daytrend

10/31/2013

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

Closing Stats
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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
8.9% of stocks are above yesterday’s high.
28.2% are above yesterday’s midpoint. (71.8% are below.)
37.3% are below yesterday’s low.
53.8% are inside yesterday’s range.
25.3% of stocks with today’s high > yesterday’s high. (74.7% less than).
67.8% of stocks with today’s low < yesterday’s low. (32.2% greater than).

EVIDENCE OF INTRADAY TREND
37.8% of stocks are above today’s open. (60.9% are below).
31.2% of stocks are above today’s open and yesterday’s close.
56.8% are below both.
2.9% of stocks opened above yesterday’s high.
41.3% of stocks opened above yesterday’s close. (52.8% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.6% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
38.7% are in the top half. 61.3% of stocks are in the bottom half of today’s range.
30.2% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN
36.6% of stocks are above yesterday’s close. (63.4% are below.)
2.4% are up 4.5% or more. 3.2% are down 4.5% or more.
3.6% are up 3.5% or more. 4.0% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:6.6%…>=80:12.6%…>=50:32.7%…<=20:37.6%…<=10:17.9%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.0%…>=50:57.6%…<=20:1.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:65.3%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.9% above previous 1 highs, 37.3% below previous 1 lows
7.7% above previous 2 highs, 29.9% below previous 2 lows
6.8% above previous 3 highs, 24.1% below previous 3 lows
6.3% above previous 4 highs, 21.4% below previous 4 lows
5.9% above previous 5 highs, 17.4% below previous 5 lows
5.6% above previous 6 highs, 15.4% below previous 6 lows
4.4% above previous 7 highs, 13.8% below previous 7 lows
4.3% above previous 8 highs, 12.8% below previous 8 lows
4.3% above previous 9 highs, 12.1% below previous 9 lows
4.2% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.6% are above or equal to 10/30 close (1 days ago), 63.4% are below.
24.6% are above or equal to 10/29 close (2 days ago), 75.4% are below.
37.8% are above or equal to 10/28 close (3 days ago), 62.2% are below.
38.1% are above or equal to 10/25 close (4 days ago), 61.9% are below.
43.3% are above or equal to 10/24 close (5 days ago), 56.7% are below.
49.0% are above or equal to 10/23 close (6 days ago), 51.0% are below.
43.0% are above or equal to 10/22 close (7 days ago), 57.0% are below.
49.6% are above or equal to 10/21 close (8 days ago), 50.4% are below.
49.0% are above or equal to 10/18 close (9 days ago), 51.0% are below.
53.3% are above or equal to 10/17 close (10 days ago), 46.7% are below.
61.4% are above or equal to 10/16 close (11 days ago), 38.6% are below.
70.2% are above or equal to 10/15 close (12 days ago), 29.8% are below.
65.7% are above or equal to 10/14 close (13 days ago), 34.3% are below.
67.1% are above or equal to 10/11 close (14 days ago), 32.9% are below.
71.8% are above or equal to 10/10 close (15 days ago), 28.2% are below.
79.7% are above or equal to 10/9 close (16 days ago), 20.3% are below.
78.8% are above or equal to 10/8 close (17 days ago), 21.2% are below.
72.0% are above or equal to 10/7 close (18 days ago), 28.0% are below.
67.4% are above or equal to 10/4 close (19 days ago), 32.6% are below.
71.2% are above or equal to 10/3 close (20 days ago), 28.8% are below.
66.4% are above or equal to 10/2 close (21 days ago), 33.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.6% new highs, 7.1% new lows
21d: 10.6% new highs, 7.0% new lows
42d: 9.6% new highs, 4.3% new lows
63d: 8.2% new highs, 3.7% new lows
126d: 6.6% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.4% above, 64.6% below
3-day: 26.8% above, 73.2% below
4-day: 31.0% above, 69.0% below
5-day: 33.0% above, 67.0% below
8-day: 38.1% above, 61.9% below
10-day: 42.3% above, 57.7% below
20-day: 64.1% above, 35.9% below
50-day: 70.1% above, 29.9% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 0.79% Top=IRF ATML CAVM MCHP CRUS SWKS AMCC INVN ….. SUNE FSLR VECO BRCM GRMN SCTY GTAT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.34% Top=JKS XYL AOS DDD RBC KMT AGCO CMI ….. MTW DRC JOY B GE ETN MRC DCI=Bottom (Manufacturing)
CHEM(29): 0.16% Top=MEOH IPI APD GRA ROC DOW PPG EMN ….. POL POT AGU AXLL OLN MON MOS WPZ=Bottom (Chemicals/Fertilizers)
CONS(59): 0.09% Top=HAR CCK HBI JAH SHOO OI DECK PBI ….. IRBT TPX PAY GT LULU SCSS CROX AVP=Bottom (Consumer)
COSW(84): 0.05% Top=NQ SFUN TTWO WBMD TRIP CDNS PWRD AVG ….. BIDU IGT FENG CSC ANGI CTRX TRLA ROVI=Bottom (Computer Software/Internet)
HEAL(44): 0.02% Top=THOR THC CI CYH NUVA HUM HCA AET ….. WX EW DXCM PRXL MR CNC VOLC HWAY=Bottom (Health)
RETA(66): -0.20% Top=PAG SPLS RAD KAR DANG NFLX ABG TJX ….. TGT WSM CONN JCP BID GPS RH JOSB=Bottom (Retail & Specialty Retail)
TRAN(23): -0.23% Top=TRN LSTR ALK SAVE UNP LUV CNI UAL ….. NSC CHRW CP FDX JBLU SWFT EXPD CNW=Bottom (Transportation)
DISV(52): -0.28% Top=CAR FLT NTRI HTZ GDOT RRD VNTV ADT ….. MYGN HMSY SBAC APOL Z V DV WTW=Bottom (Diversified Services)
COHW(48): -0.33% Top=ARRS LVLT FNSR LXK CTL HPQ TDS SYNA ….. CIEN INFN PANW TDC WDC RKUS NSR JDSU=Bottom (Computer Hardware/Telecom)
LEIS(30): -0.42% Top=EXPE KKD MAR PNRA PENN CMG MCD EAT ….. DPZ PNK DRI LVS MPEL WYNN MGM BYD=Bottom (Leisure)
INSU(37): -0.47% Top=GNW MBI FNF PRE AXS CLGX AIZ VR ….. L RGA HIG AON MTG BRO AGO MET=Bottom (Insurance)
REAL(82): -0.48% Top=CUZ IVR HTS BDN MAC SRC CMO CLNY ….. MTGE GGP HCP JLL O RLGY DFT DLR=Bottom (Real Estate)
FINA(83): -0.86% Top=IVZ ICE WU RF APO PSEC NYCB CSE ….. CBOE FII TCBI UMPQ JPM PHH KKR OCN=Bottom (Banks/Financials)
ENER(107): -0.88% Top=SFY KEG OIS CRZO PWE EXXI XOM MEMP ….. WNR CRK ROSE WMB FANG HOS PDCE MHR=Bottom (Energy)
META(27): -1.50% Top=SLCA ANR CLF STLD NUE X MCP CCJ ….. CENX GG KGC EGO ABX IAG RGLD SLW=Bottom (Metals & Mining)
MATE(30): -1.88% Top=WM PWR RSG RYN EME WCN CVA DAR ….. HOV DHI KBH LEN MDR MDC RYL TTS=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:46 pm

Market Stats at 3:45 pm ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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
10.3% of stocks are above yesterday’s high.
32.3% are above yesterday’s midpoint. (67.7% are below.)
30.2% are below yesterday’s low.
59.4% are inside yesterday’s range.
25.3% of stocks with today’s high > yesterday’s high. (74.7% less than).
66.8% of stocks with today’s low < yesterday’s low. (33.2% greater than).

EVIDENCE OF INTRADAY TREND
44.6% of stocks are above today’s open. (53.7% are below).
37.2% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
2.9% of stocks opened above yesterday’s high.
41.3% of stocks opened above yesterday’s close. (52.8% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
4.2% of stocks are in the top 10% of today’s range.
12.9% are in the top 20%.
49.8% are in the top half. 50.2% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
11.2% are in the bottom 10%.

GAIN
42.8% of stocks are above yesterday’s close. (57.2% are below.)
3.1% are up 4.5% or more. 3.0% are down 4.5% or more.
3.7% are up 3.5% or more. 4.1% are down 3.5% or more.
62.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.1%…>=90:7.8%…>=80:14.3%…>=50:37.8%…<=20:32.4%…<=10:16.0%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:60.0%…<=20:1.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.6%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.3% above previous 1 highs, 30.2% below previous 1 lows
8.4% above previous 2 highs, 23.6% below previous 2 lows
7.6% above previous 3 highs, 18.7% below previous 3 lows
7.0% above previous 4 highs, 16.1% below previous 4 lows
6.7% above previous 5 highs, 13.6% below previous 5 lows
6.2% above previous 6 highs, 11.7% below previous 6 lows
5.6% above previous 7 highs, 10.3% below previous 7 lows
5.4% above previous 8 highs, 9.6% below previous 8 lows
5.4% above previous 9 highs, 9.1% below previous 9 lows
5.2% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
42.8% are above or equal to 10/30 close (1 days ago), 57.2% are below.
27.9% are above or equal to 10/29 close (2 days ago), 72.1% are below.
41.3% are above or equal to 10/28 close (3 days ago), 58.7% are below.
41.2% are above or equal to 10/25 close (4 days ago), 58.8% are below.
45.6% are above or equal to 10/24 close (5 days ago), 54.4% are below.
52.7% are above or equal to 10/23 close (6 days ago), 47.3% are below.
45.9% are above or equal to 10/22 close (7 days ago), 54.1% are below.
51.3% are above or equal to 10/21 close (8 days ago), 48.7% are below.
51.1% are above or equal to 10/18 close (9 days ago), 48.9% are below.
55.4% are above or equal to 10/17 close (10 days ago), 44.6% are below.
62.8% are above or equal to 10/16 close (11 days ago), 37.2% are below.
71.6% are above or equal to 10/15 close (12 days ago), 28.4% are below.
66.7% are above or equal to 10/14 close (13 days ago), 33.3% are below.
68.8% are above or equal to 10/11 close (14 days ago), 31.2% are below.
73.1% are above or equal to 10/10 close (15 days ago), 26.9% are below.
80.8% are above or equal to 10/9 close (16 days ago), 19.2% are below.
79.6% are above or equal to 10/8 close (17 days ago), 20.4% are below.
73.3% are above or equal to 10/7 close (18 days ago), 26.7% are below.
68.4% are above or equal to 10/4 close (19 days ago), 31.6% are below.
71.9% are above or equal to 10/3 close (20 days ago), 28.1% are below.
67.9% are above or equal to 10/2 close (21 days ago), 32.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.6% new highs, 6.8% new lows
21d: 10.6% new highs, 6.7% new lows
42d: 9.6% new highs, 4.2% new lows
63d: 8.2% new highs, 3.6% new lows
126d: 6.6% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.2% above, 58.8% below
3-day: 32.1% above, 67.9% below
4-day: 34.8% above, 65.2% below
5-day: 37.2% above, 62.8% below
8-day: 42.7% above, 57.3% below
10-day: 45.4% above, 54.6% below
20-day: 65.9% above, 34.1% below
50-day: 70.6% above, 29.4% below
200-day: 75.9% above, 24.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 0.96% Top=IRF ATML CAVM MCHP CRUS SWKS AMCC INVN ….. SANM FSLR VECO GRMN BRCM SCTY GTAT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.56% Top=JKS XYL AOS DDD RBC KMT AGCO PH ….. MTW JOY GE B DRC DCI MRC ETN=Bottom (Manufacturing)
CHEM(29): 0.37% Top=MEOH IPI APD GRA ROC PPG DOW EMN ….. POL AGU AXLL OLN POT MON MOS WPZ=Bottom (Chemicals/Fertilizers)
CONS(59): 0.29% Top=HAR CCK HBI JAH SHOO OI DECK PBI ….. PAY HAS TWI GT SCSS LULU CROX AVP=Bottom (Consumer)
COSW(84): 0.19% Top=NQ SFUN WBMD TTWO TRIP PWRD CDNS AVG ….. FFIV IGT FENG CSC ANGI CTRX TRLA ROVI=Bottom (Computer Software/Internet)
HEAL(44): 0.12% Top=THOR THC CI CYH NUVA OPK HUM AET ….. ISRG PRXL EW MR DXCM CNC VOLC HWAY=Bottom (Health)
TRAN(23): -0.00% Top=TRN ALK LSTR SAVE LUV UNP CNI GLNG ….. NSC CHRW CP JBLU FDX SWFT EXPD CNW=Bottom (Transportation)
RETA(66): -0.04% Top=PAG SPLS KAR RAD NFLX DANG ABG FIVE ….. TGT CONN SHLD JCP GPS KORS RH JOSB=Bottom (Retail & Specialty Retail)
DISV(52): -0.06% Top=CAR FLT NTRI GDOT HTZ RRD VNTV BLOX ….. PCLN HMSY SBAC APOL Z V DV WTW=Bottom (Diversified Services)
COHW(48): -0.17% Top=ARRS LVLT FNSR LXK SYNA TWTC HPQ QCOM ….. INFN VIP PANW TDC RKUS WDC NSR JDSU=Bottom (Computer Hardware/Telecom)
INSU(37): -0.23% Top=GNW FNF PRE CNO AIZ ALL CLGX AXS ….. RGA L AON HIG BRO MTG AGO MET=Bottom (Insurance)
REAL(82): -0.35% Top=CUZ IVR HTS MAC HPT HIW CLNY SRC ….. GGP AMT HCP JLL O RLGY DFT DLR=Bottom (Real Estate)
LEIS(30): -0.55% Top=EXPE KKD MAR PNRA SBUX CAKE CMG PENN ….. DRI PNK LVS WYNN MPEL CZR MGM BYD=Bottom (Leisure)
ENER(107): -0.58% Top=SFY KEG OIS EXXI CRZO XOM PBF PWE ….. EEP WPX MUR WMB HOS PDCE FANG MHR=Bottom (Energy)
FINA(83): -0.58% Top=IVZ RF ICE WU APO NYCB PACW CSE ….. TCBI UMPQ SEIC JPM CSH PHH KKR OCN=Bottom (Banks/Financials)
META(27): -1.23% Top=SLCA ANR CLF STLD X NUE CCJ MCP ….. AUY GG EGO ABX IAG KGC RGLD SLW=Bottom (Metals & Mining)
MATE(30): -1.51% Top=WM PWR RSG RYN EME WCN DAR CVA ….. DHI BECN KBH LEN HOV MDC RYL TTS=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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:27 pm ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

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

COMPARED TO YESTERDAY’S RANGE
14.0% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
18.6% are below yesterday’s low.
67.4% are inside yesterday’s range.
24.1% of stocks with today’s high > yesterday’s high. (75.9% less than).
65.2% of stocks with today’s low < yesterday’s low. (34.8% greater than).

EVIDENCE OF INTRADAY TREND
58.9% of stocks are above today’s open. (40.1% are below).
51.7% of stocks are above today’s open and yesterday’s close.
35.3% are below both.
2.9% of stocks opened above yesterday’s high.
41.3% of stocks opened above yesterday’s close. (52.8% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.4% of stocks are in the top 10% of today’s range.
39.1% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN
58.0% of stocks are above yesterday’s close. (42.0% are below.)
3.7% are up 4.5% or more. 2.3% are down 4.5% or more.
4.0% are up 3.5% or more. 3.1% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.2%…>=90:9.6%…>=80:18.9%…>=50:46.4%…<=20:23.4%…<=10:11.9%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.6%…>=50:64.6%…<=20:1.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:68.8%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.0% above previous 1 highs, 18.6% below previous 1 lows
11.6% above previous 2 highs, 15.1% below previous 2 lows
10.2% above previous 3 highs, 12.4% below previous 3 lows
9.4% above previous 4 highs, 11.3% below previous 4 lows
8.8% above previous 5 highs, 9.8% below previous 5 lows
8.0% above previous 6 highs, 8.1% below previous 6 lows
7.4% above previous 7 highs, 6.9% below previous 7 lows
7.2% above previous 8 highs, 6.7% below previous 8 lows
7.2% above previous 9 highs, 5.9% below previous 9 lows
7.2% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.0% are above or equal to 10/30 close (1 days ago), 42.0% are below.
36.3% are above or equal to 10/29 close (2 days ago), 63.7% are below.
48.7% are above or equal to 10/28 close (3 days ago), 51.3% are below.
47.0% are above or equal to 10/25 close (4 days ago), 53.0% are below.
50.3% are above or equal to 10/24 close (5 days ago), 49.7% are below.
57.7% are above or equal to 10/23 close (6 days ago), 42.3% are below.
49.4% are above or equal to 10/22 close (7 days ago), 50.6% are below.
54.3% are above or equal to 10/21 close (8 days ago), 45.7% are below.
53.8% are above or equal to 10/18 close (9 days ago), 46.2% are below.
58.6% are above or equal to 10/17 close (10 days ago), 41.4% are below.
65.7% are above or equal to 10/16 close (11 days ago), 34.3% are below.
73.6% are above or equal to 10/15 close (12 days ago), 26.4% are below.
68.4% are above or equal to 10/14 close (13 days ago), 31.6% are below.
70.6% are above or equal to 10/11 close (14 days ago), 29.4% are below.
74.8% are above or equal to 10/10 close (15 days ago), 25.2% are below.
81.8% are above or equal to 10/9 close (16 days ago), 18.2% are below.
80.7% are above or equal to 10/8 close (17 days ago), 19.3% are below.
74.6% are above or equal to 10/7 close (18 days ago), 25.4% are below.
69.6% are above or equal to 10/4 close (19 days ago), 30.4% are below.
73.1% are above or equal to 10/3 close (20 days ago), 26.9% are below.
69.1% are above or equal to 10/2 close (21 days ago), 30.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.0% new highs, 6.6% new lows
21d: 10.0% new highs, 6.4% new lows
42d: 9.0% new highs, 4.1% new lows
63d: 7.7% new highs, 3.4% new lows
126d: 6.1% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.3% above, 43.7% below
3-day: 43.0% above, 57.0% below
4-day: 44.8% above, 55.2% below
5-day: 46.3% above, 53.7% below
8-day: 49.1% above, 50.9% below
10-day: 51.1% above, 48.9% below
20-day: 69.3% above, 30.7% below
50-day: 72.1% above, 27.9% below
200-day: 76.2% above, 23.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 1.35% Top=IRF ATML CAVM MCHP SWKS CRUS AMCC INVN ….. SANM CGNX SCTY BRCM VECO GRMN GTAT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 1.05% Top=JKS DDD AOS XYL KMT RBC AGCO ROK ….. DE JOY MTW GE DCI DRC ETN MRC=Bottom (Manufacturing)
CHEM(29): 0.73% Top=MEOH IPI APD RPM DD ROC EMN DOW ….. POT MON AGU AXLL OLN SHW MOS WPZ=Bottom (Chemicals/Fertilizers)
CONS(59): 0.66% Top=HAR HBI CCK SHOO JAH OI DECK PBI ….. MWV TPX ELY GT SCSS LULU CROX AVP=Bottom (Consumer)
COSW(84): 0.60% Top=NQ SFUN FB TRIP TTWO WBMD AVG PWRD ….. NUAN IGT FFIV ANGI FENG TRLA CSC ROVI=Bottom (Computer Software/Internet)
HEAL(44): 0.48% Top=THOR THC CI CYH OPK HCA HUM NUVA ….. DXCM PRXL WX CNC MR EW HWAY VOLC=Bottom (Health)
TRAN(23): 0.34% Top=TRN SAVE ALK LSTR CNI UNP LUV UPS ….. UAL GLNG SWFT FDX JBLU CHRW EXPD CNW=Bottom (Transportation)
COHW(48): 0.22% Top=ARRS LVLT FNSR SSYS LXK CIEN HPQ EMC ….. PANW CCI RKUS TDC VIP WDC NSR JDSU=Bottom (Computer Hardware/Telecom)
RETA(66): 0.15% Top=PAG SPLS FIVE KAR RAD NFLX ABG DANG ….. PIR GPS TGT RH CONN KORS JCP JOSB=Bottom (Retail & Specialty Retail)
DISV(52): 0.13% Top=CAR FLT NTRI HTZ GDOT ADT RRD BLOX ….. MYGN SBAC HMSY Z V DV APOL WTW=Bottom (Diversified Services)
INSU(37): 0.07% Top=GNW FNF AXS CLGX AIZ CNO PRE ALL ….. L AEL CINF AON HIG BRO AGO MET=Bottom (Insurance)
ENER(107): 0.02% Top=KEG SFY OIS EXXI CRZO AREX XOM PBF ….. EEP MUR SN WMB MHR FANG HOS PDCE=Bottom (Energy)
LEIS(30): -0.14% Top=EXPE KKD MAR CMG PNRA TXRH EAT CAKE ….. DRI LVS WYNN MPEL PNK CZR MGM BYD=Bottom (Leisure)
REAL(82): -0.18% Top=CUZ IVR BDN MAC RLJ HPT HIW CLNY ….. JLL GGP ARE HCP O RLGY DFT DLR=Bottom (Real Estate)
FINA(83): -0.19% Top=IVZ ICE RF KEY BX NYCB EV APO ….. UMPQ JPM AXP CSH SEIC PHH KKR OCN=Bottom (Banks/Financials)
META(27): -1.00% Top=SLCA ANR X CLF STLD NUE CCJ WLT ….. AUY GG ABX EGO KGC IAG RGLD SLW=Bottom (Metals & Mining)
MATE(30): -1.14% Top=WM RSG PWR USG EME WCN RYN MAS ….. BECN LEN HOV KBH SPF MDC RYL TTS=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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:09 pm

Market Stats at 2:08 pm ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
10.6% of stocks are above yesterday’s high.
36.3% are above yesterday’s midpoint. (63.7% are below.)
23.9% are below yesterday’s low.
65.5% are inside yesterday’s range.
23.0% of stocks with today’s high > yesterday’s high. (77.0% less than).
65.2% of stocks with today’s low < yesterday’s low. (34.8% greater than).

EVIDENCE OF INTRADAY TREND
49.5% of stocks are above today’s open. (49.4% are below).
42.6% of stocks are above today’s open and yesterday’s close.
45.3% are below both.
2.9% of stocks opened above yesterday’s high.
41.4% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.8% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN
48.1% of stocks are above yesterday’s close. (51.9% are below.)
3.4% are up 4.5% or more. 2.3% are down 4.5% or more.
3.7% are up 3.5% or more. 3.4% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:8.6%…>=80:15.7%…>=50:40.0%…<=20:28.1%…<=10:14.9%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:61.5%…<=20:1.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:68.0%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.6% above previous 1 highs, 23.9% below previous 1 lows
9.1% above previous 2 highs, 18.6% below previous 2 lows
8.0% above previous 3 highs, 15.1% below previous 3 lows
7.5% above previous 4 highs, 13.1% below previous 4 lows
6.7% above previous 5 highs, 11.2% below previous 5 lows
6.2% above previous 6 highs, 9.8% below previous 6 lows
5.5% above previous 7 highs, 7.8% below previous 7 lows
5.5% above previous 8 highs, 7.6% below previous 8 lows
5.5% above previous 9 highs, 6.9% below previous 9 lows
5.5% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.1% are above or equal to 10/30 close (1 days ago), 51.9% are below.
31.5% are above or equal to 10/29 close (2 days ago), 68.5% are below.
43.7% are above or equal to 10/28 close (3 days ago), 56.3% are below.
44.0% are above or equal to 10/25 close (4 days ago), 56.0% are below.
48.3% are above or equal to 10/24 close (5 days ago), 51.7% are below.
54.6% are above or equal to 10/23 close (6 days ago), 45.4% are below.
46.5% are above or equal to 10/22 close (7 days ago), 53.5% are below.
52.1% are above or equal to 10/21 close (8 days ago), 47.9% are below.
52.2% are above or equal to 10/18 close (9 days ago), 47.8% are below.
57.1% are above or equal to 10/17 close (10 days ago), 42.9% are below.
63.6% are above or equal to 10/16 close (11 days ago), 36.4% are below.
72.2% are above or equal to 10/15 close (12 days ago), 27.8% are below.
67.1% are above or equal to 10/14 close (13 days ago), 32.9% are below.
69.9% are above or equal to 10/11 close (14 days ago), 30.1% are below.
74.1% are above or equal to 10/10 close (15 days ago), 25.9% are below.
81.2% are above or equal to 10/9 close (16 days ago), 18.8% are below.
79.6% are above or equal to 10/8 close (17 days ago), 20.4% are below.
73.9% are above or equal to 10/7 close (18 days ago), 26.1% are below.
69.1% are above or equal to 10/4 close (19 days ago), 30.9% are below.
72.6% are above or equal to 10/3 close (20 days ago), 27.4% are below.
68.3% are above or equal to 10/2 close (21 days ago), 31.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.2% new highs, 6.5% new lows
21d: 9.2% new highs, 6.3% new lows
42d: 8.2% new highs, 4.0% new lows
63d: 7.1% new highs, 3.3% new lows
126d: 5.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.7% above, 53.3% below
3-day: 35.6% above, 64.4% below
4-day: 39.8% above, 60.2% below
5-day: 41.6% above, 58.4% below
8-day: 44.5% above, 55.5% below
10-day: 46.9% above, 53.1% below
20-day: 67.3% above, 32.7% below
50-day: 71.0% above, 29.0% below
200-day: 76.1% above, 23.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 1.18% Top=IRF ATML CAVM MCHP SWKS CRUS AMCC INVN ….. CGNX SANM VECO BRCM SCTY GRMN GTAT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.87% Top=JKS DDD AOS XYL KMT AGCO RBC ROK ….. JOY MTW DCI BWC GE DRC MRC ETN=Bottom (Manufacturing)
CHEM(29): 0.55% Top=MEOH IPI APD RPM PPG ROC GRA DOW ….. AXLL AGU MON POT SHW OLN MOS WPZ=Bottom (Chemicals/Fertilizers)
CONS(59): 0.46% Top=HAR HBI CCK SHOO JAH OI PBI RKT ….. MWV ELY GT TPX SCSS LULU CROX AVP=Bottom (Consumer)
COSW(84): 0.42% Top=NQ SFUN TTWO FB TRIP AVG PWRD WBMD ….. IGT TNGO FFIV ANGI FENG TRLA CSC ROVI=Bottom (Computer Software/Internet)
HEAL(44): 0.32% Top=THOR THC CI CYH OPK HCA HUM ALGN ….. ZMH DXCM WX CNC MR EW VOLC HWAY=Bottom (Health)
TRAN(23): 0.09% Top=TRN SAVE ALK CNI LSTR UNP LUV UPS ….. UAL JBLU SWFT FDX GLNG CHRW EXPD CNW=Bottom (Transportation)
COHW(48): -0.01% Top=ARRS FNSR LVLT LXK SYNA HPQ CIEN SSYS ….. TMUS OLED CCI VIP RKUS WDC NSR JDSU=Bottom (Computer Hardware/Telecom)
INSU(37): -0.01% Top=GNW FNF AXS AIZ ALL CNO PRE CLGX ….. RGA CINF L BRO AON HIG AGO MET=Bottom (Insurance)
RETA(66): -0.04% Top=PAG SPLS DANG NFLX FIVE KAR ABG RAD ….. PIR TGT GPS RH CONN KORS JCP JOSB=Bottom (Retail & Specialty Retail)
DISV(52): -0.12% Top=CAR FLT NTRI HTZ GDOT RRD BLOX ADT ….. Z MYGN SBAC HMSY V DV APOL WTW=Bottom (Diversified Services)
LEIS(30): -0.29% Top=EXPE MAR KKD TXRH CAKE CMG PNRA EAT ….. LVS DRI PNK WYNN MPEL CZR MGM BYD=Bottom (Leisure)
FINA(83): -0.31% Top=IVZ ICE RF NYCB KEY CMA PACW EV ….. BBT AXP CSH JPM SEIC PHH KKR OCN=Bottom (Banks/Financials)
ENER(107): -0.33% Top=KEG SFY OIS XOM MEMP AREX EXXI CRZO ….. RGP MHR SN MUR WMB FANG HOS PDCE=Bottom (Energy)
REAL(82): -0.41% Top=CUZ IVR MAC BDN HPT RLJ SRC CLNY ….. AMT HCP GGP RLGY ARE O DFT DLR=Bottom (Real Estate)
META(26): -1.17% Top=SLCA ANR X NUE STLD CLF CCJ SCCO ….. NEM GG EGO ABX KGC IAG RGLD SLW=Bottom (Metals & Mining)
MATE(30): -1.35% Top=WM PWR RSG EME RYN WCN USG MAS ….. DHI KBH HOV LEN SPF MDC TTS RYL=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 2:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:40 am

Market Stats at 11:40 am ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
9.9% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
23.8% are below yesterday’s low.
66.3% are inside yesterday’s range.
18.7% of stocks with today’s high > yesterday’s high. (81.3% less than).
63.4% of stocks with today’s low < yesterday’s low. (36.6% greater than).

EVIDENCE OF INTRADAY TREND
49.9% of stocks are above today’s open. (48.2% are below).
42.7% of stocks are above today’s open and yesterday’s close.
42.6% are below both.
2.9% of stocks opened above yesterday’s high.
41.4% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.5% of stocks are in the top 10% of today’s range.
34.4% are in the top 20%.
64.4% are in the top half. 35.6% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN
50.2% of stocks are above yesterday’s close. (49.8% are below.)
2.4% are up 4.5% or more. 1.9% are down 4.5% or more.
3.1% are up 3.5% or more. 2.9% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:9.0%…>=80:16.4%…>=50:40.4%…<=20:27.1%…<=10:15.5%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:62.7%…<=20:1.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.1%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
9.9% above previous 1 highs, 23.8% below previous 1 lows
7.7% above previous 2 highs, 18.4% below previous 2 lows
7.3% above previous 3 highs, 15.7% below previous 3 lows
6.7% above previous 4 highs, 14.5% below previous 4 lows
6.6% above previous 5 highs, 12.0% below previous 5 lows
5.8% above previous 6 highs, 10.2% below previous 6 lows
5.5% above previous 7 highs, 9.3% below previous 7 lows
5.5% above previous 8 highs, 8.5% below previous 8 lows
5.3% above previous 9 highs, 7.8% below previous 9 lows
5.3% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.2% are above or equal to 10/30 close (1 days ago), 49.8% are below.
31.5% are above or equal to 10/29 close (2 days ago), 68.5% are below.
44.7% are above or equal to 10/28 close (3 days ago), 55.3% are below.
45.2% are above or equal to 10/25 close (4 days ago), 54.8% are below.
47.5% are above or equal to 10/24 close (5 days ago), 52.5% are below.
52.9% are above or equal to 10/23 close (6 days ago), 47.1% are below.
46.3% are above or equal to 10/22 close (7 days ago), 53.7% are below.
51.9% are above or equal to 10/21 close (8 days ago), 48.1% are below.
52.5% are above or equal to 10/18 close (9 days ago), 47.5% are below.
57.5% are above or equal to 10/17 close (10 days ago), 42.5% are below.
64.2% are above or equal to 10/16 close (11 days ago), 35.8% are below.
72.1% are above or equal to 10/15 close (12 days ago), 27.9% are below.
67.0% are above or equal to 10/14 close (13 days ago), 33.0% are below.
69.2% are above or equal to 10/11 close (14 days ago), 30.8% are below.
74.0% are above or equal to 10/10 close (15 days ago), 26.0% are below.
80.9% are above or equal to 10/9 close (16 days ago), 19.1% are below.
80.0% are above or equal to 10/8 close (17 days ago), 20.0% are below.
73.6% are above or equal to 10/7 close (18 days ago), 26.4% are below.
68.9% are above or equal to 10/4 close (19 days ago), 31.1% are below.
73.3% are above or equal to 10/3 close (20 days ago), 26.7% are below.
69.2% are above or equal to 10/2 close (21 days ago), 30.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.9% new highs, 6.2% new lows
21d: 7.8% new highs, 6.1% new lows
42d: 6.9% new highs, 3.8% new lows
63d: 5.8% new highs, 3.0% new lows
126d: 4.4% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.7% above, 51.3% below
3-day: 36.8% above, 63.2% below
4-day: 39.3% above, 60.7% below
5-day: 41.5% above, 58.5% below
8-day: 44.6% above, 55.4% below
10-day: 47.2% above, 52.8% below
20-day: 67.3% above, 32.7% below
50-day: 71.3% above, 28.7% below
200-day: 76.2% above, 23.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 1.24% Top=ATML CAVM IRF MCHP SWKS AMCC CRUS NXPI ….. JBL CSIQ BRCM FSLR GRMN SCTY GTAT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.49% Top=EXPE MAR KKD BYI HOT CAKE WYN PNK ….. DPZ YUM MPEL DRI BLMN CZR MGM BYD=Bottom (Leisure)
MANU(40): 0.42% Top=AOS JKS DDD XYL KMT ITW PH GNRC ….. SWK JOY GE BWC MRC FLS ETN MTW=Bottom (Manufacturing)
COSW(84): 0.38% Top=NQ SFUN TRIP TTWO WBMD FB CTRX LOCK ….. BIDU ANGI WWWW FENG TNGO CSC TRLA ROVI=Bottom (Computer Software/Internet)
CONS(59): 0.38% Top=HAR HBI CCK JAH SHOO OI RKT ICON ….. TPX ELY GPK SCSS ZQK LULU CROX AVP=Bottom (Consumer)
HEAL(44): 0.35% Top=THOR THC CYH CI NUVA ALGN HCA DVA ….. BCR WX EW CNC MR PRXL HWAY VOLC=Bottom (Health)
COHW(48): 0.08% Top=ARRS FNSR LVLT FIO SYNA CIEN LXK HPQ ….. HRS PANW CCI WDC VIP RKUS NSR JDSU=Bottom (Computer Hardware/Telecom)
INSU(37): 0.06% Top=GNW FNF RDN LNC AIZ MBI CLGX ALL ….. HIG RGA PGR CINF AON BRO AGO MET=Bottom (Insurance)
CHEM(29): 0.04% Top=MEOH GRA PPG DD RPM DOW ROC EMN ….. AXLL CF MON POT SHW MOS WPZ IPI=Bottom (Chemicals/Fertilizers)
RETA(66): -0.05% Top=NFLX SPLS RAD DANG PAG DSW GNC FIVE ….. DG TGT ASNA RH KORS JOSB EXPR ANF=Bottom (Retail & Specialty Retail)
TRAN(23): -0.14% Top=TRN SAVE ALK LUV CNI UNP LSTR CP ….. JBLU ODFL CHRW SWFT GLNG FDX EXPD CNW=Bottom (Transportation)
FINA(83): -0.16% Top=IVZ ICE EVR NYCB AMP CMA WDR KEY ….. UMPQ CSH CG SEIC AXP APO PHH KKR=Bottom (Banks/Financials)
DISV(52): -0.19% Top=FLT CAR HTZ BLOX NTRI URI TW RRD ….. GEO Z SBAC DV V MYGN APOL WTW=Bottom (Diversified Services)
ENER(107): -0.34% Top=OIS SFY KEG DK MPC TSO PBF PTEN ….. ETP RGP MHR HOS MUR MTDR FANG PDCE=Bottom (Energy)
REAL(82): -0.74% Top=MAC BAM CMO CLNY IVR HLSS RLJ KFN ….. EQR GGP O HCP DFT ARE RLGY DLR=Bottom (Real Estate)
META(26): -1.09% Top=ANR SLCA STLD CLF CCJ X NUE WLT ….. NEM AUY EGO IAG KGC ABX RGLD SLW=Bottom (Metals & Mining)
MATE(30): -1.24% Top=WM MTH EME RSG RYN DAR WCN CVA ….. MDR BECN FWLT EXP RYL OC FLR TTS=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 @ 10:03 am

Market Stats at 11:03 am ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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

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

COMPARED TO YESTERDAY’S RANGE
7.6% of stocks are above yesterday’s high.
27.5% are above yesterday’s midpoint. (72.5% are below.)
31.4% are below yesterday’s low.
61.1% are inside yesterday’s range.
15.5% of stocks with today’s high > yesterday’s high. (84.5% less than).
62.5% of stocks with today’s low < yesterday’s low. (37.5% greater than).

EVIDENCE OF INTRADAY TREND
38.0% of stocks are above today’s open. (60.8% are below).
30.4% of stocks are above today’s open and yesterday’s close.
55.7% are below both.
2.9% of stocks opened above yesterday’s high.
41.4% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.0% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
44.2% are in the top half. 55.8% of stocks are in the bottom half of today’s range.
21.2% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN
37.4% of stocks are above yesterday’s close. (62.6% are below.)
2.2% are up 4.5% or more. 2.4% are down 4.5% or more.
3.0% are up 3.5% or more. 3.8% are down 3.5% or more.
68.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.1%…>=90:6.5%…>=80:12.2%…>=50:32.5%…<=20:35.8%…<=10:19.2%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:58.3%…<=20:1.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:65.4%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.6% above previous 1 highs, 31.4% below previous 1 lows
6.2% above previous 2 highs, 25.0% below previous 2 lows
6.0% above previous 3 highs, 20.6% below previous 3 lows
5.7% above previous 4 highs, 18.2% below previous 4 lows
5.6% above previous 5 highs, 15.0% below previous 5 lows
4.8% above previous 6 highs, 12.9% below previous 6 lows
4.7% above previous 7 highs, 11.7% below previous 7 lows
4.7% above previous 8 highs, 10.7% below previous 8 lows
4.6% above previous 9 highs, 9.9% below previous 9 lows
4.6% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
37.4% are above or equal to 10/30 close (1 days ago), 62.6% are below.
24.9% are above or equal to 10/29 close (2 days ago), 75.1% are below.
37.0% are above or equal to 10/28 close (3 days ago), 63.0% are below.
39.5% are above or equal to 10/25 close (4 days ago), 60.5% are below.
42.8% are above or equal to 10/24 close (5 days ago), 57.2% are below.
49.3% are above or equal to 10/23 close (6 days ago), 50.7% are below.
43.8% are above or equal to 10/22 close (7 days ago), 56.2% are below.
49.9% are above or equal to 10/21 close (8 days ago), 50.1% are below.
49.9% are above or equal to 10/18 close (9 days ago), 50.1% are below.
56.0% are above or equal to 10/17 close (10 days ago), 44.0% are below.
62.3% are above or equal to 10/16 close (11 days ago), 37.7% are below.
70.6% are above or equal to 10/15 close (12 days ago), 29.4% are below.
65.9% are above or equal to 10/14 close (13 days ago), 34.1% are below.
68.3% are above or equal to 10/11 close (14 days ago), 31.7% are below.
72.3% are above or equal to 10/10 close (15 days ago), 27.7% are below.
80.2% are above or equal to 10/9 close (16 days ago), 19.8% are below.
78.9% are above or equal to 10/8 close (17 days ago), 21.1% are below.
71.7% are above or equal to 10/7 close (18 days ago), 28.3% are below.
66.6% are above or equal to 10/4 close (19 days ago), 33.4% are below.
72.3% are above or equal to 10/3 close (20 days ago), 27.7% are below.
67.0% are above or equal to 10/2 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.9% new highs, 5.9% new lows
21d: 6.9% new highs, 5.8% new lows
42d: 6.0% new highs, 3.7% new lows
63d: 5.0% new highs, 2.9% new lows
126d: 3.7% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.5% above, 64.5% below
3-day: 26.4% above, 73.6% below
4-day: 31.6% above, 68.4% below
5-day: 34.7% above, 65.3% below
8-day: 40.7% above, 59.3% below
10-day: 43.0% above, 57.0% below
20-day: 64.6% above, 35.4% below
50-day: 70.0% above, 30.0% below
200-day: 75.5% above, 24.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 0.79% Top=ATML IRF CAVM MCHP SWKS AMCC CRUS NXPI ….. BRCM SUNE GRMN FSLR CSIQ GTAT SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.11% Top=EXPE MAR BYI CAKE KKD HOT WYN MCD ….. YUM DPZ BLMN DRI MPEL CZR MGM BYD=Bottom (Leisure)
MANU(40): 0.08% Top=AOS JKS XYL PLL KMT ITW PH DDD ….. TEX GE SWK DOV MRC FLS MTW ETN=Bottom (Manufacturing)
HEAL(44): 0.03% Top=THOR THC CYH NUVA CI HLS HCA DVA ….. TMO DXCM EW CNC PRXL MR HWAY VOLC=Bottom (Health)
COSW(84): -0.06% Top=NQ SFUN TRIP TTWO PWRD CTRX EA LOCK ….. BIDU WWWW FENG ANGI TNGO TRLA CSC ROVI=Bottom (Computer Software/Internet)
INSU(37): -0.07% Top=FNF GNW CLGX AXS MTG MBI RDN AFSI ….. AIG L HIG AON CINF BRO AGO MET=Bottom (Insurance)
CONS(59): -0.08% Top=HAR HBI SHOO CCK JAH OI RKT EL ….. SCSS TPX GPK PAY ZQK LULU CROX AVP=Bottom (Consumer)
COHW(48): -0.21% Top=ARRS FNSR LVLT FIO CIEN SYNA TDC PLCM ….. TDS HRS INFN WDC VIP RKUS NSR JDSU=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.21% Top=MEOH GRA RPM DD PPG EMN DOW CYT ….. HUN MON CF POT SHW MOS WPZ IPI=Bottom (Chemicals/Fertilizers)
RETA(66): -0.24% Top=SPLS NFLX FIVE RAD DSW AMZN AN PAG ….. JCP PIR WFM URBN ANF ASNA SHLD KORS=Bottom (Retail & Specialty Retail)
FINA(83): -0.27% Top=IVZ ICE WDR AMP LAZ CMA NYCB BXS ….. JPM SEIC COF OCN AXP APO PHH KKR=Bottom (Banks/Financials)
DISV(52): -0.40% Top=FLT CAR HTZ NTRI BLOX TW URI ADT ….. GEO SBAC MYGN Z DV V APOL WTW=Bottom (Diversified Services)
TRAN(23): -0.40% Top=TRN CNI UNP CP SAVE LUV ALK LSTR ….. ODFL CHRW JBLU FDX SWFT GLNG EXPD CNW=Bottom (Transportation)
REAL(82): -0.88% Top=BAM HLSS MAC CLNY BPO BDN SRC HCN ….. AVB GGP ARE O HCP EQR RLGY DLR=Bottom (Real Estate)
ENER(107): -1.10% Top=OIS SFY MPC WNR TSO DK CVE XOM ….. GDP HOS KEG MUR MTDR FANG PDCE MHR=Bottom (Energy)
META(26): -1.29% Top=ANR SLCA CLF CCJ STLD X NUE CNX ….. AUY EGO NEM IAG ABX KGC SLW RGLD=Bottom (Metals & Mining)
MATE(30): -1.32% Top=WM MTH EME RSG RYN WCN AWI DAR ….. MDC FWLT OC RYL EXP FLR PWR TTS=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 11:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:27 am

Market Stats at 10:26 am ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
6.2% of stocks are above yesterday’s high.
23.9% are above yesterday’s midpoint. (76.1% are below.)
32.1% are below yesterday’s low.
61.6% are inside yesterday’s range.
14.5% of stocks with today’s high > yesterday’s high. (85.5% less than).
58.4% of stocks with today’s low < yesterday’s low. (41.6% greater than).

EVIDENCE OF INTRADAY TREND
34.7% of stocks are above today’s open. (63.4% are below).
26.8% of stocks are above today’s open and yesterday’s close.
56.7% are below both.
2.9% of stocks opened above yesterday’s high.
41.4% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.2% of stocks are in the top 10% of today’s range.
12.9% are in the top 20%.
38.4% are in the top half. 61.6% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN
35.0% of stocks are above yesterday’s close. (65.0% are below.)
1.9% are up 4.5% or more. 1.9% are down 4.5% or more.
2.7% are up 3.5% or more. 3.7% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.0%…>=90:6.2%…>=80:11.1%…>=50:29.8%…<=20:35.9%…<=10:18.9%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:59.2%…<=20:1.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:65.4%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.2% above previous 1 highs, 32.1% below previous 1 lows
5.3% above previous 2 highs, 23.8% below previous 2 lows
5.1% above previous 3 highs, 19.1% below previous 3 lows
4.9% above previous 4 highs, 17.0% below previous 4 lows
4.8% above previous 5 highs, 13.6% below previous 5 lows
4.2% above previous 6 highs, 10.9% below previous 6 lows
3.9% above previous 7 highs, 10.1% below previous 7 lows
3.9% above previous 8 highs, 9.7% below previous 8 lows
3.8% above previous 9 highs, 8.8% below previous 9 lows
3.8% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.0% are above or equal to 10/30 close (1 days ago), 65.0% are below.
24.5% are above or equal to 10/29 close (2 days ago), 75.5% are below.
37.2% are above or equal to 10/28 close (3 days ago), 62.8% are below.
38.5% are above or equal to 10/25 close (4 days ago), 61.5% are below.
42.4% are above or equal to 10/24 close (5 days ago), 57.6% are below.
48.9% are above or equal to 10/23 close (6 days ago), 51.1% are below.
42.9% are above or equal to 10/22 close (7 days ago), 57.1% are below.
49.7% are above or equal to 10/21 close (8 days ago), 50.3% are below.
50.3% are above or equal to 10/18 close (9 days ago), 49.7% are below.
56.3% are above or equal to 10/17 close (10 days ago), 43.7% are below.
61.8% are above or equal to 10/16 close (11 days ago), 38.2% are below.
70.4% are above or equal to 10/15 close (12 days ago), 29.6% are below.
66.0% are above or equal to 10/14 close (13 days ago), 34.0% are below.
68.1% are above or equal to 10/11 close (14 days ago), 31.9% are below.
71.6% are above or equal to 10/10 close (15 days ago), 28.4% are below.
79.9% are above or equal to 10/9 close (16 days ago), 20.1% are below.
78.0% are above or equal to 10/8 close (17 days ago), 22.0% are below.
71.9% are above or equal to 10/7 close (18 days ago), 28.1% are below.
66.7% are above or equal to 10/4 close (19 days ago), 33.3% are below.
71.3% are above or equal to 10/3 close (20 days ago), 28.7% are below.
66.9% are above or equal to 10/2 close (21 days ago), 33.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 5.3% new lows
21d: 6.7% new highs, 5.2% new lows
42d: 5.7% new highs, 3.4% new lows
63d: 4.6% new highs, 2.8% new lows
126d: 3.2% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.4% above, 67.6% below
3-day: 22.6% above, 77.4% below
4-day: 28.3% above, 71.7% below
5-day: 31.1% above, 68.9% below
8-day: 38.6% above, 61.4% below
10-day: 41.3% above, 58.7% below
20-day: 64.5% above, 35.5% below
50-day: 70.6% above, 29.4% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(59): 0.66% Top=ATML IRF CAVM MCHP SWKS CRUS AMCC IDTI ….. BRCM YGE FSLR GTAT CSIQ GRMN SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(37): 0.02% Top=RDN GNW MBI FNF MTG AXS AIZ CLGX ….. AIG L AJG AON CINF BRO AGO MET=Bottom (Insurance)
HEAL(44): -0.00% Top=THOR CYH THC CI NUVA HLS DVA PKI ….. TMO EW DXCM HWAY CNC PRXL MR VOLC=Bottom (Health)
LEIS(30): -0.02% Top=EXPE BYI MAR KKD HOT WYN MCD RCL ….. DPZ DRI YUM MPEL SBUX CZR MGM BYD=Bottom (Leisure)
CHEM(29): -0.02% Top=MEOH GRA DD EMN PPG DOW FMC RPM ….. POL CF POT VAL SHW MOS WPZ IPI=Bottom (Chemicals/Fertilizers)
MANU(40): -0.06% Top=AOS XYL KMT ITW PH RBC ROP JKS ….. GE FLS TKR B MHK SWK MTW ETN=Bottom (Manufacturing)
FINA(83): -0.21% Top=IVZ ICE CMA GS AMP FNB PACW CBOE ….. JPM COF DFS AXP APO KKR PHH OCN=Bottom (Banks/Financials)
CONS(59): -0.22% Top=HAR HBI SHOO CCK JAH OI EL RKT ….. UA IRBT SCSS LULU TPX PAY CROX AVP=Bottom (Consumer)
COHW(48): -0.40% Top=FNSR ARRS FIO LVLT CIEN LXK PLCM TDC ….. CCI SSYS WDC VIP TMUS RKUS NSR JDSU=Bottom (Computer Hardware/Telecom)
RETA(66): -0.43% Top=SPLS AN RAD NFLX FIVE ORLY KR AAP ….. JCP GME WFM ASNA ANF KORS CONN SHLD=Bottom (Retail & Specialty Retail)
COSW(84): -0.48% Top=NQ SFUN TRIP CTRX AZPN TTWO CDNS ACXM ….. WWWW BIDU TRLA TNGO ANGI FENG CSC ROVI=Bottom (Computer Software/Internet)
REAL(82): -0.59% Top=BAM MAC BPO HCN KFN PCL PMT NLY ….. AMT GGP JLL O EQR DFT RLGY DLR=Bottom (Real Estate)
DISV(52): -0.60% Top=FLT CAR NTRI URI HTZ RRD LPS MA ….. LOPE VNTV DV SBAC Z V APOL WTW=Bottom (Diversified Services)
TRAN(23): -0.75% Top=TRN SAVE CNI UNP CP ALK LUV NSC ….. JBHT JBLU UAL SWFT ODFL FDX EXPD CNW=Bottom (Transportation)
META(26): -0.93% Top=ANR SLCA CLF WLT CCJ X BTU CNX ….. AUY NEM EGO IAG KGC ABX SLW RGLD=Bottom (Metals & Mining)
ENER(107): -0.95% Top=SFY OIS MPC TSO DK PBR CVE VLO ….. GDP HOS ETP FANG WMB MHR MUR PDCE=Bottom (Energy)
MATE(30): -1.66% Top=WM EME RSG RYN WCN MTH CVA DAR ….. USG EXP KBH MDC FLR PWR RYL TTS=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 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 10:00 am ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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
5.5% of stocks are above yesterday’s high.
20.8% are above yesterday’s midpoint. (79.2% are below.)
33.3% are below yesterday’s low.
61.3% are inside yesterday’s range.
14.2% of stocks with today’s high > yesterday’s high. (85.8% less than).
50.3% of stocks with today’s low < yesterday’s low. (49.7% greater than).

EVIDENCE OF INTRADAY TREND
28.9% of stocks are above today’s open. (69.1% are below).
21.4% of stocks are above today’s open and yesterday’s close.
62.3% are below both.
2.9% of stocks opened above yesterday’s high.
41.4% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
22.4% are in the top half. 77.6% of stocks are in the bottom half of today’s range.
43.6% are in the bottom 20%.
29.4% are in the bottom 10%.

GAIN
30.1% of stocks are above yesterday’s close. (69.9% are below.)
1.9% are up 4.5% or more. 2.0% are down 4.5% or more.
2.1% are up 3.5% or more. 3.6% are down 3.5% or more.
70.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.4%…>=90:4.7%…>=80:9.9%…>=50:25.1%…<=20:37.0%…<=10:18.5%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:58.6%…<=20:1.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.4%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.5% above previous 1 highs, 33.3% below previous 1 lows
4.7% above previous 2 highs, 24.0% below previous 2 lows
4.6% above previous 3 highs, 18.8% below previous 3 lows
4.3% above previous 4 highs, 16.2% below previous 4 lows
4.3% above previous 5 highs, 12.6% below previous 5 lows
3.6% above previous 6 highs, 10.3% below previous 6 lows
3.2% above previous 7 highs, 9.6% below previous 7 lows
3.2% above previous 8 highs, 8.9% below previous 8 lows
3.2% above previous 9 highs, 8.8% below previous 9 lows
3.2% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
30.1% are above or equal to 10/30 close (1 days ago), 69.9% are below.
21.4% are above or equal to 10/29 close (2 days ago), 78.6% are below.
35.3% are above or equal to 10/28 close (3 days ago), 64.7% are below.
37.5% are above or equal to 10/25 close (4 days ago), 62.5% are below.
41.8% are above or equal to 10/24 close (5 days ago), 58.2% are below.
49.1% are above or equal to 10/23 close (6 days ago), 50.9% are below.
42.3% are above or equal to 10/22 close (7 days ago), 57.7% are below.
49.3% are above or equal to 10/21 close (8 days ago), 50.7% are below.
49.8% are above or equal to 10/18 close (9 days ago), 50.2% are below.
55.7% are above or equal to 10/17 close (10 days ago), 44.3% are below.
61.8% are above or equal to 10/16 close (11 days ago), 38.2% are below.
69.9% are above or equal to 10/15 close (12 days ago), 30.1% are below.
65.0% are above or equal to 10/14 close (13 days ago), 35.0% are below.
67.0% are above or equal to 10/11 close (14 days ago), 33.0% are below.
71.5% are above or equal to 10/10 close (15 days ago), 28.5% are below.
79.5% are above or equal to 10/9 close (16 days ago), 20.5% are below.
78.0% are above or equal to 10/8 close (17 days ago), 22.0% are below.
71.5% are above or equal to 10/7 close (18 days ago), 28.5% are below.
66.2% are above or equal to 10/4 close (19 days ago), 33.8% are below.
70.9% are above or equal to 10/3 close (20 days ago), 29.1% are below.
66.0% are above or equal to 10/2 close (21 days ago), 34.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.3% new highs, 4.6% new lows
21d: 6.3% new highs, 4.4% new lows
42d: 5.5% new highs, 3.2% new lows
63d: 4.4% new highs, 2.6% new lows
126d: 3.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 27.7% above, 72.3% below
3-day: 20.7% above, 79.3% below
4-day: 25.6% above, 74.4% below
5-day: 28.5% above, 71.5% below
8-day: 36.9% above, 63.1% below
10-day: 40.3% above, 59.7% below
20-day: 64.2% above, 35.8% below
50-day: 69.5% above, 30.5% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.25% Top=THOR CYH CI THC NUVA PKI HLS HCA ….. CNC OPK PRXL DXCM EW MR VOLC HWAY=Bottom (Health)
CHEM(29): -0.10% Top=MEOH GRA DD EMN FMC PPG RPM CYT ….. AXLL SHW POT VAL CF MOS WPZ IPI=Bottom (Chemicals/Fertilizers)
INSU(37): -0.14% Top=FNF GNW AXS RDN MBI MTG PRE VR ….. AON AIG HIG PRU CINF BRO AGO MET=Bottom (Insurance)
ELEC(59): -0.16% Top=IRF ATML CAVM MCHP SWKS CRUS AMCC TQNT ….. SUNE GTAT YGE FSLR GRMN CSIQ SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): -0.19% Top=EXPE MAR BYI MCD KKD WYN HOT PNRA ….. DPZ WYNN LVS MPEL CZR SBUX MGM BYD=Bottom (Leisure)
FINA(83): -0.24% Top=IVZ ICE TCB FNB EV PACW KEY CMA ….. SCHW COF LM DFS PHH WETF AXP OCN=Bottom (Banks/Financials)
MANU(40): -0.27% Top=AOS XYL ROP CAT PH ITW MRC AGCO ….. JKS FLS B ETN TEX SWK MHK DDD=Bottom (Manufacturing)
REAL(82): -0.35% Top=PPS WAC PCL BPO OHI BAM EPR ARCP ….. ARE GGP NCT RLGY JLL O DLR DFT=Bottom (Real Estate)
TRAN(23): -0.39% Top=TRN SAVE ALK LUV CNI UNP DAL GLNG ….. UAL UPS LSTR EXPD FDX SWFT ODFL CNW=Bottom (Transportation)
CONS(59): -0.40% Top=HAR HBI CCK JAH SHOO EL OI RKT ….. FBHS NUS IRBT SCSS PAY TPX CROX AVP=Bottom (Consumer)
RETA(66): -0.54% Top=SPLS RAD OUTR FIVE KR AAP AN ORLY ….. PIR JCP ANF ASNA WSM CONN SHLD KORS=Bottom (Retail & Specialty Retail)
COHW(48): -0.59% Top=ARRS FNSR LVLT LXK TDC CIEN HPQ BCE ….. VIP HRS SSYS TMUS WDC RKUS NSR JDSU=Bottom (Computer Hardware/Telecom)
COSW(84): -0.62% Top=NQ CTRX TRIP PWRD AZPN CDNS SFUN TRI ….. TNGO WWWW ANGI BIDU YELP TRLA CSC ROVI=Bottom (Computer Software/Internet)
DISV(52): -0.65% Top=FLT CAR LPS HTZ NTRI RRD ATHN URI ….. GDOT DV ACM SBAC APOL V Z WTW=Bottom (Diversified Services)
ENER(107): -0.99% Top=SFY MPC PBR DK XOM TSO OIS MEMP ….. ROSE GDP FANG HOS MHR PDCE MUR KEG=Bottom (Energy)
META(26): -1.45% Top=ANR SLCA CCJ X BTU CLF CENX NUE ….. GG NEM EGO ABX IAG AEM SLW RGLD=Bottom (Metals & Mining)
MATE(30): -1.76% Top=EXP WM RSG EME RYN CVA WCN DAR ….. PHM DHI PWR TOL KBH MDC RYL TTS=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 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:44 am ET
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

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

COMPARED TO YESTERDAY’S RANGE
7.4% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
16.1% are below yesterday’s low.
76.4% are inside yesterday’s range.
12.8% of stocks with today’s high > yesterday’s high. (87.2% less than).
37.8% of stocks with today’s low < yesterday’s low. (62.2% greater than).

EVIDENCE OF INTRADAY TREND
52.2% of stocks are above today’s open. (45.0% are below).
41.8% of stocks are above today’s open and yesterday’s close.
38.7% are below both.
2.9% of stocks opened above yesterday’s high.
41.3% of stocks opened above yesterday’s close. (52.8% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.8% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
58.6% are in the top half. 41.4% of stocks are in the bottom half of today’s range.
15.8% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN
50.4% of stocks are above yesterday’s close. (49.6% are below.)
2.1% are up 4.5% or more. 1.6% are down 4.5% or more.
2.6% are up 3.5% or more. 2.1% are down 3.5% or more.
82.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.8%…>=90:7.2%…>=80:14.2%…>=50:40.0%…<=20:24.0%…<=10:12.2%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.9%…>=50:63.6%…<=20:1.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.4% above previous 1 highs, 16.1% below previous 1 lows
6.6% above previous 2 highs, 9.9% below previous 2 lows
5.9% above previous 3 highs, 7.6% below previous 3 lows
5.8% above previous 4 highs, 6.7% below previous 4 lows
5.6% above previous 5 highs, 5.6% below previous 5 lows
5.0% above previous 6 highs, 4.8% below previous 6 lows
4.6% above previous 7 highs, 4.6% below previous 7 lows
4.6% above previous 8 highs, 4.1% below previous 8 lows
4.4% above previous 9 highs, 4.0% below previous 9 lows
4.2% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
50.4% are above or equal to 10/30 close (1 days ago), 49.6% are below.
30.7% are above or equal to 10/29 close (2 days ago), 69.3% are below.
44.0% are above or equal to 10/28 close (3 days ago), 56.0% are below.
44.0% are above or equal to 10/25 close (4 days ago), 56.0% are below.
48.2% are above or equal to 10/24 close (5 days ago), 51.8% are below.
55.7% are above or equal to 10/23 close (6 days ago), 44.3% are below.
48.1% are above or equal to 10/22 close (7 days ago), 51.9% are below.
52.6% are above or equal to 10/21 close (8 days ago), 47.4% are below.
53.1% are above or equal to 10/18 close (9 days ago), 46.9% are below.
58.9% are above or equal to 10/17 close (10 days ago), 41.1% are below.
64.2% are above or equal to 10/16 close (11 days ago), 35.8% are below.
72.0% are above or equal to 10/15 close (12 days ago), 28.0% are below.
67.4% are above or equal to 10/14 close (13 days ago), 32.6% are below.
69.1% are above or equal to 10/11 close (14 days ago), 30.9% are below.
73.7% are above or equal to 10/10 close (15 days ago), 26.3% are below.
81.7% are above or equal to 10/9 close (16 days ago), 18.3% are below.
80.0% are above or equal to 10/8 close (17 days ago), 20.0% are below.
73.4% are above or equal to 10/7 close (18 days ago), 26.6% are below.
69.2% are above or equal to 10/4 close (19 days ago), 30.8% are below.
72.7% are above or equal to 10/3 close (20 days ago), 27.3% are below.
68.8% are above or equal to 10/2 close (21 days ago), 31.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.8% new highs, 3.8% new lows
21d: 5.8% new highs, 3.8% new lows
42d: 5.0% new highs, 2.2% new lows
63d: 4.2% new highs, 1.8% new lows
126d: 3.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.2% above, 51.8% below
3-day: 32.4% above, 67.6% below
4-day: 37.0% above, 63.0% below
5-day: 39.0% above, 61.0% below
8-day: 44.9% above, 55.1% below
10-day: 47.0% above, 53.0% below
20-day: 68.1% above, 31.9% below
50-day: 71.4% above, 28.6% below
200-day: 76.1% above, 23.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(44): 0.75% Top=THOR CYH CI THC HLS AET WX PKI ….. HOLX PRXL BCR ISRG EW DXCM VOLC MR=Bottom (Health)
ELEC(59): 0.63% Top=ATML IRF SWKS MCHP CAVM CRUS IDTI AMCC ….. CSIQ INVN YGE SANM FSLR GRMN SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.45% Top=MEOH PPG FMC DOW EMN DD RPM CYT ….. MOS AXLL IPI VAL CF SHW CE WPZ=Bottom (Chemicals/Fertilizers)
LEIS(30): 0.35% Top=EXPE BYI MAR KKD PNK WYN RCL HOT ….. WYNN CZR YUM LVS MPEL SBUX MGM BYD=Bottom (Leisure)
REAL(82): 0.15% Top=NLY HTS NRF HCN PCL WAC CLNY BAM ….. KIM ARE JLL DLR HCP RLGY DFT O=Bottom (Real Estate)
MANU(40): 0.15% Top=AOS JKS XYL ATI GNRC AGCO CAT DE ….. DRC TKR ATU SWK MHK ETN TEX DDD=Bottom (Manufacturing)
CONS(59): 0.01% Top=HAR HBI CCK JAH EL SHOO OI RKT ….. LULU IRBT GPK SCSS PAY TPX CROX AVP=Bottom (Consumer)
COSW(84): -0.04% Top=CTRX NQ TRIP IRM AZPN WBMD CDNS GRPN ….. SWI SINA TRLA MSCI TNGO BIDU CSC ROVI=Bottom (Computer Software/Internet)
INSU(37): -0.05% Top=FNF AXS PRE MBI MTG GNW CNO RDN ….. PRU AJG CINF AIG BRO AGO ALL MET=Bottom (Insurance)
RETA(66): -0.11% Top=RAD SPLS NFLX GNC WAG AMZN CAB FIVE ….. WSM DANG PIR URBN WFM ASNA ANF KORS=Bottom (Retail & Specialty Retail)
DISV(52): -0.13% Top=FLT CAR HTZ LPS RRD BLOX CXW URI ….. DV VNTV LOPE SBAC Z APOL V WTW=Bottom (Diversified Services)
FINA(83): -0.14% Top=IVZ ICE EV CBOE LYG ACAS FSC GS ….. NDAQ FNFG FHN APO CFR COF AXP OCN=Bottom (Banks/Financials)
TRAN(23): -0.21% Top=TRN LUV SAVE GLNG CNI UAL UNP DAL ….. UPS JBLU EXPD CHRW SWFT FDX ODFL CNW=Bottom (Transportation)
COHW(48): -0.24% Top=FNSR ARRS PLCM LVLT SYNA CIEN LXK TDC ….. RVBD SNDK CSCO VIP SSYS WDC NSR JDSU=Bottom (Computer Hardware/Telecom)
ENER(107): -0.36% Top=SFY TSO MPC PBR VLO DK PBF NS ….. BWP RGP ETP WMB KEG MUR HOS PDCE=Bottom (Energy)
MATE(30): -0.56% Top=EXP WM CVA SPF RSG DAR MTH WCN ….. FAST LEN DHI TOL RYL MDC FLR TTS=Bottom (Materials & Construction)
META(27): -0.57% Top=ANR SLCA WLT CLF CENX X CCJ BTU ….. AUY GG KGC ABX AEM SLW 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 9:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 7:44 am

PRE – Market Stats at 8:43 am ET #premarket
by daytrend on 20131031. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 524.

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
4.8% of stocks are above yesterday’s high.
27.7% are above yesterday’s midpoint. (72.3% are below.)
9.5% are below yesterday’s low.
85.7% are inside yesterday’s range.
4.8% of stocks with today’s high > yesterday’s high. (95.2% less than).
9.5% of stocks with today’s low < yesterday’s low. (90.5% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
4.8% of stocks opened above yesterday’s high.
52.3% of stocks opened above yesterday’s close. (47.7% opened below yesterday’s close).
9.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
52.3% of stocks are above yesterday’s close. (47.7% are below.)
1.0% are up 4.5% or more. 1.0% are down 4.5% or more.
1.9% are up 3.5% or more. 1.7% are down 3.5% or more.
82.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.3%…>=90:5.5%…>=80:12.8%…>=50:37.4%…<=20:22.3%…<=10:9.9%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.4%…>=50:63.7%…<=20:0.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:67.0%…<=20:0.6%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.8% above previous 1 highs, 9.5% below previous 1 lows
4.0% above previous 2 highs, 6.9% below previous 2 lows
3.6% above previous 3 highs, 5.7% below previous 3 lows
3.2% above previous 4 highs, 5.5% below previous 4 lows
3.2% above previous 5 highs, 4.4% below previous 5 lows
2.7% above previous 6 highs, 3.6% below previous 6 lows
2.7% above previous 7 highs, 3.4% below previous 7 lows
2.7% above previous 8 highs, 2.9% below previous 8 lows
2.7% above previous 9 highs, 2.7% below previous 9 lows
2.7% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.3% are above or equal to 10/30 close (1 days ago), 47.7% are below.
27.5% are above or equal to 10/29 close (2 days ago), 72.5% are below.
45.6% are above or equal to 10/28 close (3 days ago), 54.4% are below.
42.4% are above or equal to 10/25 close (4 days ago), 57.6% are below.
48.3% are above or equal to 10/24 close (5 days ago), 51.7% are below.
56.5% are above or equal to 10/23 close (6 days ago), 43.5% are below.
47.9% are above or equal to 10/22 close (7 days ago), 52.1% are below.
52.3% are above or equal to 10/21 close (8 days ago), 47.7% are below.
52.3% are above or equal to 10/18 close (9 days ago), 47.7% are below.
60.7% are above or equal to 10/17 close (10 days ago), 39.3% are below.
63.9% are above or equal to 10/16 close (11 days ago), 36.1% are below.
71.0% are above or equal to 10/15 close (12 days ago), 29.0% are below.
67.0% are above or equal to 10/14 close (13 days ago), 33.0% are below.
69.1% are above or equal to 10/11 close (14 days ago), 30.9% are below.
73.1% are above or equal to 10/10 close (15 days ago), 26.9% are below.
79.0% are above or equal to 10/9 close (16 days ago), 21.0% are below.
78.6% are above or equal to 10/8 close (17 days ago), 21.4% are below.
71.8% are above or equal to 10/7 close (18 days ago), 28.2% are below.
66.2% are above or equal to 10/4 close (19 days ago), 33.8% are below.
70.6% are above or equal to 10/3 close (20 days ago), 29.4% are below.
65.6% are above or equal to 10/2 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.3% new highs, 1.5% new lows
21d: 2.3% new highs, 1.5% new lows
42d: 1.9% new highs, 0.4% new lows
63d: 1.5% new highs, 0.4% new lows
126d: 1.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.3% above, 47.7% below
3-day: 30.5% above, 69.5% below
4-day: 36.5% above, 63.5% below
5-day: 37.6% above, 62.4% below
8-day: 45.8% above, 54.2% below
10-day: 49.6% above, 50.4% below
20-day: 66.0% above, 34.0% below
50-day: 69.8% above, 30.2% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(18): 0.43% Top=CLI NRF HTS CYS MTGE KFN NCT BAM ….. NLY SPG PSA PCL HST BPO GGP CBG=Bottom (Real Estate)
HEAL(22): 0.35% Top=THOR CYH CI OPK PRXL HWAY LH RMD ….. HNT ESRX STJ BSX HCA MDT BCR NUVA=Bottom (Health)
FINA(31): 0.20% Top=IVZ ACAS BX AXP LAZ AMTD BEN LYG ….. MS GS KEY STT FITB FHN RF APO=Bottom (Banks/Financials)
LEIS(24): 0.14% Top=EXPE MAR BYI CAKE HOT DPZ MCD WYN ….. DRI CCL LVS RCL DNKN SBUX MGM BYD=Bottom (Leisure)
CHEM(19): 0.06% Top=CE DD ROC OLN ALB GRA HUN PX ….. SIAL WPZ SHW VAL PPG EMN MOS POT=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.04% Top=SWKS ATML MCHP CAVM DLB INVN GLW TQNT ….. GTAT GRMN SCTY FSLR TSL CSIQ SPWR YGE=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(60): 0.03% Top=WMB HERO GDP SFY EGN SD SPN ETE ….. TSO PXD EOG NTI SN MUR MHR KEG=Bottom (Energy)
RETA(51): 0.02% Top=RAD AAP JCP OUTR CAB LTD KMX NFLX ….. TJX HD SBH ANN WFM DLTR DANG KORS=Bottom (Retail & Specialty Retail)
MANU(33): 0.01% Top=ROP KMT MTW DRC ITW MRC SWK HON ….. TEX GE PCP FLS RBC DDD ETN JKS=Bottom (Manufacturing)
COSW(55): -0.00% Top=NQ CTRX AOL IRM AVG TRIP FFIV AKAM ….. LNKD SWI TRLA CTXS EA SFUN RAX ROVI=Bottom (Computer Software/Internet)
TRAN(18): -0.08% Top=TRN ODFL NSC JBLU CNI UNP ALK CP ….. CSX JBHT CHRW LUV FDX SAVE DAL UAL=Bottom (Transportation)
INSU(8): -0.16% Top=MBI ACE TRV ALL HIG LNC AON MET ….. MBI ACE TRV ALL HIG LNC AON MET=Bottom (Insurance)
COHW(37): -0.18% Top=ARRS FIO FNSR VRSN VZ JNPR XLS EMC ….. NTAP CIEN LVLT TMUS WDC RKUS BCE JDSU=Bottom (Computer Hardware/Telecom)
MATE(24): -0.30% Top=AWI DHI OC LEN SPF RYL EXP TOL ….. MDR MAS CVA PHM KBH TTS USG PWR=Bottom (Materials & Construction)
DISV(26): -0.31% Top=FLT RRD PCLN MA DV HTZ R ACM ….. Z AAN JEC FISV TYC APOL V WTW=Bottom (Diversified Services)
CONS(30): -0.33% Top=EL HBI ENR ICON PAY JAH TPX PBI ….. CRI COH OI LULU CROX SHOO MAT AVP=Bottom (Consumer)
META(23): -0.88% Top=ANR SLCA BTU CNX MCP PAAS X NUE ….. NEM EGO GG RGLD KGC AEM AUY SLW=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.
PRE – Market Stats at 8:43 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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