daytrend

01/31/2014

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

Closing Stats
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 969.

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
13.8% of stocks are above yesterday’s high.
38.2% are above yesterday’s midpoint. (61.8% are below.)
29.5% are below yesterday’s low.
56.7% are inside yesterday’s range.
35.5% of stocks with today’s high > yesterday’s high. (64.5% less than).
75.0% of stocks with today’s low < yesterday’s low. (25.0% greater than).

EVIDENCE OF INTRADAY TREND
73.9% of stocks are above today’s open. (25.3% are below).
31.2% of stocks are above today’s open and yesterday’s close.
24.4% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
3.5% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
58.0% are in the top half. 42.0% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN
32.8% of stocks are above yesterday’s close. (67.2% are below.)
1.1% are up 4.5% or more. 0.9% are down 4.5% or more.
1.9% are up 3.5% or more. 3.0% are down 3.5% or more.
52.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.6%…>=90:7.8%…>=80:15.8%…>=50:41.9%…<=20:17.5%…<=10:7.0%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:32.5%…<=20:3.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:35.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.8% above previous 1 highs, 29.5% below previous 1 lows
12.2% above previous 2 highs, 15.0% below previous 2 lows
10.4% above previous 3 highs, 13.5% below previous 3 lows
8.9% above previous 4 highs, 9.9% below previous 4 lows
7.2% above previous 5 highs, 9.5% below previous 5 lows
5.7% above previous 6 highs, 9.4% below previous 6 lows
5.4% above previous 7 highs, 9.4% below previous 7 lows
5.1% above previous 8 highs, 9.3% below previous 8 lows
5.1% above previous 9 highs, 9.1% below previous 9 lows
5.1% above previous 10 highs, 9.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
32.8% are above or equal to 1/30 close (1 days ago), 67.2% are below.
65.4% are above or equal to 1/29 close (2 days ago), 34.6% are below.
40.8% are above or equal to 1/28 close (3 days ago), 59.2% are below.
58.0% are above or equal to 1/27 close (4 days ago), 42.0% are below.
46.1% are above or equal to 1/24 close (5 days ago), 53.9% are below.
21.9% are above or equal to 1/23 close (6 days ago), 78.1% are below.
19.3% are above or equal to 1/22 close (7 days ago), 80.7% are below.
22.9% are above or equal to 1/21 close (8 days ago), 77.1% are below.
27.5% are above or equal to 1/17 close (9 days ago), 72.5% are below.
25.5% are above or equal to 1/16 close (10 days ago), 74.5% are below.
27.1% are above or equal to 1/15 close (11 days ago), 72.9% are below.
30.7% are above or equal to 1/14 close (12 days ago), 69.3% are below.
38.9% are above or equal to 1/13 close (13 days ago), 61.1% are below.
31.1% are above or equal to 1/10 close (14 days ago), 68.9% are below.
34.9% are above or equal to 1/9 close (15 days ago), 65.1% are below.
33.8% are above or equal to 1/8 close (16 days ago), 66.2% are below.
36.1% are above or equal to 1/7 close (17 days ago), 63.9% are below.
40.1% are above or equal to 1/6 close (18 days ago), 59.9% are below.
38.2% are above or equal to 1/3 close (19 days ago), 61.8% are below.
39.5% are above or equal to 1/2 close (20 days ago), 60.5% are below.
34.8% are above or equal to 12/31 close (21 days ago), 65.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.4% new highs, 23.6% new lows
21d: 9.3% new highs, 23.6% new lows
42d: 8.4% new highs, 16.1% new lows
63d: 5.8% new highs, 12.3% new lows
126d: 4.6% new highs, 5.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 32.2% above, 67.8% below
3-day: 49.7% above, 50.3% below
4-day: 46.2% above, 53.8% below
5-day: 49.7% above, 50.3% below
8-day: 32.1% above, 67.9% below
10-day: 28.8% above, 71.2% below
20-day: 30.1% above, 69.9% below
50-day: 44.1% above, 55.9% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.60% Top=CMG BYD WYNN CZR DPZ PNK SIX MGM ….. SBUX KKD MGAM LVS CCL HMIN RCL ARCO=Bottom (Leisure)
MATE(34): 0.53% Top=RYL LEN MTH PHM DHI HOV MDC TOL ….. FLR RSG MDR FAST NCS EME TTS WY=Bottom (Materials & Construction)
REAL(84): 0.42% Top=CWH DLR NLY DRE CLNY PPS HCN RPAI ….. HPT CBG ARCP PKY ACC RHP EJ NSM=Bottom (Real Estate)
ENER(110): -0.26% Top=GDP REXX GPOR ETP EPD MHR NOV MMP ….. WPX SPN ROSE EXXI SFY CRZO CVX AREX=Bottom (Energy)
COSW(92): -0.27% Top=PFPT UIS CSC NQ FEYE GOOG MSFT FB ….. SINA CVLT NOW GRPN FTNT SYMC CNQR N=Bottom (Computer Software/Internet)
TRAN(33): -0.31% Top=KEX DSX ALK CNI GLNG CSX TDW CHRW ….. UNP LUV UAL WERN TRN CNW XPO JBLU=Bottom (Transportation)
MANU(44): -0.34% Top=MTW GNRC TEX MHK CAT GTLS BGG BWC ….. BGC ATI AGCO TKR DDD KMT DOV JKS=Bottom (Manufacturing)
RETA(69): -0.46% Top=BBY WSM SFM NFLX SBH ANN RH GNC ….. LINTA ANF ZLC SIG DKS SPLS DDS AMZN=Bottom (Retail & Specialty Retail)
CHEM(32): -0.50% Top=EMN GPRE LYB DOW POT ROC POL GRA ….. SIAL AXLL PPG HUN ASH FMC CE MEOH=Bottom (Chemicals/Fertilizers)
CONS(59): -0.55% Top=FBHS UA NWL IP HAR FNP PKG CLX ….. VFC HBI LULU BC PBI FOSL HAS MAT=Bottom (Consumer)
HEAL(58): -0.56% Top=DXCM CYH MD HOLX ALGN HCA THC UHS ….. WLP ISRG CFN A OPK CSII WX IRWD=Bottom (Health)
ELEC(57): -0.60% Top=CPHD CGNX AMCC GTAT BRCM VECO NXPI SPWR ….. TEL SCTY CAVM TRMB ONNN TSL YGE CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): -0.92% Top=TYC MYGN XRS PRAA ATHN Z HRB SCI ….. V GPN URS VNTV FLT ADS ADT MA=Bottom (Diversified Services)
INSU(41): -0.98% Top=FNF RDN AGO FAF LNC CNO AON AIZ ….. AXS WRB AIG PRE ALL RNR CB VR=Bottom (Insurance)
META(27): -1.01% Top=RGLD GG AEM BTU AKS ABX CLF SWC ….. CNX PAAS CDE AUY CCJ AA SLCA NEM=Bottom (Metals & Mining)
COHW(48): -1.16% Top=JDSU FNSR QCOM VZ BCE TWTC TDS LVLT ….. BBRY NSR SMCI ARUN INFN PANW GOGO FIO=Bottom (Computer Hardware/Telecom)
FINA(92): -1.32% Top=BX CBOE FNFG CME SBNY LAZ TCBI LPLA ….. SUSQ UMPQ RF TCB OCN ASBC EWBC FULT=Bottom (Banks/Financials)

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/

Advertisements

Filed under: Market Stats — daytrend @ 3:26 pm

Market Stats at 3:26 pm ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 969.

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
16.8% of stocks are above yesterday’s high.
45.1% are above yesterday’s midpoint. (54.9% are below.)
21.9% are below yesterday’s low.
61.3% are inside yesterday’s range.
35.4% of stocks with today’s high > yesterday’s high. (64.6% less than).
74.9% of stocks with today’s low < yesterday’s low. (25.1% greater than).

EVIDENCE OF INTRADAY TREND
81.1% of stocks are above today’s open. (18.3% are below).
36.6% of stocks are above today’s open and yesterday’s close.
17.4% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.7% of stocks are in the top 10% of today’s range.
25.9% are in the top 20%.
74.7% are in the top half. 25.3% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN
38.8% of stocks are above yesterday’s close. (61.2% are below.)
1.2% are up 4.5% or more. 0.9% are down 4.5% or more.
2.3% are up 3.5% or more. 2.3% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.0%…>=90:8.3%…>=80:18.4%…>=50:48.1%…<=20:15.3%…<=10:6.3%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:34.3%…<=20:3.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.8% above previous 1 highs, 21.9% below previous 1 lows
14.4% above previous 2 highs, 9.9% below previous 2 lows
12.2% above previous 3 highs, 9.0% below previous 3 lows
10.2% above previous 4 highs, 6.4% below previous 4 lows
8.0% above previous 5 highs, 6.0% below previous 5 lows
6.7% above previous 6 highs, 5.7% below previous 6 lows
6.1% above previous 7 highs, 5.7% below previous 7 lows
5.8% above previous 8 highs, 5.6% below previous 8 lows
5.8% above previous 9 highs, 5.6% below previous 9 lows
5.8% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.8% are above or equal to 1/30 close (1 days ago), 61.2% are below.
69.9% are above or equal to 1/29 close (2 days ago), 30.1% are below.
45.4% are above or equal to 1/28 close (3 days ago), 54.6% are below.
61.9% are above or equal to 1/27 close (4 days ago), 38.1% are below.
49.5% are above or equal to 1/24 close (5 days ago), 50.5% are below.
24.0% are above or equal to 1/23 close (6 days ago), 76.0% are below.
20.5% are above or equal to 1/22 close (7 days ago), 79.5% are below.
24.3% are above or equal to 1/21 close (8 days ago), 75.7% are below.
28.5% are above or equal to 1/17 close (9 days ago), 71.5% are below.
26.3% are above or equal to 1/16 close (10 days ago), 73.7% are below.
28.4% are above or equal to 1/15 close (11 days ago), 71.6% are below.
31.5% are above or equal to 1/14 close (12 days ago), 68.5% are below.
39.8% are above or equal to 1/13 close (13 days ago), 60.2% are below.
31.9% are above or equal to 1/10 close (14 days ago), 68.1% are below.
36.1% are above or equal to 1/9 close (15 days ago), 63.9% are below.
35.1% are above or equal to 1/8 close (16 days ago), 64.9% are below.
37.8% are above or equal to 1/7 close (17 days ago), 62.2% are below.
40.9% are above or equal to 1/6 close (18 days ago), 59.1% are below.
39.6% are above or equal to 1/3 close (19 days ago), 60.4% are below.
40.1% are above or equal to 1/2 close (20 days ago), 59.9% are below.
36.4% are above or equal to 12/31 close (21 days ago), 63.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.4% new highs, 23.1% new lows
21d: 9.3% new highs, 23.1% new lows
42d: 8.4% new highs, 15.9% new lows
63d: 5.8% new highs, 12.1% new lows
126d: 4.6% new highs, 5.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.5% above, 62.5% below
3-day: 57.1% above, 42.9% below
4-day: 52.0% above, 48.0% below
5-day: 55.5% above, 44.5% below
8-day: 37.3% above, 62.7% below
10-day: 31.7% above, 68.3% below
20-day: 30.9% above, 69.1% below
50-day: 45.2% above, 54.8% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.78% Top=CMG BYD WYNN CZR BKW DPZ SIX SEAS ….. WYN KKD MGAM LVS CCL RCL HMIN ARCO=Bottom (Leisure)
MATE(34): 0.73% Top=RYL LEN PHM HOV MTH DHI MDC TOL ….. FLR MDR RSG FAST NCS EME TTS WY=Bottom (Materials & Construction)
REAL(84): 0.59% Top=DRE DLR CWH NLY PPS RPAI CLNY AGNC ….. CBG HPT ACC COLE PKY RHP EJ NSM=Bottom (Real Estate)
TRAN(33): 0.08% Top=KEX DSX ALK TDW GLNG CSX SWFT CNI ….. CP UNP CNW TRN LUV WERN JBLU XPO=Bottom (Transportation)
ENER(110): -0.03% Top=GDP REXX GPOR NOV ETP MHR EPD BAS ….. WPX SPN ROSE EXXI SFY CRZO AREX CVX=Bottom (Energy)
MANU(44): -0.10% Top=MTW GNRC TEX BGG MHK CAT PCP BWC ….. ATI GE AGCO DDD TKR KMT JKS DOV=Bottom (Manufacturing)
COSW(92): -0.12% Top=PFPT UIS CSC NQ FEYE GOOG FB MSFT ….. CVLT SINA GRPN NOW SYMC FTNT CNQR N=Bottom (Computer Software/Internet)
RETA(69): -0.21% Top=BBY WSM SFM SBH NFLX ANN GNC RH ….. ANF SIG LINTA DKS TSCO DDS SPLS AMZN=Bottom (Retail & Specialty Retail)
CHEM(32): -0.22% Top=EMN GPRE LYB GRA DOW ROC POL POT ….. CHMT PPG SIAL ASH HUN CE FMC MEOH=Bottom (Chemicals/Fertilizers)
CONS(59): -0.32% Top=FBHS UA NWL IP HAR FNP PKG CROX ….. VFC BC HBI FOSL PBI LULU HAS MAT=Bottom (Consumer)
HEAL(58): -0.41% Top=CYH DXCM HCA UHS EVHC MD HOLX THC ….. A CFN WLP ISRG CSII OPK WX IRWD=Bottom (Health)
ELEC(57): -0.44% Top=CPHD CGNX BRCM AMCC GTAT VECO NXPI IPGP ….. CSIQ FSLR FCS TSL SCTY ONNN YGE CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(41): -0.50% Top=FNF RDN AGO FAF CNO LNC AIZ MBI ….. PRE AIG AXS WRB ALL RNR CB VR=Bottom (Insurance)
DISV(54): -0.62% Top=TYC Z XRS PRAA MYGN ATHN RGS HRB ….. V GPN URS VNTV ADS FLT ADT MA=Bottom (Diversified Services)
META(27): -0.63% Top=RGLD GG AKS AEM BTU WLT CLF SWC ….. TCK CDE PAAS AUY AA CCJ SLCA NEM=Bottom (Metals & Mining)
FINA(92): -0.89% Top=BX CBOE FNFG CME LAZ KKR SBNY GHL ….. RF TCB FULT LM OCN ASBC EWBC WETF=Bottom (Banks/Financials)
COHW(48): -1.11% Top=JDSU FNSR VZ QCOM CIEN BCE TWTC TDS ….. BBRY SMCI ARUN NSR INFN GOGO FIO PANW=Bottom (Computer Hardware/Telecom)

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 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 1:14 pm ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 969.

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
13.9% of stocks are above yesterday’s high.
45.7% are above yesterday’s midpoint. (54.3% are below.)
23.5% are below yesterday’s low.
62.5% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
74.1% of stocks with today’s low < yesterday’s low. (25.9% greater than).

EVIDENCE OF INTRADAY TREND
81.4% of stocks are above today’s open. (18.1% are below).
34.6% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
15.7% of stocks are in the top 10% of today’s range.
35.8% are in the top 20%.
79.3% are in the top half. 20.7% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN
36.9% of stocks are above yesterday’s close. (63.1% are below.)
1.2% are up 4.5% or more. 0.7% are down 4.5% or more.
2.2% are up 3.5% or more. 1.3% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.5%…>=90:8.2%…>=80:17.2%…>=50:47.4%…<=20:15.4%…<=10:6.6%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.2%…<=20:2.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.9% above previous 1 highs, 23.5% below previous 1 lows
12.2% above previous 2 highs, 11.2% below previous 2 lows
10.7% above previous 3 highs, 9.8% below previous 3 lows
9.1% above previous 4 highs, 7.9% below previous 4 lows
6.8% above previous 5 highs, 7.5% below previous 5 lows
5.1% above previous 6 highs, 7.1% below previous 6 lows
4.5% above previous 7 highs, 7.0% below previous 7 lows
4.4% above previous 8 highs, 6.9% below previous 8 lows
4.4% above previous 9 highs, 6.9% below previous 9 lows
4.4% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.9% are above or equal to 1/30 close (1 days ago), 63.1% are below.
70.1% are above or equal to 1/29 close (2 days ago), 29.9% are below.
45.4% are above or equal to 1/28 close (3 days ago), 54.6% are below.
62.2% are above or equal to 1/27 close (4 days ago), 37.8% are below.
49.0% are above or equal to 1/24 close (5 days ago), 51.0% are below.
22.5% are above or equal to 1/23 close (6 days ago), 77.5% are below.
20.0% are above or equal to 1/22 close (7 days ago), 80.0% are below.
23.5% are above or equal to 1/21 close (8 days ago), 76.5% are below.
28.3% are above or equal to 1/17 close (9 days ago), 71.7% are below.
26.1% are above or equal to 1/16 close (10 days ago), 73.9% are below.
28.5% are above or equal to 1/15 close (11 days ago), 71.5% are below.
31.6% are above or equal to 1/14 close (12 days ago), 68.4% are below.
39.7% are above or equal to 1/13 close (13 days ago), 60.3% are below.
32.5% are above or equal to 1/10 close (14 days ago), 67.5% are below.
36.2% are above or equal to 1/9 close (15 days ago), 63.8% are below.
35.3% are above or equal to 1/8 close (16 days ago), 64.7% are below.
37.6% are above or equal to 1/7 close (17 days ago), 62.4% are below.
41.0% are above or equal to 1/6 close (18 days ago), 59.0% are below.
39.2% are above or equal to 1/3 close (19 days ago), 60.8% are below.
40.4% are above or equal to 1/2 close (20 days ago), 59.6% are below.
36.2% are above or equal to 12/31 close (21 days ago), 63.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.6% new highs, 22.8% new lows
21d: 7.6% new highs, 22.8% new lows
42d: 6.9% new highs, 15.8% new lows
63d: 4.6% new highs, 12.0% new lows
126d: 3.8% new highs, 5.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 35.5% above, 64.5% below
3-day: 56.6% above, 43.4% below
4-day: 51.5% above, 48.5% below
5-day: 54.4% above, 45.6% below
8-day: 35.6% above, 64.4% below
10-day: 30.2% above, 69.8% below
20-day: 31.9% above, 68.1% below
50-day: 45.2% above, 54.8% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.75% Top=CMG BYD WYNN CZR PNK DPZ BKW MGM ….. BLMN KKD LVS RCL CCL MGAM HMIN ARCO=Bottom (Leisure)
MATE(34): 0.71% Top=PHM RYL LEN DHI MTH HOV MDC TOL ….. MDR WM FAST NCS RSG EME TTS WY=Bottom (Materials & Construction)
REAL(84): 0.48% Top=DLR NLY RPAI DRE RAS AGNC CYS CWH ….. MPW COLE SHO RHP PKY JLL NSM EJ=Bottom (Real Estate)
ENER(110): 0.18% Top=GDP GPOR FANG MHR WNR CLR MMP OKS ….. XOM SPN NE CRZO ROSE SFY CVX AREX=Bottom (Energy)
TRAN(33): 0.03% Top=KEX ALK DSX TDW RRTS SWFT TK CSX ….. UPS WERN CP CNW KNX JBLU LUV XPO=Bottom (Transportation)
COSW(92): -0.01% Top=PFPT UIS CSC FEYE NQ ANGI GOOG TRLA ….. ROVI FFIV GRPN CVLT NOW CNQR FTNT N=Bottom (Computer Software/Internet)
MANU(44): -0.04% Top=MTW GNRC TEX CAT BGG DRC MHK MRC ….. ATI ETN DHR ATU DDD JKS KMT DOV=Bottom (Manufacturing)
CHEM(32): -0.11% Top=EMN LYB GPRE GRA DOW ROC OLN POT ….. DD MON IFF PPG CE ASH SIAL FMC=Bottom (Chemicals/Fertilizers)
ELEC(57): -0.24% Top=CPHD GTAT IPGP BRCM SPWR AYI CRUS NXPI ….. MCHP TEL WAT TRMB YGE ONNN FCS CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): -0.38% Top=BBY WSM RH DANG SFM GNC NFLX SBH ….. TSCO ANF ZLC DKS DDS SPLS SHLD AMZN=Bottom (Retail & Specialty Retail)
HEAL(58): -0.49% Top=CYH THC EVHC DXCM UHS HCA ALGN LH ….. CFN NUVA BCR WX ISRG IRWD CSII OPK=Bottom (Health)
CONS(59): -0.50% Top=FBHS UA NWL HAR IP FNP PKG WHR ….. NKE SHOO FOSL HBI BC LULU HAS MAT=Bottom (Consumer)
DISV(54): -0.58% Top=Z TYC XRS BLOX RGS MYGN PRAA ATHN ….. DV TMH GPN V FLT VNTV ADT MA=Bottom (Diversified Services)
COHW(48): -0.79% Top=JDSU FNSR QCOM CIEN VZ TDS CAMP BCE ….. INFN BBRY FIO ARUN SWIR NSR PANW SMCI=Bottom (Computer Hardware/Telecom)
INSU(41): -0.82% Top=FNF RDN AGO LNC MBI CNO FAF AIZ ….. L CINF ALL AMBC RNR CLGX CB VR=Bottom (Insurance)
FINA(92): -1.05% Top=FNFG BX APO EVR CBOE KKR TCBI VOYA ….. EWBC BEN LM RF UMPQ ASBC OCN WETF=Bottom (Banks/Financials)
META(27): -1.12% Top=SWC RGLD BTU GG WLT CLF CMC AEM ….. EGO AA AUY CCJ CDE PAAS SLCA NEM=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 1:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:22 pm

Market Stats at 12:22 pm ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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
16.7% of stocks are above yesterday’s high.
47.0% are above yesterday’s midpoint. (53.0% are below.)
20.2% are below yesterday’s low.
63.0% are inside yesterday’s range.
26.5% of stocks with today’s high > yesterday’s high. (73.5% less than).
73.7% of stocks with today’s low < yesterday’s low. (26.3% greater than).

EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (13.9% are below).
37.2% of stocks are above today’s open and yesterday’s close.
13.2% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.2% of stocks are in the top 10% of today’s range.
49.3% are in the top 20%.
86.2% are in the top half. 13.8% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN
38.5% of stocks are above yesterday’s close. (61.5% are below.)
1.3% are up 4.5% or more. 0.7% are down 4.5% or more.
2.3% are up 3.5% or more. 0.9% are down 3.5% or more.
60.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:8.1%…>=80:18.0%…>=50:50.2%…<=20:14.4%…<=10:6.5%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:35.0%…<=20:3.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.7% above previous 1 highs, 20.2% below previous 1 lows
14.6% above previous 2 highs, 9.2% below previous 2 lows
12.0% above previous 3 highs, 8.4% below previous 3 lows
10.0% above previous 4 highs, 6.5% below previous 4 lows
7.3% above previous 5 highs, 6.3% below previous 5 lows
5.8% above previous 6 highs, 6.1% below previous 6 lows
5.3% above previous 7 highs, 6.0% below previous 7 lows
5.2% above previous 8 highs, 5.8% below previous 8 lows
5.2% above previous 9 highs, 5.8% below previous 9 lows
5.2% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
38.5% are above or equal to 1/30 close (1 days ago), 61.5% are below.
72.9% are above or equal to 1/29 close (2 days ago), 27.1% are below.
47.2% are above or equal to 1/28 close (3 days ago), 52.8% are below.
64.7% are above or equal to 1/27 close (4 days ago), 35.3% are below.
50.4% are above or equal to 1/24 close (5 days ago), 49.6% are below.
22.8% are above or equal to 1/23 close (6 days ago), 77.2% are below.
20.2% are above or equal to 1/22 close (7 days ago), 79.8% are below.
23.9% are above or equal to 1/21 close (8 days ago), 76.1% are below.
28.8% are above or equal to 1/17 close (9 days ago), 71.2% are below.
26.1% are above or equal to 1/16 close (10 days ago), 73.9% are below.
27.8% are above or equal to 1/15 close (11 days ago), 72.2% are below.
32.9% are above or equal to 1/14 close (12 days ago), 67.1% are below.
40.9% are above or equal to 1/13 close (13 days ago), 59.1% are below.
33.2% are above or equal to 1/10 close (14 days ago), 66.8% are below.
36.6% are above or equal to 1/9 close (15 days ago), 63.4% are below.
36.3% are above or equal to 1/8 close (16 days ago), 63.7% are below.
38.6% are above or equal to 1/7 close (17 days ago), 61.4% are below.
41.6% are above or equal to 1/6 close (18 days ago), 58.4% are below.
40.5% are above or equal to 1/3 close (19 days ago), 59.5% are below.
41.0% are above or equal to 1/2 close (20 days ago), 59.0% are below.
36.6% are above or equal to 12/31 close (21 days ago), 63.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.5% new highs, 22.8% new lows
21d: 7.5% new highs, 22.8% new lows
42d: 6.9% new highs, 15.8% new lows
63d: 4.6% new highs, 12.0% new lows
126d: 3.8% new highs, 5.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 38.0% above, 62.0% below
3-day: 60.1% above, 39.9% below
4-day: 53.7% above, 46.3% below
5-day: 56.9% above, 43.1% below
8-day: 36.1% above, 63.9% below
10-day: 30.8% above, 69.2% below
20-day: 32.6% above, 67.4% below
50-day: 45.1% above, 54.9% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.80% Top=CMG BYD WYNN PNK CZR MGM DPZ BYI ….. LVS MGAM SIX KKD RCL CCL ARCO HMIN=Bottom (Leisure)
MATE(33): 0.80% Top=PHM RYL LEN DHI MTH MDC TOL SPF ….. NCS WM MDR FAST EME RSG TTS WY=Bottom (Materials & Construction)
REAL(84): 0.39% Top=DLR NLY CWH RPAI CYS AGNC ARE HTS ….. RHP MPW EJ HPT SHO PKY JLL NSM=Bottom (Real Estate)
ENER(110): 0.35% Top=GDP GPOR FANG CLR MHR BAS SN WLL ….. MRO NE RES SD SFY CRZO CVX AREX=Bottom (Energy)
COSW(92): 0.29% Top=PFPT CSC UIS NQ FEYE ANGI GOOG TRLA ….. CVLT SYMC FFIV BIDU GRPN CNQR FTNT N=Bottom (Computer Software/Internet)
TRAN(33): 0.06% Top=KEX ALK DSX TDW RRTS TK CSX SAVE ….. EXPD UNP CP WERN LUV JBLU KNX XPO=Bottom (Transportation)
MANU(44): 0.05% Top=MTW TEX GNRC CAT DRC MHK BGG JOY ….. XYL DDD ATI DHR ETN JKS DOV KMT=Bottom (Manufacturing)
CHEM(32): 0.05% Top=EMN LYB DOW GPRE GRA ALB ROC OLN ….. IFF CHMT PPG SIAL ASH MON FMC MEOH=Bottom (Chemicals/Fertilizers)
ELEC(57): -0.04% Top=CPHD IPGP GTAT BRCM SPWR AYI INVN CRUS ….. OVTI WAT YGE TSL TEL FCS ONNN CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): -0.38% Top=BBY SFM DANG RH WSM MELI NFLX GNC ….. TSCO ANF AEO DKS SPLS DDS SHLD AMZN=Bottom (Retail & Specialty Retail)
CONS(59): -0.41% Top=FBHS NWL HAR UA IP PKG PAY TPX ….. BC NKE LULU SHOO HBI FOSL HAS MAT=Bottom (Consumer)
DISV(54): -0.41% Top=Z BLOX RGS TYC XRS MYGN ATHN HRB ….. JEC URS CATM V FLT VNTV ADT MA=Bottom (Diversified Services)
HEAL(58): -0.42% Top=CYH EVHC DXCM THC HCA ZMH LH ALGN ….. WLP CFN BABY NUVA BCR ISRG OPK IRWD=Bottom (Health)
COHW(48): -0.50% Top=JDSU FNSR CIEN TDS VZ CAMP QCOM ARRS ….. BBRY SYNA NSR GOGO ARUN PANW FIO SWIR=Bottom (Computer Hardware/Telecom)
META(27): -0.78% Top=GG RGLD SWC BTU WLT AEM CLF CLD ….. AKS AUY CDE AA PAAS CCJ SLCA NEM=Bottom (Metals & Mining)
FINA(92): -0.90% Top=FNFG APO BX EVR CBOE KKR WBS TCBI ….. AMTD ETFC OCN RF ASBC BEN UMPQ WETF=Bottom (Banks/Financials)
INSU(41): -0.93% Top=FNF RDN CNO AGO LNC MBI FAF ORI ….. AON CINF AMBC ALL RNR CLGX CB VR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:53 am

Market Stats at 11:52 am ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

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

COMPARED TO YESTERDAY’S RANGE
14.2% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
21.3% are below yesterday’s low.
64.6% are inside yesterday’s range.
23.5% of stocks with today’s high > yesterday’s high. (76.5% less than).
73.7% of stocks with today’s low < yesterday’s low. (26.3% greater than).

EVIDENCE OF INTRADAY TREND
84.8% of stocks are above today’s open. (14.9% are below).
33.5% of stocks are above today’s open and yesterday’s close.
14.0% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.5% of stocks are in the top 10% of today’s range.
48.1% are in the top 20%.
85.0% are in the top half. 15.0% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN
35.5% of stocks are above yesterday’s close. (64.5% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
2.2% are up 3.5% or more. 1.0% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:7.5%…>=80:16.9%…>=50:47.3%…<=20:15.6%…<=10:6.4%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.5%…<=20:3.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.2% above previous 1 highs, 21.3% below previous 1 lows
12.5% above previous 2 highs, 9.3% below previous 2 lows
10.6% above previous 3 highs, 8.5% below previous 3 lows
9.3% above previous 4 highs, 6.7% below previous 4 lows
6.9% above previous 5 highs, 6.5% below previous 5 lows
5.3% above previous 6 highs, 6.3% below previous 6 lows
4.9% above previous 7 highs, 6.2% below previous 7 lows
4.8% above previous 8 highs, 6.1% below previous 8 lows
4.8% above previous 9 highs, 6.1% below previous 9 lows
4.6% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
35.5% are above or equal to 1/30 close (1 days ago), 64.5% are below.
71.6% are above or equal to 1/29 close (2 days ago), 28.4% are below.
44.5% are above or equal to 1/28 close (3 days ago), 55.5% are below.
62.5% are above or equal to 1/27 close (4 days ago), 37.5% are below.
48.2% are above or equal to 1/24 close (5 days ago), 51.8% are below.
23.1% are above or equal to 1/23 close (6 days ago), 76.9% are below.
19.8% are above or equal to 1/22 close (7 days ago), 80.2% are below.
23.0% are above or equal to 1/21 close (8 days ago), 77.0% are below.
28.0% are above or equal to 1/17 close (9 days ago), 72.0% are below.
25.6% are above or equal to 1/16 close (10 days ago), 74.4% are below.
27.6% are above or equal to 1/15 close (11 days ago), 72.4% are below.
32.3% are above or equal to 1/14 close (12 days ago), 67.7% are below.
40.1% are above or equal to 1/13 close (13 days ago), 59.9% are below.
32.3% are above or equal to 1/10 close (14 days ago), 67.7% are below.
36.1% are above or equal to 1/9 close (15 days ago), 63.9% are below.
36.0% are above or equal to 1/8 close (16 days ago), 64.0% are below.
37.7% are above or equal to 1/7 close (17 days ago), 62.3% are below.
41.2% are above or equal to 1/6 close (18 days ago), 58.8% are below.
39.4% are above or equal to 1/3 close (19 days ago), 60.6% are below.
40.5% are above or equal to 1/2 close (20 days ago), 59.5% are below.
36.2% are above or equal to 12/31 close (21 days ago), 63.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.9% new highs, 22.7% new lows
21d: 6.9% new highs, 22.7% new lows
42d: 6.3% new highs, 15.6% new lows
63d: 4.0% new highs, 11.9% new lows
126d: 3.3% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.4% above, 65.6% below
3-day: 56.9% above, 43.1% below
4-day: 51.2% above, 48.8% below
5-day: 54.4% above, 45.6% below
8-day: 34.5% above, 65.5% below
10-day: 29.5% above, 70.5% below
20-day: 31.9% above, 68.1% below
50-day: 45.0% above, 55.0% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(33): 0.79% Top=PHM RYL LEN DHI MTH TOL MDC SPF ….. MDR FLR WM FAST RSG EME TTS WY=Bottom (Materials & Construction)
LEIS(35): 0.72% Top=CMG BYD WYNN PNK CZR DPZ BKW DNKN ….. TXRH KKD RCL LVS CCL MGAM ARCO HMIN=Bottom (Leisure)
REAL(84): 0.38% Top=DLR RPAI TCO NLY CYS AGNC ARE ELS ….. RHP HPT SHO MPW EJ JLL PKY NSM=Bottom (Real Estate)
ENER(110): 0.13% Top=GDP MHR GPOR OKS FANG WNR CLR MMP ….. WPX NE CIE RES CRZO SFY CVX AREX=Bottom (Energy)
COSW(92): 0.03% Top=PFPT CSC UIS ANGI FEYE GOOG NQ TRLA ….. FFIV BIDU ROVI NOW GRPN FTNT CNQR N=Bottom (Computer Software/Internet)
TRAN(33): -0.01% Top=ALK KEX DSX TDW CHRW WAB RRTS TK ….. UNP CNW UAL CP LUV JBLU KNX XPO=Bottom (Transportation)
CHEM(32): -0.05% Top=EMN LYB DOW GRA GPRE OLN WPZ ROC ….. ASH MON MEOH SIAL AXLL PPG FMC CHMT=Bottom (Chemicals/Fertilizers)
MANU(44): -0.07% Top=MTW TEX GNRC DRC CAT MHK BGG PCP ….. ETN DHR XYL DDD ATI JKS DOV KMT=Bottom (Manufacturing)
ELEC(57): -0.09% Top=CPHD BRCM GTAT IPGP CRUS AYI SPWR FSL ….. OVTI YGE TEL ONNN TSL JBL FCS CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -0.37% Top=FBHS UA HAR NWL NUS IP PKG TPX ….. NKE BC LULU FOSL HBI SHOO HAS MAT=Bottom (Consumer)
DISV(54): -0.41% Top=Z TYC BLOX RGS XRS MYGN RCII PRAA ….. V HMSY JEC FLT URS VNTV ADT MA=Bottom (Diversified Services)
RETA(69): -0.44% Top=RH BBY DANG SFM WSM NFLX MELI FIVE ….. ANF ZLC DDS AEO DKS SPLS SHLD AMZN=Bottom (Retail & Specialty Retail)
HEAL(58): -0.57% Top=EVHC CYH DXCM ZLTQ HCA LH MD UHS ….. EW MR WX NUVA BCR OPK IRWD BABY=Bottom (Health)
COHW(48): -0.65% Top=JDSU FNSR CIEN VZ TDS INFN QCOM BCE ….. GOGO SYNA BBRY PANW SMCI ARUN SWIR FIO=Bottom (Computer Hardware/Telecom)
FINA(92): -0.94% Top=FNFG EVR APO BX WBS CBOE KKR TCBI ….. EV LM ETFC ASBC RF UMPQ WETF BEN=Bottom (Banks/Financials)
META(27): -0.95% Top=RGLD GG SWC BTU CLF WLT AEM CLD ….. AKS EGO CDE AA PAAS CCJ SLCA NEM=Bottom (Metals & Mining)
INSU(41): -1.03% Top=FNF RDN CNO LNC MBI AGO AFSI FAF ….. TRV AON CINF AMBC CLGX RNR CB VR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 11:26 am ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 970.

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
12.7% of stocks are above yesterday’s high.
41.5% are above yesterday’s midpoint. (58.5% are below.)
23.0% are below yesterday’s low.
64.3% are inside yesterday’s range.
20.9% of stocks with today’s high > yesterday’s high. (79.1% less than).
73.5% of stocks with today’s low < yesterday’s low. (26.5% greater than).

EVIDENCE OF INTRADAY TREND
82.8% of stocks are above today’s open. (16.2% are below).
32.2% of stocks are above today’s open and yesterday’s close.
15.3% are below both.
3.0% of stocks opened above yesterday’s high.
4.9% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.1% of stocks are in the top 10% of today’s range.
51.6% are in the top 20%.
85.2% are in the top half. 14.8% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN
33.7% of stocks are above yesterday’s close. (66.3% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.4% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.3%…>=90:7.9%…>=80:16.6%…>=50:45.4%…<=20:15.3%…<=10:6.6%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:33.6%…<=20:3.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.7% above previous 1 highs, 23.0% below previous 1 lows
10.9% above previous 2 highs, 9.8% below previous 2 lows
9.4% above previous 3 highs, 9.0% below previous 3 lows
8.4% above previous 4 highs, 7.0% below previous 4 lows
6.4% above previous 5 highs, 6.9% below previous 5 lows
5.1% above previous 6 highs, 6.6% below previous 6 lows
4.5% above previous 7 highs, 6.5% below previous 7 lows
4.4% above previous 8 highs, 6.2% below previous 8 lows
4.4% above previous 9 highs, 6.2% below previous 9 lows
4.4% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
33.7% are above or equal to 1/30 close (1 days ago), 66.3% are below.
70.3% are above or equal to 1/29 close (2 days ago), 29.7% are below.
43.9% are above or equal to 1/28 close (3 days ago), 56.1% are below.
60.7% are above or equal to 1/27 close (4 days ago), 39.3% are below.
47.0% are above or equal to 1/24 close (5 days ago), 53.0% are below.
22.3% are above or equal to 1/23 close (6 days ago), 77.7% are below.
19.4% are above or equal to 1/22 close (7 days ago), 80.6% are below.
22.8% are above or equal to 1/21 close (8 days ago), 77.2% are below.
27.4% are above or equal to 1/17 close (9 days ago), 72.6% are below.
25.8% are above or equal to 1/16 close (10 days ago), 74.2% are below.
27.3% are above or equal to 1/15 close (11 days ago), 72.7% are below.
31.8% are above or equal to 1/14 close (12 days ago), 68.2% are below.
39.3% are above or equal to 1/13 close (13 days ago), 60.7% are below.
31.9% are above or equal to 1/10 close (14 days ago), 68.1% are below.
35.6% are above or equal to 1/9 close (15 days ago), 64.4% are below.
35.7% are above or equal to 1/8 close (16 days ago), 64.3% are below.
37.9% are above or equal to 1/7 close (17 days ago), 62.1% are below.
41.2% are above or equal to 1/6 close (18 days ago), 58.8% are below.
39.6% are above or equal to 1/3 close (19 days ago), 60.4% are below.
40.4% are above or equal to 1/2 close (20 days ago), 59.6% are below.
36.1% are above or equal to 12/31 close (21 days ago), 63.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.5% new highs, 22.7% new lows
21d: 6.5% new highs, 22.7% new lows
42d: 5.9% new highs, 15.7% new lows
63d: 3.7% new highs, 12.0% new lows
126d: 3.0% new highs, 5.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 33.1% above, 66.9% below
3-day: 55.8% above, 44.2% below
4-day: 50.5% above, 49.5% below
5-day: 53.5% above, 46.5% below
8-day: 34.6% above, 65.4% below
10-day: 29.8% above, 70.2% below
20-day: 31.0% above, 69.0% below
50-day: 44.9% above, 55.1% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(34): 0.95% Top=DHI RYL PHM LEN MTH TOL HOV MDC ….. MDR FLR EME WM FAST RSG TTS WY=Bottom (Materials & Construction)
LEIS(35): 0.46% Top=CMG BYD WYNN PNK CZR JACK YUM MGM ….. LVS CCL SIX RCL MGAM ARCO KKD HMIN=Bottom (Leisure)
REAL(84): 0.40% Top=DLR RPAI TCO ARE ELS SPG NLY OHI ….. HPT COLE IBM SHO PKY JLL EJ NSM=Bottom (Real Estate)
CHEM(32): 0.08% Top=EMN LYB DOW GRA POT OLN ROC ALB ….. FUL AXLL FMC PPG SIAL MON CHMT MEOH=Bottom (Chemicals/Fertilizers)
ENER(110): 0.03% Top=GDP CLR MHR GPOR OKS WNR TSO NOV ….. RES ROSE SD WPX CRZO SFY CVX AREX=Bottom (Energy)
MANU(44): -0.03% Top=MTW GNRC TEX MHK CAT DRC JOY BGG ….. CFX XYL DHR DDD ATI KMT JKS DOV=Bottom (Manufacturing)
TRAN(33): -0.11% Top=ALK KEX DSX TDW CHRW RRTS WAB TK ….. UPS LUV CP GLNG UAL JBLU KNX XPO=Bottom (Transportation)
COSW(92): -0.18% Top=PFPT UIS CSC GOOG NQ FEYE ANGI CTXS ….. TIBX GRPN CVLT BIDU FTNT CNQR NOW N=Bottom (Computer Software/Internet)
ELEC(57): -0.18% Top=CPHD BRCM IPGP GTAT AYI SPWR CRUS IDTI ….. WAT TEL CREE JBL CSIQ TSL AMBA FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -0.40% Top=FBHS UA HAR NWL NUS DECK WHR IP ….. HBI FOSL LULU PBI TUP SHOO HAS MAT=Bottom (Consumer)
RETA(70): -0.47% Top=JCP BBY SFM WSM DANG RH MELI FIVE ….. DLTR DKS ORLY AEO SPLS ANF SHLD AMZN=Bottom (Retail & Specialty Retail)
DISV(54): -0.54% Top=Z TYC RGS BLOX XRS MYGN RCII PRAA ….. TMH JEC URS FLT HMSY VNTV ADT MA=Bottom (Diversified Services)
COHW(48): -0.73% Top=JDSU FNSR INFN CIEN SSYS TDS VZ QCOM ….. UBNT ADTN GOGO PANW SWIR BBRY ARUN FIO=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.78% Top=EVHC CYH DXCM LH HCA MD UHS ZMH ….. HRC MR ALGN BCR WX OPK IRWD BABY=Bottom (Health)
FINA(92): -0.90% Top=FNFG EVR CBOE KKR WBS APO TCBI ICE ….. RF EV UMPQ ASBC LM ETFC WETF BEN=Bottom (Banks/Financials)
INSU(41): -0.96% Top=FNF RDN MBI GNW AGO CNO LNC AFSI ….. TRV CINF PRE RNR CLGX CB AMBC VR=Bottom (Insurance)
META(27): -1.01% Top=BTU RGLD GG SWC CLF CLD WLT AEM ….. EGO AKS CDE PAAS CCJ AA NEM SLCA=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 11:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 10:26 am ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

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

COMPARED TO YESTERDAY’S RANGE
7.0% of stocks are above yesterday’s high.
28.4% are above yesterday’s midpoint. (71.6% are below.)
36.8% are below yesterday’s low.
56.2% are inside yesterday’s range.
12.2% of stocks with today’s high > yesterday’s high. (87.8% less than).
72.4% of stocks with today’s low < yesterday’s low. (27.6% greater than).

EVIDENCE OF INTRADAY TREND
69.3% of stocks are above today’s open. (29.6% are below).
18.4% of stocks are above today’s open and yesterday’s close.
28.8% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.6% 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.
28.7% are in the top 20%.
65.6% are in the top half. 34.4% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN
20.1% of stocks are above yesterday’s close. (79.9% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.5% are down 3.5% or more.
45.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:2.5%…>=90:6.0%…>=80:11.2%…>=50:32.2%…<=20:22.6%…<=10:9.0%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:29.3%…<=20:3.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
7.0% above previous 1 highs, 36.8% below previous 1 lows
6.3% above previous 2 highs, 17.9% below previous 2 lows
5.8% above previous 3 highs, 16.0% below previous 3 lows
5.3% above previous 4 highs, 12.5% below previous 4 lows
4.1% above previous 5 highs, 12.0% below previous 5 lows
3.6% above previous 6 highs, 11.8% below previous 6 lows
3.4% above previous 7 highs, 11.7% below previous 7 lows
3.4% above previous 8 highs, 11.6% below previous 8 lows
3.4% above previous 9 highs, 11.4% below previous 9 lows
3.4% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
20.1% are above or equal to 1/30 close (1 days ago), 79.9% are below.
58.3% are above or equal to 1/29 close (2 days ago), 41.7% are below.
34.3% are above or equal to 1/28 close (3 days ago), 65.7% are below.
53.6% are above or equal to 1/27 close (4 days ago), 46.4% are below.
40.7% are above or equal to 1/24 close (5 days ago), 59.3% are below.
19.6% are above or equal to 1/23 close (6 days ago), 80.4% are below.
17.3% are above or equal to 1/22 close (7 days ago), 82.7% are below.
21.0% are above or equal to 1/21 close (8 days ago), 79.0% are below.
25.9% are above or equal to 1/17 close (9 days ago), 74.1% are below.
23.7% are above or equal to 1/16 close (10 days ago), 76.3% are below.
25.0% are above or equal to 1/15 close (11 days ago), 75.0% are below.
29.2% are above or equal to 1/14 close (12 days ago), 70.8% are below.
36.3% are above or equal to 1/13 close (13 days ago), 63.7% are below.
29.2% are above or equal to 1/10 close (14 days ago), 70.8% are below.
33.1% are above or equal to 1/9 close (15 days ago), 66.9% are below.
32.6% are above or equal to 1/8 close (16 days ago), 67.4% are below.
35.3% are above or equal to 1/7 close (17 days ago), 64.7% are below.
38.7% are above or equal to 1/6 close (18 days ago), 61.3% are below.
36.7% are above or equal to 1/3 close (19 days ago), 63.3% are below.
38.3% are above or equal to 1/2 close (20 days ago), 61.7% are below.
34.0% are above or equal to 12/31 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.6% new highs, 22.0% new lows
21d: 4.6% new highs, 21.9% new lows
42d: 4.1% new highs, 15.3% new lows
63d: 2.5% new highs, 11.6% new lows
126d: 2.1% new highs, 5.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 19.1% above, 80.9% below
3-day: 37.9% above, 62.1% below
4-day: 35.7% above, 64.3% below
5-day: 41.0% above, 59.0% below
8-day: 27.4% above, 72.6% below
10-day: 25.7% above, 74.3% below
20-day: 28.4% above, 71.6% below
50-day: 42.5% above, 57.5% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(84): 0.44% Top=TCO ARE CYS DEI RPAI HTS DLR SPG ….. PLD COLE CBG JLL BAM IBM NSM EJ=Bottom (Real Estate)
MATE(33): 0.25% Top=PHM RYL DHI MTH MDC LEN TOL SPF ….. CVA SRCL WM FAST EME RSG TTS WY=Bottom (Materials & Construction)
LEIS(35): -0.06% Top=CMG BYD WYNN PNK CZR YUM BKW WEN ….. WYN CCL SEAS LTM MGAM KKD HMIN ARCO=Bottom (Leisure)
TRAN(33): -0.57% Top=ALK SWFT CHRW KEX TDW DSX ODFL DAL ….. GWR NAT UNP SAVE KSU CP CNI XPO=Bottom (Transportation)
COSW(92): -0.64% Top=PFPT UIS CSC GOOG NQ TRLA FEYE LNKD ….. ACXM NOW PTC TIBX FTNT CNQR GRPN N=Bottom (Computer Software/Internet)
MANU(44): -0.66% Top=MTW GNRC TEX MHK CAT DRC IEX DE ….. SWK ROP DHR CMI ETN JKS KMT DOV=Bottom (Manufacturing)
CHEM(32): -0.71% Top=EMN LYB DOW GRA WPZ POL OLN ROC ….. GPRE SHW FMC AXLL PPG SIAL CHMT MEOH=Bottom (Chemicals/Fertilizers)
ELEC(57): -0.71% Top=CPHD BRCM GTAT SPWR NXPI TQNT IPGP APH ….. TSL TEL WAT SNPS CSIQ SMTC AMBA FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(110): -0.81% Top=NOV WNR OKS MMP TSO ETP EPD FANG ….. BCEI KOG BBG ROSE SFY CRZO CVX AREX=Bottom (Energy)
CONS(59): -0.96% Top=WHR NWL FBHS HAR UA IP LEG TPX ….. PBI SEE LULU OI TUP SHOO HAS MAT=Bottom (Consumer)
RETA(69): -1.00% Top=BBY MELI DANG WSM SFM RH KORS OUTR ….. DKS ANF DLTR TSCO ZLC SPLS SHLD AMZN=Bottom (Retail & Specialty Retail)
DISV(54): -1.02% Top=RGS TYC Z XRS GEO MAN RCII AAN ….. CATM ADS FLT ADT WTW HMSY VNTV MA=Bottom (Diversified Services)
META(27): -1.08% Top=GG RGLD BTU ABX WLT FCX SLW SCCO ….. STLD PAAS AKS CCJ TCK AA NEM SLCA=Bottom (Metals & Mining)
COHW(48): -1.13% Top=JDSU FNSR TDS VIP SSYS QCOM CIEN SNDK ….. SMCI NSR ADTN FIO PANW BBRY ARUN SYNA=Bottom (Computer Hardware/Telecom)
HEAL(58): -1.23% Top=DXCM CYH EVHC LH HCA DGX ZMH TMO ….. WST BABY BCR WX OPK CSII IRWD ALGN=Bottom (Health)
FINA(92): -1.29% Top=FNFG APO KKR FMER CBOE NYCB ARCC CFFN ….. MS PFG WETF ETFC BLK LM SCHW BEN=Bottom (Banks/Financials)
INSU(41): -1.38% Top=FNF MBI RDN FAF ORI GNW PGR AFSI ….. AJG CLGX AIG CINF L AON CB VR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 9:54 am ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

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

COMPARED TO YESTERDAY’S RANGE
4.8% of stocks are above yesterday’s high.
24.4% are above yesterday’s midpoint. (75.6% are below.)
36.4% are below yesterday’s low.
58.9% are inside yesterday’s range.
8.3% of stocks with today’s high > yesterday’s high. (91.7% less than).
71.6% of stocks with today’s low < yesterday’s low. (28.4% greater than).

EVIDENCE OF INTRADAY TREND
72.5% of stocks are above today’s open. (25.5% are below).
13.7% of stocks are above today’s open and yesterday’s close.
24.4% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
18.9% of stocks are in the top 10% of today’s range.
34.9% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
15.7% of stocks are above yesterday’s close. (84.3% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.1% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:1.2%…>=90:3.5%…>=80:7.7%…>=50:29.9%…<=20:22.1%…<=10:8.6%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:29.9%…<=20:4.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.8% above previous 1 highs, 36.4% below previous 1 lows
3.7% above previous 2 highs, 17.1% below previous 2 lows
3.3% above previous 3 highs, 14.8% below previous 3 lows
2.9% above previous 4 highs, 12.5% below previous 4 lows
2.2% above previous 5 highs, 12.3% below previous 5 lows
1.7% above previous 6 highs, 11.9% below previous 6 lows
1.5% above previous 7 highs, 11.8% below previous 7 lows
1.5% above previous 8 highs, 11.6% below previous 8 lows
1.5% above previous 9 highs, 11.5% below previous 9 lows
1.5% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
15.7% are above or equal to 1/30 close (1 days ago), 84.3% are below.
59.3% are above or equal to 1/29 close (2 days ago), 40.7% are below.
33.5% are above or equal to 1/28 close (3 days ago), 66.5% are below.
53.6% are above or equal to 1/27 close (4 days ago), 46.4% are below.
39.8% are above or equal to 1/24 close (5 days ago), 60.2% are below.
19.1% are above or equal to 1/23 close (6 days ago), 80.9% are below.
16.2% are above or equal to 1/22 close (7 days ago), 83.8% are below.
20.2% are above or equal to 1/21 close (8 days ago), 79.8% are below.
25.9% are above or equal to 1/17 close (9 days ago), 74.1% are below.
23.9% are above or equal to 1/16 close (10 days ago), 76.1% are below.
25.1% are above or equal to 1/15 close (11 days ago), 74.9% are below.
28.0% are above or equal to 1/14 close (12 days ago), 72.0% are below.
36.2% are above or equal to 1/13 close (13 days ago), 63.8% are below.
29.2% are above or equal to 1/10 close (14 days ago), 70.8% are below.
33.1% are above or equal to 1/9 close (15 days ago), 66.9% are below.
33.5% are above or equal to 1/8 close (16 days ago), 66.5% are below.
35.0% are above or equal to 1/7 close (17 days ago), 65.0% are below.
38.5% are above or equal to 1/6 close (18 days ago), 61.5% are below.
36.6% are above or equal to 1/3 close (19 days ago), 63.4% are below.
37.4% are above or equal to 1/2 close (20 days ago), 62.6% are below.
33.1% are above or equal to 12/31 close (21 days ago), 66.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.8% new highs, 21.4% new lows
21d: 2.8% new highs, 21.4% new lows
42d: 2.3% new highs, 15.0% new lows
63d: 1.9% new highs, 11.5% new lows
126d: 1.5% new highs, 5.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 15.0% above, 85.0% below
3-day: 37.5% above, 62.5% below
4-day: 35.5% above, 64.5% below
5-day: 40.1% above, 59.9% below
8-day: 27.2% above, 72.8% below
10-day: 25.1% above, 74.9% below
20-day: 28.1% above, 71.9% below
50-day: 43.2% above, 56.8% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): 0.14% Top=CMG BYD PNK WYNN MGM MPEL CZR BKW ….. SEAS EXPE MGAM CCL ARCO WYN LTM KKD=Bottom (Leisure)
REAL(84): -0.20% Top=CYS AGNC NLY SPG TCO RPAI HTS MFA ….. IBM NSM RLGY AMT RHP BAM EJ JLL=Bottom (Real Estate)
MATE(33): -0.23% Top=PHM MTH DHI RYL SPF LEN TOL KBH ….. PWR CVA TTS EME EXP RSG FAST WY=Bottom (Materials & Construction)
TRAN(33): -0.55% Top=ALK DSX SWFT ODFL JBLU LUV CHRW TRN ….. EXPD CSX UPS GWR CP NAT CNI XPO=Bottom (Transportation)
COSW(92): -0.56% Top=PFPT UIS CSC NQ GOOG CTXS TRLA ANGI ….. FIS LOCK FFIV TIBX SINA ACXM NOW N=Bottom (Computer Software/Internet)
MANU(44): -0.61% Top=MTW GNRC TEX CAT IEX DRC DE MHK ….. ROK MRC ETN XYL SWK KMT DOV JKS=Bottom (Manufacturing)
CHEM(32): -0.72% Top=EMN LYB GRA WPZ DOW CF POL OLN ….. ASH AXLL CHMT SIAL IFF PPG SHW MEOH=Bottom (Chemicals/Fertilizers)
ENER(110): -0.73% Top=WNR NOV TSO MPC OKS HFC VLO PSX ….. PVA KEG LPI HLX KOG ROSE CVX AREX=Bottom (Energy)
ELEC(57): -0.80% Top=CPHD BRCM SPWR TQNT IPGP IDTI GTAT LLTC ….. TSL SNPS AMBA MCHP FCS CSIQ SMTC YGE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(48): -0.85% Top=JDSU FNSR VIP TDS SSYS XLS SNDK TWTC ….. AMX UBNT GOGO ARUN BBRY FIO PANW ADTN=Bottom (Computer Hardware/Telecom)
META(27): -0.91% Top=RGLD GG AEM ABX SLW CLF EGO BTU ….. PAAS AKS STLD TCK CCJ AA NEM SLCA=Bottom (Metals & Mining)
CONS(59): -0.96% Top=HAR WHR FBHS IP PKG UA PAY NWL ….. LULU AVY HBI FOSL SHOO TUP HAS MAT=Bottom (Consumer)
DISV(54): -1.07% Top=RGS XRS Z RCII MAN BLOX LDOS TYC ….. ADS FISV CAR FLT WTW ADT VNTV MA=Bottom (Diversified Services)
HEAL(58): -1.08% Top=DXCM LH CYH ZMH DGX EVHC ALGN MOH ….. XRAY BKD OPK CFN BABY IRWD BCR CSII=Bottom (Health)
RETA(69): -1.20% Top=DANG BBY NFLX RH MELI TFM AN FIVE ….. TSCO ZLC PETM DLTR DG SPLS SHLD AMZN=Bottom (Retail & Specialty Retail)
FINA(92): -1.28% Top=FNFG KKR CFFN FMER APO PHH WBS USB ….. OCN AINV RF WETF LM GHL SCHW BEN=Bottom (Banks/Financials)
INSU(41): -1.31% Top=MBI FNF RDN FAF GNW AEL PGR RNR ….. AMBC WRB AGO AIG ALL CB CINF VR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:44 am ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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
3.8% of stocks are above yesterday’s high.
19.8% are above yesterday’s midpoint. (80.2% are below.)
39.8% are below yesterday’s low.
56.4% are inside yesterday’s range.
6.5% of stocks with today’s high > yesterday’s high. (93.5% less than).
71.2% of stocks with today’s low < yesterday’s low. (28.8% greater than).

EVIDENCE OF INTRADAY TREND
70.8% of stocks are above today’s open. (27.1% are below).
9.1% of stocks are above today’s open and yesterday’s close.
25.7% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.4% opened below yesterday’s close).
54.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
27.6% of stocks are in the top 10% of today’s range.
43.8% are in the top 20%.
76.3% are in the top half. 23.7% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN
11.5% of stocks are above yesterday’s close. (88.5% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
49.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.9%…>=90:3.2%…>=80:6.4%…>=50:26.2%…<=20:23.8%…<=10:9.5%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:28.5%…<=20:4.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:32.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.8% above previous 1 highs, 39.8% below previous 1 lows
3.1% above previous 2 highs, 17.9% below previous 2 lows
3.0% above previous 3 highs, 15.6% below previous 3 lows
2.7% above previous 4 highs, 12.5% below previous 4 lows
2.1% above previous 5 highs, 12.0% below previous 5 lows
1.5% above previous 6 highs, 11.5% below previous 6 lows
1.3% above previous 7 highs, 11.4% below previous 7 lows
1.3% above previous 8 highs, 11.2% below previous 8 lows
1.3% above previous 9 highs, 11.0% below previous 9 lows
1.3% above previous 10 highs, 10.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
11.5% are above or equal to 1/30 close (1 days ago), 88.5% are below.
55.6% are above or equal to 1/29 close (2 days ago), 44.4% are below.
31.5% are above or equal to 1/28 close (3 days ago), 68.5% are below.
52.6% are above or equal to 1/27 close (4 days ago), 47.4% are below.
39.5% are above or equal to 1/24 close (5 days ago), 60.5% are below.
18.5% are above or equal to 1/23 close (6 days ago), 81.5% are below.
15.0% are above or equal to 1/22 close (7 days ago), 85.0% are below.
19.4% are above or equal to 1/21 close (8 days ago), 80.6% are below.
25.3% are above or equal to 1/17 close (9 days ago), 74.7% are below.
22.8% are above or equal to 1/16 close (10 days ago), 77.2% are below.
23.9% are above or equal to 1/15 close (11 days ago), 76.1% are below.
28.3% are above or equal to 1/14 close (12 days ago), 71.7% are below.
35.2% are above or equal to 1/13 close (13 days ago), 64.8% are below.
28.6% are above or equal to 1/10 close (14 days ago), 71.4% are below.
32.3% are above or equal to 1/9 close (15 days ago), 67.7% are below.
32.4% are above or equal to 1/8 close (16 days ago), 67.6% are below.
34.7% are above or equal to 1/7 close (17 days ago), 65.3% are below.
37.9% are above or equal to 1/6 close (18 days ago), 62.1% are below.
35.4% are above or equal to 1/3 close (19 days ago), 64.6% are below.
37.4% are above or equal to 1/2 close (20 days ago), 62.6% are below.
33.0% are above or equal to 12/31 close (21 days ago), 67.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 2.1% new highs, 20.9% new lows
21d: 2.1% new highs, 20.9% new lows
42d: 1.7% new highs, 14.6% new lows
63d: 1.4% new highs, 11.0% new lows
126d: 1.3% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 10.6% above, 89.4% below
3-day: 33.2% above, 66.8% below
4-day: 31.7% above, 68.3% below
5-day: 38.6% above, 61.4% below
8-day: 25.4% above, 74.6% below
10-day: 24.1% above, 75.9% below
20-day: 27.9% above, 72.1% below
50-day: 41.7% above, 58.3% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): -0.04% Top=CMG BYD WYNN PNK MPEL MGM MGAM CZR ….. EXPE ARCO DNKN CCL RCL SEAS LTM KKD=Bottom (Leisure)
REAL(84): -0.47% Top=NLY AGNC CYS RPAI HTS SPG TWO BRE ….. O AMT RHP BAM MAC JLL SHO PLD=Bottom (Real Estate)
ELEC(57): -0.52% Top=CPHD BRCM SPWR INVN AMCC FSLR ONNN CRUS ….. AMBA SMTC SNPS DLB CREE TXN SANM MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): -0.53% Top=PFPT UIS CSC CTXS GOOG N NQ MSFT ….. PTC SPLK CVLT SFUN CTSH LOCK NOW ACXM=Bottom (Computer Software/Internet)
MANU(44): -0.62% Top=MTW TEX GNRC JOY CAT IEX DRC WWD ….. SWK ETN XYL TKR PCP JKS DOV KMT=Bottom (Manufacturing)
TRAN(33): -0.71% Top=DSX ALK SWFT CHRW JBLU WAB KEX WERN ….. CSX KNX DAL SAVE CP NAT CNI XPO=Bottom (Transportation)
META(27): -0.73% Top=CNX RGLD GG ABX AEM EGO CLF BTU ….. AKS PAAS STLD TCK AA CCJ NEM SLCA=Bottom (Metals & Mining)
MATE(33): -0.75% Top=PHM DHI MTZ RYL OC TOL RYN LEN ….. EXP FAST VMC RSG MAS EME NCS WY=Bottom (Materials & Construction)
CHEM(32): -0.83% Top=EMN LYB CF POL ALB OLN DOW HUN ….. FUL FMC IFF SHW CHMT ASH APD MEOH=Bottom (Chemicals/Fertilizers)
COHW(48): -0.87% Top=JDSU FNSR TDS PLCM CIEN QCOM SNDK VIP ….. ARUN PANW AMX UBNT BBRY FIO GOGO ADTN=Bottom (Computer Hardware/Telecom)
CONS(59): -1.01% Top=WHR HAR PBI FBHS PAY KS IP DECK ….. FNP SHOO TUP RDEN HBI FOSL HAS MAT=Bottom (Consumer)
ENER(110): -1.04% Top=VLO NOV WNR GDP TSO PSX OKS HFC ….. KEG CIE HLX CRZO ROSE MHR AREX CVX=Bottom (Energy)
RETA(69): -1.05% Top=RH NFLX AN FIVE KORS SBH DDS BIG ….. PETM PIR TSCO DLTR SPLS DG SHLD AMZN=Bottom (Retail & Specialty Retail)
DISV(54): -1.08% Top=RGS XRS MAN LDOS RCII Z BLOX MYGN ….. MCO FISV URS FLT ADT ADS VNTV MA=Bottom (Diversified Services)
HEAL(58): -1.24% Top=LH CYH DXCM PKI ZMH TMO RMD EVHC ….. OPK ZLTQ COO WX CFN BCR IRWD CSII=Bottom (Health)
FINA(92): -1.32% Top=FNFG KKR OCN CFFN BX PHH CME FULT ….. BLK IBKR AINV LM GHL SCHW WETF BEN=Bottom (Banks/Financials)
INSU(41): -1.48% Top=MBI GNW FNF FAF AEL RDN AIZ PGR ….. MET BRO AJG WRB CB CINF AON VR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 9:38 am ET
by daytrend on 20140131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 967.

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
3.4% of stocks are above yesterday’s high.
16.5% are above yesterday’s midpoint. (83.5% are below.)
45.1% are below yesterday’s low.
51.5% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
70.7% of stocks with today’s low < yesterday’s low. (29.3% greater than).

EVIDENCE OF INTRADAY TREND
63.9% of stocks are above today’s open. (34.6% are below).
6.3% of stocks are above today’s open and yesterday’s close.
32.9% are below both.
3.0% of stocks opened above yesterday’s high.
5.0% of stocks opened above yesterday’s close. (94.5% opened below yesterday’s close).
54.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.0% of stocks are in the top 10% of today’s range.
35.8% are in the top 20%.
69.8% are in the top half. 30.2% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN
8.5% of stocks are above yesterday’s close. (91.5% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
0.7% are up 3.5% or more. 0.9% are down 3.5% or more.
40.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:0.6%…>=90:2.3%…>=80:5.7%…>=50:22.6%…<=20:25.4%…<=10:10.2%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:28.1%…<=20:4.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.4% above previous 1 highs, 45.1% below previous 1 lows
2.6% above previous 2 highs, 20.8% below previous 2 lows
2.6% above previous 3 highs, 18.4% below previous 3 lows
2.2% above previous 4 highs, 15.0% below previous 4 lows
1.6% above previous 5 highs, 14.5% below previous 5 lows
1.1% above previous 6 highs, 14.0% below previous 6 lows
1.0% above previous 7 highs, 13.9% below previous 7 lows
1.0% above previous 8 highs, 13.5% below previous 8 lows
1.0% above previous 9 highs, 13.3% below previous 9 lows
1.0% above previous 10 highs, 13.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
8.5% are above or equal to 1/30 close (1 days ago), 91.5% are below.
51.8% are above or equal to 1/29 close (2 days ago), 48.2% are below.
30.6% are above or equal to 1/28 close (3 days ago), 69.4% are below.
51.5% are above or equal to 1/27 close (4 days ago), 48.5% are below.
37.1% are above or equal to 1/24 close (5 days ago), 62.9% are below.
18.3% are above or equal to 1/23 close (6 days ago), 81.7% are below.
14.9% are above or equal to 1/22 close (7 days ago), 85.1% are below.
18.8% are above or equal to 1/21 close (8 days ago), 81.2% are below.
24.8% are above or equal to 1/17 close (9 days ago), 75.2% are below.
22.9% are above or equal to 1/16 close (10 days ago), 77.1% are below.
23.7% are above or equal to 1/15 close (11 days ago), 76.3% are below.
28.0% are above or equal to 1/14 close (12 days ago), 72.0% are below.
34.6% are above or equal to 1/13 close (13 days ago), 65.4% are below.
27.6% are above or equal to 1/10 close (14 days ago), 72.4% are below.
30.6% are above or equal to 1/9 close (15 days ago), 69.4% are below.
31.1% are above or equal to 1/8 close (16 days ago), 68.9% are below.
33.2% are above or equal to 1/7 close (17 days ago), 66.8% are below.
37.1% are above or equal to 1/6 close (18 days ago), 62.9% are below.
34.5% are above or equal to 1/3 close (19 days ago), 65.5% are below.
36.0% are above or equal to 1/2 close (20 days ago), 64.0% are below.
32.2% are above or equal to 12/31 close (21 days ago), 67.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 1.7% new highs, 20.4% new lows
21d: 1.7% new highs, 20.4% new lows
42d: 1.2% new highs, 14.2% new lows
63d: 1.0% new highs, 10.5% new lows
126d: 1.0% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 8.0% above, 92.0% below
3-day: 27.1% above, 72.9% below
4-day: 28.3% above, 71.7% below
5-day: 34.7% above, 65.3% below
8-day: 23.6% above, 76.4% below
10-day: 23.3% above, 76.7% below
20-day: 27.9% above, 72.1% below
50-day: 40.8% above, 59.2% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
LEIS(35): -0.26% Top=CMG WYNN BYD MPEL MGM CZR WEN JACK ….. HOT BLMN HMIN CCL RCL EXPE LTM KKD=Bottom (Leisure)
REAL(84): -0.46% Top=NLY AGNC RPAI CYS SPG HTS TWO MFA ….. MAC GGP PLD BAM JLL SHO NSM EJ=Bottom (Real Estate)
ELEC(57): -0.66% Top=CPHD INVN BRCM SPWR FSLR ONNN LLTC MXIM ….. DLB MCHP TRMB TXN CREE TSL AMBA YGE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): -0.67% Top=PFPT UIS CSC N CTXS MCRS GOOG MSFT ….. GIB YELP CTSH TRIP LOCK SFUN NOW ACXM=Bottom (Computer Software/Internet)
MANU(44): -0.78% Top=MTW TEX GNRC IEX JOY CAT DRC AGCO ….. PCP GTLS KMT SWK MRC DDD DOV JKS=Bottom (Manufacturing)
CHEM(32): -0.78% Top=EMN LYB POL CF ALB CE OLN HUN ….. FMC PX DD PPG IFF FUL SHW MEOH=Bottom (Chemicals/Fertilizers)
COHW(48): -0.90% Top=JDSU FNSR PLCM SNDK CSCO QCOM AAPL XLS ….. SWIR OLED PANW ARUN UBNT CAMP GOGO ADTN=Bottom (Computer Hardware/Telecom)
META(27): -0.92% Top=RGLD GG EGO ABX AEM CDE CNX AUY ….. STLD TCK WLT AKS AA CCJ NEM SLCA=Bottom (Metals & Mining)
ENER(110): -1.01% Top=NOV HFC GDP VLO PSX MPC TSO WNR ….. AREX KEG XOM QEP ETE CIE HLX CVX=Bottom (Energy)
MATE(32): -1.06% Top=PHM MTZ RYN DAR DHI CLH OC MDR ….. RSG FAST MDC EME VMC MAS EXP WY=Bottom (Materials & Construction)
TRAN(33): -1.11% Top=ALK DSX CHRW JBLU SWFT KSU WAB FDX ….. KNX DAL RRTS SAVE CP CNI NAT XPO=Bottom (Transportation)
HEAL(58): -1.24% Top=LH PKI ZMH MR CYH DXCM PODD TMO ….. ALGN THOR BABY NUVA ZLTQ CFN IRWD CSII=Bottom (Health)
RETA(69): -1.25% Top=NFLX MELI SFM AN EBAY GME KAR KORS ….. LINTA DKS CVS SIG TSCO PIR SPLS AMZN=Bottom (Retail & Specialty Retail)
DISV(54): -1.26% Top=RGS XRS RCII LDOS TYC MAN Z G ….. MCO VNTV ADT FISV FLT TMH RHI MA=Bottom (Diversified Services)
CONS(59): -1.39% Top=WHR HAR PAY FBHS IP MWV KMB BLL ….. BC DECK AVY RDEN FOSL NUS HAS MAT=Bottom (Consumer)
INSU(41): -1.45% Top=MBI AMBC GNW FAF FNF AIZ RDN AFSI ….. MTG MET ORI BRO CINF CB AON VR=Bottom (Insurance)
FINA(92): -1.52% Top=BX FNFG KKR CFFN OZM PHH APO IVZ ….. PVTB PACW RF GHL SCHW BXS LM BEN=Bottom (Banks/Financials)

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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Create a free website or blog at WordPress.com.