daytrend

12/30/2013

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 953.

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.
51.3% are above yesterday’s midpoint. (48.7% are below.)
17.0% are below yesterday’s low.
59.5% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).

EVIDENCE OF INTRADAY TREND
55.7% of stocks are above today’s open. (42.3% are below).
48.4% of stocks are above today’s open and yesterday’s close.
37.0% are below both.
5.8% of stocks opened above yesterday’s high.
44.3% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.9% of stocks are in the top 10% of today’s range.
20.5% are in the top 20%.
55.5% are in the top half. 44.5% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN
56.3% of stocks are above yesterday’s close. (43.7% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.6% are down 3.5% or more.
76.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.4%…>=90:21.9%…>=80:35.0%…>=50:62.3%…<=20:10.2%…<=10:3.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.5%…>=50:80.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:78.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.5% above previous 1 highs, 17.0% below previous 1 lows
16.6% above previous 2 highs, 11.2% below previous 2 lows
15.9% above previous 3 highs, 7.1% below previous 3 lows
15.1% above previous 4 highs, 4.5% below previous 4 lows
14.8% above previous 5 highs, 3.0% below previous 5 lows
14.4% above previous 6 highs, 2.0% below previous 6 lows
14.2% above previous 7 highs, 0.9% below previous 7 lows
14.0% above previous 8 highs, 0.9% below previous 8 lows
13.4% above previous 9 highs, 0.8% below previous 9 lows
13.4% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.3% are above or equal to 12/27 close (1 days ago), 43.7% are below.
53.8% are above or equal to 12/26 close (2 days ago), 46.2% are below.
60.4% are above or equal to 12/24 close (3 days ago), 39.6% are below.
69.8% are above or equal to 12/23 close (4 days ago), 30.2% are below.
81.6% are above or equal to 12/20 close (5 days ago), 18.4% are below.
89.5% are above or equal to 12/19 close (6 days ago), 10.5% are below.
81.4% are above or equal to 12/18 close (7 days ago), 18.6% are below.
87.8% are above or equal to 12/17 close (8 days ago), 12.2% are below.
87.8% are above or equal to 12/16 close (9 days ago), 12.2% are below.
87.5% are above or equal to 12/13 close (10 days ago), 12.5% are below.
88.7% are above or equal to 12/12 close (11 days ago), 11.3% are below.
87.5% are above or equal to 12/11 close (12 days ago), 12.5% are below.
76.0% are above or equal to 12/10 close (13 days ago), 24.0% are below.
73.1% are above or equal to 12/9 close (14 days ago), 26.9% are below.
73.0% are above or equal to 12/6 close (15 days ago), 27.0% are below.
76.7% are above or equal to 12/5 close (16 days ago), 23.3% are below.
73.3% are above or equal to 12/4 close (17 days ago), 26.7% are below.
73.7% are above or equal to 12/3 close (18 days ago), 26.3% are below.
70.6% are above or equal to 12/2 close (19 days ago), 29.4% are below.
67.4% are above or equal to 11/29 close (20 days ago), 32.6% are below.
66.6% are above or equal to 11/27 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.6% new lows
21d: 19.6% new highs, 1.5% new lows
42d: 13.6% new highs, 0.8% new lows
63d: 12.2% new highs, 0.7% new lows
126d: 10.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 54.2% above, 45.8% below
3-day: 53.4% above, 46.6% below
4-day: 57.0% above, 43.0% below
5-day: 61.9% above, 38.1% below
8-day: 79.9% above, 20.1% below
10-day: 84.5% above, 15.5% below
20-day: 80.4% above, 19.6% below
50-day: 70.0% above, 30.0% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(57): 0.98% Top=INVN YGE TSL SPWR CSIQ GTAT TQNT SWKS ….. BRCM OVTI MSCC MXIM CRUS MU BRKR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.95% Top=CROX PAY ZQK SCSS MAT TPX CCK BERY ….. MWV ECL AVY MLHR PBI AVP BC HAR=Bottom (Consumer)
RETA(73): 0.53% Top=EXPR SHLD ASNA M WFM KAR TIF FIVE ….. AN SFM BBY FINL ANF RAD AMZN LQDT=Bottom (Retail & Specialty Retail)
LEIS(28): 0.41% Top=CZR BYD YUM WYNN MGM DNKN PNRA CCL ….. MCD SBUX MPEL BKW CAKE BLMN WEN SEAS=Bottom (Leisure)
COHW(47): 0.38% Top=CAMP SYNA LXK ARUN PLCM JNPR SWIR SSYS ….. VRSN HRS BBRY TMUS AAPL VIP WIN TDS=Bottom (Computer Hardware/Telecom)
MATE(35): 0.32% Top=MDR EXP MAS VMC MDC DHI MLM SPF ….. USG WCN FWLT BZH PWR TTS RSG APOG=Bottom (Materials & Construction)
COSW(86): 0.27% Top=NQ CTXS N SYMC EVTC SOHU CNQR IGT ….. EQIX SFLY EA TTWO UIS MKTO FB GRPN=Bottom (Computer Software/Internet)
HEAL(53): 0.24% Top=HNT MOH THC HCA BKD CYH PRXL WX ….. STJ EW HUM ESRX WLP MR OPK PINC=Bottom (Health)
MANU(41): 0.23% Top=JKS ITT DDD MRC FLS TKR LII PH ….. WOR MTW KMT ATI GNRC AGCO DRC ETN=Bottom (Manufacturing)
INSU(41): 0.11% Top=CLGX PRE VR ALL MBI WRB AFSI ORI ….. MTG GNW LNC AFL MET RDN CNO AMBC=Bottom (Insurance)
CHEM(32): 0.07% Top=WPZ EMN MEOH TROX DD HUN AXLL PPG ….. SIAL FMC SXT POT ALB ASH APD POL=Bottom (Chemicals/Fertilizers)
REAL(91): 0.06% Top=EJ ELS AMT STWD PKY SNH PMT OFC ….. LRY STAR KIM O CYS IVR NSM IEP=Bottom (Real Estate)
DISV(53): -0.00% Top=RRD HRB WTW PRAA G SBAC KBR RGS ….. TTEK FCN ACM CXW ADT FLT PCLN MYGN=Bottom (Diversified Services)
FINA(87): -0.20% Top=DFS RY PHH ARCC AXP NTRS CIT EFX ….. FMER PVTB FRC BAC PNC FULT APO CG=Bottom (Banks/Financials)
TRAN(28): -0.24% Top=UAL CHRW SAVE DAL LUV JBLU KSU GLNG ….. NSC WERN TRN SWFT CNW NAT NM DSX=Bottom (Transportation)
ENER(115): -0.81% Top=MMP ETP ACMP EPD MWE PAA IOC TLLP ….. CRZO PXD BCEI OAS SGY CRK SN PVA=Bottom (Energy)
META(29): -1.34% Top=SCCO CCJ SLCA AKS FCX WLT CLF TCK ….. SSRI AEM AUY NEM EGO GG CDE 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:41 pm

Market Stats at 3:40 pm ET
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 953.

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
22.2% of stocks are above yesterday’s high.
51.2% are above yesterday’s midpoint. (48.8% are below.)
18.0% are below yesterday’s low.
59.7% are inside yesterday’s range.
52.2% of stocks with today’s high > yesterday’s high. (47.8% less than).
46.2% of stocks with today’s low < yesterday’s low. (53.8% greater than).

EVIDENCE OF INTRADAY TREND
54.7% of stocks are above today’s open. (43.9% are below).
48.1% of stocks are above today’s open and yesterday’s close.
37.7% are below both.
5.8% of stocks opened above yesterday’s high.
44.3% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.8% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
54.6% are in the top half. 45.4% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN
56.3% of stocks are above yesterday’s close. (43.7% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.6% are down 3.5% or more.
76.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.5%…>=90:21.7%…>=80:34.8%…>=50:61.5%…<=20:10.6%…<=10:3.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.2%…>=50:80.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:78.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.2% above previous 1 highs, 18.0% below previous 1 lows
16.3% above previous 2 highs, 12.2% below previous 2 lows
15.5% above previous 3 highs, 7.6% below previous 3 lows
14.9% above previous 4 highs, 4.9% below previous 4 lows
14.6% above previous 5 highs, 3.6% below previous 5 lows
14.2% above previous 6 highs, 2.1% below previous 6 lows
13.7% above previous 7 highs, 1.0% below previous 7 lows
13.7% above previous 8 highs, 1.0% below previous 8 lows
13.0% above previous 9 highs, 0.8% below previous 9 lows
13.0% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.3% are above or equal to 12/27 close (1 days ago), 43.7% are below.
53.2% are above or equal to 12/26 close (2 days ago), 46.8% are below.
60.4% are above or equal to 12/24 close (3 days ago), 39.6% are below.
69.9% are above or equal to 12/23 close (4 days ago), 30.1% are below.
81.6% are above or equal to 12/20 close (5 days ago), 18.4% are below.
88.8% are above or equal to 12/19 close (6 days ago), 11.2% are below.
80.9% are above or equal to 12/18 close (7 days ago), 19.1% are below.
88.2% are above or equal to 12/17 close (8 days ago), 11.8% are below.
87.6% are above or equal to 12/16 close (9 days ago), 12.4% are below.
87.2% are above or equal to 12/13 close (10 days ago), 12.8% are below.
88.1% are above or equal to 12/12 close (11 days ago), 11.9% are below.
87.3% are above or equal to 12/11 close (12 days ago), 12.7% are below.
76.0% are above or equal to 12/10 close (13 days ago), 24.0% are below.
73.0% are above or equal to 12/9 close (14 days ago), 27.0% are below.
73.1% are above or equal to 12/6 close (15 days ago), 26.9% are below.
76.7% are above or equal to 12/5 close (16 days ago), 23.3% are below.
73.6% are above or equal to 12/4 close (17 days ago), 26.4% are below.
74.4% are above or equal to 12/3 close (18 days ago), 25.6% are below.
70.5% are above or equal to 12/2 close (19 days ago), 29.5% are below.
67.8% are above or equal to 11/29 close (20 days ago), 32.2% are below.
66.7% are above or equal to 11/27 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.1% new highs, 1.6% new lows
21d: 19.6% new highs, 1.5% new lows
42d: 13.6% new highs, 0.8% new lows
63d: 12.2% new highs, 0.7% new lows
126d: 10.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 53.1% above, 46.9% below
3-day: 52.5% above, 47.5% below
4-day: 55.9% above, 44.1% below
5-day: 61.8% above, 38.2% below
8-day: 79.3% above, 20.7% below
10-day: 85.1% above, 14.9% below
20-day: 80.0% above, 20.0% below
50-day: 69.8% above, 30.2% below
200-day: 74.8% above, 25.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(57): 0.95% Top=INVN YGE TSL SPWR CSIQ GTAT TQNT SWKS ….. OVTI MEI BRCM MXIM CRUS MU BRKR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.94% Top=CROX PAY ZQK MAT BERY SCSS CCK WWW ….. JAH MLHR AVY ECL BC PBI AVP HAR=Bottom (Consumer)
RETA(73): 0.51% Top=EXPR SHLD ASNA WFM M ANN FIVE TIF ….. FINL SFM AN BBY ANF AMZN RAD LQDT=Bottom (Retail & Specialty Retail)
LEIS(28): 0.49% Top=CZR BYD YUM DNKN MGM WYNN PNRA EAT ….. MCD EXPE SBUX CAKE WEN BKW MPEL SEAS=Bottom (Leisure)
COHW(47): 0.39% Top=CAMP SYNA LXK ARUN PLCM JNPR SWIR CSCO ….. HPQ HRS UBNT TMUS AAPL VIP WIN TDS=Bottom (Computer Hardware/Telecom)
MATE(35): 0.32% Top=EXP MDR MAS SPF VMC DHI MDC AWI ….. OC CLH WCN PWR BZH RSG APOG TTS=Bottom (Materials & Construction)
COSW(86): 0.31% Top=NQ CTXS SYMC FEYE N SOHU CNQR EVTC ….. YHOO SFLY EA TTWO MKTO UIS GRPN FB=Bottom (Computer Software/Internet)
HEAL(53): 0.24% Top=HNT MOH THC HCA BKD CNC PRXL CYH ….. HOLX WLP STJ HUM MR ESRX OPK PINC=Bottom (Health)
MANU(41): 0.17% Top=JKS ITT DDD FLS MRC TKR LII BWC ….. ROK AGCO MTW GNRC GTLS ATI DRC ETN=Bottom (Manufacturing)
INSU(41): 0.10% Top=CLGX PRE VR AFSI MBI ALL ORI L ….. LNC GNW AFL MTG RDN MET CNO AMBC=Bottom (Insurance)
CHEM(32): 0.07% Top=WPZ EMN TROX MEOH DD HUN AXLL ROC ….. SXT ALB FMC GPRE ASH POT APD POL=Bottom (Chemicals/Fertilizers)
REAL(91): 0.07% Top=EJ ELS RHP AMT SNH PKY PMT STWD ….. LRY KIM STAR O CYS IVR NSM IEP=Bottom (Real Estate)
DISV(53): 0.00% Top=RRD HRB WTW PRAA SBAC G KBR RGS ….. Z ACM FCN CXW ADT FLT PCLN MYGN=Bottom (Diversified Services)
TRAN(28): -0.21% Top=UAL JBLU CHRW SAVE DAL LUV KSU CSX ….. WERN SWFT NSC TRN CNW NAT NM DSX=Bottom (Transportation)
FINA(87): -0.22% Top=DFS RY PHH ARCC OCN CIT NTRS AXP ….. C BAC MS PNC FMER APO FULT CG=Bottom (Banks/Financials)
ENER(115): -0.77% Top=MMP ETP MWE ACMP EPD TLLP PAA APL ….. FANG PDCE SGY OAS BCEI PVA CRK SN=Bottom (Energy)
META(29): -1.25% Top=SCCO CCJ SLCA AKS FCX TCK CLF BTU ….. AEM EGO NEM CDE SSRI GG MCP 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 3:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 1:15 pm ET
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 953.

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

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

COMPARED TO YESTERDAY’S RANGE
21.5% of stocks are above yesterday’s high.
55.1% are above yesterday’s midpoint. (44.9% are below.)
15.0% are below yesterday’s low.
63.5% are inside yesterday’s range.
47.7% of stocks with today’s high > yesterday’s high. (52.3% less than).
43.2% of stocks with today’s low < yesterday’s low. (56.8% greater than).

EVIDENCE OF INTRADAY TREND
54.6% of stocks are above today’s open. (43.8% are below).
49.2% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
5.8% of stocks opened above yesterday’s high.
44.3% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.6% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
57.7% are in the top half. 42.3% of stocks are in the bottom half of today’s range.
17.5% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN
56.1% of stocks are above yesterday’s close. (43.9% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
0.7% are up 3.5% or more. 0.3% are down 3.5% or more.
76.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.3%…>=90:21.2%…>=80:35.4%…>=50:64.1%…<=20:10.4%…<=10:3.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.9%…>=50:81.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:78.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
21.5% above previous 1 highs, 15.0% below previous 1 lows
14.3% above previous 2 highs, 10.3% below previous 2 lows
14.0% above previous 3 highs, 6.4% below previous 3 lows
13.4% above previous 4 highs, 4.7% below previous 4 lows
13.0% above previous 5 highs, 2.9% below previous 5 lows
12.7% above previous 6 highs, 2.2% below previous 6 lows
12.5% above previous 7 highs, 1.3% below previous 7 lows
12.3% above previous 8 highs, 1.3% below previous 8 lows
11.8% above previous 9 highs, 1.3% below previous 9 lows
11.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
56.1% are above or equal to 12/27 close (1 days ago), 43.9% are below.
54.4% are above or equal to 12/26 close (2 days ago), 45.6% are below.
61.1% are above or equal to 12/24 close (3 days ago), 38.9% are below.
71.1% are above or equal to 12/23 close (4 days ago), 28.9% are below.
82.3% are above or equal to 12/20 close (5 days ago), 17.7% are below.
89.1% are above or equal to 12/19 close (6 days ago), 10.9% are below.
81.5% are above or equal to 12/18 close (7 days ago), 18.5% are below.
89.1% are above or equal to 12/17 close (8 days ago), 10.9% are below.
88.6% are above or equal to 12/16 close (9 days ago), 11.4% are below.
88.5% are above or equal to 12/13 close (10 days ago), 11.5% are below.
89.5% are above or equal to 12/12 close (11 days ago), 10.5% are below.
87.4% are above or equal to 12/11 close (12 days ago), 12.6% are below.
76.4% are above or equal to 12/10 close (13 days ago), 23.6% are below.
72.1% are above or equal to 12/9 close (14 days ago), 27.9% are below.
73.3% are above or equal to 12/6 close (15 days ago), 26.7% are below.
77.0% are above or equal to 12/5 close (16 days ago), 23.0% are below.
73.6% are above or equal to 12/4 close (17 days ago), 26.4% are below.
73.9% are above or equal to 12/3 close (18 days ago), 26.1% are below.
70.6% are above or equal to 12/2 close (19 days ago), 29.4% are below.
68.0% are above or equal to 11/29 close (20 days ago), 32.0% are below.
66.5% are above or equal to 11/27 close (21 days ago), 33.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.4% new highs, 1.5% new lows
21d: 16.8% new highs, 1.4% new lows
42d: 11.8% new highs, 0.7% new lows
63d: 10.6% new highs, 0.6% new lows
126d: 8.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 54.8% above, 45.2% below
3-day: 55.6% above, 44.4% below
4-day: 57.2% above, 42.8% below
5-day: 63.4% above, 36.6% below
8-day: 80.6% above, 19.4% below
10-day: 86.8% above, 13.2% below
20-day: 81.5% above, 18.5% below
50-day: 70.3% above, 29.7% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(57): 0.84% Top=INVN TSL YGE CSIQ SPWR GTAT SUNE TQNT ….. AMBA MU CREE MXIM MEI CRUS BRKR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.79% Top=CROX SCSS MAT BERY PAY CRI UA SHOO ….. LEG JAH PG AVY AVP PBI BC HAR=Bottom (Consumer)
COHW(47): 0.51% Top=CAMP SYNA ARUN OLED LXK JNPR PLCM CCI ….. HPQ ARRS GOGO HRS AAPL WIN TDS VIP=Bottom (Computer Hardware/Telecom)
MATE(35): 0.49% Top=MDR EXP MAS SPF FAST DAR MLM VMC ….. APOG CLH WM CVA WCN PWR TTS RSG=Bottom (Materials & Construction)
RETA(73): 0.45% Top=EXPR SHLD ASNA WFM AEO OUTR M FIVE ….. FINL RAD JCP AMZN GME NFLX LQDT BBY=Bottom (Retail & Specialty Retail)
COSW(86): 0.31% Top=NQ CTXS SYMC SOHU CNQR N CRM FFIV ….. WWWW EA YHOO TTWO UIS MKTO FB GRPN=Bottom (Computer Software/Internet)
LEIS(28): 0.29% Top=WYNN BYD EAT PNRA MGM CZR YUM KKD ….. EXPE CAKE BLMN SBUX WEN BKW MPEL SEAS=Bottom (Leisure)
HEAL(53): 0.25% Top=MOH HNT CNC THC HCA DXCM WCG CYH ….. ESRX BAX STJ EW EVHC MR OPK PINC=Bottom (Health)
INSU(41): 0.23% Top=PRE CLGX AFSI ALL ORI MBI L FAF ….. MTG RDN AGO LNC GNW MET CNO AMBC=Bottom (Insurance)
MANU(41): 0.17% Top=JKS ITT DDD MRC FLS JOY MHK TKR ….. ROK HON ATI DHR GNRC DRC ETN BGC=Bottom (Manufacturing)
CHEM(32): 0.06% Top=WPZ EMN MEOH DD HUN AXLL ROC PPG ….. GRA FMC GPRE POT TROX OLN APD POL=Bottom (Chemicals/Fertilizers)
REAL(91): 0.05% Top=EJ DFT SNH RHP TCO ELS PKY SRC ….. KIM PPS O ESS LRY IVR NSM IEP=Bottom (Real Estate)
DISV(53): -0.11% Top=RRD RGS KBR G MCO HRB SBAC WTW ….. HPY TTEK DV CXW ADT PCLN FLT MYGN=Bottom (Diversified Services)
FINA(87): -0.19% Top=PHH DFS RY EFX FNFG OCN TCBI NTRS ….. RJF FMER PNC WETF FRC CME FULT APO=Bottom (Banks/Financials)
TRAN(28): -0.40% Top=UAL CHRW DAL LUV JBLU CSX CNI ALK ….. WERN JBHT CNW NAT TRN SWFT DSX NM=Bottom (Transportation)
META(29): -0.44% Top=SLCA SCCO CCJ FCX CLF BTU TCK AKS ….. NEM MCP SLW STLD CDE GG X RGLD=Bottom (Metals & Mining)
ENER(115): -0.59% Top=MMP ACMP IOC PAA ETP EPD BBEP APL ….. SGY LPI CRK OAS CLR PXD SN PVA=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 11:36 am ET
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 953.

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
18.4% of stocks are above yesterday’s high.
52.7% are above yesterday’s midpoint. (47.3% are below.)
17.0% are below yesterday’s low.
64.6% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
40.8% of stocks with today’s low < yesterday’s low. (59.2% greater than).

EVIDENCE OF INTRADAY TREND
52.8% of stocks are above today’s open. (45.9% are below).
46.0% of stocks are above today’s open and yesterday’s close.
41.0% are below both.
5.8% of stocks opened above yesterday’s high.
44.3% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.6% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
52.4% are in the top half. 47.6% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
12.2% are in the bottom 10%.

GAIN
52.7% of stocks are above yesterday’s close. (47.3% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
81.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.8%…>=90:18.9%…>=80:33.4%…>=50:63.1%…<=20:11.0%…<=10:3.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.8%…>=50:80.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:77.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.4% above previous 1 highs, 17.0% below previous 1 lows
12.2% above previous 2 highs, 11.1% below previous 2 lows
11.8% above previous 3 highs, 6.8% below previous 3 lows
11.0% above previous 4 highs, 4.5% below previous 4 lows
10.8% above previous 5 highs, 2.9% below previous 5 lows
10.7% above previous 6 highs, 2.2% below previous 6 lows
10.7% above previous 7 highs, 1.4% below previous 7 lows
10.4% above previous 8 highs, 1.3% below previous 8 lows
10.2% above previous 9 highs, 1.2% below previous 9 lows
10.1% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.7% are above or equal to 12/27 close (1 days ago), 47.3% are below.
53.2% are above or equal to 12/26 close (2 days ago), 46.8% are below.
60.0% are above or equal to 12/24 close (3 days ago), 40.0% are below.
70.0% are above or equal to 12/23 close (4 days ago), 30.0% are below.
82.3% are above or equal to 12/20 close (5 days ago), 17.7% are below.
89.1% are above or equal to 12/19 close (6 days ago), 10.9% are below.
80.7% are above or equal to 12/18 close (7 days ago), 19.3% are below.
88.6% are above or equal to 12/17 close (8 days ago), 11.4% are below.
88.4% are above or equal to 12/16 close (9 days ago), 11.6% are below.
88.7% are above or equal to 12/13 close (10 days ago), 11.3% are below.
89.0% are above or equal to 12/12 close (11 days ago), 11.0% are below.
87.2% are above or equal to 12/11 close (12 days ago), 12.8% are below.
75.9% are above or equal to 12/10 close (13 days ago), 24.1% are below.
72.1% are above or equal to 12/9 close (14 days ago), 27.9% are below.
72.8% are above or equal to 12/6 close (15 days ago), 27.2% are below.
76.8% are above or equal to 12/5 close (16 days ago), 23.2% are below.
73.5% are above or equal to 12/4 close (17 days ago), 26.5% are below.
73.5% are above or equal to 12/3 close (18 days ago), 26.5% are below.
69.9% are above or equal to 12/2 close (19 days ago), 30.1% are below.
66.9% are above or equal to 11/29 close (20 days ago), 33.1% are below.
65.5% are above or equal to 11/27 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.3% new highs, 1.5% new lows
21d: 15.6% new highs, 1.4% new lows
42d: 10.5% new highs, 0.7% new lows
63d: 9.5% new highs, 0.6% new lows
126d: 7.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.9% above, 49.1% below
3-day: 51.9% above, 48.1% below
4-day: 55.4% above, 44.6% below
5-day: 60.8% above, 39.2% below
8-day: 80.5% above, 19.5% below
10-day: 86.1% above, 13.9% below
20-day: 81.2% above, 18.8% below
50-day: 70.1% above, 29.9% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(57): 0.78% Top=INVN TSL YGE CSIQ SPWR GTAT CY FSLR ….. KLAC MXIM OVTI CW CRUS CREE BRKR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.64% Top=CROX FNP DECK SHOO SCSS SEE CRI WWW ….. AVP JAH PKG AVY GT BC IRBT HAR=Bottom (Consumer)
RETA(73): 0.45% Top=EXPR SHLD FRAN M DANG ANN WFM OUTR ….. SBH ANF GNC AMZN GME LQDT BBY NFLX=Bottom (Retail & Specialty Retail)
COHW(47): 0.40% Top=CAMP SYNA ARUN JNPR OLED PLCM AMX WDC ….. TMUS HPQ HRS AAPL WIN TDS VIP GOGO=Bottom (Computer Hardware/Telecom)
MATE(35): 0.30% Top=FAST MDC MAS VMC EXP MLM DHI BECN ….. USG CLH PWR CVA WCN WM APOG RSG=Bottom (Materials & Construction)
LEIS(28): 0.13% Top=PNRA EAT WYNN MGM CZR LVS BYD YUM ….. SBUX SIX BKW EXPE WEN MPEL BLMN SEAS=Bottom (Leisure)
COSW(86): 0.10% Top=NQ CTXS SYMC CNQR FFIV TRLA SFUN IGT ….. LNKD WWWW MKTO YELP TTWO UIS FB GRPN=Bottom (Computer Software/Internet)
HEAL(53): 0.06% Top=MOH DXCM RMD WX HNT CNC CYH HCA ….. WLP STJ UHS ESRX OPK EW PINC MR=Bottom (Health)
INSU(41): 0.05% Top=PRE MBI ALL ORI AXS PGR CLGX TRV ….. MET AGO MTG CNO AFSI GNW RDN AMBC=Bottom (Insurance)
MANU(41): 0.05% Top=JKS DDD MRC ITT JOY MHK FLS TKR ….. MTW DRC ATI ETN GNRC TEX BGC WOR=Bottom (Manufacturing)
CHEM(32): 0.04% Top=GPRE CF WPZ MEOH EMN MOS IFF ALB ….. LYB FMC POT ASH OLN APD CE POL=Bottom (Chemicals/Fertilizers)
REAL(91): 0.02% Top=DFT TCO SNH EJ EXR AMT SPG SKT ….. IVR RLGY CUBE ESS LRY STAR NSM IEP=Bottom (Real Estate)
FINA(87): -0.12% Top=DFS PHH JNS ACAS RY FSC BX NTRS ….. ICE PNC BKU CG CME FMER FRC FULT=Bottom (Banks/Financials)
DISV(53): -0.19% Top=KBR G MA RGS MCO HRB WTW RRD ….. DLX URI ADT TTEK CXW FLT PCLN MYGN=Bottom (Diversified Services)
TRAN(28): -0.45% Top=CHRW LUV CSX UAL DAL CNI EXPD GLNG ….. ALK TRN CNW WAB SAVE SWFT DSX NM=Bottom (Transportation)
META(29): -0.47% Top=CCJ SCCO SLCA AKS CLF FCX WLT TCK ….. AEM ANR SLW STLD X GG CDE RGLD=Bottom (Metals & Mining)
ENER(115): -0.52% Top=PAA EPB TLLP MMP APL EPD ETP XCO ….. CVI CRZO CLR HFC PXD SN PVA 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 11:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:15 am

Market Stats at 11:15 am ET
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 953.

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
19.1% of stocks are above yesterday’s high.
53.3% are above yesterday’s midpoint. (46.7% are below.)
16.7% are below yesterday’s low.
64.2% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
40.0% of stocks with today’s low < yesterday’s low. (60.0% greater than).

EVIDENCE OF INTRADAY TREND
52.8% of stocks are above today’s open. (45.2% are below).
46.4% of stocks are above today’s open and yesterday’s close.
39.7% are below both.
5.8% of stocks opened above yesterday’s high.
44.3% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
6.1% 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.
28.0% are in the top 20%.
53.6% are in the top half. 46.4% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
10.9% are in the bottom 10%.

GAIN
53.8% of stocks are above yesterday’s close. (46.2% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
82.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.5%…>=90:20.4%…>=80:33.2%…>=50:63.7%…<=20:10.5%…<=10:3.6%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.8%…>=50:80.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:77.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.1% above previous 1 highs, 16.7% below previous 1 lows
12.0% above previous 2 highs, 11.6% below previous 2 lows
11.3% above previous 3 highs, 6.9% below previous 3 lows
10.4% above previous 4 highs, 4.4% below previous 4 lows
10.2% above previous 5 highs, 2.7% below previous 5 lows
10.2% above previous 6 highs, 2.1% below previous 6 lows
10.1% above previous 7 highs, 1.5% below previous 7 lows
9.9% above previous 8 highs, 1.4% below previous 8 lows
9.7% above previous 9 highs, 1.4% below previous 9 lows
9.7% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.8% are above or equal to 12/27 close (1 days ago), 46.2% are below.
53.9% are above or equal to 12/26 close (2 days ago), 46.1% are below.
59.8% are above or equal to 12/24 close (3 days ago), 40.2% are below.
70.7% are above or equal to 12/23 close (4 days ago), 29.3% are below.
82.4% are above or equal to 12/20 close (5 days ago), 17.6% are below.
89.5% are above or equal to 12/19 close (6 days ago), 10.5% are below.
80.9% are above or equal to 12/18 close (7 days ago), 19.1% are below.
89.0% are above or equal to 12/17 close (8 days ago), 11.0% are below.
88.2% are above or equal to 12/16 close (9 days ago), 11.8% are below.
88.9% are above or equal to 12/13 close (10 days ago), 11.1% are below.
89.1% are above or equal to 12/12 close (11 days ago), 10.9% are below.
87.2% are above or equal to 12/11 close (12 days ago), 12.8% are below.
75.6% are above or equal to 12/10 close (13 days ago), 24.4% are below.
72.1% are above or equal to 12/9 close (14 days ago), 27.9% are below.
73.1% are above or equal to 12/6 close (15 days ago), 26.9% are below.
76.8% are above or equal to 12/5 close (16 days ago), 23.2% are below.
73.8% are above or equal to 12/4 close (17 days ago), 26.2% are below.
73.2% are above or equal to 12/3 close (18 days ago), 26.8% are below.
70.2% are above or equal to 12/2 close (19 days ago), 29.8% are below.
66.9% are above or equal to 11/29 close (20 days ago), 33.1% are below.
65.7% are above or equal to 11/27 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.6% new highs, 1.5% new lows
21d: 15.0% new highs, 1.4% new lows
42d: 10.0% new highs, 0.7% new lows
63d: 9.2% new highs, 0.6% new lows
126d: 7.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.4% above, 48.6% below
3-day: 53.0% above, 47.0% below
4-day: 55.5% above, 44.5% below
5-day: 61.3% above, 38.7% below
8-day: 81.1% above, 18.9% below
10-day: 86.1% above, 13.9% below
20-day: 80.8% above, 19.2% below
50-day: 70.1% above, 29.9% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(57): 0.78% Top=INVN YGE TSL CSIQ SPWR GTAT SWKS CY ….. MU CREE ONNN AMBA CW CRUS BRKR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.62% Top=CROX FNP DECK SHOO MAT CRI WWW SEE ….. JAH AVP AVY PBI GT BC IRBT HAR=Bottom (Consumer)
RETA(73): 0.39% Top=DANG FRAN EXPR OUTR M SHLD FIVE ANN ….. GNC SBH AAP AMZN GME LQDT NFLX BBY=Bottom (Retail & Specialty Retail)
COHW(47): 0.38% Top=CAMP SYNA JNPR ARUN OLED PLCM AMX CIEN ….. VRSN XLS HPQ TDS AAPL WIN VIP GOGO=Bottom (Computer Hardware/Telecom)
MATE(35): 0.35% Top=MDC FAST MAS MLM VMC EXP DHI SPF ….. PWR CLH WCN WM CVA TTS APOG RSG=Bottom (Materials & Construction)
LEIS(28): 0.10% Top=EAT CZR PNRA LVS MGM WYNN YUM DNKN ….. SBUX PNK EXPE BKW BLMN WEN MPEL SEAS=Bottom (Leisure)
COSW(86): 0.08% Top=NQ CTXS FFIV SYMC TRLA SFUN SOHU TIBX ….. LNKD WWWW EA TTWO MKTO FB UIS GRPN=Bottom (Computer Software/Internet)
REAL(91): 0.06% Top=DFT SNH TCO EXR AMT SPG ELS EJ ….. ESS RLGY IVR STAR CUBE LRY NSM IEP=Bottom (Real Estate)
MANU(41): 0.05% Top=JKS DDD ITT MRC MHK TKR JOY FLS ….. GNRC DRC MTW TEX ATI ETN BGC WOR=Bottom (Manufacturing)
INSU(41): -0.01% Top=ALL ORI PRE MBI PGR CB TRV L ….. PL MET AGO CNO AFSI RDN GNW AMBC=Bottom (Insurance)
HEAL(53): -0.06% Top=MOH WX DXCM RMD HNT CYH CNC SIRO ….. HLS ESRX UHS WLP EW OPK MR PINC=Bottom (Health)
FINA(87): -0.09% Top=DFS PHH JNS LAZ FSC ACAS RY NTRS ….. PNC CME CG ICE BKU FMER FRC FULT=Bottom (Banks/Financials)
CHEM(32): -0.12% Top=WPZ TROX IFF MOS CF DD MEOH MON ….. LYB OLN GRA FMC APD HUN CE POL=Bottom (Chemicals/Fertilizers)
DISV(53): -0.28% Top=KBR G MA MCO ATHN RGS RRD HRB ….. ADT TTEK FCN CXW PCLN FLT HPY MYGN=Bottom (Diversified Services)
TRAN(28): -0.28% Top=UAL CHRW LUV NAT JBLU CSX DAL CNI ….. GWR JBHT WAB TRN SWFT SAVE DSX NM=Bottom (Transportation)
ENER(115): -0.36% Top=ETP EPD PAA MMP EPB TLLP XCO ETE ….. EXXI CLR CVI PDCE HFC PXD SN LPI=Bottom (Energy)
META(29): -0.55% Top=SCCO AKS CCJ SLCA CLF ABX TCK FCX ….. ANR GG SLW STLD MCP X CDE 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 11:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 10:06 am ET
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 953.

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
19.4% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
14.9% are below yesterday’s low.
65.7% are inside yesterday’s range.
35.5% of stocks with today’s high > yesterday’s high. (64.5% less than).
34.1% of stocks with today’s low < yesterday’s low. (65.9% greater than).

EVIDENCE OF INTRADAY TREND
53.4% of stocks are above today’s open. (43.4% are below).
45.3% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
5.8% of stocks opened above yesterday’s high.
44.3% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
26.1% are in the top 20%.
54.1% are in the top half. 45.9% of stocks are in the bottom half of today’s range.
18.5% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN
54.5% of stocks are above yesterday’s close. (45.5% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.3% are down 3.5% or more.
89.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.5%…>=90:21.6%…>=80:36.3%…>=50:63.8%…<=20:10.2%…<=10:3.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.8%…>=50:80.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:78.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
19.4% above previous 1 highs, 14.9% below previous 1 lows
11.8% above previous 2 highs, 10.0% below previous 2 lows
10.8% above previous 3 highs, 6.8% below previous 3 lows
9.5% above previous 4 highs, 3.9% below previous 4 lows
9.3% above previous 5 highs, 2.2% below previous 5 lows
9.2% above previous 6 highs, 1.9% below previous 6 lows
8.8% above previous 7 highs, 1.0% below previous 7 lows
8.6% above previous 8 highs, 0.9% below previous 8 lows
8.3% above previous 9 highs, 0.8% below previous 9 lows
8.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
54.5% are above or equal to 12/27 close (1 days ago), 45.5% are below.
53.5% are above or equal to 12/26 close (2 days ago), 46.5% are below.
58.9% are above or equal to 12/24 close (3 days ago), 41.1% are below.
69.9% are above or equal to 12/23 close (4 days ago), 30.1% are below.
82.0% are above or equal to 12/20 close (5 days ago), 18.0% are below.
89.4% are above or equal to 12/19 close (6 days ago), 10.6% are below.
81.0% are above or equal to 12/18 close (7 days ago), 19.0% are below.
89.7% are above or equal to 12/17 close (8 days ago), 10.3% are below.
88.4% are above or equal to 12/16 close (9 days ago), 11.6% are below.
88.7% are above or equal to 12/13 close (10 days ago), 11.3% are below.
88.9% are above or equal to 12/12 close (11 days ago), 11.1% are below.
87.0% are above or equal to 12/11 close (12 days ago), 13.0% are below.
75.0% are above or equal to 12/10 close (13 days ago), 25.0% are below.
72.7% are above or equal to 12/9 close (14 days ago), 27.3% are below.
72.1% are above or equal to 12/6 close (15 days ago), 27.9% are below.
77.3% are above or equal to 12/5 close (16 days ago), 22.7% are below.
74.1% are above or equal to 12/4 close (17 days ago), 25.9% are below.
72.8% are above or equal to 12/3 close (18 days ago), 27.2% are below.
70.2% are above or equal to 12/2 close (19 days ago), 29.8% are below.
66.9% are above or equal to 11/29 close (20 days ago), 33.1% are below.
65.6% are above or equal to 11/27 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.6% new highs, 1.3% new lows
21d: 12.0% new highs, 1.2% new lows
42d: 8.1% new highs, 0.5% new lows
63d: 7.5% new highs, 0.5% new lows
126d: 6.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 52.3% above, 47.7% below
3-day: 53.7% above, 46.3% below
4-day: 56.0% above, 44.0% below
5-day: 60.9% above, 39.1% below
8-day: 79.7% above, 20.3% below
10-day: 85.4% above, 14.6% below
20-day: 81.0% above, 19.0% below
50-day: 69.5% above, 30.5% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(57): 0.68% Top=TSL INVN YGE CSIQ SPWR SCTY SWKS FSLR ….. KLAC LLTC CREE MU MXIM MEI CAVM BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(115): 0.26% Top=SM HERO GDP BBG ETE EPL AREX APA ….. MPC MUSA SN WNR PXD CVI TSO HFC=Bottom (Energy)
META(29): 0.23% Top=AKS WLT CLF SCCO ANR BTU CCJ SXC ….. MCP NEM PAAS RGLD SSRI AUY SLW CDE=Bottom (Metals & Mining)
CONS(57): 0.22% Top=CROX FNP SEE CRI WWW SHOO TPX FBHS ….. PVH IP COH AVY IRBT ZQK GT HAR=Bottom (Consumer)
COHW(47): 0.21% Top=CAMP BBRY CIEN CCI PLCM JNPR UBNT LVLT ….. VRSN FNSR TDC WIN AAPL ARRS VIP GOGO=Bottom (Computer Hardware/Telecom)
MANU(41): 0.21% Top=JKS DDD JOY MTW ATI MRC FLS ITT ….. DOV ITW AME PCP PNR WOR GNRC ETN=Bottom (Manufacturing)
REAL(91): 0.18% Top=EJ EXR OFC ARCP VTR ELS SRC SPG ….. BRE RLGY KIM NSM PPS CUBE ESS IEP=Bottom (Real Estate)
INSU(41): 0.14% Top=MBI PRE WRB MTG ALL AFL CLGX TRV ….. AEL LNC FNF CNO SLF GNW RDN AMBC=Bottom (Insurance)
MATE(35): 0.11% Top=EXP MAS VMC MLM FAST TTS MDR FLR ….. HOV APOG CVA DHI RYL RSG KBH BZH=Bottom (Materials & Construction)
TRAN(28): 0.04% Top=NAT UAL DAL JBLU LUV CHRW TRN ODFL ….. KSU NSC CP UNP GWR WAB DSX NM=Bottom (Transportation)
LEIS(28): 0.03% Top=MGM CZR BYD LVS WYNN EAT TXRH WYN ….. SIX SBUX CAKE WEN BLMN MPEL SEAS BKW=Bottom (Leisure)
CHEM(32): 0.00% Top=WPZ MON CHMT MOS TROX CF ALB ASH ….. LYB ROC POT FMC APD CE GPRE POL=Bottom (Chemicals/Fertilizers)
RETA(73): -0.06% Top=DANG WFM M EXPR SPLS FRAN AEO FIVE ….. BBY JCP KORS VSI GME SFM NFLX LQDT=Bottom (Retail & Specialty Retail)
COSW(86): -0.09% Top=NQ SFUN SOHU TRLA FFIV TIBX BIDU ROVI ….. RAX YHOO CTRX UIS WWWW TTWO YELP GRPN=Bottom (Computer Software/Internet)
FINA(87): -0.15% Top=BX PHH WETF LAZ EFX DFS OCN ACAS ….. CG CIT PACW CSE FRC CME ICE FULT=Bottom (Banks/Financials)
HEAL(53): -0.30% Top=MOH RMD DXCM VOLC CNC ISRG COO SIRO ….. UHS CI MR ESRX EW HLS PINC OPK=Bottom (Health)
DISV(53): -0.33% Top=KBR HTZ WTW CAR SBAC MA R V ….. Z HPY RCII WOOF PCLN TTEK CXW MYGN=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 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:44 am

Market Stats at 9:43 am ET
by daytrend on 20131230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 952.

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
12.6% of stocks are above yesterday’s high.
48.5% are above yesterday’s midpoint. (51.5% are below.)
14.6% are below yesterday’s low.
72.8% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
26.8% of stocks with today’s low < yesterday’s low. (73.2% greater than).

EVIDENCE OF INTRADAY TREND
51.1% of stocks are above today’s open. (46.0% are below).
40.7% of stocks are above today’s open and yesterday’s close.
37.4% are below both.
5.7% of stocks opened above yesterday’s high.
44.2% of stocks opened above yesterday’s close. (47.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.6% of stocks are in the top 10% of today’s range.
23.1% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN
53.0% of stocks are above yesterday’s close. (47.0% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.4% are up 3.5% or more. 0.2% are down 3.5% or more.
92.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.4%…>=90:20.0%…>=80:30.9%…>=50:62.5%…<=20:9.9%…<=10:2.8%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.5%…>=50:80.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:77.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.6% above previous 1 highs, 14.6% below previous 1 lows
7.8% above previous 2 highs, 9.6% below previous 2 lows
7.0% above previous 3 highs, 6.4% below previous 3 lows
6.7% above previous 4 highs, 3.9% below previous 4 lows
6.4% above previous 5 highs, 2.1% below previous 5 lows
6.3% above previous 6 highs, 1.9% below previous 6 lows
5.9% above previous 7 highs, 0.9% below previous 7 lows
5.7% above previous 8 highs, 0.9% below previous 8 lows
5.6% above previous 9 highs, 0.9% below previous 9 lows
5.6% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
53.0% are above or equal to 12/27 close (1 days ago), 47.0% are below.
50.9% are above or equal to 12/26 close (2 days ago), 49.1% are below.
56.1% are above or equal to 12/24 close (3 days ago), 43.9% are below.
70.0% are above or equal to 12/23 close (4 days ago), 30.0% are below.
81.9% are above or equal to 12/20 close (5 days ago), 18.1% are below.
89.0% are above or equal to 12/19 close (6 days ago), 11.0% are below.
79.6% are above or equal to 12/18 close (7 days ago), 20.4% are below.
89.1% are above or equal to 12/17 close (8 days ago), 10.9% are below.
88.1% are above or equal to 12/16 close (9 days ago), 11.9% are below.
88.0% are above or equal to 12/13 close (10 days ago), 12.0% are below.
88.9% are above or equal to 12/12 close (11 days ago), 11.1% are below.
86.9% are above or equal to 12/11 close (12 days ago), 13.1% are below.
75.0% are above or equal to 12/10 close (13 days ago), 25.0% are below.
72.0% are above or equal to 12/9 close (14 days ago), 28.0% are below.
72.3% are above or equal to 12/6 close (15 days ago), 27.7% are below.
76.4% are above or equal to 12/5 close (16 days ago), 23.6% are below.
73.3% are above or equal to 12/4 close (17 days ago), 26.7% are below.
72.4% are above or equal to 12/3 close (18 days ago), 27.6% are below.
69.5% are above or equal to 12/2 close (19 days ago), 30.5% are below.
66.5% are above or equal to 11/29 close (20 days ago), 33.5% are below.
65.1% are above or equal to 11/27 close (21 days ago), 34.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.9% new highs, 0.9% new lows
21d: 8.4% new highs, 0.8% new lows
42d: 6.0% new highs, 0.4% new lows
63d: 5.7% new highs, 0.4% new lows
126d: 4.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 49.1% above, 50.9% below
3-day: 50.8% above, 49.2% below
4-day: 52.9% above, 47.1% below
5-day: 60.8% above, 39.2% below
8-day: 79.2% above, 20.8% below
10-day: 85.8% above, 14.2% below
20-day: 80.3% above, 19.7% below
50-day: 69.1% above, 30.9% below
200-day: 74.5% above, 25.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(56): 0.39% Top=TSL INVN SPWR SCTY FSLR JBL SWKS CSIQ ….. AMBA MXIM KLAC TRMB CAVM OVTI BRKR MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.19% Top=JKS DDD JOY GNRC BGC BWC PH EMR ….. DOV ITT WOR PNR ITW PCP GTLS ETN=Bottom (Manufacturing)
MATE(35): 0.17% Top=VMC MLM PHM EXP MDR FAST EME FLR ….. BECN CLH WCN DHI CVA APOG KBH RSG=Bottom (Materials & Construction)
CONS(57): 0.16% Top=CROX FNP WWW CRI BLL MLHR CCK BMS ….. PBI UA COH BC IRBT ZQK HAR GT=Bottom (Consumer)
ENER(115): 0.13% Top=COG RRC SM XCO MMP UPL PSX RIG ….. EXXI FANG LPI MTDR IOC PXD SN MUSA=Bottom (Energy)
INSU(41): 0.13% Top=PRE AFSI MTG WRB AXS RDN VR ACE ….. AON PL CNO TMK GNW AMBC AEL SLF=Bottom (Insurance)
REAL(91): 0.11% Top=EJ RLGY ARCP LXP AMT ELS SNH BXP ….. NRF KIM PPS BRE LRY CUBE ESS IEP=Bottom (Real Estate)
COHW(47): -0.02% Top=PLCM JNPR BBRY CSCO CIEN CCI AMX UBNT ….. BRCD PANW HPQ AAPL TDC ARRS GOGO VIP=Bottom (Computer Hardware/Telecom)
FINA(87): -0.04% Top=BX LAZ FITB DFS PHH IVZ FHN COF ….. BKU TCBI FULT STT CME CBOE ICE CG=Bottom (Banks/Financials)
CHEM(32): -0.05% Top=GPRE MON ASH SXT WPZ MOS CF ALB ….. LYB SIAL FMC AGU POT TROX CE POL=Bottom (Chemicals/Fertilizers)
TRAN(28): -0.11% Top=UAL LUV JBLU CHRW ODFL UPS DAL ALK ….. WAB KSU GWR GLNG NAT SWFT DSX NM=Bottom (Transportation)
RETA(73): -0.12% Top=DANG M WFM ASNA SPLS EXPR LB AEO ….. GME SFM LQDT JCP BBY RAD ZLC NFLX=Bottom (Retail & Specialty Retail)
META(29): -0.18% Top=AKS WLT SCCO CLF CCJ SXC ANR X ….. NEM AUY SLW PAAS SSRI RGLD MCP CDE=Bottom (Metals & Mining)
HEAL(53): -0.21% Top=RMD ALGN MOH MR PRXL XRAY COO WX ….. UHS SEM ESRX THC HNT HLS OPK PINC=Bottom (Health)
LEIS(28): -0.22% Top=MGM PNRA YUM SIX EAT MCD CCL HOT ….. KKD SBUX SEAS CZR WEN BKW BYD MPEL=Bottom (Leisure)
DISV(53): -0.37% Top=KBR WTW HTZ MA DV AAN R CTAS ….. TW TTEK PRAA BLOX PCLN CXW Z MYGN=Bottom (Diversified Services)
COSW(86): -0.53% Top=FIS CTXS FFIV SYMC INTU ASIA NCR NQ ….. WBMD WWWW LNKD SINA TRLA FB YELP GRPN=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/29/2013

Filed under: Market Stats — daytrend @ 3:43 pm

Market Stats at End of Day
by daytrend on 20131227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 952.

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
16.0% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
19.6% are below yesterday’s low.
64.4% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
50.4% of stocks with today’s low < yesterday’s low. (49.6% greater than).

EVIDENCE OF INTRADAY TREND
40.5% of stocks are above today’s open. (57.1% are below).
36.7% of stocks are above today’s open and yesterday’s close.
46.2% are below both.
13.2% of stocks opened above yesterday’s high.
67.9% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
5.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.6% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN
49.3% of stocks are above yesterday’s close. (50.7% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
1.3% are up 3.5% or more. 0.5% are down 3.5% or more.
76.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.0%…>=90:24.1%…>=80:38.0%…>=50:67.9%…<=20:7.6%…<=10:2.0%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.4%…>=50:80.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.0% above previous 1 highs, 19.6% below previous 1 lows
15.2% above previous 2 highs, 10.3% below previous 2 lows
13.6% above previous 3 highs, 5.8% below previous 3 lows
12.9% above previous 4 highs, 2.6% below previous 4 lows
12.6% above previous 5 highs, 1.8% below previous 5 lows
12.0% above previous 6 highs, 1.1% below previous 6 lows
11.8% above previous 7 highs, 0.9% below previous 7 lows
11.7% above previous 8 highs, 0.9% below previous 8 lows
11.7% above previous 9 highs, 0.8% below previous 9 lows
11.2% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
49.3% are above or equal to 12/26 close (1 days ago), 50.7% are below.
58.1% are above or equal to 12/24 close (2 days ago), 41.9% are below.
70.0% are above or equal to 12/23 close (3 days ago), 30.0% are below.
82.7% are above or equal to 12/20 close (4 days ago), 17.3% are below.
89.3% are above or equal to 12/19 close (5 days ago), 10.7% are below.
80.6% are above or equal to 12/18 close (6 days ago), 19.4% are below.
89.7% are above or equal to 12/17 close (7 days ago), 10.3% are below.
88.8% are above or equal to 12/16 close (8 days ago), 11.2% are below.
88.6% are above or equal to 12/13 close (9 days ago), 11.4% are below.
89.2% are above or equal to 12/12 close (10 days ago), 10.8% are below.
86.7% are above or equal to 12/11 close (11 days ago), 13.3% are below.
74.5% are above or equal to 12/10 close (12 days ago), 25.5% are below.
70.5% are above or equal to 12/9 close (13 days ago), 29.5% are below.
71.6% are above or equal to 12/6 close (14 days ago), 28.4% are below.
75.2% are above or equal to 12/5 close (15 days ago), 24.8% are below.
73.3% are above or equal to 12/4 close (16 days ago), 26.7% are below.
72.4% are above or equal to 12/3 close (17 days ago), 27.6% are below.
69.7% are above or equal to 12/2 close (18 days ago), 30.3% are below.
66.4% are above or equal to 11/29 close (19 days ago), 33.6% are below.
65.4% are above or equal to 11/27 close (20 days ago), 34.6% are below.
66.7% are above or equal to 11/26 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.5% new highs, 1.2% new lows
21d: 22.7% new highs, 1.2% new lows
42d: 16.7% new highs, 0.5% new lows
63d: 15.2% new highs, 0.4% new lows
126d: 13.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 47.5% above, 52.5% below
3-day: 55.1% above, 44.9% below
4-day: 62.0% above, 38.0% below
5-day: 73.4% above, 26.6% below
8-day: 84.8% above, 15.2% below
10-day: 87.9% above, 12.1% below
20-day: 79.6% above, 20.4% below
50-day: 69.0% above, 31.0% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 2.26% Top=MCP WLT ANR CLF CDE BTU AA AKS ….. SLW NUE AEM GG SLCA EGO CCJ AUY=Bottom (Metals & Mining)
ENER(115): 0.90% Top=SN CRZO CRK GDP EPL SPN MHR NBR ….. HFC FTI ETE CVI PBF IOC PWE TSO=Bottom (Energy)
MATE(35): 0.47% Top=MDR CVA TTS HOV DHI MLM MDC CLH ….. WY WM AWI APOG RSG FLR MAS DAR=Bottom (Materials & Construction)
COHW(47): 0.19% Top=BBRY PANW JDSU ARRS AMX JNPR VIP FIO ….. AAPL SSYS XLS UBNT OLED SWIR WIN GOGO=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.17% Top=AMBA BRKR INVN JBL MSCC CRUS ITRI GRMN ….. TQNT SCTY FSLR MRVL MU CSIQ SPWR SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.12% Top=JKS JOY ATI BGC TEX MTW DRC MHK ….. ATU DE GTLS GNRC ITT PLL PCP DDD=Bottom (Manufacturing)
CHEM(32): 0.10% Top=SIAL WPZ HUN OLN CHMT POT ASH GPRE ….. APD IFF AXLL DOW AGU CF GRA MEOH=Bottom (Chemicals/Fertilizers)
HEAL(53): 0.01% Top=SEM PINC ISRG DXCM EW HNT THOR ESRX ….. BKD RMD HOLX STJ BSX ALGN HLS OPK=Bottom (Health)
FINA(87): -0.14% Top=APO PNC BXS FRC NYCB FMER FULT BX ….. PACW PSEC VOYA UMPQ CG KKR CME WETF=Bottom (Banks/Financials)
DISV(53): -0.15% Top=TYC ADS RRD WOOF HMSY TTEK MA LDOS ….. URI HTZ AL ULTA HRB PCLN FLT Z=Bottom (Diversified Services)
INSU(41): -0.15% Top=SLF ORI AFSI CLGX AJG BRO AIG AEL ….. LNC PRU HIG L CINF AMBC FNF RDN=Bottom (Insurance)
COSW(86): -0.19% Top=SINA BIDU NTES DBD SWI MKTO CDNS QLIK ….. EA TRIP SPLK GRPN TRLA NQ YELP FB=Bottom (Computer Software/Internet)
CONS(57): -0.28% Top=MAT CL ENR CLX CHD HAS PG GT ….. PBI LULU DECK FOSL HAR FNP ZQK SCSS=Bottom (Consumer)
LEIS(28): -0.32% Top=BKW CCL BLMN SEAS WYNN MCD DRI RCL ….. PNK LVS TXRH SIX WEN DNKN KKD BYD=Bottom (Leisure)
REAL(91): -0.37% Top=NSM CLI HME PPS VNO STAR COLE MAA ….. STWD MFA EJ NLY MTGE BXP AGNC HTS=Bottom (Real Estate)
RETA(73): -0.39% Top=DANG LQDT BURL OUTR BID PIR BIG DDS ….. LB SHLD WFM BBY VSI FIVE NFLX GME=Bottom (Retail & Specialty Retail)
TRAN(28): -0.52% Top=CNW EXPD CHRW GLNG WERN TRN ODFL WAB ….. CP DSX NM KSU JBLU SAVE DAL UAL=Bottom (Transportation)

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/

12/27/2013

Filed under: Market Stats — daytrend @ 11:49 am

Market Stats at 11:48 am ET
by daytrend on 20131227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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
15.1% of stocks are above yesterday’s high.
45.2% are above yesterday’s midpoint. (54.8% are below.)
18.6% are below yesterday’s low.
66.4% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND
38.7% of stocks are above today’s open. (59.0% are below).
34.6% of stocks are above today’s open and yesterday’s close.
46.8% are below both.
13.0% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (27.1% opened below yesterday’s close).
5.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.9% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
42.9% are in the top half. 57.1% of stocks are in the bottom half of today’s range.
23.7% are in the bottom 20%.
11.2% are in the bottom 10%.

GAIN
48.8% of stocks are above yesterday’s close. (51.2% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
80.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.9%…>=90:24.5%…>=80:36.7%…>=50:66.8%…<=20:8.4%…<=10:2.5%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.9%…>=50:79.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:76.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.1% above previous 1 highs, 18.6% below previous 1 lows
14.0% above previous 2 highs, 10.4% below previous 2 lows
11.8% above previous 3 highs, 6.8% below previous 3 lows
11.2% above previous 4 highs, 2.9% below previous 4 lows
11.2% above previous 5 highs, 2.3% below previous 5 lows
11.1% above previous 6 highs, 1.2% below previous 6 lows
10.8% above previous 7 highs, 1.2% below previous 7 lows
10.8% above previous 8 highs, 0.9% below previous 8 lows
10.7% above previous 9 highs, 0.8% below previous 9 lows
10.7% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
48.8% are above or equal to 12/26 close (1 days ago), 51.2% are below.
57.5% are above or equal to 12/24 close (2 days ago), 42.5% are below.
68.4% are above or equal to 12/23 close (3 days ago), 31.6% are below.
81.7% are above or equal to 12/20 close (4 days ago), 18.3% are below.
88.5% are above or equal to 12/19 close (5 days ago), 11.5% are below.
79.9% are above or equal to 12/18 close (6 days ago), 20.1% are below.
89.2% are above or equal to 12/17 close (7 days ago), 10.8% are below.
88.1% are above or equal to 12/16 close (8 days ago), 11.9% are below.
88.5% are above or equal to 12/13 close (9 days ago), 11.5% are below.
88.9% are above or equal to 12/12 close (10 days ago), 11.1% are below.
85.8% are above or equal to 12/11 close (11 days ago), 14.2% are below.
73.6% are above or equal to 12/10 close (12 days ago), 26.4% are below.
70.0% are above or equal to 12/9 close (13 days ago), 30.0% are below.
71.2% are above or equal to 12/6 close (14 days ago), 28.8% are below.
74.8% are above or equal to 12/5 close (15 days ago), 25.2% are below.
72.9% are above or equal to 12/4 close (16 days ago), 27.1% are below.
71.8% are above or equal to 12/3 close (17 days ago), 28.2% are below.
69.0% are above or equal to 12/2 close (18 days ago), 31.0% are below.
65.6% are above or equal to 11/29 close (19 days ago), 34.4% are below.
64.7% are above or equal to 11/27 close (20 days ago), 35.3% are below.
65.5% are above or equal to 11/26 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 20.3% new highs, 0.7% new lows
21d: 19.9% new highs, 0.7% new lows
42d: 15.3% new highs, 0.4% new lows
63d: 14.0% new highs, 0.3% new lows
126d: 12.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 46.1% above, 53.9% below
3-day: 52.5% above, 47.5% below
4-day: 63.2% above, 36.8% below
5-day: 71.2% above, 28.8% below
8-day: 84.1% above, 15.9% below
10-day: 87.1% above, 12.9% below
20-day: 78.9% above, 21.1% below
50-day: 67.9% above, 32.1% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.13% Top=MCP CLF WLT ANR CDE BTU AA X ….. GG SLW SLCA AEM EGO CCJ SSRI AUY=Bottom (Metals & Mining)
ENER(116): 0.49% Top=SN NFX NBR GDP CRK SPN EPL RIG ….. XCO MPC IOC CVI PWE TSO PBF DK=Bottom (Energy)
MATE(35): 0.31% Top=CVA TTS CLH DHI RYN TOL EXP EME ….. KBH FWLT WY WM FLR RSG DAR APOG=Bottom (Materials & Construction)
ELEC(56): 0.29% Top=AMBA CRUS INVN JBL GRMN ONNN TER SCTY ….. CW TQNT INTC KLAC MRVL SANM CSIQ SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.24% Top=BBRY PANW JDSU CAMP TDC SWIR VIP ARRS ….. SSYS T AAPL UBNT GOGO XLS OLED WIN=Bottom (Computer Hardware/Telecom)
MANU(41): 0.20% Top=JKS JOY ATI TEX MTW BGC WOR AGCO ….. BWC PCP FLS CAT PLL GNRC ATU DDD=Bottom (Manufacturing)
CHEM(32): 0.06% Top=SIAL ASH ALB POT TROX HUN PX CHMT ….. SXT DOW ROC GRA CF GPRE MEOH AGU=Bottom (Chemicals/Fertilizers)
COSW(85): 0.04% Top=NTES SINA BIDU SOHU SWI UIS ORCL CDNS ….. FB SPLK TRIP FEYE YELP GRPN TRLA NQ=Bottom (Computer Software/Internet)
HEAL(53): 0.03% Top=PINC ISRG DXCM SEM EW LH ESRX WCG ….. MR SYK HOLX PODD RMD HLS ALGN OPK=Bottom (Health)
FINA(87): -0.07% Top=PNC JNS BX FRC NYCB FMER HSBC CIT ….. VOYA CME KKR PACW PHH PSEC UMPQ WETF=Bottom (Banks/Financials)
DISV(55): -0.14% Top=TYC ADS VNTV WOOF DV FCN LDOS TTEK ….. URI MYGN HPY HRB RBA ATHN FLT Z=Bottom (Diversified Services)
INSU(41): -0.21% Top=SLF AJG AIG CLGX BRO PRE WRB WSH ….. PL HIG MTG AMBC FNF GNW L RDN=Bottom (Insurance)
CONS(57): -0.27% Top=MAT LEG CL CLX ENR PAY HAS CHD ….. MLHR VFC DECK IRBT SCSS ICON HAR FNP=Bottom (Consumer)
LEIS(28): -0.30% Top=BKW CCL RCL MCD EAT WYNN DRI EXPE ….. LVS TXRH PNK DNKN CZR MPEL KKD BYD=Bottom (Leisure)
RETA(74): -0.33% Top=DANG FRAN BID OUTR EBAY CPRT PIR KSS ….. SHLD FIVE BBY NFLX WFM BURL GME VSI=Bottom (Retail & Specialty Retail)
TRAN(27): -0.73% Top=CNW CHRW WAB TRN WERN EXPD UPS FDX ….. KSU LUV ALK JBLU SAVE DAL UAL NAT=Bottom (Transportation)
REAL(91): -0.75% Top=NSM CLI RHP MAA PKY SNH CUBE HPT ….. STWD SRC NLY MFA HTS AGNC MTGE BXP=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:15 am

Market Stats at 11:14 am ET
by daytrend on 20131227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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

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

COMPARED TO YESTERDAY’S RANGE
13.4% of stocks are above yesterday’s high.
45.8% are above yesterday’s midpoint. (54.2% are below.)
19.8% are below yesterday’s low.
66.8% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
40.8% of stocks with today’s low < yesterday’s low. (59.2% greater than).

EVIDENCE OF INTRADAY TREND
38.3% of stocks are above today’s open. (59.3% are below).
34.4% of stocks are above today’s open and yesterday’s close.
44.5% are below both.
13.0% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (27.1% opened below yesterday’s close).
5.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
6.0% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
42.9% are in the top half. 57.1% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN
51.7% of stocks are above yesterday’s close. (48.3% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.6% are up 3.5% or more. 1.0% are down 3.5% or more.
82.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:15.8%…>=90:25.5%…>=80:37.6%…>=50:68.8%…<=20:8.4%…<=10:2.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:6.0%…>=50:79.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:76.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.4% above previous 1 highs, 19.8% below previous 1 lows
12.4% above previous 2 highs, 12.2% below previous 2 lows
10.6% above previous 3 highs, 7.4% below previous 3 lows
9.9% above previous 4 highs, 2.8% below previous 4 lows
9.6% above previous 5 highs, 2.0% below previous 5 lows
9.5% above previous 6 highs, 1.0% below previous 6 lows
9.4% above previous 7 highs, 1.0% below previous 7 lows
9.3% above previous 8 highs, 0.9% below previous 8 lows
9.2% above previous 9 highs, 0.8% below previous 9 lows
9.1% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
51.7% are above or equal to 12/26 close (1 days ago), 48.3% are below.
58.6% are above or equal to 12/24 close (2 days ago), 41.4% are below.
69.0% are above or equal to 12/23 close (3 days ago), 31.0% are below.
81.2% are above or equal to 12/20 close (4 days ago), 18.8% are below.
88.6% are above or equal to 12/19 close (5 days ago), 11.4% are below.
79.6% are above or equal to 12/18 close (6 days ago), 20.4% are below.
88.9% are above or equal to 12/17 close (7 days ago), 11.1% are below.
88.2% are above or equal to 12/16 close (8 days ago), 11.8% are below.
88.7% are above or equal to 12/13 close (9 days ago), 11.3% are below.
89.1% are above or equal to 12/12 close (10 days ago), 10.9% are below.
86.6% are above or equal to 12/11 close (11 days ago), 13.4% are below.
74.3% are above or equal to 12/10 close (12 days ago), 25.7% are below.
70.9% are above or equal to 12/9 close (13 days ago), 29.1% are below.
71.6% are above or equal to 12/6 close (14 days ago), 28.4% are below.
75.1% are above or equal to 12/5 close (15 days ago), 24.9% are below.
72.9% are above or equal to 12/4 close (16 days ago), 27.1% are below.
71.8% are above or equal to 12/3 close (17 days ago), 28.2% are below.
69.0% are above or equal to 12/2 close (18 days ago), 31.0% are below.
65.4% are above or equal to 11/29 close (19 days ago), 34.6% are below.
64.3% are above or equal to 11/27 close (20 days ago), 35.7% are below.
65.5% are above or equal to 11/26 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.5% new highs, 0.6% new lows
21d: 19.1% new highs, 0.6% new lows
42d: 14.7% new highs, 0.4% new lows
63d: 13.5% new highs, 0.3% new lows
126d: 12.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 48.4% above, 51.6% below
3-day: 54.8% above, 45.2% below
4-day: 63.0% above, 37.0% below
5-day: 71.1% above, 28.9% below
8-day: 84.0% above, 16.0% below
10-day: 86.7% above, 13.3% below
20-day: 79.2% above, 20.8% below
50-day: 68.2% above, 31.8% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(29): 1.00% Top=MCP CLF WLT ANR CDE BTU AA FCX ….. SLW TCK SLCA EGO AEM AUY CCJ SSRI=Bottom (Metals & Mining)
MATE(35): 0.34% Top=CVA CLH DHI TTS EXP TOL RYN RYL ….. MAS WY RSG WM FWLT FLR DAR APOG=Bottom (Materials & Construction)
ELEC(56): 0.34% Top=AMBA JBL GRMN INVN CRUS TER ITRI ATML ….. MEI TRMB CAVM CW MRVL INTC CSIQ SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.33% Top=BBRY PANW JDSU TDC ARRS CAMP VIP JNPR ….. SYNA FIO AAPL UBNT GOGO XLS OLED WIN=Bottom (Computer Hardware/Telecom)
ENER(116): 0.17% Top=SN NBR SPN RDC MHR NFX RIG WFT ….. VLO CVI WNR MPC PBF TSO PWE DK=Bottom (Energy)
MANU(41): 0.12% Top=JKS JOY TEX ATI MTW BGC WOR DRC ….. MHK GTLS DE CAT PLL ATU DDD GNRC=Bottom (Manufacturing)
CHEM(32): 0.09% Top=SIAL HUN ASH ALB POT OLN EMN CE ….. DD POL TROX DOW GRA CF AGU MEOH=Bottom (Chemicals/Fertilizers)
FINA(87): 0.00% Top=JNS PNC NYCB BX FRC FMER APO LAZ ….. OCN RY PACW CME PSEC KKR WETF UMPQ=Bottom (Banks/Financials)
COSW(85): -0.02% Top=SINA NTES BIDU UIS DBD CTXS CDNS SWI ….. LNKD FB TRIP FEYE YELP GRPN TRLA NQ=Bottom (Computer Software/Internet)
HEAL(53): -0.04% Top=ISRG DXCM THOR EW TMO LH CFN THC ….. EVHC HLS STJ HOLX CNC RMD ALGN OPK=Bottom (Health)
DISV(55): -0.11% Top=ADS TYC WOOF DV FCN VNTV RCII RRD ….. URI BLOX RGS HPY HRB FLT ATHN Z=Bottom (Diversified Services)
RETA(74): -0.20% Top=DANG FRAN BID OUTR CPRT EBAY CVS ZLC ….. RH BURL NFLX FIVE BBY GME WFM VSI=Bottom (Retail & Specialty Retail)
CONS(57): -0.21% Top=CL KMB MAT LEG CHD CLX PG HAS ….. TPX DECK SCSS ICON FNP IRBT FOSL HAR=Bottom (Consumer)
INSU(41): -0.24% Top=PRE SLF AJG WSH CLGX AIG BRO MBI ….. AGO MTG HIG AXS AFSI AMBC L RDN=Bottom (Insurance)
LEIS(28): -0.30% Top=CCL BKW RCL EAT MAR WYN MCD WYNN ….. SEAS SIX DNKN WEN MPEL CZR KKD BYD=Bottom (Leisure)
REAL(91): -0.76% Top=NSM RHP CLI MAA HCN PLD AIV RLGY ….. STWD SRC MFA NLY BXP AGNC HTS MTGE=Bottom (Real Estate)
TRAN(27): -0.89% Top=CNW CHRW WAB EXPD WERN UPS TRN ODFL ….. DSX LUV ALK JBLU SAVE DAL UAL NAT=Bottom (Transportation)

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 11:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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