daytrend

09/30/2013

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

Closing Stats
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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
13.3% of stocks are above yesterday’s high.
37.4% are above yesterday’s midpoint. (62.6% are below.)
33.1% are below yesterday’s low.
53.6% are inside yesterday’s range.
29.8% of stocks with today’s high > yesterday’s high. (70.2% less than).
85.7% of stocks with today’s low < yesterday’s low. (14.3% greater than).

EVIDENCE OF INTRADAY TREND
75.1% of stocks are above today’s open. (23.6% are below).
34.3% of stocks are above today’s open and yesterday’s close.
23.2% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
73.5% are in the top half. 26.5% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN
36.0% of stocks are above yesterday’s close. (64.0% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.5%…>=90:6.9%…>=80:11.0%…>=50:32.3%…<=20:37.6%…<=10:21.0%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.5%…>=50:50.4%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:56.2%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 33.1% below previous 1 lows
7.2% above previous 2 highs, 29.9% below previous 2 lows
5.5% above previous 3 highs, 24.5% below previous 3 lows
5.0% above previous 4 highs, 20.3% below previous 4 lows
4.8% above previous 5 highs, 17.9% below previous 5 lows
3.9% above previous 6 highs, 17.3% below previous 6 lows
2.9% above previous 7 highs, 16.8% below previous 7 lows
2.5% above previous 8 highs, 14.8% below previous 8 lows
2.5% above previous 9 highs, 13.5% below previous 9 lows
2.4% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.0% are above or equal to 9/27 close (1 days ago), 64.0% are below.
27.6% are above or equal to 9/26 close (2 days ago), 72.4% are below.
37.8% are above or equal to 9/25 close (3 days ago), 62.2% are below.
41.5% are above or equal to 9/24 close (4 days ago), 58.5% are below.
45.3% are above or equal to 9/23 close (5 days ago), 54.7% are below.
34.8% are above or equal to 9/20 close (6 days ago), 65.2% are below.
26.3% are above or equal to 9/19 close (7 days ago), 73.7% are below.
27.5% are above or equal to 9/18 close (8 days ago), 72.5% are below.
42.1% are above or equal to 9/17 close (9 days ago), 57.9% are below.
47.8% are above or equal to 9/16 close (10 days ago), 52.2% are below.
55.8% are above or equal to 9/13 close (11 days ago), 44.2% are below.
58.6% are above or equal to 9/12 close (12 days ago), 41.4% are below.
52.1% are above or equal to 9/11 close (13 days ago), 47.9% are below.
55.8% are above or equal to 9/10 close (14 days ago), 44.2% are below.
60.8% are above or equal to 9/9 close (15 days ago), 39.2% are below.
71.6% are above or equal to 9/6 close (16 days ago), 28.4% are below.
72.0% are above or equal to 9/5 close (17 days ago), 28.0% are below.
73.9% are above or equal to 9/4 close (18 days ago), 26.1% are below.
78.8% are above or equal to 9/3 close (19 days ago), 21.2% are below.
79.6% are above or equal to 8/30 close (20 days ago), 20.4% are below.
75.0% are above or equal to 8/29 close (21 days ago), 25.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.4% new highs, 9.6% new lows
21d: 4.4% new highs, 9.5% new lows
42d: 3.5% new highs, 6.8% new lows
63d: 3.5% new highs, 4.8% new lows
126d: 3.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 30.0% above, 70.0% below
4-day: 32.4% above, 67.6% below
5-day: 34.3% above, 65.7% below
8-day: 33.4% above, 66.6% below
10-day: 32.3% above, 67.7% below
20-day: 54.9% above, 45.1% below
50-day: 57.4% above, 42.6% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(45): 0.37% Top=DXCM CYH STJ ISRG THC BSX OPK HCA ….. PKI IRWD CI CNC BAX BKD HOLX MR=Bottom (Health)
ELEC(49): 0.29% Top=TSL CY YGE FCS CSIQ CREE GTAT FSL ….. GLW SUNE TER RFMD FSLR CRUS MRVL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.16% Top=FUL ASH PPG SHW AXLL POL GRA FTK ….. APD IPI DD MOS POT AGU MON DOW=Bottom (Chemicals/Fertilizers)
MATE(28): 0.09% Top=DAR CLH HOV USG MAS MTH FAST MDC ….. PWR OC MTZ FWLT EXP DHI RSG LEN=Bottom (Materials & Construction)
FINA(80): -0.19% Top=VLY WETF BKU FNFG CFR FMER PHH HBHC ….. JPM LM CME SF DFS LAZ KKR OCN=Bottom (Banks/Financials)
TRAN(25): -0.25% Top=ODFL WERN JBHT WAB CNW FDX SWFT TRN ….. NSC UAL KSU UNP CHRW CP ALK GLNG=Bottom (Transportation)
MANU(37): -0.29% Top=ATI AME AOS DOV TKR MTW PPO FLS ….. MRC PNR GNRC TEX ETN DE AGCO DDD=Bottom (Manufacturing)
COHW(44): -0.33% Top=RKUS PLCM SYNA LVLT FIO TWTC CIEN CCI ….. AMX WIN PANW BRCD TDC EMC XLS FNSR=Bottom (Computer Hardware/Telecom)
INSU(38): -0.34% Top=TWGP CLGX ORI VR AEL FNF MTG PRE ….. ACE AON WRB ALL GNW AIG MBI AGO=Bottom (Insurance)
META(27): -0.38% Top=STLD EGO KGC RGLD GG HSC X AEM ….. WLT BTU CCJ SCCO ANR CLF MCP SSRI=Bottom (Metals & Mining)
CONS(57): -0.39% Top=SKX TWI LULU DECK ZQK PBI ECL IRBT ….. NKE IP TUMI PG BERY GPK RKT NUS=Bottom (Consumer)
ENER(106): -0.42% Top=PVA GPOR HERO OKS ETE OAS OII KOG ….. RRC FST PDCE NBR MTDR MHR DK GDP=Bottom (Energy)
RETA(67): -0.49% Top=CPRT KAR FINL TSCO SHLD BID AAP ORLY ….. CVS PIR CAB OUTR AEO JCP RH DANG=Bottom (Retail & Specialty Retail)
DISV(44): -0.50% Top=APOL VNTV GPN HRB CAR URI SBAC PAYX ….. MA ADT LRN WAGE CXW HMSY Z MYGN=Bottom (Diversified Services)
LEIS(28): -0.60% Top=MGM TXRH LVS MPEL BYD CAKE WYNN CZR ….. SIX YUM WYN PENN MGAM SEAS KKD PNRA=Bottom (Leisure)
REAL(80): -0.61% Top=BPO BAM EJ DRH CUBE CYS WAC CWH ….. DDR EQR DRE VTR RWT ARCP CPT DLR=Bottom (Real Estate)
COSW(83): -0.71% Top=SFUN SOHU MKTO WWWW NTES VCLK BIDU ROVI ….. IRM YELP NQ CTRX GRPN AWAY AVG ANGI=Bottom (Computer Software/Internet)

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 @ 1:54 pm

Market Stats at 2:53 pm ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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
17.6% of stocks are above yesterday’s high.
45.0% are above yesterday’s midpoint. (55.0% are below.)
24.8% are below yesterday’s low.
57.6% are inside yesterday’s range.
28.1% of stocks with today’s high > yesterday’s high. (71.9% less than).
84.8% of stocks with today’s low < yesterday’s low. (15.2% greater than).

EVIDENCE OF INTRADAY TREND
82.4% of stocks are above today’s open. (16.7% are below).
41.1% of stocks are above today’s open and yesterday’s close.
16.1% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
31.9% of stocks are in the top 10% of today’s range.
52.9% are in the top 20%.
82.6% are in the top half. 17.4% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN
43.5% of stocks are above yesterday’s close. (56.5% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.2% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:8.1%…>=80:13.0%…>=50:38.8%…<=20:30.3%…<=10:16.5%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.8%…>=50:53.1%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:59.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.6% above previous 1 highs, 24.8% below previous 1 lows
8.8% above previous 2 highs, 22.3% below previous 2 lows
7.3% above previous 3 highs, 18.0% below previous 3 lows
6.8% above previous 4 highs, 15.6% below previous 4 lows
6.3% above previous 5 highs, 13.8% below previous 5 lows
5.3% above previous 6 highs, 13.3% below previous 6 lows
4.3% above previous 7 highs, 12.9% below previous 7 lows
3.8% above previous 8 highs, 11.8% below previous 8 lows
3.8% above previous 9 highs, 10.3% below previous 9 lows
3.8% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.5% are above or equal to 9/27 close (1 days ago), 56.5% are below.
33.2% are above or equal to 9/26 close (2 days ago), 66.8% are below.
44.4% are above or equal to 9/25 close (3 days ago), 55.6% are below.
44.9% are above or equal to 9/24 close (4 days ago), 55.1% are below.
48.7% are above or equal to 9/23 close (5 days ago), 51.3% are below.
38.2% are above or equal to 9/20 close (6 days ago), 61.8% are below.
29.1% are above or equal to 9/19 close (7 days ago), 70.9% are below.
28.4% are above or equal to 9/18 close (8 days ago), 71.6% are below.
44.1% are above or equal to 9/17 close (9 days ago), 55.9% are below.
50.1% are above or equal to 9/16 close (10 days ago), 49.9% are below.
57.6% are above or equal to 9/13 close (11 days ago), 42.4% are below.
60.8% are above or equal to 9/12 close (12 days ago), 39.2% are below.
54.1% are above or equal to 9/11 close (13 days ago), 45.9% are below.
58.6% are above or equal to 9/10 close (14 days ago), 41.4% are below.
63.3% are above or equal to 9/9 close (15 days ago), 36.7% are below.
73.0% are above or equal to 9/6 close (16 days ago), 27.0% are below.
72.7% are above or equal to 9/5 close (17 days ago), 27.3% are below.
75.5% are above or equal to 9/4 close (18 days ago), 24.5% are below.
79.8% are above or equal to 9/3 close (19 days ago), 20.2% are below.
80.2% are above or equal to 8/30 close (20 days ago), 19.8% are below.
76.7% are above or equal to 8/29 close (21 days ago), 23.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.4% new highs, 9.1% new lows
21d: 4.4% new highs, 8.8% new lows
42d: 3.5% new highs, 6.5% new lows
63d: 3.5% new highs, 4.6% new lows
126d: 3.0% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.5% above, 58.5% below
3-day: 36.2% above, 63.8% below
4-day: 38.9% above, 61.1% below
5-day: 39.8% above, 60.2% below
8-day: 36.2% above, 63.8% below
10-day: 35.3% above, 64.7% below
20-day: 56.7% above, 43.3% below
50-day: 59.5% above, 40.5% below
200-day: 72.0% above, 28.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 0.81% Top=TSL SOL CSIQ CY YGE GTAT CREE FCS ….. FSLR GLW SUNE MRVL CRUS RFMD TER INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): 0.44% Top=CYH DXCM THC STJ BSX HCA PODD WCG ….. TMO BAX PKI CNC CI HOLX MR IRWD=Bottom (Health)
MATE(28): 0.33% Top=HOV USG CLH MAS DAR MTH FAST MDC ….. WM BECN EXP FWLT DHI LEN RSG MTZ=Bottom (Materials & Construction)
CHEM(29): 0.22% Top=FUL POL ASH HUN SHW PPG VAL FTK ….. APD DD IPI POT MOS DOW MON AGU=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.01% Top=ODFL JBHT WERN CNW WAB CNI FDX UPS ….. LUV UNP KSU NSC CP ALK CHRW GLNG=Bottom (Transportation)
COHW(44): 0.00% Top=SYNA PLCM RKUS ARUN FIO CIEN LVLT JDSU ….. PANW BRCD CTL WIN EMC TDC XLS FNSR=Bottom (Computer Hardware/Telecom)
FINA(80): -0.03% Top=WETF VLY FMER CFR FNFG BKU PBCT JNS ….. TROW SF PSEC CME LM LAZ DFS OCN=Bottom (Banks/Financials)
DISV(44): -0.03% Top=CAR APOL HRB URI GPN VNTV SBAC TMH ….. MA FLT TW LRN WAGE CXW Z HMSY=Bottom (Diversified Services)
INSU(38): -0.10% Top=RDN CLGX VR FNF MTG CNO AEL AXS ….. ACE TRV AIG AON WRB MBI TWGP AGO=Bottom (Insurance)
MANU(37): -0.10% Top=MTW JKS TKR PPO AME AOS DOV ROK ….. DRC PNR AGCO MRC DE ETN GNRC DDD=Bottom (Manufacturing)
CONS(57): -0.16% Top=SKX TWI ZQK DECK LULU PBI IRBT ECL ….. SCSS IP NKE GPK BERY PG NUS RKT=Bottom (Consumer)
RETA(67): -0.25% Top=CPRT KAR FINL TSCO BID SPLS VSI BIG ….. ANF FIVE AEO CAB OUTR RH JCP DANG=Bottom (Retail & Specialty Retail)
ENER(106): -0.27% Top=PVA KOG ROSE OAS PBR ETE ATW OII ….. DVN GDP NBR MTDR HFC BCEI SN DK=Bottom (Energy)
LEIS(28): -0.36% Top=MGM LVS TXRH CZR BYD MPEL RCL PNK ….. WEN PENN MCD DRI SEAS YUM KKD PNRA=Bottom (Leisure)
COSW(83): -0.40% Top=SFUN SOHU WWWW NTES BR MKTO BIDU VCLK ….. NQ GRPN SFLY IRM AWAY CTRX ANGI AVG=Bottom (Computer Software/Internet)
META(26): -0.40% Top=STLD EGO GG CNX NUE RGLD HSC ABX ….. CCJ PAAS SCCO BTU ANR CLF SSRI MCP=Bottom (Metals & Mining)
REAL(80): -0.45% Top=BPO BAM EJ CWH CUBE WAC DFT DRH ….. AVB RWT BDN CUZ ACC CPT DLR ARCP=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 2:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:13 pm

Market Stats at 1:13 pm ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

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

COMPARED TO YESTERDAY’S RANGE
9.2% of stocks are above yesterday’s high.
34.5% are above yesterday’s midpoint. (65.5% are below.)
33.1% are below yesterday’s low.
57.7% are inside yesterday’s range.
19.0% of stocks with today’s high > yesterday’s high. (81.0% less than).
84.7% of stocks with today’s low < yesterday’s low. (15.3% greater than).

EVIDENCE OF INTRADAY TREND
73.8% of stocks are above today’s open. (24.8% are below).
29.3% of stocks are above today’s open and yesterday’s close.
24.0% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.4% of stocks are in the top 10% of today’s range.
43.0% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
8.3% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
31.8% of stocks are above yesterday’s close. (68.2% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.9% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:5.0%…>=80:8.9%…>=50:27.9%…<=20:39.3%…<=10:20.5%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:49.5%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:54.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.2% above previous 1 highs, 33.1% below previous 1 lows
4.7% above previous 2 highs, 29.4% below previous 2 lows
3.8% above previous 3 highs, 23.8% below previous 3 lows
3.3% above previous 4 highs, 19.4% below previous 4 lows
3.2% above previous 5 highs, 17.2% below previous 5 lows
2.5% above previous 6 highs, 16.7% below previous 6 lows
2.2% above previous 7 highs, 16.1% below previous 7 lows
2.1% above previous 8 highs, 14.2% below previous 8 lows
2.1% above previous 9 highs, 13.0% below previous 9 lows
2.1% above previous 10 highs, 12.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
31.8% are above or equal to 9/27 close (1 days ago), 68.2% are below.
24.0% are above or equal to 9/26 close (2 days ago), 76.0% are below.
36.8% are above or equal to 9/25 close (3 days ago), 63.2% are below.
38.5% are above or equal to 9/24 close (4 days ago), 61.5% are below.
40.6% are above or equal to 9/23 close (5 days ago), 59.4% are below.
33.3% are above or equal to 9/20 close (6 days ago), 66.7% are below.
24.5% are above or equal to 9/19 close (7 days ago), 75.5% are below.
26.2% are above or equal to 9/18 close (8 days ago), 73.8% are below.
40.4% are above or equal to 9/17 close (9 days ago), 59.6% are below.
46.9% are above or equal to 9/16 close (10 days ago), 53.1% are below.
55.0% are above or equal to 9/13 close (11 days ago), 45.0% are below.
58.4% are above or equal to 9/12 close (12 days ago), 41.6% are below.
51.2% are above or equal to 9/11 close (13 days ago), 48.8% are below.
54.3% are above or equal to 9/10 close (14 days ago), 45.7% are below.
60.1% are above or equal to 9/9 close (15 days ago), 39.9% are below.
71.6% are above or equal to 9/6 close (16 days ago), 28.4% are below.
71.2% are above or equal to 9/5 close (17 days ago), 28.8% are below.
73.8% are above or equal to 9/4 close (18 days ago), 26.2% are below.
78.0% are above or equal to 9/3 close (19 days ago), 22.0% are below.
79.4% are above or equal to 8/30 close (20 days ago), 20.6% are below.
74.5% are above or equal to 8/29 close (21 days ago), 25.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.9% new highs, 9.1% new lows
21d: 2.9% new highs, 8.8% new lows
42d: 2.3% new highs, 6.5% new lows
63d: 2.3% new highs, 4.6% new lows
126d: 2.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 30.0% above, 70.0% below
3-day: 23.9% above, 76.1% below
4-day: 28.1% above, 71.9% below
5-day: 29.4% above, 70.6% below
8-day: 29.6% above, 70.4% below
10-day: 29.6% above, 70.4% below
20-day: 53.9% above, 46.1% below
50-day: 56.4% above, 43.6% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 0.45% Top=SOL TSL CSIQ YGE CY GTAT FSL JBL ….. GLW SUNE RFMD GRMN MRVL TER FSLR INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): 0.18% Top=CYH DXCM STJ BSX THC HCA ISRG OPK ….. HUM ESRX PKI UNH CI CNC MR IRWD=Bottom (Health)
CHEM(29): -0.06% Top=FUL ASH GRA AXLL PPG FTK EMN SHW ….. WPZ DD TROX POT DOW MOS MON AGU=Bottom (Chemicals/Fertilizers)
MATE(28): -0.16% Top=USG HOV CLH KBH FAST MAS MTH MDC ….. PWR DHI LEN RSG RYL OC MTZ FWLT=Bottom (Materials & Construction)
COHW(44): -0.18% Top=PLCM SYNA RKUS FIO SSYS CSCO JNPR LVLT ….. SNDK OLED PANW EMC CTL BRCD XLS FNSR=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.29% Top=ODFL WERN UPS JBHT SWFT FDX CNI CNW ….. SAVE LUV KSU NSC CP CHRW GLNG ALK=Bottom (Transportation)
FINA(80): -0.30% Top=VLY WETF CFR FMER HBHC STSA CIT UMPQ ….. TROW IVZ WDR BX FII LAZ DFS OCN=Bottom (Banks/Financials)
META(26): -0.32% Top=STLD EGO GG RGLD CNX NUE ABX NEM ….. PAAS FCX MCP WLT SCCO ANR BTU CLF=Bottom (Metals & Mining)
DISV(44): -0.32% Top=HRB GPN VNTV CAR PAYX APOL URI LPS ….. TW MA WTW HTZ WAGE CXW HMSY Z=Bottom (Diversified Services)
RETA(67): -0.36% Top=FINL CPRT BID KAR VSI ORLY SPLS TSCO ….. JCP RH CAB PIR AEO AN OUTR CONN=Bottom (Retail & Specialty Retail)
MANU(37): -0.40% Top=MTW PPO AME JKS TKR ROK DOV FLS ….. PNR TEX ETN DE GNRC AGCO DDD MRC=Bottom (Manufacturing)
CONS(57): -0.41% Top=SKX ZQK LULU PBI TWI IRBT ECL AVP ….. NKE PG SCSS CHD GPK BERY NUS RKT=Bottom (Consumer)
INSU(38): -0.54% Top=FNF AEL RDN CNO CLGX AXS VR AHL ….. TRV UNM AON ACE AGO MBI WRB TWGP=Bottom (Insurance)
REAL(80): -0.64% Top=BPO EJ BAM RLGY CWH WAC DFT CUBE ….. CUZ HTS NRF DLR RWT VTR LXP ARCP=Bottom (Real Estate)
LEIS(28): -0.66% Top=CZR MGM TXRH LVS CAKE PNK BYD RCL ….. CCL DRI PENN EAT SEAS YUM KKD PNRA=Bottom (Leisure)
COSW(83): -0.70% Top=SOHU SFUN NTES WWWW BIDU VCLK TTWO TRI ….. IRM ADSK SREV GRPN CNQR CTRX ANGI AVG=Bottom (Computer Software/Internet)
ENER(106): -0.73% Top=PVA PBR NGL ETE MDU ROSE KOG WMB ….. WNR PBF SN NTI BCEI LPI MHR DK=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 1:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:32 am

Market Stats at 12:31 pm ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

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

COMPARED TO YESTERDAY’S RANGE
6.3% of stocks are above yesterday’s high.
30.1% are above yesterday’s midpoint. (69.9% are below.)
38.1% are below yesterday’s low.
55.5% are inside yesterday’s range.
16.9% of stocks with today’s high > yesterday’s high. (83.1% less than).
83.6% of stocks with today’s low < yesterday’s low. (16.4% greater than).

EVIDENCE OF INTRADAY TREND
72.0% of stocks are above today’s open. (26.7% are below).
25.1% of stocks are above today’s open and yesterday’s close.
26.2% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.6% of stocks are in the top 10% of today’s range.
32.6% are in the top 20%.
72.4% are in the top half. 27.6% of stocks are in the bottom half of today’s range.
10.5% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN
26.8% of stocks are above yesterday’s close. (73.2% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.3% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.5%…>=90:4.3%…>=80:7.0%…>=50:23.4%…<=20:43.9%…<=10:22.2%…<=5:11.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:47.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:53.6%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.3% above previous 1 highs, 38.1% below previous 1 lows
3.7% above previous 2 highs, 33.3% below previous 2 lows
3.0% above previous 3 highs, 26.3% below previous 3 lows
2.6% above previous 4 highs, 22.1% below previous 4 lows
2.6% above previous 5 highs, 19.7% below previous 5 lows
2.1% above previous 6 highs, 19.4% below previous 6 lows
2.0% above previous 7 highs, 18.5% below previous 7 lows
2.0% above previous 8 highs, 16.2% below previous 8 lows
2.0% above previous 9 highs, 14.7% below previous 9 lows
1.8% above previous 10 highs, 13.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.8% are above or equal to 9/27 close (1 days ago), 73.2% are below.
20.6% are above or equal to 9/26 close (2 days ago), 79.4% are below.
34.1% are above or equal to 9/25 close (3 days ago), 65.9% are below.
36.1% are above or equal to 9/24 close (4 days ago), 63.9% are below.
39.2% are above or equal to 9/23 close (5 days ago), 60.8% are below.
31.9% are above or equal to 9/20 close (6 days ago), 68.1% are below.
24.3% are above or equal to 9/19 close (7 days ago), 75.7% are below.
24.8% are above or equal to 9/18 close (8 days ago), 75.2% are below.
39.3% are above or equal to 9/17 close (9 days ago), 60.7% are below.
45.3% are above or equal to 9/16 close (10 days ago), 54.7% are below.
53.6% are above or equal to 9/13 close (11 days ago), 46.4% are below.
56.0% are above or equal to 9/12 close (12 days ago), 44.0% are below.
50.0% are above or equal to 9/11 close (13 days ago), 50.0% are below.
53.5% are above or equal to 9/10 close (14 days ago), 46.5% are below.
59.0% are above or equal to 9/9 close (15 days ago), 41.0% are below.
71.4% are above or equal to 9/6 close (16 days ago), 28.6% are below.
70.9% are above or equal to 9/5 close (17 days ago), 29.1% are below.
73.5% are above or equal to 9/4 close (18 days ago), 26.5% are below.
77.5% are above or equal to 9/3 close (19 days ago), 22.5% are below.
78.9% are above or equal to 8/30 close (20 days ago), 21.1% are below.
73.6% are above or equal to 8/29 close (21 days ago), 26.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.5% new highs, 9.1% new lows
21d: 2.5% new highs, 8.8% new lows
42d: 2.1% new highs, 6.5% new lows
63d: 2.1% new highs, 4.6% new lows
126d: 2.0% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 25.7% above, 74.3% below
3-day: 20.7% above, 79.3% below
4-day: 24.2% above, 75.8% below
5-day: 27.1% above, 72.9% below
8-day: 27.2% above, 72.8% below
10-day: 27.6% above, 72.4% below
20-day: 52.1% above, 47.9% below
50-day: 55.8% above, 44.2% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 0.39% Top=SOL TSL CSIQ YGE GTAT FSL JBL BRCM ….. SUNE GLW GRMN TER MRVL INVN RFMD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): 0.07% Top=DXCM CYH STJ BSX THC HCA ALGN OPK ….. DVA HUM PKI UNH CI MR CNC IRWD=Bottom (Health)
CHEM(29): -0.14% Top=FUL ASH FTK AXLL PPG SHW CF FMC ….. APD DD MOS WPZ TROX DOW MON AGU=Bottom (Chemicals/Fertilizers)
COHW(44): -0.18% Top=PLCM RKUS FIO SYNA JNPR CIEN ARUN CCI ….. HPQ OLED XLS BRCD CTL SNDK EMC FNSR=Bottom (Computer Hardware/Telecom)
META(26): -0.29% Top=EGO GG RGLD STLD NUE X ABX CNX ….. PAAS SCCO CCJ CLF BTU ANR MCP WLT=Bottom (Metals & Mining)
DISV(44): -0.36% Top=HRB VNTV GPN CAR PAYX SBAC ACM MYGN ….. ADT MA TW HMSY WAGE CXW Z HTZ=Bottom (Diversified Services)
MATE(28): -0.37% Top=USG HOV CLH MAS KBH FAST MDC MTH ….. DAR RYN OC DHI LEN RYL RSG FWLT=Bottom (Materials & Construction)
TRAN(25): -0.40% Top=ODFL WERN SWFT JBHT UPS FDX CNI KNX ….. LUV SAVE NSC KSU CP CHRW ALK GLNG=Bottom (Transportation)
MANU(37): -0.47% Top=JKS PPO MTW AME TKR ATI RS FLS ….. BWC JOY DE ETN AGCO MRC DDD GNRC=Bottom (Manufacturing)
FINA(80): -0.50% Top=VLY CFR FMER CIT STSA HBHC UMPQ BKU ….. CME KKR LM WDR LAZ BX DFS OCN=Bottom (Banks/Financials)
CONS(57): -0.50% Top=ZQK SKX IRBT LULU ECL TWI PBI DECK ….. SCSS CHD NKE PG BERY NUS GPK RKT=Bottom (Consumer)
RETA(68): -0.60% Top=FINL KAR BID CPRT ORLY ZLC SPLS VSI ….. FIVE AN KMX ANN PIR OUTR AEO CONN=Bottom (Retail & Specialty Retail)
REAL(80): -0.64% Top=BPO EJ BAM CWH RLGY WAC DFT CUBE ….. ACC DLR HTS NRF RWT SRC LXP VTR=Bottom (Real Estate)
LEIS(28): -0.65% Top=MGM CZR TXRH CAKE LVS WYNN RCL PNK ….. MAR DRI SEAS MGAM EAT YUM KKD PNRA=Bottom (Leisure)
INSU(38): -0.68% Top=AEL RDN CLGX FNF MTG CNO AHL AFSI ….. MET AON UNM ACE MBI AGO WRB TWGP=Bottom (Insurance)
COSW(83): -0.68% Top=SOHU SFUN NTES WWWW MKTO BIDU TRI LNKD ….. ANGI GRPN SREV ADSK AWAY CNQR CTRX AVG=Bottom (Computer Software/Internet)
ENER(106): -0.89% Top=PVA PBR CRZO NGL ETE KOG NE MDU ….. PBF WNR MTDR BCEI SN DK NTI MHR=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 12:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:02 am

Market Stats at 12:02 pm ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

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

COMPARED TO YESTERDAY’S RANGE
8.3% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
34.5% are below yesterday’s low.
57.2% are inside yesterday’s range.
16.6% of stocks with today’s high > yesterday’s high. (83.4% less than).
83.4% of stocks with today’s low < yesterday’s low. (16.6% greater than).

EVIDENCE OF INTRADAY TREND
74.5% of stocks are above today’s open. (23.9% are below).
28.0% of stocks are above today’s open and yesterday’s close.
23.6% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.7% of stocks are in the top 10% of today’s range.
43.3% are in the top 20%.
77.7% are in the top half. 22.3% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN
29.9% of stocks are above yesterday’s close. (70.1% are below.)
0.3% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.2% are down 3.5% or more.
73.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:5.2%…>=80:8.3%…>=50:26.4%…<=20:40.3%…<=10:20.1%…<=5:10.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:49.4%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:54.2%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.3% above previous 1 highs, 34.5% below previous 1 lows
4.6% above previous 2 highs, 30.1% below previous 2 lows
3.9% above previous 3 highs, 23.6% below previous 3 lows
3.5% above previous 4 highs, 20.0% below previous 4 lows
3.3% above previous 5 highs, 17.5% below previous 5 lows
2.5% above previous 6 highs, 17.3% below previous 6 lows
2.0% above previous 7 highs, 16.3% below previous 7 lows
2.0% above previous 8 highs, 14.0% below previous 8 lows
2.0% above previous 9 highs, 12.5% below previous 9 lows
1.7% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
29.9% are above or equal to 9/27 close (1 days ago), 70.1% are below.
22.7% are above or equal to 9/26 close (2 days ago), 77.3% are below.
35.2% are above or equal to 9/25 close (3 days ago), 64.8% are below.
37.7% are above or equal to 9/24 close (4 days ago), 62.3% are below.
41.2% are above or equal to 9/23 close (5 days ago), 58.8% are below.
32.5% are above or equal to 9/20 close (6 days ago), 67.5% are below.
24.5% are above or equal to 9/19 close (7 days ago), 75.5% are below.
25.5% are above or equal to 9/18 close (8 days ago), 74.5% are below.
39.9% are above or equal to 9/17 close (9 days ago), 60.1% are below.
46.5% are above or equal to 9/16 close (10 days ago), 53.5% are below.
54.9% are above or equal to 9/13 close (11 days ago), 45.1% are below.
57.3% are above or equal to 9/12 close (12 days ago), 42.7% are below.
51.4% are above or equal to 9/11 close (13 days ago), 48.6% are below.
54.8% are above or equal to 9/10 close (14 days ago), 45.2% are below.
59.8% are above or equal to 9/9 close (15 days ago), 40.2% are below.
71.3% are above or equal to 9/6 close (16 days ago), 28.7% are below.
71.5% are above or equal to 9/5 close (17 days ago), 28.5% are below.
73.6% are above or equal to 9/4 close (18 days ago), 26.4% are below.
77.9% are above or equal to 9/3 close (19 days ago), 22.1% are below.
79.4% are above or equal to 8/30 close (20 days ago), 20.6% are below.
74.0% are above or equal to 8/29 close (21 days ago), 26.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.4% new highs, 9.2% new lows
21d: 2.4% new highs, 8.9% new lows
42d: 2.0% new highs, 6.4% new lows
63d: 2.0% new highs, 4.6% new lows
126d: 1.8% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.3% above, 71.7% below
3-day: 23.9% above, 76.1% below
4-day: 26.2% above, 73.8% below
5-day: 29.0% above, 71.0% below
8-day: 28.7% above, 71.3% below
10-day: 29.5% above, 70.5% below
20-day: 53.4% above, 46.6% below
50-day: 56.4% above, 43.6% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(50): 0.38% Top=SOL CSIQ GTAT TSL MXIM JBL FSL BRCM ….. TRMB GRMN RFMD GLW TER INVN MRVL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): 0.18% Top=DXCM CYH STJ BSX OPK THC HCA ISRG ….. HOLX BAX UNH HUM CI CNC MR IRWD=Bottom (Health)
META(27): -0.08% Top=EGO GG RGLD STLD ABX AEM NUE X ….. PAAS SCCO CCJ CLF ANR BTU WLT MCP=Bottom (Metals & Mining)
COHW(44): -0.09% Top=RKUS PLCM FIO SYNA CIEN JNPR SSYS CSCO ….. TDC HPQ EMC XLS SNDK CTL BRCD FNSR=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.10% Top=FUL ASH AXLL PPG FTK SHW HUN GRA ….. DD TROX WPZ POT MON DOW MOS AGU=Bottom (Chemicals/Fertilizers)
CONS(57): -0.25% Top=ZQK LULU SKX HAR TPX DECK CL EL ….. SCSS NKE MWV IP BERY GPK NUS RKT=Bottom (Consumer)
MATE(28): -0.28% Top=HOV CLH USG MDC MAS KBH MTH CVA ….. RYL PWR RSG MTZ DHI LEN DAR FWLT=Bottom (Materials & Construction)
DISV(44): -0.30% Top=HRB GPN VNTV CAR PAYX SBAC WOOF URI ….. V TW MA WAGE HMSY CXW HTZ Z=Bottom (Diversified Services)
TRAN(25): -0.31% Top=SWFT WERN ODFL UPS JBHT WAB FDX CNI ….. EXPD CP NSC KSU TRN CHRW ALK GLNG=Bottom (Transportation)
MANU(37): -0.37% Top=JKS AME PPO RS MTW TKR ATI FLS ….. PNR BWC DE ETN AGCO GNRC DDD MRC=Bottom (Manufacturing)
FINA(80): -0.43% Top=CFR VLY CIT WETF FMER FNFG USB BKU ….. IVZ SF LM WDR KKR BX DFS OCN=Bottom (Banks/Financials)
RETA(68): -0.48% Top=FINL KAR CPRT BID VSI TSCO ORLY ZLC ….. ANN AN KMX PIR OUTR AEO RH CONN=Bottom (Retail & Specialty Retail)
COSW(83): -0.49% Top=SOHU SFUN NTES WWWW BIDU TNGO TRI TRIP ….. SFLY GRPN AWAY ADSK SREV CNQR CTRX AVG=Bottom (Computer Software/Internet)
LEIS(28): -0.51% Top=MGM CZR CAKE TXRH LVS WYNN PNK RCL ….. EAT DRI YUM MAR PENN MGAM KKD PNRA=Bottom (Leisure)
REAL(80): -0.63% Top=BPO EJ BAM CWH RLGY WAC DFT BXP ….. HCN BDN ACC ARCP LXP VTR DLR HTS=Bottom (Real Estate)
INSU(38): -0.67% Top=RDN AEL CLGX AFSI CNO AHL PRE FNF ….. HIG LNC MET MBI ACE AGO WRB TWGP=Bottom (Insurance)
ENER(106): -0.83% Top=PBR PVA NGL CRZO NOV ETE MDU KOG ….. PSX WNR BCEI DK MTDR NTI SN MHR=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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 10:56 am ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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
5.3% of stocks are above yesterday’s high.
27.8% are above yesterday’s midpoint. (72.2% are below.)
36.8% are below yesterday’s low.
57.9% are inside yesterday’s range.
12.2% of stocks with today’s high > yesterday’s high. (87.8% less than).
82.4% of stocks with today’s low < yesterday’s low. (17.6% greater than).

EVIDENCE OF INTRADAY TREND
74.1% of stocks are above today’s open. (23.1% are below).
21.7% of stocks are above today’s open and yesterday’s close.
22.7% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.7% of stocks are in the top 10% of today’s range.
39.9% are in the top 20%.
78.9% are in the top half. 21.1% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN
23.1% of stocks are above yesterday’s close. (76.9% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.1% are down 3.5% or more.
73.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.3%…>=90:3.3%…>=80:6.3%…>=50:21.3%…<=20:44.8%…<=10:23.4%…<=5:11.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:47.4%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:53.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.3% above previous 1 highs, 36.8% below previous 1 lows
2.6% above previous 2 highs, 32.0% below previous 2 lows
1.8% above previous 3 highs, 24.2% below previous 3 lows
1.6% above previous 4 highs, 20.0% below previous 4 lows
1.5% above previous 5 highs, 17.7% below previous 5 lows
1.2% above previous 6 highs, 17.0% below previous 6 lows
1.2% above previous 7 highs, 16.3% below previous 7 lows
1.2% above previous 8 highs, 14.4% below previous 8 lows
1.2% above previous 9 highs, 13.2% below previous 9 lows
1.2% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.1% are above or equal to 9/27 close (1 days ago), 76.9% are below.
19.1% are above or equal to 9/26 close (2 days ago), 80.9% are below.
33.9% are above or equal to 9/25 close (3 days ago), 66.1% are below.
37.2% are above or equal to 9/24 close (4 days ago), 62.8% are below.
39.4% are above or equal to 9/23 close (5 days ago), 60.6% are below.
31.9% are above or equal to 9/20 close (6 days ago), 68.1% are below.
23.8% are above or equal to 9/19 close (7 days ago), 76.2% are below.
24.2% are above or equal to 9/18 close (8 days ago), 75.8% are below.
39.2% are above or equal to 9/17 close (9 days ago), 60.8% are below.
45.5% are above or equal to 9/16 close (10 days ago), 54.5% are below.
53.7% are above or equal to 9/13 close (11 days ago), 46.3% are below.
57.1% are above or equal to 9/12 close (12 days ago), 42.9% are below.
50.3% are above or equal to 9/11 close (13 days ago), 49.7% are below.
53.4% are above or equal to 9/10 close (14 days ago), 46.6% are below.
60.0% are above or equal to 9/9 close (15 days ago), 40.0% are below.
71.1% are above or equal to 9/6 close (16 days ago), 28.9% are below.
71.0% are above or equal to 9/5 close (17 days ago), 29.0% are below.
73.4% are above or equal to 9/4 close (18 days ago), 26.6% are below.
77.2% are above or equal to 9/3 close (19 days ago), 22.8% are below.
79.2% are above or equal to 8/30 close (20 days ago), 20.8% are below.
73.9% are above or equal to 8/29 close (21 days ago), 26.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 9.2% new lows
21d: 1.7% new highs, 8.9% new lows
42d: 1.4% new highs, 6.4% new lows
63d: 1.4% new highs, 4.6% new lows
126d: 1.4% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.2% above, 77.8% below
3-day: 17.7% above, 82.3% below
4-day: 22.8% above, 77.2% below
5-day: 27.0% above, 73.0% below
8-day: 27.7% above, 72.3% below
10-day: 26.9% above, 73.1% below
20-day: 52.9% above, 47.1% below
50-day: 55.8% above, 44.2% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 0.17% Top=EGO GG AEM AUY ABX NEM KGC NUE ….. FCX CCJ BTU SCCO ANR WLT CLF MCP=Bottom (Metals & Mining)
CHEM(29): 0.04% Top=FUL FTK CF ASH AXLL HUN PPG IPI ….. MOS POL DD MON TROX WPZ AGU DOW=Bottom (Chemicals/Fertilizers)
ELEC(50): -0.05% Top=SOL TSL CSIQ YGE JBL GTAT BRCM SPWR ….. IDTI FSLR RFMD TQNT CRUS SMTC MRVL ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): -0.15% Top=DXCM STJ BSX OPK VAR MDT CYH THOR ….. HLS WCG HUM UNH CI CNC MR IRWD=Bottom (Health)
TRAN(25): -0.26% Top=JBHT ODFL UAL CNI WAB UPS WERN KNX ….. SAVE KSU EXPD CP TRN ALK CHRW GLNG=Bottom (Transportation)
MANU(37): -0.27% Top=JKS PPO MTW AME ATI FLS TKR DOV ….. PLL HON XYL BWC ETN DDD GNRC MRC=Bottom (Manufacturing)
COHW(44): -0.41% Top=RKUS SYNA PLCM FIO SSYS JNPR LVLT BCE ….. XLS EMC PANW HPQ CTL OLED FNSR BRCD=Bottom (Computer Hardware/Telecom)
MATE(28): -0.42% Top=USG MAS HOV KBH MDC FAST CLH FLR ….. OC PHM MTZ MDR DAR LEN DHI FWLT=Bottom (Materials & Construction)
DISV(44): -0.46% Top=HRB VNTV URI WOOF CAR URS ACM PAYX ….. TYC ADT TW WAGE Z HMSY CXW HTZ=Bottom (Diversified Services)
REAL(80): -0.48% Top=BPO BAM EJ DFT WAC CWH REG GGP ….. GOV VTR HCN CMO NRF HTS MTGE NCT=Bottom (Real Estate)
CONS(57): -0.49% Top=ZQK LULU ECL PBI TPX COH EL VFC ….. NKE FOSL MAT IP GPK NUS SCSS RKT=Bottom (Consumer)
LEIS(28): -0.51% Top=CZR LVS MGM WYNN CAKE PNK EXPE TXRH ….. DNKN MAR BYD WEN WYN MGAM KKD PNRA=Bottom (Leisure)
FINA(80): -0.52% Top=CIT USB BKU VLY FSC FMER PHH HBAN ….. APO AINV BX PSEC TCB OCN DFS KKR=Bottom (Banks/Financials)
RETA(68): -0.53% Top=FINL KAR LL DANG TSCO ORLY CHS BID ….. ANF SIG PIR RH FIVE OUTR CONN AEO=Bottom (Retail & Specialty Retail)
COSW(83): -0.66% Top=SOHU SFUN NTES WWWW TRI LNKD TRIP TNGO ….. PMTC EA SFLY ADSK CTRX AWAY CNQR AVG=Bottom (Computer Software/Internet)
ENER(106): -0.73% Top=PBR PVA OAS WMB CRZO KOG NOV NE ….. DVN MHR NTI BCEI MTDR PBF DK SN=Bottom (Energy)
INSU(38): -0.79% Top=AEL MBI MTG RDN CB BRO AFSI MMC ….. HIG FNF WSH AGO PRU ACE TWGP WRB=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:42 am

Market Stats at 10:42 am ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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
5.1% of stocks are above yesterday’s high.
28.4% are above yesterday’s midpoint. (71.6% are below.)
36.2% are below yesterday’s low.
58.7% are inside yesterday’s range.
9.8% of stocks with today’s high > yesterday’s high. (90.2% less than).
82.4% of stocks with today’s low < yesterday’s low. (17.6% greater than).

EVIDENCE OF INTRADAY TREND
75.1% of stocks are above today’s open. (22.4% are below).
20.0% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
37.1% of stocks are in the top 10% of today’s range.
54.3% are in the top 20%.
79.9% are in the top half. 20.1% of stocks are in the bottom half of today’s range.
4.4% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN
22.7% of stocks are above yesterday’s close. (77.3% are below.)
0.3% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.1% are down 3.5% or more.
75.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.0%…>=90:3.2%…>=80:5.4%…>=50:22.1%…<=20:44.1%…<=10:23.0%…<=5:11.4%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.6%…>=50:47.5%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:53.7%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.1% above previous 1 highs, 36.2% below previous 1 lows
2.0% above previous 2 highs, 31.5% below previous 2 lows
1.5% above previous 3 highs, 24.4% below previous 3 lows
1.4% above previous 4 highs, 20.4% below previous 4 lows
1.4% above previous 5 highs, 17.3% below previous 5 lows
1.0% above previous 6 highs, 16.6% below previous 6 lows
1.0% above previous 7 highs, 15.8% below previous 7 lows
1.0% above previous 8 highs, 14.0% below previous 8 lows
1.0% above previous 9 highs, 13.3% below previous 9 lows
1.0% above previous 10 highs, 12.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.7% are above or equal to 9/27 close (1 days ago), 77.3% are below.
19.3% are above or equal to 9/26 close (2 days ago), 80.7% are below.
32.8% are above or equal to 9/25 close (3 days ago), 67.2% are below.
37.6% are above or equal to 9/24 close (4 days ago), 62.4% are below.
39.1% are above or equal to 9/23 close (5 days ago), 60.9% are below.
31.3% are above or equal to 9/20 close (6 days ago), 68.7% are below.
23.1% are above or equal to 9/19 close (7 days ago), 76.9% are below.
24.6% are above or equal to 9/18 close (8 days ago), 75.4% are below.
39.4% are above or equal to 9/17 close (9 days ago), 60.6% are below.
45.1% are above or equal to 9/16 close (10 days ago), 54.9% are below.
53.2% are above or equal to 9/13 close (11 days ago), 46.8% are below.
57.3% are above or equal to 9/12 close (12 days ago), 42.7% are below.
50.5% are above or equal to 9/11 close (13 days ago), 49.5% are below.
53.9% are above or equal to 9/10 close (14 days ago), 46.1% are below.
60.3% are above or equal to 9/9 close (15 days ago), 39.7% are below.
71.1% are above or equal to 9/6 close (16 days ago), 28.9% are below.
71.0% are above or equal to 9/5 close (17 days ago), 29.0% are below.
73.4% are above or equal to 9/4 close (18 days ago), 26.6% are below.
77.3% are above or equal to 9/3 close (19 days ago), 22.7% are below.
78.5% are above or equal to 8/30 close (20 days ago), 21.5% are below.
73.8% are above or equal to 8/29 close (21 days ago), 26.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.5% new highs, 9.2% new lows
21d: 1.5% new highs, 8.9% new lows
42d: 1.2% new highs, 6.4% new lows
63d: 1.2% new highs, 4.6% new lows
126d: 1.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.7% above, 79.3% below
3-day: 17.1% above, 82.9% below
4-day: 23.0% above, 77.0% below
5-day: 27.0% above, 73.0% below
8-day: 27.6% above, 72.4% below
10-day: 25.9% above, 74.1% below
20-day: 52.9% above, 47.1% below
50-day: 56.2% above, 43.8% below
200-day: 71.5% above, 28.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(29): 0.02% Top=CF FUL HUN FTK PPG ASH AXLL SHW ….. POL VAL ROC MOS AGU WPZ DOW TROX=Bottom (Chemicals/Fertilizers)
META(27): -0.00% Top=EGO GG X CNX NUE AUY AEM ABX ….. PAAS CCJ CLF SCCO WLT SSRI ANR MCP=Bottom (Metals & Mining)
ELEC(50): -0.06% Top=SOL TSL CSIQ YGE JBL SPWR CY GTAT ….. RFMD TER CRUS INVN LRCX MRVL TQNT ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.23% Top=JKS MTW AME PPO JOY FLS ATI RS ….. PLL HON BWC XYL DDD ETN GNRC MRC=Bottom (Manufacturing)
HEAL(45): -0.25% Top=DXCM STJ BSX OPK VAR THOR MDT CYH ….. HOLX HLS CI BKD UNH MR HUM IRWD=Bottom (Health)
TRAN(25): -0.33% Top=JBHT ODFL UAL WAB WERN KNX UPS SWFT ….. LUV KSU EXPD DAL CP ALK CHRW GLNG=Bottom (Transportation)
COHW(44): -0.39% Top=SYNA PLCM RKUS FIO SSYS JNPR LVLT BCE ….. XLS SNDK PANW EMC CTL OLED FNSR BRCD=Bottom (Computer Hardware/Telecom)
FINA(80): -0.41% Top=VLY HBAN AMTD CIT USB BKU FSC BK ….. BX NDAQ TCB SF APO DFS OCN KKR=Bottom (Banks/Financials)
REAL(80): -0.43% Top=BPO EJ BAM GGP DFT BXP AIV BRE ….. HCN CMO ARCP DDR NRF NCT MTGE HTS=Bottom (Real Estate)
DISV(44): -0.48% Top=HRB URI VNTV CAR APOL URS PAYX PCLN ….. BLOX TW ADT WAGE Z CXW HTZ HMSY=Bottom (Diversified Services)
CONS(57): -0.49% Top=ZQK LULU COH PBI ECL CL IRBT SKX ….. MAT CHD FOSL IP GPK NUS SCSS RKT=Bottom (Consumer)
RETA(68): -0.55% Top=FINL TSCO KAR LL ORLY CHS DANG KORS ….. RH ANN EXPR AN PIR OUTR AEO CONN=Bottom (Retail & Specialty Retail)
LEIS(28): -0.59% Top=CZR CAKE WYNN LVS MGM EXPE TXRH RCL ….. WEN SEAS MAR BYD WYN MGAM KKD PNRA=Bottom (Leisure)
MATE(28): -0.65% Top=USG MAS FAST CLH KBH CVA FLR HOV ….. RYL DAR MTZ PHM LEN DHI FWLT MDR=Bottom (Materials & Construction)
ENER(106): -0.66% Top=PBR PVA OAS WMB CRZO NFX NE EXH ….. IOC LPI BCEI MHR PBF MTDR DK SN=Bottom (Energy)
COSW(83): -0.70% Top=SOHU SFUN ANGI NTES LNKD WWWW TRI GOOG ….. SREV EA ADSK GRPN CTRX AWAY CNQR AVG=Bottom (Computer Software/Internet)
INSU(38): -0.78% Top=AEL MBI MTG RDN AFSI PGR MMC L ….. ORI LNC FNF TWGP VR ACE PRU WRB=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:08 am ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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
1.4% of stocks are above yesterday’s high.
13.5% are above yesterday’s midpoint. (86.5% are below.)
51.5% are below yesterday’s low.
47.1% are inside yesterday’s range.
5.5% of stocks with today’s high > yesterday’s high. (94.5% less than).
81.3% of stocks with today’s low < yesterday’s low. (18.7% greater than).

EVIDENCE OF INTRADAY TREND
58.5% of stocks are above today’s open. (38.7% are below).
6.8% of stocks are above today’s open and yesterday’s close.
38.0% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.0% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN
8.3% of stocks are above yesterday’s close. (91.7% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.2% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.3%…>=90:1.5%…>=80:2.4%…>=50:10.6%…<=20:55.8%…<=10:31.5%…<=5:15.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:41.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:49.7%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.4% above previous 1 highs, 51.5% below previous 1 lows
1.0% above previous 2 highs, 45.9% below previous 2 lows
0.9% above previous 3 highs, 36.4% below previous 3 lows
0.8% above previous 4 highs, 31.3% below previous 4 lows
0.8% above previous 5 highs, 27.0% below previous 5 lows
0.7% above previous 6 highs, 25.8% below previous 6 lows
0.7% above previous 7 highs, 24.4% below previous 7 lows
0.7% above previous 8 highs, 21.7% below previous 8 lows
0.7% above previous 9 highs, 19.4% below previous 9 lows
0.7% above previous 10 highs, 18.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.3% are above or equal to 9/27 close (1 days ago), 91.7% are below.
11.8% are above or equal to 9/26 close (2 days ago), 88.2% are below.
25.0% are above or equal to 9/25 close (3 days ago), 75.0% are below.
28.8% are above or equal to 9/24 close (4 days ago), 71.2% are below.
32.6% are above or equal to 9/23 close (5 days ago), 67.4% are below.
26.5% are above or equal to 9/20 close (6 days ago), 73.5% are below.
20.3% are above or equal to 9/19 close (7 days ago), 79.7% are below.
20.7% are above or equal to 9/18 close (8 days ago), 79.3% are below.
35.6% are above or equal to 9/17 close (9 days ago), 64.4% are below.
41.6% are above or equal to 9/16 close (10 days ago), 58.4% are below.
49.8% are above or equal to 9/13 close (11 days ago), 50.2% are below.
53.2% are above or equal to 9/12 close (12 days ago), 46.8% are below.
47.1% are above or equal to 9/11 close (13 days ago), 52.9% are below.
51.5% are above or equal to 9/10 close (14 days ago), 48.5% are below.
57.4% are above or equal to 9/9 close (15 days ago), 42.6% are below.
70.2% are above or equal to 9/6 close (16 days ago), 29.8% are below.
69.4% are above or equal to 9/5 close (17 days ago), 30.6% are below.
71.5% are above or equal to 9/4 close (18 days ago), 28.5% are below.
76.2% are above or equal to 9/3 close (19 days ago), 23.8% are below.
77.5% are above or equal to 8/30 close (20 days ago), 22.5% are below.
72.1% are above or equal to 8/29 close (21 days ago), 27.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.2% new highs, 9.1% new lows
21d: 1.2% new highs, 8.8% new lows
42d: 0.9% new highs, 6.5% new lows
63d: 0.9% new highs, 4.6% new lows
126d: 0.9% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 7.5% above, 92.5% below
3-day: 9.1% above, 90.9% below
4-day: 12.8% above, 87.2% below
5-day: 16.5% above, 83.5% below
8-day: 20.0% above, 80.0% below
10-day: 20.6% above, 79.4% below
20-day: 48.5% above, 51.5% below
50-day: 53.6% above, 46.4% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(80): -0.30% Top=BPO EJ BAM BRE AIV SLG BXP VNO ….. MFA CBG STWD RWT DDR HTS NCT MTGE=Bottom (Real Estate)
HEAL(45): -0.42% Top=DXCM MDT VAR BSX STJ EW THOR CFN ….. PKI HLS HUM HOLX HNT BKD MR IRWD=Bottom (Health)
CHEM(29): -0.59% Top=CF AXLL PPG FUL FTK SHW HUN MOS ….. OLN DD POL MON VAL AGU TROX DOW=Bottom (Chemicals/Fertilizers)
ELEC(50): -0.62% Top=SOL YGE CSIQ TSL CY SPWR BRCM JBL ….. IDTI LSI TQNT MRVL TER ATML RFMD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.73% Top=JKS MTW PPO GE AME EMR JOY FLS ….. KMT BWC TEX HON ETN MRC GNRC DDD=Bottom (Manufacturing)
FINA(80): -0.74% Top=CIT AMTD HBAN FSC BKU ARCC CFR WU ….. ACAS WDR CSE PACW APO KKR TCB DFS=Bottom (Banks/Financials)
META(26): -0.81% Top=GG EGO ABX AUY CNX AEM NUE SLCA ….. FCX SCCO CLF BTU SSRI MCP ANR WLT=Bottom (Metals & Mining)
MATE(28): -0.86% Top=CVA RYN FAST TOL CLH HOV MAS EXP ….. PHM DAR PWR DHI MTZ AWI MDR FWLT=Bottom (Materials & Construction)
LEIS(28): -0.86% Top=WYNN SIX CZR MGM CAKE CCL SEAS TXRH ….. SBUX WEN MAR WYN PNRA MGAM KKD BYD=Bottom (Leisure)
DISV(44): -0.90% Top=RRD SAI URS WOOF PCLN JEC LPS PAYX ….. R HTZ MAN Z CXW BLOX HMSY WAGE=Bottom (Diversified Services)
INSU(38): -0.90% Top=MBI MTG AFSI RDN AEL TWGP PGR MMC ….. CLGX MET ACE LNC GNW PRU HIG WRB=Bottom (Insurance)
RETA(68): -0.91% Top=DANG FINL WMT JCP LL GME KAR LOW ….. CONN ZLC AN ANF ANN EXPR AEO OUTR=Bottom (Retail & Specialty Retail)
CONS(57): -0.94% Top=TPX PBI ZQK CL SHFL LULU ECL VFC ….. GPK FBHS WHR JAH BERY IP NUS RKT=Bottom (Consumer)
TRAN(25): -0.95% Top=JBHT UPS KNX ODFL UNP WAB WERN UAL ….. CP DAL TRN LUV EXPD ALK GLNG CHRW=Bottom (Transportation)
COHW(44): -0.98% Top=PLCM SYNA SSYS JNPR QCOM CSCO BCE NSR ….. EMC TDS PANW SNDK ARUN OLED FNSR BRCD=Bottom (Computer Hardware/Telecom)
ENER(106): -1.10% Top=PBR PVA GDP OAS WMB ROSE NE ETE ….. MTDR MHR FST KEG DK NR PBF SN=Bottom (Energy)
COSW(83): -1.29% Top=SOHU ANGI SFUN NTES LNKD TRI WDAY GOOG ….. NQ SREV CTRX SFLY AWAY ADSK CNQR AVG=Bottom (Computer Software/Internet)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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
1.2% of stocks are above yesterday’s high.
13.8% are above yesterday’s midpoint. (86.2% are below.)
53.7% are below yesterday’s low.
45.1% are inside yesterday’s range.
3.8% of stocks with today’s high > yesterday’s high. (96.2% less than).
80.3% of stocks with today’s low < yesterday’s low. (19.7% greater than).

EVIDENCE OF INTRADAY TREND
56.5% of stocks are above today’s open. (41.1% are below).
6.3% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.2% of stocks are in the top 10% of today’s range.
21.9% are in the top 20%.
64.9% are in the top half. 35.1% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
8.0% of stocks are above yesterday’s close. (92.0% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.7% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.3%…>=90:0.6%…>=80:2.1%…>=50:10.1%…<=20:56.5%…<=10:31.4%…<=5:14.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:41.3%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:51.0%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.2% above previous 1 highs, 53.7% below previous 1 lows
0.9% above previous 2 highs, 48.3% below previous 2 lows
0.7% above previous 3 highs, 36.6% below previous 3 lows
0.3% above previous 4 highs, 31.0% below previous 4 lows
0.3% above previous 5 highs, 26.2% below previous 5 lows
0.2% above previous 6 highs, 25.3% below previous 6 lows
0.2% above previous 7 highs, 24.1% below previous 7 lows
0.2% above previous 8 highs, 21.0% below previous 8 lows
0.2% above previous 9 highs, 19.5% below previous 9 lows
0.2% above previous 10 highs, 18.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.0% are above or equal to 9/27 close (1 days ago), 92.0% are below.
11.9% are above or equal to 9/26 close (2 days ago), 88.1% are below.
24.0% are above or equal to 9/25 close (3 days ago), 76.0% are below.
29.4% are above or equal to 9/24 close (4 days ago), 70.6% are below.
32.9% are above or equal to 9/23 close (5 days ago), 67.1% are below.
26.8% are above or equal to 9/20 close (6 days ago), 73.2% are below.
19.5% are above or equal to 9/19 close (7 days ago), 80.5% are below.
20.3% are above or equal to 9/18 close (8 days ago), 79.7% are below.
36.6% are above or equal to 9/17 close (9 days ago), 63.4% are below.
42.7% are above or equal to 9/16 close (10 days ago), 57.3% are below.
48.9% are above or equal to 9/13 close (11 days ago), 51.1% are below.
52.5% are above or equal to 9/12 close (12 days ago), 47.5% are below.
46.5% are above or equal to 9/11 close (13 days ago), 53.5% are below.
51.1% are above or equal to 9/10 close (14 days ago), 48.9% are below.
57.9% are above or equal to 9/9 close (15 days ago), 42.1% are below.
69.3% are above or equal to 9/6 close (16 days ago), 30.7% are below.
69.1% are above or equal to 9/5 close (17 days ago), 30.9% are below.
71.9% are above or equal to 9/4 close (18 days ago), 28.1% are below.
76.4% are above or equal to 9/3 close (19 days ago), 23.6% are below.
77.4% are above or equal to 8/30 close (20 days ago), 22.6% are below.
72.2% are above or equal to 8/29 close (21 days ago), 27.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.2% new highs, 8.9% new lows
21d: 0.2% new highs, 8.5% new lows
42d: 0.2% new highs, 6.2% new lows
63d: 0.2% new highs, 4.5% new lows
126d: 0.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 6.9% above, 93.1% below
3-day: 8.7% above, 91.3% below
4-day: 12.8% above, 87.2% below
5-day: 16.7% above, 83.3% below
8-day: 18.0% above, 82.0% below
10-day: 20.8% above, 79.2% below
20-day: 48.3% above, 51.7% below
50-day: 54.1% above, 45.9% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(80): 0.05% Top=BPO CLI VNO AIV EJ BXP GGP EQR ….. DDR AMT MTGE DLR CWH WAC NRF RWT=Bottom (Real Estate)
CHEM(29): -0.56% Top=CF MOS SHW PPG AXLL FUL APD POT ….. DD EMN VAL ASH MON AGU DOW TROX=Bottom (Chemicals/Fertilizers)
HEAL(45): -0.64% Top=VAR MDT STJ BSX OPK HCA DXCM MAKO ….. PKI HOLX MR THC CNC HNT HUM IRWD=Bottom (Health)
META(26): -0.72% Top=GG EGO CNX ABX AUY SLCA AEM SLW ….. CCJ BTU SCCO FCX WLT CLF MCP ANR=Bottom (Metals & Mining)
MANU(37): -0.74% Top=PPO MTW GE TKR JOY AME AGCO DE ….. HON TEX DRC BWC JKS ETN GNRC DDD=Bottom (Manufacturing)
TRAN(25): -0.88% Top=UPS WERN JBHT WAB KNX UNP ODFL CSX ….. SAVE CNW JBLU DAL LUV GLNG ALK CHRW=Bottom (Transportation)
INSU(38): -0.90% Top=AFSI L AHL AEL MBI AON CB VR ….. CLGX MET AIG GNW PRU LNC HIG WRB=Bottom (Insurance)
RETA(68): -0.94% Top=WMT KAR BIG ORLY FINL ZLC LL BBBY ….. CPRT FIVE DLTR NFLX EXPR CONN AEO OUTR=Bottom (Retail & Specialty Retail)
DISV(44): -0.96% Top=APOL ACM SAI PCLN GPN JEC URS AAN ….. MA MAN CXW URI WAGE BLOX HMSY Z=Bottom (Diversified Services)
LEIS(28): -0.96% Top=MGM CCL WYNN SIX CAKE CZR LVS DRI ….. WYN WEN SBUX PNRA MPEL BYD KKD MGAM=Bottom (Leisure)
ENER(106): -0.98% Top=PBR PVA WMB OAS ROSE ETE UPL IOC ….. BCEI NR HLX SD MPC KEG DK PBF=Bottom (Energy)
FINA(80): -0.99% Top=CIT AMTD WU HBHC HBAN FSC FNFG EFX ….. KEY PACW WDR ACAS KKR GS WETF DFS=Bottom (Banks/Financials)
CONS(57): -1.04% Top=CL TPX SHFL ECL PBI CCK EL SCSS ….. NKE SEE FNP WHR IP NUS BERY RKT=Bottom (Consumer)
ELEC(49): -1.05% Top=JBL BRCM CY INVN GTAT FSL APH TRMB ….. CRUS ATML LSI TQNT RFMD SUNE TER SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): -1.05% Top=PLCM RKUS JNPR SYNA BCE CIEN INFN ARRS ….. SSYS OLED RVBD CTL SNDK PANW FNSR BRCD=Bottom (Computer Hardware/Telecom)
MATE(28): -1.08% Top=RYN CLH CVA FAST MAS WM RSG EXP ….. RYL LEN SPF MTH PHM MDR DHI FWLT=Bottom (Materials & Construction)
COSW(83): -1.43% Top=SOHU NTES ROVI TRI GOOG PWRD BR MDRX ….. CTRX CNQR YELP TTWO AWAY NQ GRPN AVG=Bottom (Computer Software/Internet)

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/

Filed under: Market Stats — daytrend @ 8:39 am

Market Stats at 9:37 am ET
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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
1.5% of stocks are above yesterday’s high.
10.1% are above yesterday’s midpoint. (89.9% are below.)
62.7% are below yesterday’s low.
35.8% are inside yesterday’s range.
2.2% of stocks with today’s high > yesterday’s high. (97.8% less than).
79.4% of stocks with today’s low < yesterday’s low. (20.6% greater than).

EVIDENCE OF INTRADAY TREND
42.7% of stocks are above today’s open. (55.0% are below).
6.5% of stocks are above today’s open and yesterday’s close.
54.7% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.2% opened below yesterday’s close).
62.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.1% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
54.2% are in the top half. 45.8% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
10.9% are in the bottom 10%.

GAIN
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.1% are up 4.5% or more. 0.7% are down 4.5% or more.
0.1% are up 3.5% or more. 1.5% are down 3.5% or more.
44.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.3%…>=90:0.7%…>=80:1.5%…>=50:9.5%…<=20:60.9%…<=10:34.5%…<=5:17.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:39.9%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:48.1%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
1.5% above previous 1 highs, 62.7% below previous 1 lows
0.9% above previous 2 highs, 57.0% below previous 2 lows
0.6% above previous 3 highs, 44.7% below previous 3 lows
0.6% above previous 4 highs, 36.9% below previous 4 lows
0.5% above previous 5 highs, 32.0% below previous 5 lows
0.1% above previous 6 highs, 31.2% below previous 6 lows
0.1% above previous 7 highs, 29.9% below previous 7 lows
0.1% above previous 8 highs, 26.4% below previous 8 lows
0.1% above previous 9 highs, 24.3% below previous 9 lows
0.1% above previous 10 highs, 22.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
7.9% are above or equal to 9/27 close (1 days ago), 92.1% are below.
10.2% are above or equal to 9/26 close (2 days ago), 89.8% are below.
20.5% are above or equal to 9/25 close (3 days ago), 79.5% are below.
24.2% are above or equal to 9/24 close (4 days ago), 75.8% are below.
29.9% are above or equal to 9/23 close (5 days ago), 70.1% are below.
23.5% are above or equal to 9/20 close (6 days ago), 76.5% are below.
17.6% are above or equal to 9/19 close (7 days ago), 82.4% are below.
19.0% are above or equal to 9/18 close (8 days ago), 81.0% are below.
34.1% are above or equal to 9/17 close (9 days ago), 65.9% are below.
40.0% are above or equal to 9/16 close (10 days ago), 60.0% are below.
48.1% are above or equal to 9/13 close (11 days ago), 51.9% are below.
50.9% are above or equal to 9/12 close (12 days ago), 49.1% are below.
44.6% are above or equal to 9/11 close (13 days ago), 55.4% are below.
50.5% are above or equal to 9/10 close (14 days ago), 49.5% are below.
57.2% are above or equal to 9/9 close (15 days ago), 42.8% are below.
67.7% are above or equal to 9/6 close (16 days ago), 32.3% are below.
67.2% are above or equal to 9/5 close (17 days ago), 32.8% are below.
70.8% are above or equal to 9/4 close (18 days ago), 29.2% are below.
75.4% are above or equal to 9/3 close (19 days ago), 24.6% are below.
77.1% are above or equal to 8/30 close (20 days ago), 22.9% are below.
71.4% are above or equal to 8/29 close (21 days ago), 28.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 0.1% new highs, 8.8% new lows
21d: 0.1% new highs, 8.4% new lows
42d: 0.1% new highs, 6.2% new lows
63d: 0.1% new highs, 4.5% new lows
126d: 0.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 6.7% above, 93.3% below
3-day: 7.6% above, 92.4% below
4-day: 11.2% above, 88.8% below
5-day: 13.9% above, 86.1% below
8-day: 15.5% above, 84.5% below
10-day: 17.7% above, 82.3% below
20-day: 46.7% above, 53.3% below
50-day: 53.1% above, 46.9% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(80): 0.22% Top=BPO CLI VNO GGP DEI AVB BRE ELS ….. RWT MTGE CBG RHP STWD WAC EJ NCT=Bottom (Real Estate)
HEAL(45): -0.74% Top=VAR MAKO CYH MDT EW OPK STJ HCA ….. AET THOR PODD HUM HNT CNC IRWD MR=Bottom (Health)
CHEM(29): -0.85% Top=CF SIAL PX MOS APD IPI PPG AGU ….. GRA FTK EMN ROC HUN DOW TROX VAL=Bottom (Chemicals/Fertilizers)
META(26): -0.97% Top=EGO ABX GG CNX PAAS AUY AEM SSRI ….. SCCO WLT HSC BTU CLF FCX MCP ANR=Bottom (Metals & Mining)
MANU(37): -1.03% Top=PPO DE CAT GE ITW TKR ATI PLL ….. CMI RS BWC ETN GNRC TEX JKS DDD=Bottom (Manufacturing)
RETA(68): -1.09% Top=SPLS FINL WMT ORLY BBBY SBH TIF WAG ….. NFLX FIVE RH SHLD BBY DANG OUTR JCP=Bottom (Retail & Specialty Retail)
INSU(38): -1.12% Top=AFSI AHL MBI AEL L VR CB AXS ….. PRU AGO TWGP GNW MTG LNC HIG RDN=Bottom (Insurance)
LEIS(28): -1.13% Top=MGM CCL SEAS DRI CAKE PENN MCD YUM ….. LVS TXRH WEN DNKN KKD PNRA MPEL MGAM=Bottom (Leisure)
TRAN(25): -1.15% Top=UPS WERN NSC UNP JBHT CNI KNX ODFL ….. ALK JBLU CNW GLNG UAL LUV SAVE DAL=Bottom (Transportation)
DISV(43): -1.16% Top=GPN MYGN LPS PCLN URS VRSK AAN JEC ….. FLT CXW BLOX HTZ URI Z WAGE HMSY=Bottom (Diversified Services)
FINA(80): -1.19% Top=CIT WU ARCC HBAN FSC ASBC PHH STSA ….. BLK PACW EV KEY WDR GS TCB WETF=Bottom (Banks/Financials)
MATE(28): -1.25% Top=RYN CLH CVA RSG WM MAS PWR FAST ….. SPF MTH RYL DHI FWLT LEN KBH PHM=Bottom (Materials & Construction)
CONS(57): -1.25% Top=CL TPX EL SHFL PBI ECL PG KMB ….. SEE GT WHR BC IP IRBT BERY RKT=Bottom (Consumer)
ENER(105): -1.27% Top=PBR WMB ETE EXH EPB IOC MDU SE ….. MTDR LPI BCEI HERO HFC SD DK MHR=Bottom (Energy)
COHW(44): -1.27% Top=RCI T PLCM ARRS NSR BCE MSI CCI ….. RVBD CIEN SSYS SNDK BRCD PANW OLED FNSR=Bottom (Computer Hardware/Telecom)
ELEC(49): -1.71% Top=BRCM APH XLNX SNPS KLAC INTC LLTC TRMB ….. INVN CRUS SPWR YGE SUNE CSIQ TSL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(83): -1.74% Top=NTES NLSN BR TRI XRX DBD GOOG ADP ….. CTSH SINA AVG TTWO NQ YELP GRPN MKTO=Bottom (Computer Software/Internet)

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 9:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Create a free website or blog at WordPress.com.