daytrend

03/28/2013

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

Closing Stats
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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
47.6% of stocks are above yesterday’s high.
80.3% are above yesterday’s midpoint. (19.7% are below.)
6.2% are below yesterday’s low.
46.2% are inside yesterday’s range.
75.6% of stocks with today’s high > yesterday’s high. (24.4% less than).
18.4% of stocks with today’s low < yesterday’s low. (81.6% greater than).

EVIDENCE OF INTRADAY TREND
62.2% of stocks are above today’s open. (36.6% are below).
59.1% of stocks are above today’s open and yesterday’s close.
31.2% are below both.
53.9% of stocks opened above yesterday’s close. (40.2% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
22.3% of stocks are in the top 10% of today’s range.
41.1% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN
65.4% of stocks are above yesterday’s close. (34.6% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
0.9% are up 3.5% or more. 0.7% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.8%…>=90:27.6%…>=80:41.7%…>=50:67.8%…<=20:11.6%…<=10:5.5%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.9%…>=50:69.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:71.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
47.6% above previous 1 highs, 6.2% below previous 1 lows
36.4% above previous 2 highs, 4.9% below previous 2 lows
32.6% above previous 3 highs, 3.7% below previous 3 lows
30.3% above previous 4 highs, 3.1% below previous 4 lows
27.8% above previous 5 highs, 3.0% below previous 5 lows
25.2% above previous 6 highs, 2.8% below previous 6 lows
23.8% above previous 7 highs, 2.6% below previous 7 lows
23.5% above previous 8 highs, 2.4% below previous 8 lows
20.4% above previous 9 highs, 2.4% below previous 9 lows
18.7% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.4% are above or equal to 3/27 close (1 days ago), 34.6% are below.
64.7% are above or equal to 3/26 close (2 days ago), 35.3% are below.
74.9% are above or equal to 3/25 close (3 days ago), 25.1% are below.
66.4% are above or equal to 3/22 close (4 days ago), 33.6% are below.
71.0% are above or equal to 3/21 close (5 days ago), 29.0% are below.
57.3% are above or equal to 3/20 close (6 days ago), 42.7% are below.
67.4% are above or equal to 3/19 close (7 days ago), 32.6% are below.
60.4% are above or equal to 3/18 close (8 days ago), 39.6% are below.
53.6% are above or equal to 3/15 close (9 days ago), 46.4% are below.
49.9% are above or equal to 3/14 close (10 days ago), 50.1% are below.
59.2% are above or equal to 3/13 close (11 days ago), 40.8% are below.
60.9% are above or equal to 3/12 close (12 days ago), 39.1% are below.
59.4% are above or equal to 3/11 close (13 days ago), 40.6% are below.
60.4% are above or equal to 3/8 close (14 days ago), 39.6% are below.
66.9% are above or equal to 3/7 close (15 days ago), 33.1% are below.
67.4% are above or equal to 3/6 close (16 days ago), 32.6% are below.
67.4% are above or equal to 3/5 close (17 days ago), 32.6% are below.
75.4% are above or equal to 3/4 close (18 days ago), 24.6% are below.
76.2% are above or equal to 3/1 close (19 days ago), 23.8% are below.
75.5% are above or equal to 2/28 close (20 days ago), 24.5% are below.
75.9% are above or equal to 2/27 close (21 days ago), 24.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.3% new highs, 2.7% new lows
21d: 23.3% new highs, 2.4% new lows
42d: 19.1% new highs, 1.5% new lows
63d: 18.6% new highs, 1.1% new lows
126d: 17.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.7% above, 36.3% below
3-day: 64.6% above, 35.4% below
4-day: 69.4% above, 30.6% below
5-day: 68.7% above, 31.3% below
8-day: 66.4% above, 33.6% below
10-day: 64.3% above, 35.7% below
20-day: 66.7% above, 33.3% below
50-day: 70.6% above, 29.4% below
200-day: 82.0% above, 18.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(45): 0.90% Top=TRMB FSL ATML TER ALTR APH XXIA KLAC ….. INTC VSH RFMD CRUS CY OVTI INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 0.77% Top=KSU CP LUV TRN CNI CSX NSC UNP ….. ODFL EXPD JBLU SAVE SWFT DAL TDW UAL=Bottom (Transportation)
DISV(43): 0.69% Top=TYC GEO URI VNTV FISV SAI CXW BLOX ….. TMH RCII WTW SBAC PCLN DV ACTG HMSY=Bottom (Diversified Services)
CHEM(31): 0.67% Top=AXLL POL HUN ASH ROC MOS ALB EMN ….. PX POT SHW CHMT AGU CF TROX IPI=Bottom (Chemicals/Fertilizers)
MANU(36): 0.65% Top=DDD GTI PNR CMI AGCO ROK SWK PH ….. ATI DRC ATU MTW JOY WOR TEX DE=Bottom (Manufacturing)
INSU(36): 0.65% Top=AGO RDN ACGL WSH AIG AIZ CLGX WRB ….. MMC AON PRU CNO MET HIG MBI GNW=Bottom (Insurance)
HEAL(45): 0.50% Top=BSX BKD TMO XRAY CYH ZMH PKI LH ….. HMA CNC A VOLC ESRX UHS MR HNT=Bottom (Health)
COSW(70): 0.50% Top=FIRE CTSH NCR SWI CERN ADBE NLSN IRM ….. LNKD YNDX GRPN CVLT BSFT AOL AWAY FB=Bottom (Computer Software/Internet)
CONS(53): 0.48% Top=DECK RKT ECL IP WHR FBHS CHD FOSL ….. NUS LULU TPX WWW GT SCSS CTB PVH=Bottom (Consumer)
RETA(71): 0.36% Top=SIG GME EBAY CONN ARO BID TIF KMX ….. DG URBN KSS JOSB BIG BBBY SHLD FIVE=Bottom (Retail & Specialty Retail)
REAL(86): 0.32% Top=DRH BAM SFI VTR ARR NLY TCO SHO ….. CLP DRE BMR CPT HLSS CLNY DDR TWO=Bottom (Real Estate)
COHW(41): 0.26% Top=PCS S TWTC HRS TDC SYNA NTAP HPQ ….. BBRY FNSR AMX JDSU ADTN CCI AAPL ARUN=Bottom (Computer Hardware/Telecom)
LEIS(27): 0.23% Top=RCL DRI CCL HOT EAT MAR MGM CAKE ….. DNKN BKW TXRH EXPE CZR WEN ARCO BYD=Bottom (Leisure)
FINA(74): 0.15% Top=ICE EFX LAZ EV PFG ARCC IVZ SCHW ….. KEY PHH EVR FHN APO BX MS FII=Bottom (Banks/Financials)
ENER(107): -0.04% Top=SN PSX OKS MEMP MDU SE BWP ETP ….. BAS PXD FST KOG SD DNR GPOR CJES=Bottom (Energy)
MATE(27): -0.25% Top=FLR FAST WM SRCL RSG RYN PWR FWLT ….. RYL TOL KBH HOV MDC DAR SPF CLH=Bottom (Materials & Construction)
META(29): -0.63% Top=CLF SLCA SCCO AEM AA NUE NEM AUY ….. SLW CCJ X ANR WLT CNX ACI MCP=Bottom (Metals & Mining)

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/

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Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:30 pm ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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
43.7% of stocks are above yesterday’s high.
79.3% are above yesterday’s midpoint. (20.7% are below.)
6.3% are below yesterday’s low.
50.0% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
17.4% of stocks with today’s low < yesterday’s low. (82.6% greater than).

EVIDENCE OF INTRADAY TREND
60.0% of stocks are above today’s open. (38.6% are below).
56.2% of stocks are above today’s open and yesterday’s close.
32.9% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
21.1% of stocks are in the top 10% of today’s range.
35.7% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN
63.5% of stocks are above yesterday’s close. (36.5% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:14.0%…>=90:25.0%…>=80:38.5%…>=50:66.9%…<=20:12.7%…<=10:5.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.2%…>=50:68.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.7% above previous 1 highs, 6.3% below previous 1 lows
32.7% above previous 2 highs, 5.2% below previous 2 lows
27.5% above previous 3 highs, 3.9% below previous 3 lows
25.6% above previous 4 highs, 3.6% below previous 4 lows
23.6% above previous 5 highs, 3.1% below previous 5 lows
21.7% above previous 6 highs, 2.8% below previous 6 lows
20.4% above previous 7 highs, 2.8% below previous 7 lows
19.9% above previous 8 highs, 2.5% below previous 8 lows
16.7% above previous 9 highs, 2.5% below previous 9 lows
15.4% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.5% are above or equal to 3/27 close (1 days ago), 36.5% are below.
62.3% are above or equal to 3/26 close (2 days ago), 37.7% are below.
73.1% are above or equal to 3/25 close (3 days ago), 26.9% are below.
65.2% are above or equal to 3/22 close (4 days ago), 34.8% are below.
70.5% are above or equal to 3/21 close (5 days ago), 29.5% are below.
56.5% are above or equal to 3/20 close (6 days ago), 43.5% are below.
65.9% are above or equal to 3/19 close (7 days ago), 34.1% are below.
59.1% are above or equal to 3/18 close (8 days ago), 40.9% are below.
51.5% are above or equal to 3/15 close (9 days ago), 48.5% are below.
48.8% are above or equal to 3/14 close (10 days ago), 51.2% are below.
56.9% are above or equal to 3/13 close (11 days ago), 43.1% are below.
59.7% are above or equal to 3/12 close (12 days ago), 40.3% are below.
58.2% are above or equal to 3/11 close (13 days ago), 41.8% are below.
60.2% are above or equal to 3/8 close (14 days ago), 39.8% are below.
66.0% are above or equal to 3/7 close (15 days ago), 34.0% are below.
66.8% are above or equal to 3/6 close (16 days ago), 33.2% are below.
66.0% are above or equal to 3/5 close (17 days ago), 34.0% are below.
74.9% are above or equal to 3/4 close (18 days ago), 25.1% are below.
75.7% are above or equal to 3/1 close (19 days ago), 24.3% are below.
75.0% are above or equal to 2/28 close (20 days ago), 25.0% are below.
74.3% are above or equal to 2/27 close (21 days ago), 25.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.9% new highs, 2.3% new lows
21d: 20.9% new highs, 1.9% new lows
42d: 17.2% new highs, 1.3% new lows
63d: 16.7% new highs, 0.9% new lows
126d: 15.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.0% above, 38.0% below
3-day: 62.6% above, 37.4% below
4-day: 69.0% above, 31.0% below
5-day: 67.4% above, 32.6% below
8-day: 65.3% above, 34.7% below
10-day: 62.2% above, 37.8% below
20-day: 65.5% above, 34.5% below
50-day: 70.4% above, 29.6% below
200-day: 81.8% above, 18.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(45): 0.74% Top=TRMB FSL ATML ALTR TER XXIA APH SWKS ….. INTC GRMN VSH CRUS CY INVN OVTI FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 0.68% Top=CP KSU LUV TRN CNI UNP CSX NSC ….. ODFL SAVE JBLU EXPD DAL TDW UAL SWFT=Bottom (Transportation)
CHEM(31): 0.55% Top=AXLL POL HUN ROC ASH MOS EMN ALB ….. VAL POT SHW AGU CF CHMT IPI TROX=Bottom (Chemicals/Fertilizers)
MANU(36): 0.49% Top=DDD GTI PNR AGCO CMI SWK BWC ROK ….. KMT ATU ATI MTW WOR JOY TEX DE=Bottom (Manufacturing)
DISV(43): 0.48% Top=TYC GEO URI CTAS CXW FISV VNTV G ….. APOL RCII VRSK SBAC PCLN ACTG HMSY DV=Bottom (Diversified Services)
LEIS(27): 0.44% Top=RCL DRI CCL HOT EAT MAR MGM PNRA ….. SBUX LVS DNKN TXRH CZR EXPE ARCO BYD=Bottom (Leisure)
INSU(36): 0.40% Top=AGO RDN AIG WSH AIZ ACGL PGR ALL ….. PRE BRO PRU CNO MET HIG MBI GNW=Bottom (Insurance)
HEAL(45): 0.35% Top=BSX CYH BKD XRAY TMO BAX ZMH PKI ….. A DGX CNC HMA ESRX MR UHS HNT=Bottom (Health)
COSW(70): 0.34% Top=FIRE CTSH SWI CERN NCR ADBE CRM IACI ….. EA SINA YNDX BSFT CVLT AOL FB AWAY=Bottom (Computer Software/Internet)
CONS(53): 0.29% Top=DECK RKT ECL IP WHR FOSL FBHS PAY ….. SEE CROX WWW NUS GT SCSS CTB PVH=Bottom (Consumer)
RETA(71): 0.27% Top=SIG GME EBAY CONN ARO BID TIF AEO ….. URBN DG FDO BIG BBBY JOSB SHLD FIVE=Bottom (Retail & Specialty Retail)
COHW(41): 0.18% Top=PCS S TWTC HRS TDC SYNA HPQ NTAP ….. WIN BBRY AMX JDSU CCI ADTN AAPL ARUN=Bottom (Computer Hardware/Telecom)
REAL(86): 0.15% Top=SFI DRH BAM RLJ VTR ARR TCO MTGE ….. CLNY SLG BMR DDR CPT DLR HLSS TWO=Bottom (Real Estate)
ENER(107): 0.08% Top=PSX SN APA MEMP SE VLO WMB EPD ….. PGH OAS KOG WPX DNR SD GPOR CJES=Bottom (Energy)
FINA(74): 0.05% Top=ICE EFX EV ARCC SCHW LAZ AMTD TROW ….. JPM EVR FHN KEY BX PHH FII MS=Bottom (Banks/Financials)
MATE(27): -0.56% Top=FLR FAST WM SRCL FWLT RSG RYN MDR ….. LEN CLH MDC TOL DAR KBH SPF HOV=Bottom (Materials & Construction)
META(29): -0.65% Top=SLCA CLF SCCO AEM NUE AA ABX NEM ….. SLW X AUQ CNX WLT ANR MCP ACI=Bottom (Metals & Mining)

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 @ 2:16 pm

Market Stats at 3:16 pm ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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
41.9% of stocks are above yesterday’s high.
79.1% are above yesterday’s midpoint. (20.9% are below.)
6.8% are below yesterday’s low.
51.3% are inside yesterday’s range.
71.9% of stocks with today’s high > yesterday’s high. (28.1% less than).
16.9% of stocks with today’s low < yesterday’s low. (83.1% greater than).

EVIDENCE OF INTRADAY TREND
57.7% of stocks are above today’s open. (40.2% are below).
53.8% of stocks are above today’s open and yesterday’s close.
34.0% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
18.0% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
62.7% are in the top half. 37.3% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN
62.2% of stocks are above yesterday’s close. (37.8% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.7%…>=90:24.1%…>=80:36.8%…>=50:65.3%…<=20:12.8%…<=10:5.7%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.2%…>=50:67.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:70.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
41.9% above previous 1 highs, 6.8% below previous 1 lows
30.6% above previous 2 highs, 5.2% below previous 2 lows
25.4% above previous 3 highs, 4.0% below previous 3 lows
23.8% above previous 4 highs, 3.6% below previous 4 lows
21.6% above previous 5 highs, 3.1% below previous 5 lows
19.8% above previous 6 highs, 2.8% below previous 6 lows
18.1% above previous 7 highs, 2.5% below previous 7 lows
17.4% above previous 8 highs, 2.4% below previous 8 lows
15.0% above previous 9 highs, 2.3% below previous 9 lows
14.2% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.2% are above or equal to 3/27 close (1 days ago), 37.8% are below.
60.9% are above or equal to 3/26 close (2 days ago), 39.1% are below.
72.6% are above or equal to 3/25 close (3 days ago), 27.4% are below.
64.6% are above or equal to 3/22 close (4 days ago), 35.4% are below.
70.1% are above or equal to 3/21 close (5 days ago), 29.9% are below.
55.6% are above or equal to 3/20 close (6 days ago), 44.4% are below.
66.0% are above or equal to 3/19 close (7 days ago), 34.0% are below.
58.8% are above or equal to 3/18 close (8 days ago), 41.2% are below.
51.1% are above or equal to 3/15 close (9 days ago), 48.9% are below.
48.3% are above or equal to 3/14 close (10 days ago), 51.7% are below.
56.4% are above or equal to 3/13 close (11 days ago), 43.6% are below.
59.5% are above or equal to 3/12 close (12 days ago), 40.5% are below.
57.7% are above or equal to 3/11 close (13 days ago), 42.3% are below.
59.7% are above or equal to 3/8 close (14 days ago), 40.3% are below.
65.6% are above or equal to 3/7 close (15 days ago), 34.4% are below.
66.6% are above or equal to 3/6 close (16 days ago), 33.4% are below.
66.0% are above or equal to 3/5 close (17 days ago), 34.0% are below.
74.4% are above or equal to 3/4 close (18 days ago), 25.6% are below.
75.0% are above or equal to 3/1 close (19 days ago), 25.0% are below.
74.4% are above or equal to 2/28 close (20 days ago), 25.6% are below.
73.9% are above or equal to 2/27 close (21 days ago), 26.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.3% new highs, 2.3% new lows
21d: 20.3% new highs, 1.9% new lows
42d: 16.8% new highs, 1.3% new lows
63d: 16.4% new highs, 0.9% new lows
126d: 15.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.7% above, 39.3% below
3-day: 61.7% above, 38.3% below
4-day: 68.0% above, 32.0% below
5-day: 66.6% above, 33.4% below
8-day: 65.0% above, 35.0% below
10-day: 61.6% above, 38.4% below
20-day: 65.8% above, 34.2% below
50-day: 69.5% above, 30.5% below
200-day: 81.8% above, 18.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(45): 0.65% Top=TRMB FSL TER XXIA ALTR ATML APH KLAC ….. MRVL VSH RFMD CRUS CY OVTI INVN FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 0.63% Top=KSU CP LUV TRN CNI UNP CSX ALK ….. ODFL JBLU SAVE EXPD DAL TDW UAL SWFT=Bottom (Transportation)
CHEM(31): 0.55% Top=AXLL POL HUN ROC ASH MOS GRA EMN ….. PPG POT SHW AGU CHMT CF IPI TROX=Bottom (Chemicals/Fertilizers)
MANU(36): 0.45% Top=DDD GTI PNR AGCO CMI SWK BWC PH ….. ATU DRC ATI MTW WOR JOY DE TEX=Bottom (Manufacturing)
LEIS(27): 0.43% Top=RCL DRI CCL HOT EAT MGM MAR PNRA ….. SBUX DNKN TXRH LVS EXPE CZR ARCO BYD=Bottom (Leisure)
DISV(43): 0.39% Top=TYC GEO URI CXW FISV CTAS G SCI ….. RCII APOL VRSK SBAC PCLN HMSY ACTG DV=Bottom (Diversified Services)
INSU(36): 0.30% Top=AGO RDN AIG WSH AIZ CLGX ACGL PGR ….. PRE BRO CNO PRU MET HIG MBI GNW=Bottom (Insurance)
HEAL(45): 0.28% Top=CYH BSX TMO BKD XRAY BAX BCR PKI ….. OPK A ESRX HMA DGX MR UHS HNT=Bottom (Health)
COSW(70): 0.27% Top=FIRE CTSH SWI CERN NCR IACI CRM ADBE ….. EA CVLT BSFT FB AOL AWAY GRPN YNDX=Bottom (Computer Software/Internet)
CONS(53): 0.27% Top=DECK RKT ECL IP WHR PAY NWL FOSL ….. TPX SEE WWW NUS GT SCSS CTB PVH=Bottom (Consumer)
RETA(71): 0.21% Top=SIG GME EBAY CONN ARO BID TIF JWN ….. URBN GES KSS JOSB BIG FDO BBBY FIVE=Bottom (Retail & Specialty Retail)
REAL(86): 0.15% Top=SFI DRH BAM RLJ ARR TCO VTR MTGE ….. SLG CLNY PKY DDR CPT DLR HLSS TWO=Bottom (Real Estate)
COHW(41): 0.13% Top=PCS S HRS TWTC SYNA TDC NTAP IBM ….. FIO AMX ADTN CCI JDSU AAPL BBRY ARUN=Bottom (Computer Hardware/Telecom)
ENER(107): 0.04% Top=PSX SN APA MEMP SE VLO OKS BWP ….. OAS PXD WPX KOG DNR SD GPOR CJES=Bottom (Energy)
FINA(74): 0.01% Top=ICE SCHW LAZ ARCC AMTD EV EFX TROW ….. BNS PHH FHN RF EVR KEY MS FII=Bottom (Banks/Financials)
MATE(27): -0.50% Top=FLR FAST WM FWLT RSG RYN SRCL PWR ….. RYL MDC TOL CLH DAR HOV SPF KBH=Bottom (Materials & Construction)
META(29): -0.77% Top=CLF SLCA SCCO NUE AEM AA NEM ABX ….. CCJ X AUQ WLT CNX ANR MCP ACI=Bottom (Metals & Mining)

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 3:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:39 pm

Market Stats at 2:39 pm ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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

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

COMPARED TO YESTERDAY’S RANGE
39.5% of stocks are above yesterday’s high.
78.2% are above yesterday’s midpoint. (21.8% are below.)
5.8% are below yesterday’s low.
54.7% are inside yesterday’s range.
70.9% of stocks with today’s high > yesterday’s high. (29.1% less than).
16.4% of stocks with today’s low < yesterday’s low. (83.6% greater than).

EVIDENCE OF INTRADAY TREND
57.6% of stocks are above today’s open. (40.6% are below).
53.6% of stocks are above today’s open and yesterday’s close.
33.5% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
19.2% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN
62.1% of stocks are above yesterday’s close. (37.9% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.6% are down 3.5% or more.
73.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.9%…>=90:22.5%…>=80:35.9%…>=50:65.3%…<=20:12.6%…<=10:5.5%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.1%…>=50:66.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:70.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.5% above previous 1 highs, 5.8% below previous 1 lows
29.1% above previous 2 highs, 4.6% below previous 2 lows
24.8% above previous 3 highs, 3.7% below previous 3 lows
23.2% above previous 4 highs, 3.4% below previous 4 lows
21.4% above previous 5 highs, 3.2% below previous 5 lows
20.1% above previous 6 highs, 3.1% below previous 6 lows
18.7% above previous 7 highs, 2.7% below previous 7 lows
18.1% above previous 8 highs, 2.5% below previous 8 lows
15.9% above previous 9 highs, 2.4% below previous 9 lows
15.0% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.1% are above or equal to 3/27 close (1 days ago), 37.9% are below.
61.3% are above or equal to 3/26 close (2 days ago), 38.7% are below.
72.6% are above or equal to 3/25 close (3 days ago), 27.4% are below.
64.2% are above or equal to 3/22 close (4 days ago), 35.8% are below.
69.8% are above or equal to 3/21 close (5 days ago), 30.2% are below.
55.3% are above or equal to 3/20 close (6 days ago), 44.7% are below.
66.7% are above or equal to 3/19 close (7 days ago), 33.3% are below.
58.6% are above or equal to 3/18 close (8 days ago), 41.4% are below.
50.8% are above or equal to 3/15 close (9 days ago), 49.2% are below.
46.8% are above or equal to 3/14 close (10 days ago), 53.2% are below.
55.5% are above or equal to 3/13 close (11 days ago), 44.5% are below.
59.4% are above or equal to 3/12 close (12 days ago), 40.6% are below.
57.1% are above or equal to 3/11 close (13 days ago), 42.9% are below.
59.5% are above or equal to 3/8 close (14 days ago), 40.5% are below.
64.8% are above or equal to 3/7 close (15 days ago), 35.2% are below.
66.5% are above or equal to 3/6 close (16 days ago), 33.5% are below.
65.5% are above or equal to 3/5 close (17 days ago), 34.5% are below.
74.1% are above or equal to 3/4 close (18 days ago), 25.9% are below.
74.9% are above or equal to 3/1 close (19 days ago), 25.1% are below.
73.8% are above or equal to 2/28 close (20 days ago), 26.2% are below.
73.9% are above or equal to 2/27 close (21 days ago), 26.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.0% new highs, 2.1% new lows
21d: 20.0% new highs, 1.8% new lows
42d: 16.6% new highs, 1.3% new lows
63d: 16.1% new highs, 0.9% new lows
126d: 14.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.7% above, 39.3% below
3-day: 59.8% above, 40.2% below
4-day: 66.9% above, 33.1% below
5-day: 66.6% above, 33.4% below
8-day: 65.3% above, 34.7% below
10-day: 60.8% above, 39.2% below
20-day: 64.7% above, 35.3% below
50-day: 69.7% above, 30.3% below
200-day: 81.8% above, 18.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(27): 0.53% Top=RCL DRI CCL HOT EAT MGM MAR PNRA ….. SBUX DNKN TXRH LVS EXPE CZR ARCO BYD=Bottom (Leisure)
TRAN(23): 0.53% Top=KSU CP TRN LUV CNI UNP ALK CSX ….. CHRW JBLU TDW CNW EXPD DAL UAL SWFT=Bottom (Transportation)
ELEC(45): 0.50% Top=TRMB ATML FSL ALTR TER SPRD XXIA APH ….. VSH MRVL VECO CRUS CY INVN OVTI FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 0.48% Top=POL AXLL ROC HUN MOS ASH WPZ ALB ….. VAL POT SHW CHMT AGU CF IPI TROX=Bottom (Chemicals/Fertilizers)
MANU(36): 0.45% Top=DDD GTI PNR AGCO CMI BWC SWK ROK ….. ATU KMT ATI WOR MTW JOY DE TEX=Bottom (Manufacturing)
DISV(43): 0.38% Top=URI GEO TYC KBR CXW FISV MCO SCI ….. WTW BLOX VRSK SBAC HMSY PCLN ACTG DV=Bottom (Diversified Services)
HEAL(45): 0.28% Top=BSX CYH BKD TMO XRAY BCR BAX PKI ….. A ESRX CNC HMA DGX MR UHS HNT=Bottom (Health)
COHW(41): 0.27% Top=PCS S HRS TWTC SYNA BBRY TDC SSYS ….. FNSR AMX BRCD CCI ADTN JDSU AAPL ARUN=Bottom (Computer Hardware/Telecom)
COSW(70): 0.26% Top=FIRE CTSH SWI IACI NCR RAX CERN ADBE ….. GOOG AWAY EA CVLT BSFT FB YNDX AOL=Bottom (Computer Software/Internet)
CONS(53): 0.26% Top=DECK RKT IP ECL WHR FBHS NWL ICON ….. PBI CROX SEE TPX GT SCSS CTB PVH=Bottom (Consumer)
INSU(36): 0.25% Top=AGO RDN AIG CLGX AIZ WSH VR L ….. WRB BRO PRU CNO MET HIG MBI GNW=Bottom (Insurance)
RETA(71): 0.21% Top=SIG GME EBAY BID ARO CONN AAP ASNA ….. FDO JOSB KSS EXPR BBBY SHLD URBN FIVE=Bottom (Retail & Specialty Retail)
REAL(86): 0.14% Top=DRH MTGE RLJ GOV ARR TCO SNH VTR ….. CLNY BMR DDR DLR CPT HLSS PKY TWO=Bottom (Real Estate)
ENER(107): 0.13% Top=MEMP PSX SN APA SE VLO ATW BWP ….. RRC DNR WPX OAS FST CJES SD GPOR=Bottom (Energy)
FINA(74): -0.02% Top=ICE ARCC EV LAZ SCHW AMTD IVZ AMP ….. RF PHH FHN EVER MS KEY BNS FII=Bottom (Banks/Financials)
MATE(27): -0.56% Top=FLR FAST RYN FWLT WM RSG SRCL PWR ….. MDC LEN DAR TOL CLH HOV SPF KBH=Bottom (Materials & Construction)
META(29): -0.71% Top=CLF SLCA SCCO NUE AA AEM ABX NEM ….. CCJ PAAS WLT AUQ CNX MCP ANR ACI=Bottom (Metals & Mining)

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 2:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:14 pm

Market Stats at 1:14 pm ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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
34.4% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
7.0% are below yesterday’s low.
58.6% are inside yesterday’s range.
68.8% of stocks with today’s high > yesterday’s high. (31.2% less than).
15.5% of stocks with today’s low < yesterday’s low. (84.5% greater than).

EVIDENCE OF INTRADAY TREND
52.3% of stocks are above today’s open. (45.9% are below).
48.1% of stocks are above today’s open and yesterday’s close.
37.4% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.0% of stocks are in the top 10% of today’s range.
21.9% are in the top 20%.
57.0% are in the top half. 43.0% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN
57.7% of stocks are above yesterday’s close. (42.3% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.7% are up 3.5% or more. 0.5% are down 3.5% or more.
75.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:20.1%…>=80:32.1%…>=50:62.2%…<=20:13.6%…<=10:6.0%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.1%…>=50:64.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:68.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.4% above previous 1 highs, 7.0% below previous 1 lows
23.9% above previous 2 highs, 5.3% below previous 2 lows
20.4% above previous 3 highs, 4.1% below previous 3 lows
19.1% above previous 4 highs, 3.6% below previous 4 lows
17.9% above previous 5 highs, 3.2% below previous 5 lows
16.1% above previous 6 highs, 2.8% below previous 6 lows
15.0% above previous 7 highs, 2.4% below previous 7 lows
14.7% above previous 8 highs, 2.1% below previous 8 lows
13.2% above previous 9 highs, 2.0% below previous 9 lows
12.3% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.7% are above or equal to 3/27 close (1 days ago), 42.3% are below.
57.0% are above or equal to 3/26 close (2 days ago), 43.0% are below.
70.6% are above or equal to 3/25 close (3 days ago), 29.4% are below.
61.6% are above or equal to 3/22 close (4 days ago), 38.4% are below.
67.3% are above or equal to 3/21 close (5 days ago), 32.7% are below.
53.3% are above or equal to 3/20 close (6 days ago), 46.7% are below.
65.4% are above or equal to 3/19 close (7 days ago), 34.6% are below.
56.4% are above or equal to 3/18 close (8 days ago), 43.6% are below.
49.9% are above or equal to 3/15 close (9 days ago), 50.1% are below.
44.7% are above or equal to 3/14 close (10 days ago), 55.3% are below.
54.5% are above or equal to 3/13 close (11 days ago), 45.5% are below.
57.9% are above or equal to 3/12 close (12 days ago), 42.1% are below.
56.2% are above or equal to 3/11 close (13 days ago), 43.8% are below.
58.5% are above or equal to 3/8 close (14 days ago), 41.5% are below.
64.0% are above or equal to 3/7 close (15 days ago), 36.0% are below.
65.4% are above or equal to 3/6 close (16 days ago), 34.6% are below.
64.6% are above or equal to 3/5 close (17 days ago), 35.4% are below.
73.6% are above or equal to 3/4 close (18 days ago), 26.4% are below.
73.0% are above or equal to 3/1 close (19 days ago), 27.0% are below.
74.1% are above or equal to 2/28 close (20 days ago), 25.9% are below.
73.2% are above or equal to 2/27 close (21 days ago), 26.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.1% new highs, 1.9% new lows
21d: 19.1% new highs, 1.5% new lows
42d: 15.6% new highs, 1.2% new lows
63d: 15.4% new highs, 0.8% new lows
126d: 14.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.3% above, 43.7% below
3-day: 56.4% above, 43.6% below
4-day: 65.2% above, 34.8% below
5-day: 64.7% above, 35.3% below
8-day: 62.0% above, 38.0% below
10-day: 59.6% above, 40.4% below
20-day: 63.0% above, 37.0% below
50-day: 68.8% above, 31.2% below
200-day: 81.5% above, 18.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(23): 0.60% Top=KSU CP LUV TRN ALK UNP CNI JBLU ….. DAL UPS CHRW EXPD CNW TDW UAL SWFT=Bottom (Transportation)
LEIS(27): 0.36% Top=RCL DRI EAT CCL HOT MAR MGM PNRA ….. MPEL LVS DNKN TXRH CZR EXPE ARCO BYD=Bottom (Leisure)
DISV(43): 0.31% Top=URI KBR TYC GEO ULTA PAYX APOL HTZ ….. RCII CAR BLOX VRSK PCLN SBAC ACTG DV=Bottom (Diversified Services)
CHEM(31): 0.30% Top=AXLL POL ROC HUN WPZ MOS ASH RPM ….. SIAL POT SHW CF CHMT AGU TROX IPI=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.23% Top=TER TRMB ATML SPRD XXIA ALTR GLW SPWR ….. BRCM VECO RFMD CRUS MRVL CY OVTI INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(70): 0.22% Top=FIRE SOHU CTSH SWI RAX FTNT DBD NCR ….. AWAY BSFT TTWO CVLT FB EA YNDX AOL=Bottom (Computer Software/Internet)
CONS(53): 0.22% Top=DECK RKT IP ECL WHR NWL HBI UA ….. EL WWW CROX GT TPX SCSS CTB PVH=Bottom (Consumer)
MANU(36): 0.21% Top=DDD GTI BWC PNR MRC SWK AGCO ROK ….. ATU ATI TKR WOR JOY MTW TEX DE=Bottom (Manufacturing)
COHW(41): 0.17% Top=PCS S HRS BBRY TDC SYNA TWTC PLCM ….. AMX FIO WDC CCI JDSU FNSR ARUN AAPL=Bottom (Computer Hardware/Telecom)
INSU(36): 0.15% Top=AGO RDN AIG ORI AIZ L AJG PGR ….. WRB PRU MMC MET CNO MBI HIG GNW=Bottom (Insurance)
ENER(107): 0.09% Top=SN APA SE SM PSX WMB BWP MEMP ….. OAS RRC HERO FST SD GPOR PGH CJES=Bottom (Energy)
RETA(71): 0.09% Top=SIG GME EBAY ARO BID AAP DSW AEO ….. BIG DG BBBY KSS EXPR SKS FDO FIVE=Bottom (Retail & Specialty Retail)
HEAL(45): 0.09% Top=CYH IRWD BKD TMO XRAY HOLX STJ LH ….. RMD ESRX DGX MR UHS HMA HNT VOLC=Bottom (Health)
REAL(86): 0.08% Top=RHP VTR RLJ RWT DRH GOV HIW OFC ….. BMR CLNY SPG DDR CPT HLSS PKY TWO=Bottom (Real Estate)
FINA(74): -0.14% Top=ICE SCHW SEIC ARCC AMP TROW WU EV ….. BX KEY PHH EVR FHN TCBI FII BNS=Bottom (Banks/Financials)
MATE(27): -0.45% Top=FLR RSG FWLT RYN PWR WM FAST MTZ ….. CLH DHI MAS TOL LEN KBH DAR SPF=Bottom (Materials & Construction)
META(29): -0.79% Top=CLF SLCA SCCO NUE AA NEM AEM CLD ….. CCJ EGO PAAS SLW WLT ANR MCP ACI=Bottom (Metals & Mining)

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 1:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:11 pm ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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

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

COMPARED TO YESTERDAY’S RANGE
35.3% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.6% are below yesterday’s low.
59.1% are inside yesterday’s range.
67.8% of stocks with today’s high > yesterday’s high. (32.2% less than).
13.9% of stocks with today’s low < yesterday’s low. (86.1% greater than).

EVIDENCE OF INTRADAY TREND
53.3% of stocks are above today’s open. (44.1% are below).
48.3% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.5% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN
57.9% of stocks are above yesterday’s close. (42.1% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% are up 3.5% or more. 0.7% are down 3.5% or more.
77.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.1%…>=90:20.3%…>=80:32.6%…>=50:61.7%…<=20:12.1%…<=10:5.9%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.0%…>=50:65.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:68.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.3% above previous 1 highs, 5.6% below previous 1 lows
24.1% above previous 2 highs, 4.1% below previous 2 lows
20.1% above previous 3 highs, 3.1% below previous 3 lows
18.7% above previous 4 highs, 2.8% below previous 4 lows
17.2% above previous 5 highs, 2.5% below previous 5 lows
15.5% above previous 6 highs, 2.4% below previous 6 lows
14.5% above previous 7 highs, 2.0% below previous 7 lows
14.1% above previous 8 highs, 1.9% below previous 8 lows
12.7% above previous 9 highs, 1.8% below previous 9 lows
12.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.9% are above or equal to 3/27 close (1 days ago), 42.1% are below.
59.2% are above or equal to 3/26 close (2 days ago), 40.8% are below.
70.7% are above or equal to 3/25 close (3 days ago), 29.3% are below.
62.3% are above or equal to 3/22 close (4 days ago), 37.7% are below.
68.6% are above or equal to 3/21 close (5 days ago), 31.4% are below.
53.1% are above or equal to 3/20 close (6 days ago), 46.9% are below.
66.6% are above or equal to 3/19 close (7 days ago), 33.4% are below.
57.1% are above or equal to 3/18 close (8 days ago), 42.9% are below.
49.6% are above or equal to 3/15 close (9 days ago), 50.4% are below.
45.4% are above or equal to 3/14 close (10 days ago), 54.6% are below.
54.6% are above or equal to 3/13 close (11 days ago), 45.4% are below.
58.1% are above or equal to 3/12 close (12 days ago), 41.9% are below.
56.0% are above or equal to 3/11 close (13 days ago), 44.0% are below.
58.1% are above or equal to 3/8 close (14 days ago), 41.9% are below.
63.9% are above or equal to 3/7 close (15 days ago), 36.1% are below.
65.6% are above or equal to 3/6 close (16 days ago), 34.4% are below.
65.0% are above or equal to 3/5 close (17 days ago), 35.0% are below.
73.1% are above or equal to 3/4 close (18 days ago), 26.9% are below.
73.2% are above or equal to 3/1 close (19 days ago), 26.8% are below.
73.9% are above or equal to 2/28 close (20 days ago), 26.1% are below.
73.5% are above or equal to 2/27 close (21 days ago), 26.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.7% new highs, 1.8% new lows
21d: 18.7% new highs, 1.4% new lows
42d: 15.3% new highs, 1.1% new lows
63d: 15.0% new highs, 0.8% new lows
126d: 13.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.4% above, 43.6% below
3-day: 56.5% above, 43.5% below
4-day: 65.2% above, 34.8% below
5-day: 63.6% above, 36.4% below
8-day: 62.9% above, 37.1% below
10-day: 59.7% above, 40.3% below
20-day: 62.7% above, 37.3% below
50-day: 69.0% above, 31.0% below
200-day: 81.5% above, 18.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(23): 0.58% Top=KSU CP LUV ALK TRN NSC UNP CSX ….. ODFL GLNG TDW CHRW CNW EXPD UAL SWFT=Bottom (Transportation)
CHEM(31): 0.39% Top=AXLL MOS ROC POL WPZ EMN ASH APD ….. VAL POT CF SIAL AGU IPI CHMT TROX=Bottom (Chemicals/Fertilizers)
MANU(36): 0.31% Top=DDD GTI BWC PNR MRC AGCO ROK SWK ….. JOY RS ATI KMT ATU MTW DE TEX=Bottom (Manufacturing)
ELEC(45): 0.26% Top=TRMB SPWR TER ATML SPRD ALTR BRKR LSI ….. CY CAVM CRUS MRVL VECO INVN OVTI RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 0.24% Top=KBR HTZ URI GEO V PAYX MYGN RHI ….. BLOX ACTG RCII VRSK SBAC PCLN APOL DV=Bottom (Diversified Services)
CONS(53): 0.24% Top=DECK RKT IP ECL VFC WHR FOSL ICON ….. TWI NUS CROX TPX GT SCSS PVH CTB=Bottom (Consumer)
LEIS(27): 0.22% Top=DRI RCL CCL EAT HOT MAR YUM PNRA ….. MPEL LVS PENN TXRH ARCO EXPE CZR BYD=Bottom (Leisure)
HEAL(45): 0.15% Top=BKD CYH TMO XRAY ESC ISRG WLP STJ ….. ALGN A UHS HMA DGX RMD HNT VOLC=Bottom (Health)
COHW(41): 0.15% Top=PCS SYNA S BBRY HRS SSYS PLCM TDC ….. JDSU ADTN FIO FNSR CCI AAPL ARUN AMX=Bottom (Computer Hardware/Telecom)
COSW(70): 0.11% Top=FIRE CTSH SOHU NCR SWI CRM RAX FFIV ….. BSFT AWAY CVLT FB EA TTWO YNDX AOL=Bottom (Computer Software/Internet)
ENER(107): 0.11% Top=SN APA SE WMB BWP MMP VLO TSO ….. RRC KOG OAS DNR PGH GPOR SD CJES=Bottom (Energy)
INSU(36): 0.07% Top=AGO RDN ORI AIG L WSH AJG VR ….. PRU MMC WRB LNC MET MBI HIG GNW=Bottom (Insurance)
REAL(86): 0.07% Top=RHP RLJ HIW VTR NLY REG ARR GOV ….. DDR AMT EQR DCT CPT HLSS PKY TWO=Bottom (Real Estate)
RETA(71): 0.05% Top=SIG GME CSTR CONN AEO TIF AAP LL ….. DG KSS JOSB FDO BBBY EXPR BIG FIVE=Bottom (Retail & Specialty Retail)
FINA(74): -0.17% Top=ICE SEIC SCHW ARCC WU PFG TROW OZM ….. EVR RF PHH FHN EVER FII TCBI BNS=Bottom (Banks/Financials)
MATE(27): -0.28% Top=FLR FWLT FAST RSG RYN PWR WM MDR ….. DHI TOL LEN HOV CLH SPF MAS DAR=Bottom (Materials & Construction)
META(29): -0.69% Top=CLF SLCA SCCO NUE AA NEM CLD AEM ….. PAAS CCJ EGO ANR WLT MCP SLW ACI=Bottom (Metals & Mining)

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 12:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:21 am

Market Stats at 11:21 am ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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
34.2% of stocks are above yesterday’s high.
78.6% are above yesterday’s midpoint. (21.4% are below.)
4.5% are below yesterday’s low.
61.3% are inside yesterday’s range.
64.8% of stocks with today’s high > yesterday’s high. (35.2% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND
55.1% of stocks are above today’s open. (41.7% are below).
49.3% of stocks are above today’s open and yesterday’s close.
35.0% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.5% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
61.1% are in the top half. 38.9% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN
58.9% of stocks are above yesterday’s close. (41.1% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.5% are up 3.5% or more. 0.4% are down 3.5% or more.
80.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.8%…>=90:19.8%…>=80:32.8%…>=50:63.9%…<=20:12.1%…<=10:5.5%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.2%…>=50:65.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:68.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.2% above previous 1 highs, 4.5% below previous 1 lows
23.0% above previous 2 highs, 3.3% below previous 2 lows
19.4% above previous 3 highs, 2.3% below previous 3 lows
18.2% above previous 4 highs, 2.0% below previous 4 lows
16.8% above previous 5 highs, 1.9% below previous 5 lows
14.7% above previous 6 highs, 1.7% below previous 6 lows
13.9% above previous 7 highs, 1.5% below previous 7 lows
13.4% above previous 8 highs, 1.4% below previous 8 lows
12.0% above previous 9 highs, 1.4% below previous 9 lows
11.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.9% are above or equal to 3/27 close (1 days ago), 41.1% are below.
59.7% are above or equal to 3/26 close (2 days ago), 40.3% are below.
72.4% are above or equal to 3/25 close (3 days ago), 27.6% are below.
62.8% are above or equal to 3/22 close (4 days ago), 37.2% are below.
68.5% are above or equal to 3/21 close (5 days ago), 31.5% are below.
53.9% are above or equal to 3/20 close (6 days ago), 46.1% are below.
66.2% are above or equal to 3/19 close (7 days ago), 33.8% are below.
58.2% are above or equal to 3/18 close (8 days ago), 41.8% are below.
50.1% are above or equal to 3/15 close (9 days ago), 49.9% are below.
45.4% are above or equal to 3/14 close (10 days ago), 54.6% are below.
55.2% are above or equal to 3/13 close (11 days ago), 44.8% are below.
58.1% are above or equal to 3/12 close (12 days ago), 41.9% are below.
56.8% are above or equal to 3/11 close (13 days ago), 43.2% are below.
58.3% are above or equal to 3/8 close (14 days ago), 41.7% are below.
64.2% are above or equal to 3/7 close (15 days ago), 35.8% are below.
65.8% are above or equal to 3/6 close (16 days ago), 34.2% are below.
65.3% are above or equal to 3/5 close (17 days ago), 34.7% are below.
73.7% are above or equal to 3/4 close (18 days ago), 26.3% are below.
73.6% are above or equal to 3/1 close (19 days ago), 26.4% are below.
74.3% are above or equal to 2/28 close (20 days ago), 25.7% are below.
73.5% are above or equal to 2/27 close (21 days ago), 26.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.1% new highs, 1.5% new lows
21d: 17.1% new highs, 1.3% new lows
42d: 14.3% new highs, 0.9% new lows
63d: 14.2% new highs, 0.7% new lows
126d: 13.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.5% above, 43.5% below
3-day: 59.5% above, 40.5% below
4-day: 66.8% above, 33.2% below
5-day: 66.6% above, 33.4% below
8-day: 64.0% above, 36.0% below
10-day: 61.5% above, 38.5% below
20-day: 62.6% above, 37.4% below
50-day: 68.4% above, 31.6% below
200-day: 81.6% above, 18.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(23): 0.81% Top=LUV KSU CP ALK TRN DAL JBLU NSC ….. UPS JBHT CNW UAL CHRW EXPD TDW SWFT=Bottom (Transportation)
LEIS(27): 0.42% Top=DRI EAT HOT CCL RCL MGM MAR PNRA ….. PENN TXRH MPEL ARCO WEN EXPE CZR BYD=Bottom (Leisure)
CHEM(31): 0.40% Top=MOS ROC AXLL WPZ EMN ASH IPI APD ….. CE PPG GRA MON SIAL VAL CHMT TROX=Bottom (Chemicals/Fertilizers)
MANU(36): 0.40% Top=GTI DDD AGCO PNR SWK ETN BWC PH ….. ATU PCP WOR RS MTW JOY ATI TEX=Bottom (Manufacturing)
DISV(43): 0.32% Top=CAR HTZ URI KBR JEC V R TMH ….. RCII VRSK BLOX ACTG SBAC PCLN APOL DV=Bottom (Diversified Services)
HEAL(45): 0.31% Top=CYH BKD TMO HCA ESC WLP EW BAX ….. RMD ESRX DGX HNT ZMH A ALGN VOLC=Bottom (Health)
ELEC(45): 0.25% Top=SPWR SPRD TER TRMB ATML APH KLAC ALTR ….. INTC VSH INVN VECO MRVL CRUS OVTI RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): 0.24% Top=RDN AGO ORI AIG L ALL FNF UNM ….. PRE WRB CNO ACGL MET MBI HIG GNW=Bottom (Insurance)
CONS(53): 0.21% Top=DECK IP RKT ECL UA WHR VFC ICON ….. NUS LULU WWW CROX GT SCSS CTB PVH=Bottom (Consumer)
COHW(41): 0.09% Top=BBRY PCS SYNA S HRS SSYS HPQ MSI ….. FIO LVLT CCI AAPL FNSR JDSU AMX ARUN=Bottom (Computer Hardware/Telecom)
ENER(107): 0.09% Top=APA SE SN WMB TSO VLO ATW ETE ….. KOG OAS RRC PGH DNR SD FST CJES=Bottom (Energy)
REAL(86): 0.02% Top=DRH ARR RLJ HIW VTR GOV MTGE PCL ….. EQR UDR DCT SLG RLGY CPT DDR TWO=Bottom (Real Estate)
FINA(74): 0.01% Top=SCHW ICE TROW SEIC WU WETF ARCC AMTD ….. OCN NYCB RF PHH EVR FII TCBI BNS=Bottom (Banks/Financials)
MATE(27): -0.01% Top=FLR MTZ PWR FWLT FAST MDC USG RSG ….. MLM OC HOV TOL CLH LEN MAS DAR=Bottom (Materials & Construction)
RETA(71): -0.04% Top=SIG CSTR CONN LL PIR TIF AEO BID ….. FDO DG BIG PETM JOSB KSS EXPR FIVE=Bottom (Retail & Specialty Retail)
COSW(70): -0.06% Top=FIRE CTSH GRPN NCR CERN SWI SOHU IACI ….. TTWO CVLT BIDU AOL FB YNDX QLIK EA=Bottom (Computer Software/Internet)
META(29): -0.65% Top=SLCA CLF SCCO AA NEM NUE FCX AEM ….. SWC CNX PAAS EGO ANR SLW ACI WLT=Bottom (Metals & Mining)

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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:24 am

Market Stats at 10:23 am ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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

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

COMPARED TO YESTERDAY’S RANGE
27.1% of stocks are above yesterday’s high.
75.6% are above yesterday’s midpoint. (24.4% are below.)
3.8% are below yesterday’s low.
69.1% are inside yesterday’s range.
57.6% of stocks with today’s high > yesterday’s high. (42.4% less than).
10.4% of stocks with today’s low < yesterday’s low. (89.6% greater than).

EVIDENCE OF INTRADAY TREND
49.4% of stocks are above today’s open. (48.5% are below).
41.9% of stocks are above today’s open and yesterday’s close.
37.6% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
15.4% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN
55.6% of stocks are above yesterday’s close. (44.4% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% are up 3.5% or more. 0.4% are down 3.5% or more.
85.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.5%…>=90:18.5%…>=80:29.4%…>=50:59.8%…<=20:13.7%…<=10:5.7%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.1%…>=50:64.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:66.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.1% above previous 1 highs, 3.8% below previous 1 lows
18.2% above previous 2 highs, 3.0% below previous 2 lows
15.0% above previous 3 highs, 2.5% below previous 3 lows
14.2% above previous 4 highs, 2.1% below previous 4 lows
13.5% above previous 5 highs, 1.7% below previous 5 lows
12.1% above previous 6 highs, 1.5% below previous 6 lows
11.4% above previous 7 highs, 1.4% below previous 7 lows
10.8% above previous 8 highs, 1.4% below previous 8 lows
9.2% above previous 9 highs, 1.4% below previous 9 lows
8.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.6% are above or equal to 3/27 close (1 days ago), 44.4% are below.
55.0% are above or equal to 3/26 close (2 days ago), 45.0% are below.
68.4% are above or equal to 3/25 close (3 days ago), 31.6% are below.
60.4% are above or equal to 3/22 close (4 days ago), 39.6% are below.
66.9% are above or equal to 3/21 close (5 days ago), 33.1% are below.
51.9% are above or equal to 3/20 close (6 days ago), 48.1% are below.
64.6% are above or equal to 3/19 close (7 days ago), 35.4% are below.
55.6% are above or equal to 3/18 close (8 days ago), 44.4% are below.
48.5% are above or equal to 3/15 close (9 days ago), 51.5% are below.
45.1% are above or equal to 3/14 close (10 days ago), 54.9% are below.
53.7% are above or equal to 3/13 close (11 days ago), 46.3% are below.
57.3% are above or equal to 3/12 close (12 days ago), 42.7% are below.
55.6% are above or equal to 3/11 close (13 days ago), 44.4% are below.
57.9% are above or equal to 3/8 close (14 days ago), 42.1% are below.
63.2% are above or equal to 3/7 close (15 days ago), 36.8% are below.
65.3% are above or equal to 3/6 close (16 days ago), 34.7% are below.
64.9% are above or equal to 3/5 close (17 days ago), 35.1% are below.
72.4% are above or equal to 3/4 close (18 days ago), 27.6% are below.
74.1% are above or equal to 3/1 close (19 days ago), 25.9% are below.
73.8% are above or equal to 2/28 close (20 days ago), 26.2% are below.
72.9% are above or equal to 2/27 close (21 days ago), 27.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.3% new highs, 1.4% new lows
21d: 13.3% new highs, 1.2% new lows
42d: 10.8% new highs, 0.8% new lows
63d: 10.7% new highs, 0.6% new lows
126d: 9.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.0% above, 47.0% below
3-day: 54.5% above, 45.5% below
4-day: 62.3% above, 37.7% below
5-day: 61.5% above, 38.5% below
8-day: 62.2% above, 37.8% below
10-day: 58.5% above, 41.5% below
20-day: 62.1% above, 37.9% below
50-day: 67.9% above, 32.1% below
200-day: 81.8% above, 18.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(23): 0.30% Top=DAL KSU LUV ALK JBLU CP GLNG SAVE ….. JBHT ODFL TDW CHRW UAL CNW EXPD SWFT=Bottom (Transportation)
LEIS(27): 0.22% Top=EAT CCL DRI HOT MGM RCL MCD MAR ….. TXRH LVS PENN WEN ARCO EXPE CZR BYD=Bottom (Leisure)
REAL(86): 0.20% Top=WAC DRH BDN NLY MTGE BPO HST RLJ ….. FR IVR SLG HLSS BMR CBG RLGY TWO=Bottom (Real Estate)
RETA(71): 0.13% Top=SIG GME CONN CSTR FL TIF LL BID ….. FDO BIG MW JCP JOSB KSS PETM FIVE=Bottom (Retail & Specialty Retail)
MANU(36): 0.10% Top=DDD GTI BWC ETN PNR AGCO CMI SWK ….. DRC KMT TKR JOY RS MTW TEX ATI=Bottom (Manufacturing)
INSU(36): 0.10% Top=AGO RDN VR FNF ORI TRV ALL TMK ….. CLGX PRU LNC NFP MET HIG GNW MBI=Bottom (Insurance)
HEAL(45): 0.06% Top=CYH BKD EW THC HCA TMO ESC PRXL ….. RMD AET ALGN ESRX HUM ZMH A HNT=Bottom (Health)
DISV(43): 0.06% Top=HTZ URI CAR TMH VNTV V KBR HRB ….. ACM BLOX HPY SBAC PCLN ACTG APOL DV=Bottom (Diversified Services)
ELEC(45): 0.04% Top=SPWR TER FSL SWKS FSLR XXIA ALTR ATML ….. NVDA CRUS CY RFMD MRVL OVTI INVN VSH=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(53): -0.02% Top=DECK IP ECL VFC RKT PAY UA FNP ….. NUS TWI CROX LULU GT CTB SCSS PVH=Bottom (Consumer)
COHW(41): -0.03% Top=BBRY PCS S SYNA LXK SSYS PLCM IBM ….. ADTN NTAP CCI JDSU SNDK AMX FNSR ARUN=Bottom (Computer Hardware/Telecom)
CHEM(31): -0.03% Top=MOS AXLL ROC POL WPZ ASH DD EMN ….. CBT RPM MON VAL SIAL HUN TROX CHMT=Bottom (Chemicals/Fertilizers)
COSW(70): -0.12% Top=FIRE GRPN CTSH TRIP CRM RAX SWI NCR ….. NTES FB CVLT EA AOL SINA YNDX BIDU=Bottom (Computer Software/Internet)
ENER(107): -0.12% Top=APA HFC WNR SE TSO WMB MMP BWP ….. SD EXXI GDP PWE FST GPOR DNR CJES=Bottom (Energy)
FINA(74): -0.14% Top=WETF ICE ARCC LAZ EFX PFG HBAN TROW ….. TCBI KKR JPM PHH EVER EVR FII BNS=Bottom (Banks/Financials)
MATE(27): -0.19% Top=FLR MDR MTZ RYL RYN FWLT PWR PHM ….. KBH OC LEN HOV SPF TOL MAS DAR=Bottom (Materials & Construction)
META(29): -0.77% Top=CLF SLCA AUY SCCO NEM AEM AA KGC ….. STLD EGO SLW CLD ACI WLT SWC MCP=Bottom (Metals & Mining)

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 10:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 10:00 am ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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

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

COMPARED TO YESTERDAY’S RANGE
23.9% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint. (22.2% are below.)
3.7% are below yesterday’s low.
72.4% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
7.8% of stocks with today’s low < yesterday’s low. (92.2% greater than).

EVIDENCE OF INTRADAY TREND
43.2% of stocks are above today’s open. (53.9% are below).
38.2% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.1% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN
53.8% of stocks are above yesterday’s close. (46.2% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.4% are down 3.5% or more.
87.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.7%…>=90:16.8%…>=80:27.5%…>=50:59.6%…<=20:12.7%…<=10:5.5%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.9%…>=50:65.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.9% above previous 1 highs, 3.7% below previous 1 lows
15.2% above previous 2 highs, 2.6% below previous 2 lows
12.1% above previous 3 highs, 2.0% below previous 3 lows
11.4% above previous 4 highs, 1.9% below previous 4 lows
10.7% above previous 5 highs, 1.5% below previous 5 lows
9.6% above previous 6 highs, 1.3% below previous 6 lows
8.8% above previous 7 highs, 1.3% below previous 7 lows
8.3% above previous 8 highs, 1.3% below previous 8 lows
6.8% above previous 9 highs, 1.3% below previous 9 lows
6.5% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.8% are above or equal to 3/27 close (1 days ago), 46.2% are below.
53.8% are above or equal to 3/26 close (2 days ago), 46.2% are below.
70.1% are above or equal to 3/25 close (3 days ago), 29.9% are below.
60.7% are above or equal to 3/22 close (4 days ago), 39.3% are below.
66.8% are above or equal to 3/21 close (5 days ago), 33.2% are below.
52.3% are above or equal to 3/20 close (6 days ago), 47.7% are below.
65.2% are above or equal to 3/19 close (7 days ago), 34.8% are below.
55.3% are above or equal to 3/18 close (8 days ago), 44.7% are below.
48.3% are above or equal to 3/15 close (9 days ago), 51.7% are below.
44.4% are above or equal to 3/14 close (10 days ago), 55.6% are below.
53.4% are above or equal to 3/13 close (11 days ago), 46.6% are below.
57.5% are above or equal to 3/12 close (12 days ago), 42.5% are below.
56.0% are above or equal to 3/11 close (13 days ago), 44.0% are below.
57.8% are above or equal to 3/8 close (14 days ago), 42.2% are below.
62.6% are above or equal to 3/7 close (15 days ago), 37.4% are below.
64.9% are above or equal to 3/6 close (16 days ago), 35.1% are below.
65.3% are above or equal to 3/5 close (17 days ago), 34.7% are below.
72.6% are above or equal to 3/4 close (18 days ago), 27.4% are below.
73.6% are above or equal to 3/1 close (19 days ago), 26.4% are below.
74.2% are above or equal to 2/28 close (20 days ago), 25.8% are below.
73.1% are above or equal to 2/27 close (21 days ago), 26.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.7% new highs, 1.2% new lows
21d: 11.7% new highs, 0.9% new lows
42d: 9.4% new highs, 0.6% new lows
63d: 9.2% new highs, 0.2% new lows
126d: 8.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.4% above, 49.6% below
3-day: 52.5% above, 47.5% below
4-day: 61.0% above, 39.0% below
5-day: 62.2% above, 37.8% below
8-day: 61.7% above, 38.3% below
10-day: 58.3% above, 41.7% below
20-day: 62.0% above, 38.0% below
50-day: 68.4% above, 31.6% below
200-day: 81.6% above, 18.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(23): 0.43% Top=DAL ALK LUV JBLU KSU GLNG SAVE TRN ….. JBHT UPS CNW CHRW TDW UAL EXPD SWFT=Bottom (Transportation)
RETA(71): 0.18% Top=SIG KORS GME CSTR FL PIR SBH KAR ….. FDO KSS JOSB PETM DG URBN EXPR FIVE=Bottom (Retail & Specialty Retail)
REAL(86): 0.17% Top=DRH NCT CWH RHP RWT HIW MTGE ARR ….. ARI BMR MPW HLSS MFA CBG RLGY TWO=Bottom (Real Estate)
LEIS(27): 0.13% Top=DRI CCL EAT HOT RCL MGM PNRA MCD ….. LVS WYNN MPEL WEN EXPE CZR ARCO BYD=Bottom (Leisure)
MANU(36): 0.12% Top=DDD GTI ROK PNR MHK CAT BWC CMI ….. DRC TEX JOY MTW PCP WOR ATI RS=Bottom (Manufacturing)
INSU(36): 0.08% Top=RDN AGO ORI VR AIG CNO TRV ACE ….. PRE LNC ACGL NFP HIG PRU MET MBI=Bottom (Insurance)
COHW(41): 0.05% Top=BBRY PCS S SSYS SYNA TWTC PLCM VZ ….. NTAP BRCD PANW TDS ADTN FIO AMX ARUN=Bottom (Computer Hardware/Telecom)
ELEC(45): 0.05% Top=SPWR FSL TER XXIA ATML FSLR KLAC MXIM ….. TRMB INTC CAVM VSH OVTI MRVL RFMD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 0.04% Top=HTZ CAR MYGN R URI KBR TMH G ….. AL BLOX PCLN HPY RRD ACTG DV APOL=Bottom (Diversified Services)
CONS(53): -0.00% Top=DECK ECL PAY VFC WHR IP ICON UA ….. CROX COH LULU NUS SCSS GT CTB PVH=Bottom (Consumer)
HEAL(45): -0.01% Top=BKD CYH THC HCA IRWD EW ESC OPK ….. SYK ESRX HUM ZMH STJ ALGN A HNT=Bottom (Health)
COSW(70): -0.07% Top=GRPN BSFT RAX FIRE TRIP SWI SOHU CTSH ….. CVLT FB TTWO EA SINA BIDU QLIK YNDX=Bottom (Computer Software/Internet)
CHEM(31): -0.07% Top=MOS EMN POL AXLL ROC ASH DD AGU ….. PPG SHW HUN ALB CE VAL CHMT TROX=Bottom (Chemicals/Fertilizers)
FINA(74): -0.13% Top=WETF HBAN ARCC LAZ PFG ICE AXP TROW ….. CME KKR PHH STI TCBI EVR BNS FII=Bottom (Banks/Financials)
MATE(27): -0.14% Top=FAST MTZ PWR PHM FLR MDR FWLT RYN ….. MTH OC WCN TOL HOV SPF MAS DAR=Bottom (Materials & Construction)
ENER(107): -0.15% Top=APA IOC HK SE TLLP WMB HFC ETE ….. GPOR CHK HAL RRC FST DNR PGH CJES=Bottom (Energy)
META(29): -0.94% Top=CLF AUY SLCA SCCO CLD NEM NUE ABX ….. PAAS STLD WLT AUQ SLW SWC ACI MCP=Bottom (Metals & Mining)

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 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:40 am

Market Stats at 9:39 am ET
by daytrend on 20130328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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
25.0% of stocks are above yesterday’s high.
83.4% are above yesterday’s midpoint. (16.6% are below.)
2.6% are below yesterday’s low.
72.4% are inside yesterday’s range.
48.6% of stocks with today’s high > yesterday’s high. (51.4% less than).
5.0% of stocks with today’s low < yesterday’s low. (95.0% greater than).

EVIDENCE OF INTRADAY TREND
50.6% of stocks are above today’s open. (44.9% are below).
40.5% of stocks are above today’s open and yesterday’s close.
31.0% are below both.
53.9% of stocks opened above yesterday’s close. (40.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.1% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
49.1% are in the top half. 50.9% of stocks are in the bottom half of today’s range.
23.3% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN
58.5% of stocks are above yesterday’s close. (41.5% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.4% are up 3.5% or more. 0.4% are down 3.5% or more.
93.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.2%…>=90:16.6%…>=80:29.9%…>=50:64.3%…<=20:10.0%…<=10:5.0%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.3%…>=50:65.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:68.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.0% above previous 1 highs, 2.6% below previous 1 lows
14.6% above previous 2 highs, 1.9% below previous 2 lows
10.5% above previous 3 highs, 1.7% below previous 3 lows
9.8% above previous 4 highs, 1.4% below previous 4 lows
9.4% above previous 5 highs, 1.2% below previous 5 lows
8.2% above previous 6 highs, 1.1% below previous 6 lows
7.6% above previous 7 highs, 0.9% below previous 7 lows
7.1% above previous 8 highs, 0.9% below previous 8 lows
6.0% above previous 9 highs, 0.9% below previous 9 lows
5.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.5% are above or equal to 3/27 close (1 days ago), 41.5% are below.
56.9% are above or equal to 3/26 close (2 days ago), 43.1% are below.
72.9% are above or equal to 3/25 close (3 days ago), 27.1% are below.
63.0% are above or equal to 3/22 close (4 days ago), 37.0% are below.
67.8% are above or equal to 3/21 close (5 days ago), 32.2% are below.
54.4% are above or equal to 3/20 close (6 days ago), 45.6% are below.
65.0% are above or equal to 3/19 close (7 days ago), 35.0% are below.
57.2% are above or equal to 3/18 close (8 days ago), 42.8% are below.
48.6% are above or equal to 3/15 close (9 days ago), 51.4% are below.
45.1% are above or equal to 3/14 close (10 days ago), 54.9% are below.
54.1% are above or equal to 3/13 close (11 days ago), 45.9% are below.
57.9% are above or equal to 3/12 close (12 days ago), 42.1% are below.
56.2% are above or equal to 3/11 close (13 days ago), 43.8% are below.
58.3% are above or equal to 3/8 close (14 days ago), 41.7% are below.
63.9% are above or equal to 3/7 close (15 days ago), 36.1% are below.
65.2% are above or equal to 3/6 close (16 days ago), 34.8% are below.
65.5% are above or equal to 3/5 close (17 days ago), 34.5% are below.
73.5% are above or equal to 3/4 close (18 days ago), 26.5% are below.
73.9% are above or equal to 3/1 close (19 days ago), 26.1% are below.
74.8% are above or equal to 2/28 close (20 days ago), 25.2% are below.
73.5% are above or equal to 2/27 close (21 days ago), 26.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.3% new highs, 0.8% new lows
21d: 10.3% new highs, 0.5% new lows
42d: 8.2% new highs, 0.4% new lows
63d: 8.1% new highs, 0.1% new lows
126d: 7.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.2% above, 44.8% below
3-day: 56.3% above, 43.7% below
4-day: 67.7% above, 32.3% below
5-day: 66.8% above, 33.2% below
8-day: 64.9% above, 35.1% below
10-day: 60.3% above, 39.7% below
20-day: 62.2% above, 37.8% below
50-day: 69.0% above, 31.0% below
200-day: 81.5% above, 18.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(23): 0.44% Top=LUV ALK SAVE DAL JBLU CP TRN CNW ….. FDX CHRW KSU JBHT CNI UPS GLNG EXPD=Bottom (Transportation)
MANU(36): 0.38% Top=DDD CAT BWC CMI EMR XYL ROK PH ….. JOY GE SWK MRC PCP WOR ATI RS=Bottom (Manufacturing)
CHEM(31): 0.32% Top=EMN MOS ROC POL MEOH FMC CF GRA ….. CE MON AGU ASH WPZ VAL SHW TROX=Bottom (Chemicals/Fertilizers)
ENER(107): 0.17% Top=APA HK TSO SM HFC PDCE TLLP QEP ….. KMI DNR PWE CHK RRC FST GDP PGH=Bottom (Energy)
HEAL(45): 0.17% Top=IRWD THC CYH EW HCA LIFE BKD OPK ….. HNT HUM ALR SYK A DGX ZMH ALGN=Bottom (Health)
CONS(53): 0.14% Top=DECK ECL SEE UA TPX ICON PAY WHR ….. WWW FOSL AVP SCSS GT CTB NUS PVH=Bottom (Consumer)
INSU(36): 0.12% Top=RDN AGO CNO GNW TRV VR PRE ALL ….. PRU BRO WSH ACGL AFL MET NFP MBI=Bottom (Insurance)
DISV(43): 0.11% Top=HTZ R MYGN URI SCI RHI KBR URS ….. FLT BLOX WTW SBAC SAI HPY RRD PAYX=Bottom (Diversified Services)
REAL(86): 0.10% Top=RHP DRH HST RWT CWH RLJ CLNY LHO ….. BMR IVR SLG O MPW HLSS RLGY TWO=Bottom (Real Estate)
LEIS(27): 0.07% Top=CCL HOT RCL MGM MAR EAT DRI SBUX ….. DNKN WYNN CZR YUM EXPE PENN ARCO BYD=Bottom (Leisure)
MATE(27): 0.03% Top=MTZ USG FLR PWR FWLT OC PHM FAST ….. MDC SRCL DAR HOV TOL MTH LEN SPF=Bottom (Materials & Construction)
RETA(71): 0.03% Top=SIG FL BBY LL NFLX SBH KMX AMZN ….. M KSS GPS CHS PETM FDO DG FIVE=Bottom (Retail & Specialty Retail)
FINA(74): -0.03% Top=WETF ARCC OZM HBAN AMP APO KEY TCB ….. CSE CME PHH MS BKU EVR FII BNS=Bottom (Banks/Financials)
ELEC(45): -0.04% Top=FSLR SPWR FSL NXPI TER BRKR KLAC GLW ….. BRCM INTC FCS NVDA CAVM MRVL INVN CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): -0.04% Top=BBRY PCS S PLCM SSYS TWTC HPQ VZ ….. AAPL BRCD CCI JDSU FNSR AMX ARUN ADTN=Bottom (Computer Hardware/Telecom)
COSW(70): -0.11% Top=BSFT GRPN TRIP SPLK IGT CERN NLSN GWRE ….. VMW FTNT EA CTXS YNDX SINA BIDU RHT=Bottom (Computer Software/Internet)
META(29): -0.86% Top=SLCA CLF AUY STLD FCX NEM AEM NUE ….. SLW IAG EGO AUQ SWC ACI MCP WLT=Bottom (Metals & Mining)

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 9:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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