daytrend

10/31/2012

Filed under: Market Stats — daytrend @ 7:31 am

PRE – Market Stats at 8:30 am ET
by daytrend on 20121031. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 573.

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
8.0% of stocks are above yesterday’s high.
55.1% are above yesterday’s midpoint. (44.9% are below.)
5.2% are below yesterday’s low.
86.7% are inside yesterday’s range.
8.0% of stocks with today’s high > yesterday’s high. (92.0% less than).
5.2% of stocks with today’s low < yesterday’s low. (94.8% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
58.1% of stocks opened above yesterday’s close. (41.9% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
58.1% of stocks are above yesterday’s close. (41.9% are below.)
0.9% are up 4.5% or more. 0.7% are down 4.5% or more.
2.1% are up 3.5% or more. 1.0% are down 3.5% or more.
80.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.3%…>=90:4.0%…>=80:12.6%…>=50:41.9%…<=20:22.9%…<=10:10.8%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:31.6%…<=20:3.1%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:33.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.0% above previous 1 highs, 5.2% below previous 1 lows
5.9% above previous 2 highs, 4.5% below previous 2 lows
5.4% above previous 3 highs, 3.8% below previous 3 lows
5.1% above previous 4 highs, 2.8% below previous 4 lows
3.8% above previous 5 highs, 2.8% below previous 5 lows
2.8% above previous 6 highs, 2.8% below previous 6 lows
2.3% above previous 7 highs, 2.4% below previous 7 lows
2.1% above previous 8 highs, 2.4% below previous 8 lows
1.9% above previous 9 highs, 2.1% below previous 9 lows
1.7% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.1% are above or equal to 10/26 close (1 days ago), 41.9% are below.
41.7% are above or equal to 10/25 close (2 days ago), 58.3% are below.
51.3% are above or equal to 10/24 close (3 days ago), 48.7% are below.
42.2% are above or equal to 10/23 close (4 days ago), 57.8% are below.
28.6% are above or equal to 10/22 close (5 days ago), 71.4% are below.
31.4% are above or equal to 10/19 close (6 days ago), 68.6% are below.
19.2% are above or equal to 10/18 close (7 days ago), 80.8% are below.
19.7% are above or equal to 10/17 close (8 days ago), 80.3% are below.
27.6% are above or equal to 10/16 close (9 days ago), 72.4% are below.
39.6% are above or equal to 10/15 close (10 days ago), 60.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.0% new highs, 1.2% new lows
21d: 1.0% new highs, 1.0% new lows
42d: 0.7% new highs, 0.5% new lows
63d: 0.7% new highs, 0.2% new lows
126d: 0.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.1% above, 41.9% below
3-day: 44.3% above, 55.7% below
4-day: 48.5% above, 51.5% below
5-day: 46.1% above, 53.9% below
8-day: 31.1% above, 68.9% below
10-day: 27.7% above, 72.3% below
20-day: 32.8% above, 67.2% below
50-day: 38.9% above, 61.1% below
200-day: 55.7% above, 44.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.12% Top=AUY GG BTU ABX EGO ACI KGC ANR ….. CLF IAG AUQ SWC CNX NUE AEM TIE=Bottom (Metals & Mining)
ELEC(29): 0.74% Top=CAVM INVN CRUS CY FSLR A GLW BRCM ….. SNPS CREE MOLX ALTR ADI OVTI SWKS ONNN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(20): 0.61% Top=PWR CLH DHI PHM WM FWLT KBH RSG ….. SPF USG WCN OC RYL MAS MDR LPX=Bottom (Materials & Construction)
CONS(37): 0.47% Top=PBI PVH HAS PAY CTB RL JAH NWL ….. CCK TWI LEG LULU IP TPX ETH NUS=Bottom (Consumer)
COSW(51): 0.34% Top=SWI SPLK MCRS TTWO YNDX TRIP VRSN AKAM ….. NCR CDNS ADSK MSCI CRM FB EA BIDU=Bottom (Computer Software/Internet)
REAL(41): 0.24% Top=CUBE MPW PCL IVR HCN KIM HST HCP ….. TWO CPT DLR WPC GGP BPO LXP OHI=Bottom (Real Estate)
LEIS(20): 0.06% Top=CCL WYN MCD MGM DRI SBUX H ARCO ….. EXPE WYNN PENN YUM DPZ PNRA MAR EAT=Bottom (Leisure)
COHW(36): 0.05% Top=LEAP PANW IBM QCOM BRCD FIO DELL LVLT ….. CCI WIN CIEN RIMM AAPL TWTC JDSU RVBD=Bottom (Computer Hardware/Telecom)
HEAL(32): 0.04% Top=RMD CYH MDT HUM VAR BKD HRC ZMH ….. UHS EW BAX ALGN BSX LPNT WCG HCA=Bottom (Health)
RETA(54): 0.03% Top=LOW HD DG FL CHS COST WFM WMT ….. CSTR ANF JWN KORS FRAN PIR NFLX SHLD=Bottom (Retail & Specialty Retail)
ENER(69): 0.02% Top=PSX APC BAS MMR CHK MRO PDS SLB ….. CIE WNR KMP QEP HAL EPD HFC MPC=Bottom (Energy)
FINA(50): -0.03% Top=FRC HBAN CSE JPM MS WFC BAC GS ….. PFG BBT AMTD ICE PBCT TCB JNS RF=Bottom (Banks/Financials)
INSU(31): -0.05% Top=GNW FNF ORI MBI AGO CLGX ACE ACGL ….. BRO PL AFL CINF HIG ALL AIG TRV=Bottom (Insurance)
CHEM(21): -0.09% Top=VAL CF MON MOS ASH GRA AGU ALB ….. PPG WPZ PX APD CE EMN ROC HUN=Bottom (Chemicals/Fertilizers)
MANU(18): -0.29% Top=GE GTI TEX ATU DE CFX SWK MTW ….. GDI JOY ETN BWC AOS ATI PCP CMI=Bottom (Manufacturing)
DISV(25): -0.40% Top=APOL HMSY HTZ URI MAN ACM WTW ULTA ….. KBR ATHN ADS VRSK GPN DV MA WU=Bottom (Diversified Services)
TRAN(13): -0.56% Top=CSX UNP UPS CNW KSU FDX NSC GWR ….. FDX NSC GWR LUV UAL LCC ALK DAL=Bottom (Transportation)

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.
PRE – Market Stats at 8:30 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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10/29/2012

Filed under: Market Stats — daytrend @ 7:22 am

PRE – Market Stats at 8:21 am ET
by daytrend on 20121029. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 547.

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
1.8% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
1.1% are below yesterday’s low.
97.1% are inside yesterday’s range.
1.8% of stocks with today’s high > yesterday’s high. (98.2% less than).
1.1% of stocks with today’s low < yesterday’s low. (98.9% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
55.4% of stocks opened above yesterday’s close. (44.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
55.4% of stocks are above yesterday’s close. (44.6% are below.)
0.0% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.0% are down 3.5% or more.
91.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:2.0%…>=80:8.2%…>=50:36.6%…<=20:21.9%…<=10:10.4%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.6%…<=20:3.1%…<=10:0.7%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:32.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.8% above previous 1 highs, 1.1% below previous 1 lows
1.1% above previous 2 highs, 0.7% below previous 2 lows
0.9% above previous 3 highs, 0.7% below previous 3 lows
0.9% above previous 4 highs, 0.5% below previous 4 lows
0.7% above previous 5 highs, 0.5% below previous 5 lows
0.5% above previous 6 highs, 0.5% below previous 6 lows
0.0% above previous 7 highs, 0.2% below previous 7 lows
0.0% above previous 8 highs, 0.2% below previous 8 lows
0.0% above previous 9 highs, 0.0% below previous 9 lows
0.0% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.4% are above or equal to 10/26 close (1 days ago), 44.6% are below.
37.3% are above or equal to 10/25 close (2 days ago), 62.7% are below.
49.2% are above or equal to 10/24 close (3 days ago), 50.8% are below.
40.6% are above or equal to 10/23 close (4 days ago), 59.4% are below.
27.1% are above or equal to 10/22 close (5 days ago), 72.9% are below.
29.6% are above or equal to 10/19 close (6 days ago), 70.4% are below.
17.6% are above or equal to 10/18 close (7 days ago), 82.4% are below.
17.2% are above or equal to 10/17 close (8 days ago), 82.8% are below.
26.5% are above or equal to 10/16 close (9 days ago), 73.5% are below.
37.8% are above or equal to 10/15 close (10 days ago), 62.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.0% new highs, 0.0% new lows
21d: 0.0% new highs, 0.0% new lows
42d: 0.0% new highs, 0.0% new lows
63d: 0.0% new highs, 0.0% new lows
126d: 0.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.4% above, 44.6% below
3-day: 38.4% above, 61.6% below
4-day: 44.6% above, 55.4% below
5-day: 42.4% above, 57.6% below
8-day: 27.4% above, 72.6% below
10-day: 24.1% above, 75.9% below
20-day: 31.1% above, 68.9% below
50-day: 38.6% above, 61.4% below
200-day: 55.2% above, 44.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(32): 0.35% Top=THC RMD CYH HUM VAR BKD MDT HRC ….. DVA STJ UHS EW ALGN HCA BSX LPNT=Bottom (Health)
META(25): 0.28% Top=EGO WLT AKS RGLD MCP STLD KGC TIE ….. CNX CLF NUE FCX AEM PAAS SCCO JRCC=Bottom (Metals & Mining)
COSW(49): 0.18% Top=SPLK MCRS TRIP INFA MDRX IGT VMW ATVI ….. NCR LNKD CDNS ADSK CA MSCI CRM FB=Bottom (Computer Software/Internet)
MATE(19): 0.16% Top=CLH LEN RSG SHW KBH PHM MDC FWLT ….. WCN PWR OC RYL TOL DHI MDR LPX=Bottom (Materials & Construction)
ELEC(27): 0.12% Top=INVN A BRCM GLW TER NVDA DLB LSI ….. MOLX ALTR ADI OVTI GRMN SWKS FSLR ONNN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(28): 0.11% Top=FNF ORI MBI AGO GNW CLGX ACE ACGL ….. ALL L TRV PRU HIG PGR MMC PL=Bottom (Insurance)
REAL(39): 0.10% Top=HCN KIM MPW HST HCP CYS HPT PCL ….. VNO UDR TWO CPT DLR WPC BPO LXP=Bottom (Real Estate)
DISV(25): 0.09% Top=HMSY HTZ URI MAN ACM WTW ULTA HRB ….. KBR ATHN ADS VRSK APOL GPN DV WU=Bottom (Diversified Services)
COHW(33): 0.03% Top=PANW BRCD FIO LVLT ARUN EMC SNDK AMT ….. DELL RIMM WIN VZ CIEN JDSU MSI TWTC=Bottom (Computer Hardware/Telecom)
ENER(64): -0.01% Top=BAS MMR MRO PDS DNR NFX OXY RRC ….. BHI BRY FST COG CIE WNR HFC MPC=Bottom (Energy)
RETA(53): -0.03% Top=FL CHS FDO EBAY WFM ASNA COST LOW ….. GNC ROST ANF JWN NFLX KORS FRAN PIR=Bottom (Retail & Specialty Retail)
FINA(48): -0.03% Top=FRC CSE HCBK AXP NTRS GHL KEY SLM ….. IVZ SCHW PFG AMTD ICE PBCT TCB JNS=Bottom (Banks/Financials)
LEIS(22): -0.06% Top=WYN MGM MPEL DRI H SBUX CCL ARCO ….. WYNN PENN YUM PCLN DPZ PNRA MAR EAT=Bottom (Leisure)
CONS(35): -0.17% Top=PAY RL JAH DECK NWL SEE PG DBD ….. CCK TWI LEG ECL IP TPX ETH NUS=Bottom (Consumer)
CHEM(21): -0.17% Top=VAL MOS MON ASH GRA AGU ALB POT ….. WPZ PX APD CE CF EMN ROC HUN=Bottom (Chemicals/Fertilizers)
TRAN(10): -0.20% Top=LUV CNW CSX KSU NSC LCC GWR DAL ….. CSX KSU NSC LCC GWR DAL UAL ALK=Bottom (Transportation)
MANU(17): -0.27% Top=GTI GE TEX ATU CMI CFX SWK MTW ….. AGCO GDI DE JOY BWC AOS ATI PCP=Bottom (Manufacturing)

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.
PRE – Market Stats at 8:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/26/2012

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

Closing Stats
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 785.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
14.1% of stocks are above yesterday’s high.
38.5% are above yesterday’s midpoint. (61.5% are below.)
25.1% are below yesterday’s low.
60.8% are inside yesterday’s range.
34.5% of stocks with today’s high > yesterday’s high. (65.5% less than).
54.6% of stocks with today’s low < yesterday’s low. (45.4% greater than).

EVIDENCE OF INTRADAY TREND
36.2% of stocks are above today’s open. (62.9% are below).
31.0% of stocks are above today’s open and yesterday’s close.
58.9% are below both.
45.0% of stocks opened above yesterday’s close. (50.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
6.4% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
47.6% are in the top half. 52.4% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN
35.8% of stocks are above yesterday’s close. (64.2% are below.)
2.5% are up 4.5% or more. 1.4% are down 4.5% or more.
3.2% are up 3.5% or more. 2.4% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:5.0%…>=80:12.2%…>=50:35.9%…<=20:33.1%…<=10:21.4%…<=5:14.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:30.8%…<=20:3.1%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.1% above previous 1 highs, 25.1% below previous 1 lows
9.7% above previous 2 highs, 18.3% below previous 2 lows
9.4% above previous 3 highs, 13.4% below previous 3 lows
7.3% above previous 4 highs, 12.7% below previous 4 lows
5.2% above previous 5 highs, 12.6% below previous 5 lows
4.3% above previous 6 highs, 12.4% below previous 6 lows
3.7% above previous 7 highs, 11.7% below previous 7 lows
3.7% above previous 8 highs, 11.1% below previous 8 lows
3.7% above previous 9 highs, 10.4% below previous 9 lows
3.6% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.8% are above or equal to 10/25 close (1 days ago), 64.2% are below.
50.4% are above or equal to 10/24 close (2 days ago), 49.6% are below.
40.9% are above or equal to 10/23 close (3 days ago), 59.1% are below.
28.2% are above or equal to 10/22 close (4 days ago), 71.8% are below.
29.9% are above or equal to 10/19 close (5 days ago), 70.1% are below.
19.4% are above or equal to 10/18 close (6 days ago), 80.6% are below.
20.3% are above or equal to 10/17 close (7 days ago), 79.7% are below.
27.5% are above or equal to 10/16 close (8 days ago), 72.5% are below.
39.2% are above or equal to 10/15 close (9 days ago), 60.8% are below.
44.5% are above or equal to 10/12 close (10 days ago), 55.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.5% new highs, 17.7% new lows
21d: 4.5% new highs, 17.5% new lows
42d: 2.7% new highs, 12.2% new lows
63d: 2.7% new highs, 7.0% new lows
126d: 2.4% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.9% above, 65.1% below
3-day: 43.8% above, 56.2% below
4-day: 42.3% above, 57.7% below
5-day: 36.4% above, 63.6% below
8-day: 26.5% above, 73.5% below
10-day: 28.4% above, 71.6% below
20-day: 32.2% above, 67.8% below
50-day: 37.6% above, 62.4% below
200-day: 53.5% above, 46.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(25): 0.82% Top=EMN POL GRA HUN FMC CE CBT RPM ….. WPZ CYT TROX POT MOS AGU ROC VAL=Bottom (Chemicals/Fertilizers)
LEIS(26): 0.63% Top=EXPE PCLN SIX EAT LTM PNRA OEH RHP ….. CAKE PENN WYNN DNKN WYN CCL MGM MPEL=Bottom (Leisure)
META(29): 0.44% Top=CLD ACI JRCC ANR CNX SCCO BTU PAAS ….. AA KGC AEM X EGO MCP TIE CLF=Bottom (Metals & Mining)
COHW(44): 0.27% Top=APKT CIEN NIHD MSI JNPR ADTN QCOM TWTC ….. PCS LVLT PLCM LXK RIMM LEAP PANW FIO=Bottom (Computer Hardware/Telecom)
ELEC(42): 0.18% Top=MXIM TXN NXPI ONNN CREE LSI CRUS SWKS ….. KLAC DLB TER INVN CPHD CY GLW CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): 0.15% Top=NFLX AMZN SHLD CSTR KMX EBAY SBH KSS ….. JNY DSW FINL ARO EXPR CAB AN GME=Bottom (Retail & Specialty Retail)
TRAN(23): -0.03% Top=EXPD UNP KSU TRN ODFL CHRW NSC ALK ….. CP LCC GWR WERN JBLU LUV CNW SWFT=Bottom (Transportation)
MANU(37): -0.04% Top=JOY PCP GDI AOS DE AME KMT ROK ….. AVY DOV DHR TKR SWK CRS ATI GTI=Bottom (Manufacturing)
DISV(40): -0.11% Top=DV MCO ADT MA VRSK R G ATHN ….. URS JEC CAR RCII HTZ KBR LPS HMSY=Bottom (Diversified Services)
ENER(89): -0.17% Top=COG PSX CRZO WNR MPC HFC TSO FST ….. HP WLL OXY MMP NBR PDS KEG BAS=Bottom (Energy)
HEAL(45): -0.31% Top=VAR NUVA WCG WAT HOLX BSX HCA THOR ….. ESRX THC ISRG UHS HNT CYH HRC RMD=Bottom (Health)
FINA(71): -0.34% Top=OCN TCB JNS BEN AMTD DFS LM BPOP ….. GHL FRC FHN BK KEY PHH PFG FMER=Bottom (Banks/Financials)
COSW(62): -0.38% Top=N CERN BYI DDD MSCI ADBE BSFT NOW ….. FB AOL QSII MCRS SPLK QLIK CA VRSN=Bottom (Computer Software/Internet)
REAL(71): -0.71% Top=HLSS NCT ACC LXP DFT EDR MAC BPO ….. BDN NNN CLI TWO CMO OHI DRH DLR=Bottom (Real Estate)
INSU(34): -0.85% Top=AON CINF MMC PL AFG TMK BRO PRU ….. CB CLGX FNF AGO GNW HIG VR MBI=Bottom (Insurance)
MATE(28): -1.11% Top=OC PHM LPX FAST FLR PWR MTZ MDR ….. DHI FWLT MDC MAS KBH EXP BZH SPF=Bottom (Materials & Construction)
CONS(53): -1.16% Top=NUS NWL ETH IP RKT CCK HBI BLL ….. FBHS BC FNP TWI DBD CTB GT DECK=Bottom (Consumer)

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 @ 2:30 pm

Market Stats at 3:30 pm ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 785.

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
17.7% of stocks are above yesterday’s high.
45.7% are above yesterday’s midpoint. (54.3% are below.)
20.3% are below yesterday’s low.
62.0% are inside yesterday’s range.
34.1% of stocks with today’s high > yesterday’s high. (65.9% less than).
54.4% of stocks with today’s low < yesterday’s low. (45.6% greater than).

EVIDENCE OF INTRADAY TREND
45.9% of stocks are above today’s open. (53.6% are below).
39.1% of stocks are above today’s open and yesterday’s close.
49.8% are below both.
45.0% of stocks opened above yesterday’s close. (50.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.9% of stocks are in the top 10% of today’s range.
28.3% are in the top 20%.
61.0% are in the top half. 39.0% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN
44.5% of stocks are above yesterday’s close. (55.5% are below.)
2.7% are up 4.5% or more. 1.1% are down 4.5% or more.
3.7% are up 3.5% or more. 2.2% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:5.6%…>=80:14.6%…>=50:41.8%…<=20:27.5%…<=10:19.0%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:34.0%…<=20:2.3%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:35.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.7% above previous 1 highs, 20.3% below previous 1 lows
12.7% above previous 2 highs, 15.4% below previous 2 lows
11.3% above previous 3 highs, 11.0% below previous 3 lows
8.8% above previous 4 highs, 10.4% below previous 4 lows
5.9% above previous 5 highs, 10.4% below previous 5 lows
4.7% above previous 6 highs, 10.2% below previous 6 lows
4.2% above previous 7 highs, 9.6% below previous 7 lows
4.2% above previous 8 highs, 9.2% below previous 8 lows
4.2% above previous 9 highs, 8.4% below previous 9 lows
4.1% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
44.5% are above or equal to 10/25 close (1 days ago), 55.5% are below.
56.8% are above or equal to 10/24 close (2 days ago), 43.2% are below.
46.2% are above or equal to 10/23 close (3 days ago), 53.8% are below.
30.3% are above or equal to 10/22 close (4 days ago), 69.7% are below.
32.9% are above or equal to 10/19 close (5 days ago), 67.1% are below.
20.5% are above or equal to 10/18 close (6 days ago), 79.5% are below.
22.4% are above or equal to 10/17 close (7 days ago), 77.6% are below.
29.7% are above or equal to 10/16 close (8 days ago), 70.3% are below.
41.0% are above or equal to 10/15 close (9 days ago), 59.0% are below.
46.0% are above or equal to 10/12 close (10 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.3% new highs, 17.7% new lows
21d: 4.3% new highs, 17.5% new lows
42d: 2.7% new highs, 12.2% new lows
63d: 2.7% new highs, 7.0% new lows
126d: 2.4% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.4% above, 57.6% below
3-day: 51.5% above, 48.5% below
4-day: 48.5% above, 51.5% below
5-day: 40.6% above, 59.4% below
8-day: 28.4% above, 71.6% below
10-day: 30.6% above, 69.4% below
20-day: 35.0% above, 65.0% below
50-day: 39.1% above, 60.9% below
200-day: 54.3% above, 45.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(25): 1.14% Top=EMN GRA POL HUN FMC CE CF RPM ….. SIAL CYT POT WPZ MOS AGU VAL ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): 0.78% Top=EXPE PCLN SIX EAT LTM OEH PNRA MAR ….. SBUX PENN WYNN DNKN WYN CCL MGM MPEL=Bottom (Leisure)
META(29): 0.65% Top=CLD ACI JRCC ANR CNX BTU SCCO PAAS ….. WLT STLD AEM X EGO MCP TIE CLF=Bottom (Metals & Mining)
COHW(44): 0.56% Top=APKT CIEN NIHD JNPR MSI QCOM ADTN TWTC ….. NTAP PLCM PCS LXK RIMM PANW LEAP FIO=Bottom (Computer Hardware/Telecom)
RETA(66): 0.35% Top=NFLX AMZN SHLD CSTR EBAY KMX KSS TGT ….. EXPR ARO TJX BBY DSW CAB AN GME=Bottom (Retail & Specialty Retail)
MANU(37): 0.24% Top=JOY PCP GDI AOS DE ROK KMT TEX ….. DOV AVY DHR TKR SWK CRS GTI ATI=Bottom (Manufacturing)
ELEC(42): 0.20% Top=MXIM CREE NXPI LSI TXN SWKS INTC FSLR ….. TER KLAC DLB INVN GLW CPHD CY CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(89): 0.14% Top=COG PSX WNR CRZO HFC TSO MPC FST ….. CLMT OXY PAA MMP NBR PDS KEG BAS=Bottom (Energy)
TRAN(23): 0.13% Top=EXPD KSU UNP TRN ODFL NSC CHRW CSX ….. WERN JBLU LCC UAL DAL LUV CNW SWFT=Bottom (Transportation)
DISV(40): 0.05% Top=DV MCO ADT ATHN MA VRSK V R ….. JEC RHI URS HTZ CAR KBR LPS HMSY=Bottom (Diversified Services)
HEAL(45): -0.02% Top=VAR NUVA HOLX WCG WAT BSX THOR HCA ….. ESRX WLP VOLC UHS HNT HRC CYH RMD=Bottom (Health)
COSW(62): -0.07% Top=N CERN BYI DDD BSFT MSCI ADBE NOW ….. CTRX QSII AOL FB MCRS QLIK CA VRSN=Bottom (Computer Software/Internet)
FINA(71): -0.11% Top=TCB OCN BEN DFS LM AMTD CME JNS ….. FNFG LAZ KEY FRC BK PHH PFG FMER=Bottom (Banks/Financials)
REAL(71): -0.45% Top=HLSS NCT EDR ACC LXP DFT MAC VTR ….. BDN DDR CLI NNN CMO OHI DRH DLR=Bottom (Real Estate)
INSU(34): -0.61% Top=AON CINF AFG MMC TMK PL BRO PRU ….. ORI FNF CLGX GNW AGO HIG MBI VR=Bottom (Insurance)
MATE(28): -0.92% Top=PHM OC LPX FAST PWR FLR MTZ SHW ….. DHI MAS FWLT KBH MDC EXP BZH SPF=Bottom (Materials & Construction)
CONS(53): -1.00% Top=NWL NUS RKT ETH IP CCK BLL WHR ….. BC FBHS FNP TWI DBD CTB GT DECK=Bottom (Consumer)

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 3:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:31 pm ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 785.

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
12.5% of stocks are above yesterday’s high.
34.8% are above yesterday’s midpoint. (65.2% are below.)
27.5% are below yesterday’s low.
60.0% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
54.3% of stocks with today’s low < yesterday’s low. (45.7% greater than).

EVIDENCE OF INTRADAY TREND
34.5% of stocks are above today’s open. (63.9% are below).
28.3% of stocks are above today’s open and yesterday’s close.
59.7% are below both.
45.0% of stocks opened above yesterday’s close. (50.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
18.0% are in the top 20%.
41.4% are in the top half. 58.6% of stocks are in the bottom half of today’s range.
18.5% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN
34.1% of stocks are above yesterday’s close. (65.9% are below.)
2.4% are up 4.5% or more. 1.9% are down 4.5% or more.
2.9% are up 3.5% or more. 2.8% are down 3.5% or more.
57.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:4.5%…>=80:11.5%…>=50:33.0%…<=20:35.5%…<=10:22.3%…<=5:15.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.4%…<=20:3.1%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:32.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.5% above previous 1 highs, 27.5% below previous 1 lows
8.4% above previous 2 highs, 20.6% below previous 2 lows
8.0% above previous 3 highs, 14.9% below previous 3 lows
6.1% above previous 4 highs, 14.1% below previous 4 lows
4.3% above previous 5 highs, 13.9% below previous 5 lows
3.6% above previous 6 highs, 13.8% below previous 6 lows
3.1% above previous 7 highs, 13.2% below previous 7 lows
3.1% above previous 8 highs, 12.5% below previous 8 lows
3.1% above previous 9 highs, 11.5% below previous 9 lows
3.1% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
34.1% are above or equal to 10/25 close (1 days ago), 65.9% are below.
48.9% are above or equal to 10/24 close (2 days ago), 51.1% are below.
39.4% are above or equal to 10/23 close (3 days ago), 60.6% are below.
26.2% are above or equal to 10/22 close (4 days ago), 73.8% are below.
28.4% are above or equal to 10/19 close (5 days ago), 71.6% are below.
18.6% are above or equal to 10/18 close (6 days ago), 81.4% are below.
19.6% are above or equal to 10/17 close (7 days ago), 80.4% are below.
27.0% are above or equal to 10/16 close (8 days ago), 73.0% are below.
37.7% are above or equal to 10/15 close (9 days ago), 62.3% are below.
42.9% are above or equal to 10/12 close (10 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.1% new highs, 17.6% new lows
21d: 4.1% new highs, 17.3% new lows
42d: 2.7% new highs, 12.0% new lows
63d: 2.7% new highs, 7.0% new lows
126d: 2.4% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.9% above, 67.1% below
3-day: 40.5% above, 59.5% below
4-day: 38.9% above, 61.1% below
5-day: 33.9% above, 66.1% below
8-day: 25.0% above, 75.0% below
10-day: 27.6% above, 72.4% below
20-day: 30.8% above, 69.2% below
50-day: 36.9% above, 63.1% below
200-day: 53.5% above, 46.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(25): 0.64% Top=EMN POL GRA HUN FMC RPM CBT PX ….. TROX SIAL WPZ POT AGU MOS VAL ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): 0.49% Top=EXPE PCLN LTM RHP PNRA SIX EAT MAR ….. PENN DNKN SBUX WYNN WYN CCL MPEL MGM=Bottom (Leisure)
META(29): 0.31% Top=CLD ACI JRCC ANR CNX SCCO BTU PAAS ….. WLT KGC STLD AEM EGO TIE MCP CLF=Bottom (Metals & Mining)
COHW(44): 0.21% Top=APKT CIEN JNPR ADTN MSI QCOM NIHD VZ ….. EMC PLCM NTAP LXK LEAP RIMM PANW FIO=Bottom (Computer Hardware/Telecom)
RETA(66): -0.11% Top=NFLX SHLD AMZN KMX CSTR EBAY KSS SBH ….. AN FL CAB EXPR BBY DSW FINL GME=Bottom (Retail & Specialty Retail)
ELEC(42): -0.12% Top=MXIM LSI CREE NXPI INTC FCS TXN FSLR ….. DLB OVTI LRCX TER CPHD GLW CY CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(40): -0.14% Top=DV MCO ADT WU MA V TYC ADS ….. MAN RHI CAR HTZ URI LPS KBR HMSY=Bottom (Diversified Services)
MANU(37): -0.19% Top=JOY GDI PCP AOS KMT AME DE TEX ….. DHR DOV AVY TKR CRS SWK GTI ATI=Bottom (Manufacturing)
ENER(89): -0.35% Top=COG PSX CRZO WNR MPC TSO HFC FST ….. SD CRK PAA MMP PDS NBR KEG BAS=Bottom (Energy)
TRAN(23): -0.38% Top=EXPD KSU UNP TRN NSC ODFL CHRW CSX ….. GWR CNW LCC UAL DAL LUV JBLU SWFT=Bottom (Transportation)
FINA(71): -0.39% Top=TCB OCN DFS BEN AMTD AXP BPOP TCBI ….. PHH CIT BK GHL FNFG LAZ FMER PFG=Bottom (Banks/Financials)
HEAL(45): -0.42% Top=VAR NUVA WAT WCG HOLX BSX THOR HCA ….. ALR ALGN UHS VOLC HNT HRC CYH RMD=Bottom (Health)
COSW(62): -0.49% Top=N CERN BYI DDD BSFT NOW ADBE NLSN ….. AOL ATVI TTWO QSII MCRS QLIK CA VRSN=Bottom (Computer Software/Internet)
REAL(71): -0.65% Top=NCT HLSS ACC DFT EDR LXP GGP EXR ….. BDN DDR KRC NNN CMO OHI DRH DLR=Bottom (Real Estate)
INSU(34): -0.82% Top=AON CINF MMC AFG PL TMK BRO L ….. FNF CLGX LNC AGO HIG GNW MBI VR=Bottom (Insurance)
MATE(28): -1.27% Top=OC PHM LPX PWR FAST MTZ SHW CLH ….. MAS DHI KBH FWLT EXP MDC BZH SPF=Bottom (Materials & Construction)
CONS(53): -1.37% Top=NWL NUS WHR BLL RKT CCK IP ECL ….. UA FNP SCSS DBD TWI CTB GT DECK=Bottom (Consumer)

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 2:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:59 am

Market Stats at 12:59 pm ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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
8.8% of stocks are above yesterday’s high.
27.2% are above yesterday’s midpoint. (72.8% are below.)
34.7% are below yesterday’s low.
56.5% are inside yesterday’s range.
29.1% of stocks with today’s high > yesterday’s high. (70.9% less than).
53.6% of stocks with today’s low < yesterday’s low. (46.4% greater than).

EVIDENCE OF INTRADAY TREND
24.2% of stocks are above today’s open. (75.4% are below).
19.3% of stocks are above today’s open and yesterday’s close.
71.4% are below both.
44.9% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
4.7% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
21.9% are in the top half. 78.1% of stocks are in the bottom half of today’s range.
36.4% are in the bottom 20%.
15.6% are in the bottom 10%.

GAIN
24.0% of stocks are above yesterday’s close. (76.0% are below.)
1.9% are up 4.5% or more. 2.3% are down 4.5% or more.
2.7% are up 3.5% or more. 3.6% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.1%…>=90:3.3%…>=80:8.9%…>=50:26.3%…<=20:41.1%…<=10:26.6%…<=5:18.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:26.6%…<=20:3.8%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:30.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.8% above previous 1 highs, 34.7% below previous 1 lows
6.7% above previous 2 highs, 27.0% below previous 2 lows
6.2% above previous 3 highs, 20.0% below previous 3 lows
5.0% above previous 4 highs, 19.1% below previous 4 lows
3.9% above previous 5 highs, 19.0% below previous 5 lows
3.6% above previous 6 highs, 18.7% below previous 6 lows
3.3% above previous 7 highs, 17.7% below previous 7 lows
3.3% above previous 8 highs, 16.5% below previous 8 lows
3.3% above previous 9 highs, 15.6% below previous 9 lows
3.2% above previous 10 highs, 14.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
24.0% are above or equal to 10/25 close (1 days ago), 76.0% are below.
43.3% are above or equal to 10/24 close (2 days ago), 56.7% are below.
34.2% are above or equal to 10/23 close (3 days ago), 65.8% are below.
24.0% are above or equal to 10/22 close (4 days ago), 76.0% are below.
26.8% are above or equal to 10/19 close (5 days ago), 73.2% are below.
17.2% are above or equal to 10/18 close (6 days ago), 82.8% are below.
17.8% are above or equal to 10/17 close (7 days ago), 82.2% are below.
25.1% are above or equal to 10/16 close (8 days ago), 74.9% are below.
36.1% are above or equal to 10/15 close (9 days ago), 63.9% are below.
41.2% are above or equal to 10/12 close (10 days ago), 58.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 17.2% new lows
21d: 3.8% new highs, 16.8% new lows
42d: 2.5% new highs, 11.8% new lows
63d: 2.5% new highs, 6.9% new lows
126d: 2.3% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.6% above, 77.4% below
3-day: 33.0% above, 67.0% below
4-day: 31.8% above, 68.2% below
5-day: 27.1% above, 72.9% below
8-day: 22.8% above, 77.2% below
10-day: 23.9% above, 76.1% below
20-day: 28.6% above, 71.4% below
50-day: 34.7% above, 65.3% below
200-day: 52.5% above, 47.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 0.29% Top=CLD ACI JRCC ANR CNX SCCO BTU GG ….. AA X AEM STLD EGO TIE MCP CLF=Bottom (Metals & Mining)
CHEM(25): 0.20% Top=EMN HUN GRA POL FMC RPM PX CBT ….. CF APD SIAL POT MOS AGU VAL ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): 0.03% Top=EXPE PCLN LTM RHP OEH MAR H PNRA ….. PENN CAKE SBUX CCL DNKN MGM MPEL WYN=Bottom (Leisure)
COHW(44): -0.08% Top=APKT CIEN ADTN QCOM JNPR MSI VZ CSCO ….. RIMM LVLT EQIX AAPL PANW LXK LEAP FIO=Bottom (Computer Hardware/Telecom)
ELEC(42): -0.12% Top=MXIM LSI CREE FSLR MCHP INTC NXPI TXN ….. DLB TER OVTI CY CAVM GLW CPHD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -0.27% Top=EXPD KSU CHRW LCC UNP NSC UPS JBHT ….. FDX CP CNW GWR DAL UAL JBLU SWFT=Bottom (Transportation)
DISV(40): -0.35% Top=DV MCO ADT APOL WU SBAC MA V ….. MAN CAR RHI LPS URI ATHN KBR HMSY=Bottom (Diversified Services)
MANU(37): -0.46% Top=JOY GDI DRC AME PCP ROK AOS DE ….. TEX DOV CRS ETN MTW SWK GTI ATI=Bottom (Manufacturing)
RETA(66): -0.54% Top=CSTR SHLD AMZN NFLX KMX TGT EBAY SBH ….. JNY FINL BBY FL CAB DSW AN GME=Bottom (Retail & Specialty Retail)
FINA(71): -0.61% Top=TCB BEN TCBI DFS AMTD AXP BPOP LM ….. JEF FRC KEY CIT BK LAZ FMER PFG=Bottom (Banks/Financials)
ENER(89): -0.61% Top=COG CRZO PSX WNR FST MPC NBL TSO ….. PAA CLMT SD MMP KEG PDS NBR BAS=Bottom (Energy)
HEAL(45): -0.82% Top=VAR NUVA WCG THOR BSX WAT HOLX BDX ….. BKD HMA UHS THC HNT HRC CYH RMD=Bottom (Health)
INSU(34): -0.91% Top=AON AFG CINF MMC TMK PL AIZ BRO ….. AXS AGO LNC GNW MBI HIG VR CLGX=Bottom (Insurance)
REAL(71): -1.08% Top=NCT HLSS ACC EDR NYMT PMT LXP VTR ….. LRY CMO CUBE KRC DRH CLI OHI DLR=Bottom (Real Estate)
COSW(62): -1.08% Top=N CERN BYI NOW BSFT DDD ADBE CRM ….. QSII SPLK AOL TTWO MCRS CA QLIK VRSN=Bottom (Computer Software/Internet)
CONS(54): -1.72% Top=NWL NUS SEH BLL CCK RKT IP PBI ….. FNP SCSS DBD CTB UA TWI GT DECK=Bottom (Consumer)
MATE(28): -1.96% Top=OC PWR FAST CLH RSG WM WCN SRCL ….. EXP TOL USG MAS KBH MDC BZH SPF=Bottom (Materials & Construction)

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 12:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:36 pm ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 786.

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
8.3% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
37.9% are below yesterday’s low.
53.8% are inside yesterday’s range.
29.0% of stocks with today’s high > yesterday’s high. (71.0% less than).
53.2% of stocks with today’s low < yesterday’s low. (46.8% greater than).

EVIDENCE OF INTRADAY TREND
21.8% of stocks are above today’s open. (77.4% are below).
16.8% of stocks are above today’s open and yesterday’s close.
73.5% are below both.
44.9% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.2% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
18.2% are in the top half. 81.8% of stocks are in the bottom half of today’s range.
51.0% are in the bottom 20%.
24.7% are in the bottom 10%.

GAIN
21.1% of stocks are above yesterday’s close. (78.9% are below.)
1.8% are up 4.5% or more. 1.9% are down 4.5% or more.
2.4% are up 3.5% or more. 3.8% are down 3.5% or more.
50.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:3.2%…>=80:8.0%…>=50:24.6%…<=20:42.7%…<=10:28.4%…<=5:18.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:25.8%…<=20:4.2%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:29.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.3% above previous 1 highs, 37.9% below previous 1 lows
6.1% above previous 2 highs, 29.0% below previous 2 lows
5.7% above previous 3 highs, 20.5% below previous 3 lows
4.6% above previous 4 highs, 20.0% below previous 4 lows
3.8% above previous 5 highs, 19.6% below previous 5 lows
3.6% above previous 6 highs, 19.2% below previous 6 lows
3.1% above previous 7 highs, 18.6% below previous 7 lows
3.1% above previous 8 highs, 16.9% below previous 8 lows
3.1% above previous 9 highs, 16.3% below previous 9 lows
2.9% above previous 10 highs, 15.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.1% are above or equal to 10/25 close (1 days ago), 78.9% are below.
41.3% are above or equal to 10/24 close (2 days ago), 58.7% are below.
32.7% are above or equal to 10/23 close (3 days ago), 67.3% are below.
22.6% are above or equal to 10/22 close (4 days ago), 77.4% are below.
26.3% are above or equal to 10/19 close (5 days ago), 73.7% are below.
16.3% are above or equal to 10/18 close (6 days ago), 83.7% are below.
17.3% are above or equal to 10/17 close (7 days ago), 82.7% are below.
24.9% are above or equal to 10/16 close (8 days ago), 75.1% are below.
36.1% are above or equal to 10/15 close (9 days ago), 63.9% are below.
40.7% are above or equal to 10/12 close (10 days ago), 59.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.8% new highs, 16.7% new lows
21d: 3.8% new highs, 16.3% new lows
42d: 2.5% new highs, 11.7% new lows
63d: 2.5% new highs, 6.7% new lows
126d: 2.3% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.4% above, 79.6% below
3-day: 30.0% above, 70.0% below
4-day: 31.3% above, 68.7% below
5-day: 25.6% above, 74.4% below
8-day: 21.4% above, 78.6% below
10-day: 23.3% above, 76.7% below
20-day: 28.1% above, 71.9% below
50-day: 34.5% above, 65.5% below
200-day: 52.2% above, 47.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 0.41% Top=ACI CLD JRCC ANR CNX BTU GG WLT ….. AA STLD SWC EGO AEM TIE MCP CLF=Bottom (Metals & Mining)
CHEM(25): 0.03% Top=EMN HUN GRA POL FMC CBT RPM ALB ….. CF ASH TROX POT AGU MOS VAL ROC=Bottom (Chemicals/Fertilizers)
LEIS(26): 0.01% Top=EXPE PCLN LTM RHP PNRA EAT MAR H ….. CAKE SBUX LVS CCL DNKN WYN MGM MPEL=Bottom (Leisure)
COHW(44): -0.12% Top=APKT CIEN ADTN QCOM JNPR MSI TWTC VZ ….. JDSU S LXK PANW LEAP EQIX AAPL FIO=Bottom (Computer Hardware/Telecom)
ELEC(42): -0.14% Top=MXIM LSI CREE NXPI INTC MCHP FSLR ALTR ….. GRMN DLB ROP CY GLW CAVM CPHD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -0.32% Top=EXPD KSU LCC CHRW UNP NSC JBHT ODFL ….. CP FDX CNW DAL UAL GWR JBLU SWFT=Bottom (Transportation)
DISV(40): -0.41% Top=DV MCO ADT APOL WU MA SBAC TYC ….. ACTG CAR LPS RHI KBR URI ATHN HMSY=Bottom (Diversified Services)
MANU(37): -0.55% Top=JOY GDI AME ROK PCP DE DCI PNR ….. MTW BWC AVY DOV ETN SWK GTI ATI=Bottom (Manufacturing)
ENER(89): -0.56% Top=COG CRZO PSX WNR FST HFC MPC TSO ….. CLMT PAA PDS MMP SD KEG NBR BAS=Bottom (Energy)
RETA(66): -0.74% Top=CSTR SHLD AMZN KMX NFLX TGT KSS DG ….. FL FINL JNY BBY GME DSW CAB AN=Bottom (Retail & Specialty Retail)
FINA(71): -0.76% Top=TCB BEN DFS BPOP TCBI AMTD LM AXP ….. BAC CIT FRC WBS JEF BK FMER PFG=Bottom (Banks/Financials)
HEAL(45): -0.82% Top=VAR NUVA WCG THOR HOLX WAT BSX BDX ….. HMA VOLC UHS THC HNT HRC CYH RMD=Bottom (Health)
COSW(62): -1.13% Top=N CERN BYI NOW DDD ADBE BSFT CRM ….. LNKD AOL TTWO TRIP MCRS CA QLIK VRSN=Bottom (Computer Software/Internet)
INSU(34): -1.16% Top=AON AFG CINF MMC TMK BRO WSH AIZ ….. AGO MET LNC GNW MBI HIG VR CLGX=Bottom (Insurance)
REAL(71): -1.20% Top=NCT HLSS ACC DFT EDR VTR PMT NYMT ….. CUBE LHO KRC CMO DRH CLI OHI DLR=Bottom (Real Estate)
CONS(54): -1.77% Top=NWL SEH NUS BLL CCK HBI IP PBI ….. BC UA SCSS CTB FNP TWI GT DECK=Bottom (Consumer)
MATE(28): -2.30% Top=OC CLH FAST RSG PWR WCN WM SRCL ….. TOL EXP MAS USG MDC KBH BZH SPF=Bottom (Materials & Construction)

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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:01 am

Market Stats at 12:00 pm ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 785.

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
7.5% of stocks are above yesterday’s high.
24.6% are above yesterday’s midpoint. (75.4% are below.)
37.3% are below yesterday’s low.
55.2% are inside yesterday’s range.
28.5% of stocks with today’s high > yesterday’s high. (71.5% less than).
48.8% of stocks with today’s low < yesterday’s low. (51.2% greater than).

EVIDENCE OF INTRADAY TREND
20.8% of stocks are above today’s open. (77.3% are below).
15.8% of stocks are above today’s open and yesterday’s close.
73.0% are below both.
44.8% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
0.8% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
17.2% are in the top half. 82.8% of stocks are in the bottom half of today’s range.
58.0% are in the bottom 20%.
39.9% are in the bottom 10%.

GAIN
21.5% of stocks are above yesterday’s close. (78.5% are below.)
1.8% are up 4.5% or more. 1.8% are down 4.5% or more.
2.3% are up 3.5% or more. 3.6% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.0%…>=90:3.1%…>=80:7.8%…>=50:22.9%…<=20:41.9%…<=10:26.6%…<=5:18.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:25.6%…<=20:3.8%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:30.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.5% above previous 1 highs, 37.3% below previous 1 lows
5.5% above previous 2 highs, 27.3% below previous 2 lows
5.5% above previous 3 highs, 20.0% below previous 3 lows
4.3% above previous 4 highs, 19.5% below previous 4 lows
2.9% above previous 5 highs, 19.4% below previous 5 lows
2.9% above previous 6 highs, 19.1% below previous 6 lows
2.5% above previous 7 highs, 18.0% below previous 7 lows
2.5% above previous 8 highs, 16.2% below previous 8 lows
2.5% above previous 9 highs, 15.5% below previous 9 lows
2.4% above previous 10 highs, 14.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.5% are above or equal to 10/25 close (1 days ago), 78.5% are below.
40.5% are above or equal to 10/24 close (2 days ago), 59.5% are below.
32.9% are above or equal to 10/23 close (3 days ago), 67.1% are below.
22.8% are above or equal to 10/22 close (4 days ago), 77.2% are below.
26.6% are above or equal to 10/19 close (5 days ago), 73.4% are below.
15.7% are above or equal to 10/18 close (6 days ago), 84.3% are below.
17.2% are above or equal to 10/17 close (7 days ago), 82.8% are below.
24.3% are above or equal to 10/16 close (8 days ago), 75.7% are below.
35.5% are above or equal to 10/15 close (9 days ago), 64.5% are below.
41.1% are above or equal to 10/12 close (10 days ago), 58.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.7% new highs, 15.2% new lows
21d: 3.7% new highs, 14.8% new lows
42d: 2.5% new highs, 10.2% new lows
63d: 2.5% new highs, 5.6% new lows
126d: 2.3% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.4% above, 79.6% below
3-day: 29.2% above, 70.8% below
4-day: 29.9% above, 70.1% below
5-day: 25.0% above, 75.0% below
8-day: 20.3% above, 79.7% below
10-day: 22.8% above, 77.2% below
20-day: 27.8% above, 72.2% below
50-day: 34.3% above, 65.7% below
200-day: 52.4% above, 47.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 0.31% Top=CLD ACI ANR CNX BTU SCCO GG PAAS ….. IAG STLD SWC TIE EGO AEM MCP CLF=Bottom (Metals & Mining)
CHEM(25): 0.10% Top=EMN HUN GRA FMC CE POL CBT ALB ….. ASH APD TROX POT AGU MOS ROC VAL=Bottom (Chemicals/Fertilizers)
LEIS(26): -0.02% Top=EXPE PCLN LTM ARCO RHP H MAR EAT ….. PENN SBUX LVS CAKE CCL WYN MGM MPEL=Bottom (Leisure)
COHW(44): -0.03% Top=APKT CIEN QCOM ADTN JNPR PLCM TWTC MSI ….. LXK PCS S LEAP AAPL FIO EQIX PANW=Bottom (Computer Hardware/Telecom)
ELEC(42): -0.20% Top=MXIM LSI FSLR CREE NXPI INTC MCHP BRCM ….. CY SWKS GLW OVTI CAVM TER CPHD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(40): -0.23% Top=DV MCO ADT APOL MA WU CXW V ….. HTZ RHI LPS CAR ATHN KBR URI HMSY=Bottom (Diversified Services)
MANU(37): -0.43% Top=JOY AME GDI AOS DE DCI RS ROK ….. PH AVY DOV SWK ETN BWC GTI ATI=Bottom (Manufacturing)
TRAN(23): -0.55% Top=EXPD KSU LCC TRN NSC UNP CHRW CSX ….. FDX WERN ALK CNW DAL JBLU UAL SWFT=Bottom (Transportation)
ENER(89): -0.60% Top=COG CRZO FST PSX WNR MPC NBL TSO ….. CRK WLL SD MMP PDS NBR BAS KEG=Bottom (Energy)
HEAL(45): -0.63% Top=VAR NUVA WCG HOLX THOR LIFE BSX WAT ….. THC HMA VOLC UHS HNT HRC CYH RMD=Bottom (Health)
RETA(66): -0.75% Top=CSTR SHLD AMZN KMX TGT DG EBAY KSS ….. FINL BBBY BBY FL JNY GME CAB AN=Bottom (Retail & Specialty Retail)
FINA(71): -0.83% Top=TCB BEN DFS EFX TCBI AXP LM AMTD ….. BAC RF JEF KEY BK JNS FMER PFG=Bottom (Banks/Financials)
REAL(71): -1.10% Top=NCT ACC HLSS VTR DFT LXP EDR NYMT ….. OFC DCT O KRC CMO OHI CLI DLR=Bottom (Real Estate)
COSW(62): -1.11% Top=N CERN BYI NOW BSFT CRM DDD ADBE ….. SINA AOL TTWO SPLK MCRS CA QLIK VRSN=Bottom (Computer Software/Internet)
INSU(34): -1.23% Top=AON AFG CINF MMC TMK BRO AIZ WSH ….. AGO MET LNC MBI GNW HIG VR CLGX=Bottom (Insurance)
CONS(54): -1.72% Top=NWL NUS BLL SEH CCK IP PBI HBI ….. UA DBD CTB SCSS FNP TWI GT DECK=Bottom (Consumer)
MATE(28): -2.34% Top=OC CLH RSG FAST SHW SRCL WCN PWR ….. DHI TOL EXP USG MDC KBH BZH SPF=Bottom (Materials & Construction)

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 12:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:15 am

Market Stats at 10:15 am ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 787.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
10.4% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
16.1% are below yesterday’s low.
73.4% are inside yesterday’s range.
26.8% of stocks with today’s high > yesterday’s high. (73.2% less than).
32.5% of stocks with today’s low < yesterday’s low. (67.5% greater than).

EVIDENCE OF INTRADAY TREND
41.2% of stocks are above today’s open. (56.8% are below).
32.4% of stocks are above today’s open and yesterday’s close.
50.1% are below both.
44.9% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.1% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
36.6% are in the top half. 63.4% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN
41.7% of stocks are above yesterday’s close. (58.3% are below.)
2.2% are up 4.5% or more. 1.4% are down 4.5% or more.
2.4% are up 3.5% or more. 1.8% are down 3.5% or more.
72.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.7%…>=90:4.2%…>=80:10.8%…>=50:38.8%…<=20:29.5%…<=10:18.8%…<=5:14.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:32.7%…<=20:3.0%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:35.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.4% above previous 1 highs, 16.1% below previous 1 lows
7.4% above previous 2 highs, 12.3% below previous 2 lows
6.7% above previous 3 highs, 8.5% below previous 3 lows
5.1% above previous 4 highs, 8.4% below previous 4 lows
3.7% above previous 5 highs, 8.4% below previous 5 lows
3.2% above previous 6 highs, 8.3% below previous 6 lows
2.8% above previous 7 highs, 7.9% below previous 7 lows
2.8% above previous 8 highs, 7.1% below previous 8 lows
2.8% above previous 9 highs, 6.6% below previous 9 lows
2.8% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.7% are above or equal to 10/25 close (1 days ago), 58.3% are below.
54.6% are above or equal to 10/24 close (2 days ago), 45.4% are below.
44.0% are above or equal to 10/23 close (3 days ago), 56.0% are below.
29.4% are above or equal to 10/22 close (4 days ago), 70.6% are below.
32.5% are above or equal to 10/19 close (5 days ago), 67.5% are below.
19.6% are above or equal to 10/18 close (6 days ago), 80.4% are below.
20.3% are above or equal to 10/17 close (7 days ago), 79.7% are below.
27.8% are above or equal to 10/16 close (8 days ago), 72.2% are below.
39.3% are above or equal to 10/15 close (9 days ago), 60.7% are below.
45.2% are above or equal to 10/12 close (10 days ago), 54.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.4% new highs, 8.6% new lows
21d: 3.4% new highs, 8.6% new lows
42d: 2.3% new highs, 6.2% new lows
63d: 2.3% new highs, 3.4% new lows
126d: 1.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.1% above, 60.9% below
3-day: 50.6% above, 49.4% below
4-day: 47.3% above, 52.7% below
5-day: 38.8% above, 61.2% below
8-day: 26.9% above, 73.1% below
10-day: 28.3% above, 71.7% below
20-day: 33.7% above, 66.3% below
50-day: 38.4% above, 61.6% below
200-day: 53.9% above, 46.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.40% Top=ACI CLD ANR JRCC AKS WLT CNX PAAS ….. FCX AUQ AUY AA AEM MCP EGO CLF=Bottom (Metals & Mining)
COHW(44): 0.55% Top=APKT CIEN QCOM PLCM ADTN FNSR AMX SNDK ….. JNPR WIN FIO WDC RVBD PCS LEAP PANW=Bottom (Computer Hardware/Telecom)
ELEC(42): 0.46% Top=MXIM CRUS BRCM SWKS LSI XLNX FSLR MRVL ….. A CY VECO TRMB ROP TER GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(26): 0.35% Top=EXPE PCLN LTM H OEH RHP EAT SIX ….. CCL SBUX CAKE WYNN MGM HOT MPEL ARCO=Bottom (Leisure)
CHEM(25): 0.29% Top=EMN GRA CE HUN RPM CBT FMC ALB ….. DD PX APD POT VAL MOS TROX ROC=Bottom (Chemicals/Fertilizers)
DISV(40): 0.23% Top=DV MCO ADT MA WU MELI APOL ULTA ….. URI HTZ RRD ACTG ATHN CAR KBR HMSY=Bottom (Diversified Services)
MANU(37): 0.08% Top=GDI DRC CFX AOS ROK AME TEX RS ….. DE SWK PH DHR DOV ATI AVY GTI=Bottom (Manufacturing)
ENER(90): 0.01% Top=COG CRZO MPC PSX HERO NBL GPOR TSO ….. EGN NBR SD MMP PAA WLL PDS KEG=Bottom (Energy)
RETA(66): 0.01% Top=AMZN SHLD KMX CSTR EBAY WFM DG GES ….. DSW FINL CAB BBBY FRAN FL GME AN=Bottom (Retail & Specialty Retail)
TRAN(23): -0.00% Top=EXPD LCC KSU TRN UNP NSC CHRW ODFL ….. WERN LUV JBLU GWR JBHT SWFT UAL ALK=Bottom (Transportation)
HEAL(45): -0.03% Top=VAR WCG NUVA THOR SIRO LIFE BDX BCR ….. AET HUM UHS HRC HCA HMA RMD CYH=Bottom (Health)
FINA(71): -0.25% Top=TCB LM OCN DFS TCBI BEN EV LAZ ….. FRC BK FNFG BAC JNS FMER RF PFG=Bottom (Banks/Financials)
COSW(62): -0.25% Top=N CERN BYI NOW TRIP BSFT CRM AKAM ….. TTWO FB INFA MCRS CA QSII QLIK VRSN=Bottom (Computer Software/Internet)
INSU(34): -0.78% Top=AON AFG CINF MMC TMK WSH AIZ BRO ….. ALL ORI GNW LNC MBI HIG VR CLGX=Bottom (Insurance)
CONS(54): -0.81% Top=NWL IP XRX HBI RL BLL RKT CCK ….. BC FNP UA PAY TWI CTB GT DECK=Bottom (Consumer)
REAL(71): -0.98% Top=NCT VTR ACC HLSS LXP EDR STWD NYMT ….. OFC OHI DEI CMO BDN CLI O DLR=Bottom (Real Estate)
MATE(28): -1.01% Top=OC CLH RSG FAST FLR PWR PHM WCN ….. KBH DHI TOL MTH MDC MAS BZH SPF=Bottom (Materials & Construction)

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 10:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:59 am

Market Stats at 9:59 am ET
by daytrend on 20121026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 787.

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

If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
10.0% of stocks are above yesterday’s high.
40.0% are above yesterday’s midpoint. (60.0% are below.)
15.0% are below yesterday’s low.
75.0% are inside yesterday’s range.
26.6% of stocks with today’s high > yesterday’s high. (73.4% less than).
24.9% of stocks with today’s low < yesterday’s low. (75.1% greater than).

EVIDENCE OF INTRADAY TREND
38.5% of stocks are above today’s open. (59.8% are below).
29.1% of stocks are above today’s open and yesterday’s close.
54.4% are below both.
44.9% of stocks opened above yesterday’s close. (50.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.7% of stocks are in the top 10% of today’s range.
6.7% are in the top 20%.
26.8% are in the top half. 73.2% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
30.4% are in the bottom 10%.

GAIN
36.1% of stocks are above yesterday’s close. (63.9% are below.)
2.0% are up 4.5% or more. 1.4% are down 4.5% or more.
2.5% are up 3.5% or more. 1.4% are down 3.5% or more.
76.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:4.1%…>=80:9.3%…>=50:35.3%…<=20:30.5%…<=10:18.9%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:32.1%…<=20:3.2%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.0% above previous 1 highs, 15.0% below previous 1 lows
7.1% above previous 2 highs, 10.8% below previous 2 lows
6.5% above previous 3 highs, 7.4% below previous 3 lows
5.0% above previous 4 highs, 7.2% below previous 4 lows
3.4% above previous 5 highs, 7.2% below previous 5 lows
2.9% above previous 6 highs, 7.2% below previous 6 lows
2.4% above previous 7 highs, 6.5% below previous 7 lows
2.4% above previous 8 highs, 5.8% below previous 8 lows
2.4% above previous 9 highs, 5.5% below previous 9 lows
2.3% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.1% are above or equal to 10/25 close (1 days ago), 63.9% are below.
53.9% are above or equal to 10/24 close (2 days ago), 46.1% are below.
43.6% are above or equal to 10/23 close (3 days ago), 56.4% are below.
28.1% are above or equal to 10/22 close (4 days ago), 71.9% are below.
30.9% are above or equal to 10/19 close (5 days ago), 69.1% are below.
18.8% are above or equal to 10/18 close (6 days ago), 81.2% are below.
19.8% are above or equal to 10/17 close (7 days ago), 80.2% are below.
27.4% are above or equal to 10/16 close (8 days ago), 72.6% are below.
39.3% are above or equal to 10/15 close (9 days ago), 60.7% are below.
45.1% are above or equal to 10/12 close (10 days ago), 54.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.4% new highs, 6.4% new lows
21d: 3.4% new highs, 6.4% new lows
42d: 2.3% new highs, 4.3% new lows
63d: 2.3% new highs, 2.3% new lows
126d: 1.9% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.6% above, 65.4% below
3-day: 45.6% above, 54.4% below
4-day: 43.6% above, 56.4% below
5-day: 36.7% above, 63.3% below
8-day: 26.7% above, 73.3% below
10-day: 28.1% above, 71.9% below
20-day: 33.2% above, 66.8% below
50-day: 37.9% above, 62.1% below
200-day: 53.9% above, 46.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.34% Top=ACI CLD JRCC ANR WLT CNX BTU AKS ….. IAG AA SWC AUY MCP AEM EGO CLF=Bottom (Metals & Mining)
CHEM(25): 0.46% Top=EMN GRA FMC MON RPM CBT CE ALB ….. POL POT CYT APD VAL TROX ROC MOS=Bottom (Chemicals/Fertilizers)
COHW(44): 0.33% Top=APKT QCOM CIEN PLCM LVLT SNDK FIO FNSR ….. LXK BCE CTL LEAP JNPR RVBD WDC PANW=Bottom (Computer Hardware/Telecom)
DISV(40): 0.22% Top=DV MCO WU ADT MELI APOL MA ACM ….. RHI WTW HRB RRD URI ATHN KBR HMSY=Bottom (Diversified Services)
ELEC(42): 0.21% Top=MXIM CRUS LSI BRCM SWKS XLNX FSLR ADI ….. CY GLW CAVM NVDA CREE VECO GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 0.13% Top=EXPD LCC KSU UNP ODFL CHRW TRN CNW ….. WERN GWR JBHT JBLU CP UAL SWFT ALK=Bottom (Transportation)
ENER(90): 0.10% Top=COG HERO CRZO MPC NBL HFC TSO GPOR ….. EPB EPD HES MMP WLL PAA KEG PDS=Bottom (Energy)
LEIS(26): 0.09% Top=EXPE PCLN H LTM SIX RHP EAT MAR ….. WYNN CAKE DNKN SBUX MGM HOT MPEL ARCO=Bottom (Leisure)
HEAL(45): 0.06% Top=VAR WCG MAKO SIRO THOR ALR HOLX BDX ….. THC TMO UHS RMD HRC HCA HMA CYH=Bottom (Health)
MANU(37): -0.03% Top=GDI TEX DRC PNR JOY AME CFX CRS ….. DHR SWK PH LII DOV ATI AVY GTI=Bottom (Manufacturing)
RETA(66): -0.11% Top=AMZN SHLD KMX DG EBAY WFM NFLX TGT ….. DLTR FL FINL FRAN GME BBBY CAB AN=Bottom (Retail & Specialty Retail)
COSW(62): -0.23% Top=N CERN BYI SWI TRIP NOW BSFT IHS ….. IACI EA INFA CA MCRS QSII QLIK VRSN=Bottom (Computer Software/Internet)
FINA(71): -0.44% Top=TCB DFS TCBI LM OCN ICE RJF CME ….. PNC BAC JNS BK FNFG FMER RF PFG=Bottom (Banks/Financials)
REAL(71): -0.70% Top=NCT VTR ACC EDR NYMT HLSS PCL MTGE ….. DCT CMO OHI DEI BDN CLI O DLR=Bottom (Real Estate)
INSU(34): -0.75% Top=AON AFG CINF MMC TMK WSH BRO FNF ….. AXS CNO ACE MET LNC HIG VR CLGX=Bottom (Insurance)
CONS(54): -0.90% Top=NWL IP CCK BLL RKT HBI HAR ECL ….. UA FNP PAY TWI CTB BC GT DECK=Bottom (Consumer)
MATE(28): -1.00% Top=OC PWR FLR PHM RSG CLH FAST WCN ….. KBH MTH DHI TOL MDC MAS BZH SPF=Bottom (Materials & Construction)

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 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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