daytrend

04/30/2013

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:43 am ET
by daytrend on 20130430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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
10.3% of stocks are above yesterday’s high.
50.2% are above yesterday’s midpoint. (49.8% are below.)
16.5% are below yesterday’s low.
73.2% are inside yesterday’s range.
28.9% of stocks with today’s high > yesterday’s high. (71.1% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND
37.9% of stocks are above today’s open. (60.1% are below).
28.7% of stocks are above today’s open and yesterday’s close.
50.6% are below both.
7.4% of stocks opened above yesterday’s high.
42.5% of stocks opened above yesterday’s close. (52.4% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.1% of stocks are in the top 10% of today’s range.
7.9% are in the top 20%.
31.1% are in the top half. 68.9% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN
40.0% of stocks are above yesterday’s close. (60.0% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
0.9% are up 3.5% or more. 1.3% are down 3.5% or more.
83.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.3%…>=90:15.0%…>=80:24.4%…>=50:61.4%…<=20:11.4%…<=10:3.3%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:67.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:63.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.3% above previous 1 highs, 16.5% below previous 1 lows
8.1% above previous 2 highs, 8.7% below previous 2 lows
5.5% above previous 3 highs, 7.1% below previous 3 lows
5.1% above previous 4 highs, 4.6% below previous 4 lows
5.0% above previous 5 highs, 2.8% below previous 5 lows
4.8% above previous 6 highs, 1.5% below previous 6 lows
4.8% above previous 7 highs, 1.2% below previous 7 lows
4.8% above previous 8 highs, 0.7% below previous 8 lows
4.8% above previous 9 highs, 0.7% below previous 9 lows
4.7% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.0% are above or equal to 4/29 close (1 days ago), 60.0% are below.
70.6% are above or equal to 4/26 close (2 days ago), 29.4% are below.
52.5% are above or equal to 4/25 close (3 days ago), 47.5% are below.
62.9% are above or equal to 4/24 close (4 days ago), 37.1% are below.
69.0% are above or equal to 4/23 close (5 days ago), 31.0% are below.
79.4% are above or equal to 4/22 close (6 days ago), 20.6% are below.
80.0% are above or equal to 4/19 close (7 days ago), 20.0% are below.
85.0% are above or equal to 4/18 close (8 days ago), 15.0% are below.
80.0% are above or equal to 4/17 close (9 days ago), 20.0% are below.
65.6% are above or equal to 4/16 close (10 days ago), 34.4% are below.
76.2% are above or equal to 4/15 close (11 days ago), 23.8% are below.
46.5% are above or equal to 4/12 close (12 days ago), 53.5% are below.
42.7% are above or equal to 4/11 close (13 days ago), 57.3% are below.
46.9% are above or equal to 4/10 close (14 days ago), 53.1% are below.
55.5% are above or equal to 4/9 close (15 days ago), 44.5% are below.
57.0% are above or equal to 4/8 close (16 days ago), 43.0% are below.
65.0% are above or equal to 4/5 close (17 days ago), 35.0% are below.
62.5% are above or equal to 4/4 close (18 days ago), 37.5% are below.
66.9% are above or equal to 4/3 close (19 days ago), 33.1% are below.
56.7% are above or equal to 4/2 close (20 days ago), 43.3% are below.
54.5% are above or equal to 4/1 close (21 days ago), 45.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.8% new highs, 1.4% new lows
21d: 7.4% new highs, 1.4% new lows
42d: 5.7% new highs, 0.7% new lows
63d: 5.4% new highs, 0.4% new lows
126d: 5.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.0% above, 62.0% below
3-day: 60.7% above, 39.3% below
4-day: 57.2% above, 42.8% below
5-day: 61.4% above, 38.6% below
8-day: 72.2% above, 27.8% below
10-day: 77.8% above, 22.2% below
20-day: 66.0% above, 34.0% below
50-day: 60.3% above, 39.7% below
200-day: 78.8% above, 21.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.69% Top=TXRH DPZ HOT BYD RCL MPEL WEN LVS ….. PNK SBUX WYN MCD CCL DNKN YUM CZR=Bottom (Leisure)
DISV(45): 0.12% Top=MCO HTZ VNTV CAR MA TAL CXW GEO ….. TMH ACTG DLX LPS APOL ADT DV JEC=Bottom (Diversified Services)
FINA(73): 0.04% Top=IVZ APO BEN WETF BX WDR EV ARCC ….. STI BBT OCN TD FSC SLM WU KEY=Bottom (Banks/Financials)
RETA(66): 0.00% Top=BBY KMX PETM NFLX WSM AMZN ANF DSW ….. KR KSS TJX M FDO TFM DLTR SWY=Bottom (Retail & Specialty Retail)
TRAN(26): -0.02% Top=SAVE GLNG SWFT LUV TRN KSU UAL ALK ….. CNI UPS EXPD CSX CP JBHT GWR CNW=Bottom (Transportation)
ELEC(46): -0.06% Top=VSH SPWR TQNT FSLR CRUS ATML SPRD WFR ….. CY FSL WAT CPHD CAVM GRMN SWKS UTEK=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): -0.09% Top=HOV MDC USG RSG RYL CVA FLR FWLT ….. LEN WM MDR MTZ FAST DHI PHM MAS=Bottom (Materials & Construction)
REAL(78): -0.11% Top=GGP HST ACC RHP RLGY LXP GOV BPO ….. RWT SNH HTS ARE MFA NLY CBG PCL=Bottom (Real Estate)
CHEM(32): -0.18% Top=HUN ROC ALB CHMT CBT TROX CYT RPM ….. PX VAL MOS CF AXLL AGU EMN SIAL=Bottom (Chemicals/Fertilizers)
COHW(44): -0.20% Top=BBRY AAPL ADTN JNPR LVLT LXK SSYS VRSN ….. MSI SNDK FIO PCS FNSR NIHD RVBD JDSU=Bottom (Computer Hardware/Telecom)
CONS(58): -0.23% Top=AVP UFS FOSL MWV FBHS NKE CTB UA ….. WHR TUP HAR BC DECK GT OI PBI=Bottom (Consumer)
HEAL(44): -0.23% Top=BKD THC ESRX AET RMD UHS ALR ALGN ….. SYK XRAY MDT VAR DVA BSX STJ CNC=Bottom (Health)
INSU(41): -0.27% Top=HIG AIG AFSI AFL RGA CNO PL BRO ….. AGO AHL RNR GNW RDN AXS MBI MTG=Bottom (Insurance)
ENER(96): -0.38% Top=OIS HOS SPN NTI OXY BWP PAA OKS ….. PDCE SD GDP HK CIE CRZO MPC PBF=Bottom (Energy)
MANU(40): -0.44% Top=AGCO DDD DE CFX MRC PCP MHK AOS ….. WOR DOV RS KMT ATI JOY CMI XYL=Bottom (Manufacturing)
COSW(73): -0.47% Top=FIS SINA LNKD ANGI SFLY AWAY TRIP ADSK ….. INTU NOW FTNT EA TTWO TRI DBD NUAN=Bottom (Computer Software/Internet)
META(30): -1.70% Top=ABX AUQ ANR WLT SXC BTU AA CCJ ….. SWC CLF KGC IAG AUY X NEM SLCA=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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:38 am ET
by daytrend on 20130430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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

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

COMPARED TO YESTERDAY’S RANGE
16.8% of stocks are above yesterday’s high.
63.3% are above yesterday’s midpoint. (36.7% are below.)
9.0% are below yesterday’s low.
74.3% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
19.6% of stocks with today’s low < yesterday’s low. (80.4% greater than).

EVIDENCE OF INTRADAY TREND
58.3% of stocks are above today’s open. (37.8% are below).
44.7% of stocks are above today’s open and yesterday’s close.
29.9% are below both.
7.4% of stocks opened above yesterday’s high.
42.5% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.7% of stocks are in the top 10% of today’s range.
32.6% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN
55.8% of stocks are above yesterday’s close. (44.2% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.2% are up 3.5% or more. 0.9% are down 3.5% or more.
86.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.9%…>=90:20.5%…>=80:34.5%…>=50:71.4%…<=20:8.1%…<=10:1.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:71.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:67.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.8% above previous 1 highs, 9.0% below previous 1 lows
13.2% above previous 2 highs, 4.5% below previous 2 lows
9.4% above previous 3 highs, 3.7% below previous 3 lows
8.7% above previous 4 highs, 2.7% below previous 4 lows
8.5% above previous 5 highs, 1.4% below previous 5 lows
8.4% above previous 6 highs, 0.7% below previous 6 lows
8.3% above previous 7 highs, 0.2% below previous 7 lows
8.1% above previous 8 highs, 0.1% below previous 8 lows
7.9% above previous 9 highs, 0.1% below previous 9 lows
7.7% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.8% are above or equal to 4/29 close (1 days ago), 44.2% are below.
77.2% are above or equal to 4/26 close (2 days ago), 22.8% are below.
58.1% are above or equal to 4/25 close (3 days ago), 41.9% are below.
68.1% are above or equal to 4/24 close (4 days ago), 31.9% are below.
72.4% are above or equal to 4/23 close (5 days ago), 27.6% are below.
81.0% are above or equal to 4/22 close (6 days ago), 19.0% are below.
81.6% are above or equal to 4/19 close (7 days ago), 18.4% are below.
86.8% are above or equal to 4/18 close (8 days ago), 13.2% are below.
81.9% are above or equal to 4/17 close (9 days ago), 18.1% are below.
68.0% are above or equal to 4/16 close (10 days ago), 32.0% are below.
77.1% are above or equal to 4/15 close (11 days ago), 22.9% are below.
48.9% are above or equal to 4/12 close (12 days ago), 51.1% are below.
45.0% are above or equal to 4/11 close (13 days ago), 55.0% are below.
48.4% are above or equal to 4/10 close (14 days ago), 51.6% are below.
57.7% are above or equal to 4/9 close (15 days ago), 42.3% are below.
59.6% are above or equal to 4/8 close (16 days ago), 40.4% are below.
67.5% are above or equal to 4/5 close (17 days ago), 32.5% are below.
65.3% are above or equal to 4/4 close (18 days ago), 34.7% are below.
69.8% are above or equal to 4/3 close (19 days ago), 30.2% are below.
59.5% are above or equal to 4/2 close (20 days ago), 40.5% are below.
56.8% are above or equal to 4/1 close (21 days ago), 43.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.0% new highs, 0.8% new lows
21d: 6.7% new highs, 0.8% new lows
42d: 5.2% new highs, 0.5% new lows
63d: 5.0% new highs, 0.2% new lows
126d: 4.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.1% above, 46.9% below
3-day: 72.0% above, 28.0% below
4-day: 65.6% above, 34.4% below
5-day: 69.2% above, 30.8% below
8-day: 77.0% above, 23.0% below
10-day: 81.7% above, 18.3% below
20-day: 69.2% above, 30.8% below
50-day: 61.7% above, 38.3% below
200-day: 79.6% above, 20.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(31): 0.85% Top=TXRH DPZ HOT EXPE RCL EAT LVS WEN ….. LTM CAKE SBUX MCD DNKN YUM CCL CZR=Bottom (Leisure)
MATE(25): 0.35% Top=HOV KBH RYL CVA USG TOL RSG MDC ….. CLH PHM MAS PWR MTZ FAST DHI WM=Bottom (Materials & Construction)
FINA(73): 0.31% Top=IVZ BEN APO EV BX GS WDR TROW ….. TD FITB TCB BBT PNC WU KEY SLM=Bottom (Banks/Financials)
DISV(45): 0.31% Top=HTZ SBAC CAR WOOF RRD ACM VNTV URI ….. DLX ACTG TMH LPS APOL DV ADT JEC=Bottom (Diversified Services)
RETA(66): 0.25% Top=BBY KMX JCP ANF NFLX WSM DSW SPLS ….. M TJX KSS DG ORLY FDO DLTR SWY=Bottom (Retail & Specialty Retail)
TRAN(26): 0.23% Top=SWFT SAVE AIRM LUV JBLU TRN FDX GLNG ….. UPS JBHT CHRW CNI CSX CNW GWR CP=Bottom (Transportation)
ENER(96): 0.22% Top=OIS HOS VLO SPN BWP HERO HAL BCEI ….. NE CRZO RIG NTI CIE HK PBF MPC=Bottom (Energy)
ELEC(46): 0.19% Top=VSH SPWR TQNT FSLR ATML WFR CRUS CREE ….. FCS SNPS CPHD FSL GRMN CAVM UTEK WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(78): 0.13% Top=GGP HST LXP GOV ACC DRH OFC RHP ….. CBG CBL NCT SBY HTS ARE NLY PCL=Bottom (Real Estate)
HEAL(44): 0.07% Top=ESRX AET BKD UHS HCA THC LPNT RMD ….. PKI CFN SYK ZMH BDX VAR BSX STJ=Bottom (Health)
INSU(41): 0.05% Top=HIG AIG AFL LNC CNO CINF ORI PL ….. FNF PRU AHL PRE GNW AXS MBI MTG=Bottom (Insurance)
CONS(58): 0.02% Top=AVP UFS FOSL FBHS CTB SKX COH PKG ….. CROX BC DECK TWI OI SCSS HAR PBI=Bottom (Consumer)
CHEM(32): -0.07% Top=ROC HUN CYT ALB RPM CBT TROX ASH ….. FMC WPZ AXLL SIAL EMN CF AGU MOS=Bottom (Chemicals/Fertilizers)
COHW(44): -0.09% Top=BBRY LVLT AAPL JNPR SSYS WDC ADTN HPQ ….. INFN MSI SNDK FIO FNSR NIHD JDSU RVBD=Bottom (Computer Hardware/Telecom)
MANU(40): -0.14% Top=AGCO DE CFX DDD MRC PCP BWC ETN ….. CRS ATI WOR KMT RS JOY CMI XYL=Bottom (Manufacturing)
COSW(73): -0.41% Top=FIS ANGI LNKD ADSK SFLY SINA ROVI YELP ….. NTES TTWO NOW FFIV FTNT TRI DBD NUAN=Bottom (Computer Software/Internet)
META(29): -1.42% Top=ABX CCJ ANR SWC WLT BTU SXC CLD ….. EGO SLW AUY IAG KGC X NEM SLCA=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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 7:38 am

PRE – Market Stats at 8:38 am ET
by daytrend on 20130430. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 473.

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
6.8% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
7.2% are below yesterday’s low.
86.0% are inside yesterday’s range.
6.8% of stocks with today’s high > yesterday’s high. (93.2% less than).
7.2% of stocks with today’s low < yesterday’s low. (92.8% 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.
6.8% of stocks opened above yesterday’s high.
51.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

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
51.0% of stocks are above yesterday’s close. (49.0% are below.)
0.6% are up 4.5% or more. 1.5% are down 4.5% or more.
1.1% are up 3.5% or more. 2.1% are down 3.5% or more.
87.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.2%…>=90:19.0%…>=80:30.4%…>=50:72.3%…<=20:7.4%…<=10:1.9%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:70.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:66.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.8% above previous 1 highs, 7.2% below previous 1 lows
5.3% above previous 2 highs, 3.2% below previous 2 lows
4.4% above previous 3 highs, 2.7% below previous 3 lows
4.4% above previous 4 highs, 1.7% below previous 4 lows
4.4% above previous 5 highs, 1.3% below previous 5 lows
4.2% above previous 6 highs, 0.8% below previous 6 lows
4.2% above previous 7 highs, 0.4% below previous 7 lows
4.2% above previous 8 highs, 0.4% below previous 8 lows
4.2% above previous 9 highs, 0.4% below previous 9 lows
4.2% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.0% are above or equal to 4/29 close (1 days ago), 49.0% are below.
74.2% are above or equal to 4/26 close (2 days ago), 25.8% are below.
57.1% are above or equal to 4/25 close (3 days ago), 42.9% are below.
67.7% are above or equal to 4/24 close (4 days ago), 32.3% are below.
75.5% are above or equal to 4/23 close (5 days ago), 24.5% are below.
80.3% are above or equal to 4/22 close (6 days ago), 19.7% are below.
82.0% are above or equal to 4/19 close (7 days ago), 18.0% are below.
86.9% are above or equal to 4/18 close (8 days ago), 13.1% are below.
81.2% are above or equal to 4/17 close (9 days ago), 18.8% are below.
67.7% are above or equal to 4/16 close (10 days ago), 32.3% are below.
78.2% are above or equal to 4/15 close (11 days ago), 21.8% are below.
47.4% are above or equal to 4/12 close (12 days ago), 52.6% are below.
45.5% are above or equal to 4/11 close (13 days ago), 54.5% are below.
48.6% are above or equal to 4/10 close (14 days ago), 51.4% are below.
57.1% are above or equal to 4/9 close (15 days ago), 42.9% are below.
58.6% are above or equal to 4/8 close (16 days ago), 41.4% are below.
66.6% are above or equal to 4/5 close (17 days ago), 33.4% are below.
64.7% are above or equal to 4/4 close (18 days ago), 35.3% are below.
67.9% are above or equal to 4/3 close (19 days ago), 32.1% are below.
57.7% are above or equal to 4/2 close (20 days ago), 42.3% are below.
55.8% are above or equal to 4/1 close (21 days ago), 44.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.7% new highs, 0.4% new lows
21d: 2.7% new highs, 0.4% new lows
42d: 1.7% new highs, 0.4% new lows
63d: 1.5% new highs, 0.0% new lows
126d: 1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.0% above, 49.0% below
3-day: 70.8% above, 29.2% below
4-day: 63.4% above, 36.6% below
5-day: 68.7% above, 31.3% below
8-day: 77.6% above, 22.4% below
10-day: 82.0% above, 18.0% below
20-day: 70.6% above, 29.4% below
50-day: 62.8% above, 37.2% below
200-day: 77.6% above, 22.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(23): 0.62% Top=TXRH DPZ HOT RCL EAT DNKN CAKE WYN ….. MPEL YUM EXPE BYD LVS SBUX PNRA WYNN=Bottom (Leisure)
HEAL(27): 0.21% Top=ESRX HNT CYH LPNT UHS EW HUM THC ….. CI HRC SYK CPTS ZMH STJ UNH PKI=Bottom (Health)
ENER(47): 0.21% Top=OIS VLO WPX KEG MPC IOC OXY BWP ….. MRO VNR OII MUR NFG HERO MMP NTI=Bottom (Energy)
RETA(46): 0.13% Top=BBY BID AEO ANF DSW SHLD JNY LOW ….. CHS KORS LL SKS HD TFM CSTR KR=Bottom (Retail & Specialty Retail)
ELEC(23): 0.11% Top=VSH SPWR TQNT SPRD WFR CAVM FSL CY ….. MOLX RFMD FSLR LSI WAT TEL GRMN SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(29): 0.11% Top=CAR HTZ ADT URI ULTA AAN KBR MA ….. TYC VNTV MCO CXW MYGN JEC DV SCI=Bottom (Diversified Services)
MANU(26): 0.09% Top=AGCO DDD AOS TKR WOR ETN TEX MRC ….. MTW ATU KMT BWC CRS ATI DRC CMI=Bottom (Manufacturing)
TRAN(14): 0.07% Top=UPS TDW GLNG AIRM CSX JBLU ALK NSC ….. ALK NSC TRN CNI CNW KSU UNP JBHT=Bottom (Transportation)
COHW(31): 0.05% Top=SYNA BBRY BCE SSYS NIHD FIO LXK INFN ….. WIN CSCO HRS PCS TWTC JDSU FNSR RVBD=Bottom (Computer Hardware/Telecom)
FINA(27): -0.05% Top=BX LM WU NYCB USB HCBK KKR PFG ….. BBT TD COF GS FSC LAZ RF NDAQ=Bottom (Banks/Financials)
REAL(24): -0.10% Top=MPW NCT ACC TWO CBL CLI MTGE CUZ ….. VNO BPO WRI UDR DRE ARE BAM DLR=Bottom (Real Estate)
CHEM(18): -0.18% Top=HUN CBT CYT PPG WPZ AGU CF MOS ….. ROC ASH FMC SHW OLN ALB RPM TROX=Bottom (Chemicals/Fertilizers)
MATE(19): -0.27% Top=LEN MDC TOL RSG PWR USG FWLT HOV ….. RYL MTH MAS MDR PHM KBH DHI OC=Bottom (Materials & Construction)
CONS(31): -0.30% Top=AVP SKX JAH PVH ENR TUP FL PG ….. UFS PKG BC DECK ECL NUS MWV PBI=Bottom (Consumer)
COSW(44): -0.37% Top=TRIP NLSN SINA FB LNKD CRM BIDU IACI ….. FTNT CA SWI AOL SYMC YNDX DBD NUAN=Bottom (Computer Software/Internet)
META(24): -0.45% Top=SLCA ABX NUE AUY STLD TRQ SLW SWC ….. AEM IAG CLF MCP RGLD GG NEM X=Bottom (Metals & Mining)
INSU(20): -0.95% Top=CINF L AIZ BRO UNM AIG TMK HIG ….. PRU AXS LNC CNO GNW RDN MBI MTG=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
PRE – Market Stats at 8:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

04/29/2013

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

Closing Stats
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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
37.8% of stocks are above yesterday’s high.
70.8% are above yesterday’s midpoint. (29.2% are below.)
8.2% are below yesterday’s low.
53.9% are inside yesterday’s range.
62.1% of stocks with today’s high > yesterday’s high. (37.9% less than).
24.7% of stocks with today’s low < yesterday’s low. (75.3% greater than).

EVIDENCE OF INTRADAY TREND
63.7% of stocks are above today’s open. (35.2% are below).
62.7% of stocks are above today’s open and yesterday’s close.
21.2% are below both.
14.1% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.9% of stocks are in the top 10% of today’s range.
26.0% are in the top 20%.
62.0% are in the top half. 38.0% of stocks are in the bottom half of today’s range.
14.6% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN
77.7% of stocks are above yesterday’s close. (22.3% are below.)
1.2% are up 4.5% or more. 0.2% are down 4.5% or more.
2.9% are up 3.5% or more. 0.6% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.5%…>=90:23.7%…>=80:37.0%…>=50:74.4%…<=20:7.5%…<=10:2.4%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:71.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.8% above previous 1 highs, 8.2% below previous 1 lows
20.4% above previous 2 highs, 6.0% below previous 2 lows
18.7% above previous 3 highs, 4.4% below previous 3 lows
18.0% above previous 4 highs, 2.5% below previous 4 lows
17.9% above previous 5 highs, 1.9% below previous 5 lows
17.8% above previous 6 highs, 1.3% below previous 6 lows
17.0% above previous 7 highs, 1.3% below previous 7 lows
16.8% above previous 8 highs, 1.2% below previous 8 lows
16.0% above previous 9 highs, 1.2% below previous 9 lows
13.9% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.7% are above or equal to 4/26 close (1 days ago), 22.3% are below.
56.3% are above or equal to 4/25 close (2 days ago), 43.7% are below.
66.9% are above or equal to 4/24 close (3 days ago), 33.1% are below.
72.0% are above or equal to 4/23 close (4 days ago), 28.0% are below.
81.4% are above or equal to 4/22 close (5 days ago), 18.6% are below.
81.9% are above or equal to 4/19 close (6 days ago), 18.1% are below.
87.5% are above or equal to 4/18 close (7 days ago), 12.5% are below.
81.9% are above or equal to 4/17 close (8 days ago), 18.1% are below.
69.3% are above or equal to 4/16 close (9 days ago), 30.7% are below.
78.9% are above or equal to 4/15 close (10 days ago), 21.1% are below.
47.3% are above or equal to 4/12 close (11 days ago), 52.7% are below.
43.9% are above or equal to 4/11 close (12 days ago), 56.1% are below.
47.5% are above or equal to 4/10 close (13 days ago), 52.5% are below.
57.2% are above or equal to 4/9 close (14 days ago), 42.8% are below.
59.1% are above or equal to 4/8 close (15 days ago), 40.9% are below.
67.1% are above or equal to 4/5 close (16 days ago), 32.9% are below.
64.7% are above or equal to 4/4 close (17 days ago), 35.3% are below.
70.3% are above or equal to 4/3 close (18 days ago), 29.7% are below.
58.1% are above or equal to 4/2 close (19 days ago), 41.9% are below.
56.7% are above or equal to 4/1 close (20 days ago), 43.3% are below.
49.4% are above or equal to 3/28 close (21 days ago), 50.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.8% new highs, 2.0% new lows
21d: 16.5% new highs, 2.0% new lows
42d: 11.5% new highs, 1.3% new lows
63d: 10.2% new highs, 1.1% new lows
126d: 9.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.4% above, 22.6% below
3-day: 68.1% above, 31.9% below
4-day: 69.1% above, 30.9% below
5-day: 71.0% above, 29.0% below
8-day: 81.2% above, 18.8% below
10-day: 81.3% above, 18.7% below
20-day: 69.6% above, 30.4% below
50-day: 61.5% above, 38.5% below
200-day: 79.2% above, 20.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.29% Top=SLCA SWC ABX CLF CNX ANR EGO SXC ….. SCCO GG WLT AEM AUY MCP CLD KGC=Bottom (Metals & Mining)
ELEC(46): 1.21% Top=CRUS WFR FSLR SPWR RFMD SWKS CAVM BRCM ….. WAT MXIM SNPS LRCX UTEK FSL ATML DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 1.11% Top=SWN AREX EGN QEP SPN SD EXXI MRO ….. CRK NOV WNR PDCE IOC NFX GDP VNR=Bottom (Energy)
REAL(79): 0.96% Top=WAC PMT EXR NCT BAM MPW MFA MTGE ….. RSO DLR AMT DFT SBY HLSS RHP SNH=Bottom (Real Estate)
HEAL(42): 0.92% Top=THC HCA HNT CYH HMA RMD ALGN STJ ….. WCG BKD TMO HUM DVA CNC AET IRWD=Bottom (Health)
MANU(40): 0.89% Top=DE DRC DDD ETN KMT BWC MRC XYL ….. AME ROK PCP HON MHK AOS MTW ROP=Bottom (Manufacturing)
COSW(73): 0.87% Top=SINA YELP GWRE SWI QLIK FTNT YNDX RAX ….. NOW YHOO CERN TRIP NLSN GRPN TRLA ANGI=Bottom (Computer Software/Internet)
CHEM(32): 0.86% Top=MOS TROX DD POT MEOH AGU MON CF ….. ROC SHW ASH GRA POL AXLL EMN CYT=Bottom (Chemicals/Fertilizers)
COHW(44): 0.80% Top=NIHD SSYS BBRY AAPL HPQ IBM LXK NTGR ….. VZ BRCD NTAP TDC ADTN VIP LVLT FIO=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.67% Top=UAL TDW AIRM NSC CNW GWR CNI LUV ….. UPS GLNG SWFT UNP WERN FDX SAVE JBLU=Bottom (Transportation)
FINA(74): 0.65% Top=ACAS MS SEIC BLK TD BNS ICE OCN ….. RJF PBCT KKR HCBK BAC EFX LAZ LPLA=Bottom (Banks/Financials)
DISV(45): 0.65% Top=MCO APOL LPS TYC DV SCI ACM RHI ….. ADT CAR GEO HTZ RRD HMSY DLX HRB=Bottom (Diversified Services)
INSU(41): 0.60% Top=MTG CNO AXS RDN PRU MET AHL AFL ….. ACE AFSI WSH FNF AGO VR WRB MBI=Bottom (Insurance)
CONS(59): 0.60% Top=PKG RKT TWI PVH OI PBI UFS BERY ….. NWL DECK SKX LEG FBHS TUP GPK BC=Bottom (Consumer)
RETA(67): 0.15% Top=BBY BBBY ANF GNC ARO LOW PIR ORLY ….. DG VSI FDO CONN KSS AMZN CSTR SHLD=Bottom (Retail & Specialty Retail)
MATE(25): -0.11% Top=CVA MDR WCN SPF FWLT USG FAST WM ….. MAS KBH MDC MTZ TOL HOV RSG LEN=Bottom (Materials & Construction)
LEIS(30): -0.23% Top=BYD MGM MCD TXRH YUM CCL SBUX RCL ….. LVS WYN BYI BKW PNK KKD CZR EXPE=Bottom (Leisure)

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 @ 2:47 pm

Market Stats at 3:47 pm ET
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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
40.3% of stocks are above yesterday’s high.
72.8% are above yesterday’s midpoint. (27.2% are below.)
7.1% are below yesterday’s low.
52.7% are inside yesterday’s range.
62.1% of stocks with today’s high > yesterday’s high. (37.9% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND
64.9% of stocks are above today’s open. (33.3% are below).
64.0% of stocks are above today’s open and yesterday’s close.
18.8% are below both.
14.1% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.1% of stocks are in the top 10% of today’s range.
33.5% are in the top 20%.
66.1% are in the top half. 33.9% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
80.3% of stocks are above yesterday’s close. (19.7% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
3.1% are up 3.5% or more. 0.6% are down 3.5% or more.
52.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.1%…>=90:24.1%…>=80:38.5%…>=50:76.8%…<=20:6.4%…<=10:2.1%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:68.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
40.3% above previous 1 highs, 7.1% below previous 1 lows
22.3% above previous 2 highs, 4.9% below previous 2 lows
20.7% above previous 3 highs, 3.3% below previous 3 lows
19.4% above previous 4 highs, 1.9% below previous 4 lows
19.3% above previous 5 highs, 1.4% below previous 5 lows
19.2% above previous 6 highs, 1.2% below previous 6 lows
18.5% above previous 7 highs, 1.2% below previous 7 lows
18.1% above previous 8 highs, 0.9% below previous 8 lows
17.4% above previous 9 highs, 0.9% below previous 9 lows
15.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.3% are above or equal to 4/26 close (1 days ago), 19.7% are below.
59.0% are above or equal to 4/25 close (2 days ago), 41.0% are below.
68.4% are above or equal to 4/24 close (3 days ago), 31.6% are below.
73.3% are above or equal to 4/23 close (4 days ago), 26.7% are below.
82.2% are above or equal to 4/22 close (5 days ago), 17.8% are below.
83.3% are above or equal to 4/19 close (6 days ago), 16.7% are below.
87.6% are above or equal to 4/18 close (7 days ago), 12.4% are below.
82.1% are above or equal to 4/17 close (8 days ago), 17.9% are below.
69.5% are above or equal to 4/16 close (9 days ago), 30.5% are below.
79.4% are above or equal to 4/15 close (10 days ago), 20.6% are below.
48.2% are above or equal to 4/12 close (11 days ago), 51.8% are below.
44.5% are above or equal to 4/11 close (12 days ago), 55.5% are below.
47.5% are above or equal to 4/10 close (13 days ago), 52.5% are below.
58.2% are above or equal to 4/9 close (14 days ago), 41.8% are below.
59.6% are above or equal to 4/8 close (15 days ago), 40.4% are below.
67.4% are above or equal to 4/5 close (16 days ago), 32.6% are below.
65.3% are above or equal to 4/4 close (17 days ago), 34.7% are below.
70.7% are above or equal to 4/3 close (18 days ago), 29.3% are below.
59.0% are above or equal to 4/2 close (19 days ago), 41.0% are below.
57.2% are above or equal to 4/1 close (20 days ago), 42.8% are below.
49.6% are above or equal to 3/28 close (21 days ago), 50.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 2.0% new lows
21d: 16.4% new highs, 2.0% new lows
42d: 11.4% new highs, 1.3% new lows
63d: 10.1% new highs, 1.1% new lows
126d: 9.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.8% above, 21.2% below
3-day: 69.7% above, 30.3% below
4-day: 72.6% above, 27.4% below
5-day: 72.6% above, 27.4% below
8-day: 82.1% above, 17.9% below
10-day: 82.0% above, 18.0% below
20-day: 70.3% above, 29.7% below
50-day: 62.2% above, 37.8% below
200-day: 79.6% above, 20.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.41% Top=SLCA SWC ABX CLF ANR SXC FCX AA ….. WLT SCCO GG AEM AUY CLD MCP KGC=Bottom (Metals & Mining)
ELEC(46): 1.33% Top=CRUS WFR SPWR FSLR CAVM RFMD BRCM SWKS ….. SNPS MXIM WAT LRCX FSL UTEK ATML DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 1.17% Top=SWN AREX EGN QEP SPN XEC MRO HAL ….. NOV WNR PDCE CRK NFX IOC GDP VNR=Bottom (Energy)
HEAL(42): 1.00% Top=THC HCA HNT CYH HMA RMD ZMH ALGN ….. WCG BKD HUM TMO DVA CNC AET IRWD=Bottom (Health)
REAL(79): 1.00% Top=WAC PMT EXR BAM NCT MPW MFA KIM ….. RLGY RSO DLR AMT HLSS RHP SBY SNH=Bottom (Real Estate)
MANU(40): 0.99% Top=DE DRC ETN BWC KMT DDD MRC CMI ….. SWK ROK PCP HON AOS MHK MTW ROP=Bottom (Manufacturing)
COSW(73): 0.95% Top=SINA YELP SWI GWRE QLIK PMTC INTU RAX ….. TTWO YHOO GRPN CERN TRIP NLSN TRLA ANGI=Bottom (Computer Software/Internet)
CHEM(32): 0.93% Top=MOS POT DD TROX MEOH AGU MON PX ….. SHW POL ROC GRA ASH AXLL EMN CYT=Bottom (Chemicals/Fertilizers)
COHW(44): 0.91% Top=NIHD BBRY SSYS AAPL HPQ IBM LXK JNPR ….. VZ BRCD TDC NTAP ADTN LVLT VIP FIO=Bottom (Computer Hardware/Telecom)
CONS(59): 0.73% Top=PKG RKT TWI OI PBI PVH UFS IP ….. NWL SKX PAY FBHS LEG GPK TUP BC=Bottom (Consumer)
FINA(74): 0.72% Top=ACAS MS BLK TD BNS SEIC ICE OCN ….. PBCT CIT KKR BAC RJF EFX LAZ LPLA=Bottom (Banks/Financials)
TRAN(26): 0.69% Top=UAL TDW AIRM NSC GWR CNW TRN KSU ….. ALK CHRW SWFT UNP WERN FDX SAVE JBLU=Bottom (Transportation)
DISV(45): 0.69% Top=MCO APOL TYC LPS DV ACM SCI TMH ….. ADT GEO HTZ CAR RRD HMSY DLX HRB=Bottom (Diversified Services)
INSU(41): 0.58% Top=AXS CNO MTG PRU AFL MET RDN AHL ….. AFSI ACE FNF WSH AGO WRB VR MBI=Bottom (Insurance)
RETA(67): 0.19% Top=BBY BBBY ANF LOW ARO PIR TFM GNC ….. LTD FDO VSI CONN KSS AMZN CSTR SHLD=Bottom (Retail & Specialty Retail)
MATE(25): 0.02% Top=MDR CVA USG WCN FWLT FAST SPF WM ….. MAS MDC KBH MTZ TOL LEN HOV RSG=Bottom (Materials & Construction)
LEIS(30): -0.12% Top=BYD MGM YUM MCD CCL TXRH SBUX RCL ….. LVS WYN BYI BKW PNK KKD CZR EXPE=Bottom (Leisure)

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 3:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:27 pm

Market Stats at 3:26 pm ET
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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
37.2% of stocks are above yesterday’s high.
70.6% are above yesterday’s midpoint. (29.4% are below.)
8.7% are below yesterday’s low.
54.1% are inside yesterday’s range.
61.8% of stocks with today’s high > yesterday’s high. (38.2% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND
63.4% of stocks are above today’s open. (34.7% are below).
62.2% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
14.1% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.5% of stocks are in the top 10% of today’s range.
26.0% are in the top 20%.
64.1% are in the top half. 35.9% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
78.2% of stocks are above yesterday’s close. (21.8% are below.)
1.1% are up 4.5% or more. 0.4% are down 4.5% or more.
2.9% are up 3.5% or more. 0.6% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.4%…>=90:23.2%…>=80:37.2%…>=50:76.1%…<=20:6.9%…<=10:2.2%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:71.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.2% above previous 1 highs, 8.7% below previous 1 lows
21.0% above previous 2 highs, 5.9% below previous 2 lows
19.3% above previous 3 highs, 4.2% below previous 3 lows
18.3% above previous 4 highs, 2.8% below previous 4 lows
18.1% above previous 5 highs, 2.0% below previous 5 lows
18.0% above previous 6 highs, 1.5% below previous 6 lows
17.2% above previous 7 highs, 1.4% below previous 7 lows
17.0% above previous 8 highs, 1.2% below previous 8 lows
16.1% above previous 9 highs, 1.2% below previous 9 lows
14.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
78.2% are above or equal to 4/26 close (1 days ago), 21.8% are below.
57.1% are above or equal to 4/25 close (2 days ago), 42.9% are below.
68.2% are above or equal to 4/24 close (3 days ago), 31.8% are below.
72.1% are above or equal to 4/23 close (4 days ago), 27.9% are below.
81.0% are above or equal to 4/22 close (5 days ago), 19.0% are below.
82.9% are above or equal to 4/19 close (6 days ago), 17.1% are below.
87.5% are above or equal to 4/18 close (7 days ago), 12.5% are below.
82.0% are above or equal to 4/17 close (8 days ago), 18.0% are below.
68.4% are above or equal to 4/16 close (9 days ago), 31.6% are below.
78.7% are above or equal to 4/15 close (10 days ago), 21.3% are below.
47.9% are above or equal to 4/12 close (11 days ago), 52.1% are below.
43.6% are above or equal to 4/11 close (12 days ago), 56.4% are below.
47.0% are above or equal to 4/10 close (13 days ago), 53.0% are below.
57.5% are above or equal to 4/9 close (14 days ago), 42.5% are below.
59.0% are above or equal to 4/8 close (15 days ago), 41.0% are below.
66.9% are above or equal to 4/5 close (16 days ago), 33.1% are below.
65.1% are above or equal to 4/4 close (17 days ago), 34.9% are below.
69.6% are above or equal to 4/3 close (18 days ago), 30.4% are below.
58.3% are above or equal to 4/2 close (19 days ago), 41.7% are below.
56.2% are above or equal to 4/1 close (20 days ago), 43.8% are below.
49.4% are above or equal to 3/28 close (21 days ago), 50.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.5% new highs, 2.0% new lows
21d: 16.1% new highs, 2.0% new lows
42d: 11.3% new highs, 1.3% new lows
63d: 10.1% new highs, 1.1% new lows
126d: 9.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 77.1% above, 22.9% below
3-day: 67.8% above, 32.2% below
4-day: 70.7% above, 29.3% below
5-day: 71.5% above, 28.5% below
8-day: 81.9% above, 18.1% below
10-day: 81.2% above, 18.8% below
20-day: 70.2% above, 29.8% below
50-day: 62.0% above, 38.0% below
200-day: 79.4% above, 20.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.40% Top=SLCA SWC CLF ABX ANR SXC EGO AA ….. WLT SCCO MCP GG CLD AEM AUY KGC=Bottom (Metals & Mining)
ELEC(46): 1.23% Top=CRUS WFR FSLR CAVM SPWR RFMD BRCM SWKS ….. TER MXIM WAT LRCX UTEK FSL ATML DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 1.12% Top=SWN AREX EGN SPN QEP HAL MRO XEC ….. NOV WNR CRK PDCE IOC NFX GDP VNR=Bottom (Energy)
MANU(40): 1.02% Top=DE ETN DRC DDD KMT MRC BWC XYL ….. ROK SWK PCP HON AOS MHK MTW ROP=Bottom (Manufacturing)
HEAL(42): 0.98% Top=THC HCA HNT CYH HMA RMD ZMH BAX ….. BKD TMO HUM WCG DVA CNC AET IRWD=Bottom (Health)
REAL(79): 0.90% Top=WAC EXR PMT BAM NCT MPW TWO DRE ….. RSO RLGY DLR AMT HLSS SBY RHP SNH=Bottom (Real Estate)
COHW(44): 0.89% Top=NIHD SSYS BBRY AAPL HPQ LXK IBM JNPR ….. BRCD VZ NTAP ADTN TDC VIP FIO LVLT=Bottom (Computer Hardware/Telecom)
COSW(73): 0.87% Top=SINA YELP GWRE SWI QLIK FTNT FFIV UIS ….. EA CERN TTWO GRPN TRIP NLSN TRLA ANGI=Bottom (Computer Software/Internet)
DISV(45): 0.67% Top=MCO LPS APOL TYC DV TMH ACM RHI ….. GEO SBAC HTZ RRD HMSY DLX CAR HRB=Bottom (Diversified Services)
TRAN(26): 0.66% Top=UAL TDW NSC AIRM GWR CNW TRN CNI ….. CHRW EXPD SWFT WERN UNP FDX SAVE JBLU=Bottom (Transportation)
CHEM(32): 0.66% Top=MOS POT DD MEOH AGU MON TROX FMC ….. ROC SHW POL ASH GRA AXLL EMN CYT=Bottom (Chemicals/Fertilizers)
CONS(59): 0.65% Top=PKG RKT PVH TWI OI PBI UFS IP ….. WHR DECK NWL LEG FBHS TUP GPK BC=Bottom (Consumer)
FINA(74): 0.63% Top=ACAS MS TD SEIC BNS BLK OCN LM ….. AXP SLM BAC EFX KKR RJF LPLA LAZ=Bottom (Banks/Financials)
INSU(41): 0.54% Top=MET CNO AFL AXS RDN PRU AIZ AHL ….. NFP FNF WSH ACE AGO VR WRB MBI=Bottom (Insurance)
RETA(67): 0.13% Top=BBY BBBY ARO LOW ANF GNC PIR AEO ….. DG CONN FDO AMZN CSTR VSI SHLD KSS=Bottom (Retail & Specialty Retail)
MATE(25): 0.03% Top=USG WCN CVA MDR FWLT FAST SPF WM ….. RYL KBH PHM MTZ TOL LEN RSG HOV=Bottom (Materials & Construction)
LEIS(30): -0.22% Top=BYD MGM MCD CCL SBUX RCL YUM HOT ….. LVS BYI WYN BKW PNK KKD CZR EXPE=Bottom (Leisure)

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 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:38 pm

Market Stats at 1:38 pm ET
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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
36.2% of stocks are above yesterday’s high.
72.3% are above yesterday’s midpoint. (27.7% are below.)
6.5% are below yesterday’s low.
57.4% are inside yesterday’s range.
58.7% of stocks with today’s high > yesterday’s high. (41.3% less than).
23.6% of stocks with today’s low < yesterday’s low. (76.4% greater than).

EVIDENCE OF INTRADAY TREND
65.7% of stocks are above today’s open. (32.7% are below).
64.2% of stocks are above today’s open and yesterday’s close.
18.5% are below both.
14.1% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.6% of stocks are in the top 10% of today’s range.
33.2% are in the top 20%.
66.9% are in the top half. 33.1% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN
80.1% of stocks are above yesterday’s close. (19.9% are below.)
1.3% are up 4.5% or more. 0.0% are down 4.5% or more.
3.1% are up 3.5% or more. 0.2% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:17.3%…>=90:25.1%…>=80:37.7%…>=50:76.6%…<=20:7.1%…<=10:2.5%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:71.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:67.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.2% above previous 1 highs, 6.5% below previous 1 lows
20.8% above previous 2 highs, 4.4% below previous 2 lows
19.4% above previous 3 highs, 3.3% below previous 3 lows
18.1% above previous 4 highs, 2.5% below previous 4 lows
18.0% above previous 5 highs, 1.6% below previous 5 lows
17.9% above previous 6 highs, 1.3% below previous 6 lows
17.1% above previous 7 highs, 1.3% below previous 7 lows
16.5% above previous 8 highs, 1.2% below previous 8 lows
15.4% above previous 9 highs, 1.1% below previous 9 lows
13.8% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.1% are above or equal to 4/26 close (1 days ago), 19.9% are below.
57.2% are above or equal to 4/25 close (2 days ago), 42.8% are below.
68.0% are above or equal to 4/24 close (3 days ago), 32.0% are below.
72.9% are above or equal to 4/23 close (4 days ago), 27.1% are below.
81.6% are above or equal to 4/22 close (5 days ago), 18.4% are below.
82.4% are above or equal to 4/19 close (6 days ago), 17.6% are below.
87.5% are above or equal to 4/18 close (7 days ago), 12.5% are below.
81.9% are above or equal to 4/17 close (8 days ago), 18.1% are below.
68.9% are above or equal to 4/16 close (9 days ago), 31.1% are below.
80.3% are above or equal to 4/15 close (10 days ago), 19.7% are below.
48.5% are above or equal to 4/12 close (11 days ago), 51.5% are below.
44.1% are above or equal to 4/11 close (12 days ago), 55.9% are below.
47.0% are above or equal to 4/10 close (13 days ago), 53.0% are below.
57.8% are above or equal to 4/9 close (14 days ago), 42.2% are below.
59.6% are above or equal to 4/8 close (15 days ago), 40.4% are below.
67.0% are above or equal to 4/5 close (16 days ago), 33.0% are below.
65.8% are above or equal to 4/4 close (17 days ago), 34.2% are below.
69.8% are above or equal to 4/3 close (18 days ago), 30.2% are below.
59.5% are above or equal to 4/2 close (19 days ago), 40.5% are below.
56.2% are above or equal to 4/1 close (20 days ago), 43.8% are below.
49.2% are above or equal to 3/28 close (21 days ago), 50.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.2% new highs, 2.0% new lows
21d: 14.8% new highs, 2.0% new lows
42d: 10.2% new highs, 1.3% new lows
63d: 9.1% new highs, 1.1% new lows
126d: 8.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.6% above, 21.4% below
3-day: 68.9% above, 31.1% below
4-day: 70.8% above, 29.2% below
5-day: 71.1% above, 28.9% below
8-day: 81.2% above, 18.8% below
10-day: 80.6% above, 19.4% below
20-day: 70.3% above, 29.7% below
50-day: 61.6% above, 38.4% below
200-day: 79.3% above, 20.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.40% Top=SLCA SWC ABX CLF IAG FCX CNX AA ….. SCCO MCP WLT CLD AUY GG AEM KGC=Bottom (Metals & Mining)
ELEC(46): 1.39% Top=CRUS WFR FSLR SPWR RFMD CREE BRCM CAVM ….. SNPS ATML WAT LRCX TRMB FSL UTEK DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 1.26% Top=SWN EGN AREX XEC QEP UPL CJES CLR ….. CRK OKS IOC MMP PAA GDP NFX VNR=Bottom (Energy)
HEAL(42): 1.06% Top=THC HNT HCA CYH HMA RMD ALR BAX ….. LH A TMO CNC PKI AET IRWD DVA=Bottom (Health)
COSW(73): 0.98% Top=SINA GWRE YELP SWI FFIV FTNT QLIK PMTC ….. CERN AWAY TTWO GRPN TRIP NLSN TRLA ANGI=Bottom (Computer Software/Internet)
COHW(44): 0.94% Top=NIHD SSYS AAPL BBRY WDC IBM HPQ NTGR ….. ADTN VZ NTAP ARUN FIO TDC VIP LVLT=Bottom (Computer Hardware/Telecom)
MANU(40): 0.91% Top=DE ETN DRC DDD KMT BWC MRC CMI ….. ROK PCP SWK RS AOS MHK MTW ROP=Bottom (Manufacturing)
REAL(79): 0.72% Top=WAC EXR PMT NCT NLY HR MPW BAM ….. DFT AMT DLR RLGY HLSS RHP SBY SNH=Bottom (Real Estate)
TRAN(26): 0.71% Top=UAL TDW AIRM NSC TRN CP SWFT LUV ….. UPS JBHT ODFL WERN UNP FDX SAVE JBLU=Bottom (Transportation)
DISV(45): 0.70% Top=MCO TYC LPS RCII TMH SCI SAI ADT ….. URI GEO HMSY HTZ RRD DLX CAR HRB=Bottom (Diversified Services)
FINA(74): 0.60% Top=ACAS MS SEIC LM OCN BX STI BLK ….. TCBI CIT RJF FII EFX WETF KKR LAZ=Bottom (Banks/Financials)
CHEM(32): 0.59% Top=MOS POT MEOH AGU DD CBT MON FMC ….. HUN ROC SHW ASH GRA AXLL CYT EMN=Bottom (Chemicals/Fertilizers)
CONS(59): 0.59% Top=PVH PBI PKG TWI OI RKT BERY COH ….. NWL IRBT LEG FBHS TUP GT GPK BC=Bottom (Consumer)
RETA(67): 0.52% Top=BBBY ANF BBY GNC ARO JNY SIG JCP ….. LTD FDO SHLD AMZN DG BIG KSS CSTR=Bottom (Retail & Specialty Retail)
INSU(41): 0.49% Top=RDN CNO CLGX AXS AFL PRU MTG AIZ ….. TRV FNF RGA ACE VR WRB AGO MBI=Bottom (Insurance)
MATE(25): 0.15% Top=WCN CVA USG FAST CLH MDR FWLT WM ….. KBH MAS TOL HOV MDC LEN PHM RSG=Bottom (Materials & Construction)
LEIS(30): 0.03% Top=BYD MGM SBUX MCD RCL YUM MPEL CMG ….. BYI WYN LVS BKW PNK KKD CZR EXPE=Bottom (Leisure)

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 1:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 11:40 am ET
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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
32.9% of stocks are above yesterday’s high.
66.9% are above yesterday’s midpoint. (33.1% are below.)
7.4% are below yesterday’s low.
59.7% are inside yesterday’s range.
53.5% of stocks with today’s high > yesterday’s high. (46.5% less than).
21.9% of stocks with today’s low < yesterday’s low. (78.1% greater than).

EVIDENCE OF INTRADAY TREND
61.1% of stocks are above today’s open. (37.0% are below).
59.6% of stocks are above today’s open and yesterday’s close.
21.6% are below both.
14.1% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.0% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
62.2% are in the top half. 37.8% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN
77.0% of stocks are above yesterday’s close. (23.0% are below.)
1.4% are up 4.5% or more. 0.0% are down 4.5% or more.
2.6% are up 3.5% or more. 0.2% are down 3.5% or more.
64.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.8%…>=90:23.9%…>=80:37.2%…>=50:73.5%…<=20:8.7%…<=10:3.3%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:66.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.9% above previous 1 highs, 7.4% below previous 1 lows
17.0% above previous 2 highs, 5.7% below previous 2 lows
15.4% above previous 3 highs, 3.9% below previous 3 lows
14.7% above previous 4 highs, 3.2% below previous 4 lows
14.6% above previous 5 highs, 1.9% below previous 5 lows
14.4% above previous 6 highs, 1.4% below previous 6 lows
13.9% above previous 7 highs, 1.3% below previous 7 lows
13.7% above previous 8 highs, 1.1% below previous 8 lows
13.1% above previous 9 highs, 1.1% below previous 9 lows
11.9% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
77.0% are above or equal to 4/26 close (1 days ago), 23.0% are below.
55.2% are above or equal to 4/25 close (2 days ago), 44.8% are below.
66.2% are above or equal to 4/24 close (3 days ago), 33.8% are below.
72.1% are above or equal to 4/23 close (4 days ago), 27.9% are below.
80.9% are above or equal to 4/22 close (5 days ago), 19.1% are below.
81.7% are above or equal to 4/19 close (6 days ago), 18.3% are below.
86.9% are above or equal to 4/18 close (7 days ago), 13.1% are below.
81.4% are above or equal to 4/17 close (8 days ago), 18.6% are below.
68.0% are above or equal to 4/16 close (9 days ago), 32.0% are below.
79.0% are above or equal to 4/15 close (10 days ago), 21.0% are below.
46.5% are above or equal to 4/12 close (11 days ago), 53.5% are below.
43.2% are above or equal to 4/11 close (12 days ago), 56.8% are below.
46.2% are above or equal to 4/10 close (13 days ago), 53.8% are below.
57.4% are above or equal to 4/9 close (14 days ago), 42.6% are below.
59.0% are above or equal to 4/8 close (15 days ago), 41.0% are below.
66.3% are above or equal to 4/5 close (16 days ago), 33.7% are below.
64.9% are above or equal to 4/4 close (17 days ago), 35.1% are below.
69.0% are above or equal to 4/3 close (18 days ago), 31.0% are below.
58.3% are above or equal to 4/2 close (19 days ago), 41.7% are below.
55.7% are above or equal to 4/1 close (20 days ago), 44.3% are below.
49.1% are above or equal to 3/28 close (21 days ago), 50.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.1% new highs, 2.0% new lows
21d: 12.6% new highs, 2.0% new lows
42d: 9.0% new highs, 1.3% new lows
63d: 8.0% new highs, 1.1% new lows
126d: 7.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.6% above, 24.4% below
3-day: 64.7% above, 35.3% below
4-day: 67.4% above, 32.6% below
5-day: 69.5% above, 30.5% below
8-day: 79.5% above, 20.5% below
10-day: 79.6% above, 20.4% below
20-day: 68.1% above, 31.9% below
50-day: 61.6% above, 38.4% below
200-day: 79.0% above, 21.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.53% Top=SLCA ABX SWC IAG AUQ EGO ANR NEM ….. CLD NUE MCP SCCO WLT TRQ AEM KGC=Bottom (Metals & Mining)
ELEC(46): 1.30% Top=CRUS SPWR WFR SWKS FSLR CREE RFMD CAVM ….. LLTC MOLX UTEK LRCX WAT FSL TRMB DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 1.27% Top=SWN AREX HK BCEI EGN PWE XEC CLR ….. ACMP CRZO PAA MMP OKS CRK VNR NFX=Bottom (Energy)
HEAL(42): 0.96% Top=THC HNT HCA HMA CYH RMD ALR UHS ….. HUM TMO PKI CNC AET IRWD BKD DVA=Bottom (Health)
COSW(73): 0.85% Top=SINA YELP FTNT QLIK GWRE PMTC SWI GOOG ….. IRM EA ANGI CERN GRPN TRLA TRIP NLSN=Bottom (Computer Software/Internet)
COHW(44): 0.81% Top=NIHD SSYS AAPL BBRY WDC JNPR SYNA INFN ….. NTAP ARUN VZ BRCD TDC VIP FIO LVLT=Bottom (Computer Hardware/Telecom)
MANU(40): 0.75% Top=DRC DDD ETN DE KMT MRC BWC AGCO ….. RS TEX HON ROK GE MHK MTW ROP=Bottom (Manufacturing)
TRAN(26): 0.61% Top=UAL NSC TDW GLNG SWFT TRN LUV AIRM ….. CHRW ODFL KSU UNP FDX SAVE JBHT JBLU=Bottom (Transportation)
REAL(79): 0.61% Top=WAC MPW CBG NLY EXR NCT PMT NRF ….. RLGY DFT RHP AMT HLSS DLR SBY SNH=Bottom (Real Estate)
DISV(45): 0.60% Top=MCO LPS ULTA APOL TMH TYC RCII KBR ….. GEO TAL RRD HMSY HTZ DLX HRB CAR=Bottom (Diversified Services)
CONS(59): 0.53% Top=PVH NUS PKG TWI IP COH OI RKT ….. NWL WHR ECL TUP LEG GT GPK BC=Bottom (Consumer)
FINA(74): 0.46% Top=ACAS MS STI OCN BX SEIC ZION LM ….. DFS CIT RJF TCBI FII WETF EFX LAZ=Bottom (Banks/Financials)
RETA(67): 0.39% Top=BID ANF EXPR BBY BBBY PIR ARO M ….. FDO VSI WMT BIG DG TSCO KSS CSTR=Bottom (Retail & Specialty Retail)
INSU(41): 0.34% Top=CNO RDN PRU AFL MTG AON AIZ CLGX ….. ACE L TRV AGO AFSI VR WRB MBI=Bottom (Insurance)
MATE(25): 0.32% Top=MDR SPF WCN HOV FWLT FLR USG CLH ….. KBH RYL RYN MDC MAS PHM LEN RSG=Bottom (Materials & Construction)
CHEM(32): -0.05% Top=MOS IPI WPZ DD MON POT MEOH PX ….. TROX SHW POL AXLL GRA HUN CYT EMN=Bottom (Chemicals/Fertilizers)
LEIS(30): -0.07% Top=BYD CCL MCD MGM TXRH RCL SBUX CMG ….. BKW BYI WYN KKD LVS CZR PNK EXPE=Bottom (Leisure)

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 11:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:11 am

Market Stats at 11:10 am ET
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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
31.9% of stocks are above yesterday’s high.
68.7% are above yesterday’s midpoint. (31.3% are below.)
6.7% are below yesterday’s low.
61.4% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
20.6% of stocks with today’s low < yesterday’s low. (79.4% greater than).

EVIDENCE OF INTRADAY TREND
62.1% of stocks are above today’s open. (34.9% are below).
60.9% of stocks are above today’s open and yesterday’s close.
19.7% are below both.
14.1% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.6% of stocks are in the top 10% of today’s range.
29.8% are in the top 20%.
64.7% are in the top half. 35.3% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
6.0% are in the bottom 10%.

GAIN
79.2% of stocks are above yesterday’s close. (20.8% are below.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
2.2% are up 3.5% or more. 0.2% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.0%…>=90:24.0%…>=80:37.7%…>=50:75.3%…<=20:7.5%…<=10:2.8%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:65.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.9% above previous 1 highs, 6.7% below previous 1 lows
16.0% above previous 2 highs, 5.2% below previous 2 lows
14.7% above previous 3 highs, 3.7% below previous 3 lows
13.8% above previous 4 highs, 2.8% below previous 4 lows
13.7% above previous 5 highs, 1.5% below previous 5 lows
13.5% above previous 6 highs, 1.1% below previous 6 lows
13.1% above previous 7 highs, 0.9% below previous 7 lows
12.7% above previous 8 highs, 0.7% below previous 8 lows
12.1% above previous 9 highs, 0.7% below previous 9 lows
10.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.2% are above or equal to 4/26 close (1 days ago), 20.8% are below.
55.0% are above or equal to 4/25 close (2 days ago), 45.0% are below.
67.0% are above or equal to 4/24 close (3 days ago), 33.0% are below.
72.3% are above or equal to 4/23 close (4 days ago), 27.7% are below.
81.6% are above or equal to 4/22 close (5 days ago), 18.4% are below.
82.7% are above or equal to 4/19 close (6 days ago), 17.3% are below.
86.8% are above or equal to 4/18 close (7 days ago), 13.2% are below.
81.6% are above or equal to 4/17 close (8 days ago), 18.4% are below.
67.6% are above or equal to 4/16 close (9 days ago), 32.4% are below.
78.8% are above or equal to 4/15 close (10 days ago), 21.2% are below.
46.9% are above or equal to 4/12 close (11 days ago), 53.1% are below.
42.6% are above or equal to 4/11 close (12 days ago), 57.4% are below.
46.5% are above or equal to 4/10 close (13 days ago), 53.5% are below.
56.5% are above or equal to 4/9 close (14 days ago), 43.5% are below.
59.0% are above or equal to 4/8 close (15 days ago), 41.0% are below.
65.7% are above or equal to 4/5 close (16 days ago), 34.3% are below.
64.0% are above or equal to 4/4 close (17 days ago), 36.0% are below.
69.4% are above or equal to 4/3 close (18 days ago), 30.6% are below.
58.4% are above or equal to 4/2 close (19 days ago), 41.6% are below.
56.4% are above or equal to 4/1 close (20 days ago), 43.6% are below.
49.2% are above or equal to 3/28 close (21 days ago), 50.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.2% new highs, 1.8% new lows
21d: 11.7% new highs, 1.8% new lows
42d: 8.4% new highs, 1.1% new lows
63d: 7.5% new highs, 0.9% new lows
126d: 7.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.0% above, 22.0% below
3-day: 65.5% above, 34.5% below
4-day: 68.9% above, 31.1% below
5-day: 70.4% above, 29.6% below
8-day: 80.8% above, 19.2% below
10-day: 80.3% above, 19.7% below
20-day: 68.8% above, 31.2% below
50-day: 61.7% above, 38.3% below
200-day: 78.9% above, 21.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(30): 1.30% Top=SLCA ABX SWC IAG EGO SLW AUQ GG ….. CCJ NUE CLD AEM SCCO WLT TRQ KGC=Bottom (Metals & Mining)
ELEC(46): 1.24% Top=CRUS SPWR WFR FSLR SWKS CREE CAVM RFMD ….. SNPS UTEK MOLX LRCX WAT TRMB FSL DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): 1.15% Top=SWN HK KEG XEC PWE AREX CLR EGN ….. EPD PAA MMP IOC CRK VNR NFX OKS=Bottom (Energy)
HEAL(42): 1.01% Top=THC HNT HCA CYH HMA RMD UHS ALR ….. CFN BKD A DVA AET TMO PKI IRWD=Bottom (Health)
COSW(73): 0.90% Top=SINA GWRE SWI YELP FTNT QLIK BIDU MSFT ….. SOHU EA IRM TRIP CERN GRPN ANGI NLSN=Bottom (Computer Software/Internet)
COHW(44): 0.83% Top=NIHD SSYS WDC AAPL JNPR BBRY SYNA IBM ….. RVBD TWTC VRSN VZ TDC FIO VIP LVLT=Bottom (Computer Hardware/Telecom)
REAL(79): 0.67% Top=WAC NCT MPW ACC EXR NLY PMT SHO ….. DFT RHP RLGY AMT HLSS SBY DLR SNH=Bottom (Real Estate)
MANU(40): 0.62% Top=DDD ETN DE KMT DRC MRC BWC AGCO ….. CAT RS TEX HON MHK GE MTW ROP=Bottom (Manufacturing)
DISV(45): 0.60% Top=MCO ULTA RCII ACM KBR JEC TMH LPS ….. TAL GEO DLX HTZ HRB RRD HMSY CAR=Bottom (Diversified Services)
TRAN(26): 0.59% Top=UAL NSC GLNG LUV TDW SWFT TRN ALK ….. KSU WERN CHRW UNP SAVE FDX JBHT JBLU=Bottom (Transportation)
MATE(25): 0.57% Top=SPF HOV USG MDR RYL OC DHI WCN ….. MTZ RYN PHM WM MAS LEN MDC RSG=Bottom (Materials & Construction)
FINA(74): 0.55% Top=ACAS MS STI ZION EVR OCN SEIC KEY ….. FII SLM BAC TCB RJF EFX WETF LAZ=Bottom (Banks/Financials)
CONS(59): 0.46% Top=PVH NUS IP COH RKT ICON PKG WWW ….. ECL AVY TUP LEG FOSL GT BC GPK=Bottom (Consumer)
RETA(67): 0.46% Top=BID ANF EXPR SPLS ARO BBY M PIR ….. TSCO LL BIG WMT KSS SWY DG CSTR=Bottom (Retail & Specialty Retail)
INSU(41): 0.37% Top=PRU CNO RDN CLGX AFL AON AXS AHL ….. TRV ACE AGO AFSI VR WRB L MBI=Bottom (Insurance)
LEIS(30): -0.10% Top=MCD TXRH CCL BYD MGM SBUX RCL CMG ….. SIX BYI WYN CZR BKW LVS PNK EXPE=Bottom (Leisure)
CHEM(32): -0.34% Top=WPZ MOS MEOH POT DD MON PX IPI ….. TROX CHMT POL AXLL GRA HUN EMN CYT=Bottom (Chemicals/Fertilizers)

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 11:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 10:44 am ET
by daytrend on 20130429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.

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
30.4% of stocks are above yesterday’s high.
69.1% are above yesterday’s midpoint. (30.9% are below.)
5.7% are below yesterday’s low.
63.9% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
20.2% of stocks with today’s low < yesterday’s low. (79.8% greater than).

EVIDENCE OF INTRADAY TREND
59.2% of stocks are above today’s open. (38.4% are below).
57.9% of stocks are above today’s open and yesterday’s close.
18.2% are below both.
14.2% of stocks opened above yesterday’s high.
86.6% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.3% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
63.7% are in the top half. 36.3% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN
81.0% of stocks are above yesterday’s close. (19.0% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
1.8% are up 3.5% or more. 0.2% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.9%…>=90:24.3%…>=80:36.9%…>=50:75.5%…<=20:7.5%…<=10:3.1%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:69.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:65.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.4% above previous 1 highs, 5.7% below previous 1 lows
15.9% above previous 2 highs, 4.5% below previous 2 lows
14.6% above previous 3 highs, 3.1% below previous 3 lows
13.9% above previous 4 highs, 2.2% below previous 4 lows
13.9% above previous 5 highs, 1.3% below previous 5 lows
13.6% above previous 6 highs, 0.9% below previous 6 lows
13.1% above previous 7 highs, 0.8% below previous 7 lows
12.7% above previous 8 highs, 0.7% below previous 8 lows
12.3% above previous 9 highs, 0.7% below previous 9 lows
11.1% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
81.0% are above or equal to 4/26 close (1 days ago), 19.0% are below.
54.4% are above or equal to 4/25 close (2 days ago), 45.6% are below.
65.3% are above or equal to 4/24 close (3 days ago), 34.7% are below.
71.6% are above or equal to 4/23 close (4 days ago), 28.4% are below.
80.9% are above or equal to 4/22 close (5 days ago), 19.1% are below.
82.2% are above or equal to 4/19 close (6 days ago), 17.8% are below.
86.6% are above or equal to 4/18 close (7 days ago), 13.4% are below.
81.3% are above or equal to 4/17 close (8 days ago), 18.8% are below.
67.6% are above or equal to 4/16 close (9 days ago), 32.4% are below.
78.3% are above or equal to 4/15 close (10 days ago), 21.7% are below.
46.6% are above or equal to 4/12 close (11 days ago), 53.4% are below.
43.0% are above or equal to 4/11 close (12 days ago), 57.0% are below.
46.5% are above or equal to 4/10 close (13 days ago), 53.5% are below.
56.6% are above or equal to 4/9 close (14 days ago), 43.4% are below.
59.2% are above or equal to 4/8 close (15 days ago), 40.8% are below.
65.1% are above or equal to 4/5 close (16 days ago), 34.9% are below.
64.0% are above or equal to 4/4 close (17 days ago), 36.0% are below.
68.8% are above or equal to 4/3 close (18 days ago), 31.3% are below.
58.4% are above or equal to 4/2 close (19 days ago), 41.6% are below.
56.1% are above or equal to 4/1 close (20 days ago), 43.9% are below.
49.2% are above or equal to 3/28 close (21 days ago), 50.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.7% new highs, 1.8% new lows
21d: 11.2% new highs, 1.8% new lows
42d: 8.0% new highs, 1.1% new lows
63d: 7.2% new highs, 0.9% new lows
126d: 7.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.4% above, 20.6% below
3-day: 65.6% above, 34.4% below
4-day: 68.4% above, 31.6% below
5-day: 70.4% above, 29.6% below
8-day: 80.8% above, 19.2% below
10-day: 79.6% above, 20.4% below
20-day: 68.5% above, 31.5% below
50-day: 61.6% above, 38.4% below
200-day: 78.9% above, 21.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(46): 1.16% Top=CRUS SPWR WFR FSLR CAVM CREE SWKS RFMD ….. UTEK ATML MOLX LRCX WAT TRMB FSL DLB=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): 1.03% Top=SWN EGN XEC HK PWE UPL AREX HERO ….. CRZO PTEN MMP NOV OKS IOC VNR NFX=Bottom (Energy)
HEAL(42): 0.92% Top=THC HCA HNT HMA CYH RMD UHS ALR ….. ISRG PKI TMO A CNC AET IRWD WCG=Bottom (Health)
COSW(73): 0.89% Top=SINA GWRE SWI FTNT BIDU GOOG MSFT CVLT ….. EA NOW MCRS TRIP CERN GRPN NLSN ANGI=Bottom (Computer Software/Internet)
META(30): 0.83% Top=SLCA SWC IAG ABX EGO AA GG SLW ….. CLF CLD MCP SCCO WLT TRQ AEM KGC=Bottom (Metals & Mining)
COHW(44): 0.81% Top=NIHD SSYS WDC AAPL JNPR BBRY PLCM IBM ….. TWTC VZ CIEN VRSN TDC LVLT VIP FIO=Bottom (Computer Hardware/Telecom)
MATE(25): 0.73% Top=SPF RYL HOV MTH TOL USG DHI OC ….. MAS PWR CLH FLR MTZ RYN WM RSG=Bottom (Materials & Construction)
REAL(79): 0.66% Top=WAC NCT MPW NLY CBG ACC PMT EXR ….. DFT RHP RLGY SBY AMT HLSS DLR SNH=Bottom (Real Estate)
MANU(40): 0.61% Top=ETN DDD DE KMT DRC BWC AGCO CMI ….. RS CAT HON TEX GE MHK MTW ROP=Bottom (Manufacturing)
FINA(74): 0.58% Top=ACAS MS STI ZION EVR OCN SEIC PHH ….. SLM CIT RJF WETF EFX TCB FII LAZ=Bottom (Banks/Financials)
CONS(59): 0.52% Top=PVH ICON COH WWW PKG NUS IP FL ….. AVY TUP WHR PBI LEG GT BC GPK=Bottom (Consumer)
DISV(45): 0.51% Top=MCO TMH ULTA LPS RCII SAI JEC ACM ….. GEO HTZ RRD HRB TAL DLX CAR HMSY=Bottom (Diversified Services)
RETA(67): 0.49% Top=ANF BID ARO EXPR GNC JCP KORS PIR ….. TFM LL TSCO NFLX WMT BIG SWY CSTR=Bottom (Retail & Specialty Retail)
TRAN(26): 0.37% Top=UAL LUV ALK TDW AIRM NSC TRN DAL ….. KSU GWR WERN SAVE UNP JBHT FDX JBLU=Bottom (Transportation)
INSU(41): 0.33% Top=RDN CLGX PRU CNO AON AFL MTG AHL ….. ACE AGO TRV L WRB VR AFSI MBI=Bottom (Insurance)
LEIS(30): -0.07% Top=BYD MGM MCD RCL TXRH CCL SBUX PENN ….. BYI PNRA WYN BKW CZR LVS PNK EXPE=Bottom (Leisure)
CHEM(32): -0.25% Top=POT WPZ MOS MEOH MON DD PX FMC ….. ROC AXLL POL HUN TROX GRA EMN CYT=Bottom (Chemicals/Fertilizers)

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 10:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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