daytrend

05/31/2013

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

Closing Stats
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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
5.6% of stocks are above yesterday’s high.
19.7% are above yesterday’s midpoint. (80.3% are below.)
52.3% are below yesterday’s low.
42.1% are inside yesterday’s range.
39.2% of stocks with today’s high > yesterday’s high. (60.8% less than).
64.2% of stocks with today’s low < yesterday’s low. (35.8% greater than).

EVIDENCE OF INTRADAY TREND
24.1% of stocks are above today’s open. (75.0% are below).
13.9% of stocks are above today’s open and yesterday’s close.
74.4% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.1% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
10.6% are in the top half. 89.4% of stocks are in the bottom half of today’s range.
68.5% are in the bottom 20%.
58.5% are in the bottom 10%.

GAIN
15.4% of stocks are above yesterday’s close. (84.6% are below.)
0.5% are up 4.5% or more. 1.8% are down 4.5% or more.
0.8% are up 3.5% or more. 4.5% are down 3.5% or more.
39.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.7%…>=90:4.3%…>=80:8.1%…>=50:21.9%…<=20:43.6%…<=10:28.4%…<=5:17.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:42.0%…<=20:4.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.6% above previous 1 highs, 52.3% below previous 1 lows
4.8% above previous 2 highs, 36.4% below previous 2 lows
3.3% above previous 3 highs, 34.7% below previous 3 lows
3.3% above previous 4 highs, 26.1% below previous 4 lows
3.2% above previous 5 highs, 22.6% below previous 5 lows
2.4% above previous 6 highs, 22.4% below previous 6 lows
2.0% above previous 7 highs, 22.1% below previous 7 lows
2.0% above previous 8 highs, 21.6% below previous 8 lows
2.0% above previous 9 highs, 20.8% below previous 9 lows
1.9% above previous 10 highs, 20.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
15.4% are above or equal to 5/30 close (1 days ago), 84.6% are below.
34.5% are above or equal to 5/29 close (2 days ago), 65.5% are below.
28.0% are above or equal to 5/28 close (3 days ago), 72.0% are below.
40.7% are above or equal to 5/24 close (4 days ago), 59.3% are below.
37.0% are above or equal to 5/23 close (5 days ago), 63.0% are below.
36.8% are above or equal to 5/22 close (6 days ago), 63.2% are below.
23.5% are above or equal to 5/21 close (7 days ago), 76.5% are below.
24.6% are above or equal to 5/20 close (8 days ago), 75.4% are below.
29.0% are above or equal to 5/17 close (9 days ago), 71.0% are below.
38.0% are above or equal to 5/16 close (10 days ago), 62.0% are below.
34.3% are above or equal to 5/15 close (11 days ago), 65.7% are below.
37.4% are above or equal to 5/14 close (12 days ago), 62.6% are below.
45.1% are above or equal to 5/13 close (13 days ago), 54.9% are below.
43.0% are above or equal to 5/10 close (14 days ago), 57.0% are below.
47.9% are above or equal to 5/9 close (15 days ago), 52.1% are below.
45.7% are above or equal to 5/8 close (16 days ago), 54.3% are below.
52.1% are above or equal to 5/7 close (17 days ago), 47.9% are below.
55.8% are above or equal to 5/6 close (18 days ago), 44.2% are below.
59.3% are above or equal to 5/3 close (19 days ago), 40.7% are below.
67.2% are above or equal to 5/2 close (20 days ago), 32.8% are below.
70.7% are above or equal to 5/1 close (21 days ago), 29.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.6% new highs, 11.9% new lows
21d: 9.6% new highs, 11.0% new lows
42d: 8.6% new highs, 5.5% new lows
63d: 8.3% new highs, 2.8% new lows
126d: 7.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 14.5% above, 85.5% below
3-day: 23.1% above, 76.9% below
4-day: 24.6% above, 75.4% below
5-day: 28.8% above, 71.2% below
8-day: 30.0% above, 70.0% below
10-day: 27.6% above, 72.4% below
20-day: 39.4% above, 60.6% below
50-day: 63.5% above, 36.5% below
200-day: 80.1% above, 19.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.37% Top=KKD PNK MPEL BLMN EAT BYD EXPE BYI ….. YUM CCL DRI LVS WEN WYNN WYN RCL=Bottom (Leisure)
RETA(67): -0.48% Top=GES DANG ASNA EXPR CSTR NFLX ANN GPS ….. CVS WFM BIG WAG TFM MELI KORS CPRT=Bottom (Retail & Specialty Retail)
MANU(40): -0.70% Top=MRC GNRC TEX CMI RBC CFX KMT AOS ….. ATI MHK DRC ETN JOY PPO DDD PLL=Bottom (Manufacturing)
COSW(74): -0.74% Top=SPLK GRPN AOL CTRX AWAY RHT TRIP BR ….. VCLK RAX SYMC TRI NUAN FIRE ATVI GWRE=Bottom (Computer Software/Internet)
TRAN(26): -0.85% Top=ALK LSTR JBLU EXPD GWR SAVE FDX DAL ….. CNI TRN NSC UNP TDW CNW AIRM CP=Bottom (Transportation)
DISV(45): -0.87% Top=AL RRD MAN HTZ CAR KBR ATHN RHI ….. BLOX MCO LOPE ADS WTW CXW APOL SAI=Bottom (Diversified Services)
CONS(54): -0.95% Top=SCSS FL SKX CRI BC LF AVP FOSL ….. DECK ENR PBI EL PG CL KMB GT=Bottom (Consumer)
MATE(29): -1.00% Top=MDR FAST HOV MTZ BECN RYN FWLT CVA ….. BZH SPF KBH LEN MTH PHM EXP USG=Bottom (Materials & Construction)
HEAL(45): -1.03% Top=HMA CYH VOLC EW DXCM HCA HOLX THC ….. HNT BKD WCG WLP IRWD UNH AET RMD=Bottom (Health)
COHW(43): -1.06% Top=INFN PLCM NIHD RKUS FIO TWTC TMUS AMX ….. LVLT TDC ARUN WIN CTL HPQ SSYS PANW=Bottom (Computer Hardware/Telecom)
REAL(82): -1.17% Top=DRH WRI PEI LHO LXP RHP CWH UDR ….. IVR PMT MTGE O CBL NRF ARR CYS=Bottom (Real Estate)
CHEM(27): -1.23% Top=HUN ASH GRA EMN CYT SIAL APD AXLL ….. FMC IPI CHMT CF AGU WPZ ALB MON=Bottom (Chemicals/Fertilizers)
INSU(39): -1.28% Top=PRE CNO AXS AHL MET RE ACE MTG ….. ORI RDN WSH HIG AJG AGO AIG AON=Bottom (Insurance)
ELEC(53): -1.56% Top=SWKS RFMD TER IPGP ONNN INTC ATML CRUS ….. FSL CY WFR SPWR TSL JASO SCTY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(73): -1.60% Top=MS LPLA JNS PHH KEY AXP WU FSC ….. IVZ CME APO AMP BX KKR ICE BEN=Bottom (Banks/Financials)
ENER(99): -1.99% Top=WNR TSO MMP BPL PBF MDU VLO DK ….. EVEP CRK CRZO PXD CLR NFX NTI IOC=Bottom (Energy)
META(29): -2.17% Top=AEM KGC AA NEM EGO GG ABX STLD ….. WLT X MCP CENX CLF PAAS SWC IAG=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/

Filed under: Market Stats — daytrend @ 2:54 pm

Market Stats at 3:54 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

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

COMPARED TO YESTERDAY’S RANGE
7.5% of stocks are above yesterday’s high.
26.1% are above yesterday’s midpoint. (73.9% are below.)
41.6% are below yesterday’s low.
50.9% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
59.5% of stocks with today’s low < yesterday’s low. (40.5% greater than).

EVIDENCE OF INTRADAY TREND
33.7% of stocks are above today’s open. (65.1% are below).
20.1% of stocks are above today’s open and yesterday’s close.
64.7% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.4% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
16.9% are in the top half. 83.1% of stocks are in the bottom half of today’s range.
54.3% are in the bottom 20%.
37.5% are in the bottom 10%.

GAIN
21.0% of stocks are above yesterday’s close. (79.0% are below.)
0.6% are up 4.5% or more. 1.6% are down 4.5% or more.
1.1% are up 3.5% or more. 2.5% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:5.2%…>=80:10.2%…>=50:29.6%…<=20:37.8%…<=10:24.2%…<=5:14.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:47.0%…<=20:3.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.5% above previous 1 highs, 41.6% below previous 1 lows
6.6% above previous 2 highs, 26.1% below previous 2 lows
4.0% above previous 3 highs, 24.9% below previous 3 lows
4.0% above previous 4 highs, 18.7% below previous 4 lows
3.8% above previous 5 highs, 15.4% below previous 5 lows
2.7% above previous 6 highs, 15.3% below previous 6 lows
2.1% above previous 7 highs, 14.9% below previous 7 lows
2.1% above previous 8 highs, 14.3% below previous 8 lows
2.1% above previous 9 highs, 14.0% below previous 9 lows
2.0% above previous 10 highs, 13.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
21.0% are above or equal to 5/30 close (1 days ago), 79.0% are below.
42.0% are above or equal to 5/29 close (2 days ago), 58.0% are below.
32.4% are above or equal to 5/28 close (3 days ago), 67.6% are below.
45.2% are above or equal to 5/24 close (4 days ago), 54.8% are below.
40.7% are above or equal to 5/23 close (5 days ago), 59.3% are below.
39.7% are above or equal to 5/22 close (6 days ago), 60.3% are below.
26.0% are above or equal to 5/21 close (7 days ago), 74.0% are below.
26.6% are above or equal to 5/20 close (8 days ago), 73.4% are below.
32.2% are above or equal to 5/17 close (9 days ago), 67.8% are below.
41.7% are above or equal to 5/16 close (10 days ago), 58.3% are below.
37.0% are above or equal to 5/15 close (11 days ago), 63.0% are below.
39.6% are above or equal to 5/14 close (12 days ago), 60.4% are below.
48.2% are above or equal to 5/13 close (13 days ago), 51.8% are below.
45.9% are above or equal to 5/10 close (14 days ago), 54.1% are below.
51.0% are above or equal to 5/9 close (15 days ago), 49.0% are below.
48.6% are above or equal to 5/8 close (16 days ago), 51.4% are below.
54.2% are above or equal to 5/7 close (17 days ago), 45.8% are below.
58.6% are above or equal to 5/6 close (18 days ago), 41.4% are below.
61.5% are above or equal to 5/3 close (19 days ago), 38.5% are below.
69.1% are above or equal to 5/2 close (20 days ago), 30.9% are below.
72.6% are above or equal to 5/1 close (21 days ago), 27.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 10.6% new lows
21d: 9.5% new highs, 9.9% new lows
42d: 8.6% new highs, 5.1% new lows
63d: 8.3% new highs, 2.6% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.4% above, 79.6% below
3-day: 31.4% above, 68.6% below
4-day: 31.3% above, 68.7% below
5-day: 36.8% above, 63.2% below
8-day: 35.4% above, 64.6% below
10-day: 32.1% above, 67.9% below
20-day: 42.8% above, 57.2% below
50-day: 65.6% above, 34.4% below
200-day: 80.8% above, 19.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.62% Top=KKD PNK MPEL BLMN EAT EXPE BYD BYI ….. PENN DPZ DRI LVS WYNN WYN WEN RCL=Bottom (Leisure)
RETA(67): -0.16% Top=GES DANG ASNA EXPR CSTR ANN GPS NFLX ….. EBAY WFM WAG TFM BIG MELI KORS CPRT=Bottom (Retail & Specialty Retail)
MANU(40): -0.39% Top=MRC TEX CMI GNRC RBC KMT AOS CFX ….. MHK ATI ETN DRC JOY PPO DDD PLL=Bottom (Manufacturing)
DISV(45): -0.45% Top=RRD MAN AL CAR KBR ATHN HTZ RHI ….. MCO BLOX GPN ADS WTW SAI CXW APOL=Bottom (Diversified Services)
COSW(74): -0.47% Top=SPLK GRPN AOL RHT CSC BR AWAY TRIP ….. RAX SYMC VCLK TRI FIRE NUAN ATVI GWRE=Bottom (Computer Software/Internet)
TRAN(26): -0.48% Top=ALK LSTR GWR EXPD FDX JBLU DAL SAVE ….. UNP TRN CNI CHRW TDW CP CNW AIRM=Bottom (Transportation)
MATE(29): -0.58% Top=MDR FAST HOV BECN MTZ RYN WM FWLT ….. KBH RSG BZH LEN PHM MTH EXP USG=Bottom (Materials & Construction)
CONS(54): -0.60% Top=SCSS FL SKX CRI LF BC AVP FOSL ….. DECK HAR PBI EL PG CL KMB GT=Bottom (Consumer)
HEAL(45): -0.68% Top=HMA CYH EW VOLC DXCM HOLX HCA THC ….. HUM WCG HNT WLP UNH AET IRWD RMD=Bottom (Health)
COHW(43): -0.73% Top=INFN PLCM NIHD FIO RKUS TWTC TMUS AMX ….. ARUN TDC LVLT WIN CTL HPQ SSYS PANW=Bottom (Computer Hardware/Telecom)
REAL(82): -0.87% Top=DRH PEI LHO LXP CWH WRI UDR RHP ….. WAC IVR MTGE CBL PMT ARR NRF CYS=Bottom (Real Estate)
CHEM(27): -0.89% Top=HUN ASH EMN GRA AXLL CYT APD SIAL ….. MOS FMC IPI CF AGU ALB WPZ MON=Bottom (Chemicals/Fertilizers)
INSU(39): -0.93% Top=PRE CNO MET AXS ACE AHL RGA WRB ….. ORI HIG RDN AJG AGO WSH AIG AON=Bottom (Insurance)
FINA(73): -1.23% Top=MS LPLA JNS PHH AXP KEY WU WBS ….. CME AMP APO OAK BX ICE KKR BEN=Bottom (Banks/Financials)
ELEC(53): -1.29% Top=SWKS RFMD TER INTC IPGP ONNN ATML CRUS ….. CY FSL WFR SPWR TSL JASO SCTY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -1.65% Top=WNR TSO EXXI MDU PBF MMP BPL VLO ….. AREX CRZO PXD EVEP CLR NFX NTI IOC=Bottom (Energy)
META(29): -2.16% Top=AEM KGC AA STLD GG NEM EGO ABX ….. SLW WLT CENX CLF MCP SWC PAAS IAG=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 3:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 3:36 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

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

COMPARED TO YESTERDAY’S RANGE
8.2% of stocks are above yesterday’s high.
28.2% are above yesterday’s midpoint. (71.8% are below.)
39.1% are below yesterday’s low.
52.6% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND
35.3% of stocks are above today’s open. (64.2% are below).
21.0% of stocks are above today’s open and yesterday’s close.
63.6% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.7% of stocks are in the top 10% of today’s range.
2.4% are in the top 20%.
18.8% are in the top half. 81.2% of stocks are in the bottom half of today’s range.
53.5% are in the bottom 20%.
30.3% are in the bottom 10%.

GAIN
22.6% of stocks are above yesterday’s close. (77.4% are below.)
0.6% are up 4.5% or more. 1.4% are down 4.5% or more.
0.9% are up 3.5% or more. 2.6% are down 3.5% or more.
54.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:5.9%…>=80:11.3%…>=50:32.0%…<=20:35.4%…<=10:23.5%…<=5:14.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:47.8%…<=20:3.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.2% above previous 1 highs, 39.1% below previous 1 lows
6.9% above previous 2 highs, 23.9% below previous 2 lows
4.1% above previous 3 highs, 22.7% below previous 3 lows
4.0% above previous 4 highs, 16.3% below previous 4 lows
4.0% above previous 5 highs, 13.9% below previous 5 lows
3.1% above previous 6 highs, 13.7% below previous 6 lows
2.5% above previous 7 highs, 13.4% below previous 7 lows
2.5% above previous 8 highs, 12.8% below previous 8 lows
2.4% above previous 9 highs, 12.6% below previous 9 lows
2.4% above previous 10 highs, 11.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.6% are above or equal to 5/30 close (1 days ago), 77.4% are below.
45.1% are above or equal to 5/29 close (2 days ago), 54.9% are below.
33.5% are above or equal to 5/28 close (3 days ago), 66.5% are below.
46.9% are above or equal to 5/24 close (4 days ago), 53.1% are below.
42.4% are above or equal to 5/23 close (5 days ago), 57.6% are below.
40.4% are above or equal to 5/22 close (6 days ago), 59.6% are below.
27.1% are above or equal to 5/21 close (7 days ago), 72.9% are below.
27.6% are above or equal to 5/20 close (8 days ago), 72.4% are below.
32.8% are above or equal to 5/17 close (9 days ago), 67.2% are below.
42.7% are above or equal to 5/16 close (10 days ago), 57.3% are below.
39.0% are above or equal to 5/15 close (11 days ago), 61.0% are below.
40.3% are above or equal to 5/14 close (12 days ago), 59.7% are below.
49.2% are above or equal to 5/13 close (13 days ago), 50.8% are below.
46.9% are above or equal to 5/10 close (14 days ago), 53.1% are below.
52.3% are above or equal to 5/9 close (15 days ago), 47.7% are below.
49.1% are above or equal to 5/8 close (16 days ago), 50.9% are below.
54.4% are above or equal to 5/7 close (17 days ago), 45.6% are below.
58.4% are above or equal to 5/6 close (18 days ago), 41.6% are below.
62.6% are above or equal to 5/3 close (19 days ago), 37.4% are below.
69.9% are above or equal to 5/2 close (20 days ago), 30.1% are below.
72.9% are above or equal to 5/1 close (21 days ago), 27.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 10.5% new lows
21d: 9.5% new highs, 9.9% new lows
42d: 8.6% new highs, 4.9% new lows
63d: 8.3% new highs, 2.6% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 21.4% above, 78.6% below
3-day: 33.7% above, 66.3% below
4-day: 33.5% above, 66.5% below
5-day: 38.0% above, 62.0% below
8-day: 36.3% above, 63.7% below
10-day: 32.8% above, 67.2% below
20-day: 44.9% above, 55.1% below
50-day: 66.3% above, 33.7% below
200-day: 81.2% above, 18.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.71% Top=KKD PNK BLMN MPEL EAT EXPE CAKE SBUX ….. DRI PENN DPZ WYN WYNN WEN BYD RCL=Bottom (Leisure)
RETA(67): -0.09% Top=GES DANG ASNA EXPR CSTR GPS ANN NFLX ….. EBAY WAG WFM TFM BIG MELI KORS CPRT=Bottom (Retail & Specialty Retail)
MANU(40): -0.32% Top=MRC CMI TEX GNRC RBC AOS CFX KMT ….. MHK ETN ATI DRC JOY DDD PPO PLL=Bottom (Manufacturing)
COSW(74): -0.35% Top=SPLK GRPN AOL RHT TRIP AWAY TRLA CSC ….. AKAM SYMC RAX VCLK TRI NUAN FIRE GWRE=Bottom (Computer Software/Internet)
DISV(45): -0.37% Top=AL RRD MAN KBR CAR ATHN HTZ HMSY ….. SAI LOPE BLOX GPN WTW ADS CXW APOL=Bottom (Diversified Services)
TRAN(26): -0.42% Top=ALK LSTR GWR EXPD FDX DAL JBLU CSX ….. TRN NSC SWFT CHRW TDW CP AIRM CNW=Bottom (Transportation)
COHW(43): -0.49% Top=INFN PLCM NIHD FIO TMUS RKUS TWTC BRCD ….. CTL TDC ADTN SYNA ARUN HPQ SSYS PANW=Bottom (Computer Hardware/Telecom)
MATE(29): -0.49% Top=MDR FAST MTZ HOV RYN BECN FWLT WM ….. KBH RSG EXP LEN PHM MTH BZH USG=Bottom (Materials & Construction)
HEAL(45): -0.52% Top=HMA CYH EW DXCM VOLC HCA HOLX THC ….. AET WLP WCG HNT UNH BKD HUM RMD=Bottom (Health)
CONS(54): -0.57% Top=FL SCSS SKX LF CRI BC FOSL AVP ….. PAY DECK PBI EL CL PG KMB GT=Bottom (Consumer)
CHEM(27): -0.82% Top=ASH HUN AXLL EMN GRA SIAL CYT APD ….. CHMT FMC MOS CF AGU WPZ ALB MON=Bottom (Chemicals/Fertilizers)
INSU(39): -0.83% Top=PRE MET CNO AHL AXS ACE WRB RGA ….. GNW HIG RDN AJG WSH AGO AON AIG=Bottom (Insurance)
REAL(82): -0.94% Top=DRH LHO PEI RHP LXP WRI CWH PCL ….. CBL IVR WAC MTGE PMT ARR CYS NRF=Bottom (Real Estate)
FINA(73): -1.10% Top=MS JNS LPLA AXP PHH FRC BAC PBCT ….. AMP COF OAK WETF ICE KKR BX BEN=Bottom (Banks/Financials)
ELEC(53): -1.19% Top=SWKS INTC RFMD TER ONNN IPGP INVN CRUS ….. CY FSL WFR SPWR TSL SCTY JASO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -1.49% Top=WNR TSO PBF VLO DK MDU MMP EXXI ….. SPN PXD CRK EVEP NFX CLR NTI IOC=Bottom (Energy)
META(29): -2.33% Top=AEM AA STLD SLCA KGC ACI ABX CNX ….. CENX AUY WLT RGLD SLW SWC PAAS IAG=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 3:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at 2:57 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

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

COMPARED TO YESTERDAY’S RANGE
8.6% of stocks are above yesterday’s high.
27.7% are above yesterday’s midpoint. (72.3% are below.)
37.4% are below yesterday’s low.
54.1% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
53.7% of stocks with today’s low < yesterday’s low. (46.3% greater than).

EVIDENCE OF INTRADAY TREND
35.7% of stocks are above today’s open. (62.7% are below).
21.7% of stocks are above today’s open and yesterday’s close.
62.2% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.6% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
18.9% are in the top half. 81.1% of stocks are in the bottom half of today’s range.
54.2% are in the bottom 20%.
40.0% are in the bottom 10%.

GAIN
23.6% of stocks are above yesterday’s close. (76.4% are below.)
0.4% are up 4.5% or more. 1.6% are down 4.5% or more.
0.8% are up 3.5% or more. 2.5% are down 3.5% or more.
54.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.4%…>=90:5.9%…>=80:11.6%…>=50:32.7%…<=20:35.1%…<=10:22.2%…<=5:13.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:48.8%…<=20:3.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.6% above previous 1 highs, 37.4% below previous 1 lows
7.3% above previous 2 highs, 22.7% below previous 2 lows
4.0% above previous 3 highs, 21.4% below previous 3 lows
4.0% above previous 4 highs, 15.9% below previous 4 lows
3.8% above previous 5 highs, 13.5% below previous 5 lows
3.2% above previous 6 highs, 13.3% below previous 6 lows
2.6% above previous 7 highs, 12.9% below previous 7 lows
2.6% above previous 8 highs, 12.2% below previous 8 lows
2.5% above previous 9 highs, 12.0% below previous 9 lows
2.4% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.6% are above or equal to 5/30 close (1 days ago), 76.4% are below.
46.9% are above or equal to 5/29 close (2 days ago), 53.1% are below.
34.3% are above or equal to 5/28 close (3 days ago), 65.7% are below.
47.9% are above or equal to 5/24 close (4 days ago), 52.1% are below.
42.3% are above or equal to 5/23 close (5 days ago), 57.7% are below.
41.4% are above or equal to 5/22 close (6 days ago), 58.6% are below.
27.1% are above or equal to 5/21 close (7 days ago), 72.9% are below.
27.8% are above or equal to 5/20 close (8 days ago), 72.2% are below.
32.1% are above or equal to 5/17 close (9 days ago), 67.9% are below.
42.8% are above or equal to 5/16 close (10 days ago), 57.2% are below.
38.7% are above or equal to 5/15 close (11 days ago), 61.3% are below.
41.7% are above or equal to 5/14 close (12 days ago), 58.3% are below.
49.8% are above or equal to 5/13 close (13 days ago), 50.2% are below.
47.4% are above or equal to 5/10 close (14 days ago), 52.6% are below.
52.9% are above or equal to 5/9 close (15 days ago), 47.1% are below.
49.7% are above or equal to 5/8 close (16 days ago), 50.3% are below.
54.9% are above or equal to 5/7 close (17 days ago), 45.1% are below.
58.5% are above or equal to 5/6 close (18 days ago), 41.5% are below.
62.6% are above or equal to 5/3 close (19 days ago), 37.4% are below.
69.7% are above or equal to 5/2 close (20 days ago), 30.3% are below.
73.0% are above or equal to 5/1 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 9.9% new lows
21d: 9.5% new highs, 9.3% new lows
42d: 8.6% new highs, 4.3% new lows
63d: 8.3% new highs, 2.5% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.6% above, 77.4% below
3-day: 34.7% above, 65.3% below
4-day: 34.5% above, 65.5% below
5-day: 39.1% above, 60.9% below
8-day: 37.3% above, 62.7% below
10-day: 33.7% above, 66.3% below
20-day: 45.4% above, 54.6% below
50-day: 66.9% above, 33.1% below
200-day: 81.3% above, 18.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.64% Top=KKD PNK MPEL BLMN EXPE EAT HOT MCD ….. PENN WYN MGM WYNN WEN DPZ BYD RCL=Bottom (Leisure)
RETA(67): 0.00% Top=GES DANG ASNA EXPR CSTR GPS ANN CHS ….. SKS EBAY WFM BIG TFM MELI KORS CPRT=Bottom (Retail & Specialty Retail)
COSW(74): -0.29% Top=SPLK GRPN RHT AOL SOHU TRIP AWAY TRLA ….. INFA RAX SYMC VCLK TRI NUAN FIRE GWRE=Bottom (Computer Software/Internet)
DISV(45): -0.33% Top=AL RRD MAN CAR MYGN KBR HTZ ATHN ….. FLT URI LOPE ADS GPN CXW WTW APOL=Bottom (Diversified Services)
MANU(40): -0.33% Top=CMI MRC TEX GNRC RBC PH MTW AOS ….. MHK ATI ETN JOY DRC DDD PPO PLL=Bottom (Manufacturing)
HEAL(45): -0.36% Top=HMA CYH VOLC DXCM EW HCA HOLX BSX ….. HLS HNT WLP IRWD BKD WCG HUM RMD=Bottom (Health)
COHW(43): -0.46% Top=INFN NIHD PLCM TMUS FIO LXK TWTC VRSN ….. SYNA BCE TDC ARUN ADTN HPQ SSYS PANW=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.50% Top=ALK LSTR GWR EXPD FDX DAL UPS CSX ….. NSC GLNG CHRW SWFT TDW AIRM CP CNW=Bottom (Transportation)
CONS(54): -0.56% Top=FL BC FOSL CRI COH SKX SCSS RL ….. PBI CROX EL CL DECK KMB PG GT=Bottom (Consumer)
MATE(29): -0.63% Top=MDR FAST MTZ HOV RYN BECN FLR WM ….. RYL KBH BZH EXP LEN PHM MTH USG=Bottom (Materials & Construction)
INSU(39): -0.68% Top=MET CNO PRE AHL ACE AXS WRB CB ….. ORI HIG RDN AGO AJG WSH AON AIG=Bottom (Insurance)
CHEM(27): -0.73% Top=HUN ASH CYT GRA EMN DOW SIAL AXLL ….. FMC CHMT CF MOS AGU WPZ ALB MON=Bottom (Chemicals/Fertilizers)
REAL(82): -0.88% Top=LXP RHP PEI LHO WRI DRH UDR PCL ….. IVR WAC CLNY ARR MTGE NRF PMT CYS=Bottom (Real Estate)
FINA(73): -1.06% Top=MS JNS LPLA AXP WU FRC BAC PHH ….. RF APO OAK KKR BX ICE BEN WETF=Bottom (Banks/Financials)
ELEC(53): -1.21% Top=SWKS INTC TER ONNN CRUS IPGP RFMD KLAC ….. LSI SPRD WFR SPWR JASO SCTY TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -1.55% Top=WNR PBF TSO DK VLO MDU OIS EXXI ….. SPN GPOR CRK CLR EVEP NFX NTI IOC=Bottom (Energy)
META(29): -2.48% Top=AA AEM STLD ABX ACI SLCA KGC ANR ….. CENX AUY SLW MCP RGLD SWC PAAS IAG=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 2:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 2:47 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

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

COMPARED TO YESTERDAY’S RANGE
9.8% of stocks are above yesterday’s high.
33.3% are above yesterday’s midpoint. (66.7% are below.)
32.8% are below yesterday’s low.
57.5% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND
42.7% of stocks are above today’s open. (56.2% are below).
26.0% of stocks are above today’s open and yesterday’s close.
55.6% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.9% of stocks are in the top 10% of today’s range.
4.0% are in the top 20%.
25.6% are in the top half. 74.4% of stocks are in the bottom half of today’s range.
44.7% are in the bottom 20%.
30.2% are in the bottom 10%.

GAIN
28.0% of stocks are above yesterday’s close. (72.0% are below.)
0.6% are up 4.5% or more. 1.2% are down 4.5% or more.
0.8% are up 3.5% or more. 2.0% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:6.9%…>=80:13.6%…>=50:36.4%…<=20:33.1%…<=10:20.1%…<=5:12.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:51.0%…<=20:3.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.8% above previous 1 highs, 32.8% below previous 1 lows
8.5% above previous 2 highs, 19.5% below previous 2 lows
5.4% above previous 3 highs, 18.7% below previous 3 lows
5.3% above previous 4 highs, 14.0% below previous 4 lows
4.8% above previous 5 highs, 11.6% below previous 5 lows
3.5% above previous 6 highs, 11.5% below previous 6 lows
3.2% above previous 7 highs, 11.3% below previous 7 lows
3.1% above previous 8 highs, 11.0% below previous 8 lows
2.9% above previous 9 highs, 10.6% below previous 9 lows
2.6% above previous 10 highs, 10.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.0% are above or equal to 5/30 close (1 days ago), 72.0% are below.
49.8% are above or equal to 5/29 close (2 days ago), 50.2% are below.
37.6% are above or equal to 5/28 close (3 days ago), 62.4% are below.
50.1% are above or equal to 5/24 close (4 days ago), 49.9% are below.
44.5% are above or equal to 5/23 close (5 days ago), 55.5% are below.
43.4% are above or equal to 5/22 close (6 days ago), 56.6% are below.
28.8% are above or equal to 5/21 close (7 days ago), 71.2% are below.
29.4% are above or equal to 5/20 close (8 days ago), 70.6% are below.
33.3% are above or equal to 5/17 close (9 days ago), 66.7% are below.
44.5% are above or equal to 5/16 close (10 days ago), 55.5% are below.
40.1% are above or equal to 5/15 close (11 days ago), 59.9% are below.
43.2% are above or equal to 5/14 close (12 days ago), 56.8% are below.
51.7% are above or equal to 5/13 close (13 days ago), 48.3% are below.
49.1% are above or equal to 5/10 close (14 days ago), 50.9% are below.
54.1% are above or equal to 5/9 close (15 days ago), 45.9% are below.
50.9% are above or equal to 5/8 close (16 days ago), 49.1% are below.
56.2% are above or equal to 5/7 close (17 days ago), 43.8% are below.
59.8% are above or equal to 5/6 close (18 days ago), 40.2% are below.
63.6% are above or equal to 5/3 close (19 days ago), 36.4% are below.
70.4% are above or equal to 5/2 close (20 days ago), 29.6% are below.
73.3% are above or equal to 5/1 close (21 days ago), 26.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 9.2% new lows
21d: 9.5% new highs, 8.9% new lows
42d: 8.6% new highs, 4.1% new lows
63d: 8.3% new highs, 2.4% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 26.6% above, 73.4% below
3-day: 40.1% above, 59.9% below
4-day: 38.1% above, 61.9% below
5-day: 42.4% above, 57.6% below
8-day: 39.1% above, 60.9% below
10-day: 35.7% above, 64.3% below
20-day: 47.4% above, 52.6% below
50-day: 67.6% above, 32.4% below
200-day: 81.4% above, 18.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.76% Top=KKD PNK BLMN MPEL EXPE EAT MCD HOT ….. LVS PENN WYN MGM WYNN DPZ BYD RCL=Bottom (Leisure)
RETA(67): 0.09% Top=GES DANG CSTR ASNA EXPR ANN CHS GPS ….. WAG EBAY WFM BIG TFM MELI KORS CPRT=Bottom (Retail & Specialty Retail)
MANU(40): -0.10% Top=MRC CMI TEX GNRC RBC CRS PH KMT ….. ATI MHK ETN JOY DRC DDD PPO PLL=Bottom (Manufacturing)
DISV(45): -0.13% Top=AL RRD MYGN MAN CAR KBR HTZ ATHN ….. HPY FLT LOPE GPN APOL CXW ADS WTW=Bottom (Diversified Services)
COSW(74): -0.18% Top=SPLK GRPN RHT AOL SOHU AWAY CSC TRLA ….. CVLT SYMC RAX TRI VCLK NUAN FIRE GWRE=Bottom (Computer Software/Internet)
HEAL(45): -0.24% Top=HMA CYH DXCM VOLC EW HCA BSX CFN ….. HLS WLP IRWD HNT BKD WCG HUM RMD=Bottom (Health)
COHW(43): -0.31% Top=INFN NIHD PLCM LXK TMUS FIO CIEN VRSN ….. SYNA LVLT BCE TDC ADTN HPQ SSYS PANW=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.35% Top=ALK GWR LSTR EXPD FDX DAL CSX UPS ….. JBHT GLNG SWFT TDW CHRW AIRM CP CNW=Bottom (Transportation)
CONS(54): -0.35% Top=FL BC SKX CRI FOSL COH FNP AVP ….. CROX PAY EL CL DECK KMB PG GT=Bottom (Consumer)
MATE(29): -0.48% Top=MDR FAST MTZ FWLT HOV RYN FLR WM ….. DHI BZH KBH EXP PHM LEN USG MTH=Bottom (Materials & Construction)
INSU(39): -0.49% Top=MET CNO PRE AHL ACE WRB AXS CB ….. ORI HIG AGO AJG RDN WSH AON AIG=Bottom (Insurance)
CHEM(27): -0.59% Top=HUN ASH CYT EMN GRA DOW AXLL SIAL ….. FMC CHMT CF MOS AGU WPZ ALB MON=Bottom (Chemicals/Fertilizers)
REAL(82): -0.76% Top=LXP PEI RHP LHO DRH WRI UDR PCL ….. IVR ARR CBL CLNY MTGE NRF PMT CYS=Bottom (Real Estate)
FINA(73): -0.88% Top=MS JNS AXP LPLA PHH FRC WU SCHW ….. PSEC RF KKR OAK ICE BX BEN WETF=Bottom (Banks/Financials)
ELEC(53): -1.04% Top=SWKS RFMD INTC TER ONNN CRUS IPGP TQNT ….. LSI SPRD WFR SPWR SCTY JASO TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -1.25% Top=WNR PBF TSO DK MDU VLO EXXI MMP ….. SPN PXD GPOR EVEP CLR NFX NTI IOC=Bottom (Energy)
META(29): -2.08% Top=AA ACI AEM STLD ABX ANR SLCA NEM ….. EGO SCCO RGLD SLW AUY SWC PAAS IAG=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 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:32 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

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

COMPARED TO YESTERDAY’S RANGE
14.0% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
25.9% are below yesterday’s low.
60.2% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
49.5% of stocks with today’s low < yesterday’s low. (50.5% greater than).

EVIDENCE OF INTRADAY TREND
52.1% of stocks are above today’s open. (46.1% are below).
34.2% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.9% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
37.4% are in the top half. 62.6% of stocks are in the bottom half of today’s range.
32.8% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN
36.0% of stocks are above yesterday’s close. (64.0% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.4% are up 3.5% or more. 1.6% are down 3.5% or more.
62.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.2%…>=90:9.2%…>=80:16.3%…>=50:43.8%…<=20:28.8%…<=10:18.3%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:53.1%…<=20:2.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.0% above previous 1 highs, 25.9% below previous 1 lows
12.0% above previous 2 highs, 16.0% below previous 2 lows
8.0% above previous 3 highs, 15.5% below previous 3 lows
8.0% above previous 4 highs, 11.4% below previous 4 lows
7.5% above previous 5 highs, 10.1% below previous 5 lows
5.5% above previous 6 highs, 10.0% below previous 6 lows
4.9% above previous 7 highs, 9.8% below previous 7 lows
4.7% above previous 8 highs, 9.4% below previous 8 lows
4.6% above previous 9 highs, 8.9% below previous 9 lows
4.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.0% are above or equal to 5/30 close (1 days ago), 64.0% are below.
54.4% are above or equal to 5/29 close (2 days ago), 45.6% are below.
41.4% are above or equal to 5/28 close (3 days ago), 58.6% are below.
52.5% are above or equal to 5/24 close (4 days ago), 47.5% are below.
49.6% are above or equal to 5/23 close (5 days ago), 50.4% are below.
46.9% are above or equal to 5/22 close (6 days ago), 53.1% are below.
30.3% are above or equal to 5/21 close (7 days ago), 69.7% are below.
30.8% are above or equal to 5/20 close (8 days ago), 69.2% are below.
35.4% are above or equal to 5/17 close (9 days ago), 64.6% are below.
46.3% are above or equal to 5/16 close (10 days ago), 53.7% are below.
41.7% are above or equal to 5/15 close (11 days ago), 58.3% are below.
45.7% are above or equal to 5/14 close (12 days ago), 54.3% are below.
53.3% are above or equal to 5/13 close (13 days ago), 46.7% are below.
51.2% are above or equal to 5/10 close (14 days ago), 48.8% are below.
55.5% are above or equal to 5/9 close (15 days ago), 44.5% are below.
52.3% are above or equal to 5/8 close (16 days ago), 47.7% are below.
57.1% are above or equal to 5/7 close (17 days ago), 42.9% are below.
61.1% are above or equal to 5/6 close (18 days ago), 38.9% are below.
64.9% are above or equal to 5/3 close (19 days ago), 35.1% are below.
71.4% are above or equal to 5/2 close (20 days ago), 28.6% are below.
75.0% are above or equal to 5/1 close (21 days ago), 25.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 9.2% new lows
21d: 9.5% new highs, 8.8% new lows
42d: 8.6% new highs, 4.1% new lows
63d: 8.3% new highs, 2.4% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 47.0% above, 53.0% below
4-day: 42.9% above, 57.1% below
5-day: 47.1% above, 52.9% below
8-day: 43.4% above, 56.6% below
10-day: 38.9% above, 61.1% below
20-day: 49.0% above, 51.0% below
50-day: 68.3% above, 31.7% below
200-day: 81.6% above, 18.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.95% Top=KKD PNK BLMN MPEL EAT EXPE MCD CAKE ….. CCL PENN MGM LVS DPZ WYNN WYN RCL=Bottom (Leisure)
RETA(67): 0.25% Top=GES DANG CSTR ASNA EXPR ANN CHS GPS ….. KR EBAY WFM BIG TFM MELI KORS CPRT=Bottom (Retail & Specialty Retail)
MANU(40): 0.15% Top=TEX MRC CMI GNRC RBC CRS MTW ROK ….. MHK ATI ETN JOY DRC DDD PPO PLL=Bottom (Manufacturing)
DISV(45): 0.09% Top=AL RRD CAR MYGN KBR MAN HTZ ATHN ….. HPY MCO LOPE WTW CXW GPN APOL ADS=Bottom (Diversified Services)
COSW(74): 0.06% Top=SPLK RHT SOHU AOL GRPN TRLA AWAY CSC ….. INFA RAX TRI SYMC VCLK FIRE NUAN GWRE=Bottom (Computer Software/Internet)
MATE(29): 0.00% Top=MDR MTZ FAST FWLT HOV FLR BECN RYN ….. BZH KBH RSG EXP USG LEN PHM MTH=Bottom (Materials & Construction)
HEAL(45): -0.04% Top=HMA CYH DXCM VOLC EW HCA HOLX CFN ….. HLS UNH BKD HNT WLP WCG HUM RMD=Bottom (Health)
CONS(54): -0.09% Top=FL SKX BC SCSS CRI RKT AVP FOSL ….. CTB CROX DECK EL CL KMB PG GT=Bottom (Consumer)
COHW(43): -0.10% Top=INFN NIHD PLCM LXK TMUS CIEN FIO TWTC ….. BCE ARUN LVLT TDC HPQ ADTN SSYS PANW=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.21% Top=ALK GWR LSTR DAL EXPD FDX CSX JBLU ….. ODFL NSC JBHT TDW CP AIRM CHRW CNW=Bottom (Transportation)
INSU(39): -0.31% Top=MET PRE AHL CNO MTG ACE WRB AXS ….. ORI HIG RDN AGO AJG WSH AON AIG=Bottom (Insurance)
CHEM(27): -0.37% Top=HUN ASH CYT AXLL EMN DOW GRA SIAL ….. CHMT FMC CF MOS AGU WPZ ALB MON=Bottom (Chemicals/Fertilizers)
REAL(82): -0.57% Top=PEI RHP LXP LHO DRH WRI PCL UDR ….. IVR NLY CLNY CBL MTGE NRF CYS PMT=Bottom (Real Estate)
FINA(73): -0.74% Top=MS JNS AXP PHH LPLA SCHW WU BAC ….. RF PSEC KKR APO BX WETF BEN ICE=Bottom (Banks/Financials)
ELEC(53): -0.81% Top=SWKS INTC RFMD TER ONNN CRUS TQNT INVN ….. FSL SPRD WFR SPWR JASO SCTY TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -0.93% Top=WNR EXXI PBF DK TSO MDU VLO MMP ….. SPN GPOR PXD CLR EVEP NFX NTI IOC=Bottom (Energy)
META(29): -1.76% Top=AA AEM STLD ABX SLCA CCJ ACI ANR ….. EGO SLW RGLD SCCO AUY SWC IAG PAAS=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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:05 pm

Market Stats at 2:05 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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
16.9% of stocks are above yesterday’s high.
47.9% are above yesterday’s midpoint. (52.1% are below.)
20.9% are below yesterday’s low.
62.2% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
48.2% of stocks with today’s low < yesterday’s low. (51.8% greater than).

EVIDENCE OF INTRADAY TREND
59.3% of stocks are above today’s open. (38.9% are below).
42.4% of stocks are above today’s open and yesterday’s close.
38.4% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.3% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
48.3% are in the top half. 51.7% of stocks are in the bottom half of today’s range.
22.0% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN
43.9% of stocks are above yesterday’s close. (56.1% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.6% are up 3.5% or more. 1.3% are down 3.5% or more.
64.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.6%…>=90:10.8%…>=80:19.7%…>=50:49.6%…<=20:25.7%…<=10:16.6%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:56.9%…<=20:2.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:62.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.9% above previous 1 highs, 20.9% below previous 1 lows
14.2% above previous 2 highs, 13.5% below previous 2 lows
9.6% above previous 3 highs, 12.9% below previous 3 lows
9.6% above previous 4 highs, 9.9% below previous 4 lows
9.2% above previous 5 highs, 8.8% below previous 5 lows
6.3% above previous 6 highs, 8.8% below previous 6 lows
5.9% above previous 7 highs, 8.6% below previous 7 lows
5.4% above previous 8 highs, 8.2% below previous 8 lows
5.3% above previous 9 highs, 8.0% below previous 9 lows
4.8% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.9% are above or equal to 5/30 close (1 days ago), 56.1% are below.
60.2% are above or equal to 5/29 close (2 days ago), 39.8% are below.
43.7% are above or equal to 5/28 close (3 days ago), 56.3% are below.
55.7% are above or equal to 5/24 close (4 days ago), 44.3% are below.
52.9% are above or equal to 5/23 close (5 days ago), 47.1% are below.
49.6% are above or equal to 5/22 close (6 days ago), 50.4% are below.
32.4% are above or equal to 5/21 close (7 days ago), 67.6% are below.
34.1% are above or equal to 5/20 close (8 days ago), 65.9% are below.
37.5% are above or equal to 5/17 close (9 days ago), 62.5% are below.
47.8% are above or equal to 5/16 close (10 days ago), 52.2% are below.
43.0% are above or equal to 5/15 close (11 days ago), 57.0% are below.
47.0% are above or equal to 5/14 close (12 days ago), 53.0% are below.
54.6% are above or equal to 5/13 close (13 days ago), 45.4% are below.
53.0% are above or equal to 5/10 close (14 days ago), 47.0% are below.
56.3% are above or equal to 5/9 close (15 days ago), 43.7% are below.
54.2% are above or equal to 5/8 close (16 days ago), 45.8% are below.
58.4% are above or equal to 5/7 close (17 days ago), 41.6% are below.
62.6% are above or equal to 5/6 close (18 days ago), 37.4% are below.
65.3% are above or equal to 5/3 close (19 days ago), 34.7% are below.
71.7% are above or equal to 5/2 close (20 days ago), 28.3% are below.
75.8% are above or equal to 5/1 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.5% new highs, 9.2% new lows
21d: 9.5% new highs, 8.8% new lows
42d: 8.6% new highs, 4.1% new lows
63d: 8.3% new highs, 2.4% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 42.8% above, 57.2% below
3-day: 54.2% above, 45.8% below
4-day: 48.5% above, 51.5% below
5-day: 52.1% above, 47.9% below
8-day: 47.4% above, 52.6% below
10-day: 42.4% above, 57.6% below
20-day: 51.0% above, 49.0% below
50-day: 69.3% above, 30.7% below
200-day: 81.8% above, 18.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 1.17% Top=KKD PNK BLMN MPEL BYD EAT EXPE MCD ….. WYNN LVS PENN MGM DPZ DNKN WYN RCL=Bottom (Leisure)
RETA(67): 0.54% Top=GES DANG CSTR ASNA EXPR ANN GPS CHS ….. WAG EBAY WFM BIG KORS TFM MELI CPRT=Bottom (Retail & Specialty Retail)
MANU(40): 0.36% Top=TEX MRC CMI GNRC CFX RBC AOS MTW ….. MHK SWK ETN JOY PPO DRC DDD PLL=Bottom (Manufacturing)
DISV(45): 0.33% Top=AL MYGN CAR RRD KBR HTZ MAN Z ….. MCO FLT WTW ADS HPY APOL GPN CXW=Bottom (Diversified Services)
MATE(29): 0.23% Top=MTZ FAST MDR HOV BECN FWLT MAS FLR ….. CLH BZH CVA RSG EXP LEN PHM MTH=Bottom (Materials & Construction)
CONS(54): 0.20% Top=SKX FL LF BC SCSS CRI FNP FOSL ….. PAY CHD DECK EL CL KMB PG GT=Bottom (Consumer)
COSW(74): 0.19% Top=SPLK SOHU RHT AWAY AOL GRPN TRLA TTWO ….. RAX YNDX VCLK TRI SYMC NUAN FIRE GWRE=Bottom (Computer Software/Internet)
HEAL(45): 0.19% Top=CYH HMA DXCM EW VOLC HCA HOLX BSX ….. BKD HLS HNT WLP IRWD WCG RMD HUM=Bottom (Health)
TRAN(26): 0.10% Top=ALK GWR DAL CSX LSTR EXPD FDX UAL ….. NSC JBHT GLNG CP TDW AIRM CNW CHRW=Bottom (Transportation)
COHW(43): 0.04% Top=INFN NIHD PLCM LXK TWTC TMUS RKUS CIEN ….. BCE HPQ ADTN ARUN TDC LVLT SSYS PANW=Bottom (Computer Hardware/Telecom)
INSU(39): -0.09% Top=MET CNO PRE AHL ACE CLGX WRB MTG ….. ACGL RDN ORI HIG AJG WSH AON AIG=Bottom (Insurance)
CHEM(27): -0.19% Top=HUN ASH AXLL CYT EMN GRA DOW DD ….. IPI CHMT CF MOS WPZ AGU ALB MON=Bottom (Chemicals/Fertilizers)
FINA(73): -0.51% Top=MS JNS AXP SCHW PHH LPLA WU FRC ….. IVZ ICE ACAS APO KKR WETF BEN BX=Bottom (Banks/Financials)
REAL(82): -0.58% Top=PEI RHP LHO DRH WRI LXP PCL UDR ….. IVR WAC NLY SBY MTGE PMT NRF CYS=Bottom (Real Estate)
ELEC(53): -0.65% Top=SWKS ONNN RFMD INTC TER IPGP TQNT CRUS ….. FSL SPRD SPWR WFR JASO TSL SCTY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -0.78% Top=WNR EXXI DK VLO MDU TSO PBF PSX ….. RIG SPN GPOR EVEP CLR NFX NTI IOC=Bottom (Energy)
META(29): -1.65% Top=AA SLCA STLD AEM ABX ACI NUE CNX ….. EGO SCCO RGLD SLW AUY SWC IAG PAAS=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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:26 pm

Market Stats at 1:26 pm ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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
20.7% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
18.2% are below yesterday’s low.
61.1% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
47.7% of stocks with today’s low < yesterday’s low. (52.3% greater than).

EVIDENCE OF INTRADAY TREND
66.4% of stocks are above today’s open. (32.3% are below).
47.9% of stocks are above today’s open and yesterday’s close.
32.0% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
59.9% are in the top half. 40.1% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.7% are up 4.5% or more. 0.6% are down 4.5% or more.
2.0% are up 3.5% or more. 1.2% are down 3.5% or more.
64.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.2%…>=90:12.3%…>=80:24.1%…>=50:53.9%…<=20:23.0%…<=10:14.3%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:58.3%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:63.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.7% above previous 1 highs, 18.2% below previous 1 lows
17.5% above previous 2 highs, 11.4% below previous 2 lows
11.3% above previous 3 highs, 10.9% below previous 3 lows
11.3% above previous 4 highs, 8.7% below previous 4 lows
10.6% above previous 5 highs, 7.5% below previous 5 lows
7.1% above previous 6 highs, 7.5% below previous 6 lows
6.8% above previous 7 highs, 7.4% below previous 7 lows
6.2% above previous 8 highs, 7.2% below previous 8 lows
6.0% above previous 9 highs, 6.8% below previous 9 lows
5.5% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.3% are above or equal to 5/30 close (1 days ago), 49.7% are below.
63.3% are above or equal to 5/29 close (2 days ago), 36.7% are below.
46.4% are above or equal to 5/28 close (3 days ago), 53.6% are below.
57.6% are above or equal to 5/24 close (4 days ago), 42.4% are below.
54.4% are above or equal to 5/23 close (5 days ago), 45.6% are below.
51.6% are above or equal to 5/22 close (6 days ago), 48.4% are below.
33.6% are above or equal to 5/21 close (7 days ago), 66.4% are below.
34.7% are above or equal to 5/20 close (8 days ago), 65.3% are below.
39.0% are above or equal to 5/17 close (9 days ago), 61.0% are below.
49.4% are above or equal to 5/16 close (10 days ago), 50.6% are below.
44.4% are above or equal to 5/15 close (11 days ago), 55.6% are below.
48.1% are above or equal to 5/14 close (12 days ago), 51.9% are below.
55.0% are above or equal to 5/13 close (13 days ago), 45.0% are below.
54.2% are above or equal to 5/10 close (14 days ago), 45.8% are below.
56.8% are above or equal to 5/9 close (15 days ago), 43.2% are below.
55.0% are above or equal to 5/8 close (16 days ago), 45.0% are below.
59.2% are above or equal to 5/7 close (17 days ago), 40.8% are below.
63.2% are above or equal to 5/6 close (18 days ago), 36.8% are below.
65.7% are above or equal to 5/3 close (19 days ago), 34.3% are below.
72.7% are above or equal to 5/2 close (20 days ago), 27.3% are below.
75.6% are above or equal to 5/1 close (21 days ago), 24.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 8.9% new lows
21d: 9.3% new highs, 8.6% new lows
42d: 8.3% new highs, 4.1% new lows
63d: 8.1% new highs, 2.4% new lows
126d: 7.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.4% above, 51.6% below
3-day: 59.5% above, 40.5% below
4-day: 52.4% above, 47.6% below
5-day: 54.9% above, 45.1% below
8-day: 48.4% above, 51.6% below
10-day: 44.8% above, 55.2% below
20-day: 52.6% above, 47.4% below
50-day: 69.6% above, 30.4% below
200-day: 82.1% above, 17.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 1.17% Top=KKD PNK MPEL BLMN BYD EAT EXPE DRI ….. WYNN LVS PENN DPZ DNKN WYN CCL RCL=Bottom (Leisure)
RETA(67): 0.70% Top=GES DANG ASNA CSTR EXPR CHS ANN GPS ….. KR EBAY KORS MELI WFM BIG TFM CPRT=Bottom (Retail & Specialty Retail)
MANU(40): 0.59% Top=TEX MRC CMI GNRC CFX RBC MTW KMT ….. SWK ATI ETN JOY DRC DDD PPO PLL=Bottom (Manufacturing)
MATE(29): 0.50% Top=MTZ FAST HOV MDR MAS BECN MDC BZH ….. WCN EXP CLH LEN CVA PHM RSG MTH=Bottom (Materials & Construction)
DISV(45): 0.40% Top=AL MYGN CAR RRD Z KBR HTZ MAN ….. MCO FLT ADS GPN LOPE CXW HPY APOL=Bottom (Diversified Services)
CONS(54): 0.37% Top=FNP BC SKX FL SCSS LF CRI RKT ….. MWV ENR CHD EL CL KMB PG GT=Bottom (Consumer)
TRAN(26): 0.36% Top=ALK GWR DAL CSX LSTR EXPD FDX UAL ….. JBHT CP SWFT CNW TDW GLNG AIRM CHRW=Bottom (Transportation)
COSW(74): 0.25% Top=SPLK AWAY SOHU RHT GRPN AOL TRLA SWI ….. YNDX IACI SYMC TRI VCLK NUAN FIRE GWRE=Bottom (Computer Software/Internet)
HEAL(45): 0.23% Top=CYH HMA DXCM EW BSX VOLC HCA MR ….. UNH AET WLP WCG ESRX HNT RMD HUM=Bottom (Health)
COHW(43): 0.18% Top=INFN NIHD LXK PLCM CIEN TWTC TMUS FIO ….. TDC HPQ ADTN LVLT BCE ARUN SSYS PANW=Bottom (Computer Hardware/Telecom)
INSU(39): 0.07% Top=MET CNO MTG PRE CLGX AHL UNM ACE ….. AGO ACGL ORI HIG WSH AJG AON AIG=Bottom (Insurance)
CHEM(27): -0.17% Top=HUN ASH AXLL EMN CYT DOW DD GRA ….. PPG FMC WPZ CF MOS AGU ALB MON=Bottom (Chemicals/Fertilizers)
FINA(73): -0.27% Top=MS SCHW JNS AXP FRC STT HBHC BAC ….. PSEC BNS NYCB BEN APO KKR BX WETF=Bottom (Banks/Financials)
REAL(82): -0.34% Top=PEI PCL RHP LXP UDR WRI LHO CWH ….. CLNY CBL AEC SBY PMT WAC NRF CYS=Bottom (Real Estate)
ELEC(53): -0.55% Top=SWKS INTC RFMD TER ONNN CRUS FSLR JBL ….. FSL WFR JASO SPWR SPRD SCTY TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -0.64% Top=WNR EXXI MDU DK MMP VLO PSX TSO ….. CIE NBR EVEP GPOR CLR IOC NTI NFX=Bottom (Energy)
META(29): -1.72% Top=SLCA AA STLD AEM NUE ABX ACI MCP ….. SCCO SLW EGO RGLD AUY SWC IAG PAAS=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 1:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:58 am

Market Stats at 11:58 am ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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
22.8% of stocks are above yesterday’s high.
58.8% are above yesterday’s midpoint. (41.2% are below.)
14.1% are below yesterday’s low.
63.1% are inside yesterday’s range.
37.6% of stocks with today’s high > yesterday’s high. (62.4% less than).
45.6% of stocks with today’s low < yesterday’s low. (54.4% greater than).

EVIDENCE OF INTRADAY TREND
70.3% of stocks are above today’s open. (28.8% are below).
53.7% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.9% of stocks are in the top 10% of today’s range.
34.5% are in the top 20%.
67.8% are in the top half. 32.2% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
55.7% of stocks are above yesterday’s close. (44.3% are below.)
0.8% are up 4.5% or more. 0.1% are down 4.5% or more.
1.2% are up 3.5% or more. 0.2% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.1%…>=90:16.1%…>=80:28.3%…>=50:59.0%…<=20:21.5%…<=10:14.5%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:59.9%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:64.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.8% above previous 1 highs, 14.1% below previous 1 lows
19.9% above previous 2 highs, 9.3% below previous 2 lows
12.8% above previous 3 highs, 9.2% below previous 3 lows
12.8% above previous 4 highs, 7.1% below previous 4 lows
12.1% above previous 5 highs, 6.0% below previous 5 lows
8.5% above previous 6 highs, 6.0% below previous 6 lows
7.8% above previous 7 highs, 5.9% below previous 7 lows
7.3% above previous 8 highs, 5.5% below previous 8 lows
7.2% above previous 9 highs, 5.1% below previous 9 lows
6.9% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
55.7% are above or equal to 5/30 close (1 days ago), 44.3% are below.
66.6% are above or equal to 5/29 close (2 days ago), 33.4% are below.
49.7% are above or equal to 5/28 close (3 days ago), 50.3% are below.
60.2% are above or equal to 5/24 close (4 days ago), 39.8% are below.
56.1% are above or equal to 5/23 close (5 days ago), 43.9% are below.
53.5% are above or equal to 5/22 close (6 days ago), 46.5% are below.
35.0% are above or equal to 5/21 close (7 days ago), 65.0% are below.
36.4% are above or equal to 5/20 close (8 days ago), 63.6% are below.
40.2% are above or equal to 5/17 close (9 days ago), 59.8% are below.
50.9% are above or equal to 5/16 close (10 days ago), 49.1% are below.
45.7% are above or equal to 5/15 close (11 days ago), 54.3% are below.
49.2% are above or equal to 5/14 close (12 days ago), 50.8% are below.
56.1% are above or equal to 5/13 close (13 days ago), 43.9% are below.
53.7% are above or equal to 5/10 close (14 days ago), 46.3% are below.
59.2% are above or equal to 5/9 close (15 days ago), 40.8% are below.
56.8% are above or equal to 5/8 close (16 days ago), 43.2% are below.
59.9% are above or equal to 5/7 close (17 days ago), 40.1% are below.
63.6% are above or equal to 5/6 close (18 days ago), 36.4% are below.
67.1% are above or equal to 5/3 close (19 days ago), 32.9% are below.
72.4% are above or equal to 5/2 close (20 days ago), 27.6% are below.
76.0% are above or equal to 5/1 close (21 days ago), 24.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.9% new highs, 8.2% new lows
21d: 8.9% new highs, 7.8% new lows
42d: 8.1% new highs, 3.9% new lows
63d: 7.9% new highs, 2.1% new lows
126d: 6.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 54.1% above, 45.9% below
3-day: 62.6% above, 37.4% below
4-day: 56.9% above, 43.1% below
5-day: 59.1% above, 40.9% below
8-day: 52.3% above, 47.7% below
10-day: 47.2% above, 52.8% below
20-day: 55.9% above, 44.1% below
50-day: 70.5% above, 29.5% below
200-day: 82.6% above, 17.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 0.98% Top=KKD PNK BYD MPEL BLMN EAT SBUX MGM ….. H DNKN PENN WEN DPZ WYN CCL RCL=Bottom (Leisure)
RETA(67): 0.85% Top=GES DANG CHS EXPR ANN ASNA GPS NFLX ….. KORS SSI MELI WFM EBAY TFM BIG CPRT=Bottom (Retail & Specialty Retail)
MANU(40): 0.75% Top=TEX MRC CMI MTW RBC ROK PH DOV ….. DHR DDD MHK JOY ETN DRC PPO PLL=Bottom (Manufacturing)
MATE(29): 0.62% Top=FAST MDR SPF MTZ FWLT HOV MAS BZH ….. MLM OC MTH LEN CLH RSG CVA PHM=Bottom (Materials & Construction)
HEAL(45): 0.46% Top=HMA CYH DXCM VOLC EW THC HCA CFN ….. ESRX STJ WLP PODD AET IRWD RMD HUM=Bottom (Health)
DISV(45): 0.44% Top=AL KBR CAR ACM RRD WOOF HRB RCII ….. GEO ADS LOPE GPN ULTA HPY CXW APOL=Bottom (Diversified Services)
CONS(54): 0.36% Top=FL CRI OI TPX RKT SCSS WHR SKX ….. NUS CTB EL CHD GT CL KMB PG=Bottom (Consumer)
TRAN(26): 0.35% Top=ALK DAL GWR CSX FDX KSU LSTR UNP ….. UAL JBLU CNW CP TDW AIRM GLNG CHRW=Bottom (Transportation)
COHW(43): 0.34% Top=INFN LXK RKUS PLCM CIEN NIHD JDSU TWTC ….. ADTN JNPR T SSYS LVLT ARUN BCE PANW=Bottom (Computer Hardware/Telecom)
COSW(74): 0.31% Top=AWAY RHT SOHU SPLK SWI CSC VMW GRPN ….. IACI TRI RAX SYMC VCLK NUAN GWRE FIRE=Bottom (Computer Software/Internet)
INSU(39): 0.23% Top=MET CNO UNM PRE AXS AHL CLGX ACE ….. ACGL HIG ORI WSH RDN AON AJG AIG=Bottom (Insurance)
CHEM(27): 0.14% Top=HUN EMN AXLL ASH DD CYT DOW RPM ….. POT CHMT CF WPZ MOS AGU ALB MON=Bottom (Chemicals/Fertilizers)
FINA(73): -0.09% Top=JNS MS HBHC AXP SCHW STT BK BAC ….. CME LAZ NYCB BEN APO COF BX WETF=Bottom (Banks/Financials)
ELEC(53): -0.09% Top=SWKS RFMD INTC FSLR TER CRUS ONNN JBL ….. FSL WFR SPRD SCTY SPWR JASO TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(82): -0.35% Top=UDR RHP PEI PCL OHI WRI LXP NCT ….. AEC HCN CYS CBL CLNY RWT WAC NRF=Bottom (Real Estate)
ENER(99): -0.48% Top=WNR MDU PBF DK VLO EXXI HFC BPL ….. RIG WPX SPN EVEP NTI IOC CLR NFX=Bottom (Energy)
META(29): -1.06% Top=SLCA AA AEM ABX STLD NUE CENX ACI ….. SLW EGO WLT RGLD SWC AUY IAG PAAS=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 11:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:08 am ET
by daytrend on 20130531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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
21.2% of stocks are above yesterday’s high.
59.8% are above yesterday’s midpoint. (40.2% are below.)
15.0% are below yesterday’s low.
63.8% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
45.4% of stocks with today’s low < yesterday’s low. (54.6% greater than).

EVIDENCE OF INTRADAY TREND
71.2% of stocks are above today’s open. (27.0% are below).
51.8% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
1.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (90.7% opened below yesterday’s close).
18.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
36.2% of stocks are in the top 10% of today’s range.
46.3% are in the top 20%.
69.7% are in the top half. 30.3% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
54.9% of stocks are above yesterday’s close. (45.1% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
0.8% are up 3.5% or more. 0.4% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.8%…>=90:13.9%…>=80:27.5%…>=50:59.5%…<=20:22.4%…<=10:14.2%…<=5:9.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.1%…>=50:59.8%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.2% above previous 1 highs, 15.0% below previous 1 lows
18.4% above previous 2 highs, 9.0% below previous 2 lows
11.5% above previous 3 highs, 8.7% below previous 3 lows
11.4% above previous 4 highs, 6.9% below previous 4 lows
10.7% above previous 5 highs, 6.2% below previous 5 lows
7.6% above previous 6 highs, 6.2% below previous 6 lows
7.2% above previous 7 highs, 6.2% below previous 7 lows
7.1% above previous 8 highs, 6.0% below previous 8 lows
6.8% above previous 9 highs, 5.8% below previous 9 lows
6.5% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.9% are above or equal to 5/30 close (1 days ago), 45.1% are below.
66.9% are above or equal to 5/29 close (2 days ago), 33.1% are below.
48.5% are above or equal to 5/28 close (3 days ago), 51.5% are below.
59.8% are above or equal to 5/24 close (4 days ago), 40.2% are below.
55.7% are above or equal to 5/23 close (5 days ago), 44.3% are below.
53.5% are above or equal to 5/22 close (6 days ago), 46.5% are below.
34.0% are above or equal to 5/21 close (7 days ago), 66.0% are below.
35.8% are above or equal to 5/20 close (8 days ago), 64.2% are below.
39.8% are above or equal to 5/17 close (9 days ago), 60.2% are below.
51.4% are above or equal to 5/16 close (10 days ago), 48.6% are below.
46.7% are above or equal to 5/15 close (11 days ago), 53.3% are below.
49.2% are above or equal to 5/14 close (12 days ago), 50.8% are below.
55.7% are above or equal to 5/13 close (13 days ago), 44.3% are below.
54.4% are above or equal to 5/10 close (14 days ago), 45.6% are below.
59.0% are above or equal to 5/9 close (15 days ago), 41.0% are below.
55.6% are above or equal to 5/8 close (16 days ago), 44.4% are below.
60.3% are above or equal to 5/7 close (17 days ago), 39.7% are below.
64.4% are above or equal to 5/6 close (18 days ago), 35.6% are below.
66.3% are above or equal to 5/3 close (19 days ago), 33.7% are below.
73.2% are above or equal to 5/2 close (20 days ago), 26.8% are below.
75.8% are above or equal to 5/1 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 8.1% new lows
21d: 7.2% new highs, 7.6% new lows
42d: 6.5% new highs, 3.6% new lows
63d: 6.1% new highs, 2.0% new lows
126d: 5.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.5% above, 47.5% below
3-day: 63.8% above, 36.2% below
4-day: 57.1% above, 42.9% below
5-day: 58.8% above, 41.2% below
8-day: 51.8% above, 48.2% below
10-day: 47.6% above, 52.4% below
20-day: 55.2% above, 44.8% below
50-day: 70.2% above, 29.8% below
200-day: 82.5% above, 17.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(26): 1.14% Top=KKD PNK BYD EAT MPEL SBUX CAKE MGM ….. EXPE WYNN PENN WYN LVS CCL DPZ RCL=Bottom (Leisure)
RETA(67): 0.91% Top=GES DANG GPS ANN CHS ASNA EXPR SHLD ….. SSI DG EBAY KORS WFM MELI TFM BIG=Bottom (Retail & Specialty Retail)
MANU(40): 0.61% Top=TEX RBC CMI MTW ATI PH ROK DOV ….. XYL MHK DDD DRC PPO JOY ETN PLL=Bottom (Manufacturing)
TRAN(26): 0.44% Top=ALK LSTR DAL CSX GWR SAVE UNP FDX ….. ODFL CNW JBHT AIRM TDW CP GLNG CHRW=Bottom (Transportation)
DISV(45): 0.43% Top=AL RRD HRB DV Z WOOF FLT CAR ….. V APOL GPN GEO WTW ULTA HPY CXW=Bottom (Diversified Services)
HEAL(45): 0.42% Top=HMA CYH THC VOLC CFN HCA HOLX BSX ….. IRWD ALR STJ WLP AET BKD RMD HUM=Bottom (Health)
CONS(54): 0.37% Top=BC RKT FOSL FL TPX SCSS WHR RL ….. ENR CROX EL CHD CL KMB PG GT=Bottom (Consumer)
MATE(29): 0.36% Top=FAST MDR MTZ HOV FWLT WCN FLR BECN ….. MLM CLH DHI OC LEN CVA MTH PHM=Bottom (Materials & Construction)
COHW(43): 0.31% Top=INFN LXK RKUS NIHD PLCM TWTC VZ TMUS ….. EMC FNSR SSYS SNDK ARUN LVLT BCE PANW=Bottom (Computer Hardware/Telecom)
COSW(74): 0.21% Top=AWAY SOHU RHT CSC GRPN SPLK SWI CNQR ….. TRI SYMC INFA SFLY VCLK GWRE NUAN FIRE=Bottom (Computer Software/Internet)
INSU(39): 0.08% Top=MET PRE CNO CLGX UNM AHL AXS PRU ….. WSH HIG ORI AON RDN ACGL AJG AIG=Bottom (Insurance)
ELEC(53): 0.06% Top=INVN SWKS RFMD FSLR TER ONNN TQNT INTC ….. FSL SCTY LLTC JASO WFR SPWR TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.05% Top=HUN AXLL DD EMN DOW GRA RPM CYT ….. IPI POT WPZ MOS AGU CF ALB MON=Bottom (Chemicals/Fertilizers)
FINA(73): -0.12% Top=MS PHH AXP BK HBHC WU BAC LPLA ….. ICE KKR OAK COF BEN APO LAZ WETF=Bottom (Banks/Financials)
REAL(82): -0.44% Top=UDR PEI WRI LXP NCT HR AMT KIM ….. HCN CLNY O RWT AEC CBL WAC NRF=Bottom (Real Estate)
ENER(99): -0.48% Top=PBF WNR VLO MDU TSO HFC PSX MMP ….. WPX RIG EVEP NTI RDC CLR NFX IOC=Bottom (Energy)
META(29): -1.29% Top=SLCA AA MCP CENX NUE STLD AEM ACI ….. WLT SLW RGLD EGO SWC AUY PAAS IAG=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 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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