCTY BRKR TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 1.35% Top=WTW R URI RHI PRAA CAR AL APOL ….. VPRT XRS AAN BAH CXW EXAM VRSK HMSY=Bottom (Diversified Services)
RETA(69): 1.22% Top=TSCO KMX ORLY ABG DANG PAG AN AAP ….. FINL SFM WSM FRAN CDW AMZN DKS CAB=Bottom (Retail & Specialty Retail)
HEAL(56): 1.09% Top=ZMH BCR IRWD TMO PKI BABY PODD DVA ….. EVHC OPK STE MD RMD DGX MASI VAR=Bottom (Health)
CHEM(37): 1.09% Top=FTK ALB SZYM GPRE CE POL CYT CBT ….. TAM FMC DD MON IPI MOS AXLL POT=Bottom (Chemicals/Fertilizers)
INSU(42): 0.99% Top=CLGX FAF MTG AGO AHL CNO MET AIZ ….. AJG AIG WSH L ACE ORI TMK AWH=Bottom (Insurance)
FINA(94): 0.97% Top=TCBI EVR LAZ JNS SCHW PFG LM SIVB ….. EFX TROW FNB BX RY BKU FNGN SLM=Bottom (Banks/Financials)
COSW(85): 0.96% Top=NOW MKTO FTNT XRX SPLK MANH VNET ROVI ….. MDSO VMW UIS CSOD EQIX ANGI CTXS YELP=Bottom (Computer Software/Internet)
CONS(60): 0.95% Top=SCSS UFS JAH TPX BC SEE KS RKT ….. NKE AVP PG BMS SKX IRBT UA CRI=Bottom (Consumer)
REAL(94): 0.71% Top=LHO RLGY BDN RLJ SLG SHO HPT DCT ….. DLR IVR AVB AGNC HLSS NLY NSM CLI=Bottom (Real Estate)
MATE(32): 0.52% Top=BCC FAST WCN WM MAS RSG EXP FLR ….. KBH TOL RYL SPF DHI OC USG PHM=Bottom (Materials & Construction)
LEIS(34): 0.26% Top=LTM BYD MAR HOT EXPE PNK WYN MCD ….. SIX TXRH LQ CCL BLMN CAKE RCL DNKN=Bottom (Leisure)
META(25): -0.04% Top=SLCA X CMC AKS AA SWC CCJ CLD ….. SLW GG AEM ABX EGO NEM RGLD 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 9:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/22/2014

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

Closing Stats
by daytrend on 20141022. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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
9.2% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
27.5% are below yesterday’s low.
63.3% are inside yesterday’s range.
75.1% of stocks with today’s high > yesterday’s high. (24.9% less than).
33.1% of stocks with today’s low < yesterday’s low. (66.9% greater than).

EVIDENCE OF INTRADAY TREND
11.8% of stocks are above today’s open. (87.3% are below).
10.5% of stocks are above today’s open and yesterday’s close.
81.9% are below both.
31.6% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (25.8% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.1% of stocks are in the top 10% of today’s range.
0.8% are in the top 20%.
6.9% are in the top half. 93.1% of stocks are in the bottom half of today’s range.
77.2% are in the bottom 20%.
60.7% are in the bottom 10%.

GAIN
16.9% of stocks are above yesterday’s close. (83.1% are below.)
0.6% are up 4.5% or more. 6.9% are down 4.5% or more.
1.0% are up 3.5% or more. 11.4% are down 3.5% or more.
40.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:12.7%…>=80:20.3%…>=50:59.3%…<=20:3.8%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:55.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.2% above previous 1 highs, 27.5% below previous 1 lows
9.1% above previous 2 highs, 6.5% below previous 2 lows
8.5% above previous 3 highs, 5.2% below previous 3 lows
8.3% above previous 4 highs, 2.4% below previous 4 lows
7.7% above previous 5 highs, 1.4% below previous 5 lows
7.5% above previous 6 highs, 1.2% below previous 6 lows
7.5% above previous 7 highs, 1.1% below previous 7 lows
6.7% above previous 8 highs, 1.1% below previous 8 lows
6.1% above previous 9 highs, 1.1% below previous 9 lows
6.0% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
16.9% are above or equal to 10/21 close (1 days ago), 83.1% are below.
72.8% are above or equal to 10/20 close (2 days ago), 27.2% are below.
85.1% are above or equal to 10/17 close (3 days ago), 14.9% are below.
85.3% are above or equal to 10/16 close (4 days ago), 14.7% are below.
87.6% are above or equal to 10/15 close (5 days ago), 12.4% are below.
87.1% are above or equal to 10/14 close (6 days ago), 12.9% are below.
89.2% are above or equal to 10/13 close (7 days ago), 10.8% are below.
78.5% are above or equal to 10/10 close (8 days ago), 21.5% are below.
62.9% are above or equal to 10/9 close (9 days ago), 37.1% are below.
39.7% are above or equal to 10/8 close (10 days ago), 60.3% are below.
52.6% are above or equal to 10/7 close (11 days ago), 47.4% are below.
38.6% are above or equal to 10/6 close (12 days ago), 61.4% are below.
35.9% are above or equal to 10/3 close (13 days ago), 64.1% are below.
42.3% are above or equal to 10/2 close (14 days ago), 57.7% are below.
45.3% are above or equal to 10/1 close (15 days ago), 54.7% are below.
34.8% are above or equal to 9/30 close (16 days ago), 65.2% are below.
30.9% are above or equal to 9/29 close (17 days ago), 69.1% are below.
30.1% are above or equal to 9/26 close (18 days ago), 69.9% are below.
35.3% are above or equal to 9/25 close (19 days ago), 64.7% are below.
27.5% are above or equal to 9/24 close (20 days ago), 72.5% are below.
30.4% are above or equal to 9/23 close (21 days ago), 69.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.2% new highs, 1.4% new lows
21d: 19.0% new highs, 1.4% new lows
42d: 8.6% new highs, 1.4% new lows
63d: 6.8% new highs, 1.3% new lows
126d: 5.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 16.3% above, 83.7% below
3-day: 47.5% above, 52.5% below
4-day: 66.9% above, 33.1% below
5-day: 76.0% above, 24.0% below
8-day: 86.7% above, 13.3% below
10-day: 84.6% above, 15.4% below
20-day: 51.2% above, 48.8% below
50-day: 27.0% above, 73.0% below
200-day: 40.0% above, 60.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 Closing)
LEIS(34): -0.07% Top=SIX SONC BLMN JACK DPZ DNKN WEN LQ ….. PNK HOT MGM BYD EXPE LVS LTM SGMS=Bottom (Leisure)
REAL(94): -0.32% Top=DDR BDN O BEE EQY BRX CUBE KIM ….. RHP RWT NRF WAC BAM HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.54% Top=TRV VR RGA AXS AWH AFG AEL CB ….. LNC RDN PRU GNW BRO MBI CNO MTG=Bottom (Insurance)
MATE(31): -0.86% Top=OC DHI MAS WCN RSG TOL MDC SPF ….. PWR TPH FAST DAR USG MTZ FLR EXP=Bottom (Materials & Construction)
CONS(60): -0.89% Top=IRBT GPK SHOO MAT KMB SKX HBI BC ….. KS PKG CSL UFS NUS RKT OI TUP=Bottom (Consumer)
DISV(55): -1.00% Top=XRS RCII MYGN RHI GPN KBR WOOF BAH ….. URI VPRT YY APOL Z HTZ CAR R=Bottom (Diversified Services)
RETA(70): -1.04% Top=NFLX GNC BBY KR BURL CPRT CVS VSI ….. CAB MELI BID SFM RH TFM FIVE ABG=Bottom (Retail & Specialty Retail)
HEAL(54): -1.08% Top=STE BSX KND SYK BDX DGX MD WMGI ….. PODD THC HLS MR DXCM PKI TMO IRWD=Bottom (Health)
COSW(85): -1.17% Top=UIS YHOO NCR MANH NQ GOOG GOOGL MSCI ….. N NOW RHT PFPT SPLK VMW XRX DWRE=Bottom (Computer Software/Internet)
FINA(97): -1.21% Top=SEIC SLM NYCB EWBC EVR BX BBT ISBC ….. JNS WDR EV FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
CHEM(37): -1.33% Top=CF MOS MON ASH DD POT PX SHW ….. CHMT IPI FTK ALB FUL MEOH TROX SZYM=Bottom (Chemicals/Fertilizers)
TRAN(33): -1.74% Top=HA JBHT DAL CHRW CSX BRS TRN FDX ….. KSU KEX NSC JBLU KNX GLNG TK TDW=Bottom (Transportation)
COHW(50): -1.79% Top=NTAP CTL FTR EMC AAPL WIN XLS BRCD ….. OLED SSYS SWIR CIEN RKUS CNSL LXK ANET=Bottom (Computer Hardware/Telecom)
META(25): -1.93% Top=CLF STLD GG NEM NUE CMC CENX AA ….. SWC CCJ EGO SLW PAAS AEM BTU CLD=Bottom (Metals & Mining)
MANU(49): -2.03% Top=SWK GNRC LII MRC DE AOS DOV PNR ….. FLS EMR ATI CFX ROK GTLS JKS DDD=Bottom (Manufacturing)
ELEC(63): -2.28% Top=BRCM QLGC ISIL MSCC TXN GRMN MPWR MRVL ….. SUNE TQNT JASO VECO APH CSIQ TSL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(136): -3.35% Top=TLLP EEP NGL ENLK SDLP RES RGP XOM ….. ROSE PVA SN WTI AREX SGY SFY GDP=Bottom (Energy)

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 @ 2:32 pm

Market Stats at 3:31 pm ET
by daytrend on 20141022. 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
15.2% of stocks are above yesterday’s high.
49.4% are above yesterday’s midpoint. (50.6% are below.)
20.6% are below yesterday’s low.
64.1% are inside yesterday’s range.
75.1% of stocks with today’s high > yesterday’s high. (24.9% less than).
27.6% of stocks with today’s low < yesterday’s low. (72.4% greater than).

EVIDENCE OF INTRADAY TREND
18.2% of stocks are above today’s open. (80.9% are below).
16.0% of stocks are above today’s open and yesterday’s close.
72.0% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
13.7% are in the top half. 86.3% of stocks are in the bottom half of today’s range.
53.7% are in the bottom 20%.
33.2% are in the bottom 10%.

GAIN
26.0% of stocks are above yesterday’s close. (74.0% are below.)
0.6% are up 4.5% or more. 4.8% are down 4.5% or more.
1.2% are up 3.5% or more. 9.4% are down 3.5% or more.
49.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.5%…>=90:21.5%…>=80:30.7%…>=50:68.9%…<=20:2.9%…<=10:0.8%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:47.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.2% above previous 1 highs, 20.6% below previous 1 lows
14.8% above previous 2 highs, 4.3% below previous 2 lows
14.1% above previous 3 highs, 3.3% below previous 3 lows
13.8% above previous 4 highs, 1.5% below previous 4 lows
13.3% above previous 5 highs, 1.2% below previous 5 lows
12.8% above previous 6 highs, 1.0% below previous 6 lows
12.8% above previous 7 highs, 0.9% below previous 7 lows
11.1% above previous 8 highs, 0.9% below previous 8 lows
10.3% above previous 9 highs, 0.9% below previous 9 lows
10.1% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.0% are above or equal to 10/21 close (1 days ago), 74.0% are below.
79.3% are above or equal to 10/20 close (2 days ago), 20.7% are below.
87.3% are above or equal to 10/17 close (3 days ago), 12.7% are below.
87.1% are above or equal to 10/16 close (4 days ago), 12.9% are below.
89.5% are above or equal to 10/15 close (5 days ago), 10.5% are below.
88.9% are above or equal to 10/14 close (6 days ago), 11.1% are below.
90.9% are above or equal to 10/13 close (7 days ago), 9.1% are below.
81.2% are above or equal to 10/10 close (8 days ago), 18.8% are below.
65.8% are above or equal to 10/9 close (9 days ago), 34.2% are below.
42.3% are above or equal to 10/8 close (10 days ago), 57.7% are below.
54.9% are above or equal to 10/7 close (11 days ago), 45.1% are below.
42.0% are above or equal to 10/6 close (12 days ago), 58.0% are below.
38.5% are above or equal to 10/3 close (13 days ago), 61.5% are below.
45.1% are above or equal to 10/2 close (14 days ago), 54.9% are below.
48.7% are above or equal to 10/1 close (15 days ago), 51.3% are below.
37.3% are above or equal to 9/30 close (16 days ago), 62.7% are below.
33.7% are above or equal to 9/29 close (17 days ago), 66.3% are below.
32.4% are above or equal to 9/26 close (18 days ago), 67.6% are below.
36.8% are above or equal to 9/25 close (19 days ago), 63.2% are below.
28.8% are above or equal to 9/24 close (20 days ago), 71.2% are below.
32.3% are above or equal to 9/23 close (21 days ago), 67.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.2% new highs, 1.3% new lows
21d: 19.0% new highs, 1.3% new lows
42d: 8.6% new highs, 1.3% new lows
63d: 6.8% new highs, 1.3% new lows
126d: 5.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 25.0% above, 75.0% below
3-day: 58.1% above, 41.9% below
4-day: 74.9% above, 25.1% below
5-day: 80.6% above, 19.4% below
8-day: 89.6% above, 10.4% below
10-day: 87.4% above, 12.6% below
20-day: 55.0% above, 45.0% below
50-day: 29.6% above, 70.4% below
200-day: 41.3% above, 58.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 3:31 pm ET)
LEIS(34): 0.30% Top=SIX SONC BLMN JACK SEAS DPZ WEN DNKN ….. HOT BYD WYNN MGM EXPE LVS LTM SGMS=Bottom (Leisure)
REAL(94): -0.05% Top=BDN DDR CUBE LHO O CBG BEE EQY ….. NRF PMT WAC ACC BAM HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.13% Top=TRV VR RGA AXS AWH AGO AFG AEL ….. FAF PRU GNW BRO RDN CNO MBI MTG=Bottom (Insurance)
CONS(60): -0.42% Top=IRBT SHOO GPK KMB SKX MAT DECK HBI ….. UA BMS CSL PKG NUS RKT OI TUP=Bottom (Consumer)
MATE(31): -0.56% Top=OC MAS DHI RSG TOL MDC WCN PHM ….. PWR TPH FAST DAR MTZ USG EXP FLR=Bottom (Materials & Construction)
RETA(70): -0.61% Top=NFLX GNC BBY KR VSI BURL GPS CPRT ….. MELI CAB BID SFM TFM RH FIVE ABG=Bottom (Retail & Specialty Retail)
DISV(55): -0.67% Top=RCII XRS MYGN RHI GPN KBR ADS BAH ….. YY URI APOL VPRT Z HTZ CAR R=Bottom (Diversified Services)
HEAL(54): -0.70% Top=STE BSX KND WMGI SYK BDX DGX LH ….. HLS PODD OPK HCA DXCM PKI TMO IRWD=Bottom (Health)
COSW(85): -0.82% Top=UIS YHOO MANH NCR GOOG GOOGL SNCR WBMD ….. N NOW RHT PFPT SPLK XRX VMW DWRE=Bottom (Computer Software/Internet)
FINA(97): -0.83% Top=SEIC EVR NYCB EWBC SLM RF BX ISBC ….. PACW EV WDR FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
CHEM(37): -0.84% Top=CF MOS MON ASH DD SHW POT EMN ….. IPI POL GRA ALB FUL TROX MEOH SZYM=Bottom (Chemicals/Fertilizers)
COHW(51): -1.28% Top=NTAP CTL FTR WIN AAPL EMC VIP BRCD ….. SWIR OLED TDC CIEN RKUS CNSL ANET LXK=Bottom (Computer Hardware/Telecom)
TRAN(33): -1.36% Top=HA CHRW JBHT TRN EXPD DAL WERN CSX ….. KSU KEX JBLU NSC KNX GLNG TK TDW=Bottom (Transportation)
MANU(49): -1.64% Top=SWK GNRC LII PNR DOV AOS ITW MRC ….. ETN FLS EMR CFX ROK GTLS JKS DDD=Bottom (Manufacturing)
META(25): -1.67% Top=CLF STLD NUE CENX NEM CMC AA ABX ….. SLCA EGO GG SLW PAAS AEM BTU CLD=Bottom (Metals & Mining)
ELEC(63): -1.84% Top=BRCM QLGC ISIL MSCC MPWR TXN ONNN GRMN ….. VECO RFMD TQNT CSIQ APH JASO TSL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): -2.79% Top=TLLP EEP NGL ENLK RES SDLP VLO XOM ….. SN MTDR ROSE WTI SGY AREX SFY GDP=Bottom (Energy)

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 3:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 2:49 pm ET
by daytrend on 20141022. 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
16.1% of stocks are above yesterday’s high.
52.8% are above yesterday’s midpoint. (47.2% are below.)
17.4% are below yesterday’s low.
66.5% are inside yesterday’s range.
75.0% of stocks with today’s high > yesterday’s high. (25.0% less than).
26.5% of stocks with today’s low < yesterday’s low. (73.5% greater than).

EVIDENCE OF INTRADAY TREND
20.6% of stocks are above today’s open. (77.8% are below).
18.8% of stocks are above today’s open and yesterday’s close.
68.8% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
15.2% are in the top half. 84.8% of stocks are in the bottom half of today’s range.
46.7% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN
29.0% of stocks are above yesterday’s close. (71.0% are below.)
0.7% are up 4.5% or more. 3.0% are down 4.5% or more.
1.4% are up 3.5% or more. 7.2% are down 3.5% or more.
53.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.1%…>=90:22.8%…>=80:33.8%…>=50:73.0%…<=20:2.3%…<=10:0.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:60.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.1% above previous 1 highs, 17.4% below previous 1 lows
15.9% above previous 2 highs, 3.5% below previous 2 lows
15.2% above previous 3 highs, 2.8% below previous 3 lows
14.8% above previous 4 highs, 1.4% below previous 4 lows
14.2% above previous 5 highs, 1.0% below previous 5 lows
13.8% above previous 6 highs, 0.9% below previous 6 lows
13.7% above previous 7 highs, 0.8% below previous 7 lows
12.2% above previous 8 highs, 0.7% below previous 8 lows
11.0% above previous 9 highs, 0.7% below previous 9 lows
10.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.0% are above or equal to 10/21 close (1 days ago), 71.0% are below.
82.1% are above or equal to 10/20 close (2 days ago), 17.9% are below.
88.8% are above or equal to 10/17 close (3 days ago), 11.2% are below.
87.9% are above or equal to 10/16 close (4 days ago), 12.1% are below.
89.8% are above or equal to 10/15 close (5 days ago), 10.2% are below.
89.7% are above or equal to 10/14 close (6 days ago), 10.3% are below.
91.2% are above or equal to 10/13 close (7 days ago), 8.8% are below.
81.5% are above or equal to 10/10 close (8 days ago), 18.5% are below.
67.2% are above or equal to 10/9 close (9 days ago), 32.8% are below.
43.9% are above or equal to 10/8 close (10 days ago), 56.1% are below.
56.3% are above or equal to 10/7 close (11 days ago), 43.7% are below.
42.1% are above or equal to 10/6 close (12 days ago), 57.9% are below.
39.3% are above or equal to 10/3 close (13 days ago), 60.7% are below.
45.8% are above or equal to 10/2 close (14 days ago), 54.2% are below.
49.4% are above or equal to 10/1 close (15 days ago), 50.6% are below.
37.4% are above or equal to 9/30 close (16 days ago), 62.6% are below.
34.5% are above or equal to 9/29 close (17 days ago), 65.5% are below.
33.3% are above or equal to 9/26 close (18 days ago), 66.7% are below.
38.3% are above or equal to 9/25 close (19 days ago), 61.7% are below.
29.2% are above or equal to 9/24 close (20 days ago), 70.8% are below.
32.7% are above or equal to 9/23 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.2% new lows
21d: 18.9% new highs, 1.2% new lows
42d: 8.6% new highs, 1.2% new lows
63d: 6.8% new highs, 1.2% new lows
126d: 5.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.5% above, 72.5% below
3-day: 62.2% above, 37.8% below
4-day: 78.2% above, 21.8% below
5-day: 82.9% above, 17.1% below
8-day: 90.5% above, 9.5% below
10-day: 88.5% above, 11.5% below
20-day: 56.4% above, 43.6% below
50-day: 30.3% above, 69.7% below
200-day: 41.5% above, 58.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 2:49 pm ET)
LEIS(34): 0.38% Top=SIX SONC BLMN JACK SEAS H CMG DPZ ….. YUM PNRA MGM WYNN EXPE LVS LTM SGMS=Bottom (Leisure)
REAL(94): -0.04% Top=BDN DDR CUBE CBG KRC KIM LHO DEI ….. GOV PMT ACC BAM WAC HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.11% Top=TRV VR RGA AXS AWH AEL AGO AFG ….. GNW PRU AFSI CNO BRO RDN MBI MTG=Bottom (Insurance)
CONS(60): -0.37% Top=IRBT SHOO GPK KMB MAT HBI SKX DECK ….. UA CRI BMS PKG RKT NUS OI TUP=Bottom (Consumer)
MATE(31): -0.40% Top=OC MAS DHI TOL RSG WCN PHM MDC ….. PWR TPH FAST MTZ DAR USG EXP FLR=Bottom (Materials & Construction)
RETA(70): -0.46% Top=NFLX GNC BBY KR VSI GPS CPRT BURL ….. MELI BID CAB SFM RH FIVE TFM ABG=Bottom (Retail & Specialty Retail)
COSW(85): -0.58% Top=UIS YHOO MANH NCR GOOG SNCR NQ GOOGL ….. XRX DATA N RHT PFPT SPLK DWRE VMW=Bottom (Computer Software/Internet)
DISV(55): -0.61% Top=MYGN RCII XRS RHI GPN ADS KBR PAYX ….. BLOX APOL URI VPRT HTZ Z CAR R=Bottom (Diversified Services)
HEAL(54): -0.65% Top=STE BSX KND SYK BDX LH DGX AET ….. THC PODD OPK HLS DXCM PKI IRWD TMO=Bottom (Health)
CHEM(37): -0.65% Top=CF MOS DD MON ASH EMN PX POT ….. POL CHMT FUL ALB CE MEOH TROX SZYM=Bottom (Chemicals/Fertilizers)
FINA(97): -0.73% Top=SEIC NYCB OZRK SLM BX EWBC SBNY BBT ….. EV WDR JNS FNGN DFS NTRS LPLA OCN=Bottom (Banks/Financials)
COHW(51): -1.02% Top=NTAP FTR EMC CTL AAPL WIN ARRS BRCD ….. EFII CCOI CIEN CNSL LXK SSYS RKUS ANET=Bottom (Computer Hardware/Telecom)
TRAN(33): -1.18% Top=HA CHRW CNI DAL JBHT CSX EXPD BRS ….. KSU KEX NSC JBLU TK GLNG KNX TDW=Bottom (Transportation)
META(25): -1.51% Top=CLF STLD NUE NEM ABX CENX CNX CMC ….. AKS EGO GG SLW PAAS CLD AEM BTU=Bottom (Metals & Mining)
MANU(49): -1.55% Top=GNRC SWK LII PNR DOV AOS ITW MRC ….. CRS EMR ATI ROK CFX JKS GTLS DDD=Bottom (Manufacturing)
ELEC(63): -1.66% Top=BRCM QLGC MSCC TXN ISIL ONNN MPWR GRMN ….. CAVM TQNT VECO JASO SUNE TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): -2.27% Top=TLLP EEP VLO PAA NGL ENLK BPL GEL ….. PVA LGCY WTI ROSE SFY SGY AREX GDP=Bottom (Energy)

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 2:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 1:54 pm ET
by daytrend on 20141022. 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
18.2% of stocks are above yesterday’s high.
57.9% are above yesterday’s midpoint. (42.1% are below.)
15.0% are below yesterday’s low.
66.8% are inside yesterday’s range.
75.0% of stocks with today’s high > yesterday’s high. (25.0% less than).
20.7% of stocks with today’s low < yesterday’s low. (79.3% greater than).

EVIDENCE OF INTRADAY TREND
22.9% of stocks are above today’s open. (75.9% are below).
20.4% of stocks are above today’s open and yesterday’s close.
65.9% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
2.7% are in the top 20%.
17.0% are in the top half. 83.0% of stocks are in the bottom half of today’s range.
51.8% are in the bottom 20%.
27.6% are in the bottom 10%.

GAIN
31.4% of stocks are above yesterday’s close. (68.6% are below.)
0.7% are up 4.5% or more. 2.6% are down 4.5% or more.
1.1% are up 3.5% or more. 6.0% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.4%…>=90:26.1%…>=80:37.1%…>=50:76.7%…<=20:2.0%…<=10:0.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:63.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:50.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.2% above previous 1 highs, 15.0% below previous 1 lows
17.9% above previous 2 highs, 2.9% below previous 2 lows
16.9% above previous 3 highs, 2.5% below previous 3 lows
16.5% above previous 4 highs, 1.4% below previous 4 lows
15.6% above previous 5 highs, 0.8% below previous 5 lows
14.9% above previous 6 highs, 0.8% below previous 6 lows
14.7% above previous 7 highs, 0.7% below previous 7 lows
12.9% above previous 8 highs, 0.7% below previous 8 lows
11.3% above previous 9 highs, 0.7% below previous 9 lows
11.3% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.4% are above or equal to 10/21 close (1 days ago), 68.6% are below.
83.5% are above or equal to 10/20 close (2 days ago), 16.5% are below.
90.4% are above or equal to 10/17 close (3 days ago), 9.6% are below.
88.3% are above or equal to 10/16 close (4 days ago), 11.7% are below.
90.6% are above or equal to 10/15 close (5 days ago), 9.4% are below.
89.9% are above or equal to 10/14 close (6 days ago), 10.1% are below.
91.8% are above or equal to 10/13 close (7 days ago), 8.2% are below.
82.8% are above or equal to 10/10 close (8 days ago), 17.2% are below.
68.4% are above or equal to 10/9 close (9 days ago), 31.6% are below.
45.1% are above or equal to 10/8 close (10 days ago), 54.9% are below.
58.2% are above or equal to 10/7 close (11 days ago), 41.8% are below.
43.7% are above or equal to 10/6 close (12 days ago), 56.3% are below.
40.3% are above or equal to 10/3 close (13 days ago), 59.7% are below.
47.0% are above or equal to 10/2 close (14 days ago), 53.0% are below.
50.1% are above or equal to 10/1 close (15 days ago), 49.9% are below.
38.2% are above or equal to 9/30 close (16 days ago), 61.8% are below.
34.7% are above or equal to 9/29 close (17 days ago), 65.3% are below.
34.0% are above or equal to 9/26 close (18 days ago), 66.0% are below.
38.8% are above or equal to 9/25 close (19 days ago), 61.2% are below.
29.4% are above or equal to 9/24 close (20 days ago), 70.6% are below.
32.7% are above or equal to 9/23 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.0% new lows
21d: 18.9% new highs, 1.0% new lows
42d: 8.6% new highs, 1.0% new lows
63d: 6.8% new highs, 1.0% new lows
126d: 5.3% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.2% above, 69.8% below
3-day: 66.2% above, 33.8% below
4-day: 81.3% above, 18.7% below
5-day: 85.4% above, 14.6% below
8-day: 91.3% above, 8.7% below
10-day: 89.3% above, 10.7% below
20-day: 58.6% above, 41.4% below
50-day: 31.6% above, 68.4% below
200-day: 42.0% above, 58.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 1:54 pm ET)
LEIS(34): 0.46% Top=SIX SONC BLMN H SEAS JACK DPZ MAR ….. PNK YUM EXPE WYNN MGM LTM LVS SGMS=Bottom (Leisure)
REAL(94): -0.06% Top=BDN CUBE BRX CBG LHO DDR EQY BEE ….. RWT GOV ACC BAM WAC HPT NSM HLSS=Bottom (Real Estate)
INSU(42): -0.15% Top=TRV AEL VR RGA AXS AWH AGO AFG ….. PRU MBI GNW CNO BRO RDN AFSI MTG=Bottom (Insurance)
RETA(70): -0.21% Top=NFLX GNC BBY VSI KR CPRT SHLD BURL ….. CAB TCS PIR BID TFM RH FIVE ABG=Bottom (Retail & Specialty Retail)
CONS(60): -0.22% Top=IRBT SHOO GPK MAT KMB SKX HBI DECK ….. CCK BMS PKG RKT CRI OI NUS TUP=Bottom (Consumer)
MATE(31): -0.25% Top=OC MAS WCN DHI MDC PHM TOL RSG ….. EME TPH FAST MTZ DAR USG EXP FLR=Bottom (Materials & Construction)
COSW(85): -0.37% Top=UIS YHOO MANH NCR VNET GOOG SNCR GOOGL ….. EQIX N XRX PFPT RHT SPLK DWRE VMW=Bottom (Computer Software/Internet)
DISV(55): -0.44% Top=MYGN XRS RHI GPN KBR RCII ADS BAH ….. VPRT YY BLOX URI HTZ Z CAR R=Bottom (Diversified Services)
CHEM(37): -0.46% Top=CF GPRE MOS AXLL ASH MON DD EMN ….. CHMT FUL MEOH GRA FTK ALB TROX SZYM=Bottom (Chemicals/Fertilizers)
HEAL(54): -0.61% Top=STE BSX KND WMGI BDX SYK DVA LH ….. OPK THC HCA DXCM HLS PKI IRWD TMO=Bottom (Health)
FINA(97): -0.67% Top=SEIC OZRK SBNY EWBC SLM NYCB RF WBS ….. JNS WDR EV DFS FNGN NTRS LPLA OCN=Bottom (Banks/Financials)
COHW(51): -0.90% Top=NTAP EMC BRCD AAPL ARRS CTL FTR WIN ….. UBNT SWIR RKUS CIEN LXK CNSL ANET SSYS=Bottom (Computer Hardware/Telecom)
TRAN(33): -0.95% Top=HA BRS CHRW DAL SAVE JBHT ALK CNI ….. ODFL KEX JBLU NSC TK KNX GLNG TDW=Bottom (Transportation)
MANU(49): -1.33% Top=GNRC SWK LII PNR ZBRA DOV MRC AOS ….. ROK CRS ATI EMR CFX GTLS JKS DDD=Bottom (Manufacturing)
META(25): -1.35% Top=CLF STLD NUE CENX NEM SLCA CMC CNX ….. X GG SLW CLD PAAS BTU AEM AKS=Bottom (Metals & Mining)
ELEC(63): -1.35% Top=BRCM QLGC ISIL MSCC TXN GRMN ONNN AMKR ….. RFMD CSIQ TQNT JASO VECO TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(137): -1.92% Top=TLLP EEP GEL NGL ENLK PAA SXL VLO ….. GLF SFY SN SGY ROSE LGCY AREX GDP=Bottom (Energy)

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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:29 am

Market Stats at 12:29 pm ET
by daytrend on 20141022. 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
33.4% of stocks are above yesterday’s high.
75.8% are above yesterday’s midpoint. (24.2% are below.)
5.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
74.8% of stocks with today’s high > yesterday’s high. (25.2% less than).
11.8% of stocks with today’s low < yesterday’s low. (88.2% greater than).

EVIDENCE OF INTRADAY TREND
43.7% of stocks are above today’s open. (55.2% are below).
40.5% of stocks are above today’s open and yesterday’s close.
44.1% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.1% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
43.4% are in the top half. 56.6% of stocks are in the bottom half of today’s range.
25.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
52.6% of stocks are above yesterday’s close. (47.4% are below.)
0.8% are up 4.5% or more. 1.3% are down 4.5% or more.
1.6% are up 3.5% or more. 2.0% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:28.5%…>=90:46.7%…>=80:59.5%…>=50:88.3%…<=20:1.6%…<=10:0.6%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:71.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.4% above previous 1 highs, 5.7% below previous 1 lows
32.9% above previous 2 highs, 2.0% below previous 2 lows
31.5% above previous 3 highs, 1.4% below previous 3 lows
30.8% above previous 4 highs, 0.7% below previous 4 lows
29.8% above previous 5 highs, 0.6% below previous 5 lows
28.3% above previous 6 highs, 0.6% below previous 6 lows
27.1% above previous 7 highs, 0.6% below previous 7 lows
24.5% above previous 8 highs, 0.6% below previous 8 lows
20.6% above previous 9 highs, 0.6% below previous 9 lows
20.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.6% are above or equal to 10/21 close (1 days ago), 47.4% are below.
90.6% are above or equal to 10/20 close (2 days ago), 9.4% are below.
93.9% are above or equal to 10/17 close (3 days ago), 6.1% are below.
91.4% are above or equal to 10/16 close (4 days ago), 8.6% are below.
92.5% are above or equal to 10/15 close (5 days ago), 7.5% are below.
92.1% are above or equal to 10/14 close (6 days ago), 7.9% are below.
93.1% are above or equal to 10/13 close (7 days ago), 6.9% are below.
85.4% are above or equal to 10/10 close (8 days ago), 14.6% are below.
73.1% are above or equal to 10/9 close (9 days ago), 26.9% are below.
50.8% are above or equal to 10/8 close (10 days ago), 49.2% are below.
64.3% are above or equal to 10/7 close (11 days ago), 35.7% are below.
49.2% are above or equal to 10/6 close (12 days ago), 50.8% are below.
44.7% are above or equal to 10/3 close (13 days ago), 55.3% are below.
51.2% are above or equal to 10/2 close (14 days ago), 48.8% are below.
53.5% are above or equal to 10/1 close (15 days ago), 46.5% are below.
43.0% are above or equal to 9/30 close (16 days ago), 57.0% are below.
38.4% are above or equal to 9/29 close (17 days ago), 61.6% are below.
37.8% are above or equal to 9/26 close (18 days ago), 62.2% are below.
42.5% are above or equal to 9/25 close (19 days ago), 57.5% are below.
32.4% are above or equal to 9/24 close (20 days ago), 67.6% are below.
36.8% are above or equal to 9/23 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 0.9% new lows
21d: 18.9% new highs, 0.9% new lows
42d: 8.6% new highs, 0.9% new lows
63d: 6.8% new highs, 0.9% new lows
126d: 5.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.2% above, 48.8% below
3-day: 83.5% above, 16.5% below
4-day: 90.5% above, 9.5% below
5-day: 91.5% above, 8.5% below
8-day: 94.6% above, 5.4% below
10-day: 92.5% above, 7.5% below
20-day: 66.4% above, 33.6% below
50-day: 35.2% above, 64.8% below
200-day: 44.5% above, 55.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 12:29 pm ET)
LEIS(34): 1.23% Top=SIX SONC BLMN OWW SEAS MAR JACK BYD ….. MGM HOT LTM WYNN SGMS YUM LVS PNRA=Bottom (Leisure)
INSU(42): 0.45% Top=AGO TRV AEL RGA AXS VR AWH AFG ….. MET L RDN ACE CNO PRU BRO MTG=Bottom (Insurance)
RETA(70): 0.44% Top=NFLX GNC BBY VSI CPRT SHLD KR KMX ….. QVCA SFM LB ANF RH CAB BID ABG=Bottom (Retail & Specialty Retail)
REAL(94): 0.39% Top=BDN CBG DDR LHO RLGY BRX CBL DEI ….. GOV BAM ACC NSM DFT WAC HPT HLSS=Bottom (Real Estate)
CONS(60): 0.38% Top=IRBT SHOO GPK LULU MAT HBI KMB SKX ….. RKT UFS CCK CRI BMS OI NUS TUP=Bottom (Consumer)
CHEM(37): 0.24% Top=GPRE CF AXLL ASH MOS DD CBT APD ….. POL IPI CHMT FTK ALB GRA TROX SZYM=Bottom (Chemicals/Fertilizers)
MATE(31): 0.15% Top=OC MAS MDC RSG KBH WCN SPF DHI ….. EME FAST TPH USG DAR MTZ EXP FLR=Bottom (Materials & Construction)
DISV(55): 0.03% Top=XRS MYGN RHI GPN ADS KBR BAH RCII ….. APOL YY VPRT HTZ BLOX CAR Z R=Bottom (Diversified Services)
COSW(85): -0.04% Top=UIS YHOO VNET NCR SNCR MANH GOOG JD ….. CSOD EQIX RHT VEEV PFPT SPLK DWRE VMW=Bottom (Computer Software/Internet)
FINA(97): -0.10% Top=SEIC SBNY EWBC OZRK SLM NYCB BX FHN ….. WDR PACW WETF DFS FNGN NTRS LPLA OCN=Bottom (Banks/Financials)
HEAL(54): -0.15% Top=BSX KND STE MASI WMGI LH BDX DVA ….. THC ESRX OPK HLS IRWD PKI TMO DXCM=Bottom (Health)
TRAN(33): -0.20% Top=HA SAVE BRS DAL WAB UAL GBX CNI ….. CNW ODFL XPO NSC KSU GLNG KNX TDW=Bottom (Transportation)
META(25): -0.22% Top=CLF STLD SLCA NUE CENX CNX CMC AA ….. AKS BTU EGO CLD SLW GG PAAS AEM=Bottom (Metals & Mining)
COHW(51): -0.33% Top=ARRS BRCD NTAP XLS VIP SYNA FTR CAMP ….. SWIR CIEN RKUS CCOI CNSL SSYS ANET LXK=Bottom (Computer Hardware/Telecom)
ENER(137): -0.42% Top=TLLP EEP NGL SXL PAA CJES SWN SSE ….. SGY ROSE SFY ECA GLF ARP LGCY GDP=Bottom (Energy)
MANU(49): -0.63% Top=GNRC SWK PNR LII DOV ITW ZBRA DE ….. ATI ROK CRS EMR CFX GTLS JKS DDD=Bottom (Manufacturing)
ELEC(63): -0.86% Top=BRCM QLGC ONNN AMKR GRMN ISIL OVTI MRVL ….. CAVM CRUS TQNT VECO JASO TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:16 am

Market Stats at 12:16 pm ET
by daytrend on 20141022. 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
33.3% of stocks are above yesterday’s high.
76.1% are above yesterday’s midpoint. (23.9% are below.)
5.8% are below yesterday’s low.
60.9% are inside yesterday’s range.
74.8% of stocks with today’s high > yesterday’s high. (25.2% less than).
11.1% of stocks with today’s low < yesterday’s low. (88.9% greater than).

EVIDENCE OF INTRADAY TREND
43.8% of stocks are above today’s open. (55.1% are below).
40.4% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
31.6% of stocks opened above yesterday’s high.
68.4% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.5% of stocks are in the top 10% of today’s range.
14.7% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
26.6% are in the bottom 20%.
17.4% are in the bottom 10%.

GAIN
54.1% of stocks are above yesterday’s close. (45.9% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
1.4% are up 3.5% or more. 2.5% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:29.6%…>=90:46.9%…>=80:59.5%…>=50:89.3%…<=20:1.5%…<=10:0.6%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:72.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:57.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.3% above previous 1 highs, 5.8% below previous 1 lows
32.9% above previous 2 highs, 1.8% below previous 2 lows
31.6% above previous 3 highs, 1.5% below previous 3 lows
30.8% above previous 4 highs, 0.9% below previous 4 lows
29.9% above previous 5 highs, 0.8% below previous 5 lows
28.2% above previous 6 highs, 0.8% below previous 6 lows
27.2% above previous 7 highs, 0.7% below previous 7 lows
24.4% above previous 8 highs, 0.7% below previous 8 lows
20.1% above previous 9 highs, 0.7% below previous 9 lows
19.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.1% are above or equal to 10/21 close (1 days ago), 45.9% are below.
90.7% are above or equal to 10/20 close (2 days ago), 9.3% are below.
94.0% are above or equal to 10/17 close (3 days ago), 6.0% are below.
91.2% are above or equal to 10/16 close (4 days ago), 8.8% are below.
92.4% are above or equal to 10/15 close (5 days ago), 7.6% are below.
92.1% are above or equal to 10/14 close (6 days ago), 7.9% are below.
93.7% are above or equal to 10/13 close (7 days ago), 6.3% are below.
85.3% are above or equal to 10/10 close (8 days ago), 14.7% are below.
73.5% are above or equal to 10/9 close (9 days ago), 26.5% are below.
51.7% are above or equal to 10/8 close (10 days ago), 48.3% are below.
64.8% are above or equal to 10/7 close (11 days ago), 35.2% are below.
49.4% are above or equal to 10/6 close (12 days ago), 50.6% are below.
44.8% are above or equal to 10/3 close (13 days ago), 55.2% are below.
51.5% are above or equal to 10/2 close (14 days ago), 48.5% are below.
54.0% are above or equal to 10/1 close (15 days ago), 46.0% are below.
43.4% are above or equal to 9/30 close (16 days ago), 56.6% are below.
38.8% are above or equal to 9/29 close (17 days ago), 61.2% are below.
38.2% are above or equal to 9/26 close (18 days ago), 61.8% are below.
43.0% are above or equal to 9/25 close (19 days ago), 57.0% are below.
32.6% are above or equal to 9/24 close (20 days ago), 67.4% are below.
36.8% are above or equal to 9/23 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.0% new highs, 0.9% new lows
21d: 18.8% new highs, 0.9% new lows
42d: 8.6% new highs, 0.9% new lows
63d: 6.8% new highs, 0.9% new lows
126d: 5.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.6% above, 47.4% below
3-day: 83.6% above, 16.4% below
4-day: 90.9% above, 9.1% below
5-day: 91.2% above, 8.8% below
8-day: 94.4% above, 5.6% below
10-day: 92.7% above, 7.3% below
20-day: 67.1% above, 32.9% below
50-day: 35.4% above, 64.6% below
200-day: 44.5% above, 55.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141022 12:16 pm ET)
LEIS(34): 1.17% Top=SIX SONC BLMN SEAS JACK MAR OWW H ….. HOT MGM LTM WYNN YUM PNRA SGMS LVS=Bottom (Leisure)
INSU(42): 0.49% Top=TRV AEL AGO RGA AXS AWH VR AFG ….. CLGX L CNO ACE RDN PRU MTG BRO=Bottom (Insurance)
RETA(70): 0.46% Top=NFLX GNC BBY VSI KR CPRT KMX FRAN ….. DKS QVCA FIVE ANF CAB LB BID ABG=Bottom (Retail & Specialty Retail)
CONS(60): 0.38% Top=IRBT GPK SHOO MAT KMB HBI SKX LULU ….. CSL CCK RKT BMS OI CRI NUS TUP=Bottom (Consumer)
CHEM(37): 0.36% Top=GPRE CF CBT ASH AXLL DD MOS APD ….. WPZ FTK IPI ALB CHMT GRA TROX SZYM=Bottom (Chemicals/Fertilizers)
REAL(94): 0.30% Top=BDN RLGY CBG DDR LHO DEI CBL WRI ….. PMT GOV WAC ACC BAM DFT HPT HLSS=Bottom (Real Estate)
MATE(31): 0.16% Top=OC MAS MDC RSG WCN KBH SPF DHI ….. EME TPH FAST DAR EXP MTZ USG FLR=Bottom (Materials & Construction)
DISV(55): 0.06% Top=MYGN RHI XRS GPN KBR BAH ADS RCII ….. APOL YY VPRT BLOX HTZ Z CAR R=Bottom (Diversified Services)
COSW(85): -0.01% Top=UIS YHOO VNET NCR MANH SNCR GOOG NTCT ….. EQIX DATA RHT VEEV PFPT SPLK VMW DWRE=Bottom (Computer Software/Internet)
FINA(97): -0.05% Top=EWBC SEIC OZRK SBNY NYCB SLM CFR ETFC ….. WDR WETF PACW DFS NTRS FNGN LPLA OCN=Bottom (Banks/Financials)
HEAL(54): -0.19% Top=BSX KND STE BDX WMGI DVA LH SYK ….. THC ESRX HLS IRWD PKI OPK DXCM TMO=Bottom (Health)
TRAN(33): -0.23% Top=HA BRS SAVE WAB CP ALK DAL LUV ….. XPO CNW SWFT KSU NSC GLNG TDW KNX=Bottom (Transportation)
COHW(51): -0.27% Top=ARRS NTAP FTR BRCD VIP COMM CTL XLS ….. CIEN INFN RKUS CCOI CNSL SSYS ANET LXK=Bottom (Computer Hardware/Telecom)
ENER(137): -0.32% Top=TLLP EEP NGL SSE PAA CRK SXL VLO ….. ARP ROSE BAS SFY ECA GLF LGCY GDP=Bottom (Energy)
META(25): -0.44% Top=CLF SLCA STLD NUE CENX CMC AA CNX ….. RGLD BTU CLD EGO SLW GG PAAS AEM=Bottom (Metals & Mining)
MANU(49): -0.69% Top=GNRC SWK PNR LII DOV ZBRA KMT ITW ….. ATI ROK EMR CRS CFX GTLS JKS DDD=Bottom (Manufacturing)
ELEC(63): -0.87% Top=BRCM QLGC AMKR ONNN ISIL GRMN OVTI TXN ….. RFMD CAVM TQNT VECO JASO TSL APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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