daytrend

07/31/2013

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

Closing Stats
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

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

COMPARED TO YESTERDAY’S RANGE
27.9% of stocks are above yesterday’s high.
56.4% are above yesterday’s midpoint. (43.6% are below.)
19.2% are below yesterday’s low.
52.9% are inside yesterday’s range.
65.2% of stocks with today’s high > yesterday’s high. (34.8% less than).
36.7% of stocks with today’s low < yesterday’s low. (63.3% greater than).

EVIDENCE OF INTRADAY TREND
47.0% of stocks are above today’s open. (51.8% are below).
45.2% of stocks are above today’s open and yesterday’s close.
39.7% are below both.
15.0% of stocks opened above yesterday’s high.
74.2% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.0% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
37.1% are in the top half. 62.9% of stocks are in the bottom half of today’s range.
26.8% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN
58.3% of stocks are above yesterday’s close. (41.7% are below.)
2.1% are up 4.5% or more. 1.3% are down 4.5% or more.
3.3% are up 3.5% or more. 2.0% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.2%…>=90:15.7%…>=80:27.9%…>=50:57.0%…<=20:21.6%…<=10:13.7%…<=5:8.0%…
9-day: >=95:0.1%…>=90:0.7%…>=80:4.8%…>=50:63.4%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:67.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.9% above previous 1 highs, 19.2% below previous 1 lows
23.6% above previous 2 highs, 14.6% below previous 2 lows
20.4% above previous 3 highs, 12.6% below previous 3 lows
17.2% above previous 4 highs, 11.6% below previous 4 lows
12.9% above previous 5 highs, 10.6% below previous 5 lows
11.9% above previous 6 highs, 10.6% below previous 6 lows
11.4% above previous 7 highs, 10.1% below previous 7 lows
11.2% above previous 8 highs, 8.9% below previous 8 lows
10.5% above previous 9 highs, 8.4% below previous 9 lows
10.0% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.3% are above or equal to 7/30 close (1 days ago), 41.7% are below.
61.5% are above or equal to 7/29 close (2 days ago), 38.5% are below.
49.9% are above or equal to 7/26 close (3 days ago), 50.1% are below.
50.6% are above or equal to 7/25 close (4 days ago), 49.4% are below.
53.8% are above or equal to 7/24 close (5 days ago), 46.2% are below.
43.9% are above or equal to 7/23 close (6 days ago), 56.1% are below.
41.3% are above or equal to 7/22 close (7 days ago), 58.7% are below.
46.7% are above or equal to 7/19 close (8 days ago), 53.3% are below.
48.8% are above or equal to 7/18 close (9 days ago), 51.2% are below.
56.4% are above or equal to 7/17 close (10 days ago), 43.6% are below.
59.1% are above or equal to 7/16 close (11 days ago), 40.9% are below.
54.6% are above or equal to 7/15 close (12 days ago), 45.4% are below.
55.3% are above or equal to 7/12 close (13 days ago), 44.7% are below.
56.8% are above or equal to 7/11 close (14 days ago), 43.2% are below.
68.1% are above or equal to 7/10 close (15 days ago), 31.9% are below.
69.0% are above or equal to 7/9 close (16 days ago), 31.0% are below.
75.1% are above or equal to 7/8 close (17 days ago), 24.9% are below.
76.4% are above or equal to 7/5 close (18 days ago), 23.6% are below.
80.5% are above or equal to 7/3 close (19 days ago), 19.5% are below.
80.2% are above or equal to 7/2 close (20 days ago), 19.8% are below.
79.1% are above or equal to 7/1 close (21 days ago), 20.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.7% new highs, 5.8% new lows
21d: 20.7% new highs, 5.5% new lows
42d: 17.0% new highs, 1.7% new lows
63d: 14.1% new highs, 1.2% new lows
126d: 13.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.6% above, 42.4% below
3-day: 60.7% above, 39.3% below
4-day: 56.4% above, 43.6% below
5-day: 53.9% above, 46.1% below
8-day: 49.9% above, 50.1% below
10-day: 48.2% above, 51.8% below
20-day: 62.4% above, 37.6% below
50-day: 71.5% above, 28.5% below
200-day: 78.7% above, 21.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 1.72% Top=RYL FWLT KBH SPF TOL FLR PHM HOV ….. WM MDC CVA CLH MDR OC RSG MAS=Bottom (Materials & Construction)
HEAL(41): 0.91% Top=ALR MR HUM AET CI HOLX RMD BKD ….. HCA A UHS WCG BAX LH PKI CNC=Bottom (Health)
ELEC(53): 0.72% Top=INVN GRMN CSIQ FSL MRVL TRMB VSH GTAT ….. NXPI SUNE TQNT SPWR IPGP AMCC RFMD CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.65% Top=VRSK FISV URI Z TMH CAR TAL HTZ ….. PCLN MYGN BLOX VNTV SBAC LOPE ADT V=Bottom (Diversified Services)
ENER(93): 0.59% Top=EGN GDP PSX DK SM ETE OKS GPOR ….. RRC PAA BWP COG RGP EEP HK HERO=Bottom (Energy)
COSW(75): 0.43% Top=SYMC NQ FTNT TTWO SFUN MCRS WBMD TRIP ….. FB SFLY RAX ANGI DBD RATE ADSK IACI=Bottom (Computer Software/Internet)
CONS(54): 0.40% Top=HBI PAY BC HAR TUP MWV WHR TPX ….. CCK HAS FL IP UA GPK ECL FOSL=Bottom (Consumer)
TRAN(27): 0.39% Top=TRN CNW FDX SAVE ALK SWFT WAB WERN ….. KSU UAL NSC CNI AIRM NAT CP GLNG=Bottom (Transportation)
LEIS(30): 0.37% Top=BYD TXRH PENN RCL CMG CAKE WYN DPZ ….. HOT MCD LTM EXPE DNKN SBUX PNK LVS=Bottom (Leisure)
RETA(67): 0.37% Top=GME AN SHLD BID KORS BBY ANN KAR ….. OUTR KR DANG EXPR MELI ARO FIVE JCP=Bottom (Retail & Specialty Retail)
MANU(36): 0.31% Top=TKR MTW CMI AGCO TEX KMT EMR ROK ….. CAT GE BWC MRC ATI DDD XYL RBC=Bottom (Manufacturing)
FINA(79): 0.11% Top=NYCB EVR ACAS PFG ICE STT APO HBAN ….. DFS BX CIT KKR AXP PHH WETF TCB=Bottom (Banks/Financials)
INSU(36): -0.00% Top=AIZ MBI AJG AFL ORI LNC HIG UNM ….. PRE RDN AGO AIG CNO VR GNW AXS=Bottom (Insurance)
COHW(45): -0.21% Top=NSR SYNA XLS AMX SSYS TMUS SNDK MSI ….. OLED CIEN RCI VZ CCI FIO RKUS RVBD=Bottom (Computer Hardware/Telecom)
META(27): -0.24% Top=MCP CMP WLT SWC BTU FCX RGLD STLD ….. SLW AEM EGO ABX IAG CCJ X SCCO=Bottom (Metals & Mining)
CHEM(29): -0.63% Top=POL APD OLN GRA FMC EMN ROC AXLL ….. CF CHMT MON AGU WPZ MOS IPI POT=Bottom (Chemicals/Fertilizers)
REAL(77): -1.47% Top=WAC CWH MTGE KIM STWD PMT RHP PSA ….. BDN ARCP EQR AIV SRC VTR GGP SKT=Bottom (Real Estate)

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

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

Market Stats at 3:53 pm ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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
29.0% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
17.7% are below yesterday’s low.
53.3% are inside yesterday’s range.
65.2% of stocks with today’s high > yesterday’s high. (34.8% less than).
35.5% of stocks with today’s low < yesterday’s low. (64.5% greater than).

EVIDENCE OF INTRADAY TREND
49.8% of stocks are above today’s open. (49.0% are below).
47.7% of stocks are above today’s open and yesterday’s close.
38.0% are below both.
15.0% of stocks opened above yesterday’s high.
74.2% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.9% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
40.6% are in the top half. 59.4% of stocks are in the bottom half of today’s range.
23.5% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN
60.1% of stocks are above yesterday’s close. (39.9% are below.)
2.1% are up 4.5% or more. 1.1% are down 4.5% or more.
3.3% are up 3.5% or more. 1.9% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:16.3%…>=80:28.5%…>=50:58.7%…<=20:20.3%…<=10:12.8%…<=5:7.2%…
9-day: >=95:0.1%…>=90:0.7%…>=80:4.6%…>=50:64.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:68.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.0% above previous 1 highs, 17.7% below previous 1 lows
24.6% above previous 2 highs, 14.0% below previous 2 lows
20.8% above previous 3 highs, 11.8% below previous 3 lows
17.6% above previous 4 highs, 10.6% below previous 4 lows
13.1% above previous 5 highs, 9.6% below previous 5 lows
12.2% above previous 6 highs, 9.6% below previous 6 lows
11.8% above previous 7 highs, 9.3% below previous 7 lows
11.5% above previous 8 highs, 8.6% below previous 8 lows
10.9% above previous 9 highs, 8.1% below previous 9 lows
10.5% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.1% are above or equal to 7/30 close (1 days ago), 39.9% are below.
63.8% are above or equal to 7/29 close (2 days ago), 36.2% are below.
51.3% are above or equal to 7/26 close (3 days ago), 48.7% are below.
52.0% are above or equal to 7/25 close (4 days ago), 48.0% are below.
55.0% are above or equal to 7/24 close (5 days ago), 45.0% are below.
44.8% are above or equal to 7/23 close (6 days ago), 55.2% are below.
42.3% are above or equal to 7/22 close (7 days ago), 57.7% are below.
47.4% are above or equal to 7/19 close (8 days ago), 52.6% are below.
48.8% are above or equal to 7/18 close (9 days ago), 51.2% are below.
56.7% are above or equal to 7/17 close (10 days ago), 43.3% are below.
59.3% are above or equal to 7/16 close (11 days ago), 40.7% are below.
55.1% are above or equal to 7/15 close (12 days ago), 44.9% are below.
55.5% are above or equal to 7/12 close (13 days ago), 44.5% are below.
57.6% are above or equal to 7/11 close (14 days ago), 42.4% are below.
69.1% are above or equal to 7/10 close (15 days ago), 30.9% are below.
69.8% are above or equal to 7/9 close (16 days ago), 30.2% are below.
75.5% are above or equal to 7/8 close (17 days ago), 24.5% are below.
77.2% are above or equal to 7/5 close (18 days ago), 22.8% are below.
81.0% are above or equal to 7/3 close (19 days ago), 19.0% are below.
80.5% are above or equal to 7/2 close (20 days ago), 19.5% are below.
80.2% are above or equal to 7/1 close (21 days ago), 19.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.7% new highs, 5.7% new lows
21d: 20.7% new highs, 5.3% new lows
42d: 17.0% new highs, 1.7% new lows
63d: 14.1% new highs, 1.2% new lows
126d: 13.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.5% above, 40.5% below
3-day: 61.9% above, 38.1% below
4-day: 58.1% above, 41.9% below
5-day: 55.9% above, 44.1% below
8-day: 50.4% above, 49.6% below
10-day: 49.5% above, 50.5% below
20-day: 63.5% above, 36.5% below
50-day: 71.9% above, 28.1% below
200-day: 79.1% above, 20.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 1.74% Top=RYL FWLT KBH FLR SPF TOL PHM WCN ….. WM MDC CLH CVA MDR OC RSG MAS=Bottom (Materials & Construction)
HEAL(41): 0.91% Top=ALR MR HUM AET CI HOLX RMD XRAY ….. CFN HCA A WCG LH PKI BAX CNC=Bottom (Health)
ELEC(53): 0.83% Top=INVN GRMN CSIQ FSL MRVL TRMB VSH GTAT ….. BRCM UTEK CRUS AMCC SPWR IPGP RFMD CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.70% Top=VRSK FISV URI CAR TMH Z TAL HTZ ….. CXW PCLN BLOX VNTV SBAC LOPE ADT V=Bottom (Diversified Services)
ENER(93): 0.65% Top=EGN GDP PSX DK ETE SM GPOR OKS ….. RGP COG NTI SD BWP EEP HK HERO=Bottom (Energy)
COSW(75): 0.48% Top=SYMC NQ FTNT TTWO MCRS SFUN WBMD PWRD ….. SFLY FB RAX ANGI DBD RATE ADSK IACI=Bottom (Computer Software/Internet)
TRAN(27): 0.46% Top=CNW FDX TRN SAVE ALK WAB SWFT WERN ….. UNP UAL NSC CNI AIRM NAT CP GLNG=Bottom (Transportation)
CONS(54): 0.46% Top=HBI BC PAY HAR TUP TPX MWV WHR ….. CCK HAS IP FL UA GPK ECL FOSL=Bottom (Consumer)
LEIS(30): 0.40% Top=BYD PENN TXRH RCL CAKE CMG WEN KKD ….. MGM MCD LTM DNKN EXPE SBUX PNK LVS=Bottom (Leisure)
MANU(36): 0.35% Top=TKR CMI MTW AGCO TEX KMT ROK EMR ….. CAT GE BWC MRC ATI DDD XYL RBC=Bottom (Manufacturing)
RETA(67): 0.35% Top=GME AN SHLD ANN KORS BBY BID KAR ….. EXPR KR OUTR DANG MELI ARO FIVE JCP=Bottom (Retail & Specialty Retail)
FINA(79): 0.17% Top=NYCB EVR PFG ICE STT ZION WU GS ….. DFS CIT KKR BX AXP PHH WETF TCB=Bottom (Banks/Financials)
INSU(36): 0.03% Top=AIZ AFL AJG LNC ORI HIG UNM FNF ….. CB PRE AIG AGO CNO VR GNW AXS=Bottom (Insurance)
META(27): -0.03% Top=MCP CMP WLT SWC ANR RGLD FCX BTU ….. CLF ABX SLW AEM IAG CCJ X SCCO=Bottom (Metals & Mining)
COHW(45): -0.18% Top=NSR SYNA XLS AMX LVLT SSYS TMUS SNDK ….. BCE CIEN RCI VZ CCI FIO RKUS RVBD=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.60% Top=POL APD OLN GRA EMN FMC ROC AXLL ….. CF HUN MON AGU WPZ MOS IPI POT=Bottom (Chemicals/Fertilizers)
REAL(77): -1.25% Top=KIM WAC CWH MTGE STWD PMT RHP PSA ….. BDN ARCP AIV SRC EQR VTR GGP SKT=Bottom (Real Estate)

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 3:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:46 pm

Market Stats at 2:46 pm ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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
45.4% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
12.1% are below yesterday’s low.
42.5% are inside yesterday’s range.
62.7% of stocks with today’s high > yesterday’s high. (37.3% less than).
33.7% of stocks with today’s low < yesterday’s low. (66.3% greater than).

EVIDENCE OF INTRADAY TREND
67.7% of stocks are above today’s open. (31.0% are below).
65.1% of stocks are above today’s open and yesterday’s close.
22.9% are below both.
15.0% of stocks opened above yesterday’s high.
74.2% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
29.3% of stocks are in the top 10% of today’s range.
43.6% are in the top 20%.
76.4% are in the top half. 23.6% of stocks are in the bottom half of today’s range.
2.4% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN
74.7% of stocks are above yesterday’s close. (25.3% are below.)
2.4% are up 4.5% or more. 1.0% are down 4.5% or more.
3.7% are up 3.5% or more. 1.4% are down 3.5% or more.
48.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.3%…>=90:23.4%…>=80:41.3%…>=50:72.4%…<=20:14.7%…<=10:9.5%…<=5:5.2%…
9-day: >=95:0.1%…>=90:0.7%…>=80:5.5%…>=50:70.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:72.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
45.4% above previous 1 highs, 12.1% below previous 1 lows
39.3% above previous 2 highs, 9.5% below previous 2 lows
34.3% above previous 3 highs, 8.6% below previous 3 lows
28.3% above previous 4 highs, 7.8% below previous 4 lows
20.9% above previous 5 highs, 7.4% below previous 5 lows
18.6% above previous 6 highs, 7.4% below previous 6 lows
17.2% above previous 7 highs, 6.9% below previous 7 lows
16.4% above previous 8 highs, 6.7% below previous 8 lows
15.4% above previous 9 highs, 6.2% below previous 9 lows
15.1% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
74.7% are above or equal to 7/30 close (1 days ago), 25.3% are below.
72.8% are above or equal to 7/29 close (2 days ago), 27.2% are below.
60.7% are above or equal to 7/26 close (3 days ago), 39.3% are below.
59.5% are above or equal to 7/25 close (4 days ago), 40.5% are below.
62.8% are above or equal to 7/24 close (5 days ago), 37.2% are below.
51.8% are above or equal to 7/23 close (6 days ago), 48.2% are below.
49.2% are above or equal to 7/22 close (7 days ago), 50.8% are below.
52.3% are above or equal to 7/19 close (8 days ago), 47.7% are below.
54.4% are above or equal to 7/18 close (9 days ago), 45.6% are below.
61.5% are above or equal to 7/17 close (10 days ago), 38.5% are below.
63.9% are above or equal to 7/16 close (11 days ago), 36.1% are below.
58.8% are above or equal to 7/15 close (12 days ago), 41.2% are below.
59.7% are above or equal to 7/12 close (13 days ago), 40.3% are below.
61.3% are above or equal to 7/11 close (14 days ago), 38.7% are below.
73.6% are above or equal to 7/10 close (15 days ago), 26.4% are below.
72.4% are above or equal to 7/9 close (16 days ago), 27.6% are below.
78.3% are above or equal to 7/8 close (17 days ago), 21.7% are below.
78.7% are above or equal to 7/5 close (18 days ago), 21.3% are below.
82.9% are above or equal to 7/3 close (19 days ago), 17.1% are below.
81.8% are above or equal to 7/2 close (20 days ago), 18.2% are below.
81.1% are above or equal to 7/1 close (21 days ago), 18.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 5.5% new lows
21d: 20.1% new highs, 5.1% new lows
42d: 16.5% new highs, 1.5% new lows
63d: 13.7% new highs, 1.1% new lows
126d: 12.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 73.9% above, 26.1% below
3-day: 74.7% above, 25.3% below
4-day: 70.4% above, 29.6% below
5-day: 68.1% above, 31.9% below
8-day: 61.8% above, 38.2% below
10-day: 59.1% above, 40.9% below
20-day: 68.8% above, 31.2% below
50-day: 74.7% above, 25.3% below
200-day: 80.2% above, 19.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 2.12% Top=RYL KBH FWLT FLR TOL PHM SPF BZH ….. WM MDC CVA MAS CLH OC MDR RSG=Bottom (Materials & Construction)
HEAL(41): 1.29% Top=ALR MR CI AET HOLX HUM ALGN BKD ….. THC BAX PKI DGX WCG LH CYH CNC=Bottom (Health)
DISV(47): 1.23% Top=VRSK FISV TMH URI CAR JEC Z TAL ….. PCLN CXW VNTV BLOX SBAC ADT LOPE V=Bottom (Diversified Services)
ELEC(53): 1.10% Top=INVN CSIQ GRMN MRVL FSL FSLR TRMB TEL ….. UTEK TER IPGP BRCM SPWR AMCC CAVM RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(93): 1.07% Top=EGN GDP PSX SM DK ETE OKS GPOR ….. PAA ESV PBF NTI BWP EEP HK HERO=Bottom (Energy)
MANU(36): 0.99% Top=TKR TEX AGCO CMI MTW KMT EMR MHK ….. CAT PCP BWC MRC ATI DDD XYL RBC=Bottom (Manufacturing)
RETA(67): 0.98% Top=GME BBY BID AN KORS SHLD KMX LL ….. EBAY GPS MELI EXPR DANG ARO OUTR FIVE=Bottom (Retail & Specialty Retail)
LEIS(30): 0.95% Top=BYD TXRH BLMN WEN PENN RCL CMG CAKE ….. EXPE HOT LTM PNK MCD SBUX DNKN LVS=Bottom (Leisure)
CONS(54): 0.95% Top=HBI PAY WHR BC HAR SCSS TPX TUP ….. GPK HAS UA COH FL ECL FOSL PBI=Bottom (Consumer)
TRAN(27): 0.92% Top=FDX CNW SAVE ALK TRN SWFT JBLU WAB ….. EXPD KSU NSC CNI AIRM CP NAT GLNG=Bottom (Transportation)
FINA(79): 0.78% Top=ZION VLY BAC ICE PFG GS ASBC STT ….. KKR BNS TCBI BX AXP PHH TCB WETF=Bottom (Banks/Financials)
INSU(36): 0.74% Top=MTG AFL LNC AIZ MBI MET AJG HIG ….. AIG CB WSH CNO VR PRE GNW AXS=Bottom (Insurance)
META(27): 0.71% Top=MCP WLT CMP BTU ANR SLCA SWC STLD ….. SLW IAG AEM CCJ AA EGO X SCCO=Bottom (Metals & Mining)
COSW(75): 0.66% Top=SYMC NQ FTNT TRIP SFUN NUAN MCRS TTWO ….. ANGI RAX AWAY ADSK RATE DBD TRLA IACI=Bottom (Computer Software/Internet)
COHW(45): 0.25% Top=NSR LVLT SSYS AMX XLS SYNA MSI TMUS ….. BCE WDC VZ RCI CCI FIO RKUS RVBD=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.20% Top=POL APD EMN OLN FMC GRA CHMT ROC ….. CF HUN MON AGU WPZ MOS POT IPI=Bottom (Chemicals/Fertilizers)
REAL(77): -0.92% Top=KIM STWD WAC RHP CWH LHO HPT PMT ….. DLR MFA OFC VTR EQR GGP SRC SKT=Bottom (Real Estate)

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 2:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:15 pm

Market Stats at 2:15 pm ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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
33.5% of stocks are above yesterday’s high.
62.0% are above yesterday’s midpoint. (38.0% are below.)
17.8% are below yesterday’s low.
48.7% are inside yesterday’s range.
60.1% of stocks with today’s high > yesterday’s high. (39.9% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND
54.8% of stocks are above today’s open. (44.3% are below).
52.4% of stocks are above today’s open and yesterday’s close.
33.6% are below both.
15.0% of stocks opened above yesterday’s high.
74.2% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.1% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
49.8% are in the top half. 50.2% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
64.5% of stocks are above yesterday’s close. (35.5% are below.)
2.0% are up 4.5% or more. 1.0% are down 4.5% or more.
2.6% are up 3.5% or more. 1.7% are down 3.5% or more.
55.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.3%…>=90:17.6%…>=80:34.0%…>=50:61.4%…<=20:20.5%…<=10:11.6%…<=5:7.0%…
9-day: >=95:0.1%…>=90:0.7%…>=80:4.8%…>=50:65.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:69.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
33.5% above previous 1 highs, 17.8% below previous 1 lows
28.9% above previous 2 highs, 13.4% below previous 2 lows
25.3% above previous 3 highs, 11.2% below previous 3 lows
20.5% above previous 4 highs, 9.7% below previous 4 lows
15.4% above previous 5 highs, 8.9% below previous 5 lows
13.2% above previous 6 highs, 8.9% below previous 6 lows
12.2% above previous 7 highs, 8.6% below previous 7 lows
11.6% above previous 8 highs, 7.8% below previous 8 lows
11.2% above previous 9 highs, 7.4% below previous 9 lows
11.0% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.5% are above or equal to 7/30 close (1 days ago), 35.5% are below.
64.8% are above or equal to 7/29 close (2 days ago), 35.2% are below.
53.0% are above or equal to 7/26 close (3 days ago), 47.0% are below.
53.7% are above or equal to 7/25 close (4 days ago), 46.3% are below.
55.1% are above or equal to 7/24 close (5 days ago), 44.9% are below.
46.3% are above or equal to 7/23 close (6 days ago), 53.7% are below.
45.2% are above or equal to 7/22 close (7 days ago), 54.8% are below.
48.8% are above or equal to 7/19 close (8 days ago), 51.2% are below.
50.7% are above or equal to 7/18 close (9 days ago), 49.3% are below.
57.5% are above or equal to 7/17 close (10 days ago), 42.5% are below.
60.6% are above or equal to 7/16 close (11 days ago), 39.4% are below.
55.6% are above or equal to 7/15 close (12 days ago), 44.4% are below.
56.7% are above or equal to 7/12 close (13 days ago), 43.3% are below.
59.1% are above or equal to 7/11 close (14 days ago), 40.9% are below.
69.6% are above or equal to 7/10 close (15 days ago), 30.4% are below.
69.5% are above or equal to 7/9 close (16 days ago), 30.5% are below.
75.5% are above or equal to 7/8 close (17 days ago), 24.5% are below.
76.1% are above or equal to 7/5 close (18 days ago), 23.9% are below.
81.2% are above or equal to 7/3 close (19 days ago), 18.8% are below.
79.9% are above or equal to 7/2 close (20 days ago), 20.1% are below.
79.8% are above or equal to 7/1 close (21 days ago), 20.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.6% new highs, 5.5% new lows
21d: 18.6% new highs, 5.1% new lows
42d: 15.2% new highs, 1.5% new lows
63d: 12.8% new highs, 1.1% new lows
126d: 12.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.4% above, 36.6% below
3-day: 65.6% above, 34.4% below
4-day: 59.5% above, 40.5% below
5-day: 58.9% above, 41.1% below
8-day: 53.3% above, 46.7% below
10-day: 52.5% above, 47.5% below
20-day: 64.3% above, 35.7% below
50-day: 72.7% above, 27.3% below
200-day: 78.0% above, 22.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(41): 1.03% Top=ALR MR HUM CI AET EW HOLX THOR ….. DGX PKI THC HCA WCG LH CYH CNC=Bottom (Health)
DISV(47): 0.82% Top=VRSK FISV TMH CAR URI HTZ TAL ADS ….. PCLN CXW VNTV BLOX SBAC ADT LOPE V=Bottom (Diversified Services)
ELEC(53): 0.80% Top=INVN GRMN CSIQ MRVL FSL TRMB VSH FSLR ….. UTEK LRCX TER CAVM SPWR IPGP AMCC RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.67% Top=BYD TXRH BLMN WEN PENN CMG RCL CAKE ….. EXPE WYNN LTM MCD SBUX LVS DNKN PNK=Bottom (Leisure)
ENER(93): 0.66% Top=EGN PSX GDP ETE SM OKS DK GPOR ….. HFC BWP NTI CRK PBF EEP HK HERO=Bottom (Energy)
RETA(67): 0.61% Top=GME BID KMX SHLD KORS BBY AN WSM ….. GPS EBAY EXPR DANG MELI OUTR ARO FIVE=Bottom (Retail & Specialty Retail)
MANU(36): 0.55% Top=TKR AGCO TEX MTW CMI EMR DOV KMT ….. PCP AOS MRC BWC ATI DDD XYL RBC=Bottom (Manufacturing)
CONS(54): 0.52% Top=HBI PAY BC HAR TPX TUP MWV SCSS ….. HAS FBHS UA COH FL ECL FOSL PBI=Bottom (Consumer)
INSU(36): 0.47% Top=AFL LNC MTG MET AIZ MBI UNM ORI ….. CB AIG CLGX CNO VR PRE GNW AXS=Bottom (Insurance)
TRAN(27): 0.46% Top=FDX ALK CNW SAVE TRN JBLU WERN CHRW ….. EXPD KSU NSC AIRM CNI CP GLNG NAT=Bottom (Transportation)
FINA(79): 0.44% Top=PFG ZION BAC ICE VLY ASBC STT GS ….. TCBI KKR BX BNS AXP PHH TCB WETF=Bottom (Banks/Financials)
MATE(26): 0.38% Top=FWLT FLR MTZ WCN FAST PWR USG WM ….. MDR OC SPF HOV MAS RSG MTH MDC=Bottom (Materials & Construction)
COSW(75): 0.35% Top=SYMC NQ FTNT TRIP SFUN TTWO NUAN INFA ….. YELP RATE RAX ANGI ADSK DBD TRLA IACI=Bottom (Computer Software/Internet)
CHEM(29): -0.03% Top=APD POL EMN FMC AXLL OLN CHMT GRA ….. HUN CF MON AGU WPZ MOS POT IPI=Bottom (Chemicals/Fertilizers)
COHW(45): -0.04% Top=NSR LVLT SSYS XLS AMX MSI SNDK TMUS ….. BCE VZ RCI OLED CCI FIO RKUS RVBD=Bottom (Computer Hardware/Telecom)
META(27): -0.53% Top=MCP WLT CMP BTU SLCA CNX STLD ANR ….. NEM SCCO SLW PAAS IAG ABX AEM EGO=Bottom (Metals & Mining)
REAL(77): -1.58% Top=STWD WAC CWH RHP PMT KIM LHO PSA ….. OFC VTR IVR BXP EQR GGP SRC SKT=Bottom (Real Estate)

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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 12:23 pm ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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

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

COMPARED TO YESTERDAY’S RANGE
34.3% of stocks are above yesterday’s high.
64.7% are above yesterday’s midpoint. (35.3% are below.)
17.9% are below yesterday’s low.
47.8% are inside yesterday’s range.
57.9% of stocks with today’s high > yesterday’s high. (42.1% less than).
29.3% of stocks with today’s low < yesterday’s low. (70.7% greater than).

EVIDENCE OF INTRADAY TREND
56.6% of stocks are above today’s open. (42.3% are below).
54.8% of stocks are above today’s open and yesterday’s close.
32.3% are below both.
15.1% of stocks opened above yesterday’s high.
74.3% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.6% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
52.8% are in the top half. 47.2% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN
66.1% of stocks are above yesterday’s close. (33.9% are below.)
1.8% are up 4.5% or more. 1.1% are down 4.5% or more.
2.8% are up 3.5% or more. 2.1% are down 3.5% or more.
55.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.5%…>=90:18.9%…>=80:34.5%…>=50:62.9%…<=20:20.2%…<=10:12.0%…<=5:7.0%…
9-day: >=95:0.1%…>=90:0.7%…>=80:4.9%…>=50:66.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:69.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.3% above previous 1 highs, 17.9% below previous 1 lows
29.3% above previous 2 highs, 13.8% below previous 2 lows
25.3% above previous 3 highs, 11.6% below previous 3 lows
20.9% above previous 4 highs, 10.2% below previous 4 lows
15.7% above previous 5 highs, 9.1% below previous 5 lows
14.0% above previous 6 highs, 9.0% below previous 6 lows
13.0% above previous 7 highs, 8.7% below previous 7 lows
12.5% above previous 8 highs, 8.1% below previous 8 lows
11.5% above previous 9 highs, 7.7% below previous 9 lows
11.5% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.1% are above or equal to 7/30 close (1 days ago), 33.9% are below.
66.8% are above or equal to 7/29 close (2 days ago), 33.2% are below.
54.2% are above or equal to 7/26 close (3 days ago), 45.8% are below.
53.5% are above or equal to 7/25 close (4 days ago), 46.5% are below.
56.2% are above or equal to 7/24 close (5 days ago), 43.8% are below.
47.3% are above or equal to 7/23 close (6 days ago), 52.7% are below.
44.8% are above or equal to 7/22 close (7 days ago), 55.2% are below.
48.9% are above or equal to 7/19 close (8 days ago), 51.1% are below.
51.6% are above or equal to 7/18 close (9 days ago), 48.4% are below.
59.0% are above or equal to 7/17 close (10 days ago), 41.0% are below.
60.6% are above or equal to 7/16 close (11 days ago), 39.4% are below.
56.2% are above or equal to 7/15 close (12 days ago), 43.8% are below.
56.9% are above or equal to 7/12 close (13 days ago), 43.1% are below.
59.4% are above or equal to 7/11 close (14 days ago), 40.6% are below.
70.6% are above or equal to 7/10 close (15 days ago), 29.4% are below.
70.0% are above or equal to 7/9 close (16 days ago), 30.0% are below.
75.2% are above or equal to 7/8 close (17 days ago), 24.8% are below.
75.9% are above or equal to 7/5 close (18 days ago), 24.1% are below.
80.4% are above or equal to 7/3 close (19 days ago), 19.6% are below.
79.6% are above or equal to 7/2 close (20 days ago), 20.4% are below.
79.5% are above or equal to 7/1 close (21 days ago), 20.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.6% new highs, 4.5% new lows
21d: 17.6% new highs, 4.2% new lows
42d: 14.2% new highs, 1.3% new lows
63d: 12.2% new highs, 0.9% new lows
126d: 11.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 65.1% above, 34.9% below
3-day: 65.8% above, 34.2% below
4-day: 62.0% above, 38.0% below
5-day: 59.8% above, 40.2% below
8-day: 54.9% above, 45.1% below
10-day: 53.1% above, 46.9% below
20-day: 64.8% above, 35.2% below
50-day: 72.5% above, 27.5% below
200-day: 77.9% above, 22.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(42): 1.46% Top=TSRX ALR HUM CI AET MR HOLX WLP ….. BAX DGX THC CNC WCG CYH PKI LH=Bottom (Health)
LEIS(30): 0.88% Top=BYD TXRH BLMN WEN MAR HOT CAKE WYN ….. MGM PNK SBUX LTM MCD SIX DNKN LVS=Bottom (Leisure)
ENER(93): 0.75% Top=EGN GDP PSX SM OKS GPOR DK BBG ….. PBF SD BWP NTI KEG HERO EEP HK=Bottom (Energy)
RETA(67): 0.74% Top=GME KMX JNY BID KORS SHLD WSM BBY ….. KR ARO EBAY EXPR WFM OUTR MELI FIVE=Bottom (Retail & Specialty Retail)
ELEC(53): 0.70% Top=INVN CSIQ GRMN MRVL FSL FSLR TRMB CREE ….. PMCS CAVM TER SPWR CRUS IPGP AMCC RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): 0.68% Top=HBI PAY MWV HAR WHR BC NUS IRBT ….. IP FL FBHS UA COH ECL FOSL PBI=Bottom (Consumer)
TRAN(27): 0.66% Top=FDX SAVE ALK TRN CNW CHRW UAL SWFT ….. JBHT CNI KSU NSC AIRM GLNG CP NAT=Bottom (Transportation)
INSU(36): 0.62% Top=LNC MBI AFL AIZ MTG HIG MET UNM ….. L CB VR WSH CLGX PRE GNW AXS=Bottom (Insurance)
FINA(79): 0.61% Top=ZION WU PFG VLY ASBC CMA FULT BAC ….. TCBI BX PHH APO DFS AXP TCB WETF=Bottom (Banks/Financials)
MANU(36): 0.61% Top=MTW TKR AGCO TEX CMI KMT RS DOV ….. ATI JOY PCP DDD BWC MRC XYL RBC=Bottom (Manufacturing)
DISV(47): 0.59% Top=VRSK FISV TMH TAL CAR ADS URI RHI ….. ACTG MA CXW SBAC BLOX ADT LOPE V=Bottom (Diversified Services)
COSW(75): 0.32% Top=SYMC NQ FTNT TTWO TRIP MCRS SINA INFA ….. ANGI YELP RATE RAX ADSK DBD TRLA IACI=Bottom (Computer Software/Internet)
MATE(26): 0.25% Top=FLR FWLT MTZ PWR FAST PHM WCN USG ….. BZH CVA SPF RYL MTH RSG MAS MDC=Bottom (Materials & Construction)
COHW(45): -0.03% Top=NSR LVLT SSYS XLS MSI HPQ CTL INFN ….. WDC FNSR RCI JNPR OLED FIO CCI RVBD=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.27% Top=POL APD AXLL EMN FMC ROC OLN VAL ….. CF HUN MON AGU WPZ POT MOS IPI=Bottom (Chemicals/Fertilizers)
META(27): -0.70% Top=WLT BTU ANR STLD CMP NUE CNX SLCA ….. AUY KGC RGLD SCCO EGO ABX PAAS IAG=Bottom (Metals & Mining)
REAL(77): -1.89% Top=WAC HST PSA PMT NRF PPS KIM STWD ….. CBG GGP EQR IVR CYS MFA SKT BXP=Bottom (Real Estate)

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 12:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:59 am

Market Stats at 10:59 am ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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
38.9% of stocks are above yesterday’s high.
67.3% are above yesterday’s midpoint. (32.7% are below.)
13.5% are below yesterday’s low.
47.6% are inside yesterday’s range.
56.3% of stocks with today’s high > yesterday’s high. (43.7% less than).
26.2% of stocks with today’s low < yesterday’s low. (73.8% greater than).

EVIDENCE OF INTRADAY TREND
62.4% of stocks are above today’s open. (36.7% are below).
60.5% of stocks are above today’s open and yesterday’s close.
27.5% are below both.
15.1% of stocks opened above yesterday’s high.
74.3% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
19.2% of stocks are in the top 10% of today’s range.
34.0% 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.
15.7% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN
70.6% of stocks are above yesterday’s close. (29.4% are below.)
1.7% are up 4.5% or more. 0.7% are down 4.5% or more.
2.5% are up 3.5% or more. 1.1% are down 3.5% or more.
55.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.4%…>=90:20.5%…>=80:37.8%…>=50:67.0%…<=20:17.3%…<=10:9.7%…<=5:5.6%…
9-day: >=95:0.1%…>=90:0.7%…>=80:5.0%…>=50:67.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:70.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
38.9% above previous 1 highs, 13.5% below previous 1 lows
32.4% above previous 2 highs, 10.7% below previous 2 lows
27.6% above previous 3 highs, 9.1% below previous 3 lows
22.4% above previous 4 highs, 8.1% below previous 4 lows
16.6% above previous 5 highs, 7.2% below previous 5 lows
14.7% above previous 6 highs, 7.2% below previous 6 lows
13.3% above previous 7 highs, 7.0% below previous 7 lows
12.6% above previous 8 highs, 6.5% below previous 8 lows
12.1% above previous 9 highs, 6.3% below previous 9 lows
11.9% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.6% are above or equal to 7/30 close (1 days ago), 29.4% are below.
69.5% are above or equal to 7/29 close (2 days ago), 30.5% are below.
58.7% are above or equal to 7/26 close (3 days ago), 41.3% are below.
56.1% are above or equal to 7/25 close (4 days ago), 43.9% are below.
59.7% are above or equal to 7/24 close (5 days ago), 40.3% are below.
48.8% are above or equal to 7/23 close (6 days ago), 51.2% are below.
46.1% are above or equal to 7/22 close (7 days ago), 53.9% are below.
50.9% are above or equal to 7/19 close (8 days ago), 49.1% are below.
52.4% are above or equal to 7/18 close (9 days ago), 47.6% are below.
59.1% are above or equal to 7/17 close (10 days ago), 40.9% are below.
62.6% are above or equal to 7/16 close (11 days ago), 37.4% are below.
57.7% are above or equal to 7/15 close (12 days ago), 42.3% are below.
59.2% are above or equal to 7/12 close (13 days ago), 40.8% are below.
59.8% are above or equal to 7/11 close (14 days ago), 40.2% are below.
70.8% are above or equal to 7/10 close (15 days ago), 29.2% are below.
71.4% are above or equal to 7/9 close (16 days ago), 28.6% are below.
76.5% are above or equal to 7/8 close (17 days ago), 23.5% are below.
77.5% are above or equal to 7/5 close (18 days ago), 22.5% are below.
81.3% are above or equal to 7/3 close (19 days ago), 18.7% are below.
80.7% are above or equal to 7/2 close (20 days ago), 19.3% are below.
80.0% are above or equal to 7/1 close (21 days ago), 20.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.6% new highs, 3.7% new lows
21d: 16.5% new highs, 3.4% new lows
42d: 13.4% new highs, 1.1% new lows
63d: 11.4% new highs, 0.8% new lows
126d: 10.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.6% above, 30.4% below
3-day: 70.1% above, 29.9% below
4-day: 66.4% above, 33.6% below
5-day: 62.4% above, 37.6% below
8-day: 57.7% above, 42.3% below
10-day: 55.9% above, 44.1% below
20-day: 66.7% above, 33.3% below
50-day: 72.6% above, 27.4% below
200-day: 78.1% above, 21.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(42): 1.49% Top=TSRX ALR HUM CI AET ESRX UNH WLP ….. DGX PKI UHS CNC LH BAX HCA CYH=Bottom (Health)
ENER(93): 1.08% Top=EGN GDP SM XEC OKS PSX BBG GPOR ….. SD EEP PAA BWP NTI KEG PBF HK=Bottom (Energy)
FINA(79): 1.00% Top=BXS ASBC STI VLY ZION EVR CMA FULT ….. CFFN ARCC PHH DFS ACAS APO BX WETF=Bottom (Banks/Financials)
DISV(47): 0.79% Top=FISV TMH VRSK CAR HTZ ADS MA URI ….. PCLN ACTG AL CXW V BLOX SBAC LOPE=Bottom (Diversified Services)
LEIS(30): 0.79% Top=BYD BLMN RCL TXRH WYN HOT PENN EAT ….. CCL SBUX MGM PNK SIX MCD LVS DNKN=Bottom (Leisure)
TRAN(27): 0.78% Top=FDX ALK CHRW CNW UPS TRN EXPD UAL ….. WAB ODFL JBLU NSC AIRM GLNG CP NAT=Bottom (Transportation)
RETA(67): 0.71% Top=GME BID KMX JNY KORS BBY LL WSM ….. DKS LTD EBAY WFM EXPR MELI ARO FIVE=Bottom (Retail & Specialty Retail)
CONS(54): 0.71% Top=HBI PAY MWV HAR BC WHR NWL TPX ….. GPK FL FOSL CROX ECL UA COH PBI=Bottom (Consumer)
ELEC(53): 0.70% Top=INVN GRMN CSIQ MRVL FSL GTAT ALTR WAT ….. LRCX ATML CRUS AMCC OVTI SPWR RFMD IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): 0.65% Top=LNC MET MTG HIG AFL RDN MBI PRU ….. VR L CLGX WSH FNF PRE GNW AXS=Bottom (Insurance)
MANU(36): 0.58% Top=AGCO TKR RS MTW CMI KMT TEX DE ….. AOS ATI CAT MRC DDD BWC XYL RBC=Bottom (Manufacturing)
COSW(75): 0.41% Top=SYMC NQ FTNT TRIP MDAS TTWO CTRX SINA ….. AWAY IACI YELP DBD ANGI TRLA RAX ADSK=Bottom (Computer Software/Internet)
COHW(45): 0.01% Top=NSR LVLT SSYS XLS HPQ TMUS NTAP SYNA ….. RCI RKUS PANW JNPR CCI OLED FIO RVBD=Bottom (Computer Hardware/Telecom)
MATE(26): -0.02% Top=FLR MTZ FWLT PWR FAST WM USG PHM ….. LEN MDR RSG HOV MTH MDC RYL MAS=Bottom (Materials & Construction)
CHEM(29): -0.07% Top=APD OLN DD POL AXLL FMC ROC EMN ….. SHW CHMT MON AGU WPZ POT MOS IPI=Bottom (Chemicals/Fertilizers)
META(27): -0.23% Top=WLT BTU ANR CNX NUE CMP STLD SWC ….. SCCO AUY IAG RGLD SLW NEM ABX PAAS=Bottom (Metals & Mining)
REAL(77): -1.41% Top=PPS NRF WAC PMT BAM KIM PSA RHP ….. RLGY MFA IVR EQR BXP SKT HR GGP=Bottom (Real Estate)

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 10:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:18 am ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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
29.2% of stocks are above yesterday’s high.
63.8% are above yesterday’s midpoint. (36.2% are below.)
14.7% are below yesterday’s low.
56.1% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND
54.4% of stocks are above today’s open. (44.4% are below).
52.1% of stocks are above today’s open and yesterday’s close.
31.5% are below both.
15.1% of stocks opened above yesterday’s high.
74.2% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.6% of stocks are in the top 10% of today’s range.
25.3% are in the top 20%.
51.3% are in the top half. 48.7% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN
66.4% of stocks are above yesterday’s close. (33.6% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
2.1% are up 3.5% or more. 1.2% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.0%…>=90:16.7%…>=80:30.6%…>=50:63.1%…<=20:18.2%…<=10:10.8%…<=5:6.1%…
9-day: >=95:0.2%…>=90:0.7%…>=80:4.9%…>=50:65.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:68.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
29.2% above previous 1 highs, 14.7% below previous 1 lows
23.4% above previous 2 highs, 11.9% below previous 2 lows
19.5% above previous 3 highs, 10.2% below previous 3 lows
15.6% above previous 4 highs, 8.9% below previous 4 lows
11.8% above previous 5 highs, 8.1% below previous 5 lows
10.7% above previous 6 highs, 8.1% below previous 6 lows
10.1% above previous 7 highs, 7.8% below previous 7 lows
9.7% above previous 8 highs, 7.4% below previous 8 lows
9.4% above previous 9 highs, 7.0% below previous 9 lows
9.3% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
66.4% are above or equal to 7/30 close (1 days ago), 33.6% are below.
65.1% are above or equal to 7/29 close (2 days ago), 34.9% are below.
53.1% are above or equal to 7/26 close (3 days ago), 46.9% are below.
52.1% are above or equal to 7/25 close (4 days ago), 47.9% are below.
54.8% are above or equal to 7/24 close (5 days ago), 45.2% are below.
45.1% are above or equal to 7/23 close (6 days ago), 54.9% are below.
44.8% are above or equal to 7/22 close (7 days ago), 55.2% are below.
47.4% are above or equal to 7/19 close (8 days ago), 52.6% are below.
50.4% are above or equal to 7/18 close (9 days ago), 49.6% are below.
57.8% are above or equal to 7/17 close (10 days ago), 42.2% are below.
60.9% are above or equal to 7/16 close (11 days ago), 39.1% are below.
55.0% are above or equal to 7/15 close (12 days ago), 45.0% are below.
55.8% are above or equal to 7/12 close (13 days ago), 44.2% are below.
58.4% are above or equal to 7/11 close (14 days ago), 41.6% are below.
69.5% are above or equal to 7/10 close (15 days ago), 30.5% are below.
69.8% are above or equal to 7/9 close (16 days ago), 30.2% are below.
75.4% are above or equal to 7/8 close (17 days ago), 24.6% are below.
76.5% are above or equal to 7/5 close (18 days ago), 23.5% are below.
80.6% are above or equal to 7/3 close (19 days ago), 19.4% are below.
79.8% are above or equal to 7/2 close (20 days ago), 20.2% are below.
79.2% are above or equal to 7/1 close (21 days ago), 20.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.1% new highs, 3.1% new lows
21d: 14.1% new highs, 3.0% new lows
42d: 11.5% new highs, 0.7% new lows
63d: 9.9% new highs, 0.5% new lows
126d: 8.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 65.3% above, 34.7% below
3-day: 66.4% above, 33.6% below
4-day: 61.2% above, 38.8% below
5-day: 58.0% above, 42.0% below
8-day: 52.3% above, 47.7% below
10-day: 50.6% above, 49.4% below
20-day: 64.6% above, 35.4% below
50-day: 71.7% above, 28.3% below
200-day: 77.7% above, 22.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(42): 1.42% Top=TSRX ALR HUM ESRX WLP HOLX CI UNH ….. UHS DGX VAR ALGN BAX LH HCA CYH=Bottom (Health)
DISV(47): 0.73% Top=FISV VRSK MA ADS URI HTZ CAR TMH ….. PCLN URS MYGN AL CXW BLOX SBAC LOPE=Bottom (Diversified Services)
FINA(79): 0.70% Top=BXS VLY ASBC ZION FMER FULT RF EVR ….. BNS APO KKR PHH NDAQ OCN BX WETF=Bottom (Banks/Financials)
ENER(92): 0.69% Top=EGN GDP SM XEC OKS EOG CXO CAM ….. SD BWP KEG HFC NTI PAA PBF HK=Bottom (Energy)
CONS(54): 0.64% Top=HBI PAY MWV BC DECK TPX HAR SKX ….. CL FOSL IP GPK UA COH ECL PBI=Bottom (Consumer)
ELEC(53): 0.59% Top=INVN GRMN CSIQ FSL TQNT MRVL GTAT ALTR ….. AMAT LRCX TER SWKS OVTI RFMD IPGP SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.57% Top=BYD RCL WYN HOT EAT PENN PNRA EXPE ….. MGM DRI CCL KKD DNKN MCD SIX LVS=Bottom (Leisure)
TRAN(27): 0.47% Top=FDX TRN CNW SAVE ALK TDW UNP SWFT ….. UAL JBHT NSC CP GLNG NAT LUV JBLU=Bottom (Transportation)
COSW(75): 0.45% Top=SYMC NQ FTNT TRIP TTWO VCLK LNKD GRPN ….. ANGI YNDX RATE YELP DBD TRLA RAX ADSK=Bottom (Computer Software/Internet)
RETA(67): 0.42% Top=GME JNY DANG KORS MW SHLD KAR KMX ….. DKS EXPR MELI EBAY LQDT ARO WFM FIVE=Bottom (Retail & Specialty Retail)
MANU(36): 0.31% Top=AGCO TKR MTW RS CMI EMR PH DOV ….. PCP MHK GNRC BWC MRC XYL DDD RBC=Bottom (Manufacturing)
INSU(36): 0.24% Top=LNC AJG MTG AON HIG RDN AIZ BRO ….. L WSH AIG VR CLGX AFL AXS GNW=Bottom (Insurance)
COHW(45): -0.08% Top=NSR SNDK XLS SSYS HPQ INFN LVLT NTAP ….. VZ CIEN RCI PANW CCI FIO OLED RVBD=Bottom (Computer Hardware/Telecom)
MATE(26): -0.09% Top=FLR FWLT MTZ KBH PHM FAST PWR WM ….. SPF HOV CLH LEN RSG TOL MDC MAS=Bottom (Materials & Construction)
META(27): -0.17% Top=WLT CMP BTU CNX NUE STLD SWC AA ….. RGLD CLF SLW CCJ X PAAS ABX NEM=Bottom (Metals & Mining)
CHEM(29): -0.75% Top=APD OLN DD AXLL FMC SIAL GRA ALB ….. CF MON HUN WPZ AGU POT MOS IPI=Bottom (Chemicals/Fertilizers)
REAL(77): -1.62% Top=PPS BAM WAC NRF PSA PMT DRH HLSS ….. IVR HCP MFA SKT GGP EQR AMT HR=Bottom (Real Estate)

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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:47 am ET
by daytrend on 20130731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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
24.3% of stocks are above yesterday’s high.
63.8% are above yesterday’s midpoint. (36.2% are below.)
10.6% are below yesterday’s low.
65.1% are inside yesterday’s range.
42.3% of stocks with today’s high > yesterday’s high. (57.7% less than).
19.6% of stocks with today’s low < yesterday’s low. (80.4% greater than).

EVIDENCE OF INTRADAY TREND
54.4% of stocks are above today’s open. (43.0% are below).
52.5% of stocks are above today’s open and yesterday’s close.
26.6% are below both.
15.1% of stocks opened above yesterday’s high.
74.2% of stocks opened above yesterday’s close. (21.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.8% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
19.8% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN
70.9% of stocks are above yesterday’s close. (29.1% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
2.0% are up 3.5% or more. 0.8% are down 3.5% or more.
77.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:16.7%…>=80:29.9%…>=50:62.8%…<=20:16.3%…<=10:9.0%…<=5:5.0%…
9-day: >=95:0.2%…>=90:0.7%…>=80:5.1%…>=50:66.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:70.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.3% above previous 1 highs, 10.6% below previous 1 lows
19.7% above previous 2 highs, 8.9% below previous 2 lows
17.3% above previous 3 highs, 7.7% below previous 3 lows
13.7% above previous 4 highs, 6.4% below previous 4 lows
9.9% above previous 5 highs, 5.9% below previous 5 lows
8.2% above previous 6 highs, 5.8% below previous 6 lows
8.0% above previous 7 highs, 5.7% below previous 7 lows
7.8% above previous 8 highs, 5.6% below previous 8 lows
7.2% above previous 9 highs, 5.3% below previous 9 lows
7.1% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.9% are above or equal to 7/30 close (1 days ago), 29.1% are below.
65.8% are above or equal to 7/29 close (2 days ago), 34.2% are below.
53.2% are above or equal to 7/26 close (3 days ago), 46.8% are below.
51.1% are above or equal to 7/25 close (4 days ago), 48.9% are below.
55.6% are above or equal to 7/24 close (5 days ago), 44.4% are below.
45.1% are above or equal to 7/23 close (6 days ago), 54.9% are below.
43.3% are above or equal to 7/22 close (7 days ago), 56.7% are below.
48.1% are above or equal to 7/19 close (8 days ago), 51.9% are below.
50.1% are above or equal to 7/18 close (9 days ago), 49.9% are below.
58.2% are above or equal to 7/17 close (10 days ago), 41.8% are below.
60.8% are above or equal to 7/16 close (11 days ago), 39.2% are below.
55.7% are above or equal to 7/15 close (12 days ago), 44.3% are below.
56.4% are above or equal to 7/12 close (13 days ago), 43.6% are below.
58.9% are above or equal to 7/11 close (14 days ago), 41.1% are below.
70.5% are above or equal to 7/10 close (15 days ago), 29.5% are below.
70.8% are above or equal to 7/9 close (16 days ago), 29.2% are below.
76.5% are above or equal to 7/8 close (17 days ago), 23.5% are below.
78.3% are above or equal to 7/5 close (18 days ago), 21.7% are below.
81.4% are above or equal to 7/3 close (19 days ago), 18.6% are below.
81.0% are above or equal to 7/2 close (20 days ago), 19.0% are below.
79.8% are above or equal to 7/1 close (21 days ago), 20.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.0% new highs, 2.0% new lows
21d: 12.0% new highs, 1.9% new lows
42d: 9.7% new highs, 0.6% new lows
63d: 8.3% new highs, 0.4% new lows
126d: 7.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.0% above, 30.0% below
3-day: 67.3% above, 32.7% below
4-day: 60.0% above, 40.0% below
5-day: 57.4% above, 42.6% below
8-day: 51.3% above, 48.7% below
10-day: 51.0% above, 49.0% below
20-day: 65.6% above, 34.4% below
50-day: 72.2% above, 27.8% below
200-day: 78.4% above, 21.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(42): 1.05% Top=TSRX ALR BKD ESRX UNH XRAY HUM AET ….. SYK THOR BAX VAR CYH LH RMD HCA=Bottom (Health)
DISV(47): 0.73% Top=FISV VRSK ADT MA ADS URI CAR HTZ ….. APOL CXW URS ATHN BLOX LOPE SBAC TMH=Bottom (Diversified Services)
CONS(54): 0.70% Top=HBI PAY MWV DECK GT FBHS SKX FNP ….. AVP NUS PG CL BERY GPK ECL COH=Bottom (Consumer)
FINA(79): 0.62% Top=RF WU ACAS PFG CME APO STT GS ….. SLM LAZ BNS TD BX ARCC TCBI WETF=Bottom (Banks/Financials)
MATE(26): 0.61% Top=FLR FWLT MTZ PHM WM USG EXP FAST ….. LEN BZH MAS MDR TOL RSG MDC CLH=Bottom (Materials & Construction)
ENER(92): 0.54% Top=EGN SM XEC OKS OIS GDP CXO EOG ….. EEP SD RGP NTI KEG HK HERO PAA=Bottom (Energy)
ELEC(53): 0.54% Top=INVN GRMN GTAT FSL ALTR CREE CSIQ CY ….. TER TSL OVTI CPHD PMCS RFMD IPGP SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 0.53% Top=SYMC FTNT TTWO NQ GRPN TRIP SINA NUAN ….. NTES DBD TRLA RAX ANGI ADSK IACI NCR=Bottom (Computer Software/Internet)
LEIS(30): 0.45% Top=BYD RCL CAKE EAT HOT WYN WYNN TXRH ….. MAR EXPE WEN PNK LVS SIX DNKN MCD=Bottom (Leisure)
INSU(36): 0.44% Top=AJG RDN MTG LNC HIG MBI PRU BRO ….. WSH CNO AHL CB VR AFL AXS GNW=Bottom (Insurance)
TRAN(27): 0.44% Top=TRN DAL UAL ALK CNW SWFT CNI CP ….. CHRW LUV NSC WERN SAVE AIRM FDX NAT=Bottom (Transportation)
RETA(67): 0.44% Top=JNY DANG KORS GME CONN KAR NFLX TSCO ….. VSI LTD WAG GNC LQDT ARO EXPR FIVE=Bottom (Retail & Specialty Retail)
MANU(36): 0.29% Top=TEX AGCO MTW TKR CMI JOY LII DOV ….. SWK GNRC ATI MRC MHK XYL DDD RBC=Bottom (Manufacturing)
COHW(45): -0.03% Top=NSR SSYS XLS INFN MSI HPQ HRS ADTN ….. PANW ARUN CIEN OLED CCI FIO LVLT RVBD=Bottom (Computer Hardware/Telecom)
META(27): -0.67% Top=CMP AUY AEM GG NUE KGC CNX STLD ….. SWC WLT ANR CCJ CLF PAAS MCP X=Bottom (Metals & Mining)
CHEM(29): -0.87% Top=APD AXLL DD OLN ALB EMN DOW PX ….. CHMT HUN WPZ AGU POL POT MOS IPI=Bottom (Chemicals/Fertilizers)
REAL(77): -0.93% Top=PPS MTGE BAM DLR PSA AVB NRF RWT ….. SKT CYS AMT HR IVR MFA TWO RLGY=Bottom (Real Estate)

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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/30/2013

Filed under: Market Stats — daytrend @ 3:07 pm

Closing Stats
by daytrend on 20130730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

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

COMPARED TO YESTERDAY’S RANGE
27.3% of stocks are above yesterday’s high.
52.5% are above yesterday’s midpoint. (47.5% are below.)
19.0% are below yesterday’s low.
53.7% are inside yesterday’s range.
58.5% of stocks with today’s high > yesterday’s high. (41.5% less than).
41.8% of stocks with today’s low < yesterday’s low. (58.2% greater than).

EVIDENCE OF INTRADAY TREND
46.1% of stocks are above today’s open. (53.0% are below).
43.8% of stocks are above today’s open and yesterday’s close.
37.1% are below both.
16.9% of stocks opened above yesterday’s high.
82.9% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.1% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
47.4% are in the top half. 52.6% of stocks are in the bottom half of today’s range.
20.0% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN
60.5% of stocks are above yesterday’s close. (39.5% are below.)
2.7% are up 4.5% or more. 1.4% are down 4.5% or more.
3.5% are up 3.5% or more. 2.1% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:10.1%…>=80:21.8%…>=50:48.8%…<=20:24.3%…<=10:14.8%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.3%…>=50:63.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:69.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.3% above previous 1 highs, 19.0% below previous 1 lows
22.0% above previous 2 highs, 14.3% below previous 2 lows
18.2% above previous 3 highs, 11.5% below previous 3 lows
12.5% above previous 4 highs, 11.2% below previous 4 lows
9.8% above previous 5 highs, 11.0% below previous 5 lows
9.3% above previous 6 highs, 10.2% below previous 6 lows
8.3% above previous 7 highs, 8.8% below previous 7 lows
8.1% above previous 8 highs, 8.0% below previous 8 lows
7.6% above previous 9 highs, 7.4% below previous 9 lows
7.3% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.5% are above or equal to 7/29 close (1 days ago), 39.5% are below.
45.2% are above or equal to 7/26 close (2 days ago), 54.8% are below.
43.9% are above or equal to 7/25 close (3 days ago), 56.1% are below.
52.3% are above or equal to 7/24 close (4 days ago), 47.7% are below.
41.5% are above or equal to 7/23 close (5 days ago), 58.5% are below.
38.7% are above or equal to 7/22 close (6 days ago), 61.3% are below.
44.4% are above or equal to 7/19 close (7 days ago), 55.6% are below.
46.5% are above or equal to 7/18 close (8 days ago), 53.5% are below.
54.0% are above or equal to 7/17 close (9 days ago), 46.0% are below.
58.7% are above or equal to 7/16 close (10 days ago), 41.3% are below.
53.6% are above or equal to 7/15 close (11 days ago), 46.4% are below.
55.1% are above or equal to 7/12 close (12 days ago), 44.9% are below.
55.8% are above or equal to 7/11 close (13 days ago), 44.2% are below.
69.0% are above or equal to 7/10 close (14 days ago), 31.0% are below.
68.3% are above or equal to 7/9 close (15 days ago), 31.7% are below.
75.7% are above or equal to 7/8 close (16 days ago), 24.3% are below.
76.8% are above or equal to 7/5 close (17 days ago), 23.2% are below.
81.8% are above or equal to 7/3 close (18 days ago), 18.2% are below.
80.5% are above or equal to 7/2 close (19 days ago), 19.5% are below.
79.9% are above or equal to 7/1 close (20 days ago), 20.1% are below.
83.1% are above or equal to 6/28 close (21 days ago), 16.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.3% new highs, 5.0% new lows
21d: 13.3% new highs, 4.6% new lows
42d: 10.6% new highs, 2.0% new lows
63d: 8.3% new highs, 1.3% new lows
126d: 7.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.3% above, 40.7% below
3-day: 48.9% above, 51.1% below
4-day: 46.2% above, 53.8% below
5-day: 48.1% above, 51.9% below
8-day: 43.8% above, 56.2% below
10-day: 47.1% above, 52.9% below
20-day: 64.2% above, 35.8% below
50-day: 71.2% above, 28.8% below
200-day: 79.5% above, 20.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(30): 1.38% Top=BYD MPEL EXPE LVS MGM RCL CAKE WYNN ….. DRI LTM PNRA CCL TXRH YUM SBUX SIX=Bottom (Leisure)
ELEC(52): 1.14% Top=SPWR GTAT CRUS SUNE MRVL CSIQ FSLR CAVM ….. NXPI UTEK SCTY GLW VECO SMTC OVTI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): 0.78% Top=PBI GT TPX TWI DECK RKT CROX ECL ….. HBI EL FNP MAT NWL HAS GPK COH=Bottom (Consumer)
RETA(68): 0.75% Top=DANG ARO BID GME MELI CAB KORS CONN ….. DKS SWY JNY CVS WAG AMZN GNC JCP=Bottom (Retail & Specialty Retail)
COSW(74): 0.63% Top=CVLT NQ FB SINA WBMD QSII QLIK EA ….. YELP FTNT NOW SFUN GRPN FIS TRI ANGI=Bottom (Computer Software/Internet)
MANU(36): 0.62% Top=ROK GNRC MTW MHK TEX AOS CMI JOY ….. GE DE LII DOV SWK PCP DDD XYL=Bottom (Manufacturing)
DISV(48): 0.61% Top=RRD BLOX MCO HRB ADT GPN SAI URI ….. SBAC DV PAYX ACTG MYGN ASGN Z HTZ=Bottom (Diversified Services)
FINA(80): 0.37% Top=WU EVR PHH SLM WDR ACAS AMP FRC ….. BX MS APO WETF TCBI PBCT NDAQ TD=Bottom (Banks/Financials)
COHW(45): 0.35% Top=HRS WDC BRCD LXK INFN CIEN JNPR FNSR ….. CTL T SYNA SNDK FIO VZ XLS SSYS=Bottom (Computer Hardware/Telecom)
MATE(27): 0.29% Top=MAS FAST WCN EXP MDC RSG FLR RYL ….. WM LEN MTZ FWLT PHM MTH SPF BZH=Bottom (Materials & Construction)
INSU(35): 0.04% Top=MTG RDN AON ORI RE CNO WSH BRO ….. LNC L HIG MET AIG ALL FNF AGO=Bottom (Insurance)
REAL(75): 0.03% Top=MTGE WAC TWO MFA BDN IVR NCT RWT ….. RLGY DLR EXR OFC CLNY DFT HR SNH=Bottom (Real Estate)
ENER(94): 0.01% Top=CIE MWE GDP SD NBR OIS SM UPL ….. BBG EEP PAA VNR SPN OXY NOV INT=Bottom (Energy)
TRAN(27): -0.56% Top=ALK TRN UNP LUV WERN UAL EXPD CSX ….. UPS DAL TDW GLNG CP JBLU NAT SAVE=Bottom (Transportation)
HEAL(42): -0.58% Top=TSRX RMD CFN MR BAX PRXL BCR UHS ….. BSX ISRG THC HUM HNT ESRX CYH HMA=Bottom (Health)
CHEM(27): -0.75% Top=EMN AXLL FMC CE HUN VAL CYT PX ….. WPZ GRA MON CHMT CF AGU POT MOS=Bottom (Chemicals/Fertilizers)
META(26): -0.88% Top=RGLD SWC SLW CCJ PAAS NEM NUE STLD ….. MCP CLF KGC ABX ANR EGO SCCO X=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 @ 1:00 pm

Market Stats at 1:57 pm ET
by daytrend on 20130730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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
21.8% of stocks are above yesterday’s high.
47.9% are above yesterday’s midpoint. (52.1% are below.)
22.4% are below yesterday’s low.
55.8% are inside yesterday’s range.
56.0% of stocks with today’s high > yesterday’s high. (44.0% less than).
39.0% of stocks with today’s low < yesterday’s low. (61.0% greater than).

EVIDENCE OF INTRADAY TREND
39.7% of stocks are above today’s open. (60.0% are below).
36.4% of stocks are above today’s open and yesterday’s close.
43.5% are below both.
16.9% of stocks opened above yesterday’s high.
82.8% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.4% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
35.3% are in the top half. 64.7% of stocks are in the bottom half of today’s range.
32.5% are in the bottom 20%.
14.8% are in the bottom 10%.

GAIN
53.2% of stocks are above yesterday’s close. (46.8% are below.)
2.1% are up 4.5% or more. 1.2% are down 4.5% or more.
2.5% are up 3.5% or more. 2.0% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.2%…>=90:9.2%…>=80:17.3%…>=50:44.9%…<=20:28.4%…<=10:16.3%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.9%…>=50:62.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:67.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.8% above previous 1 highs, 22.4% below previous 1 lows
17.3% above previous 2 highs, 15.5% below previous 2 lows
13.8% above previous 3 highs, 12.0% below previous 3 lows
9.8% above previous 4 highs, 11.9% below previous 4 lows
7.5% above previous 5 highs, 11.7% below previous 5 lows
7.2% above previous 6 highs, 11.1% below previous 6 lows
6.6% above previous 7 highs, 9.7% below previous 7 lows
6.0% above previous 8 highs, 8.9% below previous 8 lows
6.0% above previous 9 highs, 8.6% below previous 9 lows
5.6% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.2% are above or equal to 7/29 close (1 days ago), 46.8% are below.
41.0% are above or equal to 7/26 close (2 days ago), 59.0% are below.
39.9% are above or equal to 7/25 close (3 days ago), 60.1% are below.
49.0% are above or equal to 7/24 close (4 days ago), 51.0% are below.
38.4% are above or equal to 7/23 close (5 days ago), 61.6% are below.
36.7% are above or equal to 7/22 close (6 days ago), 63.3% are below.
43.3% are above or equal to 7/19 close (7 days ago), 56.7% are below.
44.5% are above or equal to 7/18 close (8 days ago), 55.5% are below.
52.3% are above or equal to 7/17 close (9 days ago), 47.7% are below.
57.3% are above or equal to 7/16 close (10 days ago), 42.7% are below.
51.4% are above or equal to 7/15 close (11 days ago), 48.6% are below.
53.0% are above or equal to 7/12 close (12 days ago), 47.0% are below.
54.4% are above or equal to 7/11 close (13 days ago), 45.6% are below.
66.5% are above or equal to 7/10 close (14 days ago), 33.5% are below.
67.0% are above or equal to 7/9 close (15 days ago), 33.0% are below.
73.9% are above or equal to 7/8 close (16 days ago), 26.1% are below.
76.2% are above or equal to 7/5 close (17 days ago), 23.8% are below.
81.3% are above or equal to 7/3 close (18 days ago), 18.7% are below.
80.0% are above or equal to 7/2 close (19 days ago), 20.0% are below.
79.4% are above or equal to 7/1 close (20 days ago), 20.6% are below.
82.2% are above or equal to 6/28 close (21 days ago), 17.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.3% new highs, 4.4% new lows
21d: 11.3% new highs, 4.1% new lows
42d: 8.8% new highs, 1.8% new lows
63d: 6.7% new highs, 1.2% new lows
126d: 5.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.3% above, 47.7% below
3-day: 45.4% above, 54.6% below
4-day: 42.4% above, 57.6% below
5-day: 43.5% above, 56.5% below
8-day: 41.2% above, 58.8% below
10-day: 43.5% above, 56.5% below
20-day: 62.0% above, 38.0% below
50-day: 70.6% above, 29.4% below
200-day: 79.6% above, 20.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(30): 1.10% Top=BYD MPEL MGM LVS EXPE RCL WYNN CAKE ….. DRI PNRA CCL SBUX DNKN YUM TXRH SIX=Bottom (Leisure)
ELEC(52): 0.70% Top=GTAT SPWR SUNE CRUS MRVL CAVM CSIQ IPGP ….. FSL SCTY INVN SMTC GLW VECO OVTI PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): 0.50% Top=PBI GT TPX ECL PAY DECK LEG TWI ….. IRBT CRI MAT NWL EL HAS GPK COH=Bottom (Consumer)
RETA(68): 0.42% Top=DANG GME ARO BID CONN CAB KORS MELI ….. NFLX OUTR DKS WAG AMZN JNY JCP GNC=Bottom (Retail & Specialty Retail)
COSW(74): 0.40% Top=CVLT NQ FB EA CERN WBMD SINA CTXS ….. SOHU SFUN ATVI GRPN NOW FIS ANGI TRI=Bottom (Computer Software/Internet)
DISV(48): 0.40% Top=RRD ADT MCO URI HRB GPN ULTA TYC ….. APOL JEC DV MYGN ACTG Z HTZ ASGN=Bottom (Diversified Services)
MANU(36): 0.38% Top=ROK GNRC MTW TEX CMI MHK AOS PH ….. BWC DOV DRC SWK DE PCP DDD XYL=Bottom (Manufacturing)
FINA(80): 0.36% Top=WU EVR WDR PHH ACAS FRC SLM BEN ….. MS TCBI PBCT BX WETF APO NDAQ TD=Bottom (Banks/Financials)
COHW(45): 0.23% Top=HRS WDC BRCD LXK CIEN LVLT INFN JNPR ….. TWTC T CTL XLS VZ FIO SNDK SSYS=Bottom (Computer Hardware/Telecom)
MATE(27): 0.11% Top=MAS WCN FAST EXP RSG USG RYL MDR ….. FWLT LEN PHM MTH HOV SPF MTZ BZH=Bottom (Materials & Construction)
REAL(75): -0.05% Top=MTGE GGP WAC TWO BDN MFA CYS NLY ….. VTR OFC MPW RLGY DFT HR CLNY SNH=Bottom (Real Estate)
INSU(35): -0.14% Top=MTG AON RDN BRO WSH CLGX CNO AJG ….. ALL AIZ L HIG AIG MET FNF AGO=Bottom (Insurance)
ENER(93): -0.49% Top=OIS IOC CIE MWE UPL MPC SM CAM ….. SPN PAA BWP NOV EEP KEG OXY INT=Bottom (Energy)
HEAL(42): -0.51% Top=TSRX RMD CFN MR BAX PRXL CNC UHS ….. CI UNH ISRG THC CYH HUM ESRX HMA=Bottom (Health)
TRAN(27): -0.67% Top=TRN ALK LUV UNP UAL AIRM FDX WERN ….. NSC GLNG SWFT DAL CP JBLU NAT SAVE=Bottom (Transportation)
META(26): -0.69% Top=RGLD IAG SLW PAAS SWC AUY CCJ NEM ….. KGC FCX ABX EGO CLF SCCO ANR X=Bottom (Metals & Mining)
CHEM(27): -1.14% Top=EMN AXLL CE FMC VAL PX APD CYT ….. GRA CHMT ROC MON CF AGU MOS POT=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 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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