daytrend

06/30/2013

Filed under: Market Stats — daytrend @ 9:25 am

Market Stats at End of Day
by daytrend on 20130628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 903.

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
18.7% of stocks are above yesterday’s high.
48.0% are above yesterday’s midpoint. (52.0% are below.)
25.5% are below yesterday’s low.
55.8% are inside yesterday’s range.
49.2% of stocks with today’s high > yesterday’s high. (50.8% less than).
52.3% of stocks with today’s low < yesterday’s low. (47.7% greater than).

EVIDENCE OF INTRADAY TREND
49.4% of stocks are above today’s open. (49.5% are below).
37.7% of stocks are above today’s open and yesterday’s close.
48.6% are below both.
2.3% of stocks opened above yesterday’s high.
12.4% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
15.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.8% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
46.7% are in the top half. 53.3% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
17.5% are in the bottom 10%.

GAIN
40.2% of stocks are above yesterday’s close. (59.8% are below.)
1.6% are up 4.5% or more. 0.3% are down 4.5% or more.
2.3% are up 3.5% or more. 0.4% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.3%…>=90:19.5%…>=80:34.2%…>=50:66.7%…<=20:7.3%…<=10:2.3%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:50.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.7% above previous 1 highs, 25.5% below previous 1 lows
16.9% above previous 2 highs, 11.0% below previous 2 lows
16.1% above previous 3 highs, 5.0% below previous 3 lows
15.7% above previous 4 highs, 1.9% below previous 4 lows
12.7% above previous 5 highs, 1.9% below previous 5 lows
10.0% above previous 6 highs, 1.9% below previous 6 lows
5.3% above previous 7 highs, 1.9% below previous 7 lows
4.9% above previous 8 highs, 1.9% below previous 8 lows
4.7% above previous 9 highs, 1.9% below previous 9 lows
4.7% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.2% are above or equal to 6/27 close (1 days ago), 59.8% are below.
71.4% are above or equal to 6/26 close (2 days ago), 28.6% are below.
79.6% are above or equal to 6/25 close (3 days ago), 20.4% are below.
89.3% are above or equal to 6/24 close (4 days ago), 10.7% are below.
74.0% are above or equal to 6/21 close (5 days ago), 26.0% are below.
71.2% are above or equal to 6/20 close (6 days ago), 28.8% are below.
37.0% are above or equal to 6/19 close (7 days ago), 63.0% are below.
22.8% are above or equal to 6/18 close (8 days ago), 77.2% are below.
30.3% are above or equal to 6/17 close (9 days ago), 69.7% are below.
40.8% are above or equal to 6/14 close (10 days ago), 59.2% are below.
36.5% are above or equal to 6/13 close (11 days ago), 63.5% are below.
55.8% are above or equal to 6/12 close (12 days ago), 44.2% are below.
44.2% are above or equal to 6/11 close (13 days ago), 55.8% are below.
33.3% are above or equal to 6/10 close (14 days ago), 66.7% are below.
34.2% are above or equal to 6/7 close (15 days ago), 65.8% are below.
42.9% are above or equal to 6/6 close (16 days ago), 57.1% are below.
52.4% are above or equal to 6/5 close (17 days ago), 47.6% are below.
43.1% are above or equal to 6/4 close (18 days ago), 56.9% are below.
37.3% are above or equal to 6/3 close (19 days ago), 62.7% are below.
39.1% are above or equal to 5/31 close (20 days ago), 60.9% are below.
30.9% are above or equal to 5/30 close (21 days ago), 69.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.4% new highs, 3.2% new lows
21d: 9.2% new highs, 3.1% new lows
42d: 5.9% new highs, 1.9% new lows
63d: 5.0% new highs, 1.1% new lows
126d: 4.7% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.4% above, 61.6% below
3-day: 59.4% above, 40.6% below
4-day: 71.5% above, 28.5% below
5-day: 80.7% above, 19.3% below
8-day: 71.3% above, 28.7% below
10-day: 59.8% above, 40.2% below
20-day: 46.1% above, 53.9% below
50-day: 44.6% above, 55.4% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 3.65% Top=MCP KGC GG AEM NEM AUY EGO SLW ….. CLF BTU CCJ AA CNX STLD NUE X=Bottom (Metals & Mining)
ELEC(52): 0.37% Top=INVN SCTY CRUS CREE RFMD LSI SPWR TSL ….. ADI VECO SPRD MRVL CAVM LRCX APH FSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): 0.10% Top=DECK FL CROX NKE UA GT IRBT GPK ….. TWI OI BLL RKT KS BC NUS PBI=Bottom (Consumer)
COHW(44): 0.04% Top=TDS AMX BCE RCI ARUN JNPR FNSR JDSU ….. ARRS VZ NIHD WIN TDC RKUS IBM PANW=Bottom (Computer Hardware/Telecom)
INSU(41): -0.05% Top=TWGP VR AFSI HCC PRU RGA RNR PGR ….. MET TMK MMC AON HIG UNM RDN MTG=Bottom (Insurance)
TRAN(28): -0.09% Top=SWFT JBLU SAVE JBHT CHRW EXPD CP SFL ….. GWR NSC LUV CSX ODFL KSU CNW AIRM=Bottom (Transportation)
RETA(71): -0.11% Top=FINL GME JOSB LQDT CHS HD ARO AAP ….. BBY CAB DKS GNC DANG TFM DG LL=Bottom (Retail & Specialty Retail)
COSW(86): -0.14% Top=WBMD EA NTES XXIA TRLA TTWO WWWW GRPN ….. FFIV INFA CSC CSOD ADSK QLIK SAPE CVLT=Bottom (Computer Software/Internet)
LEIS(27): -0.15% Top=DRI MGM EAT PENN EXPE CAKE MAR LVS ….. THI MCD DNKN SIX HOT DPZ BKW MPEL=Bottom (Leisure)
DISV(50): -0.20% Top=APOL SAI VRSK HPY ACTG EEFT SCI WOOF ….. VNTV HRB HMSY BLOX FLT CAR Z G=Bottom (Diversified Services)
ENER(100): -0.25% Top=PBF KOG HK PWE NGLS OAS GPOR SGY ….. EVEP WPX KEG RRC NBR DK UPL EXXI=Bottom (Energy)
REAL(91): -0.31% Top=RHP STWD MTGE AHT DLR WAC CLP CWH ….. DEI BDN SPG WPC OHI RLGY MPW TWO=Bottom (Real Estate)
HEAL(44): -0.50% Top=HOLX VAR THOR CNC ALGN HMA EW BSX ….. DVA DGX MR THC CYH IRWD ACHC RMD=Bottom (Health)
FINA(84): -0.52% Top=APO CG AMG SCHW BX WU KKR EVR ….. LAZ BK EV WETF MS BKU BLK OCN=Bottom (Banks/Financials)
MANU(43): -0.73% Top=GTI PPO XYL ETN AME PLL ROP PCP ….. WOR DE AGCO SPW TEX AOS ATI MRC=Bottom (Manufacturing)
CHEM(30): -1.12% Top=AGU WPZ PX MON MOS IPI OLN TROX ….. AXLL POL DD CYT FMC CF EMN CHMT=Bottom (Chemicals/Fertilizers)
MATE(28): -1.59% Top=WCN MTZ CVA WM RYN RSG KBH FLR ….. MDR MAS MTH USG FWLT EXP LEN OC=Bottom (Materials & Construction)

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

06/27/2013

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

Closing Stats
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
58.9% of stocks are above yesterday’s high.
81.5% are above yesterday’s midpoint. (18.5% are below.)
5.7% are below yesterday’s low.
35.4% are inside yesterday’s range.
80.7% of stocks with today’s high > yesterday’s high. (19.3% less than).
12.9% of stocks with today’s low < yesterday’s low. (87.1% greater than).

EVIDENCE OF INTRADAY TREND
67.8% of stocks are above today’s open. (31.3% are below).
67.4% of stocks are above today’s open and yesterday’s close.
14.9% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.1% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN
84.8% of stocks are above yesterday’s close. (15.2% are below.)
2.5% are up 4.5% or more. 0.1% are down 4.5% or more.
5.6% are up 3.5% or more. 0.5% are down 3.5% or more.
38.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.9%…>=90:28.0%…>=80:61.9%…>=50:86.7%…<=20:3.6%…<=10:1.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.9% above previous 1 highs, 5.7% below previous 1 lows
56.3% above previous 2 highs, 2.5% below previous 2 lows
54.9% above previous 3 highs, 1.4% below previous 3 lows
44.3% above previous 4 highs, 1.4% below previous 4 lows
33.1% above previous 5 highs, 1.3% below previous 5 lows
12.2% above previous 6 highs, 1.3% below previous 6 lows
11.2% above previous 7 highs, 1.3% below previous 7 lows
10.8% above previous 8 highs, 1.3% below previous 8 lows
10.7% above previous 9 highs, 1.3% below previous 9 lows
10.7% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.8% are above or equal to 6/26 close (1 days ago), 15.2% are below.
86.3% are above or equal to 6/25 close (2 days ago), 13.7% are below.
91.6% are above or equal to 6/24 close (3 days ago), 8.4% are below.
78.5% are above or equal to 6/21 close (4 days ago), 21.5% are below.
73.5% are above or equal to 6/20 close (5 days ago), 26.5% are below.
37.8% are above or equal to 6/19 close (6 days ago), 62.2% are below.
22.5% are above or equal to 6/18 close (7 days ago), 77.5% are below.
30.7% are above or equal to 6/17 close (8 days ago), 69.3% are below.
40.9% are above or equal to 6/14 close (9 days ago), 59.1% are below.
38.1% are above or equal to 6/13 close (10 days ago), 61.9% are below.
57.4% are above or equal to 6/12 close (11 days ago), 42.6% are below.
45.1% are above or equal to 6/11 close (12 days ago), 54.9% are below.
33.7% are above or equal to 6/10 close (13 days ago), 66.3% are below.
34.0% are above or equal to 6/7 close (14 days ago), 66.0% are below.
44.6% are above or equal to 6/6 close (15 days ago), 55.4% are below.
54.0% are above or equal to 6/5 close (16 days ago), 46.0% are below.
42.0% are above or equal to 6/4 close (17 days ago), 58.0% are below.
37.6% are above or equal to 6/3 close (18 days ago), 62.4% are below.
39.0% are above or equal to 5/31 close (19 days ago), 61.0% are below.
30.4% are above or equal to 5/30 close (20 days ago), 69.6% are below.
33.8% are above or equal to 5/29 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 1.6% new lows
21d: 8.4% new highs, 1.5% new lows
42d: 5.9% new highs, 1.1% new lows
63d: 5.3% new highs, 0.6% new lows
126d: 4.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.5% above, 15.5% below
3-day: 86.4% above, 13.6% below
4-day: 89.0% above, 11.0% below
5-day: 87.8% above, 12.2% below
8-day: 68.5% above, 31.5% below
10-day: 61.4% above, 38.6% below
20-day: 45.6% above, 54.4% below
50-day: 45.0% above, 55.0% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(88): 2.05% Top=SFI RHP SHO NNN DFT FRT BMR LHO ….. CBL SNH BAM AMT AHT WAC HTS NLY=Bottom (Real Estate)
MATE(28): 1.95% Top=RYL MAS LEN DHI MTH BZH HOV SPF ….. SRCL OC WM RSG FWLT CLH KBH MDR=Bottom (Materials & Construction)
COHW(43): 1.94% Top=RKUS AMX PANW NIHD TMUS FNSR CCI JDSU ….. IBM NTAP FIO QCOM AAPL SYNA EMC RCI=Bottom (Computer Hardware/Telecom)
META(24): 1.88% Top=PAAS MCP CLF X STLD RGLD SLW SWC ….. NUE CNX EGO BTU ABX WLT CCJ SLCA=Bottom (Metals & Mining)
CONS(53): 1.64% Top=TPX IRBT OI HAR TUP TWI PBI CROX ….. HBI BLL BMS MWV AVP RKT ECL IP=Bottom (Consumer)
INSU(40): 1.57% Top=RDN MTG HIG FNF BRO AIG GNW UNM ….. VR AON HCC AXS TRV AFSI WSH MBI=Bottom (Insurance)
MANU(41): 1.55% Top=MHK GNRC ROP ATU AOS PCP LII AME ….. HON AGCO DOV DHR PPO GE EMR MTW=Bottom (Manufacturing)
FINA(76): 1.47% Top=WETF LAZ ACAS APO CBOE KKR CIT BLK ….. CMA WU CME HBAN SLM SCHW ICE PHH=Bottom (Banks/Financials)
COSW(75): 1.26% Top=CA QLIK NTES RHT VCLK INFA PMTC NUAN ….. CTRX ANGI YNDX CTSH GWRE TRLA YELP TRIP=Bottom (Computer Software/Internet)
DISV(47): 1.23% Top=WAGE SBAC MCO URI Z HTZ TYC ACM ….. MA MYGN HRB RRD APOL ADT FLT PAYX=Bottom (Diversified Services)
ELEC(48): 1.11% Top=CSIQ INVN ATML TSL TRMB NXPI ONNN APH ….. AMAT SWKS BRCM CREE NVDA CRUS FSLR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 1.08% Top=ARO JCP DANG CHS TSCO FDO MW KORS ….. BIG CSTR TGT KSS WFM LTD SHLD GNC=Bottom (Retail & Specialty Retail)
HEAL(43): 1.01% Top=WCG THC CYH ALGN HLS TMO VOLC HNT ….. BAX MDT BSX HCA BDX RMD HOLX IRWD=Bottom (Health)
TRAN(27): 0.97% Top=ALK TRN UAL WAB CNW ODFL DAL SAVE ….. CNI NSC GWR AIRM KSU GLNG UNP CP=Bottom (Transportation)
LEIS(27): 0.90% Top=PNK EXPE BYD PENN MAR DPZ LVS MPEL ….. DNKN BKW THI SBUX DRI BLMN CCL KKD=Bottom (Leisure)
ENER(96): 0.25% Top=EVEP SEP NGLS LPI ETP MMP PDCE PBF ….. SWN MPC DK TSO NTI XEC UPL EXXI=Bottom (Energy)
CHEM(28): 0.14% Top=TROX WPZ CE OLN AXLL ASH ROC VAL ….. CHMT AGU CF PX POT MOS MON APD=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:45 pm

Market Stats at 3:44 pm ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
60.3% of stocks are above yesterday’s high.
81.4% are above yesterday’s midpoint. (18.6% are below.)
5.7% are below yesterday’s low.
34.0% are inside yesterday’s range.
80.7% of stocks with today’s high > yesterday’s high. (19.3% less than).
12.3% of stocks with today’s low < yesterday’s low. (87.7% greater than).

EVIDENCE OF INTRADAY TREND
71.1% of stocks are above today’s open. (28.5% are below).
70.7% of stocks are above today’s open and yesterday’s close.
15.2% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% 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.
32.0% are in the top 20%.
65.3% are in the top half. 34.7% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN
84.4% of stocks are above yesterday’s close. (15.6% are below.)
2.5% are up 4.5% or more. 0.2% are down 4.5% or more.
6.1% are up 3.5% or more. 0.5% are down 3.5% or more.
36.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.9%…>=90:28.1%…>=80:63.0%…>=50:86.2%…<=20:3.4%…<=10:1.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:53.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:48.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
60.3% above previous 1 highs, 5.7% below previous 1 lows
57.6% above previous 2 highs, 2.6% below previous 2 lows
56.3% above previous 3 highs, 1.3% below previous 3 lows
44.7% above previous 4 highs, 1.3% below previous 4 lows
33.8% above previous 5 highs, 1.2% below previous 5 lows
12.5% above previous 6 highs, 1.2% below previous 6 lows
11.7% above previous 7 highs, 1.2% below previous 7 lows
10.8% above previous 8 highs, 1.2% below previous 8 lows
10.7% above previous 9 highs, 1.2% below previous 9 lows
10.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.4% are above or equal to 6/26 close (1 days ago), 15.6% are below.
86.3% are above or equal to 6/25 close (2 days ago), 13.7% are below.
91.7% are above or equal to 6/24 close (3 days ago), 8.3% are below.
79.4% are above or equal to 6/21 close (4 days ago), 20.6% are below.
73.9% are above or equal to 6/20 close (5 days ago), 26.1% are below.
39.2% are above or equal to 6/19 close (6 days ago), 60.8% are below.
22.1% are above or equal to 6/18 close (7 days ago), 77.9% are below.
31.6% are above or equal to 6/17 close (8 days ago), 68.4% are below.
41.2% are above or equal to 6/14 close (9 days ago), 58.8% are below.
38.4% are above or equal to 6/13 close (10 days ago), 61.6% are below.
58.1% are above or equal to 6/12 close (11 days ago), 41.9% are below.
45.8% are above or equal to 6/11 close (12 days ago), 54.2% are below.
34.2% are above or equal to 6/10 close (13 days ago), 65.8% are below.
35.0% are above or equal to 6/7 close (14 days ago), 65.0% are below.
44.6% are above or equal to 6/6 close (15 days ago), 55.4% are below.
54.6% are above or equal to 6/5 close (16 days ago), 45.4% are below.
42.5% are above or equal to 6/4 close (17 days ago), 57.5% are below.
37.6% are above or equal to 6/3 close (18 days ago), 62.4% are below.
38.9% are above or equal to 5/31 close (19 days ago), 61.1% are below.
30.6% are above or equal to 5/30 close (20 days ago), 69.4% are below.
34.0% are above or equal to 5/29 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.3% new highs, 1.6% new lows
21d: 8.4% new highs, 1.5% new lows
42d: 5.9% new highs, 1.1% new lows
63d: 5.3% new highs, 0.6% new lows
126d: 4.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.2% above, 15.8% below
3-day: 86.4% above, 13.6% below
4-day: 89.3% above, 10.7% below
5-day: 88.6% above, 11.4% below
8-day: 69.8% above, 30.2% below
10-day: 61.5% above, 38.5% below
20-day: 46.0% above, 54.0% below
50-day: 45.6% above, 54.4% below
200-day: 73.3% above, 26.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.04% Top=RYL MAS HOV BZH LEN SPF DHI MTH ….. SRCL OC WM RSG FWLT KBH CLH MDR=Bottom (Materials & Construction)
COHW(43): 2.01% Top=RKUS NIHD AMX PANW FNSR XLS TMUS JDSU ….. MSI NTAP FIO QCOM AAPL SYNA EMC RCI=Bottom (Computer Hardware/Telecom)
REAL(88): 1.94% Top=SFI RHP AEC ARE FRT BMR DFT RWT ….. SNH BAM CBL AMT WAC AHT HTS NLY=Bottom (Real Estate)
META(24): 1.85% Top=PAAS MCP X CLF STLD RGLD SLW SWC ….. BTU CNX EGO ABX AEM WLT CCJ SLCA=Bottom (Metals & Mining)
CONS(53): 1.70% Top=TPX IRBT OI HAR TUP TWI CROX PBI ….. CCK BMS HBI BLL MWV ECL RKT IP=Bottom (Consumer)
MANU(41): 1.65% Top=GNRC MHK ROP PCP AOS ATU LII TEX ….. AGCO DE HON DOV DHR GE EMR MTW=Bottom (Manufacturing)
INSU(40): 1.65% Top=MTG RDN HIG FNF BRO PRE UNM PRU ….. HCC MMC AON ORI TRV AFSI WSH MBI=Bottom (Insurance)
FINA(76): 1.52% Top=WETF ACAS LAZ CBOE JNS CIT APO KKR ….. ZION CMA USB HBAN CG SCHW ICE PHH=Bottom (Banks/Financials)
COSW(75): 1.32% Top=CA QLIK VCLK INFA NTES RHT XRX PMTC ….. ANGI CTRX YNDX TRLA CTSH GWRE YELP TRIP=Bottom (Computer Software/Internet)
DISV(47): 1.21% Top=WAGE URI SBAC MCO HTZ Z TYC ACM ….. MYGN HRB TTEK RRD ADT APOL FLT PAYX=Bottom (Diversified Services)
ELEC(48): 1.14% Top=CSIQ INVN ATML TRMB NXPI ONNN TSL APH ….. SWKS CREE BRCM FSL CRUS NVDA FSLR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 1.12% Top=ARO JCP CHS TSCO MW DANG KORS FDO ….. TFM JOSB TGT KSS WFM LTD SHLD GNC=Bottom (Retail & Specialty Retail)
TRAN(27): 1.04% Top=TRN ALK WAB CNW UAL ODFL JBHT DAL ….. CNI NSC KSU UNP GLNG GWR AIRM CP=Bottom (Transportation)
HEAL(43): 1.03% Top=WCG THC ALGN CYH TMO CFN STJ HLS ….. ZMH MDT BSX BDX RMD HCA HOLX IRWD=Bottom (Health)
LEIS(27): 0.93% Top=PNK EXPE BYD LVS MAR PENN DPZ CAKE ….. DNKN BKW SBUX DRI THI BLMN CCL KKD=Bottom (Leisure)
ENER(96): 0.26% Top=SEP EVEP NGLS MMP ETP EPB LPI EEP ….. SWN MPC DK XEC TSO NTI UPL EXXI=Bottom (Energy)
CHEM(28): 0.19% Top=TROX CE WPZ OLN ROC AXLL ASH VAL ….. IPI PX AGU CF POT MOS MON APD=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 3:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 2:10 pm ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
57.8% of stocks are above yesterday’s high.
81.0% are above yesterday’s midpoint. (19.0% are below.)
5.3% are below yesterday’s low.
36.9% are inside yesterday’s range.
79.6% of stocks with today’s high > yesterday’s high. (20.4% less than).
10.4% of stocks with today’s low < yesterday’s low. (89.6% greater than).

EVIDENCE OF INTRADAY TREND
68.4% of stocks are above today’s open. (30.3% are below).
67.8% of stocks are above today’s open and yesterday’s close.
14.4% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.5% of stocks are in the top 10% of today’s range.
23.4% are in the top 20%.
61.8% are in the top half. 38.2% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN
84.9% of stocks are above yesterday’s close. (15.1% are below.)
1.6% are up 4.5% or more. 0.0% are down 4.5% or more.
3.9% are up 3.5% or more. 0.7% are down 3.5% or more.
39.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.5%…>=90:25.4%…>=80:60.7%…>=50:87.0%…<=20:3.5%…<=10:1.8%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:46.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
57.8% above previous 1 highs, 5.3% below previous 1 lows
54.4% above previous 2 highs, 2.2% below previous 2 lows
53.2% above previous 3 highs, 1.4% below previous 3 lows
42.4% above previous 4 highs, 1.4% below previous 4 lows
31.5% above previous 5 highs, 1.3% below previous 5 lows
11.8% above previous 6 highs, 1.3% below previous 6 lows
11.0% above previous 7 highs, 1.3% below previous 7 lows
10.1% above previous 8 highs, 1.3% below previous 8 lows
9.8% above previous 9 highs, 1.3% below previous 9 lows
9.8% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
84.9% are above or equal to 6/26 close (1 days ago), 15.1% are below.
86.9% are above or equal to 6/25 close (2 days ago), 13.1% are below.
92.0% are above or equal to 6/24 close (3 days ago), 8.0% are below.
78.9% are above or equal to 6/21 close (4 days ago), 21.1% are below.
74.0% are above or equal to 6/20 close (5 days ago), 26.0% are below.
37.2% are above or equal to 6/19 close (6 days ago), 62.8% are below.
21.8% are above or equal to 6/18 close (7 days ago), 78.2% are below.
30.1% are above or equal to 6/17 close (8 days ago), 69.9% are below.
41.0% are above or equal to 6/14 close (9 days ago), 59.0% are below.
37.7% are above or equal to 6/13 close (10 days ago), 62.3% are below.
57.3% are above or equal to 6/12 close (11 days ago), 42.7% are below.
44.1% are above or equal to 6/11 close (12 days ago), 55.9% are below.
32.8% are above or equal to 6/10 close (13 days ago), 67.2% are below.
33.6% are above or equal to 6/7 close (14 days ago), 66.4% are below.
43.3% are above or equal to 6/6 close (15 days ago), 56.7% are below.
53.0% are above or equal to 6/5 close (16 days ago), 47.0% are below.
41.8% are above or equal to 6/4 close (17 days ago), 58.2% are below.
36.8% are above or equal to 6/3 close (18 days ago), 63.2% are below.
38.1% are above or equal to 5/31 close (19 days ago), 61.9% are below.
30.1% are above or equal to 5/30 close (20 days ago), 69.9% are below.
33.1% are above or equal to 5/29 close (21 days ago), 66.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.9% new highs, 1.5% new lows
21d: 8.2% new highs, 1.4% new lows
42d: 5.7% new highs, 0.9% new lows
63d: 5.3% new highs, 0.5% new lows
126d: 4.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 84.4% above, 15.6% below
3-day: 86.8% above, 13.2% below
4-day: 89.6% above, 10.4% below
5-day: 88.3% above, 11.7% below
8-day: 69.4% above, 30.6% below
10-day: 60.3% above, 39.7% below
20-day: 45.1% above, 54.9% below
50-day: 45.2% above, 54.8% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(24): 2.12% Top=PAAS CLF SWC X STLD ANR SLW WLT ….. CNX AA BTU NEM AEM SLCA CCJ EGO=Bottom (Metals & Mining)
REAL(88): 1.95% Top=RHP SFI ARE STWD AEC DRH FRT HIW ….. RLJ SNH AMT CBL WAC AHT HTS NLY=Bottom (Real Estate)
MATE(28): 1.86% Top=RYL BZH LEN MTH MAS SPF MDC HOV ….. WCN OC PHM WM RSG CLH FWLT MDR=Bottom (Materials & Construction)
COHW(43): 1.51% Top=AMX NIHD PANW RKUS JDSU WDC ARUN CCI ….. BCE SSYS FIO SYNA QCOM EMC AAPL RCI=Bottom (Computer Hardware/Telecom)
CONS(53): 1.50% Top=TPX IRBT HAR OI TWI TUP BC CROX ….. AVP GT CRI VFC HBI ECL IP RKT=Bottom (Consumer)
MANU(41): 1.47% Top=GNRC MHK PCP ATU ATI TEX AOS SPW ….. HON DOV PPO GE AGCO MTW EMR DHR=Bottom (Manufacturing)
INSU(40): 1.43% Top=RDN MTG FNF HIG BRO PRE CLGX AIG ….. AXS AFSI AON MMC TRV ACE MBI WSH=Bottom (Insurance)
FINA(76): 1.29% Top=WETF LAZ ACAS CBOE JNS CIT FII COF ….. CMA USB SLM SCHW ICE TCRD CG PHH=Bottom (Banks/Financials)
ELEC(48): 1.27% Top=CSIQ INVN TSL TRMB ONNN ATML NXPI APH ….. GLW BRCM TXN CPHD SWKS CRUS NVDA FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 1.17% Top=TIBX VCLK CA NTES PMTC RHT QLIK INFA ….. SFLY ANGI CTSH CSOD YELP TRLA TRIP GWRE=Bottom (Computer Software/Internet)
HEAL(43): 1.01% Top=WCG THC ALGN CYH HNT CFN HLS TMO ….. SYK BAX MR BDX MDT RMD HOLX IRWD=Bottom (Health)
DISV(47): 0.99% Top=WAGE MCO SBAC Z URI ACM HTZ WTW ….. ULTA BLOX RRD HRB ADT FLT APOL PAYX=Bottom (Diversified Services)
RETA(70): 0.91% Top=ARO JCP DANG TSCO CHS MW FINL LINTA ….. TGT KSS AMZN LTD SHLD WFM SKS GNC=Bottom (Retail & Specialty Retail)
LEIS(27): 0.89% Top=PNK EXPE BYD MAR PENN LVS EAT DPZ ….. MCD YUM BKW THI SBUX CCL BLMN KKD=Bottom (Leisure)
TRAN(27): 0.78% Top=TRN WAB ALK TDW SFL JBHT ODFL CNW ….. LUV NSC GWR UNP AIRM CP JBLU GLNG=Bottom (Transportation)
ENER(96): 0.49% Top=EVEP SEP LPI EPB NGLS MDU MMP EEP ….. PWE TSO SWN XEC MPC NTI UPL EXXI=Bottom (Energy)
CHEM(28): 0.03% Top=CE OLN ROC VAL WPZ ASH AXLL SHW ….. IPI AGU PX POT CF MOS MON APD=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 2:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 1:54 pm ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
62.6% of stocks are above yesterday’s high.
84.8% are above yesterday’s midpoint. (15.2% are below.)
3.4% are below yesterday’s low.
34.0% are inside yesterday’s range.
79.5% of stocks with today’s high > yesterday’s high. (20.5% less than).
9.8% of stocks with today’s low < yesterday’s low. (90.2% greater than).

EVIDENCE OF INTRADAY TREND
75.2% of stocks are above today’s open. (23.7% are below).
74.6% of stocks are above today’s open and yesterday’s close.
10.8% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
27.5% of stocks are in the top 10% of today’s range.
46.0% are in the top 20%.
73.5% are in the top half. 26.5% of stocks are in the bottom half of today’s range.
6.7% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
88.6% of stocks are above yesterday’s close. (11.4% are below.)
1.5% are up 4.5% or more. 0.1% are down 4.5% or more.
6.0% are up 3.5% or more. 0.5% are down 3.5% or more.
33.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.4%…>=90:29.5%…>=80:66.5%…>=50:89.9%…<=20:2.9%…<=10:1.6%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:48.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
62.6% above previous 1 highs, 3.4% below previous 1 lows
60.3% above previous 2 highs, 1.4% below previous 2 lows
58.9% above previous 3 highs, 1.2% below previous 3 lows
47.9% above previous 4 highs, 1.2% below previous 4 lows
36.1% above previous 5 highs, 1.1% below previous 5 lows
13.0% above previous 6 highs, 1.1% below previous 6 lows
11.8% above previous 7 highs, 1.1% below previous 7 lows
10.9% above previous 8 highs, 1.1% below previous 8 lows
10.7% above previous 9 highs, 1.1% below previous 9 lows
10.7% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
88.6% are above or equal to 6/26 close (1 days ago), 11.4% are below.
88.9% are above or equal to 6/25 close (2 days ago), 11.1% are below.
93.0% are above or equal to 6/24 close (3 days ago), 7.0% are below.
81.3% are above or equal to 6/21 close (4 days ago), 18.7% are below.
76.6% are above or equal to 6/20 close (5 days ago), 23.4% are below.
39.1% are above or equal to 6/19 close (6 days ago), 60.9% are below.
23.0% are above or equal to 6/18 close (7 days ago), 77.0% are below.
32.9% are above or equal to 6/17 close (8 days ago), 67.1% are below.
43.1% are above or equal to 6/14 close (9 days ago), 56.9% are below.
39.5% are above or equal to 6/13 close (10 days ago), 60.5% are below.
59.3% are above or equal to 6/12 close (11 days ago), 40.7% are below.
46.1% are above or equal to 6/11 close (12 days ago), 53.9% are below.
34.8% are above or equal to 6/10 close (13 days ago), 65.2% are below.
35.0% are above or equal to 6/7 close (14 days ago), 65.0% are below.
46.1% are above or equal to 6/6 close (15 days ago), 53.9% are below.
55.4% are above or equal to 6/5 close (16 days ago), 44.6% are below.
43.6% are above or equal to 6/4 close (17 days ago), 56.4% are below.
38.9% are above or equal to 6/3 close (18 days ago), 61.1% are below.
39.5% are above or equal to 5/31 close (19 days ago), 60.5% are below.
31.6% are above or equal to 5/30 close (20 days ago), 68.4% are below.
34.5% are above or equal to 5/29 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.9% new highs, 1.5% new lows
21d: 8.2% new highs, 1.4% new lows
42d: 5.7% new highs, 0.9% new lows
63d: 5.3% new highs, 0.5% new lows
126d: 4.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 88.5% above, 11.5% below
3-day: 89.2% above, 10.8% below
4-day: 92.2% above, 7.8% below
5-day: 89.7% above, 10.3% below
8-day: 72.1% above, 27.9% below
10-day: 63.6% above, 36.4% below
20-day: 48.8% above, 51.2% below
50-day: 46.1% above, 53.9% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(28): 2.02% Top=RYL SPF MAS BZH LEN DHI MTH USG ….. OC KBH WCN WM RSG CLH FWLT MDR=Bottom (Materials & Construction)
REAL(88): 1.97% Top=SFI ARE STWD RHP DRH HIW FRT NNN ….. HLSS AMT SNH CBL AHT WAC HTS NLY=Bottom (Real Estate)
COHW(43): 1.75% Top=AMX NIHD WDC PANW JDSU ARUN XLS CCI ….. SSYS BCE EMC FIO QCOM SYNA AAPL RCI=Bottom (Computer Hardware/Telecom)
CONS(53): 1.74% Top=TPX IRBT HAR TWI OI TUP BC PAY ….. PG BMS HBI CRI VFC ECL IP RKT=Bottom (Consumer)
ELEC(48): 1.70% Top=CSIQ ONNN TSL INVN TRMB NXPI ATML CY ….. BRCM TXN GLW SPRD NVDA CPHD CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): 1.64% Top=CLF PAAS STLD X ANR SWC WLT MCP ….. BTU NEM AUY ABX CCJ AEM SLCA EGO=Bottom (Metals & Mining)
MANU(41): 1.63% Top=MHK ATU GNRC PCP ATI TEX SPW LII ….. JOY DOV GE PPO EMR AGCO DHR MTW=Bottom (Manufacturing)
INSU(40): 1.59% Top=MTG RDN HIG FNF BRO AIG GNW PRU ….. HCC AON ACE TRV MMC MBI AFSI WSH=Bottom (Insurance)
FINA(76): 1.43% Top=WETF LAZ ACAS CBOE FRC BLK FII CIT ….. USB HBAN CMA SLM TCRD CG ICE PHH=Bottom (Banks/Financials)
COSW(75): 1.40% Top=RHT PMTC QLIK CA INFA VCLK TIBX NTES ….. NOW CSOD YELP CTSH ANGI TRLA TRIP GWRE=Bottom (Computer Software/Internet)
RETA(70): 1.28% Top=ARO JCP DANG TSCO CHS MW FINL FDO ….. TGT WAG KSS SHLD LTD AMZN WFM GNC=Bottom (Retail & Specialty Retail)
HEAL(43): 1.26% Top=WCG THC ALGN CFN HLS CYH TMO HNT ….. BAX THOR MR BDX MDT RMD HOLX IRWD=Bottom (Health)
LEIS(27): 1.23% Top=PNK EXPE BYD MAR LVS EAT PENN DPZ ….. MCD YUM SBUX BKW THI CCL BLMN KKD=Bottom (Leisure)
DISV(47): 1.20% Top=WAGE Z MCO URI ACM SBAC HTZ KBR ….. SAI RRD ULTA HRB ADT FLT APOL PAYX=Bottom (Diversified Services)
TRAN(27): 0.98% Top=TRN ALK WAB TDW SFL JBHT CHRW CNW ….. UNP NSC GWR CP LUV JBLU GLNG AIRM=Bottom (Transportation)
ENER(96): 0.75% Top=SEP EVEP LPI EPB NGLS MDU EEP MMP ….. VNR TSO SWN XEC NTI MPC UPL EXXI=Bottom (Energy)
CHEM(28): 0.19% Top=CE OLN ROC VAL AXLL ASH TROX SHW ….. IPI AGU PX CF POT MOS MON APD=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 12:56 pm ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
59.1% of stocks are above yesterday’s high.
86.1% are above yesterday’s midpoint. (13.9% are below.)
4.2% are below yesterday’s low.
36.7% are inside yesterday’s range.
77.9% of stocks with today’s high > yesterday’s high. (22.1% less than).
9.5% of stocks with today’s low < yesterday’s low. (90.5% greater than).

EVIDENCE OF INTRADAY TREND
73.0% of stocks are above today’s open. (25.8% are below).
72.5% of stocks are above today’s open and yesterday’s close.
11.5% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.7% of stocks are in the top 10% of today’s range.
37.6% are in the top 20%.
70.0% are in the top half. 30.0% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN
87.9% of stocks are above yesterday’s close. (12.1% are below.)
1.3% are up 4.5% or more. 0.1% are down 4.5% or more.
3.4% are up 3.5% or more. 0.2% are down 3.5% or more.
36.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.3%…>=90:25.6%…>=80:63.1%…>=50:89.7%…<=20:2.5%…<=10:1.8%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:46.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
59.1% above previous 1 highs, 4.2% below previous 1 lows
56.0% above previous 2 highs, 1.9% below previous 2 lows
54.6% above previous 3 highs, 1.2% below previous 3 lows
42.4% above previous 4 highs, 1.2% below previous 4 lows
31.5% above previous 5 highs, 1.1% below previous 5 lows
11.8% above previous 6 highs, 1.1% below previous 6 lows
10.7% above previous 7 highs, 1.1% below previous 7 lows
9.8% above previous 8 highs, 1.1% below previous 8 lows
9.6% above previous 9 highs, 1.1% below previous 9 lows
9.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.9% are above or equal to 6/26 close (1 days ago), 12.1% are below.
88.3% are above or equal to 6/25 close (2 days ago), 11.7% are below.
93.0% are above or equal to 6/24 close (3 days ago), 7.0% are below.
80.3% are above or equal to 6/21 close (4 days ago), 19.7% are below.
74.4% are above or equal to 6/20 close (5 days ago), 25.6% are below.
38.2% are above or equal to 6/19 close (6 days ago), 61.8% are below.
21.9% are above or equal to 6/18 close (7 days ago), 78.1% are below.
30.6% are above or equal to 6/17 close (8 days ago), 69.4% are below.
41.9% are above or equal to 6/14 close (9 days ago), 58.1% are below.
37.2% are above or equal to 6/13 close (10 days ago), 62.8% are below.
58.2% are above or equal to 6/12 close (11 days ago), 41.8% are below.
44.5% are above or equal to 6/11 close (12 days ago), 55.5% are below.
32.9% are above or equal to 6/10 close (13 days ago), 67.1% are below.
33.0% are above or equal to 6/7 close (14 days ago), 67.0% are below.
44.0% are above or equal to 6/6 close (15 days ago), 56.0% are below.
54.6% are above or equal to 6/5 close (16 days ago), 45.4% are below.
42.3% are above or equal to 6/4 close (17 days ago), 57.7% are below.
37.8% are above or equal to 6/3 close (18 days ago), 62.2% are below.
38.4% are above or equal to 5/31 close (19 days ago), 61.6% are below.
31.0% are above or equal to 5/30 close (20 days ago), 69.0% are below.
33.1% are above or equal to 5/29 close (21 days ago), 66.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.8% new highs, 1.5% new lows
21d: 7.4% new highs, 1.4% new lows
42d: 5.0% new highs, 0.9% new lows
63d: 4.6% new highs, 0.5% new lows
126d: 4.2% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 87.7% above, 12.3% below
3-day: 90.0% above, 10.0% below
4-day: 91.9% above, 8.1% below
5-day: 90.2% above, 9.8% below
8-day: 69.3% above, 30.7% below
10-day: 60.4% above, 39.6% below
20-day: 46.0% above, 54.0% below
50-day: 45.7% above, 54.3% below
200-day: 73.3% above, 26.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(24): 2.57% Top=PAAS WLT X CLF SWC STLD SLW RGLD ….. NUE AEM SCCO AA BTU EGO CCJ SLCA=Bottom (Metals & Mining)
MATE(28): 1.69% Top=RYL BZH MAS LEN USG MTH SPF HOV ….. OC WCN PHM WM RSG FWLT CLH MDR=Bottom (Materials & Construction)
REAL(88): 1.61% Top=ARE RHP SFI NRF HIW DRH SBY AEC ….. BAM RLJ HCP CBL WAC AHT HTS NLY=Bottom (Real Estate)
CONS(53): 1.52% Top=TPX HAR IRBT TWI OI BC PAY CROX ….. CL PG KMB HAS VFC RKT IP ECL=Bottom (Consumer)
COHW(43): 1.50% Top=NIHD AMX WDC CCI ARUN JDSU PANW XLS ….. ARRS EMC AAPL FIO QCOM SYNA RKUS RCI=Bottom (Computer Hardware/Telecom)
MANU(41): 1.50% Top=PCP GNRC ATI MHK TEX ATU RS LII ….. PH HON AGCO MTW GE DOV EMR DHR=Bottom (Manufacturing)
INSU(40): 1.42% Top=MTG RDN FNF HIG BRO AGO GNW PRE ….. AON VR TRV AXS MMC ACE AFSI WSH=Bottom (Insurance)
FINA(76): 1.31% Top=WETF LAZ ACAS JNS BLK FMER COF CBOE ….. ZION USB SLM TCRD CME CMA ICE PHH=Bottom (Banks/Financials)
ELEC(48): 1.30% Top=CSIQ TSL ONNN NXPI INVN TRMB ATML CY ….. XLNX CPHD MCHP CREE SPRD FSLR CRUS NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 1.25% Top=RHT NTES VCLK PMTC INFA CA ATVI INTU ….. YELP CSOD NOW CTSH TRIP GWRE ANGI TRLA=Bottom (Computer Software/Internet)
RETA(70): 1.16% Top=ARO JCP DANG LL TSCO KORS CHS MW ….. LTD KSS SHLD WFM TGT WAG AMZN SKS=Bottom (Retail & Specialty Retail)
HEAL(43): 1.15% Top=WCG THC CFN HNT TMO CYH ALGN HLS ….. THOR MR BCR BDX MDT RMD HOLX IRWD=Bottom (Health)
DISV(47): 1.15% Top=WAGE Z MCO SBAC URI ACM WTW HTZ ….. BLOX ULTA SAI HRB ADT FLT APOL PAYX=Bottom (Diversified Services)
LEIS(27): 1.13% Top=PNK BYD EXPE LVS MAR MPEL EAT WYNN ….. SBUX DNKN YUM BKW THI CCL KKD BLMN=Bottom (Leisure)
ENER(96): 0.69% Top=EVEP LPI SEP EPB NBL DNR ROSE NGLS ….. HERO MPC PSX XEC UPL TSO NTI EXXI=Bottom (Energy)
TRAN(27): 0.67% Top=WAB TRN TDW CNW JBHT SFL ALK CHRW ….. UNP GWR KSU NSC CP JBLU LUV AIRM=Bottom (Transportation)
CHEM(28): 0.29% Top=CE AXLL OLN TROX ROC VAL DOW ASH ….. CHMT AGU PX POT CF MOS MON APD=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 12:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:13 am

Market Stats at 12:12 pm ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
53.0% of stocks are above yesterday’s high.
82.0% are above yesterday’s midpoint. (18.0% are below.)
4.0% are below yesterday’s low.
43.0% are inside yesterday’s range.
76.9% of stocks with today’s high > yesterday’s high. (23.1% less than).
8.9% of stocks with today’s low < yesterday’s low. (91.1% greater than).

EVIDENCE OF INTRADAY TREND
67.9% of stocks are above today’s open. (31.3% are below).
67.6% of stocks are above today’s open and yesterday’s close.
12.1% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.1% of stocks are in the top 10% of today’s range.
23.8% are in the top 20%.
60.8% are in the top half. 39.2% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN
87.6% of stocks are above yesterday’s close. (12.4% are below.)
0.8% are up 4.5% or more. 0.1% are down 4.5% or more.
2.7% are up 3.5% or more. 0.2% are down 3.5% or more.
43.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.3%…>=90:22.6%…>=80:59.6%…>=50:87.6%…<=20:3.0%…<=10:1.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:50.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:44.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
53.0% above previous 1 highs, 4.0% below previous 1 lows
50.6% above previous 2 highs, 1.5% below previous 2 lows
49.1% above previous 3 highs, 1.1% below previous 3 lows
37.9% above previous 4 highs, 1.1% below previous 4 lows
26.8% above previous 5 highs, 0.9% below previous 5 lows
10.5% above previous 6 highs, 0.9% below previous 6 lows
9.6% above previous 7 highs, 0.9% below previous 7 lows
8.9% above previous 8 highs, 0.9% below previous 8 lows
8.8% above previous 9 highs, 0.9% below previous 9 lows
8.7% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
87.6% are above or equal to 6/26 close (1 days ago), 12.4% are below.
87.6% are above or equal to 6/25 close (2 days ago), 12.4% are below.
92.4% are above or equal to 6/24 close (3 days ago), 7.6% are below.
78.8% are above or equal to 6/21 close (4 days ago), 21.2% are below.
72.1% are above or equal to 6/20 close (5 days ago), 27.9% are below.
36.1% are above or equal to 6/19 close (6 days ago), 63.9% are below.
21.3% are above or equal to 6/18 close (7 days ago), 78.7% are below.
28.1% are above or equal to 6/17 close (8 days ago), 71.9% are below.
40.4% are above or equal to 6/14 close (9 days ago), 59.6% are below.
35.8% are above or equal to 6/13 close (10 days ago), 64.2% are below.
55.4% are above or equal to 6/12 close (11 days ago), 44.6% are below.
42.7% are above or equal to 6/11 close (12 days ago), 57.3% are below.
31.1% are above or equal to 6/10 close (13 days ago), 68.9% are below.
32.8% are above or equal to 6/7 close (14 days ago), 67.2% are below.
43.1% are above or equal to 6/6 close (15 days ago), 56.9% are below.
52.5% are above or equal to 6/5 close (16 days ago), 47.5% are below.
40.7% are above or equal to 6/4 close (17 days ago), 59.3% are below.
36.5% are above or equal to 6/3 close (18 days ago), 63.5% are below.
37.6% are above or equal to 5/31 close (19 days ago), 62.4% are below.
30.0% are above or equal to 5/30 close (20 days ago), 70.0% are below.
31.9% are above or equal to 5/29 close (21 days ago), 68.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.7% new highs, 1.3% new lows
21d: 7.3% new highs, 1.2% new lows
42d: 4.8% new highs, 0.8% new lows
63d: 4.4% new highs, 0.5% new lows
126d: 4.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 86.8% above, 13.2% below
3-day: 88.3% above, 11.7% below
4-day: 90.9% above, 9.1% below
5-day: 88.5% above, 11.5% below
8-day: 68.1% above, 31.9% below
10-day: 58.3% above, 41.7% below
20-day: 43.9% above, 56.1% below
50-day: 44.4% above, 55.6% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(24): 2.08% Top=X WLT CLF PAAS SWC SLW STLD MCP ….. NUE AEM AA BTU SLCA SCCO EGO CCJ=Bottom (Metals & Mining)
MATE(28): 1.76% Top=RYL BZH MAS LEN KBH HOV SPF MTH ….. SRCL WCN OC WM FWLT RSG MDR CLH=Bottom (Materials & Construction)
CONS(53): 1.38% Top=IRBT TPX HAR OI CROX PAY FOSL TUP ….. HAS KMB CL VFC PG RKT IP ECL=Bottom (Consumer)
COHW(43): 1.37% Top=NIHD AMX ARUN CCI WDC JNPR LVLT JDSU ….. BRCD QCOM AAPL EMC SYNA RKUS FIO RCI=Bottom (Computer Hardware/Telecom)
MANU(41): 1.28% Top=GNRC PCP TEX ATU RS MHK SPW LII ….. JOY GE MRC DOV MTW EMR AGCO DHR=Bottom (Manufacturing)
REAL(88): 1.28% Top=ARE RHP TWO AEC SFI HIW BMR SBY ….. HCP HR WAC RLJ CBL AHT NLY HTS=Bottom (Real Estate)
INSU(40): 1.21% Top=MTG RDN FNF HIG BRO AGO AJG PRU ….. HCC TMK AXS MMC TRV AFSI ACE WSH=Bottom (Insurance)
DISV(47): 1.17% Top=WAGE SBAC URI Z HTZ MCO ACM WTW ….. RBA SAI ULTA APOL HRB ADT FLT PAYX=Bottom (Diversified Services)
FINA(76): 1.14% Top=WETF ACAS LAZ FMER JNS HCBK CBOE FITB ….. TD HBAN LPLA CMA SLM TCRD ICE PHH=Bottom (Banks/Financials)
ELEC(48): 1.11% Top=CSIQ TSL INVN NXPI ATML TRMB ONNN SCTY ….. AMAT FSL MCHP CREE SPRD CRUS FSLR NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 1.07% Top=NTES RHT TTWO PMTC AOL VCLK CA XRX ….. FIRE SFLY YELP TRIP CTSH GWRE TRLA ANGI=Bottom (Computer Software/Internet)
RETA(70): 1.03% Top=JCP ARO DANG LL TSCO FDO MW KAR ….. TGT WAG WFM CSTR JWN KSS LTD SKS=Bottom (Retail & Specialty Retail)
HEAL(43): 1.03% Top=WCG THC HLS CYH CFN TMO ALGN UHS ….. SYK THOR BDX MDT BCR RMD HOLX IRWD=Bottom (Health)
LEIS(27): 0.97% Top=PNK BYD EXPE LVS MPEL WYNN MGM PENN ….. YUM SBUX BKW DNKN THI CCL BLMN KKD=Bottom (Leisure)
TRAN(27): 0.68% Top=WAB SFL CNW TRN JBHT TDW ODFL CHRW ….. NSC GLNG AIRM UNP SAVE KSU JBLU LUV=Bottom (Transportation)
ENER(96): 0.56% Top=EVEP LPI EPB SEP DNR NBL NGLS MMP ….. PWE COG PSX TSO HERO NTI EXXI UPL=Bottom (Energy)
CHEM(28): 0.12% Top=TROX AXLL CE VAL OLN ROC FMC ASH ….. IPI PX AGU POT CF MON MOS APD=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 12:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 10:37 am ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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
58.5% of stocks are above yesterday’s high.
86.7% are above yesterday’s midpoint. (13.3% are below.)
1.5% are below yesterday’s low.
39.9% are inside yesterday’s range.
73.4% of stocks with today’s high > yesterday’s high. (26.6% less than).
6.4% of stocks with today’s low < yesterday’s low. (93.6% greater than).

EVIDENCE OF INTRADAY TREND
77.0% of stocks are above today’s open. (21.7% are below).
76.5% of stocks are above today’s open and yesterday’s close.
6.9% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
28.6% of stocks are in the top 10% of today’s range.
48.2% are in the top 20%.
78.7% are in the top half. 21.3% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN
92.5% of stocks are above yesterday’s close. (7.5% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.1% are down 3.5% or more.
39.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.3%…>=90:25.5%…>=80:63.5%…>=50:91.0%…<=20:2.0%…<=10:1.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:52.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
58.5% above previous 1 highs, 1.5% below previous 1 lows
55.0% above previous 2 highs, 0.6% below previous 2 lows
53.3% above previous 3 highs, 0.4% below previous 3 lows
41.3% above previous 4 highs, 0.4% below previous 4 lows
30.7% above previous 5 highs, 0.4% below previous 5 lows
10.4% above previous 6 highs, 0.4% below previous 6 lows
9.8% above previous 7 highs, 0.4% below previous 7 lows
9.4% above previous 8 highs, 0.4% below previous 8 lows
9.3% above previous 9 highs, 0.4% below previous 9 lows
9.3% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
92.5% are above or equal to 6/26 close (1 days ago), 7.5% are below.
89.2% are above or equal to 6/25 close (2 days ago), 10.8% are below.
93.1% are above or equal to 6/24 close (3 days ago), 6.9% are below.
79.6% are above or equal to 6/21 close (4 days ago), 20.4% are below.
74.9% are above or equal to 6/20 close (5 days ago), 25.1% are below.
37.5% are above or equal to 6/19 close (6 days ago), 62.5% are below.
22.5% are above or equal to 6/18 close (7 days ago), 77.5% are below.
30.6% are above or equal to 6/17 close (8 days ago), 69.4% are below.
42.2% are above or equal to 6/14 close (9 days ago), 57.8% are below.
37.6% are above or equal to 6/13 close (10 days ago), 62.4% are below.
56.4% are above or equal to 6/12 close (11 days ago), 43.6% are below.
44.8% are above or equal to 6/11 close (12 days ago), 55.2% are below.
33.0% are above or equal to 6/10 close (13 days ago), 67.0% are below.
33.6% are above or equal to 6/7 close (14 days ago), 66.4% are below.
44.1% are above or equal to 6/6 close (15 days ago), 55.9% are below.
53.5% are above or equal to 6/5 close (16 days ago), 46.5% are below.
42.0% are above or equal to 6/4 close (17 days ago), 58.0% are below.
37.1% are above or equal to 6/3 close (18 days ago), 62.9% are below.
38.2% are above or equal to 5/31 close (19 days ago), 61.8% are below.
31.3% are above or equal to 5/30 close (20 days ago), 68.7% are below.
33.3% are above or equal to 5/29 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 0.8% new lows
21d: 6.4% new highs, 0.7% new lows
42d: 4.2% new highs, 0.5% new lows
63d: 3.7% new highs, 0.2% new lows
126d: 3.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.2% above, 7.8% below
3-day: 91.5% above, 8.5% below
4-day: 93.3% above, 6.7% below
5-day: 91.1% above, 8.9% below
8-day: 69.8% above, 30.2% below
10-day: 60.1% above, 39.9% below
20-day: 45.7% above, 54.3% below
50-day: 44.8% above, 55.2% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(24): 2.12% Top=CLF WLT NEM ANR X STLD PAAS SLCA ….. AEM RGLD AA BTU EGO SWC SCCO CCJ=Bottom (Metals & Mining)
REAL(88): 1.47% Top=ARE RHP NNN TWO RLGY HIW NCT DDR ….. SNH LRY CLNY AHT HLSS CBL HTS NLY=Bottom (Real Estate)
ELEC(48): 1.43% Top=CSIQ TSL INVN SCTY SPWR ATML NXPI ONNN ….. CPHD AMAT XLNX TXN CRUS FSLR SPRD NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 1.40% Top=NIHD AMX CCI WDC LVLT ADTN JDSU WIN ….. BCE MSI TDC SSYS QCOM EMC SYNA RCI=Bottom (Computer Hardware/Telecom)
MATE(28): 1.40% Top=KBH HOV RYL USG BZH LEN MTH RYN ….. FAST PHM MDR WM FWLT CLH OC RSG=Bottom (Materials & Construction)
CONS(53): 1.36% Top=HAR TUP TPX NUS NWL AVP KS FOSL ….. TWI IP ZQK BLL NKE HAS VFC ECL=Bottom (Consumer)
MANU(41): 1.28% Top=ATU GNRC RS PCP SWK BWC ETN SPW ….. PPO DHR DE DRC PH MRC AGCO MTW=Bottom (Manufacturing)
COSW(75): 1.28% Top=RHT EA AOL TTWO ATVI VCLK INFA EQIX ….. FIS TRLA SFLY GWRE TRIP CTSH AWAY YELP=Bottom (Computer Software/Internet)
INSU(40): 1.27% Top=RDN MTG HIG FNF GNW AGO BRO PRU ….. ORI MMC HCC VR ACE AFSI AXS WSH=Bottom (Insurance)
FINA(76): 1.25% Top=WETF ACAS APO JNS KKR WBS HCBK AXP ….. LPLA NDAQ TD CME HBAN CBSH PHH TCRD=Bottom (Banks/Financials)
RETA(70): 1.14% Top=JCP DANG ARO LL MW LINTA TSCO KORS ….. FINL CSTR SSI LTD BBBY LQDT SHLD WAG=Bottom (Retail & Specialty Retail)
DISV(47): 1.14% Top=SBAC URI WAGE WTW WOOF APOL ACM HTZ ….. MA TTEK RBA ULTA HRB ADT FLT PAYX=Bottom (Diversified Services)
LEIS(27): 1.12% Top=PNK EXPE LVS CAKE EAT MAR BYD MPEL ….. SBUX YUM THI BKW CCL KKD DNKN BLMN=Bottom (Leisure)
HEAL(43): 1.07% Top=THC TMO WCG CFN BKD CYH ALGN HNT ….. THOR SYK MDT BDX MR HOLX HCA IRWD=Bottom (Health)
ENER(96): 1.01% Top=LPI SEP PBF MMP MDU CHK GPOR EEP ….. OII MPC CRZO PSX VNR UPL EXXI HERO=Bottom (Energy)
TRAN(27): 0.61% Top=WAB TRN SFL SWFT TDW CHRW CNW JBHT ….. CP UAL UNP KSU AIRM JBLU GLNG LUV=Bottom (Transportation)
CHEM(28): 0.41% Top=AXLL OLN ROC ASH TROX HUN DOW VAL ….. PPG AGU POT PX MOS CF MON APD=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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:53 am ET
by daytrend on 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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
49.6% of stocks are above yesterday’s high.
84.6% are above yesterday’s midpoint. (15.4% are below.)
1.6% are below yesterday’s low.
48.8% are inside yesterday’s range.
66.0% of stocks with today’s high > yesterday’s high. (34.0% less than).
4.5% of stocks with today’s low < yesterday’s low. (95.5% greater than).

EVIDENCE OF INTRADAY TREND
68.8% of stocks are above today’s open. (28.7% are below).
68.2% of stocks are above today’s open and yesterday’s close.
6.1% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.6% of stocks are in the top 10% of today’s range.
38.6% are in the top 20%.
67.3% are in the top half. 32.7% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
93.3% of stocks are above yesterday’s close. (6.7% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.7% are up 3.5% or more. 0.1% are down 3.5% or more.
53.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:20.9%…>=80:59.0%…>=50:90.2%…<=20:2.5%…<=10:1.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:48.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
49.6% above previous 1 highs, 1.6% below previous 1 lows
46.8% above previous 2 highs, 0.6% below previous 2 lows
45.7% above previous 3 highs, 0.4% below previous 3 lows
34.7% above previous 4 highs, 0.4% below previous 4 lows
24.3% above previous 5 highs, 0.4% below previous 5 lows
8.0% above previous 6 highs, 0.4% below previous 6 lows
7.3% above previous 7 highs, 0.4% below previous 7 lows
6.9% above previous 8 highs, 0.4% below previous 8 lows
6.8% above previous 9 highs, 0.4% below previous 9 lows
6.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.3% are above or equal to 6/26 close (1 days ago), 6.7% are below.
88.4% are above or equal to 6/25 close (2 days ago), 11.6% are below.
93.4% are above or equal to 6/24 close (3 days ago), 6.6% are below.
78.3% are above or equal to 6/21 close (4 days ago), 21.7% are below.
71.5% are above or equal to 6/20 close (5 days ago), 28.5% are below.
34.3% are above or equal to 6/19 close (6 days ago), 65.7% are below.
19.8% are above or equal to 6/18 close (7 days ago), 80.2% are below.
28.5% are above or equal to 6/17 close (8 days ago), 71.5% are below.
39.6% are above or equal to 6/14 close (9 days ago), 60.4% are below.
35.4% are above or equal to 6/13 close (10 days ago), 64.6% are below.
53.7% are above or equal to 6/12 close (11 days ago), 46.3% are below.
41.9% are above or equal to 6/11 close (12 days ago), 58.1% are below.
30.0% are above or equal to 6/10 close (13 days ago), 70.0% are below.
31.8% are above or equal to 6/7 close (14 days ago), 68.2% are below.
41.3% are above or equal to 6/6 close (15 days ago), 58.7% are below.
52.9% are above or equal to 6/5 close (16 days ago), 47.1% are below.
40.2% are above or equal to 6/4 close (17 days ago), 59.8% are below.
35.8% are above or equal to 6/3 close (18 days ago), 64.2% are below.
36.0% are above or equal to 5/31 close (19 days ago), 64.0% are below.
30.4% are above or equal to 5/30 close (20 days ago), 69.6% are below.
32.2% are above or equal to 5/29 close (21 days ago), 67.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 0.5% new lows
21d: 4.7% new highs, 0.4% new lows
42d: 2.9% new highs, 0.4% new lows
63d: 2.8% new highs, 0.2% new lows
126d: 2.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 92.5% above, 7.5% below
3-day: 91.3% above, 8.7% below
4-day: 92.7% above, 7.3% below
5-day: 89.6% above, 10.4% below
8-day: 65.4% above, 34.6% below
10-day: 55.3% above, 44.7% below
20-day: 43.3% above, 56.7% below
50-day: 43.0% above, 57.0% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(23): 1.79% Top=NEM AEM SLW PAAS AUY GG ABX X ….. EGO SLCA AA MCP CNX CCJ SWC BTU=Bottom (Metals & Mining)
REAL(88): 1.30% Top=RHP DRH HIW NCT ARE TWO DFT BDN ….. LRY CLNY AHT SBY STWD CBL HTS NLY=Bottom (Real Estate)
LEIS(27): 1.17% Top=PNK EAT LVS TXRH EXPE MGM BYD CAKE ….. MAR BLMN THI YUM BKW DNKN CCL KKD=Bottom (Leisure)
ENER(96): 1.06% Top=GPOR EVEP SEP NBL BBG ROSE CHK QEP ….. MPC BWP EXXI VNR ATW HERO COG RRC=Bottom (Energy)
COSW(75): 1.00% Top=SOHU YELP INFA EA NCR NTES INTU YHOO ….. WDAY SFLY ANGI IRM GWRE TRLA CTSH AWAY=Bottom (Computer Software/Internet)
FINA(76): 0.97% Top=APO KKR WETF ACAS HCBK JPM LAZ JNS ….. CBOE STT CIT NDAQ AINV LPLA CG PHH=Bottom (Banks/Financials)
RETA(70): 0.96% Top=JCP MW ARO DANG CAB LL SSI SPLS ….. LQDT KR SHLD WFM WAG CSTR NFLX BBBY=Bottom (Retail & Specialty Retail)
COHW(43): 0.95% Top=NIHD CCI WDC AMX HPQ JDSU WIN LXK ….. BRCD FNSR FIO QCOM AAPL EMC SSYS RCI=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.94% Top=WCG THC CFN TMO BKD CYH UHS ESRX ….. MR BDX HCA BCR THOR RMD IRWD MDT=Bottom (Health)
CONS(53): 0.92% Top=HAR TUP KS CROX BC GT FL FOSL ….. BMS VFC MWV WHR CHD RKT BLL ECL=Bottom (Consumer)
ELEC(48): 0.91% Top=CSIQ TRMB ATML CAVM INVN GRMN SPWR NXPI ….. MRVL FSL ALTR TXN FSLR CRUS CPHD NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(40): 0.90% Top=RDN MTG AGO HIG FNF PRU GNW UNM ….. VR ORI HCC ACE AXS MMC AFSI WSH=Bottom (Insurance)
MANU(41): 0.84% Top=ATU SPW PCP KMT RS ATI GNRC DDD ….. DOV XYL LII PH AGCO JOY TEX PPO=Bottom (Manufacturing)
DISV(47): 0.79% Top=SBAC URI HMSY WTW APOL HTZ ACM RRD ….. TTEK RBA ULTA SAI ADT BLOX FLT PAYX=Bottom (Diversified Services)
MATE(28): 0.69% Top=KBH USG BZH HOV MTZ RYN LEN RYL ….. MDR WM PHM RSG FWLT DHI CLH OC=Bottom (Materials & Construction)
TRAN(27): 0.54% Top=SFL WAB CNW SWFT CHRW TDW TRN JBHT ….. SAVE KSU AIRM UNP LUV DAL UAL JBLU=Bottom (Transportation)
CHEM(28): 0.27% Top=AXLL GRA OLN ROC FMC DOW WPZ DD ….. TROX SIAL MOS PX SHW MON CF APD=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 9:53 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 20130627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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

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

COMPARED TO YESTERDAY’S RANGE
39.7% of stocks are above yesterday’s high.
82.8% are above yesterday’s midpoint. (17.2% are below.)
1.3% are below yesterday’s low.
59.0% are inside yesterday’s range.
57.0% of stocks with today’s high > yesterday’s high. (43.0% less than).
3.2% of stocks with today’s low < yesterday’s low. (96.8% greater than).

EVIDENCE OF INTRADAY TREND
60.5% of stocks are above today’s open. (35.6% are below).
59.9% of stocks are above today’s open and yesterday’s close.
6.0% are below both.
33.4% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.7% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
56.7% are in the top half. 43.3% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN
93.3% of stocks are above yesterday’s close. (6.7% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.5% are up 3.5% or more. 0.2% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:17.7%…>=80:54.3%…>=50:89.9%…<=20:2.7%…<=10:1.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.5%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.7% above previous 1 highs, 1.3% below previous 1 lows
37.4% above previous 2 highs, 0.2% below previous 2 lows
35.8% above previous 3 highs, 0.2% below previous 3 lows
25.7% above previous 4 highs, 0.2% below previous 4 lows
18.1% above previous 5 highs, 0.2% below previous 5 lows
6.1% above previous 6 highs, 0.2% below previous 6 lows
5.7% above previous 7 highs, 0.2% below previous 7 lows
5.3% above previous 8 highs, 0.2% below previous 8 lows
5.3% above previous 9 highs, 0.2% below previous 9 lows
5.2% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
93.3% are above or equal to 6/26 close (1 days ago), 6.7% are below.
87.6% are above or equal to 6/25 close (2 days ago), 12.4% are below.
92.6% are above or equal to 6/24 close (3 days ago), 7.4% are below.
75.6% are above or equal to 6/21 close (4 days ago), 24.4% are below.
70.7% are above or equal to 6/20 close (5 days ago), 29.3% are below.
31.3% are above or equal to 6/19 close (6 days ago), 68.7% are below.
18.6% are above or equal to 6/18 close (7 days ago), 81.4% are below.
26.7% are above or equal to 6/17 close (8 days ago), 73.3% are below.
37.5% are above or equal to 6/14 close (9 days ago), 62.5% are below.
33.4% are above or equal to 6/13 close (10 days ago), 66.6% are below.
51.8% are above or equal to 6/12 close (11 days ago), 48.2% are below.
40.0% are above or equal to 6/11 close (12 days ago), 60.0% are below.
28.8% are above or equal to 6/10 close (13 days ago), 71.2% are below.
30.6% are above or equal to 6/7 close (14 days ago), 69.4% are below.
40.6% are above or equal to 6/6 close (15 days ago), 59.4% are below.
50.2% are above or equal to 6/5 close (16 days ago), 49.8% are below.
38.6% are above or equal to 6/4 close (17 days ago), 61.4% are below.
34.5% are above or equal to 6/3 close (18 days ago), 65.5% are below.
34.9% are above or equal to 5/31 close (19 days ago), 65.1% are below.
28.6% are above or equal to 5/30 close (20 days ago), 71.4% are below.
31.2% are above or equal to 5/29 close (21 days ago), 68.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 3.6% new highs, 0.4% new lows
21d: 3.3% new highs, 0.4% new lows
42d: 2.0% new highs, 0.4% new lows
63d: 2.0% new highs, 0.2% new lows
126d: 1.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 93.2% above, 6.8% below
3-day: 91.2% above, 8.8% below
4-day: 91.8% above, 8.2% below
5-day: 88.6% above, 11.4% below
8-day: 63.3% above, 36.7% below
10-day: 52.3% above, 47.7% below
20-day: 40.3% above, 59.7% below
50-day: 42.4% above, 57.6% below
200-day: 71.7% above, 28.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(27): 1.06% Top=PNK MGM EAT LVS MPEL WYNN TXRH CAKE ….. THI MCD WYN DNKN BKW BLMN KKD CCL=Bottom (Leisure)
MATE(28): 1.02% Top=KBH HOV USG LEN BZH RYL EXP PHM ….. PWR SRCL FWLT WM MDR CLH OC RSG=Bottom (Materials & Construction)
ELEC(48): 0.96% Top=INVN CSIQ TRMB CAVM ATML SCTY JBL NXPI ….. ALTR FSLR IPGP SPRD TXN MRVL CRUS NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(23): 0.93% Top=NEM AEM AUY GG PAAS SLW SLCA MCP ….. FCX CNX AA CLF CCJ EGO BTU WLT=Bottom (Metals & Mining)
CONS(53): 0.89% Top=HAR FOSL BC FBHS SCSS FNP TPX EL ….. PVH BLL CCK PBI CRI PAY UA ECL=Bottom (Consumer)
COHW(43): 0.86% Top=NIHD WDC CCI AMX LXK PLCM HPQ SNDK ….. FNSR SSYS INFN EMC BCE AAPL SYNA RCI=Bottom (Computer Hardware/Telecom)
MANU(41): 0.84% Top=PCP MHK ETN GNRC ATU PNR KMT ROK ….. DRC DOV BWC TEX GE PPO JOY MRC=Bottom (Manufacturing)
ENER(96): 0.83% Top=PDCE BBG SFY SEP QEP NBL CHK MMP ….. CLMT ATW HP ETP BWP COG RRC VNR=Bottom (Energy)
COSW(75): 0.81% Top=INFA YHOO NTES EA GRPN NCR SOHU ATVI ….. FFIV SFLY TRLA GWRE SPLK CTSH ANGI AWAY=Bottom (Computer Software/Internet)
REAL(88): 0.79% Top=NNN RHP HIW BDN UDR NCT ARE OHI ….. CMO PSA STWD SBY AHT CBL HTS NLY=Bottom (Real Estate)
RETA(70): 0.79% Top=MW ARO JCP TSCO ANF KMX WSM ORLY ….. SWY WFM LQDT AEO WAG SHLD NFLX BBBY=Bottom (Retail & Specialty Retail)
TRAN(27): 0.72% Top=WAB SWFT GLNG CHRW SFL NSC ALK CSX ….. UNP CP LUV AIRM UAL DAL JBLU SAVE=Bottom (Transportation)
HEAL(43): 0.69% Top=CFN BSX TMO HMA WCG A EW BKD ….. THOR HNT BCR ALGN RMD VOLC MDT HCA=Bottom (Health)
FINA(76): 0.69% Top=APO KKR LAZ ACAS MS GS COF WETF ….. USB PHH STT LPLA ICE TCRD CIT AINV=Bottom (Banks/Financials)
INSU(40): 0.62% Top=MTG RDN AGO HIG CLGX GNW FNF PRU ….. TRV WRB VR ACE WSH MMC AFSI HCC=Bottom (Insurance)
DISV(47): 0.57% Top=SBAC APOL WTW TYC WOOF CAR URI HMSY ….. ADT V RBA HPY FLT Z BLOX PAYX=Bottom (Diversified Services)
CHEM(28): 0.30% Top=AXLL DD CE ASH POT WPZ GRA OLN ….. TROX CHMT SHW SIAL PX CF MON APD=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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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