daytrend

06/29/2012

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

Closing Stats
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
89.7% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.7% are below yesterday’s low.
9.6% are inside yesterday’s range.
95.5% of stocks with today’s high > yesterday’s high. (4.5% less than).
2.1% of stocks with today’s low < yesterday’s low. (97.9% greater than).

EVIDENCE OF INTRADAY TREND
74.8% of stocks are above today’s open. (24.4% are below).
74.8% of stocks are above today’s open and yesterday’s close.
4.5% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
37.7% of stocks are in the top 10% of today’s range.
52.8% are in the top 20%.
79.9% are in the top half. 20.1% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN
95.5% of stocks are above yesterday’s close. (4.5% are below.)
20.5% are up 4.5% or more. 0.2% are down 4.5% or more.
38.0% are up 3.5% or more. 0.3% are down 3.5% or more.
7.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:28.8%…>=90:54.3%…>=80:75.7%…>=50:95.1%…<=20:1.5%…<=10:1.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:81.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:73.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
89.7% above previous 1 highs, 0.7% below previous 1 lows
81.8% above previous 2 highs, 0.7% below previous 2 lows
79.7% above previous 3 highs, 0.7% below previous 3 lows
75.8% above previous 4 highs, 0.7% below previous 4 lows
65.6% above previous 5 highs, 0.7% below previous 5 lows
47.3% above previous 6 highs, 0.7% below previous 6 lows
40.3% above previous 7 highs, 0.7% below previous 7 lows
36.8% above previous 8 highs, 0.7% below previous 8 lows
36.0% above previous 9 highs, 0.7% below previous 9 lows
35.5% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.5% are above or equal to 6/28 close (1 days ago), 4.5% are below.
92.0% are above or equal to 6/27 close (2 days ago), 8.0% are below.
92.1% are above or equal to 6/26 close (3 days ago), 7.9% are below.
91.8% are above or equal to 6/25 close (4 days ago), 8.2% are below.
81.4% are above or equal to 6/22 close (5 days ago), 18.6% are below.
86.0% are above or equal to 6/21 close (6 days ago), 14.0% are below.
60.0% are above or equal to 6/20 close (7 days ago), 40.0% are below.
57.8% are above or equal to 6/19 close (8 days ago), 42.2% are below.
68.2% are above or equal to 6/18 close (9 days ago), 31.8% are below.
71.5% are above or equal to 6/15 close (10 days ago), 28.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 35.9% new highs, 0.9% new lows
21d: 34.1% new highs, 0.9% new lows
42d: 12.3% new highs, 0.9% new lows
63d: 9.0% new highs, 0.9% new lows
126d: 7.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.5% above, 4.5% below
3-day: 95.4% above, 4.6% below
4-day: 94.6% above, 5.4% below
5-day: 94.8% above, 5.2% below
8-day: 89.0% above, 11.0% below
10-day: 84.5% above, 15.5% below
20-day: 81.0% above, 19.0% below
50-day: 55.8% above, 44.2% below
200-day: 55.6% above, 44.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 4.42% Top=VCLK QSII TIBX VMW GRPN UIS CTXS RHT ….. BYI IRM AWAY GLUU IT ZNGA JIVE ROVI=Bottom (Computer Software/Internet)
MANU(40): 4.33% Top=TEX DRC LII MTW WWD ATU ETN AGCO ….. PNR GE SPW XYL FLS AVY RBN PCP=Bottom (Manufacturing)
MATE(30): 4.08% Top=KBH FWLT PHM MTZ MDR SPF DHI LEN ….. DAR PWR RYL FLR MLM SHW WCN MDU=Bottom (Materials & Construction)
ELEC(55): 3.97% Top=NXPI INVN CAVM TXN OVTI SWKS CY AMD ….. GLW MCHP CPHD MRVL FSLR CREE DLB IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.92% Top=ROSE PETD KOG XEC CRK PDS GPOR PXP ….. WES SUN MMR TSO HNR CJES COG HK=Bottom (Energy)
RETA(75): 3.22% Top=FINL ARO ANF CAB FRAN FL AEO GES ….. ROST DG HSNI KR BBY DDS FDO SVU=Bottom (Retail & Specialty Retail)
META(29): 3.03% Top=WOR ACI MCP FCX BTU CLF TIE GG ….. PAAS EGO STLD NUE RGLD X WLT AKS=Bottom (Metals & Mining)
LEIS(26): 2.96% Top=VAC HOT MAR MPEL EAT EXPE H WYN ….. SBUX SIX DNKN WYNN CCL PENN YUM MCD=Bottom (Leisure)
COHW(44): 2.76% Top=EMC NTAP PCS TDC WDC SNDK JDSU JNPR ….. UBNT CCI VZ TWTC T NIHD AMT RIMM=Bottom (Computer Hardware/Telecom)
DISV(46): 2.68% Top=MELI VPRT URI HMSY RHI HTZ CAR KBR ….. CACI PAYX APOL HRB AL VNTV SBAC RRD=Bottom (Diversified Services)
CONS(57): 2.62% Top=FOSL WHR PAY FNP RKT TPX TWI AVP ….. BLL BMS CTB SKX VFC PBI SHOO NKE=Bottom (Consumer)
FINA(74): 2.57% Top=BAC MS BEN LM NTRS BK FII BX ….. PSEC LPLA NYB TCB CBOE TCBI JPM FNFG=Bottom (Banks/Financials)
CHEM(27): 2.42% Top=CBT EMN GRA CYT APD FMC MON PX ….. AGU ASH FUL RPM MOS HUN IFF POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.37% Top=TRN CNW SWFT EXPD TK GLNG TDW UNP ….. JBLU KEX CNI UAL LUV ALK LCC DAL=Bottom (Transportation)
REAL(73): 2.30% Top=CUBE EXR SHO OFC CBL SLG LHO CBG ….. ARR AEC MFA IVR HTS CMO TWO OHI=Bottom (Real Estate)
INSU(38): 2.17% Top=AGO MET LNC GNW AIG HIG AFL PRU ….. PRA PGR PRE VR FNF AIZ RNR RE=Bottom (Insurance)
HEAL(50): 1.75% Top=NUVA LNCR ALGN HMA THOR BKD HRC SIRO ….. HNT CNC WCG UNH CVH AET HUM WLP=Bottom (Health)

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

Filed under: Market Stats — daytrend @ 2:57 pm

Market Stats at 3:57 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
88.2% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.9% are below yesterday’s low.
10.9% are inside yesterday’s range.
95.5% of stocks with today’s high > yesterday’s high. (4.5% less than).
2.1% of stocks with today’s low < yesterday’s low. (97.9% greater than).

EVIDENCE OF INTRADAY TREND
72.9% of stocks are above today’s open. (25.8% are below).
72.9% of stocks are above today’s open and yesterday’s close.
4.9% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
30.7% of stocks are in the top 10% of today’s range.
47.1% are in the top 20%.
78.1% are in the top half. 21.9% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
95.1% of stocks are above yesterday’s close. (4.9% are below.)
18.6% are up 4.5% or more. 0.2% are down 4.5% or more.
36.1% are up 3.5% or more. 0.3% are down 3.5% or more.
7.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:27.8%…>=90:53.5%…>=80:75.5%…>=50:94.9%…<=20:1.5%…<=10:1.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:81.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:72.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
88.2% above previous 1 highs, 0.9% below previous 1 lows
80.2% above previous 2 highs, 0.8% below previous 2 lows
78.6% above previous 3 highs, 0.8% below previous 3 lows
74.5% above previous 4 highs, 0.8% below previous 4 lows
64.1% above previous 5 highs, 0.8% below previous 5 lows
45.3% above previous 6 highs, 0.8% below previous 6 lows
38.8% above previous 7 highs, 0.8% below previous 7 lows
35.1% above previous 8 highs, 0.8% below previous 8 lows
34.3% above previous 9 highs, 0.8% below previous 9 lows
33.8% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.1% are above or equal to 6/28 close (1 days ago), 4.9% are below.
91.7% are above or equal to 6/27 close (2 days ago), 8.3% are below.
91.7% are above or equal to 6/26 close (3 days ago), 8.3% are below.
91.7% are above or equal to 6/25 close (4 days ago), 8.3% are below.
80.3% are above or equal to 6/22 close (5 days ago), 19.7% are below.
85.8% are above or equal to 6/21 close (6 days ago), 14.2% are below.
58.3% are above or equal to 6/20 close (7 days ago), 41.7% are below.
56.8% are above or equal to 6/19 close (8 days ago), 43.2% are below.
67.5% are above or equal to 6/18 close (9 days ago), 32.5% are below.
70.9% are above or equal to 6/15 close (10 days ago), 29.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 35.5% new highs, 0.9% new lows
21d: 33.8% new highs, 0.9% new lows
42d: 12.2% new highs, 0.9% new lows
63d: 8.9% new highs, 0.9% new lows
126d: 7.1% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 94.9% above, 5.1% below
3-day: 95.1% above, 4.9% below
4-day: 94.3% above, 5.7% below
5-day: 93.8% above, 6.3% below
8-day: 88.1% above, 11.9% below
10-day: 83.9% above, 16.1% below
20-day: 80.7% above, 19.3% below
50-day: 54.7% above, 45.3% below
200-day: 55.0% above, 45.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 4.29% Top=VCLK TIBX QSII VMW UIS GRPN CTXS RHT ….. BR ACOM AWAY GLUU IT ZNGA JIVE ROVI=Bottom (Computer Software/Internet)
MANU(40): 4.19% Top=TEX MTW LII DRC WWD ATU AGCO ETN ….. PNR GE SPW XYL FLS AVY PCP RBN=Bottom (Manufacturing)
MATE(30): 3.96% Top=KBH FWLT PHM MTZ MDR DHI SPF EXP ….. SRCL RYL PWR FLR MLM WCN SHW MDU=Bottom (Materials & Construction)
ELEC(55): 3.83% Top=NXPI INVN CAVM TXN OVTI SWKS AMD CY ….. SPRD MCHP CPHD MRVL FSLR DLB CREE IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.83% Top=ROSE KOG PETD CRK PDS XEC SM GPOR ….. WES SUN MMR TSO HNR CJES COG HK=Bottom (Energy)
RETA(75): 3.10% Top=FINL ARO ANF CAB FRAN FL AEO GES ….. TGT HSNI KR DG BBY DDS FDO SVU=Bottom (Retail & Specialty Retail)
META(29): 2.91% Top=WOR ACI FCX BTU MCP CLF TIE ANR ….. PAAS AUQ EGO NUE RGLD X WLT AKS=Bottom (Metals & Mining)
LEIS(26): 2.88% Top=VAC HOT MAR MPEL EAT EXPE H WYN ….. PNRA SIX DNKN WYNN PENN CCL YUM MCD=Bottom (Leisure)
COHW(44): 2.67% Top=EMC PCS NTAP TDC WDC SNDK JNPR JDSU ….. CCI VZ UBNT TWTC NIHD T AMT RIMM=Bottom (Computer Hardware/Telecom)
DISV(46): 2.57% Top=MELI URI VPRT HMSY RHI HTZ CAR KBR ….. APOL CACI PAYX AL HRB VNTV SBAC RRD=Bottom (Diversified Services)
CONS(57): 2.51% Top=FOSL PAY WHR RKT FNP TPX TWI AVP ….. RFP BMS CTB VFC SKX PBI SHOO NKE=Bottom (Consumer)
FINA(74): 2.49% Top=BAC MS BEN LM NTRS FII BK STI ….. PSEC LPLA NYB TCB CBOE TCBI FNFG JPM=Bottom (Banks/Financials)
CHEM(27): 2.34% Top=CBT EMN GRA CYT APD ROC PX MON ….. ASH MOS AGU FUL HUN RPM IFF POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.28% Top=TRN CNW SWFT EXPD TK GLNG UNP TDW ….. CSX KEX CNI UAL LUV ALK LCC DAL=Bottom (Transportation)
REAL(73): 2.28% Top=CUBE EXR SHO CBL OFC HST SLG CBG ….. NNN AEC MFA IVR HTS CMO TWO OHI=Bottom (Real Estate)
INSU(38): 2.10% Top=AGO MET LNC GNW AIG HIG AFL PRU ….. AXS PGR PRE VR RNR AIZ FNF RE=Bottom (Insurance)
HEAL(50): 1.65% Top=NUVA LNCR HMA ALGN THOR HRC BKD RMD ….. CNC MD UNH WCG CVH AET HUM WLP=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:38 pm

Market Stats at 3:38 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
87.6% of stocks are above yesterday’s high.
97.1% are above yesterday’s midpoint. (2.9% are below.)
0.8% are below yesterday’s low.
11.6% are inside yesterday’s range.
95.3% of stocks with today’s high > yesterday’s high. (4.7% less than).
2.0% of stocks with today’s low < yesterday’s low. (98.0% greater than).

EVIDENCE OF INTRADAY TREND
69.7% of stocks are above today’s open. (29.2% are below).
69.6% of stocks are above today’s open and yesterday’s close.
4.7% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
22.8% of stocks are in the top 10% of today’s range.
38.1% are in the top 20%.
75.1% are in the top half. 24.9% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
95.1% of stocks are above yesterday’s close. (4.9% are below.)
17.4% are up 4.5% or more. 0.2% are down 4.5% or more.
33.2% are up 3.5% or more. 0.5% are down 3.5% or more.
9.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:26.5%…>=90:52.2%…>=80:73.7%…>=50:94.9%…<=20:1.4%…<=10:1.2%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:80.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:72.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.6% above previous 1 highs, 0.8% below previous 1 lows
79.4% above previous 2 highs, 0.7% below previous 2 lows
77.5% above previous 3 highs, 0.7% below previous 3 lows
73.5% above previous 4 highs, 0.7% below previous 4 lows
62.0% above previous 5 highs, 0.7% below previous 5 lows
42.6% above previous 6 highs, 0.7% below previous 6 lows
35.9% above previous 7 highs, 0.7% below previous 7 lows
32.8% above previous 8 highs, 0.7% below previous 8 lows
32.3% above previous 9 highs, 0.7% below previous 9 lows
31.4% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.1% are above or equal to 6/28 close (1 days ago), 4.9% are below.
91.0% are above or equal to 6/27 close (2 days ago), 9.0% are below.
91.6% are above or equal to 6/26 close (3 days ago), 8.4% are below.
91.4% are above or equal to 6/25 close (4 days ago), 8.6% are below.
79.4% are above or equal to 6/22 close (5 days ago), 20.6% are below.
84.7% are above or equal to 6/21 close (6 days ago), 15.3% are below.
56.5% are above or equal to 6/20 close (7 days ago), 43.5% are below.
55.2% are above or equal to 6/19 close (8 days ago), 44.8% are below.
66.2% are above or equal to 6/18 close (9 days ago), 33.8% are below.
69.7% are above or equal to 6/15 close (10 days ago), 30.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 34.1% new highs, 0.9% new lows
21d: 32.5% new highs, 0.9% new lows
42d: 12.0% new highs, 0.9% new lows
63d: 8.9% new highs, 0.9% new lows
126d: 7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.1% above, 4.9% below
3-day: 94.6% above, 5.4% below
4-day: 93.9% above, 6.1% below
5-day: 93.5% above, 6.5% below
8-day: 87.6% above, 12.4% below
10-day: 83.1% above, 16.9% below
20-day: 79.7% above, 20.3% below
50-day: 53.5% above, 46.5% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 4.21% Top=VCLK QSII TIBX VMW UIS CTXS BSFT GRPN ….. BR AWAY IRM GLUU IT ZNGA ROVI JIVE=Bottom (Computer Software/Internet)
MANU(40): 4.11% Top=LII WWD TEX DRC MTW ATU AGCO ATI ….. GE PNR SPW FLS XYL AVY PCP RBN=Bottom (Manufacturing)
MATE(30): 3.98% Top=KBH MTZ FWLT SPF PHM MDR DHI MTH ….. PWR MLM DAR FLR SRCL SHW WCN MDU=Bottom (Materials & Construction)
ELEC(55): 3.83% Top=NXPI INVN OVTI CAVM TXN CY SWKS ATML ….. MXIM MCHP CPHD FSLR MRVL IPGP DLB CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.64% Top=ROSE PETD KOG CRK XEC PDS OAS GPOR ….. WES MMR SUN TSO CJES HNR HK COG=Bottom (Energy)
RETA(75): 3.13% Top=FINL ARO ANF CAB FRAN FL AEO GES ….. TGT SWY DG KR BBY DDS FDO SVU=Bottom (Retail & Specialty Retail)
META(29): 2.93% Top=WOR ACI MCP FCX BTU SWC TIE CLF ….. NEM PAAS EGO NUE RGLD X WLT AKS=Bottom (Metals & Mining)
LEIS(26): 2.69% Top=VAC HOT MAR EXPE EAT MPEL MGM WYN ….. DNKN SBUX ARCO CCL WYNN PENN YUM MCD=Bottom (Leisure)
COHW(44): 2.62% Top=PCS EMC NTAP TDC SNDK WDC JNPR DELL ….. FIO NIHD VZ TWTC CCI T AMT RIMM=Bottom (Computer Hardware/Telecom)
CONS(57): 2.52% Top=FOSL PAY WHR FNP RKT TPX SCSS AVP ….. BLL SKX BMS PBI VFC CTB SHOO NKE=Bottom (Consumer)
DISV(46): 2.46% Top=MELI VPRT HMSY URI RHI HTZ CAR JEC ….. CACI APOL PAYX HRB AL VNTV SBAC RRD=Bottom (Diversified Services)
CHEM(27): 2.28% Top=CBT EMN CYT GRA ROC APD CE ALB ….. ASH HUN FUL AGU RPM MOS IFF POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.21% Top=TRN SWFT CNW TK EXPD GLNG TDW UNP ….. CSX KEX CNI LUV UAL ALK LCC DAL=Bottom (Transportation)
FINA(74): 2.20% Top=MS LM BAC BEN NTRS BK BX FHN ….. BOH LPLA TCB NYB FNFG CBOE TCBI JPM=Bottom (Banks/Financials)
REAL(73): 2.05% Top=CUBE CBG CBL SHO OFC EXR HST BDN ….. NLY AEC IVR MFA HTS CMO TWO OHI=Bottom (Real Estate)
INSU(38): 1.88% Top=AGO GNW MET LNC AIG HIG AFL PRU ….. VR AXS PGR PRE FNF RNR AIZ RE=Bottom (Insurance)
HEAL(50): 1.59% Top=NUVA LNCR ALGN HMA HRC BKD THOR SIRO ….. MD CNC WCG CVH UNH AET HUM WLP=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:48 pm

Market Stats at 2:47 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
87.6% of stocks are above yesterday’s high.
97.2% are above yesterday’s midpoint. (2.8% are below.)
0.7% are below yesterday’s low.
11.7% are inside yesterday’s range.
94.9% of stocks with today’s high > yesterday’s high. (5.1% less than).
1.7% of stocks with today’s low < yesterday’s low. (98.3% greater than).

EVIDENCE OF INTRADAY TREND
68.2% of stocks are above today’s open. (31.0% are below).
68.1% of stocks are above today’s open and yesterday’s close.
4.9% are below both.
99.3% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
20.3% of stocks are in the top 10% of today’s range.
37.7% are in the top 20%.
72.3% are in the top half. 27.7% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN
95.0% of stocks are above yesterday’s close. (5.0% are below.)
16.0% are up 4.5% or more. 0.2% are down 4.5% or more.
31.9% are up 3.5% or more. 0.2% are down 3.5% or more.
10.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.8%…>=90:52.0%…>=80:74.4%…>=50:94.8%…<=20:1.4%…<=10:1.2%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:80.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:71.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.6% above previous 1 highs, 0.7% below previous 1 lows
80.0% above previous 2 highs, 0.6% below previous 2 lows
77.9% above previous 3 highs, 0.6% below previous 3 lows
74.3% above previous 4 highs, 0.6% below previous 4 lows
61.8% above previous 5 highs, 0.6% below previous 5 lows
42.0% above previous 6 highs, 0.6% below previous 6 lows
35.9% above previous 7 highs, 0.6% below previous 7 lows
32.5% above previous 8 highs, 0.6% below previous 8 lows
32.1% above previous 9 highs, 0.6% below previous 9 lows
31.0% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.0% are above or equal to 6/28 close (1 days ago), 5.0% are below.
91.0% are above or equal to 6/27 close (2 days ago), 9.0% are below.
91.4% are above or equal to 6/26 close (3 days ago), 8.6% are below.
91.7% are above or equal to 6/25 close (4 days ago), 8.3% are below.
79.4% are above or equal to 6/22 close (5 days ago), 20.6% are below.
84.7% are above or equal to 6/21 close (6 days ago), 15.3% are below.
56.0% are above or equal to 6/20 close (7 days ago), 44.0% are below.
55.0% are above or equal to 6/19 close (8 days ago), 45.0% are below.
66.3% are above or equal to 6/18 close (9 days ago), 33.7% are below.
69.2% are above or equal to 6/15 close (10 days ago), 30.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 33.4% new highs, 0.8% new lows
21d: 31.7% new highs, 0.8% new lows
42d: 11.9% new highs, 0.8% new lows
63d: 8.8% new highs, 0.8% new lows
126d: 6.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 94.8% above, 5.2% below
3-day: 94.4% above, 5.6% below
4-day: 93.5% above, 6.5% below
5-day: 93.2% above, 6.8% below
8-day: 87.4% above, 12.6% below
10-day: 83.4% above, 16.6% below
20-day: 79.3% above, 20.7% below
50-day: 52.9% above, 47.1% below
200-day: 54.5% above, 45.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 4.21% Top=VCLK QSII TIBX UIS GRPN CTXS SOHU VMW ….. NLSN JKHY ZNGA IRM IGT JIVE IT ROVI=Bottom (Computer Software/Internet)
MANU(40): 4.21% Top=TEX WWD LII AGCO MTW ATI TKR DRC ….. PLL GE AVY XYL SPW PCP FLS RBN=Bottom (Manufacturing)
ELEC(55): 3.88% Top=OVTI NXPI CAVM INVN CY ONNN TXN SWKS ….. MXIM TSL CREE IPGP SPRD DLB FSLR MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 3.88% Top=KBH MTZ SPF FWLT EXP PHM MDR MTH ….. WM RYL PWR SRCL SHW FLR MDU WCN=Bottom (Materials & Construction)
ENER(96): 3.33% Top=ROSE KOG PETD XEC PDS GPOR NFX CRK ….. SUN RRC WPX TSO HK HNR CJES COG=Bottom (Energy)
RETA(75): 3.00% Top=FINL ANF ARO CAB FRAN FL GES SIG ….. ROST SBH KR DDS DG BBY SVU FDO=Bottom (Retail & Specialty Retail)
COHW(44): 2.62% Top=PCS EMC NTAP TDC DELL JNPR SNDK EQIX ….. NIHD VZ CCI T FIO AMT UBNT RIMM=Bottom (Computer Hardware/Telecom)
LEIS(26): 2.61% Top=VAC HOT EXPE MAR MPEL MGM WYN EAT ….. CCL ARCO SIX DNKN WYNN PENN YUM MCD=Bottom (Leisure)
META(29): 2.57% Top=WOR ACI FCX MCP BTU SWC ANR GG ….. AUQ RGLD NUE EGO CLF X WLT AKS=Bottom (Metals & Mining)
DISV(46): 2.55% Top=VPRT URI MELI HMSY HTZ RHI JEC KBR ….. V APOL PAYX CACI HRB RRD SBAC VNTV=Bottom (Diversified Services)
CONS(57): 2.48% Top=FOSL PAY WHR RKT FNP SCSS UA TPX ….. BLL BMS SKX PBI VFC CTB SHOO NKE=Bottom (Consumer)
CHEM(27): 2.47% Top=CBT EMN ROC CYT GRA CE FMC MEOH ….. DD RPM HUN FUL ASH MOS IFF POT=Bottom (Chemicals/Fertilizers)
FINA(74): 2.18% Top=BAC BEN LM NTRS FHN BX GHL BK ….. CBOE ARCC TCB ICE FNFG NYB TCBI JPM=Bottom (Banks/Financials)
TRAN(25): 2.14% Top=TRN CNW SWFT TK EXPD GLNG UNP CP ….. JBLU KEX CNI LUV LCC UAL ALK DAL=Bottom (Transportation)
INSU(38): 1.96% Top=AGO GNW MET AIG LNC HIG AFL PRU ….. VR PRA PRE PGR AIZ RNR FNF RE=Bottom (Insurance)
REAL(73): 1.87% Top=CBG CUBE GRT CBL OFC SHO EXR HST ….. NNN IVR AEC MFA OHI HTS TWO CMO=Bottom (Real Estate)
HEAL(50): 1.64% Top=HCA NUVA HMA ALGN SIRO BKD RMD THOR ….. MD WCG CNC CVH UNH AET WLP HUM=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:37 pm

Market Stats at 2:37 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
88.1% of stocks are above yesterday’s high.
97.5% are above yesterday’s midpoint. (2.5% are below.)
0.3% are below yesterday’s low.
11.6% are inside yesterday’s range.
95.0% of stocks with today’s high > yesterday’s high. (5.0% less than).
1.6% of stocks with today’s low < yesterday’s low. (98.4% greater than).

EVIDENCE OF INTRADAY TREND
68.1% of stocks are above today’s open. (30.0% are below).
67.9% of stocks are above today’s open and yesterday’s close.
4.1% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
23.4% of stocks are in the top 10% of today’s range.
41.7% are in the top 20%.
75.0% are in the top half. 25.0% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN
95.8% of stocks are above yesterday’s close. (4.2% are below.)
17.4% are up 4.5% or more. 0.2% are down 4.5% or more.
32.8% are up 3.5% or more. 0.3% are down 3.5% or more.
10.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:26.6%…>=90:52.1%…>=80:74.5%…>=50:95.4%…<=20:1.4%…<=10:1.2%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:81.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:72.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
88.1% above previous 1 highs, 0.3% below previous 1 lows
80.4% above previous 2 highs, 0.3% below previous 2 lows
78.2% above previous 3 highs, 0.3% below previous 3 lows
75.0% above previous 4 highs, 0.3% below previous 4 lows
62.4% above previous 5 highs, 0.3% below previous 5 lows
42.4% above previous 6 highs, 0.3% below previous 6 lows
35.8% above previous 7 highs, 0.3% below previous 7 lows
32.3% above previous 8 highs, 0.3% below previous 8 lows
31.8% above previous 9 highs, 0.3% below previous 9 lows
30.7% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.8% are above or equal to 6/28 close (1 days ago), 4.2% are below.
91.4% are above or equal to 6/27 close (2 days ago), 8.6% are below.
91.8% are above or equal to 6/26 close (3 days ago), 8.2% are below.
91.7% are above or equal to 6/25 close (4 days ago), 8.3% are below.
79.5% are above or equal to 6/22 close (5 days ago), 20.5% are below.
85.5% are above or equal to 6/21 close (6 days ago), 14.5% are below.
56.3% are above or equal to 6/20 close (7 days ago), 43.8% are below.
56.0% are above or equal to 6/19 close (8 days ago), 44.0% are below.
66.4% are above or equal to 6/18 close (9 days ago), 33.6% are below.
69.3% are above or equal to 6/15 close (10 days ago), 30.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 33.4% new highs, 0.7% new lows
21d: 31.7% new highs, 0.7% new lows
42d: 11.9% new highs, 0.7% new lows
63d: 8.8% new highs, 0.7% new lows
126d: 6.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.7% above, 4.3% below
3-day: 94.7% above, 5.3% below
4-day: 94.1% above, 5.9% below
5-day: 94.0% above, 6.0% below
8-day: 88.3% above, 11.7% below
10-day: 83.7% above, 16.3% below
20-day: 79.9% above, 20.1% below
50-day: 53.6% above, 46.4% below
200-day: 54.6% above, 45.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40): 4.28% Top=TEX WWD LII ATI AGCO TKR JOY MTW ….. DE XYL AVY GE SPW RBN PCP FLS=Bottom (Manufacturing)
COSW(79): 4.20% Top=VCLK QSII TIBX UIS SOHU GRPN CTXS VMW ….. JKHY ZNGA ACOM IRM IGT JIVE IT ROVI=Bottom (Computer Software/Internet)
ELEC(55): 3.92% Top=OVTI NXPI CAVM INVN ONNN CY TXN SWKS ….. TSL MXIM CREE IPGP SPRD DLB MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 3.84% Top=KBH MTZ SPF FWLT EXP PHM MDR MTH ….. RYL MLM PWR SRCL FLR SHW MDU WCN=Bottom (Materials & Construction)
ENER(96): 3.67% Top=PETD ROSE XEC KOG PDS GPOR SFY NFX ….. WES RRC WPX TSO HNR HK CJES COG=Bottom (Energy)
RETA(75): 3.03% Top=FINL ARO ANF CAB FRAN FL GES AEO ….. TGT SBH KR DDS DG BBY SVU FDO=Bottom (Retail & Specialty Retail)
META(29): 2.74% Top=WOR BTU ACI FCX MCP ANR SWC GG ….. CNX PAAS RGLD NUE EGO X WLT AKS=Bottom (Metals & Mining)
COHW(44): 2.70% Top=PCS EMC NTAP TDC EQIX DELL SNDK JNPR ….. TWTC VZ NIHD FIO CCI T AMT RIMM=Bottom (Computer Hardware/Telecom)
LEIS(26): 2.65% Top=VAC HOT EXPE MPEL MAR MGM WYN H ….. ARCO CCL SIX WYNN DNKN PENN MCD YUM=Bottom (Leisure)
DISV(46): 2.56% Top=VPRT URI MELI HMSY HTZ RHI ULTA JEC ….. MA CXW V CACI HRB RRD SBAC VNTV=Bottom (Diversified Services)
CONS(57): 2.53% Top=PAY FOSL WHR FNP RKT UA TPX SCSS ….. KMB BMS SKX PBI CTB VFC SHOO NKE=Bottom (Consumer)
CHEM(27): 2.48% Top=CBT EMN CYT ROC GRA ALB CE FMC ….. DD RPM ASH FUL HUN MOS IFF POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.29% Top=TRN CNW SWFT TK EXPD UNP GLNG CP ….. UPS KEX CNI LUV LCC ALK UAL DAL=Bottom (Transportation)
FINA(74): 2.19% Top=BAC BEN LM BX FHN BK GHL NTRS ….. LPLA CBOE FNFG ICE NYB TCB TCBI JPM=Bottom (Banks/Financials)
INSU(38): 1.93% Top=AGO GNW MET LNC AIG HIG AFL PRU ….. VR PRA PRE PGR AIZ RNR FNF RE=Bottom (Insurance)
REAL(73): 1.86% Top=CBG CUBE GRT CBL OFC EXR LHO CLI ….. ARR NLY AEC OHI MFA HTS TWO CMO=Bottom (Real Estate)
HEAL(50): 1.64% Top=HCA HMA NUVA ALGN SIRO RMD HRC THOR ….. MD CNC WCG UNH CVH AET WLP HUM=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:03 pm

Market Stats at 2:02 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
88.2% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.3% are below yesterday’s low.
11.5% are inside yesterday’s range.
94.8% of stocks with today’s high > yesterday’s high. (5.2% less than).
1.5% of stocks with today’s low < yesterday’s low. (98.5% greater than).

EVIDENCE OF INTRADAY TREND
68.3% of stocks are above today’s open. (30.1% are below).
68.1% of stocks are above today’s open and yesterday’s close.
4.2% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
20.9% of stocks are in the top 10% of today’s range.
39.8% 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.
7.5% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN
95.6% of stocks are above yesterday’s close. (4.4% are below.)
15.6% are up 4.5% or more. 0.3% are down 4.5% or more.
31.9% are up 3.5% or more. 0.3% are down 3.5% or more.
9.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:25.6%…>=90:51.5%…>=80:74.4%…>=50:95.5%…<=20:1.5%…<=10:1.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:80.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:71.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
88.2% above previous 1 highs, 0.3% below previous 1 lows
80.2% above previous 2 highs, 0.2% below previous 2 lows
78.0% above previous 3 highs, 0.2% below previous 3 lows
74.4% above previous 4 highs, 0.2% below previous 4 lows
62.4% above previous 5 highs, 0.2% below previous 5 lows
40.6% above previous 6 highs, 0.2% below previous 6 lows
35.1% above previous 7 highs, 0.2% below previous 7 lows
32.2% above previous 8 highs, 0.2% below previous 8 lows
31.8% above previous 9 highs, 0.2% below previous 9 lows
30.9% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
95.6% are above or equal to 6/28 close (1 days ago), 4.4% are below.
91.2% are above or equal to 6/27 close (2 days ago), 8.8% are below.
92.1% are above or equal to 6/26 close (3 days ago), 7.9% are below.
91.8% are above or equal to 6/25 close (4 days ago), 8.2% are below.
79.4% are above or equal to 6/22 close (5 days ago), 20.6% are below.
84.6% are above or equal to 6/21 close (6 days ago), 15.4% are below.
54.9% are above or equal to 6/20 close (7 days ago), 45.1% are below.
55.7% are above or equal to 6/19 close (8 days ago), 44.3% are below.
65.6% are above or equal to 6/18 close (9 days ago), 34.4% are below.
68.9% are above or equal to 6/15 close (10 days ago), 31.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 33.2% new highs, 0.6% new lows
21d: 31.5% new highs, 0.6% new lows
42d: 11.9% new highs, 0.6% new lows
63d: 8.8% new highs, 0.6% new lows
126d: 6.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.5% above, 4.5% below
3-day: 95.4% above, 4.6% below
4-day: 93.9% above, 6.1% below
5-day: 94.2% above, 5.8% below
8-day: 88.8% above, 11.2% below
10-day: 83.2% above, 16.8% below
20-day: 79.5% above, 20.5% below
50-day: 53.0% above, 47.0% below
200-day: 54.6% above, 45.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40): 4.12% Top=TEX WWD LII GTLS JOY MTW ATI AGCO ….. XYL DE GE AVY PLL RBN PCP FLS=Bottom (Manufacturing)
COSW(79): 4.05% Top=VCLK QSII TIBX UIS SFLY GRPN VMW SOHU ….. DDD GLUU VRSN JKHY NLSN IRM IT ROVI=Bottom (Computer Software/Internet)
ELEC(55): 3.92% Top=OVTI NXPI INVN ONNN CY CAVM TXN IRF ….. INTC GLW MXIM CREE FSLR MRVL DLB SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 3.78% Top=KBH MTZ FWLT SPF EXP MTH PHM MDR ….. DAR MLM PWR FLR SRCL SHW WCN MDU=Bottom (Materials & Construction)
ENER(96): 3.29% Top=XEC ROSE GPOR PETD PDS KOG NFX CIE ….. SUN HK HNR CJES WPX TSO RRC COG=Bottom (Energy)
RETA(75): 3.12% Top=FINL ARO ANF FRAN CAB FL GES ANN ….. NFLX DDS TGT KR SBH BBY DG FDO=Bottom (Retail & Specialty Retail)
LEIS(26): 2.69% Top=VAC EXPE HOT MAR MGM LVS WYN H ….. WYNN JACK CCL SIX DNKN PENN MCD YUM=Bottom (Leisure)
COHW(44): 2.65% Top=PCS EMC NTAP TDC APKT ARUN JDSU JNPR ….. NIHD TWTC VZ FIO T CCI AMT RIMM=Bottom (Computer Hardware/Telecom)
META(29): 2.55% Top=WOR BTU FCX MCP SWC ANR ACI GG ….. CNX EGO NUE STLD RGLD X WLT AKS=Bottom (Metals & Mining)
CONS(57): 2.49% Top=PAY FOSL WHR FNP TPX RKT HAR UA ….. BMS KMB CTB SKX PBI VFC SHOO NKE=Bottom (Consumer)
DISV(46): 2.47% Top=MELI VPRT URI HMSY HTZ RHI MYGN KBR ….. V APOL CACI ADS HRB VNTV SBAC RRD=Bottom (Diversified Services)
CHEM(27): 2.39% Top=CBT CYT EMN ROC GRA ALB FMC CE ….. DD FUL MOS IFF POT RPM HUN ASH=Bottom (Chemicals/Fertilizers)
TRAN(25): 2.38% Top=TRN CNW TK SWFT EXPD TDW GLNG SAVE ….. UPS KEX LUV CNI LCC ALK UAL DAL=Bottom (Transportation)
FINA(74): 2.27% Top=LM BEN BAC FHN BK GHL NDAQ NTRS ….. BOH PSEC TCB CBOE NYB ICE TCBI JPM=Bottom (Banks/Financials)
HEAL(50): 1.87% Top=HCA NUVA HMA RMD SIRO ALGN HRC THOR ….. CNC MD WCG AET UNH CVH WLP HUM=Bottom (Health)
INSU(38): 1.86% Top=AGO GNW AIG MET LNC AFL PRU HIG ….. VR MBI PRE PGR AIZ FNF RNR RE=Bottom (Insurance)
REAL(73): 1.81% Top=CBG LHO CUBE GRT HPT CLI CBL SHO ….. CYS ARR AEC MFA CIT HTS CMO TWO=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:09 pm

Market Stats at 1:08 pm ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
87.7% of stocks are above yesterday’s high.
97.1% are above yesterday’s midpoint. (2.9% are below.)
0.6% are below yesterday’s low.
11.7% are inside yesterday’s range.
94.7% of stocks with today’s high > yesterday’s high. (5.3% less than).
1.3% of stocks with today’s low < yesterday’s low. (98.7% greater than).

EVIDENCE OF INTRADAY TREND
65.4% of stocks are above today’s open. (32.9% are below).
65.3% of stocks are above today’s open and yesterday’s close.
3.7% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
28.7% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
71.1% are in the top half. 28.9% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
96.2% of stocks are above yesterday’s close. (3.8% are below.)
13.7% are up 4.5% or more. 0.2% are down 4.5% or more.
28.5% are up 3.5% or more. 0.2% are down 3.5% or more.
10.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.3%…>=90:50.9%…>=80:74.0%…>=50:95.5%…<=20:1.4%…<=10:1.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:80.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:70.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
87.7% above previous 1 highs, 0.6% below previous 1 lows
80.2% above previous 2 highs, 0.3% below previous 2 lows
77.7% above previous 3 highs, 0.2% below previous 3 lows
73.8% above previous 4 highs, 0.2% below previous 4 lows
61.3% above previous 5 highs, 0.2% below previous 5 lows
40.7% above previous 6 highs, 0.2% below previous 6 lows
34.5% above previous 7 highs, 0.2% below previous 7 lows
31.0% above previous 8 highs, 0.2% below previous 8 lows
30.4% above previous 9 highs, 0.2% below previous 9 lows
29.9% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
96.2% are above or equal to 6/28 close (1 days ago), 3.8% are below.
91.0% are above or equal to 6/27 close (2 days ago), 9.0% are below.
92.0% are above or equal to 6/26 close (3 days ago), 8.0% are below.
91.3% are above or equal to 6/25 close (4 days ago), 8.7% are below.
79.9% are above or equal to 6/22 close (5 days ago), 20.1% are below.
84.3% are above or equal to 6/21 close (6 days ago), 15.7% are below.
54.6% are above or equal to 6/20 close (7 days ago), 45.4% are below.
54.1% are above or equal to 6/19 close (8 days ago), 45.9% are below.
65.2% are above or equal to 6/18 close (9 days ago), 34.8% are below.
68.4% are above or equal to 6/15 close (10 days ago), 31.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 31.8% new highs, 0.6% new lows
21d: 30.2% new highs, 0.6% new lows
42d: 11.3% new highs, 0.6% new lows
63d: 8.4% new highs, 0.6% new lows
126d: 6.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 95.8% above, 4.2% below
3-day: 95.1% above, 4.9% below
4-day: 94.1% above, 5.9% below
5-day: 94.0% above, 6.0% below
8-day: 89.1% above, 10.9% below
10-day: 82.4% above, 17.6% below
20-day: 79.2% above, 20.8% below
50-day: 52.8% above, 47.2% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COSW(79): 3.95% Top=VCLK TIBX UIS QSII VMW SFLY CTXS YNDX ….. IGT JKHY DDD GLUU JIVE IT ROVI ZNGA=Bottom (Computer Software/Internet)
MANU(40): 3.88% Top=TEX ATI JOY WWD ATU LII MTW GTLS ….. PLL SPW GE PCP XYL FLS DE RBN=Bottom (Manufacturing)
ELEC(55): 3.72% Top=NXPI OVTI INVN CY ONNN TXN AMD CAVM ….. CPHD GLW MCHP APH MRVL CREE DLB SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 3.71% Top=KBH EXP MTZ PHM MTH FWLT SPF DHI ….. MLM FLR SRCL CLH PWR SHW MDU WCN=Bottom (Materials & Construction)
RETA(75): 3.03% Top=ANF FINL FRAN ARO FL CAB SIG GES ….. WFM TGT KR SBH BBY DG SVU FDO=Bottom (Retail & Specialty Retail)
ENER(96): 2.88% Top=XEC PDS KOG OAS CIE ROSE PETD NFX ….. MMR HNR BBG TSO CJES WPX RRC COG=Bottom (Energy)
META(29): 2.59% Top=WOR SWC ACI GG AEM MCP ABX BTU ….. NUE RGLD CNX AA STLD X AKS WLT=Bottom (Metals & Mining)
LEIS(26): 2.51% Top=VAC HOT EXPE MAR LVS MGM WYN H ….. SIX ARCO GET JACK DNKN PENN MCD YUM=Bottom (Leisure)
COHW(44): 2.49% Top=PCS EMC NTAP TDC APKT JNPR JDSU DELL ….. NIHD FIO VZ TWTC T CCI AMT RIMM=Bottom (Computer Hardware/Telecom)
CONS(57): 2.42% Top=FOSL PAY FNP WHR COH RKT TPX AVP ….. BMS FBHS PBI SKX CTB VFC SHOO NKE=Bottom (Consumer)
DISV(46): 2.41% Top=MELI VPRT URI HMSY HTZ CAR MYGN RHI ….. SAI ADS CXW ATHN HRB VNTV RRD SBAC=Bottom (Diversified Services)
TRAN(25): 2.38% Top=TRN CNW EXPD CHRW SWFT JBLU SAVE TK ….. UPS CSX NSC CNI KEX ALK UAL DAL=Bottom (Transportation)
FINA(74): 2.24% Top=BEN NTRS LM BAC GHL FHN BK STT ….. PBCT FNFG ARCC PSEC CBOE ICE TCBI JPM=Bottom (Banks/Financials)
CHEM(27): 2.22% Top=CBT GRA ROC EMN CYT CE FMC MEOH ….. FUL HUN IFF DD RPM ASH POT MOS=Bottom (Chemicals/Fertilizers)
HEAL(50): 1.94% Top=HCA HMA LNCR NUVA RMD HRC BKD SIRO ….. CNC AET CVH WCG UNH MD HUM WLP=Bottom (Health)
REAL(73): 1.88% Top=CBG HPT BDN LHO CUBE BAM CBL CLI ….. ARR AEC MFA NLY CYS TWO CMO HTS=Bottom (Real Estate)
INSU(38): 1.84% Top=AGO GNW AIG MET LNC PRU AFL HIG ….. PGR VR PRA PRE FNF RNR AIZ RE=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 10:55 am ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
86.7% of stocks are above yesterday’s high.
97.6% are above yesterday’s midpoint. (2.4% are below.)
0.3% are below yesterday’s low.
13.0% are inside yesterday’s range.
93.6% of stocks with today’s high > yesterday’s high. (6.4% less than).
0.9% of stocks with today’s low < yesterday’s low. (99.1% greater than).

EVIDENCE OF INTRADAY TREND
56.3% of stocks are above today’s open. (42.7% are below).
56.3% of stocks are above today’s open and yesterday’s close.
2.8% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.7% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN
97.2% of stocks are above yesterday’s close. (2.8% are below.)
8.7% are up 4.5% or more. 0.2% are down 4.5% or more.
19.0% are up 3.5% or more. 0.2% are down 3.5% or more.
12.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:22.1%…>=90:47.7%…>=80:71.2%…>=50:94.3%…<=20:1.0%…<=10:0.8%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:76.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:67.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
86.7% above previous 1 highs, 0.3% below previous 1 lows
75.8% above previous 2 highs, 0.3% below previous 2 lows
73.6% above previous 3 highs, 0.3% below previous 3 lows
70.0% above previous 4 highs, 0.3% below previous 4 lows
56.6% above previous 5 highs, 0.3% below previous 5 lows
35.8% above previous 6 highs, 0.3% below previous 6 lows
29.6% above previous 7 highs, 0.3% below previous 7 lows
27.3% above previous 8 highs, 0.3% below previous 8 lows
26.6% above previous 9 highs, 0.3% below previous 9 lows
25.7% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
97.2% are above or equal to 6/28 close (1 days ago), 2.8% are below.
88.9% are above or equal to 6/27 close (2 days ago), 11.1% are below.
89.5% are above or equal to 6/26 close (3 days ago), 10.5% are below.
89.8% are above or equal to 6/25 close (4 days ago), 10.2% are below.
75.6% are above or equal to 6/22 close (5 days ago), 24.4% are below.
81.0% are above or equal to 6/21 close (6 days ago), 19.0% are below.
51.6% are above or equal to 6/20 close (7 days ago), 48.4% are below.
50.8% are above or equal to 6/19 close (8 days ago), 49.2% are below.
62.6% are above or equal to 6/18 close (9 days ago), 37.4% are below.
66.1% are above or equal to 6/15 close (10 days ago), 33.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 28.8% new highs, 0.6% new lows
21d: 27.3% new highs, 0.6% new lows
42d: 10.0% new highs, 0.6% new lows
63d: 7.2% new highs, 0.6% new lows
126d: 5.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.2% above, 2.8% below
3-day: 94.8% above, 5.2% below
4-day: 92.6% above, 7.4% below
5-day: 92.7% above, 7.3% below
8-day: 85.0% above, 15.0% below
10-day: 79.3% above, 20.7% below
20-day: 76.9% above, 23.1% below
50-day: 51.0% above, 49.0% below
200-day: 53.0% above, 47.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40): 3.55% Top=TEX ATI ATU CMI GTLS PH TKR JOY ….. SNA PLL LII FLS PCP DE RBN GE=Bottom (Manufacturing)
ELEC(55): 3.38% Top=NXPI IPGP KLIC CY CRUS INVN OVTI ITRI ….. VECO MRVL CREE TQNT MCHP DLB SPRD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.14% Top=XEC CIE PDS PXP GPOR KOG ROSE BAS ….. SUN CJES WES TSO RRC WPX HNR COG=Bottom (Energy)
COSW(79): 3.10% Top=VCLK TIBX VMW YNDX UIS SOHU CTSH BSFT ….. IT IGT ZNGA BMC TTWO EA RATE GLUU=Bottom (Computer Software/Internet)
MATE(30): 2.93% Top=FWLT MTZ MDR PHM KBH SPF MTH EXP ….. CLH MLM SRCL USG MDU SHW WCN PWR=Bottom (Materials & Construction)
META(29): 2.43% Top=SWC WOR BTU ACI FCX MCP ANR TIE ….. AUQ IAG AEM NEM RGLD CLD X WLT=Bottom (Metals & Mining)
RETA(75): 2.18% Top=FINL ARO LL CAB ANF FL FRAN AEO ….. HSNI NFLX PETM BBY TGT SBH FDO SVU=Bottom (Retail & Specialty Retail)
COHW(44): 2.04% Top=TDC EMC EQIX PCS APKT JDSU NTAP JNPR ….. AAPL NSR CCI T UBNT FIO AMT RIMM=Bottom (Computer Hardware/Telecom)
DISV(46): 2.01% Top=URI VPRT MELI HMSY KBR MYGN CAR ACM ….. RRD CXW CACI V ULTA ATHN SBAC VNTV=Bottom (Diversified Services)
TRAN(25): 1.98% Top=TRN CNW TDW GLNG EXPD SWFT CP CHRW ….. KSU CNI NSC KEX LCC ALK UAL DAL=Bottom (Transportation)
HEAL(50): 1.95% Top=HCA HRC HMA BKD RMD NUVA MR HOLX ….. CNC CVH THC LPNT WLP AGP MD WCG=Bottom (Health)
CONS(57): 1.93% Top=FOSL SCSS TWI FNP WHR TPX PAY AVP ….. SKX BMS CTB KMB DECK VFC SHOO NKE=Bottom (Consumer)
CHEM(27): 1.88% Top=CBT GRA CE EMN ROC MEOH ALB WPZ ….. AGU ASH DD FUL HUN POT VAL MOS=Bottom (Chemicals/Fertilizers)
FINA(74): 1.82% Top=BAC BEN BPOP WDR BX AMG SLM DFS ….. LPLA BNS LAZ PSEC CBOE NYB FNFG JPM=Bottom (Banks/Financials)
LEIS(26): 1.81% Top=MAR HOT LVS WYN EXPE MGM H PCLN ….. WYNN DRI DNKN SIX PENN GET MCD YUM=Bottom (Leisure)
INSU(38): 1.79% Top=AGO GNW MET LNC AFL HIG PRU ALL ….. VR ACGL AJG AIZ PRE FNF RNR RE=Bottom (Insurance)
REAL(73): 1.50% Top=CBG CUBE EXR RLJ HPT LHO DCT HST ….. TWO MFA CYS CMO HTS NNN AEC HME=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:16 am ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
88.0% of stocks are above yesterday’s high.
97.3% are above yesterday’s midpoint. (2.7% are below.)
0.5% are below yesterday’s low.
11.6% are inside yesterday’s range.
93.2% of stocks with today’s high > yesterday’s high. (6.8% less than).
0.9% of stocks with today’s low < yesterday’s low. (99.1% greater than).

EVIDENCE OF INTRADAY TREND
58.9% of stocks are above today’s open. (39.0% are below).
58.9% of stocks are above today’s open and yesterday’s close.
2.2% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
27.4% of stocks are in the top 10% of today’s range.
38.8% are in the top 20%.
68.6% are in the top half. 31.4% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
97.8% of stocks are above yesterday’s close. (2.2% are below.)
7.1% are up 4.5% or more. 0.2% are down 4.5% or more.
18.4% are up 3.5% or more. 0.3% are down 3.5% or more.
10.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:23.5%…>=90:49.3%…>=80:71.5%…>=50:95.3%…<=20:1.0%…<=10:0.9%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:76.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:67.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
88.0% above previous 1 highs, 0.5% below previous 1 lows
76.5% above previous 2 highs, 0.5% below previous 2 lows
73.6% above previous 3 highs, 0.3% below previous 3 lows
69.4% above previous 4 highs, 0.3% below previous 4 lows
57.8% above previous 5 highs, 0.3% below previous 5 lows
37.3% above previous 6 highs, 0.3% below previous 6 lows
30.8% above previous 7 highs, 0.3% below previous 7 lows
28.2% above previous 8 highs, 0.3% below previous 8 lows
27.3% above previous 9 highs, 0.3% below previous 9 lows
26.4% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
97.8% are above or equal to 6/28 close (1 days ago), 2.2% are below.
89.9% are above or equal to 6/27 close (2 days ago), 10.1% are below.
89.7% are above or equal to 6/26 close (3 days ago), 10.3% are below.
90.9% are above or equal to 6/25 close (4 days ago), 9.1% are below.
74.9% are above or equal to 6/22 close (5 days ago), 25.1% are below.
80.9% are above or equal to 6/21 close (6 days ago), 19.1% are below.
52.2% are above or equal to 6/20 close (7 days ago), 47.8% are below.
51.6% are above or equal to 6/19 close (8 days ago), 48.4% are below.
63.7% are above or equal to 6/18 close (9 days ago), 36.3% are below.
66.7% are above or equal to 6/15 close (10 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 27.1% new highs, 0.6% new lows
21d: 25.9% new highs, 0.6% new lows
42d: 9.1% new highs, 0.6% new lows
63d: 6.5% new highs, 0.6% new lows
126d: 5.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.6% above, 2.4% below
3-day: 95.0% above, 5.0% below
4-day: 93.2% above, 6.8% below
5-day: 92.5% above, 7.5% below
8-day: 85.2% above, 14.8% below
10-day: 78.1% above, 21.9% below
20-day: 76.9% above, 23.1% below
50-day: 50.7% above, 49.3% below
200-day: 53.7% above, 46.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40): 3.33% Top=TEX TKR ATU ATI PH GTLS WWD AGCO ….. SWK PCP PPO PLL DE SNA LII GE=Bottom (Manufacturing)
COSW(79): 3.14% Top=VCLK TIBX VMW FFIV CTSH YNDX CTXS NUAN ….. VRSN ACOM BMC EA IT TTWO GLUU RATE=Bottom (Computer Software/Internet)
ELEC(55): 3.10% Top=NXPI KLIC IPGP AYI CY CRUS ONNN FCS ….. MRVL GLW CREE TQNT VECO IDTI TSL SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 3.08% Top=CIE XEC CRZO PETD HFC KOG PXD PDS ….. UPL BBG TSO SUN WES CJES HNR COG=Bottom (Energy)
MATE(30): 2.76% Top=KBH MDR MTZ DHI MTH PHM FWLT SPF ….. CLH WM RSG SRCL MDU SHW PWR WCN=Bottom (Materials & Construction)
META(29): 2.34% Top=SWC KGC WOR MCP FCX GG TIE ABX ….. BTU RGLD ANR X ACI CLD CNX WLT=Bottom (Metals & Mining)
RETA(75): 2.29% Top=FINL ARO FRAN ANF CAB FL SKS BID ….. DDS SBH DG NFLX TGT SVU BBY FDO=Bottom (Retail & Specialty Retail)
FINA(74): 2.15% Top=MS AMG BAC JEF BEN WDR SCHW RF ….. FRC BLK BNS PSEC CBOE NYB ARCC FNFG=Bottom (Banks/Financials)
DISV(46): 2.04% Top=URI MELI CAR HTZ MYGN VPRT AH HMSY ….. CACI ROL R ULTA V ATHN WTW SBAC=Bottom (Diversified Services)
HEAL(50): 2.03% Top=RMD HMA MOH HRC HCA MR NUVA BKD ….. DVA UNH CNC LNCR AGP WLP WCG MD=Bottom (Health)
CHEM(27): 2.01% Top=EMN CE CBT ROC ALB GRA MEOH WPZ ….. POT HUN DD FUL RPM ASH VAL MOS=Bottom (Chemicals/Fertilizers)
COHW(44): 2.01% Top=TDC PCS EMC EQIX PLCM JDSU NTAP APKT ….. CMVT CCI NSR AMT T UBNT FIO RIMM=Bottom (Computer Hardware/Telecom)
TRAN(25): 1.93% Top=CNW TRN GLNG CP EXPD TDW SWFT CHRW ….. NSC LUV KEX JBLU ALK UAL DAL LCC=Bottom (Transportation)
CONS(57): 1.87% Top=TWI FOSL PAY IP FNP SCSS BC WHR ….. BMS EL FBHS CTB VFC DECK SHOO NKE=Bottom (Consumer)
LEIS(26): 1.85% Top=MAR LVS EXPE HOT WYN H MGM MPEL ….. PENN DRI SIX GET DPZ DNKN MCD YUM=Bottom (Leisure)
INSU(38): 1.79% Top=GNW AGO LNC AFL MET PRU HIG MBI ….. AJG BRO ACGL PRE FNF RNR RE PGR=Bottom (Insurance)
REAL(73): 1.78% Top=CBG LHO EXR RLJ HST SLG CUBE DCT ….. HME NNN ARR CYS MFA TWO AEC HTS=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:48 am ET
by daytrend on 20120629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
84.8% of stocks are above yesterday’s high.
97.2% are above yesterday’s midpoint. (2.8% are below.)
0.5% are below yesterday’s low.
14.7% are inside yesterday’s range.
92.8% of stocks with today’s high > yesterday’s high. (7.2% less than).
0.7% of stocks with today’s low < yesterday’s low. (99.3% greater than).

EVIDENCE OF INTRADAY TREND
38.4% of stocks are above today’s open. (59.4% are below).
38.3% of stocks are above today’s open and yesterday’s close.
2.4% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.3% of stocks are in the top 10% of today’s range.
9.5% are in the top 20%.
33.3% are in the top half. 66.7% of stocks are in the bottom half of today’s range.
38.0% are in the bottom 20%.
23.0% are in the bottom 10%.

GAIN
97.5% of stocks are above yesterday’s close. (2.5% are below.)
4.1% are up 4.5% or more. 0.2% are down 4.5% or more.
9.8% are up 3.5% or more. 0.2% are down 3.5% or more.
16.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:19.3%…>=90:44.2%…>=80:68.2%…>=50:94.0%…<=20:1.7%…<=10:1.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:72.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:63.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
84.8% above previous 1 highs, 0.5% below previous 1 lows
71.8% above previous 2 highs, 0.5% below previous 2 lows
69.2% above previous 3 highs, 0.5% below previous 3 lows
63.8% above previous 4 highs, 0.5% below previous 4 lows
51.4% above previous 5 highs, 0.5% below previous 5 lows
30.9% above previous 6 highs, 0.5% below previous 6 lows
25.1% above previous 7 highs, 0.5% below previous 7 lows
23.0% above previous 8 highs, 0.5% below previous 8 lows
22.0% above previous 9 highs, 0.5% below previous 9 lows
21.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
97.5% are above or equal to 6/28 close (1 days ago), 2.5% are below.
88.5% are above or equal to 6/27 close (2 days ago), 11.5% are below.
87.8% are above or equal to 6/26 close (3 days ago), 12.2% are below.
89.6% are above or equal to 6/25 close (4 days ago), 10.4% are below.
71.8% are above or equal to 6/22 close (5 days ago), 28.2% are below.
77.2% are above or equal to 6/21 close (6 days ago), 22.8% are below.
47.6% are above or equal to 6/20 close (7 days ago), 52.4% are below.
46.4% are above or equal to 6/19 close (8 days ago), 53.6% are below.
59.1% are above or equal to 6/18 close (9 days ago), 40.9% are below.
61.6% are above or equal to 6/15 close (10 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 25.9% new highs, 0.6% new lows
21d: 24.9% new highs, 0.6% new lows
42d: 8.9% new highs, 0.6% new lows
63d: 6.3% new highs, 0.6% new lows
126d: 5.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 97.3% above, 2.7% below
3-day: 94.4% above, 5.6% below
4-day: 92.4% above, 7.6% below
5-day: 91.7% above, 8.3% below
8-day: 81.0% above, 19.0% below
10-day: 74.1% above, 25.9% below
20-day: 73.7% above, 26.3% below
50-day: 47.8% above, 52.2% below
200-day: 52.8% above, 47.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MANU(40): 2.87% Top=TEX JOY GTLS TKR PH GDI KMT AGCO ….. DE LII SNA AVY DCI GE MHK PPO=Bottom (Manufacturing)
ENER(96): 2.80% Top=PETD CIE PXD PDS EOG XEC CLR CRZO ….. UPL BBG ETP CJES TSO SUN WES MPC=Bottom (Energy)
ELEC(55): 2.61% Top=IPGP NXPI KLIC AYI AMD CAVM FCS ONNN ….. VECO DLB MCHP GLW IDTI TEL FSLR TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(29): 2.60% Top=SWC KGC MCP AEM GG ABX IAG AUY ….. NEM BTU CLD AA CNX X ACI WLT=Bottom (Metals & Mining)
COSW(79): 2.54% Top=VCLK VMW FFIV CTSH UIS YNDX TIBX QLIK ….. FDS ZNGA EA MSFT VRSN AOL RATE ACOM=Bottom (Computer Software/Internet)
MATE(30): 2.16% Top=KBH MDR MTZ FWLT MAS PHM EXP MTH ….. LEN WM SRCL RYL RSG PWR WCN SHW=Bottom (Materials & Construction)
CHEM(27): 1.81% Top=MEOH ROC ALB EMN CBT CF GRA CE ….. MOS SMG ASH FUL RPM DD HUN VAL=Bottom (Chemicals/Fertilizers)
FINA(74): 1.77% Top=BEN BPOP AMG BAC JEF MS WDR STI ….. ARCC BNS PSEC BLK LPLA OCN CBOE BX=Bottom (Banks/Financials)
HEAL(50): 1.76% Top=HCA HMA MOH RMD MR COO WAT VAR ….. AET AGP DVA THC WCG WLP MD LNCR=Bottom (Health)
COHW(44): 1.74% Top=EMC PLCM TDC ARUN HPQ EQIX RVBD NTAP ….. CTL VZ IBM CCI AMT UBNT T RIMM=Bottom (Computer Hardware/Telecom)
DISV(46): 1.72% Top=URI HTZ AH CAR MYGN TYC MELI AL ….. FLT CXW ROL ATHN V WTW SBAC ULTA=Bottom (Diversified Services)
LEIS(26): 1.66% Top=MAR HOT MPEL EXPE H VAC LVS WYNN ….. PENN EAT SIX DPZ MCD DNKN JACK YUM=Bottom (Leisure)
TRAN(25): 1.64% Top=CNW CP GLNG TDW TRN EXPD SWFT TK ….. LCC UPS LUV KEX JBLU ALK UAL DAL=Bottom (Transportation)
RETA(75): 1.64% Top=FINL ARO ANF FL CAB KMX AEO BID ….. ROST PETM NFLX AZO KORS BBY FDO TGT=Bottom (Retail & Specialty Retail)
INSU(38): 1.30% Top=LNC AFL MET AGO HIG CINF PRU ORI ….. PRI MMC BRO FNF PRE RNR RE PGR=Bottom (Insurance)
CONS(57): 1.27% Top=TWI PAY BC OI SEE IP FOSL WHR ….. KMB RL VFC FBHS WWW SHOO DECK NKE=Bottom (Consumer)
REAL(73): 1.24% Top=CBG HST LHO KIM GGP RLJ EXR CUBE ….. PSA TWO AEC HME ARR HR HTS NNN=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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