daytrend

11/29/2013

Filed under: Market Stats — daytrend @ 8:15 pm

Market Stats at End of Day
by daytrend on 20131129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

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

COMPARED TO YESTERDAY’S RANGE
15.8% of stocks are above yesterday’s high.
45.5% are above yesterday’s midpoint. (54.5% are below.)
16.3% are below yesterday’s low.
67.9% are inside yesterday’s range.
59.1% of stocks with today’s high > yesterday’s high. (40.9% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).

EVIDENCE OF INTRADAY TREND
30.0% of stocks are above today’s open. (68.3% are below).
27.3% of stocks are above today’s open and yesterday’s close.
55.2% are below both.
21.5% of stocks opened above yesterday’s high.
72.2% of stocks opened above yesterday’s close. (22.2% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
1.9% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
27.2% are in the top half. 72.8% of stocks are in the bottom half of today’s range.
36.4% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN
41.9% of stocks are above yesterday’s close. (58.1% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.4% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.6%…>=90:13.6%…>=80:22.7%…>=50:50.9%…<=20:15.3%…<=10:6.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:62.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:63.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.8% above previous 1 highs, 16.3% below previous 1 lows
11.4% above previous 2 highs, 9.2% below previous 2 lows
9.5% above previous 3 highs, 7.6% below previous 3 lows
8.8% above previous 4 highs, 5.4% below previous 4 lows
8.3% above previous 5 highs, 4.0% below previous 5 lows
7.5% above previous 6 highs, 3.0% below previous 6 lows
6.7% above previous 7 highs, 3.0% below previous 7 lows
5.9% above previous 8 highs, 2.8% below previous 8 lows
5.7% above previous 9 highs, 2.6% below previous 9 lows
5.6% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.9% are above or equal to 11/27 close (1 days ago), 58.1% are below.
54.8% are above or equal to 11/26 close (2 days ago), 45.2% are below.
57.1% are above or equal to 11/25 close (3 days ago), 42.9% are below.
52.3% are above or equal to 11/22 close (4 days ago), 47.7% are below.
57.4% are above or equal to 11/21 close (5 days ago), 42.6% are below.
72.2% are above or equal to 11/20 close (6 days ago), 27.8% are below.
67.3% are above or equal to 11/19 close (7 days ago), 32.7% are below.
59.7% are above or equal to 11/18 close (8 days ago), 40.3% are below.
48.7% are above or equal to 11/15 close (9 days ago), 51.3% are below.
53.0% are above or equal to 11/14 close (10 days ago), 47.0% are below.
57.3% are above or equal to 11/13 close (11 days ago), 42.7% are below.
65.1% are above or equal to 11/12 close (12 days ago), 34.9% are below.
64.4% are above or equal to 11/11 close (13 days ago), 35.6% are below.
64.6% are above or equal to 11/8 close (14 days ago), 35.4% are below.
71.9% are above or equal to 11/7 close (15 days ago), 28.1% are below.
61.4% are above or equal to 11/6 close (16 days ago), 38.6% are below.
61.5% are above or equal to 11/5 close (17 days ago), 38.5% are below.
58.0% are above or equal to 11/4 close (18 days ago), 42.0% are below.
61.3% are above or equal to 11/1 close (19 days ago), 38.7% are below.
61.1% are above or equal to 10/31 close (20 days ago), 38.9% are below.
58.3% are above or equal to 10/30 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.4% new highs, 4.5% new lows
21d: 15.0% new highs, 4.3% new lows
42d: 11.9% new highs, 2.6% new lows
63d: 10.9% new highs, 1.1% new lows
126d: 9.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.2% above, 59.8% below
3-day: 48.5% above, 51.5% below
4-day: 52.3% above, 47.7% below
5-day: 51.5% above, 48.5% below
8-day: 63.1% above, 36.9% below
10-day: 60.8% above, 39.2% below
20-day: 62.6% above, 37.4% below
50-day: 64.7% above, 35.3% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(26): 1.13% Top=PAAS EGO CDE AUY AEM ANR TCK CCJ ….. SCCO NUE WLT FCX CLF X AA CMC=Bottom (Metals & Mining)
COSW(84): 0.14% Top=SOHU RAX PWRD BIDU NTES IACI SFLY GWRE ….. DWRE SYMC SFUN CRM NOW ELLI YELP FTNT=Bottom (Computer Software/Internet)
COHW(48): 0.12% Top=FIO AAPL ELX BRCD ARRS VIP LVLT CIEN ….. VZ SSYS BBRY XLS TWTC GOGO WDC RKUS=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.06% Top=MOS POT AGU EMN GRA CF WPZ CE ….. SHW HUN ROC IPI LYB ALB MON SIAL=Bottom (Chemicals/Fertilizers)
RETA(76): 0.02% Top=LQDT EBAY BBY CONN TFM AMZN RAD TIF ….. ANN LOW HIBB RH AAP TSCO KSS CST=Bottom (Retail & Specialty Retail)
LEIS(29): -0.04% Top=CZR EXPE SEAS MPEL PNK MCD LVS MAR ….. BLMN CAKE RCL DNKN BKW WEN KKD WYN=Bottom (Leisure)
MATE(34): -0.04% Top=TTS CVA MDR DAR HOV SPF CLH RSG ….. LEN MLM DHI VMC RYN TOL WY KBH=Bottom (Materials & Construction)
ENER(118): -0.07% Top=MHR NTI CVI MEMP OAS SGY WPX EXH ….. LPI BBG MPC WNR XEC HFC BAS MTDR=Bottom (Energy)
CONS(55): -0.07% Top=LF TPX COH KMB FOSL RL SCSS LEG ….. SEE PAY BLL MWV PBI LZB FBHS UA=Bottom (Consumer)
DISV(48): -0.10% Top=RRD HTZ KBR WTW Z PRAA RHI MCO ….. CXW FISV HRB SCI MAN BLOX TW MYGN=Bottom (Diversified Services)
ELEC(52): -0.10% Top=SCTY INVN NXPI CY TXN IPGP RFMD VECO ….. SPWR CAVM FSLR CREE CPHD OVTI CSIQ SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): -0.11% Top=BKD VAR OPK HNT PODD VOLC ZMH THC ….. DGX WLP NUVA STJ BSX HOLX AMED THOR=Bottom (Health)
FINA(79): -0.14% Top=WETF NDAQ OCN AINV CG JNS LYG ARCC ….. KEY FHN WU RF SCHW FSC BLK AMTD=Bottom (Banks/Financials)
INSU(36): -0.17% Top=MBI WSH VR AEL FNF PRE AIZ BRO ….. PRU GNW WRB AON CB CINF AJG HIG=Bottom (Insurance)
TRAN(26): -0.20% Top=NAT CP CNI GLNG SSW JBHT SWFT NSC ….. ALK GBX FDX JBLU DAL SAVE LUV LCC=Bottom (Transportation)
MANU(41): -0.28% Top=PPO JOY GNRC DE DDD SWK MTW TEX ….. AOS ROK DCI DHR PNR EMR GTLS JKS=Bottom (Manufacturing)
REAL(79): -0.77% Top=EJ RPAI CLNY RLJ LHO BPO IVR DRH ….. CUBE HPT HCP CBL UDR BXP TCO HTA=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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11/27/2013

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20131127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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

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

COMPARED TO YESTERDAY’S RANGE
27.3% of stocks are above yesterday’s high.
61.9% are above yesterday’s midpoint. (38.1% are below.)
13.7% are below yesterday’s low.
59.0% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
36.1% of stocks with today’s low < yesterday’s low. (63.9% greater than).

EVIDENCE OF INTRADAY TREND
56.8% of stocks are above today’s open. (41.5% are below).
52.4% of stocks are above today’s open and yesterday’s close.
32.1% are below both.
8.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (36.8% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.3% of stocks are in the top 10% of today’s range.
27.9% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
62.9% of stocks are above yesterday’s close. (37.1% are below.)
1.2% are up 4.5% or more. 0.8% are down 4.5% or more.
1.7% are up 3.5% or more. 1.6% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.2%…>=90:21.4%…>=80:35.6%…>=50:63.4%…<=20:13.1%…<=10:6.0%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.8%…>=50:64.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:64.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.3% above previous 1 highs, 13.7% below previous 1 lows
20.5% above previous 2 highs, 10.2% below previous 2 lows
18.5% above previous 3 highs, 7.6% below previous 3 lows
17.9% above previous 4 highs, 5.7% below previous 4 lows
16.7% above previous 5 highs, 4.6% below previous 5 lows
15.4% above previous 6 highs, 4.1% below previous 6 lows
12.9% above previous 7 highs, 3.9% below previous 7 lows
12.6% above previous 8 highs, 3.7% below previous 8 lows
12.3% above previous 9 highs, 3.4% below previous 9 lows
12.1% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.9% are above or equal to 11/26 close (1 days ago), 37.1% are below.
62.7% are above or equal to 11/25 close (2 days ago), 37.3% are below.
54.0% are above or equal to 11/22 close (3 days ago), 46.0% are below.
61.0% are above or equal to 11/21 close (4 days ago), 39.0% are below.
73.5% are above or equal to 11/20 close (5 days ago), 26.5% are below.
69.0% are above or equal to 11/19 close (6 days ago), 31.0% are below.
60.8% are above or equal to 11/18 close (7 days ago), 39.2% are below.
50.1% are above or equal to 11/15 close (8 days ago), 49.9% are below.
55.0% are above or equal to 11/14 close (9 days ago), 45.0% are below.
58.1% are above or equal to 11/13 close (10 days ago), 41.9% are below.
66.6% are above or equal to 11/12 close (11 days ago), 33.4% are below.
65.4% are above or equal to 11/11 close (12 days ago), 34.6% are below.
65.9% are above or equal to 11/8 close (13 days ago), 34.1% are below.
73.6% are above or equal to 11/7 close (14 days ago), 26.4% are below.
61.8% are above or equal to 11/6 close (15 days ago), 38.2% are below.
61.9% are above or equal to 11/5 close (16 days ago), 38.1% are below.
57.6% are above or equal to 11/4 close (17 days ago), 42.4% are below.
61.2% are above or equal to 11/1 close (18 days ago), 38.8% are below.
60.8% are above or equal to 10/31 close (19 days ago), 39.2% are below.
59.4% are above or equal to 10/30 close (20 days ago), 40.6% are below.
56.0% are above or equal to 10/29 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.8% new highs, 4.9% new lows
21d: 15.4% new highs, 4.8% new lows
42d: 12.6% new highs, 2.9% new lows
63d: 11.5% new highs, 2.0% new lows
126d: 9.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.7% above, 38.3% below
3-day: 63.2% above, 36.8% below
4-day: 60.3% above, 39.7% below
5-day: 60.0% above, 40.0% below
8-day: 65.3% above, 34.7% below
10-day: 61.8% above, 38.2% below
20-day: 63.7% above, 36.3% below
50-day: 64.2% above, 35.8% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(81): 0.90% Top=NLY PCL AGNC CUBE EQR LRY AVB WAC ….. AMH EJ BAM WRI AEC NSM COLE CWH=Bottom (Real Estate)
LEIS(29): 0.81% Top=BYD MPEL MGM KKD EXPE BKW SGMS DNKN ….. YUM SIX CZR PNRA MAR WEN MCD BLMN=Bottom (Leisure)
TRAN(26): 0.74% Top=JBLU LUV SSW SAVE ALK FDX TRN DAL ….. EXPD WAB JBHT CNI KSU CNW CP GLNG=Bottom (Transportation)
COHW(48): 0.69% Top=HPQ RKUS AMX AAPL WDC EGHT NTGR EMC ….. OLED BCE SYNA NSR TWTC TMUS TDS GOGO=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.54% Top=SCTY MU CRUS FSLR ATML JBL CPHD RFMD ….. LRCX KLAC AMAT NXPI CY GTAT IPGP ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(33): 0.47% Top=FWLT TTS WY RYN MAS MTZ HOV AWI ….. OC MTH PHM DAR CLH FLR TOL RYL=Bottom (Materials & Construction)
META(26): 0.46% Top=AKS SLCA AEM SLW EGO X CDE CNX ….. GG AA NEM ANR NUE STLD TCK FCX=Bottom (Metals & Mining)
HEAL(50): 0.39% Top=AMED VOLC DXCM HCA STJ PODD ALGN THOR ….. SYK TMO CYH BKD DGX DVA RMD LH=Bottom (Health)
CONS(56): 0.38% Top=BERY LF CROX COTY AVP COH LULU NUS ….. IP WHR RKT FOSL RL ECL LEG JAH=Bottom (Consumer)
RETA(76): 0.38% Top=JCP DANG GNC VSI FRAN HIBB NFLX CPRT ….. ASNA GPS SIG GME CAB SHLD CONN DG=Bottom (Retail & Specialty Retail)
CHEM(28): 0.37% Top=CHMT EMN AXLL LYB POT CF DOW AGU ….. GRA MOS OLN PPG SHW ROC RPM IPI=Bottom (Chemicals/Fertilizers)
COSW(87): 0.36% Top=NTES TNGO BSFT NUAN QLIK VCLK CPWR IGT ….. CNQR EQIX DWRE NOW EA SNCR BCOR LOCK=Bottom (Computer Software/Internet)
MANU(42): 0.32% Top=BGC MTW DDD GTLS GTI CMI DCI TEX ….. MRC FLS AOS ITT DOV TKR MHK JKS=Bottom (Manufacturing)
FINA(81): 0.27% Top=LYG PHH IVZ BLK CIT HBAN ZION PNC ….. ASBC JNS RY APO FHN CBOE FMER CG=Bottom (Banks/Financials)
INSU(37): 0.19% Top=LNC FAF PRE HIG MTG AMBC VR AIG ….. ALL MET ORI PRU L SLF AEL MBI=Bottom (Insurance)
DISV(51): -0.25% Top=MYGN TW ATHN Z CAR AL RHI VRSK ….. WTW JEC DV GPN URS AAN TAL BLOX=Bottom (Diversified Services)
ENER(119): -0.89% Top=CVI HFC TSO VLO MPC PBF NS WNR ….. NFX NBL CRK CLR OAS GDP LPI REXX=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 3:56 pm

Market Stats at 3:55 pm ET
by daytrend on 20131127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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
28.7% of stocks are above yesterday’s high.
62.6% are above yesterday’s midpoint. (37.4% are below.)
12.9% are below yesterday’s low.
58.4% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
36.0% of stocks with today’s low < yesterday’s low. (64.0% greater than).

EVIDENCE OF INTRADAY TREND
57.7% of stocks are above today’s open. (40.0% are below).
53.4% of stocks are above today’s open and yesterday’s close.
30.8% are below both.
8.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (36.8% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.5% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
62.8% are in the top half. 37.2% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
64.9% of stocks are above yesterday’s close. (35.1% are below.)
1.1% are up 4.5% or more. 0.7% are down 4.5% or more.
1.6% are up 3.5% or more. 1.4% are down 3.5% or more.
67.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.6%…>=90:21.8%…>=80:36.0%…>=50:64.8%…<=20:12.8%…<=10:6.0%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.9%…>=50:64.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:65.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
28.7% above previous 1 highs, 12.9% below previous 1 lows
21.3% above previous 2 highs, 9.5% below previous 2 lows
19.2% above previous 3 highs, 7.2% below previous 3 lows
18.4% above previous 4 highs, 5.6% below previous 4 lows
17.2% above previous 5 highs, 4.7% below previous 5 lows
16.2% above previous 6 highs, 4.2% below previous 6 lows
13.4% above previous 7 highs, 4.0% below previous 7 lows
13.0% above previous 8 highs, 3.9% below previous 8 lows
12.7% above previous 9 highs, 3.6% below previous 9 lows
12.6% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.9% are above or equal to 11/26 close (1 days ago), 35.1% are below.
64.0% are above or equal to 11/25 close (2 days ago), 36.0% are below.
55.0% are above or equal to 11/22 close (3 days ago), 45.0% are below.
61.7% are above or equal to 11/21 close (4 days ago), 38.3% are below.
73.8% are above or equal to 11/20 close (5 days ago), 26.2% are below.
70.0% are above or equal to 11/19 close (6 days ago), 30.0% are below.
61.4% are above or equal to 11/18 close (7 days ago), 38.6% are below.
50.9% are above or equal to 11/15 close (8 days ago), 49.1% are below.
56.0% are above or equal to 11/14 close (9 days ago), 44.0% are below.
58.6% are above or equal to 11/13 close (10 days ago), 41.4% are below.
66.9% are above or equal to 11/12 close (11 days ago), 33.1% are below.
65.8% are above or equal to 11/11 close (12 days ago), 34.2% are below.
65.9% are above or equal to 11/8 close (13 days ago), 34.1% are below.
73.9% are above or equal to 11/7 close (14 days ago), 26.1% are below.
61.7% are above or equal to 11/6 close (15 days ago), 38.3% are below.
61.8% are above or equal to 11/5 close (16 days ago), 38.2% are below.
57.6% are above or equal to 11/4 close (17 days ago), 42.4% are below.
61.4% are above or equal to 11/1 close (18 days ago), 38.6% are below.
61.1% are above or equal to 10/31 close (19 days ago), 38.9% are below.
59.1% are above or equal to 10/30 close (20 days ago), 40.9% are below.
56.1% are above or equal to 10/29 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.8% new highs, 4.9% new lows
21d: 15.4% new highs, 4.8% new lows
42d: 12.6% new highs, 2.9% new lows
63d: 11.5% new highs, 2.0% new lows
126d: 9.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.2% above, 36.8% below
3-day: 64.3% above, 35.7% below
4-day: 61.3% above, 38.7% below
5-day: 60.8% above, 39.2% below
8-day: 65.2% above, 34.8% below
10-day: 62.6% above, 37.4% below
20-day: 64.1% above, 35.9% below
50-day: 64.3% above, 35.7% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(81): 0.90% Top=NLY PCL AGNC CUBE LRY AVB EQR WAC ….. RWT BAM WRI PDM AEC NSM COLE CWH=Bottom (Real Estate)
LEIS(29): 0.85% Top=BYD MPEL KKD MGM BKW DNKN EXPE SGMS ….. YUM SIX PNRA MAR CZR WEN MCD BLMN=Bottom (Leisure)
TRAN(26): 0.78% Top=JBLU LUV SSW SAVE ALK FDX TRN DAL ….. WAB GBX CNI KSU JBHT CNW CP GLNG=Bottom (Transportation)
COHW(48): 0.72% Top=HPQ RKUS AMX AAPL WDC EGHT NTGR SNDK ….. VZ BCE SYNA NSR TWTC TMUS TDS GOGO=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.57% Top=SCTY MU CRUS FSLR RFMD ATML AMBA JBL ….. LRCX KLAC AMAT NXPI CY IPGP GTAT ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(33): 0.49% Top=FWLT WY TTS RYN MAS MTZ HOV AWI ….. MTH PHM OC DAR CLH FLR TOL RYL=Bottom (Materials & Construction)
META(26): 0.45% Top=AKS SLCA AEM SLW EGO X ABX CNX ….. AA GG ANR NEM NUE STLD TCK FCX=Bottom (Metals & Mining)
CHEM(28): 0.42% Top=CHMT AXLL EMN LYB CF POT AGU WPZ ….. GRA MOS OLN PPG SHW ROC RPM IPI=Bottom (Chemicals/Fertilizers)
CONS(56): 0.41% Top=BERY LF COTY CROX AVP COH LULU GPK ….. BMS WHR FOSL RKT RL ECL LEG JAH=Bottom (Consumer)
RETA(76): 0.41% Top=JCP DANG GNC VSI FRAN HIBB NFLX CPRT ….. BID SIG ASNA GME CAB CONN SHLD DG=Bottom (Retail & Specialty Retail)
HEAL(50): 0.40% Top=AMED VOLC HCA DXCM CSII STJ PODD ALGN ….. TMO OPK CYH BKD DVA DGX RMD LH=Bottom (Health)
COSW(87): 0.39% Top=NTES TNGO BSFT QLIK NUAN CPWR VCLK WWWW ….. CNQR EQIX DWRE NOW SNCR EA BCOR LOCK=Bottom (Computer Software/Internet)
MANU(42): 0.37% Top=BGC MTW DDD GTLS GTI CMI DCI TEX ….. MRC FLS ITT AOS MHK DOV TKR JKS=Bottom (Manufacturing)
FINA(81): 0.30% Top=LYG PHH IVZ BLK SUSQ CIT ZION BX ….. NYCB JNS RY FHN CBOE APO FMER CG=Bottom (Banks/Financials)
INSU(37): 0.19% Top=LNC PRE FAF AMBC HIG VR MTG ACE ….. ALL PGR PRU ORI L SLF AEL MBI=Bottom (Insurance)
DISV(51): -0.22% Top=MYGN TW ATHN Z AL RHI RRD CAR ….. WTW DV JEC GPN URS AAN TAL BLOX=Bottom (Diversified Services)
ENER(119): -0.83% Top=CVI HFC TSO VLO MPC PBF WNR NS ….. NFX CRK NBL OAS CLR GDP REXX LPI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 3:00 pm ET
by daytrend on 20131127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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

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

COMPARED TO YESTERDAY’S RANGE
27.7% of stocks are above yesterday’s high.
61.4% are above yesterday’s midpoint. (38.6% are below.)
15.4% are below yesterday’s low.
56.9% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
35.9% of stocks with today’s low < yesterday’s low. (64.1% greater than).

EVIDENCE OF INTRADAY TREND
55.2% of stocks are above today’s open. (43.1% are below).
51.5% of stocks are above today’s open and yesterday’s close.
33.3% are below both.
8.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (36.8% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.3% of stocks are in the top 10% of today’s range.
29.4% are in the top 20%.
59.4% are in the top half. 40.6% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
63.2% of stocks are above yesterday’s close. (36.8% are below.)
1.2% are up 4.5% or more. 0.5% are down 4.5% or more.
2.2% are up 3.5% or more. 1.6% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.2%…>=90:21.7%…>=80:36.1%…>=50:62.9%…<=20:13.3%…<=10:6.2%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.9%…>=50:63.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:64.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.7% above previous 1 highs, 15.4% below previous 1 lows
19.4% above previous 2 highs, 11.2% below previous 2 lows
17.7% above previous 3 highs, 7.9% below previous 3 lows
16.9% above previous 4 highs, 6.3% below previous 4 lows
15.5% above previous 5 highs, 5.1% below previous 5 lows
14.6% above previous 6 highs, 4.7% below previous 6 lows
12.6% above previous 7 highs, 4.4% below previous 7 lows
11.9% above previous 8 highs, 4.3% below previous 8 lows
11.8% above previous 9 highs, 3.7% below previous 9 lows
11.5% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.2% are above or equal to 11/26 close (1 days ago), 36.8% are below.
62.6% are above or equal to 11/25 close (2 days ago), 37.4% are below.
54.0% are above or equal to 11/22 close (3 days ago), 46.0% are below.
60.7% are above or equal to 11/21 close (4 days ago), 39.3% are below.
73.4% are above or equal to 11/20 close (5 days ago), 26.6% are below.
69.1% are above or equal to 11/19 close (6 days ago), 30.9% are below.
60.4% are above or equal to 11/18 close (7 days ago), 39.6% are below.
49.3% are above or equal to 11/15 close (8 days ago), 50.7% are below.
54.3% are above or equal to 11/14 close (9 days ago), 45.7% are below.
58.0% are above or equal to 11/13 close (10 days ago), 42.0% are below.
66.6% are above or equal to 11/12 close (11 days ago), 33.4% are below.
65.8% are above or equal to 11/11 close (12 days ago), 34.2% are below.
65.5% are above or equal to 11/8 close (13 days ago), 34.5% are below.
73.3% are above or equal to 11/7 close (14 days ago), 26.7% are below.
61.4% are above or equal to 11/6 close (15 days ago), 38.6% are below.
61.2% are above or equal to 11/5 close (16 days ago), 38.8% are below.
57.2% are above or equal to 11/4 close (17 days ago), 42.8% are below.
60.8% are above or equal to 11/1 close (18 days ago), 39.2% are below.
61.0% are above or equal to 10/31 close (19 days ago), 39.0% are below.
59.1% are above or equal to 10/30 close (20 days ago), 40.9% are below.
55.6% are above or equal to 10/29 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.0% new highs, 4.9% new lows
21d: 14.4% new highs, 4.8% new lows
42d: 11.9% new highs, 2.9% new lows
63d: 11.0% new highs, 2.0% new lows
126d: 8.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.7% above, 38.3% below
3-day: 63.2% above, 36.8% below
4-day: 59.8% above, 40.2% below
5-day: 58.4% above, 41.6% below
8-day: 64.8% above, 35.2% below
10-day: 61.7% above, 38.3% below
20-day: 63.7% above, 36.3% below
50-day: 64.4% above, 35.6% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(81): 0.84% Top=NLY AGNC PCL LRY EQR OHI CUBE AVB ….. WRI PDM AEC EJ ARCP NSM CWH COLE=Bottom (Real Estate)
LEIS(29): 0.74% Top=BYD MPEL MGM EXPE KKD SGMS DNKN BKW ….. YUM PNRA SEAS MAR SIX WEN MCD BLMN=Bottom (Leisure)
TRAN(26): 0.74% Top=JBLU SSW LUV SAVE ALK FDX DAL TRN ….. EXPD GBX KSU CP WAB JBHT CNW GLNG=Bottom (Transportation)
COHW(48): 0.64% Top=HPQ RKUS AAPL AMX NTGR EMC EGHT WDC ….. OLED JDSU NSR TMUS TWTC SYNA TDS GOGO=Bottom (Computer Hardware/Telecom)
MATE(33): 0.59% Top=FWLT TTS WY RYN MAS HOV AWI MTZ ….. MDR VMC FAST TOL DAR FLR RYL CLH=Bottom (Materials & Construction)
META(26): 0.47% Top=AKS SLCA WLT EGO AEM SLW X CNX ….. NEM AA GG ANR NUE STLD TCK FCX=Bottom (Metals & Mining)
ELEC(52): 0.43% Top=SCTY MU ATML JBL CRUS RFMD FSLR CPHD ….. KLAC BRKR LRCX NXPI CY GTAT IPGP ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): 0.42% Top=CROX LF AVP COH COTY BERY ICON MWV ….. FNP RL WHR DECK ECL FOSL LEG JAH=Bottom (Consumer)
HEAL(50): 0.40% Top=AMED VOLC HCA DXCM STJ THOR CSII HLS ….. TMO BKD CYH DGX DVA OPK RMD LH=Bottom (Health)
CHEM(28): 0.38% Top=CHMT EMN AXLL LYB CF AGU DOW POT ….. MON MOS OLN PPG SHW ROC RPM IPI=Bottom (Chemicals/Fertilizers)
COSW(87): 0.36% Top=NTES TNGO NUAN BSFT QLIK AVG VCLK CPWR ….. SOHU WBMD DWRE SNCR EA NOW BCOR LOCK=Bottom (Computer Software/Internet)
RETA(76): 0.34% Top=JCP DANG GNC VSI FRAN HIBB NFLX JOSB ….. SIG DDS GPS CAB CONN ASNA DG SHLD=Bottom (Retail & Specialty Retail)
FINA(81): 0.27% Top=LYG IVZ PHH ZION ACAS BLK CIT PNC ….. RY LAZ NYCB FHN CBOE FMER APO CG=Bottom (Banks/Financials)
MANU(42): 0.26% Top=BGC MTW DDD GTLS CMI DCI TEX GTI ….. MHK FLS ITT DOV MRC AOS TKR JKS=Bottom (Manufacturing)
INSU(37): 0.15% Top=AMBC LNC FAF PRE AGO VR CINF GNW ….. UNM SLF ALL PRU ORI L MBI AEL=Bottom (Insurance)
DISV(51): -0.31% Top=MYGN TW Z CAR AL PRAA PCLN R ….. HMSY ACM WOOF DV URS AAN TAL BLOX=Bottom (Diversified Services)
ENER(119): -0.93% Top=CVI HFC TSO VLO MPC WNR NS PBF ….. MTDR NFX CRK CLR NBL GDP REXX LPI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:54 am

Market Stats at 11:54 am ET
by daytrend on 20131127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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
23.5% of stocks are above yesterday’s high.
60.8% are above yesterday’s midpoint. (39.2% are below.)
13.9% are below yesterday’s low.
62.6% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high. (54.9% less than).
29.6% of stocks with today’s low < yesterday’s low. (70.4% greater than).

EVIDENCE OF INTRADAY TREND
52.1% of stocks are above today’s open. (45.2% are below).
47.7% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
8.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (36.8% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.7% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN
60.7% of stocks are above yesterday’s close. (39.3% are below.)
0.8% are up 4.5% or more. 0.4% are down 4.5% or more.
1.5% are up 3.5% or more. 1.3% are down 3.5% or more.
72.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.5%…>=90:20.0%…>=80:33.2%…>=50:61.5%…<=20:13.3%…<=10:6.5%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:62.5%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:63.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.5% above previous 1 highs, 13.9% below previous 1 lows
16.6% above previous 2 highs, 10.5% below previous 2 lows
15.3% above previous 3 highs, 7.5% below previous 3 lows
14.3% above previous 4 highs, 5.7% below previous 4 lows
13.4% above previous 5 highs, 4.7% below previous 5 lows
12.3% above previous 6 highs, 3.8% below previous 6 lows
10.2% above previous 7 highs, 3.7% below previous 7 lows
9.7% above previous 8 highs, 3.7% below previous 8 lows
9.4% above previous 9 highs, 3.5% below previous 9 lows
9.1% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
60.7% are above or equal to 11/26 close (1 days ago), 39.3% are below.
61.8% are above or equal to 11/25 close (2 days ago), 38.2% are below.
52.5% are above or equal to 11/22 close (3 days ago), 47.5% are below.
59.5% are above or equal to 11/21 close (4 days ago), 40.5% are below.
74.5% are above or equal to 11/20 close (5 days ago), 25.5% are below.
68.4% are above or equal to 11/19 close (6 days ago), 31.6% are below.
59.3% are above or equal to 11/18 close (7 days ago), 40.7% are below.
51.0% are above or equal to 11/15 close (8 days ago), 49.0% are below.
54.7% are above or equal to 11/14 close (9 days ago), 45.3% are below.
58.2% are above or equal to 11/13 close (10 days ago), 41.8% are below.
67.0% are above or equal to 11/12 close (11 days ago), 33.0% are below.
64.6% are above or equal to 11/11 close (12 days ago), 35.4% are below.
65.2% are above or equal to 11/8 close (13 days ago), 34.8% are below.
73.0% are above or equal to 11/7 close (14 days ago), 27.0% are below.
61.7% are above or equal to 11/6 close (15 days ago), 38.3% are below.
61.0% are above or equal to 11/5 close (16 days ago), 39.0% are below.
57.3% are above or equal to 11/4 close (17 days ago), 42.7% are below.
61.1% are above or equal to 11/1 close (18 days ago), 38.9% are below.
60.8% are above or equal to 10/31 close (19 days ago), 39.2% are below.
59.1% are above or equal to 10/30 close (20 days ago), 40.9% are below.
55.4% are above or equal to 10/29 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.8% new highs, 3.8% new lows
21d: 12.4% new highs, 3.8% new lows
42d: 10.4% new highs, 2.4% new lows
63d: 9.5% new highs, 1.5% new lows
126d: 7.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.9% above, 41.1% below
3-day: 62.1% above, 37.9% below
4-day: 58.0% above, 42.0% below
5-day: 57.3% above, 42.7% below
8-day: 64.8% above, 35.2% below
10-day: 60.3% above, 39.7% below
20-day: 63.1% above, 36.9% below
50-day: 64.1% above, 35.9% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(33): 0.63% Top=TTS FWLT WY RYN MAS AWI MTZ BZH ….. CLH PHM SPF RSG FLR RYL EXP TOL=Bottom (Materials & Construction)
COHW(48): 0.61% Top=HPQ RKUS OLED AAPL NTGR WDC EMC SNDK ….. NSR TWTC TDS ARUN TMUS PLCM GOGO SYNA=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.60% Top=JBLU LUV GLNG SSW FDX SWFT TRN ALK ….. UPS CHRW CNW EXPD SAVE WAB GBX JBHT=Bottom (Transportation)
RETA(76): 0.49% Top=JCP DANG GNC ANF NFLX VSI EBAY RAD ….. FDO GPS PETM PIR SIG DG SHLD CONN=Bottom (Retail & Specialty Retail)
LEIS(29): 0.48% Top=BYD MPEL EXPE KKD MGM LVS DNKN WYN ….. SEAS MAR YUM SIX CZR WEN MCD BLMN=Bottom (Leisure)
REAL(81): 0.47% Top=NLY PCL WAC PMT O MAA LRY CUBE ….. SRC TWO PDM RLGY VTR COLE CWH NSM=Bottom (Real Estate)
CHEM(28): 0.36% Top=LYB MEOH EMN DOW CF CHMT HUN WPZ ….. MOS GRA PPG VAL SHW OLN IPI RPM=Bottom (Chemicals/Fertilizers)
FINA(81): 0.32% Top=LYG PHH IVZ BLK ZION ACAS BK PNC ….. JNS NDAQ WU CBOE NYCB FMER CG FSC=Bottom (Banks/Financials)
MANU(42): 0.32% Top=BGC DDD GTI MTW DCI CMI GTLS JOY ….. ITT DRC MHK FLS TKR GNRC AOS JKS=Bottom (Manufacturing)
COSW(87): 0.30% Top=NTES TNGO AVG QLIK BSFT SINA VCLK CPWR ….. SFUN EA GRPN CVLT NOW CNQR BCOR LOCK=Bottom (Computer Software/Internet)
HEAL(50): 0.24% Top=AMED THOR CSII NUVA VOLC DXCM HCA HLS ….. UNH HUM BSX DVA HNT RMD DGX LH=Bottom (Health)
META(26): 0.23% Top=AKS SLCA X SCCO EGO SLW CCJ AA ….. GG PAAS BTU STLD TCK NEM FCX ANR=Bottom (Metals & Mining)
INSU(37): 0.21% Top=AMBC PRE VR LNC CINF AXS ACE GNW ….. SLF HIG UNM AIZ L MTG AEL MBI=Bottom (Insurance)
CONS(56): 0.17% Top=COTY CROX LF AVY GPK CCK LZB FBHS ….. PKG ENR HAR ECL FOSL FNP JAH SCSS=Bottom (Consumer)
ELEC(52): 0.08% Top=SCTY MU ATML JBL FSLR CRUS CPHD YGE ….. AMAT BRKR NXPI TXN CY IPGP GTAT ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -0.21% Top=TW MYGN GDOT HPY PCLN CAR VRSK VNTV ….. GPN Z HMSY DV URS AAN TAL BLOX=Bottom (Diversified Services)
ENER(119): -0.85% Top=CVI MPC VLO HFC TSO NTI PSX WNR ….. GDP REXX CRZO WTI FANG PDCE NFX LPI=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 11:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:27 am

Market Stats at 10:27 am ET
by daytrend on 20131127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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
20.7% of stocks are above yesterday’s high.
58.8% are above yesterday’s midpoint. (41.2% are below.)
12.3% are below yesterday’s low.
67.0% are inside yesterday’s range.
39.5% of stocks with today’s high > yesterday’s high. (60.5% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND
51.6% of stocks are above today’s open. (46.3% are below).
46.2% of stocks are above today’s open and yesterday’s close.
35.4% are below both.
8.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (36.8% opened below yesterday’s close).
4.9% 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.
24.6% are in the top 20%.
54.7% are in the top half. 45.3% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN
59.4% of stocks are above yesterday’s close. (40.6% are below.)
0.3% are up 4.5% or more. 0.3% are down 4.5% or more.
1.1% are up 3.5% or more. 0.4% are down 3.5% or more.
80.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.0%…>=90:19.2%…>=80:31.2%…>=50:60.4%…<=20:13.4%…<=10:5.9%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.6%…>=50:63.0%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
20.7% above previous 1 highs, 12.3% below previous 1 lows
15.3% above previous 2 highs, 9.2% below previous 2 lows
14.0% above previous 3 highs, 6.0% below previous 3 lows
13.2% above previous 4 highs, 4.6% below previous 4 lows
12.3% above previous 5 highs, 3.7% below previous 5 lows
11.2% above previous 6 highs, 3.4% below previous 6 lows
9.1% above previous 7 highs, 3.4% below previous 7 lows
8.7% above previous 8 highs, 3.3% below previous 8 lows
8.7% above previous 9 highs, 3.0% below previous 9 lows
8.5% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
59.4% are above or equal to 11/26 close (1 days ago), 40.6% are below.
60.5% are above or equal to 11/25 close (2 days ago), 39.5% are below.
52.4% are above or equal to 11/22 close (3 days ago), 47.6% are below.
58.7% are above or equal to 11/21 close (4 days ago), 41.3% are below.
74.3% are above or equal to 11/20 close (5 days ago), 25.7% are below.
69.6% are above or equal to 11/19 close (6 days ago), 30.4% are below.
60.1% are above or equal to 11/18 close (7 days ago), 39.9% are below.
50.3% are above or equal to 11/15 close (8 days ago), 49.7% are below.
54.6% are above or equal to 11/14 close (9 days ago), 45.4% are below.
58.1% are above or equal to 11/13 close (10 days ago), 41.9% are below.
66.5% are above or equal to 11/12 close (11 days ago), 33.5% are below.
64.3% are above or equal to 11/11 close (12 days ago), 35.7% are below.
64.8% are above or equal to 11/8 close (13 days ago), 35.2% are below.
73.0% are above or equal to 11/7 close (14 days ago), 27.0% are below.
61.5% are above or equal to 11/6 close (15 days ago), 38.5% are below.
60.1% are above or equal to 11/5 close (16 days ago), 39.9% are below.
56.8% are above or equal to 11/4 close (17 days ago), 43.2% are below.
61.6% are above or equal to 11/1 close (18 days ago), 38.4% are below.
60.8% are above or equal to 10/31 close (19 days ago), 39.2% are below.
59.3% are above or equal to 10/30 close (20 days ago), 40.7% are below.
55.4% are above or equal to 10/29 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.4% new highs, 3.4% new lows
21d: 11.0% new highs, 3.4% new lows
42d: 9.5% new highs, 2.1% new lows
63d: 8.7% new highs, 1.3% new lows
126d: 7.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.3% above, 42.7% below
3-day: 60.2% above, 39.8% below
4-day: 56.0% above, 44.0% below
5-day: 56.7% above, 43.3% below
8-day: 63.9% above, 36.1% below
10-day: 60.1% above, 39.9% below
20-day: 62.5% above, 37.5% below
50-day: 64.0% above, 36.0% below
200-day: 73.3% above, 26.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(33): 0.81% Top=TTS FWLT WY DHI HOV MTZ RYN MAS ….. WM CVA MDR VMC RSG CLH FAST EXP=Bottom (Materials & Construction)
COHW(48): 0.51% Top=HPQ RKUS WDC AAPL ARRS UBNT FIO SNDK ….. VZ TMUS JDSU QCOM TDS ARUN SYNA GOGO=Bottom (Computer Hardware/Telecom)
TRAN(26): 0.50% Top=JBLU SWFT FDX TRN LUV ALK SSW CSX ….. GBX LCC JBHT EXPD CNI WAB SAVE GLNG=Bottom (Transportation)
LEIS(29): 0.49% Top=BYD EXPE MPEL KKD MGM LVS CZR DNKN ….. EAT BLMN PNRA SIX MAR YUM WEN MCD=Bottom (Leisure)
MANU(42): 0.34% Top=DDD GTLS BGC GTI MTW DCI JOY PPO ….. ATU FLS PLL DOV GNRC TKR AOS MRC=Bottom (Manufacturing)
COSW(87): 0.30% Top=PWRD SINA NTES TNGO CPWR ATVI VCLK QLIK ….. FFIV EQIX CTRX IRM CNQR EA NOW LOCK=Bottom (Computer Software/Internet)
REAL(81): 0.27% Top=NLY PCL AGNC DFT LRY CUBE CBG WAC ….. PDM BMR VTR LXP SRC CWH NSM COLE=Bottom (Real Estate)
RETA(76): 0.26% Top=JCP RAD GNC DANG NFLX EBAY HIBB CPRT ….. JNY CONN DSW GPS PIR SIG DG SHLD=Bottom (Retail & Specialty Retail)
META(26): 0.25% Top=SLCA AKS SCCO X WLT CNX AA RGLD ….. STLD AEM ANR CDE PAAS NEM FCX TCK=Bottom (Metals & Mining)
CHEM(28): 0.22% Top=LYB CF CHMT WPZ EMN HUN FMC DOW ….. CE MON PPG SHW OLN VAL MOS RPM=Bottom (Chemicals/Fertilizers)
FINA(81): 0.17% Top=LYG IVZ PHH ACAS ICE CIT LM WU ….. FNFG BAC WETF AMTD BBT FIG CG FMER=Bottom (Banks/Financials)
CONS(56): 0.14% Top=CROX GPK COTY NUS FBHS ICON FL LF ….. HAS FOSL ENR ECL JAH HAR FNP SCSS=Bottom (Consumer)
HEAL(50): 0.12% Top=THOR VOLC AMED OPK HLS EW STJ BCR ….. CYH HUM TMO WCG DVA RMD DGX LH=Bottom (Health)
INSU(37): 0.08% Top=PRE VR AMBC AXS LNC ACE TRV CINF ….. ORI L FNF PRU HIG MET MBI AEL=Bottom (Insurance)
ELEC(52): -0.03% Top=SCTY ATML FSLR TSL AMBA CPHD JBL CSIQ ….. LRCX BRKR TXN NXPI FSL IPGP CY ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -0.16% Top=TW MYGN KBR CAR HPY PCLN GDOT ADS ….. SBAC WOOF GPN HMSY AAN WTW TAL BLOX=Bottom (Diversified Services)
ENER(119): -0.42% Top=MPC CVI HFC TSO VLO PSX PBF MUSA ….. WFT GDP XCO CRK NFX WTI PDCE LPI=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 10:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 9:49 am ET
by daytrend on 20131127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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
17.7% of stocks are above yesterday’s high.
60.5% are above yesterday’s midpoint. (39.5% are below.)
6.8% are below yesterday’s low.
75.5% are inside yesterday’s range.
30.9% of stocks with today’s high > yesterday’s high. (69.1% less than).
21.4% of stocks with today’s low < yesterday’s low. (78.6% greater than).

EVIDENCE OF INTRADAY TREND
54.0% of stocks are above today’s open. (42.4% are below).
46.9% of stocks are above today’s open and yesterday’s close.
27.7% are below both.
8.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (36.8% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.4% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
62.8% are in the top half. 37.2% of stocks are in the bottom half of today’s range.
11.1% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN
65.4% of stocks are above yesterday’s close. (34.6% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.3% are down 3.5% or more.
86.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.5%…>=90:19.1%…>=80:30.3%…>=50:63.0%…<=20:10.7%…<=10:3.8%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.9%…>=50:63.7%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
17.7% above previous 1 highs, 6.8% below previous 1 lows
13.6% above previous 2 highs, 4.7% below previous 2 lows
12.3% above previous 3 highs, 2.4% below previous 3 lows
11.5% above previous 4 highs, 2.2% below previous 4 lows
10.7% above previous 5 highs, 1.8% below previous 5 lows
9.4% above previous 6 highs, 1.6% below previous 6 lows
7.8% above previous 7 highs, 1.5% below previous 7 lows
7.5% above previous 8 highs, 1.5% below previous 8 lows
7.4% above previous 9 highs, 1.4% below previous 9 lows
7.2% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.4% are above or equal to 11/26 close (1 days ago), 34.6% are below.
61.0% are above or equal to 11/25 close (2 days ago), 39.0% are below.
52.6% are above or equal to 11/22 close (3 days ago), 47.4% are below.
58.8% are above or equal to 11/21 close (4 days ago), 41.2% are below.
75.5% are above or equal to 11/20 close (5 days ago), 24.5% are below.
70.1% are above or equal to 11/19 close (6 days ago), 29.9% are below.
60.8% are above or equal to 11/18 close (7 days ago), 39.2% are below.
50.9% are above or equal to 11/15 close (8 days ago), 49.1% are below.
54.8% are above or equal to 11/14 close (9 days ago), 45.2% are below.
58.2% are above or equal to 11/13 close (10 days ago), 41.8% are below.
67.0% are above or equal to 11/12 close (11 days ago), 33.0% are below.
65.1% are above or equal to 11/11 close (12 days ago), 34.9% are below.
65.0% are above or equal to 11/8 close (13 days ago), 35.0% are below.
73.3% are above or equal to 11/7 close (14 days ago), 26.7% are below.
62.1% are above or equal to 11/6 close (15 days ago), 37.9% are below.
60.7% are above or equal to 11/5 close (16 days ago), 39.3% are below.
57.4% are above or equal to 11/4 close (17 days ago), 42.6% are below.
61.9% are above or equal to 11/1 close (18 days ago), 38.1% are below.
60.7% are above or equal to 10/31 close (19 days ago), 39.3% are below.
59.0% are above or equal to 10/30 close (20 days ago), 41.0% are below.
56.1% are above or equal to 10/29 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.1% new highs, 2.8% new lows
21d: 8.9% new highs, 2.8% new lows
42d: 7.8% new highs, 1.7% new lows
63d: 7.0% new highs, 1.2% new lows
126d: 6.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.9% above, 38.1% below
3-day: 63.0% above, 37.0% below
4-day: 56.7% above, 43.3% below
5-day: 58.1% above, 41.9% below
8-day: 66.1% above, 33.9% below
10-day: 61.7% above, 38.3% below
20-day: 63.2% above, 36.8% below
50-day: 64.4% above, 35.6% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(33): 1.07% Top=FWLT TTS DHI WY HOV PHM MTZ MTH ….. FAST WM BECN DAR RSG OC CVA CLH=Bottom (Materials & Construction)
META(26): 0.79% Top=WLT AKS BTU SLCA CNX X CLF ABX ….. GG PAAS NUE NEM AEM CCJ FCX TCK=Bottom (Metals & Mining)
TRAN(26): 0.48% Top=FDX ALK LUV SWFT UAL JBLU TRN CNW ….. EXPD GWR JBHT CP WAB GBX CNI GLNG=Bottom (Transportation)
COHW(48): 0.47% Top=HPQ RKUS UBNT AAPL LXK WDC FIO ARRS ….. CCI FNSR EGHT CIEN JDSU ARUN QCOM GOGO=Bottom (Computer Hardware/Telecom)
MANU(42): 0.34% Top=GTLS DDD BGC ATI HON JOY MTW ETN ….. PPO TKR PLL AOS TEX ATU PNR MRC=Bottom (Manufacturing)
CONS(56): 0.32% Top=CROX FBHS GPK LZB FL LF PAY OI ….. KMB CHD CL PG EL FNP RL ECL=Bottom (Consumer)
CHEM(28): 0.31% Top=LYB CF AXLL FMC HUN APD DOW EMN ….. GRA MOS WPZ MON PPG OLN SHW RPM=Bottom (Chemicals/Fertilizers)
RETA(76): 0.30% Top=RAD EBAY SFM AMZN JCP GNC TFM DANG ….. GPS JWN TSCO SIG RH CDW DSW DG=Bottom (Retail & Specialty Retail)
COSW(87): 0.23% Top=SINA CPWR NTES SFUN TRIP ATVI WWWW VCLK ….. EA CERN EQIX CTXS ANGI FTNT NOW LOCK=Bottom (Computer Software/Internet)
LEIS(29): 0.17% Top=EXPE CZR MPEL KKD CCL RCL SEAS BYD ….. SGMS PNRA CAKE SIX PNK WEN YUM MCD=Bottom (Leisure)
FINA(81): 0.15% Top=LYG BX ACAS ICE LM WU JPM JNS ….. FNFG ASBC BAC WETF CG EV FIG FMER=Bottom (Banks/Financials)
REAL(81): 0.14% Top=NLY AGNC PCL CUBE LRY DLR BPO EQR ….. CWH LXP ARCP WAC SRC ARPI NSM COLE=Bottom (Real Estate)
INSU(37): 0.12% Top=PRE ACE RDN AXS TRV AMBC ALL FAF ….. CLGX FNF MET PRU HIG AIZ MBI AEL=Bottom (Insurance)
ELEC(52): 0.01% Top=ATML FSLR MRVL INVN AMBA SPWR TSL JBL ….. AMAT SANM CAVM XLNX BRKR NXPI TXN ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): -0.01% Top=OPK AMED UHS THOR BCR NUVA DXCM HLS ….. MOH HUM HNT TMO RMD DVA DGX LH=Bottom (Health)
ENER(119): -0.12% Top=MPC CVI VLO HFC TSO PSX MUSA NTI ….. CRZO PWE REXX GDP PDCE NFX XCO LPI=Bottom (Energy)
DISV(51): -0.25% Top=TW KBR ADS HPY MYGN RHI R MCO ….. WOOF PRAA AAN SBAC DV HMSY URI BLOX=Bottom (Diversified Services)

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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/26/2013

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20131126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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
22.4% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
22.6% are below yesterday’s low.
54.9% are inside yesterday’s range.
43.1% of stocks with today’s high > yesterday’s high. (56.9% less than).
48.6% of stocks with today’s low < yesterday’s low. (51.4% greater than).

EVIDENCE OF INTRADAY TREND
52.3% of stocks are above today’s open. (46.4% are below).
48.9% of stocks are above today’s open and yesterday’s close.
39.7% are below both.
6.7% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.9% of stocks are in the top 10% of today’s range.
19.0% are in the top 20%.
53.5% are in the top half. 46.5% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN
57.0% of stocks are above yesterday’s close. (43.0% are below.)
2.3% are up 4.5% or more. 0.5% are down 4.5% or more.
4.3% are up 3.5% or more. 0.9% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.9%…>=90:17.2%…>=80:28.8%…>=50:58.2%…<=20:16.6%…<=10:9.2%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.0%…>=50:62.1%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:63.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.4% above previous 1 highs, 22.6% below previous 1 lows
18.9% above previous 2 highs, 14.0% below previous 2 lows
17.3% above previous 3 highs, 10.3% below previous 3 lows
16.5% above previous 4 highs, 9.4% below previous 4 lows
14.3% above previous 5 highs, 8.7% below previous 5 lows
11.6% above previous 6 highs, 8.7% below previous 6 lows
10.9% above previous 7 highs, 8.2% below previous 7 lows
10.8% above previous 8 highs, 7.8% below previous 8 lows
10.6% above previous 9 highs, 6.2% below previous 9 lows
10.5% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.0% are above or equal to 11/25 close (1 days ago), 43.0% are below.
48.5% are above or equal to 11/22 close (2 days ago), 51.5% are below.
56.9% are above or equal to 11/21 close (3 days ago), 43.1% are below.
73.5% are above or equal to 11/20 close (4 days ago), 26.5% are below.
68.5% are above or equal to 11/19 close (5 days ago), 31.5% are below.
59.7% are above or equal to 11/18 close (6 days ago), 40.3% are below.
48.9% are above or equal to 11/15 close (7 days ago), 51.1% are below.
54.1% are above or equal to 11/14 close (8 days ago), 45.9% are below.
56.6% are above or equal to 11/13 close (9 days ago), 43.4% are below.
66.5% are above or equal to 11/12 close (10 days ago), 33.5% are below.
63.4% are above or equal to 11/11 close (11 days ago), 36.6% are below.
64.9% are above or equal to 11/8 close (12 days ago), 35.1% are below.
73.2% are above or equal to 11/7 close (13 days ago), 26.8% are below.
61.1% are above or equal to 11/6 close (14 days ago), 38.9% are below.
60.2% are above or equal to 11/5 close (15 days ago), 39.8% are below.
55.9% are above or equal to 11/4 close (16 days ago), 44.1% are below.
60.5% are above or equal to 11/1 close (17 days ago), 39.5% are below.
60.5% are above or equal to 10/31 close (18 days ago), 39.5% are below.
58.4% are above or equal to 10/30 close (19 days ago), 41.6% are below.
54.9% are above or equal to 10/29 close (20 days ago), 45.1% are below.
57.3% are above or equal to 10/28 close (21 days ago), 42.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 8.0% new lows
21d: 14.6% new highs, 8.0% new lows
42d: 11.9% new highs, 6.3% new lows
63d: 10.9% new highs, 4.9% new lows
126d: 9.5% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.6% above, 44.4% below
3-day: 51.6% above, 48.4% below
4-day: 53.3% above, 46.7% below
5-day: 63.5% above, 36.5% below
8-day: 62.0% above, 38.0% below
10-day: 59.9% above, 40.1% below
20-day: 61.9% above, 38.1% below
50-day: 64.6% above, 35.4% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(31): 1.92% Top=TTS MDC RYL LEN KBH DHI PHM MTH ….. VMC FAST WCN CLH RYN FWLT MDR CVA=Bottom (Materials & Construction)
LEIS(29): 0.69% Top=CZR BYD EXPE MGAM PNK RCL MAR WYN ….. PNRA DRI EAT MCD BLMN CAKE CCL SEAS=Bottom (Leisure)
RETA(76): 0.66% Top=JOSB TIF CPRT CHS DANG RAD RH JCP ….. CVS SPLS TFM GME KR SHLD DSW FRAN=Bottom (Retail & Specialty Retail)
COHW(49): 0.65% Top=PANW SYNA UBNT OLED GOGO LVLT AAPL XLS ….. HPQ IBM EMC AMX ARUN JNPR LXK FIO=Bottom (Computer Hardware/Telecom)
COSW(90): 0.62% Top=WDAY YELP TNGO GWRE BIDU ANGI CSOD TRLA ….. CVLT EA NQ SYMC ATVI PWRD TTWO NUAN=Bottom (Computer Software/Internet)
CONS(56): 0.56% Top=COH LZB FBHS SCSS JAH CROX ENR TPX ….. FNP AVP AVY OI LULU PG PBI BERY=Bottom (Consumer)
ELEC(51): 0.51% Top=NXPI SPWR CSIQ CAVM CRUS MU TQNT SUNE ….. MCHP SWKS FSLR MRVL VECO YGE IPGP TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 0.42% Top=JKS GTLS GNRC PLL DDD DHR MHK AOS ….. TKR DCI DOV MRC PPO PH DE ATI=Bottom (Manufacturing)
HEAL(49): 0.38% Top=OPK HCA WCG HLS MOH CFN THC HNT ….. MR BCR TMO STJ LH BSX DVA RMD=Bottom (Health)
ENER(119): 0.37% Top=MTDR DK GDP IOC PDCE SN CXO WLL ….. BWP UPL HFC WPX NTI CVI AREX XCO=Bottom (Energy)
INSU(37): 0.18% Top=RDN MTG AIZ FAF FNF PGR PRE TMK ….. HIG L BRO AIG AJG SLF GNW WSH=Bottom (Insurance)
DISV(52): 0.15% Top=Z BLOX PCLN JEC RRD HPY HMSY PRAA ….. TYC ADS TW KBR G ADT APOL VNTV=Bottom (Diversified Services)
CHEM(28): 0.04% Top=AXLL HUN CHMT ROC CE PPG MON CF ….. WPZ DOW EMN VAL APD OLN MEOH IPI=Bottom (Chemicals/Fertilizers)
FINA(79): -0.06% Top=WETF ETFC UMPQ PVTB PFG WU AMP ACAS ….. CBOE FITB RY ICE NDAQ FHN LAZ EV=Bottom (Banks/Financials)
TRAN(27): -0.28% Top=SWFT UPS JBHT GBX WAB CNW FDX TRN ….. EXPD CSX ALK CNI LCC GLNG UAL JBLU=Bottom (Transportation)
REAL(81): -0.35% Top=RLGY CBG AEC COLE AMT OHI NCT TCO ….. PDM MFA HCP LRY CYS HCN AGNC NLY=Bottom (Real Estate)
META(27): -1.22% Top=AKS SLCA AA CMC SWC CNX X SLW ….. CDE GG PAAS NEM RGLD WLT ANR EGO=Bottom (Metals & Mining)

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

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

Market Stats at 2:45 pm ET
by daytrend on 20131126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

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

COMPARED TO YESTERDAY’S RANGE
24.8% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
16.9% are below yesterday’s low.
58.3% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
46.9% of stocks with today’s low < yesterday’s low. (53.1% greater than).

EVIDENCE OF INTRADAY TREND
60.7% of stocks are above today’s open. (38.2% are below).
55.9% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
6.7% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.4% of stocks are in the top 10% of today’s range.
32.4% are in the top 20%.
64.1% are in the top half. 35.9% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
62.9% of stocks are above yesterday’s close. (37.1% are below.)
2.2% are up 4.5% or more. 0.5% are down 4.5% or more.
3.9% are up 3.5% or more. 1.0% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.4%…>=90:19.3%…>=80:32.7%…>=50:64.4%…<=20:14.6%…<=10:8.2%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:63.6%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.8% above previous 1 highs, 16.9% below previous 1 lows
20.7% above previous 2 highs, 11.1% below previous 2 lows
19.2% above previous 3 highs, 8.6% below previous 3 lows
18.6% above previous 4 highs, 7.9% below previous 4 lows
16.5% above previous 5 highs, 7.3% below previous 5 lows
13.0% above previous 6 highs, 7.3% below previous 6 lows
11.6% above previous 7 highs, 7.0% below previous 7 lows
11.2% above previous 8 highs, 6.4% below previous 8 lows
10.9% above previous 9 highs, 4.9% below previous 9 lows
10.8% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
62.9% are above or equal to 11/25 close (1 days ago), 37.1% are below.
54.5% are above or equal to 11/22 close (2 days ago), 45.5% are below.
59.6% are above or equal to 11/21 close (3 days ago), 40.4% are below.
75.1% are above or equal to 11/20 close (4 days ago), 24.9% are below.
70.2% are above or equal to 11/19 close (5 days ago), 29.8% are below.
60.9% are above or equal to 11/18 close (6 days ago), 39.1% are below.
50.9% are above or equal to 11/15 close (7 days ago), 49.1% are below.
55.6% are above or equal to 11/14 close (8 days ago), 44.4% are below.
58.6% are above or equal to 11/13 close (9 days ago), 41.4% are below.
67.7% are above or equal to 11/12 close (10 days ago), 32.3% are below.
64.5% are above or equal to 11/11 close (11 days ago), 35.5% are below.
65.7% are above or equal to 11/8 close (12 days ago), 34.3% are below.
73.9% are above or equal to 11/7 close (13 days ago), 26.1% are below.
62.1% are above or equal to 11/6 close (14 days ago), 37.9% are below.
61.3% are above or equal to 11/5 close (15 days ago), 38.7% are below.
57.7% are above or equal to 11/4 close (16 days ago), 42.3% are below.
62.0% are above or equal to 11/1 close (17 days ago), 38.0% are below.
61.4% are above or equal to 10/31 close (18 days ago), 38.6% are below.
59.5% are above or equal to 10/30 close (19 days ago), 40.5% are below.
55.9% are above or equal to 10/29 close (20 days ago), 44.1% are below.
57.3% are above or equal to 10/28 close (21 days ago), 42.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.7% new highs, 7.6% new lows
21d: 13.5% new highs, 7.6% new lows
42d: 11.1% new highs, 6.0% new lows
63d: 10.2% new highs, 4.7% new lows
126d: 8.7% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.2% above, 38.8% below
3-day: 58.9% above, 41.1% below
4-day: 60.8% above, 39.2% below
5-day: 67.6% above, 32.4% below
8-day: 63.9% above, 36.1% below
10-day: 61.9% above, 38.1% below
20-day: 63.6% above, 36.4% below
50-day: 64.9% above, 35.1% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(31): 1.98% Top=TTS RYL MDC LEN KBH PHM DHI OC ….. CLH VMC FAST WCN RYN FWLT CVA MDR=Bottom (Materials & Construction)
CONS(56): 0.74% Top=COH LZB FBHS NUS SCSS CROX JAH ENR ….. PG OI AVY RKT TWI LULU PBI BERY=Bottom (Consumer)
HEAL(49): 0.70% Top=OPK HCA WCG HLS WX CFN ZMH UHS ….. ABT CI XRAY LH STJ BSX DVA RMD=Bottom (Health)
RETA(76): 0.70% Top=JOSB TIF CPRT CHS RAD DANG JCP RH ….. FINL KR GME EBAY SHLD TFM FRAN DSW=Bottom (Retail & Specialty Retail)
COHW(49): 0.69% Top=PANW UBNT GOGO SYNA OLED LVLT AAPL XLS ….. BCE JNPR EMC SWIR AMX ARUN LXK FIO=Bottom (Computer Hardware/Telecom)
LEIS(29): 0.68% Top=CZR BYD EXPE MPEL MGAM LVS MAR SGMS ….. PNRA CCL EAT YUM DRI MCD CAKE BLMN=Bottom (Leisure)
COSW(90): 0.67% Top=WDAY TNGO YELP GWRE NOW BIDU ELLI CDNS ….. ROVI ATVI SYMC MKTO NQ PWRD TTWO NUAN=Bottom (Computer Software/Internet)
MANU(42): 0.59% Top=GTLS GNRC JKS PLL DDD DHR MHK AOS ….. CAT DOV TKR PH DCI TEX DE ATI=Bottom (Manufacturing)
ELEC(51): 0.58% Top=NXPI SPWR CAVM TQNT CRUS MU CSIQ KLAC ….. MCHP TEL BRCM MRVL VECO IPGP YGE TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(119): 0.47% Top=DK GDP IOC MTDR PDCE MHR WLL BBG ….. COG HFC UPL AREX NTI WPX CVI XCO=Bottom (Energy)
INSU(37): 0.36% Top=RDN MTG AIZ PGR CNO AON TMK LNC ….. MMC L SLF AIG BRO AJG GNW WSH=Bottom (Insurance)
DISV(52): 0.30% Top=BLOX Z PCLN JEC PRAA GEO RRD HPY ….. CATM G RCII ATHN MYGN ADT APOL VNTV=Bottom (Diversified Services)
CHEM(28): 0.18% Top=HUN AXLL CHMT CE ROC PPG CF FMC ….. DOW SHW APD EMN WPZ OLN IPI MEOH=Bottom (Chemicals/Fertilizers)
FINA(79): 0.04% Top=WETF BX ETFC BLK KKR PFG AMP AXP ….. RJF NDAQ XOOM FHN RY ZION LAZ EV=Bottom (Banks/Financials)
REAL(81): -0.13% Top=RLGY AEC CBG AMH AMT OHI DRH TCO ….. HCP LXP AIV NLY LRY CYS MFA HCN=Bottom (Real Estate)
TRAN(27): -0.22% Top=GBX SWFT WAB FDX UPS TRN WERN CNW ….. DAL CNI CSX GLNG ALK UAL LCC JBLU=Bottom (Transportation)
META(27): -1.35% Top=SLCA AKS AEM CMC CNX AA STLD SWC ….. PAAS CCJ CDE RGLD NEM WLT EGO ANR=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 2:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:00 pm

Market Stats at 12:59 pm ET
by daytrend on 20131126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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
23.5% of stocks are above yesterday’s high.
54.0% are above yesterday’s midpoint. (46.0% are below.)
17.6% are below yesterday’s low.
58.9% are inside yesterday’s range.
37.3% of stocks with today’s high > yesterday’s high. (62.7% less than).
45.4% of stocks with today’s low < yesterday’s low. (54.6% greater than).

EVIDENCE OF INTRADAY TREND
58.8% of stocks are above today’s open. (39.3% are below).
54.8% of stocks are above today’s open and yesterday’s close.
33.6% are below both.
6.7% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.3% of stocks are in the top 10% of today’s range.
36.9% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN
61.9% of stocks are above yesterday’s close. (38.1% are below.)
1.8% are up 4.5% or more. 0.4% are down 4.5% or more.
4.3% are up 3.5% or more. 0.8% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.6%…>=90:18.7%…>=80:31.7%…>=50:63.7%…<=20:14.5%…<=10:7.8%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.0%…>=50:64.1%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:65.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.5% above previous 1 highs, 17.6% below previous 1 lows
19.7% above previous 2 highs, 10.5% below previous 2 lows
18.4% above previous 3 highs, 8.0% below previous 3 lows
17.0% above previous 4 highs, 7.3% below previous 4 lows
15.0% above previous 5 highs, 6.5% below previous 5 lows
11.9% above previous 6 highs, 6.4% below previous 6 lows
10.6% above previous 7 highs, 6.2% below previous 7 lows
10.3% above previous 8 highs, 5.5% below previous 8 lows
10.2% above previous 9 highs, 4.2% below previous 9 lows
10.1% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.9% are above or equal to 11/25 close (1 days ago), 38.1% are below.
52.3% are above or equal to 11/22 close (2 days ago), 47.7% are below.
59.7% are above or equal to 11/21 close (3 days ago), 40.3% are below.
75.3% are above or equal to 11/20 close (4 days ago), 24.7% are below.
70.0% are above or equal to 11/19 close (5 days ago), 30.0% are below.
61.0% are above or equal to 11/18 close (6 days ago), 39.0% are below.
49.3% are above or equal to 11/15 close (7 days ago), 50.7% are below.
55.3% are above or equal to 11/14 close (8 days ago), 44.7% are below.
58.9% are above or equal to 11/13 close (9 days ago), 41.1% are below.
67.0% are above or equal to 11/12 close (10 days ago), 33.0% are below.
64.2% are above or equal to 11/11 close (11 days ago), 35.8% are below.
65.4% are above or equal to 11/8 close (12 days ago), 34.6% are below.
74.0% are above or equal to 11/7 close (13 days ago), 26.0% are below.
61.8% are above or equal to 11/6 close (14 days ago), 38.2% are below.
61.0% are above or equal to 11/5 close (15 days ago), 39.0% are below.
57.2% are above or equal to 11/4 close (16 days ago), 42.8% are below.
62.0% are above or equal to 11/1 close (17 days ago), 38.0% are below.
61.5% are above or equal to 10/31 close (18 days ago), 38.5% are below.
59.7% are above or equal to 10/30 close (19 days ago), 40.3% are below.
55.6% are above or equal to 10/29 close (20 days ago), 44.4% are below.
57.5% are above or equal to 10/28 close (21 days ago), 42.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.8% new highs, 7.4% new lows
21d: 12.7% new highs, 7.4% new lows
42d: 10.3% new highs, 5.9% new lows
63d: 9.3% new highs, 4.6% new lows
126d: 7.9% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.6% above, 39.4% below
3-day: 56.9% above, 43.1% below
4-day: 58.5% above, 41.5% below
5-day: 66.8% above, 33.2% below
8-day: 63.4% above, 36.6% below
10-day: 61.2% above, 38.8% below
20-day: 62.7% above, 37.3% below
50-day: 64.2% above, 35.8% below
200-day: 74.4% above, 25.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(31): 1.84% Top=TTS RYL MDC KBH LEN SPF PHM DHI ….. WM RYN CLH WCN FWLT FAST MDR CVA=Bottom (Materials & Construction)
RETA(76): 0.77% Top=JOSB TIF DANG CHS CPRT RAD JCP RH ….. EBAY SFM SPLS KR GME TFM FRAN DSW=Bottom (Retail & Specialty Retail)
LEIS(29): 0.75% Top=CZR BYD EXPE MGAM MPEL MAR SBUX MGM ….. PNRA EAT YUM BLMN DRI MCD CCL CAKE=Bottom (Leisure)
COSW(90): 0.72% Top=WDAY YELP GWRE TNGO TRLA ELLI NOW FENG ….. IRM ATVI ROVI MKTO NQ PWRD TTWO NUAN=Bottom (Computer Software/Internet)
ELEC(51): 0.69% Top=NXPI CSIQ SPWR SCTY CAVM TQNT FSL MU ….. TEL ATML INTC YGE SWKS BRCM IPGP VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): 0.68% Top=PANW LVLT OLED UBNT GOGO SYNA VIP AAPL ….. IBM BCE ARUN JNPR SWIR AMX LXK FIO=Bottom (Computer Hardware/Telecom)
ENER(119): 0.66% Top=GDP DK WLL PDCE PVA MHR IOC MTDR ….. KMP HFC RIG AREX WPX XCO CVI NTI=Bottom (Energy)
CONS(56): 0.58% Top=COH LZB SCSS NUS FBHS JAH ENR CROX ….. PG OI AVP TWI LULU PBI RKT BERY=Bottom (Consumer)
MANU(42): 0.49% Top=JKS GTLS GNRC DDD PLL AOS MHK DHR ….. DOV TKR FLS KMT PH DE DCI ATI=Bottom (Manufacturing)
HEAL(49): 0.48% Top=OPK HCA WCG THC ZMH ESRX UHS MR ….. THOR STJ XRAY PRXL LH BSX DVA RMD=Bottom (Health)
DISV(52): 0.31% Top=Z BLOX PCLN PRAA JEC RRD SBAC HPY ….. RCII G HRB ADS VNTV MYGN BAH APOL=Bottom (Diversified Services)
INSU(37): 0.15% Top=RDN MTG PGR AIZ CNO PRU MET AON ….. VR L AJG GNW BRO AIG SLF WSH=Bottom (Insurance)
CHEM(28): 0.07% Top=HUN CE CHMT AXLL ROC PPG LYB FMC ….. EMN SIAL VAL SHW OLN APD IPI MEOH=Bottom (Chemicals/Fertilizers)
FINA(79): -0.01% Top=WETF FIG AMP APO BLK AXP STT BX ….. NDAQ ZION RJF FHN PSEC LAZ XOOM EV=Bottom (Banks/Financials)
REAL(81): -0.16% Top=RLGY CBG AEC AMT AMH DRH OHI SPG ….. CLNY MFA DEI LRY NLY TWO HCN CYS=Bottom (Real Estate)
TRAN(27): -0.24% Top=SWFT GBX UPS FDX WAB TRN CNW WERN ….. EXPD DAL CSX LCC GLNG ALK UAL JBLU=Bottom (Transportation)
META(27): -1.54% Top=SLCA AEM AKS STLD AA CNX CMC BTU ….. CLF PAAS NEM RGLD CDE EGO ANR WLT=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 12:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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