daytrend

08/29/2013

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

Closing Stats
by daytrend on 20130829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 771.

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

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

COMPARED TO YESTERDAY’S RANGE
31.6% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
11.0% are below yesterday’s low.
57.3% are inside yesterday’s range.
64.2% of stocks with today’s high > yesterday’s high. (35.8% less than).
39.4% of stocks with today’s low < yesterday’s low. (60.6% greater than).

EVIDENCE OF INTRADAY TREND
77.8% of stocks are above today’s open. (20.6% are below).
67.4% of stocks are above today’s open and yesterday’s close.
19.5% are below both.
1.8% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.7% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.5% of stocks are in the top 10% of today’s range.
15.2% are in the top 20%.
60.7% are in the top half. 39.3% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN
71.7% of stocks are above yesterday’s close. (28.3% are below.)
0.8% are up 4.5% or more. 0.0% are down 4.5% or more.
1.8% are up 3.5% or more. 0.3% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:1.8%…>=80:8.6%…>=50:51.0%…<=20:18.4%…<=10:8.2%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.6%…<=20:1.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
31.6% above previous 1 highs, 11.0% below previous 1 lows
15.7% above previous 2 highs, 8.9% below previous 2 lows
4.8% above previous 3 highs, 8.9% below previous 3 lows
4.4% above previous 4 highs, 8.3% below previous 4 lows
4.2% above previous 5 highs, 6.6% below previous 5 lows
3.9% above previous 6 highs, 5.4% below previous 6 lows
3.5% above previous 7 highs, 4.9% below previous 7 lows
3.4% above previous 8 highs, 4.5% below previous 8 lows
3.1% above previous 9 highs, 4.5% below previous 9 lows
3.0% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
71.7% are above or equal to 8/28 close (1 days ago), 28.3% are below.
68.0% are above or equal to 8/27 close (2 days ago), 32.0% are below.
21.0% are above or equal to 8/26 close (3 days ago), 79.0% are below.
21.9% are above or equal to 8/23 close (4 days ago), 78.1% are below.
29.4% are above or equal to 8/22 close (5 days ago), 70.6% are below.
47.1% are above or equal to 8/21 close (6 days ago), 52.9% are below.
37.5% are above or equal to 8/20 close (7 days ago), 62.5% are below.
52.1% are above or equal to 8/19 close (8 days ago), 47.9% are below.
39.8% are above or equal to 8/16 close (9 days ago), 60.2% are below.
34.5% are above or equal to 8/15 close (10 days ago), 65.5% are below.
23.7% are above or equal to 8/14 close (11 days ago), 76.3% are below.
21.9% are above or equal to 8/13 close (12 days ago), 78.1% are below.
22.0% are above or equal to 8/12 close (13 days ago), 78.0% are below.
22.4% are above or equal to 8/9 close (14 days ago), 77.6% are below.
23.0% are above or equal to 8/8 close (15 days ago), 77.0% are below.
31.0% are above or equal to 8/7 close (16 days ago), 69.0% are below.
26.7% are above or equal to 8/6 close (17 days ago), 73.3% are below.
21.9% are above or equal to 8/5 close (18 days ago), 78.1% are below.
23.9% are above or equal to 8/2 close (19 days ago), 76.1% are below.
23.0% are above or equal to 8/1 close (20 days ago), 77.0% are below.
31.9% are above or equal to 7/31 close (21 days ago), 68.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 15.4% new lows
21d: 1.9% new highs, 14.7% new lows
42d: 1.7% new highs, 7.7% new lows
63d: 1.7% new highs, 3.8% new lows
126d: 1.4% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 69.0% above, 31.0% below
3-day: 68.6% above, 31.4% below
4-day: 42.9% above, 57.1% below
5-day: 32.6% above, 67.4% below
8-day: 34.2% above, 65.8% below
10-day: 37.7% above, 62.3% below
20-day: 24.5% above, 75.5% below
50-day: 42.4% above, 57.6% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 1.24% Top=MTH DHI LEN PHM MAS RYL SPF KBH ….. MDR CVA FWLT DAR EXP WM FLR RSG=Bottom (Materials & Construction)
ELEC(47): 1.16% Top=TSL CRUS GRMN SCTY ALTR GTAT OVTI SWKS ….. LSI MOLX LLTC NVDA ISIL IPGP INTC CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): 0.96% Top=KKD OWW ARCO MPEL WYN PNK BYD RCL ….. EAT EXPE PENN PNRA WEN YUM SIX MCD=Bottom (Leisure)
COSW(75): 0.93% Top=YELP GRPN SFUN TRLA RAX EQIX TRIP WWWW ….. IACI MDRX ROVI DBD IRM NUAN YNDX PWRD=Bottom (Computer Software/Internet)
TRAN(20): 0.83% Top=SAVE DAL AIRM UAL SWFT KSU ALK TRN ….. UNP UPS FDX CNW CHRW JBLU EXPD NSC=Bottom (Transportation)
RETA(64): 0.81% Top=GES ZLC AN LL PIR ANN KORS WFM ….. AEO ANF CHS ARO JWN DANG JCP SIG=Bottom (Retail & Specialty Retail)
DISV(41): 0.79% Top=Z KBR DV URI PRAA FLT HTZ RCII ….. WOOF LPS HRB CAR GPN RHI TYC JEC=Bottom (Diversified Services)
CONS(47): 0.76% Top=ICON TPX LULU DECK GT NUS NWL IP ….. EL CL HAS FL CHD MAT PBI SCSS=Bottom (Consumer)
INSU(32): 0.67% Top=RDN AEL MTG GNW VR MET MMC UNM ….. ORI MBI AHL AON CLGX FNF CB L=Bottom (Insurance)
COHW(41): 0.63% Top=SSYS VZ RCI OLED BCE TDC BRCD SNDK ….. XLS LXK VRSN MSI HPQ WIN JNPR WDC=Bottom (Computer Hardware/Telecom)
FINA(66): 0.55% Top=BEN BX JNS SCHW SF CSE LM LAZ ….. OCN FNFG CME EWBC MTB NYCB HCBK LPLA=Bottom (Banks/Financials)
MANU(30): 0.51% Top=DDD MRC XYL MHK GNRC SWK HON ROK ….. CAT AME TKR AGCO DE GE MTW TEX=Bottom (Manufacturing)
CHEM(26): 0.43% Top=EMN SHW CE ASH OLN IPI HUN APD ….. AXLL PX VAL DD WPZ CF POT AGU=Bottom (Chemicals/Fertilizers)
HEAL(38): 0.34% Top=SIRO AET DXCM BCR WCG UNH BKD THOR ….. ESRX BSX DGX HOLX BAX CYH OPK MR=Bottom (Health)
REAL(73): 0.26% Top=RWT NLY ARCP RLJ IVR TWO MFA PMT ….. EDR HCN VNO NCT HCP DRE ACC MPW=Bottom (Real Estate)
META(28): -0.20% Top=SSRI AUY ABX NEM GG SLW SLCA EGO ….. PAAS SWC AA RGLD TRQ CNX CLF BTU=Bottom (Metals & Mining)
ENER(89): -0.62% Top=KMI HFC GDP NTI ETE DK KOG ROSE ….. DO FTI XOM NE PBR PWE FANG FST=Bottom (Energy)

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 @ 2:23 pm

Market Stats at 3:22 pm ET
by daytrend on 20130829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 771.

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

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

COMPARED TO YESTERDAY’S RANGE
37.2% of stocks are above yesterday’s high.
69.9% are above yesterday’s midpoint. (30.1% are below.)
10.1% are below yesterday’s low.
52.7% are inside yesterday’s range.
64.2% of stocks with today’s high > yesterday’s high. (35.8% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND
79.6% of stocks are above today’s open. (19.3% are below).
70.7% of stocks are above today’s open and yesterday’s close.
18.5% are below both.
1.8% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.7% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.1% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
69.6% are in the top half. 30.4% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
72.9% of stocks are above yesterday’s close. (27.1% are below.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
2.3% are up 3.5% or more. 0.1% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:2.1%…>=80:10.1%…>=50:54.3%…<=20:14.4%…<=10:6.9%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.4%…<=20:0.8%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:32.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.2% above previous 1 highs, 10.1% below previous 1 lows
18.5% above previous 2 highs, 7.8% below previous 2 lows
5.6% above previous 3 highs, 7.8% below previous 3 lows
4.9% above previous 4 highs, 6.6% below previous 4 lows
4.7% above previous 5 highs, 5.3% below previous 5 lows
4.5% above previous 6 highs, 4.3% below previous 6 lows
4.2% above previous 7 highs, 3.6% below previous 7 lows
3.9% above previous 8 highs, 3.6% below previous 8 lows
3.5% above previous 9 highs, 3.6% below previous 9 lows
3.1% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.9% are above or equal to 8/28 close (1 days ago), 27.1% are below.
71.7% are above or equal to 8/27 close (2 days ago), 28.3% are below.
22.0% are above or equal to 8/26 close (3 days ago), 78.0% are below.
23.2% are above or equal to 8/23 close (4 days ago), 76.8% are below.
30.6% are above or equal to 8/22 close (5 days ago), 69.4% are below.
48.8% are above or equal to 8/21 close (6 days ago), 51.2% are below.
38.9% are above or equal to 8/20 close (7 days ago), 61.1% are below.
54.0% are above or equal to 8/19 close (8 days ago), 46.0% are below.
42.3% are above or equal to 8/16 close (9 days ago), 57.7% are below.
35.7% are above or equal to 8/15 close (10 days ago), 64.3% are below.
25.3% are above or equal to 8/14 close (11 days ago), 74.7% are below.
22.0% are above or equal to 8/13 close (12 days ago), 78.0% are below.
22.4% are above or equal to 8/12 close (13 days ago), 77.6% are below.
22.7% are above or equal to 8/9 close (14 days ago), 77.3% are below.
23.5% are above or equal to 8/8 close (15 days ago), 76.5% are below.
31.6% are above or equal to 8/7 close (16 days ago), 68.4% are below.
26.6% are above or equal to 8/6 close (17 days ago), 73.4% are below.
22.3% are above or equal to 8/5 close (18 days ago), 77.7% are below.
24.4% are above or equal to 8/2 close (19 days ago), 75.6% are below.
23.6% are above or equal to 8/1 close (20 days ago), 76.4% are below.
33.2% are above or equal to 7/31 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 14.7% new lows
21d: 1.9% new highs, 14.0% new lows
42d: 1.7% new highs, 7.4% new lows
63d: 1.7% new highs, 3.5% new lows
126d: 1.4% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.6% above, 28.4% below
3-day: 72.2% above, 27.8% below
4-day: 48.2% above, 51.8% below
5-day: 36.1% above, 63.9% below
8-day: 38.8% above, 61.2% below
10-day: 40.5% above, 59.5% below
20-day: 25.7% above, 74.3% below
50-day: 43.6% above, 56.4% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 1.36% Top=MTH DHI PHM LEN RYL MAS SPF KBH ….. MDR EXP CVA WM DAR FLR FWLT RSG=Bottom (Materials & Construction)
ELEC(47): 1.21% Top=TSL GRMN CRUS ALTR SCTY SWKS FSL GTAT ….. SMTC MOLX NVDA CAVM IPGP INTC ISIL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 1.12% Top=YELP GRPN TRLA RAX SFUN ANGI EQIX FTNT ….. MDRX NQ DBD ROVI YNDX NUAN WDAY PWRD=Bottom (Computer Software/Internet)
LEIS(28): 1.02% Top=OWW ARCO KKD WYN BYD RCL MPEL PNK ….. CCL EAT PNRA WEN PENN YUM MCD SIX=Bottom (Leisure)
TRAN(20): 0.99% Top=SAVE DAL UAL AIRM KSU ALK SWFT TRN ….. CNW UPS JBLU FDX LUV CHRW NSC EXPD=Bottom (Transportation)
DISV(41): 0.99% Top=Z KBR DV URI VNTV PRAA FLT HTZ ….. SCI WOOF ACM LPS RHI TYC GPN JEC=Bottom (Diversified Services)
CONS(47): 0.95% Top=TPX LULU ICON NUS DECK GT NWL FBHS ….. CCK HAS MWV CHD FL SCSS MAT PBI=Bottom (Consumer)
RETA(64): 0.90% Top=GES ZLC AN PIR LL WFM KORS SHLD ….. SPLS ARO ANF CHS JWN DANG JCP SIG=Bottom (Retail & Specialty Retail)
COHW(41): 0.89% Top=SSYS VZ OLED RCI BRCD BCE TDC SNDK ….. LXK VRSN MSI WIN HPQ JNPR AMX WDC=Bottom (Computer Hardware/Telecom)
INSU(32): 0.86% Top=RDN AEL MTG GNW VR MET AJG MMC ….. PRE MBI AON AHL CB FNF CLGX L=Bottom (Insurance)
FINA(66): 0.76% Top=BEN SCHW BX SF LM AMTD JNS IVZ ….. BBT CME EWBC OCN HCBK MTB LPLA NYCB=Bottom (Banks/Financials)
MANU(30): 0.65% Top=DDD MRC GNRC XYL MHK SWK HON ROK ….. DRC AME ATI GE AGCO DE TEX MTW=Bottom (Manufacturing)
CHEM(26): 0.57% Top=EMN CE SHW APD IPI ASH HUN ROC ….. AXLL VAL CF WPZ FTK DD POT AGU=Bottom (Chemicals/Fertilizers)
HEAL(38): 0.40% Top=HNT SIRO AET UNH BCR WCG BKD THOR ….. LH BSX DGX BAX CYH MR HOLX OPK=Bottom (Health)
REAL(73): 0.27% Top=RWT NLY TWO ARCP IVR MFA RLJ PMT ….. VNO EDR LHO ACC DRE HCP NCT MPW=Bottom (Real Estate)
META(28): -0.12% Top=SSRI AUY ABX SLCA NEM GG SLW EGO ….. AA PAAS TRQ SWC RGLD CNX CLF BTU=Bottom (Metals & Mining)
ENER(89): -0.64% Top=KMI HFC KOG GDP WNR ROSE CLMT DPM ….. EGN RRC CHK FANG REXX PBR PWE FST=Bottom (Energy)

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 3:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:18 pm

Market Stats at 2:18 pm ET
by daytrend on 20130829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 771.

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
34.0% of stocks are above yesterday’s high.
67.3% are above yesterday’s midpoint. (32.7% are below.)
10.0% are below yesterday’s low.
56.0% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND
78.1% of stocks are above today’s open. (21.1% are below).
69.3% of stocks are above today’s open and yesterday’s close.
19.3% are below both.
1.8% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.7% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
19.5% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN
72.0% of stocks are above yesterday’s close. (28.0% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
1.7% are up 3.5% or more. 0.3% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.8%…>=90:1.8%…>=80:9.1%…>=50:52.1%…<=20:16.6%…<=10:8.2%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.8%…<=20:0.8%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:32.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.0% above previous 1 highs, 10.0% below previous 1 lows
15.2% above previous 2 highs, 8.3% below previous 2 lows
5.3% above previous 3 highs, 8.3% below previous 3 lows
4.4% above previous 4 highs, 7.1% below previous 4 lows
4.2% above previous 5 highs, 5.8% below previous 5 lows
3.9% above previous 6 highs, 4.5% below previous 6 lows
3.6% above previous 7 highs, 4.0% below previous 7 lows
3.4% above previous 8 highs, 3.8% below previous 8 lows
3.1% above previous 9 highs, 3.8% below previous 9 lows
2.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.0% are above or equal to 8/28 close (1 days ago), 28.0% are below.
68.9% are above or equal to 8/27 close (2 days ago), 31.1% are below.
20.2% are above or equal to 8/26 close (3 days ago), 79.8% are below.
22.2% are above or equal to 8/23 close (4 days ago), 77.8% are below.
28.8% are above or equal to 8/22 close (5 days ago), 71.2% are below.
46.8% are above or equal to 8/21 close (6 days ago), 53.2% are below.
37.1% are above or equal to 8/20 close (7 days ago), 62.9% are below.
52.4% are above or equal to 8/19 close (8 days ago), 47.6% are below.
41.2% are above or equal to 8/16 close (9 days ago), 58.8% are below.
34.1% are above or equal to 8/15 close (10 days ago), 65.9% are below.
24.0% are above or equal to 8/14 close (11 days ago), 76.0% are below.
21.8% are above or equal to 8/13 close (12 days ago), 78.2% are below.
22.0% are above or equal to 8/12 close (13 days ago), 78.0% are below.
22.6% are above or equal to 8/9 close (14 days ago), 77.4% are below.
23.1% are above or equal to 8/8 close (15 days ago), 76.9% are below.
31.3% are above or equal to 8/7 close (16 days ago), 68.7% are below.
26.8% are above or equal to 8/6 close (17 days ago), 73.2% are below.
22.4% are above or equal to 8/5 close (18 days ago), 77.6% are below.
24.3% are above or equal to 8/2 close (19 days ago), 75.7% are below.
23.2% are above or equal to 8/1 close (20 days ago), 76.8% are below.
32.6% are above or equal to 7/31 close (21 days ago), 67.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 14.1% new lows
21d: 1.8% new highs, 13.6% new lows
42d: 1.6% new highs, 7.0% new lows
63d: 1.6% new highs, 3.2% new lows
126d: 1.3% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.4% above, 29.6% below
3-day: 69.9% above, 30.1% below
4-day: 47.3% above, 52.7% below
5-day: 34.1% above, 65.9% below
8-day: 35.4% above, 64.6% below
10-day: 39.3% above, 60.7% below
20-day: 25.7% above, 74.3% below
50-day: 43.5% above, 56.5% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 1.27% Top=MTH LEN PHM DHI MAS MDC RYL MTZ ….. CVA EXP WM RSG FLR DAR FWLT MDR=Bottom (Materials & Construction)
ELEC(47): 1.20% Top=GRMN TSL CRUS ALTR SWKS GTAT SCTY FSL ….. GLW CAVM NVDA LSI MOLX INTC ISIL IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 0.99% Top=YELP SFUN GRPN ANGI TRLA RAX FTNT FB ….. MDRX NUAN DBD ROVI NQ PWRD WDAY YNDX=Bottom (Computer Software/Internet)
LEIS(28): 0.97% Top=OWW ARCO KKD WYN RCL BYD HOT MPEL ….. DPZ EAT PNRA WEN YUM PENN MCD SIX=Bottom (Leisure)
CONS(47): 0.94% Top=ICON LULU NUS TPX DECK NWL IP GT ….. FNP CCK MWV FL CHD PBI MAT SCSS=Bottom (Consumer)
DISV(41): 0.89% Top=Z KBR DV PRAA VNTV RRD URI FLT ….. HRB LPS URS V WOOF TYC GPN JEC=Bottom (Diversified Services)
RETA(64): 0.80% Top=GES ZLC AN LL VSI PIR KORS GME ….. SPLS JWN WSM ARO CHS JCP DANG SIG=Bottom (Retail & Specialty Retail)
COHW(41): 0.76% Top=OLED SSYS RCI VZ TDC BRCD BCE SNDK ….. LXK VRSN HPQ WIN MSI JNPR AMX WDC=Bottom (Computer Hardware/Telecom)
FINA(66): 0.74% Top=BEN SF BX SCHW AMTD LM APO IVZ ….. CME EWBC OCN EFX HCBK MTB LPLA NYCB=Bottom (Banks/Financials)
INSU(32): 0.73% Top=RDN MTG GNW AEL VR MET MMC AJG ….. ORI MBI FNF AON AHL CB CLGX L=Bottom (Insurance)
TRAN(20): 0.72% Top=SAVE DAL AIRM UAL KSU ALK TRN SWFT ….. UPS FDX CNW LUV CHRW NSC EXPD JBLU=Bottom (Transportation)
MANU(30): 0.67% Top=DDD MRC GNRC XYL MHK SWK CMI HON ….. CAT AGCO GE AME DE ATI MTW TEX=Bottom (Manufacturing)
CHEM(26): 0.60% Top=EMN CE APD SHW IPI ASH OLN ROC ….. POT WPZ DD FTK CF AXLL VAL AGU=Bottom (Chemicals/Fertilizers)
HEAL(38): 0.39% Top=HNT UNH SIRO AET CFN BKD BCR DXCM ….. LH XRAY CYH DGX HOLX MR BAX OPK=Bottom (Health)
REAL(73): 0.09% Top=RWT NLY TWO PMT IVR MFA RLJ HTS ….. LHO HCN NCT VNO ACC MPW HCP DRE=Bottom (Real Estate)
META(28): -0.37% Top=SSRI AUY MCP ABX NEM SLCA GG WLT ….. SWC AA TRQ RGLD PAAS CLF BTU CNX=Bottom (Metals & Mining)
ENER(89): -0.58% Top=GDP HFC KMI ROSE KOG CLMT WNR PAA ….. RRC CXO CHK EGN MWE PWE PBR FST=Bottom (Energy)

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 2:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:05 am

Market Stats at 12:04 pm ET
by daytrend on 20130829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 771.

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

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

COMPARED TO YESTERDAY’S RANGE
47.0% of stocks are above yesterday’s high.
74.3% are above yesterday’s midpoint. (25.7% are below.)
5.8% are below yesterday’s low.
47.2% are inside yesterday’s range.
60.6% of stocks with today’s high > yesterday’s high. (39.4% less than).
36.3% of stocks with today’s low < yesterday’s low. (63.7% greater than).

EVIDENCE OF INTRADAY TREND
85.2% of stocks are above today’s open. (13.7% are below).
77.8% of stocks are above today’s open and yesterday’s close.
12.6% are below both.
1.8% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.7% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
27.2% of stocks are in the top 10% of today’s range.
52.0% are in the top 20%.
87.2% are in the top half. 12.8% of stocks are in the bottom half of today’s range.
4.0% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
80.2% of stocks are above yesterday’s close. (19.8% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
2.9% are up 3.5% or more. 0.4% are down 3.5% or more.
57.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:2.5%…>=80:11.4%…>=50:64.7%…<=20:10.1%…<=10:4.8%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.4%…<=20:0.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:35.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
47.0% above previous 1 highs, 5.8% below previous 1 lows
22.6% above previous 2 highs, 4.9% below previous 2 lows
5.4% above previous 3 highs, 4.9% below previous 3 lows
4.7% above previous 4 highs, 3.9% below previous 4 lows
4.3% above previous 5 highs, 3.6% below previous 5 lows
4.0% above previous 6 highs, 2.7% below previous 6 lows
3.6% above previous 7 highs, 2.3% below previous 7 lows
3.5% above previous 8 highs, 1.9% below previous 8 lows
3.4% above previous 9 highs, 1.9% below previous 9 lows
3.0% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.2% are above or equal to 8/28 close (1 days ago), 19.8% are below.
76.9% are above or equal to 8/27 close (2 days ago), 23.1% are below.
24.0% are above or equal to 8/26 close (3 days ago), 76.0% are below.
25.7% are above or equal to 8/23 close (4 days ago), 74.3% are below.
33.2% are above or equal to 8/22 close (5 days ago), 66.8% are below.
53.2% are above or equal to 8/21 close (6 days ago), 46.8% are below.
40.6% are above or equal to 8/20 close (7 days ago), 59.4% are below.
57.3% are above or equal to 8/19 close (8 days ago), 42.7% are below.
46.0% are above or equal to 8/16 close (9 days ago), 54.0% are below.
37.9% are above or equal to 8/15 close (10 days ago), 62.1% are below.
26.3% are above or equal to 8/14 close (11 days ago), 73.7% are below.
24.5% are above or equal to 8/13 close (12 days ago), 75.5% are below.
24.6% are above or equal to 8/12 close (13 days ago), 75.4% are below.
25.3% are above or equal to 8/9 close (14 days ago), 74.7% are below.
25.4% are above or equal to 8/8 close (15 days ago), 74.6% are below.
32.7% are above or equal to 8/7 close (16 days ago), 67.3% are below.
27.9% are above or equal to 8/6 close (17 days ago), 72.1% are below.
23.2% are above or equal to 8/5 close (18 days ago), 76.8% are below.
24.9% are above or equal to 8/2 close (19 days ago), 75.1% are below.
24.8% are above or equal to 8/1 close (20 days ago), 75.2% are below.
33.9% are above or equal to 7/31 close (21 days ago), 66.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.9% new highs, 13.4% new lows
21d: 1.8% new highs, 13.0% new lows
42d: 1.6% new highs, 6.6% new lows
63d: 1.6% new highs, 3.1% new lows
126d: 1.3% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.0% above, 21.0% below
3-day: 78.0% above, 22.0% below
4-day: 57.2% above, 42.8% below
5-day: 44.1% above, 55.9% below
8-day: 42.2% above, 57.8% below
10-day: 45.3% above, 54.7% below
20-day: 28.0% above, 72.0% below
50-day: 46.2% above, 53.8% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 1.83% Top=MTH LEN PHM DHI RYL MTZ USG TOL ….. MDR DAR CLH CVA RSG WM FLR FWLT=Bottom (Materials & Construction)
ELEC(47): 1.51% Top=TSL GRMN CRUS GTAT SUNE SCTY FSL CSIQ ….. LLTC FCS MCHP NVDA IPGP INTC ISIL CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(28): 1.31% Top=ARCO KKD OWW RCL WYN BYD LVS MPEL ….. DNKN DPZ WEN PNRA YUM PENN MCD SIX=Bottom (Leisure)
CONS(47): 1.28% Top=LULU TPX NWL IP GT FBHS ICON CROX ….. NKE CRI PBI HAS CL FL CHD MAT=Bottom (Consumer)
TRAN(20): 1.26% Top=DAL SAVE UAL AIRM ALK TRN KSU SWFT ….. CNI LUV EXPD CP FDX CSX UNP NSC=Bottom (Transportation)
MANU(30): 1.23% Top=DDD MHK JOY MRC GNRC XYL PNR PCP ….. CAT PH TEX DE AME GE DRC MTW=Bottom (Manufacturing)
COSW(75): 1.22% Top=YELP GRPN ANGI TRLA SFUN RAX ATVI FB ….. IRM ROVI NUAN NQ DBD PWRD WDAY YNDX=Bottom (Computer Software/Internet)
DISV(41): 1.15% Top=Z HTZ PRAA RRD URI DV VNTV ADT ….. WOOF RHI V APOL LPS TYC GPN JEC=Bottom (Diversified Services)
INSU(32): 1.06% Top=RDN MTG GNW AEL LNC MET HIG UNM ….. AXS VR CLGX CB AON AHL AIZ L=Bottom (Insurance)
COHW(41): 1.05% Top=SSYS VZ OLED RCI BRCD TDC CIEN SNDK ….. HRS XLS HPQ LVLT WIN MSI JNPR WDC=Bottom (Computer Hardware/Telecom)
FINA(66): 1.00% Top=LM SF SCHW JNS AMTD BX BEN PFG ….. ICE EFX EWBC CME LPLA HCBK MTB NYCB=Bottom (Banks/Financials)
RETA(64): 0.92% Top=GES ZLC LL GME PIR NFLX KORS AN ….. AEO ANF FDO JWN DANG CHS ARO SIG=Bottom (Retail & Specialty Retail)
CHEM(26): 0.85% Top=EMN CE ASH IPI APD HUN FMC SHW ….. POT AXLL PX VAL PPG CF DD AGU=Bottom (Chemicals/Fertilizers)
HEAL(38): 0.73% Top=HNT WCG DXCM SIRO UNH ZMH CFN WLP ….. RMD XRAY CYH DGX BAX HOLX MR OPK=Bottom (Health)
REAL(73): 0.03% Top=PMT RWT RLJ AMT WAC TWO CWH BAM ….. LRY VNO VTR HCN ACC DRE HCP CUBE=Bottom (Real Estate)
META(28): 0.01% Top=SSRI MCP STLD WLT SLCA SCCO ABX NEM ….. KGC BTU AEM PAAS IAG RGLD CNX CLF=Bottom (Metals & Mining)
ENER(89): -0.21% Top=ROSE HFC WNR EXH GDP OXY KOG TSO ….. HP CVE EGN MWE RRC CHK PWE FST=Bottom (Energy)

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 12:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:12 am ET
by daytrend on 20130829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 771.

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
26.5% of stocks are above yesterday’s high.
65.9% are above yesterday’s midpoint. (34.1% are below.)
7.5% are below yesterday’s low.
66.0% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
34.8% of stocks with today’s low < yesterday’s low. (65.2% greater than).

EVIDENCE OF INTRADAY TREND
77.6% of stocks are above today’s open. (20.8% are below).
66.1% of stocks are above today’s open and yesterday’s close.
18.3% are below both.
1.8% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.7% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
28.0% of stocks are in the top 10% of today’s range.
45.5% are in the top 20%.
77.8% are in the top half. 22.2% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
70.4% of stocks are above yesterday’s close. (29.6% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.3% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.8%…>=80:4.8%…>=50:48.2%…<=20:16.7%…<=10:7.5%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.5%…<=20:0.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
26.5% above previous 1 highs, 7.5% below previous 1 lows
9.9% above previous 2 highs, 6.2% below previous 2 lows
2.5% above previous 3 highs, 6.2% below previous 3 lows
2.1% above previous 4 highs, 4.9% below previous 4 lows
1.8% above previous 5 highs, 4.4% below previous 5 lows
1.7% above previous 6 highs, 3.2% below previous 6 lows
1.4% above previous 7 highs, 2.9% below previous 7 lows
1.0% above previous 8 highs, 2.5% below previous 8 lows
0.9% above previous 9 highs, 2.5% below previous 9 lows
0.9% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
70.4% are above or equal to 8/28 close (1 days ago), 29.6% are below.
67.6% are above or equal to 8/27 close (2 days ago), 32.4% are below.
18.0% are above or equal to 8/26 close (3 days ago), 82.0% are below.
19.7% are above or equal to 8/23 close (4 days ago), 80.3% are below.
27.8% are above or equal to 8/22 close (5 days ago), 72.2% are below.
46.3% are above or equal to 8/21 close (6 days ago), 53.7% are below.
36.4% are above or equal to 8/20 close (7 days ago), 63.6% are below.
52.3% are above or equal to 8/19 close (8 days ago), 47.7% are below.
40.3% are above or equal to 8/16 close (9 days ago), 59.7% are below.
33.2% are above or equal to 8/15 close (10 days ago), 66.8% are below.
23.0% are above or equal to 8/14 close (11 days ago), 77.0% are below.
21.5% are above or equal to 8/13 close (12 days ago), 78.5% are below.
21.3% are above or equal to 8/12 close (13 days ago), 78.7% are below.
22.7% are above or equal to 8/9 close (14 days ago), 77.3% are below.
22.7% are above or equal to 8/8 close (15 days ago), 77.3% are below.
29.6% are above or equal to 8/7 close (16 days ago), 70.4% are below.
25.7% are above or equal to 8/6 close (17 days ago), 74.3% are below.
21.3% are above or equal to 8/5 close (18 days ago), 78.7% are below.
23.0% are above or equal to 8/2 close (19 days ago), 77.0% are below.
22.4% are above or equal to 8/1 close (20 days ago), 77.6% are below.
31.8% are above or equal to 7/31 close (21 days ago), 68.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.9% new highs, 13.0% new lows
21d: 0.9% new highs, 12.6% new lows
42d: 0.8% new highs, 6.4% new lows
63d: 0.8% new highs, 3.1% new lows
126d: 0.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 68.7% above, 31.3% below
3-day: 70.4% above, 29.6% below
4-day: 39.7% above, 60.3% below
5-day: 29.2% above, 70.8% below
8-day: 32.6% above, 67.4% below
10-day: 35.4% above, 64.6% below
20-day: 24.1% above, 75.9% below
50-day: 42.7% above, 57.3% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(26): 0.99% Top=MTH MTZ USG RYL LEN DHI MAS PHM ….. MDC CVA SPF CLH FLR WM RSG DAR=Bottom (Materials & Construction)
ELEC(47): 0.97% Top=CRUS TSL GTAT CREE SPWR SCTY SUNE FSLR ….. LLTC CAVM CY SNPS ISIL FCS NXPI OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 0.83% Top=SFUN YELP GRPN ATVI RAX TRLA ANGI FB ….. CTRX CRM NLSN ROVI CTSH NCR YNDX WDAY=Bottom (Computer Software/Internet)
INSU(32): 0.77% Top=RDN MTG GNW LNC MET UNM MMC PRU ….. PRE VR AHL CB CLGX AIZ L MBI=Bottom (Insurance)
COHW(41): 0.75% Top=OLED RCI VZ SSYS FNSR CIEN ARUN TDC ….. EMC RKUS XLS IBM WIN HPQ MSI WDC=Bottom (Computer Hardware/Telecom)
DISV(41): 0.70% Top=Z HTZ KBR PRAA MYGN DV RRD CAR ….. RHI FISV TMH JEC GPN SAI WOOF WTW=Bottom (Diversified Services)
LEIS(28): 0.69% Top=OWW ARCO MPEL RCL KKD PNK WYN EXPE ….. EAT WEN DNKN PENN CCL DPZ MCD SIX=Bottom (Leisure)
MANU(30): 0.68% Top=DDD MHK JOY ROK GNRC XYL AGCO CMI ….. DE PH AME CAT GE MTW ATI TEX=Bottom (Manufacturing)
FINA(66): 0.62% Top=APO PFG BKU JNS AMTD AMP SF CSE ….. NDAQ LPLA SEIC NYCB SLM HCBK CME MTB=Bottom (Banks/Financials)
CONS(47): 0.56% Top=FBHS NWL IP LULU DECK NUS FOSL ICON ….. CRI MAT HAS FNP EL SCSS GT PBI=Bottom (Consumer)
TRAN(20): 0.52% Top=AIRM SAVE UAL DAL CNW SWFT UPS FDX ….. KSU EXPD JBLU CP UNP CSX NSC LUV=Bottom (Transportation)
RETA(64): 0.50% Top=GES LL KORS URBN NFLX LINTA GME ZLC ….. DLTR ANF JWN ROST ARO CHS WSM SIG=Bottom (Retail & Specialty Retail)
HEAL(38): 0.45% Top=SIRO DXCM WCG HNT THOR VAR BCR MDT ….. BDX THC EW HOLX CYH MR BAX OPK=Bottom (Health)
CHEM(26): 0.26% Top=CE ASH ROC EMN APD GRA CYT ALB ….. IPI PX VAL MOS AXLL CF DD AGU=Bottom (Chemicals/Fertilizers)
REAL(73): -0.22% Top=RWT RLJ PMT HLSS BAM CWH ARCP AMT ….. VTR VNO HCP LRY OHI ACC NCT DRE=Bottom (Real Estate)
ENER(89): -0.44% Top=ETE HFC ROSE NTI CLMT PTEN SD WNR ….. XEC EXXI FANG PWE EGN UPL BBG FST=Bottom (Energy)
META(28): -0.69% Top=SSRI WLT ANR CCJ SCCO X STLD SLCA ….. CNX PAAS BTU SWC AEM KGC IAG RGLD=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:51 am

Market Stats at 9:50 am ET
by daytrend on 20130829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 771.

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
15.0% of stocks are above yesterday’s high.
59.9% are above yesterday’s midpoint. (40.1% are below.)
7.1% are below yesterday’s low.
77.8% are inside yesterday’s range.
27.1% of stocks with today’s high > yesterday’s high. (72.9% less than).
33.6% of stocks with today’s low < yesterday’s low. (66.4% greater than).

EVIDENCE OF INTRADAY TREND
77.6% of stocks are above today’s open. (20.8% are below).
63.3% of stocks are above today’s open and yesterday’s close.
19.1% are below both.
1.8% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.7% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.2% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
78.6% are in the top half. 21.4% of stocks are in the bottom half of today’s range.
4.5% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
67.2% of stocks are above yesterday’s close. (32.8% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
0.1% are up 3.5% or more. 0.1% are down 3.5% or more.
84.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.5%…>=90:1.0%…>=80:4.2%…>=50:40.5%…<=20:20.0%…<=10:9.2%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.7%…<=20:1.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:28.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.0% above previous 1 highs, 7.1% below previous 1 lows
5.2% above previous 2 highs, 5.7% below previous 2 lows
1.0% above previous 3 highs, 5.7% below previous 3 lows
1.0% above previous 4 highs, 4.4% below previous 4 lows
1.0% above previous 5 highs, 4.0% below previous 5 lows
1.0% above previous 6 highs, 3.4% below previous 6 lows
0.8% above previous 7 highs, 2.7% below previous 7 lows
0.5% above previous 8 highs, 2.5% below previous 8 lows
0.4% above previous 9 highs, 2.5% below previous 9 lows
0.4% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
67.2% are above or equal to 8/28 close (1 days ago), 32.8% are below.
62.9% are above or equal to 8/27 close (2 days ago), 37.1% are below.
16.6% are above or equal to 8/26 close (3 days ago), 83.4% are below.
18.2% are above or equal to 8/23 close (4 days ago), 81.8% are below.
25.6% are above or equal to 8/22 close (5 days ago), 74.4% are below.
44.0% are above or equal to 8/21 close (6 days ago), 56.0% are below.
34.0% are above or equal to 8/20 close (7 days ago), 66.0% are below.
50.1% are above or equal to 8/19 close (8 days ago), 49.9% are below.
38.0% are above or equal to 8/16 close (9 days ago), 62.0% are below.
30.4% are above or equal to 8/15 close (10 days ago), 69.6% are below.
21.8% are above or equal to 8/14 close (11 days ago), 78.2% are below.
20.2% are above or equal to 8/13 close (12 days ago), 79.8% are below.
20.8% are above or equal to 8/12 close (13 days ago), 79.2% are below.
21.7% are above or equal to 8/9 close (14 days ago), 78.3% are below.
21.7% are above or equal to 8/8 close (15 days ago), 78.3% are below.
28.4% are above or equal to 8/7 close (16 days ago), 71.6% are below.
25.4% are above or equal to 8/6 close (17 days ago), 74.6% are below.
20.8% are above or equal to 8/5 close (18 days ago), 79.2% are below.
22.4% are above or equal to 8/2 close (19 days ago), 77.6% are below.
22.0% are above or equal to 8/1 close (20 days ago), 78.0% are below.
30.6% are above or equal to 7/31 close (21 days ago), 69.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.6% new highs, 12.5% new lows
21d: 0.6% new highs, 12.1% new lows
42d: 0.6% new highs, 6.0% new lows
63d: 0.6% new highs, 2.9% new lows
126d: 0.5% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 65.0% above, 35.0% below
3-day: 65.4% above, 34.6% below
4-day: 32.9% above, 67.1% below
5-day: 23.6% above, 76.4% below
8-day: 29.1% above, 70.9% below
10-day: 33.5% above, 66.5% below
20-day: 23.7% above, 76.3% below
50-day: 42.5% above, 57.5% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(47): 0.79% Top=TSL SPWR CRUS GTAT FSLR ALTR CSIQ CREE ….. LLTC SNPS FCS GLW MOLX CAVM NXPI OVTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): 0.70% Top=RCI VZ SSYS ARUN CIEN OLED FNSR BCE ….. SYNA EMC WIN RVBD LVLT MSI HPQ WDC=Bottom (Computer Hardware/Telecom)
COSW(75): 0.64% Top=YELP SFUN GRPN FB SPLK TRLA NQ ATVI ….. AKAM DBD ROVI NCR NUAN CTSH WDAY YNDX=Bottom (Computer Software/Internet)
LEIS(28): 0.59% Top=ARCO KKD RCL BYD OWW MPEL PNK MGM ….. WYN PENN CAKE WEN SIX CCL MCD DPZ=Bottom (Leisure)
MATE(26): 0.55% Top=MTH USG KBH MTZ RYL LEN PHM FWLT ….. PWR WM RYN CVA CLH FLR RSG DAR=Bottom (Materials & Construction)
INSU(32): 0.46% Top=RDN MTG AGO GNW AEL LNC MMC MET ….. CLGX CB AHL AIG L FNF MBI AIZ=Bottom (Insurance)
DISV(41): 0.44% Top=Z HTZ KBR CAR PCLN RRD RCII PRAA ….. TYC GEO GPN WOOF FISV TMH RHI SAI=Bottom (Diversified Services)
RETA(64): 0.41% Top=GES URBN KORS DANG ANN KSS EBAY GNC ….. DLTR ANF ROST JWN CHS ZLC WSM SIG=Bottom (Retail & Specialty Retail)
TRAN(20): 0.40% Top=AIRM UAL DAL SAVE SWFT FDX ALK UPS ….. CNI CP EXPD UNP LUV JBLU CSX NSC=Bottom (Transportation)
FINA(66): 0.32% Top=ACAS AMTD CIT PFG AMP BKU SCHW PHH ….. EFX TROW SEIC NYCB SLM HCBK LPLA MTB=Bottom (Banks/Financials)
CONS(47): 0.31% Top=NUS DECK IP FBHS LULU UA JAH FOSL ….. MAT NKE FNP HAS EL PBI SCSS GT=Bottom (Consumer)
MANU(30): 0.27% Top=DDD JOY MHK PCP CMI PNR ROK AOS ….. DOV DE CAT GNRC DRC ATI TEX MTW=Bottom (Manufacturing)
CHEM(26): 0.13% Top=CE EMN ALB ROC ASH CYT APD WPZ ….. HUN PX MON CF DD VAL AGU MOS=Bottom (Chemicals/Fertilizers)
HEAL(38): 0.13% Top=BCR DXCM WCG ZMH SIRO SYK MDT THOR ….. STJ BAX BKD RMD MR THC HOLX OPK=Bottom (Health)
REAL(73): -0.21% Top=RWT RLJ PMT TWO CWH HLSS IVR BAM ….. HCN HCP OHI VTR DRE VNO LRY NCT=Bottom (Real Estate)
META(28): -0.26% Top=WLT MCP ANR SSRI X STLD TRQ NEM ….. GG IAG AEM KGC BTU CNX RGLD SWC=Bottom (Metals & Mining)
ENER(89): -0.47% Top=ETE HFC NTI CLMT GPOR EEP ROSE WNR ….. DO MWE PXD RDC PWE XEC BBG UPL=Bottom (Energy)

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 9:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/28/2013

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

Closing Stats
by daytrend on 20130828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 774.

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

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

COMPARED TO YESTERDAY’S RANGE
10.7% of stocks are above yesterday’s high.
31.3% are above yesterday’s midpoint. (68.7% are below.)
26.4% are below yesterday’s low.
62.9% are inside yesterday’s range.
25.6% of stocks with today’s high > yesterday’s high. (74.4% less than).
62.3% of stocks with today’s low < yesterday’s low. (37.7% greater than).

EVIDENCE OF INTRADAY TREND
55.6% of stocks are above today’s open. (42.2% are below).
51.2% of stocks are above today’s open and yesterday’s close.
38.6% are below both.
1.0% of stocks opened above yesterday’s high.
41.5% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).
15.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.2% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
48.8% are in the top half. 51.2% of stocks are in the bottom half of today’s range.
21.6% are in the bottom 20%.
10.9% are in the bottom 10%.

GAIN
56.5% of stocks are above yesterday’s close. (43.5% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
1.8% are up 3.5% or more. 0.8% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:2.6%…>=80:5.7%…>=50:23.3%…<=20:43.9%…<=10:21.8%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.9%…<=20:2.1%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:26.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.7% above previous 1 highs, 26.4% below previous 1 lows
4.1% above previous 2 highs, 25.8% below previous 2 lows
3.7% above previous 3 highs, 23.5% below previous 3 lows
3.7% above previous 4 highs, 20.4% below previous 4 lows
3.4% above previous 5 highs, 17.6% below previous 5 lows
3.2% above previous 6 highs, 15.1% below previous 6 lows
3.2% above previous 7 highs, 14.6% below previous 7 lows
3.0% above previous 8 highs, 14.0% below previous 8 lows
2.8% above previous 9 highs, 12.4% below previous 9 lows
2.2% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.5% are above or equal to 8/27 close (1 days ago), 43.5% are below.
12.5% are above or equal to 8/26 close (2 days ago), 87.5% are below.
15.4% are above or equal to 8/23 close (3 days ago), 84.6% are below.
23.0% are above or equal to 8/22 close (4 days ago), 77.0% are below.
38.6% are above or equal to 8/21 close (5 days ago), 61.4% are below.
31.8% are above or equal to 8/20 close (6 days ago), 68.2% are below.
45.9% are above or equal to 8/19 close (7 days ago), 54.1% are below.
35.7% are above or equal to 8/16 close (8 days ago), 64.3% are below.
27.9% are above or equal to 8/15 close (9 days ago), 72.1% are below.
20.0% are above or equal to 8/14 close (10 days ago), 80.0% are below.
19.4% are above or equal to 8/13 close (11 days ago), 80.6% are below.
18.9% are above or equal to 8/12 close (12 days ago), 81.1% are below.
19.8% are above or equal to 8/9 close (13 days ago), 80.2% are below.
21.8% are above or equal to 8/8 close (14 days ago), 78.2% are below.
28.8% are above or equal to 8/7 close (15 days ago), 71.2% are below.
24.7% are above or equal to 8/6 close (16 days ago), 75.3% are below.
20.9% are above or equal to 8/5 close (17 days ago), 79.1% are below.
21.3% are above or equal to 8/2 close (18 days ago), 78.7% are below.
21.2% are above or equal to 8/1 close (19 days ago), 78.8% are below.
28.9% are above or equal to 7/31 close (20 days ago), 71.1% are below.
32.2% are above or equal to 7/30 close (21 days ago), 67.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 27.0% new lows
21d: 2.5% new highs, 25.8% new lows
42d: 2.3% new highs, 10.5% new lows
63d: 2.3% new highs, 5.6% new lows
126d: 2.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.2% above, 44.8% below
3-day: 20.8% above, 79.2% below
4-day: 17.2% above, 82.8% below
5-day: 17.2% above, 82.8% below
8-day: 27.3% above, 72.7% below
10-day: 28.9% above, 71.1% below
20-day: 22.0% above, 78.0% below
50-day: 40.4% above, 59.6% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 1.11% Top=FANG PDCE MRO XEC PXD SGY CAM CVE ….. DK FST HFC PBF ESV PAA PBR NTI=Bottom (Energy)
ELEC(45): 1.08% Top=CRUS NXPI CREE SWKS ATML OVTI SPWR RFMD ….. IPGP TER GLW GRMN AMAT ONNN INVN SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(75): 0.34% Top=SOHU SFLY BIDU XRX SFUN FB CTSH AWAY ….. MDRX DBD TRLA WDAY NUAN ELLI QLIK NQ=Bottom (Computer Software/Internet)
RETA(64): 0.31% Top=EXPR CHS SIG NFLX BBY LL ANN M ….. DKS WFM HIBB COST DSW JCP WSM TIF=Bottom (Retail & Specialty Retail)
FINA(67): 0.31% Top=LAZ KKR JNS OCN SF NYCB EWBC BX ….. FITB BBT APO ARCC CSE PSEC PHH EFX=Bottom (Banks/Financials)
LEIS(28): 0.28% Top=LVS KKD MGM CAKE MCD SBUX WYNN WEN ….. PENN MAR WYN YUM OWW PNRA CCL RCL=Bottom (Leisure)
CONS(48): 0.23% Top=GT PAY SCSS FL TUMI BC IP DECK ….. GPK NWL JAH CCK CHD KMB BLL PG=Bottom (Consumer)
COHW(41): 0.18% Top=HPQ FNSR SNDK OLED WDC XLS SYNA HRS ….. WIN CTL VZ ARRS RKUS LXK AMX TMUS=Bottom (Computer Hardware/Telecom)
TRAN(20): 0.12% Top=SWFT TRN UAL CP CNI UNP NSC DAL ….. JBLU UPS ALK CSX CHRW CNW AIRM SAVE=Bottom (Transportation)
INSU(31): 0.11% Top=RDN AEL MTG AON UNM GNW PRU AIG ….. CLGX ACE AJG AIZ MBI WSH PRE VR=Bottom (Insurance)
MANU(30): 0.08% Top=DDD MRC XYL DE SWK DRC ATI FLS ….. EMR DHR MTW CAT ETN MHK GNRC JOY=Bottom (Manufacturing)
DISV(42): 0.04% Top=Z URI DV MAN ACM V MA JEC ….. APOL HTZ RRD VNTV SAI R TMH MYGN=Bottom (Diversified Services)
HEAL(40): -0.04% Top=DXCM OPK BCR XRAY CFN THC HNT BDX ….. A DVA DGX SYK EW ALGN RMD HOLX=Bottom (Health)
CHEM(26): -0.18% Top=SHW OLN GRA MOS WPZ ASH VAL AXLL ….. CE EMN POT FMC PPG AGU HUN CF=Bottom (Chemicals/Fertilizers)
MATE(26): -0.60% Top=USG MDR CLH RYL FAST EXP WM OC ….. DAR DHI HOV PHM MDC KBH LEN SPF=Bottom (Materials & Construction)
REAL(74): -0.69% Top=RLGY CBG TCO JLL HCP NCT HST RWT ….. NLY MPW EDR PMT HTS IVR DRH WAC=Bottom (Real Estate)
META(28): -1.06% Top=SLCA CLF WLT STLD TRQ CNX BTU AA ….. NEM SLW KGC PAAS EGO RGLD IAG SSRI=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:52 pm

Market Stats at 3:52 pm ET
by daytrend on 20130828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 774.

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
11.2% of stocks are above yesterday’s high.
33.5% are above yesterday’s midpoint. (66.5% are below.)
24.4% are below yesterday’s low.
64.3% are inside yesterday’s range.
25.6% of stocks with today’s high > yesterday’s high. (74.4% less than).
62.0% of stocks with today’s low < yesterday’s low. (38.0% greater than).

EVIDENCE OF INTRADAY TREND
57.9% of stocks are above today’s open. (39.7% are below).
52.7% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
1.0% of stocks opened above yesterday’s high.
41.5% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).
15.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.0% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
53.5% are in the top half. 46.5% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN
58.5% of stocks are above yesterday’s close. (41.5% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
1.7% are up 3.5% or more. 0.8% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.6%…>=80:5.4%…>=50:24.7%…<=20:40.8%…<=10:20.3%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:23.6%…<=20:1.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:26.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.2% above previous 1 highs, 24.4% below previous 1 lows
4.8% above previous 2 highs, 24.0% below previous 2 lows
4.3% above previous 3 highs, 21.3% below previous 3 lows
4.3% above previous 4 highs, 18.6% below previous 4 lows
3.7% above previous 5 highs, 15.1% below previous 5 lows
3.6% above previous 6 highs, 13.0% below previous 6 lows
3.6% above previous 7 highs, 12.5% below previous 7 lows
3.6% above previous 8 highs, 12.1% below previous 8 lows
3.4% above previous 9 highs, 10.7% below previous 9 lows
2.7% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.5% are above or equal to 8/27 close (1 days ago), 41.5% are below.
12.7% are above or equal to 8/26 close (2 days ago), 87.3% are below.
15.5% are above or equal to 8/23 close (3 days ago), 84.5% are below.
23.5% are above or equal to 8/22 close (4 days ago), 76.5% are below.
39.9% are above or equal to 8/21 close (5 days ago), 60.1% are below.
32.6% are above or equal to 8/20 close (6 days ago), 67.4% are below.
46.4% are above or equal to 8/19 close (7 days ago), 53.6% are below.
36.2% are above or equal to 8/16 close (8 days ago), 63.8% are below.
28.9% are above or equal to 8/15 close (9 days ago), 71.1% are below.
21.1% are above or equal to 8/14 close (10 days ago), 78.9% are below.
19.8% are above or equal to 8/13 close (11 days ago), 80.2% are below.
19.8% are above or equal to 8/12 close (12 days ago), 80.2% are below.
19.9% are above or equal to 8/9 close (13 days ago), 80.1% are below.
21.7% are above or equal to 8/8 close (14 days ago), 78.3% are below.
28.8% are above or equal to 8/7 close (15 days ago), 71.2% are below.
25.2% are above or equal to 8/6 close (16 days ago), 74.8% are below.
21.1% are above or equal to 8/5 close (17 days ago), 78.9% are below.
21.7% are above or equal to 8/2 close (18 days ago), 78.3% are below.
21.8% are above or equal to 8/1 close (19 days ago), 78.2% are below.
29.3% are above or equal to 7/31 close (20 days ago), 70.7% are below.
32.3% are above or equal to 7/30 close (21 days ago), 67.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.6% new highs, 26.5% new lows
21d: 2.5% new highs, 25.3% new lows
42d: 2.3% new highs, 10.2% new lows
63d: 2.3% new highs, 5.3% new lows
126d: 2.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.0% above, 43.0% below
3-day: 22.0% above, 78.0% below
4-day: 17.6% above, 82.4% below
5-day: 18.0% above, 82.0% below
8-day: 27.9% above, 72.1% below
10-day: 29.3% above, 70.7% below
20-day: 22.4% above, 77.6% below
50-day: 41.1% above, 58.9% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(89): 1.18% Top=PDCE FANG MRO XEC PXD SGY CAM ROSE ….. WNR FST HFC ESV PBF PAA PBR NTI=Bottom (Energy)
ELEC(45): 1.15% Top=CRUS NXPI CREE SWKS ATML OVTI SPWR RFMD ….. TER IPGP GLW ONNN GRMN AMAT INVN SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(67): 0.41% Top=LAZ JNS KKR OCN SF FBP LPLA NYCB ….. BBT FITB COF ARCC APO PSEC EFX PHH=Bottom (Banks/Financials)
COSW(75): 0.40% Top=SOHU SFLY BIDU SFUN XRX AWAY CTSH TRIP ….. DBD TRLA MDRX WDAY ELLI NUAN QLIK NQ=Bottom (Computer Software/Internet)
RETA(64): 0.36% Top=EXPR CHS SIG NFLX LL BBY M ANN ….. DKS WFM HIBB COST DSW JCP WSM TIF=Bottom (Retail & Specialty Retail)
LEIS(28): 0.36% Top=LVS KKD CAKE MGM MCD SBUX DPZ WYNN ….. PENN MAR WYN OWW YUM PNRA CCL RCL=Bottom (Leisure)
CONS(48): 0.28% Top=GT SCSS PAY FL BC DECK TUMI IP ….. NWL JAH GPK CHD CCK KMB BLL PG=Bottom (Consumer)
COHW(41): 0.25% Top=HPQ FNSR OLED SNDK WDC XLS SYNA HRS ….. RCI WIN VZ ARRS LXK RKUS AMX TMUS=Bottom (Computer Hardware/Telecom)
MANU(30): 0.18% Top=DDD MRC XYL DE TEX CMI DRC ATI ….. DHR EMR MTW ETN CAT MHK GNRC JOY=Bottom (Manufacturing)
TRAN(20): 0.16% Top=SWFT UAL TRN CNI CP UNP NSC FDX ….. LUV CHRW UPS AIRM CSX CNW SAVE JBLU=Bottom (Transportation)
INSU(31): 0.15% Top=RDN MTG AEL AON UNM GNW PRU AIG ….. FNF ACE AIZ AJG WSH PRE MBI VR=Bottom (Insurance)
DISV(42): 0.11% Top=Z URI DV MAN JEC ACM MA V ….. HTZ KBR APOL VNTV SAI R TMH MYGN=Bottom (Diversified Services)
HEAL(40): 0.04% Top=DXCM OPK BCR CFN THC XRAY HNT BDX ….. A SYK DVA DGX EW ALGN RMD HOLX=Bottom (Health)
CHEM(26): -0.13% Top=SHW OLN GRA MOS WPZ VAL ASH AXLL ….. MON POT EMN FMC PPG AGU HUN CF=Bottom (Chemicals/Fertilizers)
MATE(26): -0.53% Top=USG MDR CLH RYL FAST EXP RSG WM ….. HOV DHI DAR PHM KBH MDC LEN SPF=Bottom (Materials & Construction)
REAL(74): -0.70% Top=RLGY CBG TCO NCT JLL HCP HCN RWT ….. MPW EDR PMT DCT IVR DRH HTS WAC=Bottom (Real Estate)
META(28): -0.85% Top=SLCA WLT CLF STLD TRQ CNX BTU NUE ….. SLW PAAS NEM KGC EGO RGLD IAG SSRI=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:42 am

Market Stats at 11:40 am ET
by daytrend on 20130828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 774.

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

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

COMPARED TO YESTERDAY’S RANGE
10.5% of stocks are above yesterday’s high.
33.1% are above yesterday’s midpoint. (66.9% are below.)
21.1% are below yesterday’s low.
68.5% are inside yesterday’s range.
19.9% of stocks with today’s high > yesterday’s high. (80.1% less than).
57.8% of stocks with today’s low < yesterday’s low. (42.2% greater than).

EVIDENCE OF INTRADAY TREND
62.7% of stocks are above today’s open. (35.0% are below).
55.9% of stocks are above today’s open and yesterday’s close.
31.8% are below both.
1.0% of stocks opened above yesterday’s high.
41.5% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).
15.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.3% of stocks are in the top 10% of today’s range.
23.4% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN
62.0% of stocks are above yesterday’s close. (38.0% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.3% are up 3.5% or more. 0.0% are down 3.5% or more.
71.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:2.6%…>=80:6.6%…>=50:24.5%…<=20:36.8%…<=10:20.2%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:23.5%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.5% above previous 1 highs, 21.1% below previous 1 lows
3.9% above previous 2 highs, 20.5% below previous 2 lows
3.7% above previous 3 highs, 19.3% below previous 3 lows
3.5% above previous 4 highs, 17.1% below previous 4 lows
3.1% above previous 5 highs, 14.6% below previous 5 lows
3.1% above previous 6 highs, 13.2% below previous 6 lows
3.0% above previous 7 highs, 12.4% below previous 7 lows
2.6% above previous 8 highs, 11.8% below previous 8 lows
2.6% above previous 9 highs, 10.2% below previous 9 lows
1.9% above previous 10 highs, 10.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.0% are above or equal to 8/27 close (1 days ago), 38.0% are below.
13.3% are above or equal to 8/26 close (2 days ago), 86.7% are below.
15.9% are above or equal to 8/23 close (3 days ago), 84.1% are below.
25.7% are above or equal to 8/22 close (4 days ago), 74.3% are below.
41.3% are above or equal to 8/21 close (5 days ago), 58.7% are below.
34.4% are above or equal to 8/20 close (6 days ago), 65.6% are below.
47.9% are above or equal to 8/19 close (7 days ago), 52.1% are below.
37.7% are above or equal to 8/16 close (8 days ago), 62.3% are below.
30.9% are above or equal to 8/15 close (9 days ago), 69.1% are below.
20.8% are above or equal to 8/14 close (10 days ago), 79.2% are below.
19.4% are above or equal to 8/13 close (11 days ago), 80.6% are below.
19.8% are above or equal to 8/12 close (12 days ago), 80.2% are below.
20.4% are above or equal to 8/9 close (13 days ago), 79.6% are below.
22.5% are above or equal to 8/8 close (14 days ago), 77.5% are below.
27.5% are above or equal to 8/7 close (15 days ago), 72.5% are below.
24.8% are above or equal to 8/6 close (16 days ago), 75.2% are below.
21.4% are above or equal to 8/5 close (17 days ago), 78.6% are below.
22.1% are above or equal to 8/2 close (18 days ago), 77.9% are below.
21.4% are above or equal to 8/1 close (19 days ago), 78.6% are below.
29.6% are above or equal to 7/31 close (20 days ago), 70.4% are below.
33.2% are above or equal to 7/30 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 25.1% new lows
21d: 1.6% new highs, 24.2% new lows
42d: 1.2% new highs, 9.0% new lows
63d: 1.2% new highs, 4.8% new lows
126d: 1.0% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 59.9% above, 40.1% below
3-day: 21.6% above, 78.4% below
4-day: 18.5% above, 81.5% below
5-day: 19.9% above, 80.1% below
8-day: 29.7% above, 70.3% below
10-day: 31.0% above, 69.0% below
20-day: 22.0% above, 78.0% below
50-day: 40.8% above, 59.2% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.55% Top=WLT ABX AEM GG IAG SLCA CLF EGO ….. SWC FCX CNX X MCP NUE SCCO CCJ=Bottom (Metals & Mining)
ENER(89): 1.21% Top=IOC PTEN PDCE XEC FANG GDP EOG CRZO ….. EPD DK TSO PBF HFC PAA WNR NTI=Bottom (Energy)
ELEC(45): 0.98% Top=CRUS CREE ATML MRVL SWKS NXPI OVTI RFMD ….. LSI TRMB NVDA INVN MOLX GLW IPGP SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(67): 0.51% Top=LAZ SF JNS SCHW ICE KKR OCN EV ….. SLM PHH NDAQ COF BKU EFX PSEC APO=Bottom (Banks/Financials)
COHW(41): 0.45% Top=SSYS OLED FNSR SNDK ARUN WDC HPQ XLS ….. CSCO ARRS VRSN WIN VZ IBM BRCD TMUS=Bottom (Computer Hardware/Telecom)
COSW(75): 0.38% Top=SOHU ANGI SFLY SFUN AWAY FB WWWW TRIP ….. CERN WDAY QLIK CTRX MDRX NUAN TRLA NQ=Bottom (Computer Software/Internet)
INSU(31): 0.37% Top=MTG RDN AEL GNW AON UNM AIG PRU ….. ALL CLGX CB AHL PRE ACE WSH MBI=Bottom (Insurance)
RETA(64): 0.34% Top=CHS EXPR SIG ANN NFLX GES LL SHLD ….. DG KR COST SWY HIBB JCP DSW TIF=Bottom (Retail & Specialty Retail)
LEIS(28): 0.30% Top=KKD CAKE LVS EAT MCD WEN SBUX MPEL ….. BYD PNRA YUM WYN CCL ARCO RCL MAR=Bottom (Leisure)
DISV(42): 0.14% Top=Z WAGE DV RRD CXW URI CTAS ULTA ….. APOL KBR R HTZ CAR TMH VNTV SAI=Bottom (Diversified Services)
HEAL(40): 0.07% Top=OPK DXCM HNT PRXL THC BSX BDX UNH ….. DVA ESRX PKI ALGN DGX SIRO RMD HOLX=Bottom (Health)
MANU(30): 0.04% Top=DDD ATI MRC DE DRC XYL EMR CMI ….. SWK TEX PNR DHR GNRC CAT MHK JOY=Bottom (Manufacturing)
CONS(48): 0.01% Top=SCSS PAY DECK GT FL TPX NKE FBHS ….. GPK JAH EL KMB BLL CCK PG NWL=Bottom (Consumer)
TRAN(20): -0.18% Top=TRN UAL CNI SWFT AIRM CP ALK DAL ….. UNP NSC KSU JBLU CHRW CNW CSX SAVE=Bottom (Transportation)
REAL(74): -0.29% Top=RWT CBG TCO EXR JLL HCP WRI CUZ ….. BAM AMT DRH PDM EDR IVR DCT HTS=Bottom (Real Estate)
CHEM(26): -0.34% Top=WPZ SHW OLN GRA MOS ASH FTK DOW ….. CYT PPG POT EMN HUN FMC AGU CF=Bottom (Chemicals/Fertilizers)
MATE(26): -0.74% Top=USG MDR FAST CVA CLH EXP RSG WM ….. MTH HOV SPF LEN PHM FWLT KBH DHI=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 11:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:23 am

Market Stats at 10:23 am ET
by daytrend on 20130828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 774.

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

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

COMPARED TO YESTERDAY’S RANGE
5.4% of stocks are above yesterday’s high.
27.8% are above yesterday’s midpoint. (72.2% are below.)
21.7% are below yesterday’s low.
72.9% are inside yesterday’s range.
12.4% of stocks with today’s high > yesterday’s high. (87.6% less than).
55.9% of stocks with today’s low < yesterday’s low. (44.1% greater than).

EVIDENCE OF INTRADAY TREND
57.4% of stocks are above today’s open. (40.6% are below).
50.1% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
1.0% of stocks opened above yesterday’s high.
41.5% of stocks opened above yesterday’s close. (52.5% opened below yesterday’s close).
15.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.8% of stocks are in the top 10% of today’s range.
23.1% are in the top 20%.
57.1% are in the top half. 42.9% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
56.8% of stocks are above yesterday’s close. (43.2% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
0.8% are up 3.5% or more. 0.1% are down 3.5% or more.
78.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:1.8%…>=80:4.3%…>=50:21.3%…<=20:41.3%…<=10:22.0%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.9%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:26.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.4% above previous 1 highs, 21.7% below previous 1 lows
1.6% above previous 2 highs, 21.2% below previous 2 lows
1.3% above previous 3 highs, 19.5% below previous 3 lows
1.2% above previous 4 highs, 17.3% below previous 4 lows
1.0% above previous 5 highs, 15.0% below previous 5 lows
1.0% above previous 6 highs, 13.6% below previous 6 lows
1.0% above previous 7 highs, 12.9% below previous 7 lows
0.8% above previous 8 highs, 12.4% below previous 8 lows
0.8% above previous 9 highs, 11.4% below previous 9 lows
0.4% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.8% are above or equal to 8/27 close (1 days ago), 43.2% are below.
10.5% are above or equal to 8/26 close (2 days ago), 89.5% are below.
13.3% are above or equal to 8/23 close (3 days ago), 86.7% are below.
22.6% are above or equal to 8/22 close (4 days ago), 77.4% are below.
41.1% are above or equal to 8/21 close (5 days ago), 58.9% are below.
32.6% are above or equal to 8/20 close (6 days ago), 67.4% are below.
46.9% are above or equal to 8/19 close (7 days ago), 53.1% are below.
36.8% are above or equal to 8/16 close (8 days ago), 63.2% are below.
28.8% are above or equal to 8/15 close (9 days ago), 71.2% are below.
19.5% are above or equal to 8/14 close (10 days ago), 80.5% are below.
18.2% are above or equal to 8/13 close (11 days ago), 81.8% are below.
19.4% are above or equal to 8/12 close (12 days ago), 80.6% are below.
19.4% are above or equal to 8/9 close (13 days ago), 80.6% are below.
21.1% are above or equal to 8/8 close (14 days ago), 78.9% are below.
26.7% are above or equal to 8/7 close (15 days ago), 73.3% are below.
23.9% are above or equal to 8/6 close (16 days ago), 76.1% are below.
20.5% are above or equal to 8/5 close (17 days ago), 79.5% are below.
21.4% are above or equal to 8/2 close (18 days ago), 78.6% are below.
20.4% are above or equal to 8/1 close (19 days ago), 79.6% are below.
29.7% are above or equal to 7/31 close (20 days ago), 70.3% are below.
32.7% are above or equal to 7/30 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.4% new highs, 24.2% new lows
21d: 0.4% new highs, 23.3% new lows
42d: 0.3% new highs, 8.5% new lows
63d: 0.3% new highs, 4.3% new lows
126d: 0.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.2% above, 44.8% below
3-day: 17.2% above, 82.8% below
4-day: 13.4% above, 86.6% below
5-day: 16.9% above, 83.1% below
8-day: 26.4% above, 73.6% below
10-day: 28.3% above, 71.7% below
20-day: 21.2% above, 78.8% below
50-day: 40.6% above, 59.4% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(28): 1.20% Top=IAG GG AEM EGO ABX AUY WLT KGC ….. BTU MCP X CNX NUE CCJ SWC ANR=Bottom (Metals & Mining)
ELEC(45): 1.04% Top=CRUS CREE RFMD SWKS OVTI ATML SPWR MRVL ….. LSI GLW TRMB TEL MOLX AMAT GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(89): 0.66% Top=PTEN FANG MRO CVX SGY MPC NBR XOM ….. KMI MWE DPM OAS FST UPL NTI PAA=Bottom (Energy)
RETA(64): 0.48% Top=EXPR CHS SIG ASNA ARO ANN KSS NFLX ….. AAP HIBB WFM SWY AN KR DSW TIF=Bottom (Retail & Specialty Retail)
COHW(41): 0.38% Top=SSYS ARUN OLED FNSR SNDK WDC HRS HPQ ….. CSCO TWTC NTAP IBM WIN VZ BRCD TMUS=Bottom (Computer Hardware/Telecom)
LEIS(28): 0.27% Top=KKD CAKE LVS MPEL MCD EAT MGM SBUX ….. BYD YUM ARCO WYN HOT MAR CCL RCL=Bottom (Leisure)
COSW(75): 0.26% Top=SOHU ANGI SFUN GRPN CTSH TTWO WWWW ATVI ….. DBD NUAN YELP IGT MDRX WDAY TRLA NQ=Bottom (Computer Software/Internet)
HEAL(40): 0.20% Top=DXCM OPK THC BSX CFN WCG UHS VAR ….. ESRX AET SIRO MR HOLX A TMO RMD=Bottom (Health)
FINA(67): 0.15% Top=SF JNS LAZ WU CME OCN BEN AMP ….. ARCC STI FNFG TCB GS PSEC BKU APO=Bottom (Banks/Financials)
INSU(31): 0.14% Top=RDN MTG AEL UNM AFL AON GNW CNO ….. L CB HIG TRV ALL AJG MBI WSH=Bottom (Insurance)
DISV(42): -0.01% Top=Z CXW GEO RRD LPS PAYX CTAS DV ….. RHI VNTV R MYGN CAR TMH SAI HTZ=Bottom (Diversified Services)
CONS(48): -0.08% Top=PAY SCSS FL GT ECL GPK DECK TUMI ….. CHD CL JAH KMB AVY PG EL NWL=Bottom (Consumer)
MANU(30): -0.21% Top=XYL DDD EMR GE DRC AME DE PNR ….. FLS HON TKR ATI GNRC MHK CAT JOY=Bottom (Manufacturing)
CHEM(26): -0.24% Top=ASH OLN GRA SHW WPZ VAL MOS ALB ….. HUN DOW FMC DD POT PPG CF AGU=Bottom (Chemicals/Fertilizers)
TRAN(20): -0.30% Top=SWFT TRN ALK UPS EXPD AIRM LUV CP ….. UNP JBLU CHRW NSC CNW KSU CSX SAVE=Bottom (Transportation)
REAL(74): -0.55% Top=SRC RWT HCP CBG JLL TCO NRF RHP ….. BPO PMT PDM DCT BAM NLY WAC HTS=Bottom (Real Estate)
MATE(26): -0.80% Top=USG EXP FAST CVA MDR CLH WM OC ….. HOV MDC RYL SPF LEN KBH DHI PHM=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 10:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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