daytrend

03/31/2014

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

Closing Stats
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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
51.0% of stocks are above yesterday’s high.
81.9% are above yesterday’s midpoint. (18.1% are below.)
3.6% are below yesterday’s low.
45.4% are inside yesterday’s range.
76.5% of stocks with today’s high > yesterday’s high. (23.5% less than).
17.2% of stocks with today’s low < yesterday’s low. (82.8% greater than).

EVIDENCE OF INTRADAY TREND
68.0% of stocks are above today’s open. (31.3% are below).
67.2% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.3% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
68.4% are in the top half. 31.6% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN
82.7% of stocks are above yesterday’s close. (17.3% are below.)
1.8% are up 4.5% or more. 0.0% are down 4.5% or more.
5.1% are up 3.5% or more. 0.3% are down 3.5% or more.
40.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.9%…>=90:18.9%…>=80:46.0%…>=50:84.5%…<=20:3.6%…<=10:2.0%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:60.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:62.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
51.0% above previous 1 highs, 3.6% below previous 1 lows
45.0% above previous 2 highs, 0.9% below previous 2 lows
25.2% above previous 3 highs, 0.8% below previous 3 lows
19.9% above previous 4 highs, 0.8% below previous 4 lows
17.9% above previous 5 highs, 0.8% below previous 5 lows
14.5% above previous 6 highs, 0.8% below previous 6 lows
14.1% above previous 7 highs, 0.8% below previous 7 lows
12.4% above previous 8 highs, 0.8% below previous 8 lows
12.3% above previous 9 highs, 0.8% below previous 9 lows
11.8% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.7% are above or equal to 3/28 close (1 days ago), 17.3% are below.
88.7% are above or equal to 3/27 close (2 days ago), 11.3% are below.
81.1% are above or equal to 3/26 close (3 days ago), 18.9% are below.
56.7% are above or equal to 3/25 close (4 days ago), 43.3% are below.
59.0% are above or equal to 3/24 close (5 days ago), 41.0% are below.
47.9% are above or equal to 3/21 close (6 days ago), 52.1% are below.
46.2% are above or equal to 3/20 close (7 days ago), 53.8% are below.
51.1% are above or equal to 3/19 close (8 days ago), 48.9% are below.
44.1% are above or equal to 3/18 close (9 days ago), 55.9% are below.
52.1% are above or equal to 3/17 close (10 days ago), 47.9% are below.
59.9% are above or equal to 3/14 close (11 days ago), 40.1% are below.
59.4% are above or equal to 3/13 close (12 days ago), 40.6% are below.
49.1% are above or equal to 3/12 close (13 days ago), 50.9% are below.
48.5% are above or equal to 3/11 close (14 days ago), 51.5% are below.
44.6% are above or equal to 3/10 close (15 days ago), 55.4% are below.
42.4% are above or equal to 3/7 close (16 days ago), 57.6% are below.
42.5% are above or equal to 3/6 close (17 days ago), 57.5% are below.
44.0% are above or equal to 3/5 close (18 days ago), 56.0% are below.
43.9% are above or equal to 3/4 close (19 days ago), 56.1% are below.
57.2% are above or equal to 3/3 close (20 days ago), 42.8% are below.
52.9% are above or equal to 2/28 close (21 days ago), 47.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.6% new highs, 2.7% new lows
21d: 12.5% new highs, 2.7% new lows
42d: 10.3% new highs, 1.0% new lows
63d: 7.2% new highs, 0.5% new lows
126d: 5.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 81.9% above, 18.1% below
3-day: 88.4% above, 11.6% below
4-day: 87.5% above, 12.5% below
5-day: 82.0% above, 18.0% below
8-day: 64.5% above, 35.5% below
10-day: 59.2% above, 40.8% below
20-day: 50.9% above, 49.1% below
50-day: 66.5% above, 33.5% below
200-day: 72.1% above, 27.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(33): 2.05% Top=XPO SWFT MATX UAL HA DAL JBLU SAVE ….. NSC WAB KEX FDX TDW UPS GLNG NMM=Bottom (Transportation)
HEAL(58): 1.74% Top=CI WX EW ZLTQ OPK COO DXCM GMED ….. UNH WLP DGX MOH LH WCG HUM ESRX=Bottom (Health)
ELEC(53): 1.73% Top=MU CAVM INVN FCS OVTI FSL ATML PLUG ….. KLAC CSIQ NVDA APH TSL SUNE GRMN GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(50): 1.63% Top=COMM CAMP BRCD RKUS MOBI ARRS XLS CRAY ….. ARUN RCI EMC QCOM CCI PANW NSR BBRY=Bottom (Computer Hardware/Telecom)
INSU(39): 1.61% Top=MTG WSH RDN GNW ORI AMBC UNM FAF ….. FNF AXS CINF AGO AFL MET AIG AEL=Bottom (Insurance)
CHEM(33): 1.55% Top=FTK SZYM GPRE OLN CE RPM HUN ALB ….. ROC DD EMN LYB WPZ GRA MEOH FMC=Bottom (Chemicals/Fertilizers)
FINA(90): 1.52% Top=ACAS AMG UMPQ PVTB PHH FIG LAZ JNS ….. CME OZM SEIC EFX AXP SLM FII APO=Bottom (Banks/Financials)
DISV(53): 1.33% Top=APOL CAR MYGN KFY TW SCI HTZ URI ….. RCII URS ULTA HRB WTW ADS CXW SBAC=Bottom (Diversified Services)
CONS(57): 1.32% Top=KS SEE GPK OI RKT NWL BMS CRI ….. KATE COH ICON COTY CLX NUS FOSL UA=Bottom (Consumer)
LEIS(35): 1.26% Top=MGM LVS MPEL HMIN CAKE WYNN BYI RCL ….. SIX SEAS DRI CMG KKD LTM SBUX SGMS=Bottom (Leisure)
COSW(95): 1.23% Top=UIS RAX NQ ORCL PFPT IT NOW ACXM ….. SFUN TWTR TRLA AWAY NTES LOCK FEYE LNKD=Bottom (Computer Software/Internet)
MANU(44): 1.23% Top=CFX DRC FLS TEX DE ITT PNR GTI ….. AOS ROK DDD GE EMR JOY CAT JKS=Bottom (Manufacturing)
MATE(30): 1.08% Top=CVA DAR WM USG FLR EXP RSG RYN ….. WY TOL PWR VMC LEN DHI KBH CLH=Bottom (Materials & Construction)
REAL(87): 0.92% Top=NSM WAC CUBE RHP SRC CBG CUZ BMR ….. LHO DEI AMT WRI DFT DLR RLGY CLI=Bottom (Real Estate)
RETA(71): 0.39% Top=DANG CDW VSI SHLD KMX RH AN ANN ….. WFM FIVE SFM MELI DKS NFLX JCP RAD=Bottom (Retail & Specialty Retail)
ENER(117): 0.16% Top=PDS HOS MHR BWP GPOR ENLK IOC DK ….. CXO MTDR DNR SD ATHL RRC FANG BCEI=Bottom (Energy)
META(28): -0.02% Top=AKS SLCA AA CLF STLD CMC X BTU ….. SLW NEM AUY GG ABX SSRI AEM CDE=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/

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Filed under: Market Stats — daytrend @ 2:51 pm

Market Stats at 3:50 pm ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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
50.6% of stocks are above yesterday’s high.
82.1% are above yesterday’s midpoint. (17.9% are below.)
3.9% are below yesterday’s low.
45.5% are inside yesterday’s range.
76.3% of stocks with today’s high > yesterday’s high. (23.7% less than).
16.9% of stocks with today’s low < yesterday’s low. (83.1% greater than).

EVIDENCE OF INTRADAY TREND
68.6% of stocks are above today’s open. (30.8% are below).
67.7% of stocks are above today’s open and yesterday’s close.
16.4% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.1% of stocks are in the top 10% of today’s range.
34.0% 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.
9.6% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN
82.7% of stocks are above yesterday’s close. (17.3% are below.)
1.7% are up 4.5% or more. 0.0% are down 4.5% or more.
5.0% are up 3.5% or more. 0.2% are down 3.5% or more.
41.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.1%…>=90:18.5%…>=80:46.9%…>=50:84.4%…<=20:3.1%…<=10:2.0%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:60.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.6% above previous 1 highs, 3.9% below previous 1 lows
44.5% above previous 2 highs, 1.0% below previous 2 lows
25.1% above previous 3 highs, 0.9% below previous 3 lows
20.2% above previous 4 highs, 0.9% below previous 4 lows
18.0% above previous 5 highs, 0.9% below previous 5 lows
14.5% above previous 6 highs, 0.9% below previous 6 lows
14.2% above previous 7 highs, 0.9% below previous 7 lows
12.5% above previous 8 highs, 0.9% below previous 8 lows
12.1% above previous 9 highs, 0.9% below previous 9 lows
11.8% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.7% are above or equal to 3/28 close (1 days ago), 17.3% are below.
88.2% are above or equal to 3/27 close (2 days ago), 11.8% are below.
81.3% are above or equal to 3/26 close (3 days ago), 18.7% are below.
55.9% are above or equal to 3/25 close (4 days ago), 44.1% are below.
58.5% are above or equal to 3/24 close (5 days ago), 41.5% are below.
47.8% are above or equal to 3/21 close (6 days ago), 52.2% are below.
46.4% are above or equal to 3/20 close (7 days ago), 53.6% are below.
50.9% are above or equal to 3/19 close (8 days ago), 49.1% are below.
43.8% are above or equal to 3/18 close (9 days ago), 56.2% are below.
52.3% are above or equal to 3/17 close (10 days ago), 47.7% are below.
59.6% are above or equal to 3/14 close (11 days ago), 40.4% are below.
59.3% are above or equal to 3/13 close (12 days ago), 40.7% are below.
49.4% are above or equal to 3/12 close (13 days ago), 50.6% are below.
48.5% are above or equal to 3/11 close (14 days ago), 51.5% are below.
44.7% are above or equal to 3/10 close (15 days ago), 55.3% are below.
42.3% are above or equal to 3/7 close (16 days ago), 57.7% are below.
42.7% are above or equal to 3/6 close (17 days ago), 57.3% are below.
43.8% are above or equal to 3/5 close (18 days ago), 56.2% are below.
44.1% are above or equal to 3/4 close (19 days ago), 55.9% are below.
56.8% are above or equal to 3/3 close (20 days ago), 43.2% are below.
53.0% are above or equal to 2/28 close (21 days ago), 47.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.3% new highs, 2.7% new lows
21d: 12.3% new highs, 2.7% new lows
42d: 10.1% new highs, 1.0% new lows
63d: 7.0% new highs, 0.5% new lows
126d: 5.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.5% above, 17.5% below
3-day: 88.2% above, 11.8% below
4-day: 87.7% above, 12.3% below
5-day: 81.4% above, 18.6% below
8-day: 64.6% above, 35.4% below
10-day: 59.1% above, 40.9% below
20-day: 51.0% above, 49.0% below
50-day: 66.0% above, 34.0% below
200-day: 72.4% above, 27.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(33): 2.07% Top=XPO SWFT UAL MATX HA DAL SAVE JBLU ….. NSC WAB KEX FDX TDW UPS GLNG NMM=Bottom (Transportation)
ELEC(53): 1.74% Top=MU CAVM INVN FCS OVTI ATML FSL PLUG ….. ADI NVDA CSIQ APH SUNE TSL GRMN GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): 1.70% Top=CI WX EW ZLTQ COO OPK DXCM IRWD ….. WLP PODD DGX LH WCG HUM MOH ESRX=Bottom (Health)
COHW(50): 1.66% Top=COMM CAMP BRCD MOBI RKUS CRAY ARRS XLS ….. T MSI EMC QCOM CCI PANW NSR BBRY=Bottom (Computer Hardware/Telecom)
CHEM(33): 1.65% Top=FTK GPRE SZYM CE OLN RPM HUN ALB ….. MEOH ROC EMN DD LYB GRA WPZ FMC=Bottom (Chemicals/Fertilizers)
INSU(39): 1.57% Top=MTG RDN WSH GNW ORI AMBC UNM FAF ….. AXS ACGL AFL AGO CINF MET AIG AEL=Bottom (Insurance)
FINA(90): 1.50% Top=ACAS AMG UMPQ PVTB JNS LAZ SUSQ CG ….. PSEC HCBK SEIC EFX SLM FII AXP APO=Bottom (Banks/Financials)
CONS(57): 1.35% Top=KS SEE GPK OI RKT NWL BMS CRI ….. IP ICON COTY COH NUS CLX FOSL UA=Bottom (Consumer)
DISV(53): 1.35% Top=APOL CAR MYGN SCI TW KFY HTZ URI ….. URS RCII ADS HRB ULTA WTW CXW SBAC=Bottom (Diversified Services)
MANU(44): 1.28% Top=CFX DRC FLS GTI TEX DE ITT CMI ….. AME ROK AOS EMR JOY GE CAT JKS=Bottom (Manufacturing)
LEIS(35): 1.27% Top=MGM LVS MPEL HMIN CAKE BYI WYNN RCL ….. EXPE DRI KKD SIX CMG LTM SBUX SGMS=Bottom (Leisure)
COSW(95): 1.19% Top=UIS RAX PFPT ORCL IT MDSO ACXM SFLY ….. WBMD NTES TWTR AWAY LOCK TRLA LNKD FEYE=Bottom (Computer Software/Internet)
MATE(30): 1.06% Top=CVA DAR USG WM FLR RYN EXP AWI ….. WY FAST PWR LEN DHI VMC KBH CLH=Bottom (Materials & Construction)
REAL(87): 0.86% Top=NSM WAC RHP CUBE SRC BMR CBG PDM ….. LHO AMT BPO DFT WRI DLR CLI RLGY=Bottom (Real Estate)
RETA(71): 0.38% Top=DANG CDW KMX SHLD VSI RH AN ANN ….. AEO FIVE SFM MELI DKS NFLX JCP RAD=Bottom (Retail & Specialty Retail)
ENER(117): 0.17% Top=MHR BWP HOS PDS ENLK IOC GPOR DO ….. RES CXO DNR SD ATHL RRC FANG BCEI=Bottom (Energy)
META(28): -0.05% Top=AKS SLCA AA CLF CMC STLD X BTU ….. SLW NEM AUY GG ABX AEM SSRI CDE=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 3:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:28 pm

Market Stats at 1:28 pm ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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
50.6% of stocks are above yesterday’s high.
81.9% are above yesterday’s midpoint. (18.1% are below.)
3.4% are below yesterday’s low.
46.0% are inside yesterday’s range.
73.6% of stocks with today’s high > yesterday’s high. (26.4% less than).
15.3% of stocks with today’s low < yesterday’s low. (84.7% greater than).

EVIDENCE OF INTRADAY TREND
70.0% of stocks are above today’s open. (29.3% are below).
69.3% of stocks are above today’s open and yesterday’s close.
16.6% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
24.4% of stocks are in the top 10% of today’s range.
41.8% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN
82.7% of stocks are above yesterday’s close. (17.3% are below.)
1.8% are up 4.5% or more. 0.1% are down 4.5% or more.
3.5% are up 3.5% or more. 0.1% are down 3.5% or more.
39.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:18.9%…>=80:47.0%…>=50:85.1%…<=20:4.0%…<=10:2.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:60.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
50.6% above previous 1 highs, 3.4% below previous 1 lows
44.4% above previous 2 highs, 1.1% below previous 2 lows
24.6% above previous 3 highs, 1.0% below previous 3 lows
19.4% above previous 4 highs, 0.9% below previous 4 lows
16.9% above previous 5 highs, 0.9% below previous 5 lows
13.9% above previous 6 highs, 0.9% below previous 6 lows
13.8% above previous 7 highs, 0.8% below previous 7 lows
11.9% above previous 8 highs, 0.8% below previous 8 lows
11.7% above previous 9 highs, 0.8% below previous 9 lows
11.5% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
82.7% are above or equal to 3/28 close (1 days ago), 17.3% are below.
89.0% are above or equal to 3/27 close (2 days ago), 11.0% are below.
81.0% are above or equal to 3/26 close (3 days ago), 19.0% are below.
57.5% are above or equal to 3/25 close (4 days ago), 42.5% are below.
57.7% are above or equal to 3/24 close (5 days ago), 42.3% are below.
48.8% are above or equal to 3/21 close (6 days ago), 51.2% are below.
46.4% are above or equal to 3/20 close (7 days ago), 53.6% are below.
51.2% are above or equal to 3/19 close (8 days ago), 48.8% are below.
44.1% are above or equal to 3/18 close (9 days ago), 55.9% are below.
52.4% are above or equal to 3/17 close (10 days ago), 47.6% are below.
59.4% are above or equal to 3/14 close (11 days ago), 40.6% are below.
58.9% are above or equal to 3/13 close (12 days ago), 41.1% are below.
49.6% are above or equal to 3/12 close (13 days ago), 50.4% are below.
48.7% are above or equal to 3/11 close (14 days ago), 51.3% are below.
44.6% are above or equal to 3/10 close (15 days ago), 55.4% are below.
42.8% are above or equal to 3/7 close (16 days ago), 57.2% are below.
42.5% are above or equal to 3/6 close (17 days ago), 57.5% are below.
44.3% are above or equal to 3/5 close (18 days ago), 55.7% are below.
44.2% are above or equal to 3/4 close (19 days ago), 55.8% are below.
56.8% are above or equal to 3/3 close (20 days ago), 43.2% are below.
52.7% are above or equal to 2/28 close (21 days ago), 47.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 11.1% new highs, 2.5% new lows
21d: 11.1% new highs, 2.5% new lows
42d: 9.1% new highs, 1.0% new lows
63d: 6.6% new highs, 0.5% new lows
126d: 5.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.1% above, 17.9% below
3-day: 89.0% above, 11.0% below
4-day: 88.6% above, 11.4% below
5-day: 81.5% above, 18.5% below
8-day: 63.3% above, 36.7% below
10-day: 58.8% above, 41.2% below
20-day: 50.5% above, 49.5% below
50-day: 65.7% above, 34.3% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(33): 2.09% Top=SWFT MATX XPO CHRW HA SAVE UAL GBX ….. WAB NSC KEX FDX GLNG UPS TDW NMM=Bottom (Transportation)
COHW(50): 1.77% Top=COMM CRAY ARRS CAMP MOBI RKUS VIP XLS ….. QCOM WIN EMC AAPL CCI PANW NSR BBRY=Bottom (Computer Hardware/Telecom)
ELEC(53): 1.76% Top=MU PLUG CAVM INVN RFMD FCS ATML OVTI ….. GRMN VECO NVDA APH GTAT TSL CSIQ SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): 1.61% Top=EW CI WX OPK COO IRWD GMED DXCM ….. WCG UNH CNC DGX PODD ESRX HUM MOH=Bottom (Health)
CHEM(33): 1.45% Top=GPRE FTK CE OLN RPM SZYM ALB HUN ….. AGU LYB DD EMN CF FMC WPZ MEOH=Bottom (Chemicals/Fertilizers)
FINA(90): 1.44% Top=ACAS AMG UMPQ LPLA LAZ VOYA JNS PVTB ….. HCBK SCHW OCN SLM FII EFX OZM APO=Bottom (Banks/Financials)
INSU(39): 1.31% Top=MTG ORI FAF UNM WSH CLGX AMBC AIZ ….. MET AXS AGO AFL MBI AIG CINF AEL=Bottom (Insurance)
DISV(53): 1.29% Top=CAR APOL MYGN TW SCI HTZ BLOX URI ….. AAN HMSY ULTA SBAC WTW HRB ADS CXW=Bottom (Diversified Services)
MANU(44): 1.25% Top=GTI CFX DRC PPO FLS CMI PNR ITT ….. ATI ATU EMR DDD CAT GE JOY JKS=Bottom (Manufacturing)
COSW(95): 1.25% Top=UIS PFPT ACXM ORCL SFLY RAX IT MDSO ….. SFUN AWAY NTES LOCK TWTR TRLA LNKD FEYE=Bottom (Computer Software/Internet)
CONS(57): 1.23% Top=KS SEE TPX SHOO SCSS GT GPK TUP ….. MAT AVP UA COH KATE FOSL CLX NUS=Bottom (Consumer)
LEIS(35): 1.19% Top=MGM MPEL LVS WYNN CAKE JACK DNKN PNK ….. SONC KKD SIX SEAS LTM CMG SBUX SGMS=Bottom (Leisure)
MATE(30): 1.12% Top=CVA DAR FLR WM MTZ MAS USG MDR ….. RYL FAST TOL PWR DHI VMC CLH LEN=Bottom (Materials & Construction)
REAL(87): 1.05% Top=WAC NSM RHP PEI ESS CUBE HIW KRC ….. CLI AMH AMT EJ NLY DLR BPO RLGY=Bottom (Real Estate)
RETA(71): 0.52% Top=KMX VSI DANG BIG RH ANN AN CDW ….. DKS WFM GPS SFM NFLX RAD MELI JCP=Bottom (Retail & Specialty Retail)
ENER(117): 0.10% Top=PDS MHR ENLK PVA CRK BWP PDCE BAS ….. WMB OAS SD ATHL CLR CXO RRC BCEI=Bottom (Energy)
META(28): -0.03% Top=AKS SLCA CLF AA CMC STLD X NUE ….. SLW NEM AUY ABX GG SSRI AEM CDE=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 1:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:37 am

Market Stats at 11:37 am ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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
32.2% of stocks are above yesterday’s high.
73.7% are above yesterday’s midpoint. (26.3% are below.)
5.0% are below yesterday’s low.
62.8% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
14.1% of stocks with today’s low < yesterday’s low. (85.9% greater than).

EVIDENCE OF INTRADAY TREND
52.8% of stocks are above today’s open. (46.1% are below).
51.8% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.7% of stocks are in the top 10% of today’s range.
16.5% are in the top 20%.
49.5% are in the top half. 50.5% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN
76.5% of stocks are above yesterday’s close. (23.5% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.0%…>=90:11.9%…>=80:34.2%…>=50:78.4%…<=20:5.1%…<=10:3.6%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:52.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:55.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.2% above previous 1 highs, 5.0% below previous 1 lows
27.7% above previous 2 highs, 2.5% below previous 2 lows
14.0% above previous 3 highs, 2.3% below previous 3 lows
10.7% above previous 4 highs, 2.2% below previous 4 lows
8.8% above previous 5 highs, 2.1% below previous 5 lows
7.5% above previous 6 highs, 2.1% below previous 6 lows
7.3% above previous 7 highs, 2.1% below previous 7 lows
6.5% above previous 8 highs, 2.0% below previous 8 lows
6.4% above previous 9 highs, 1.8% below previous 9 lows
6.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.5% are above or equal to 3/28 close (1 days ago), 23.5% are below.
85.3% are above or equal to 3/27 close (2 days ago), 14.7% are below.
74.4% are above or equal to 3/26 close (3 days ago), 25.6% are below.
48.8% are above or equal to 3/25 close (4 days ago), 51.2% are below.
51.0% are above or equal to 3/24 close (5 days ago), 49.0% are below.
40.8% are above or equal to 3/21 close (6 days ago), 59.2% are below.
40.8% are above or equal to 3/20 close (7 days ago), 59.2% are below.
46.7% are above or equal to 3/19 close (8 days ago), 53.3% are below.
39.3% are above or equal to 3/18 close (9 days ago), 60.7% are below.
47.0% are above or equal to 3/17 close (10 days ago), 53.0% are below.
54.4% are above or equal to 3/14 close (11 days ago), 45.6% are below.
54.6% are above or equal to 3/13 close (12 days ago), 45.4% are below.
44.8% are above or equal to 3/12 close (13 days ago), 55.2% are below.
44.2% are above or equal to 3/11 close (14 days ago), 55.8% are below.
40.1% are above or equal to 3/10 close (15 days ago), 59.9% are below.
38.4% are above or equal to 3/7 close (16 days ago), 61.6% are below.
37.9% are above or equal to 3/6 close (17 days ago), 62.1% are below.
39.9% are above or equal to 3/5 close (18 days ago), 60.1% are below.
39.1% are above or equal to 3/4 close (19 days ago), 60.9% are below.
51.9% are above or equal to 3/3 close (20 days ago), 48.1% are below.
49.0% are above or equal to 2/28 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.8% new highs, 2.4% new lows
21d: 8.8% new highs, 2.4% new lows
42d: 7.4% new highs, 0.9% new lows
63d: 5.2% new highs, 0.5% new lows
126d: 3.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.8% above, 24.2% below
3-day: 83.7% above, 16.3% below
4-day: 83.8% above, 16.2% below
5-day: 73.5% above, 26.5% below
8-day: 54.3% above, 45.7% below
10-day: 50.7% above, 49.3% below
20-day: 44.8% above, 55.2% below
50-day: 63.0% above, 37.0% below
200-day: 71.3% above, 28.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(50): 1.36% Top=COMM CAMP VIP MOBI ARRS RKUS BRCD XLS ….. EMC QCOM AAPL WIN CCI GOGO NSR BBRY=Bottom (Computer Hardware/Telecom)
TRAN(33): 1.16% Top=XPO SWFT UAL HA DAL CHRW SAVE GBX ….. EXPD NSC FDX YRCW UPS GLNG TDW NMM=Bottom (Transportation)
ELEC(53): 1.15% Top=MU CAVM ATML IDTI FSL CREE ONNN BRKR ….. SNPS AMAT NVDA VECO CSIQ APH GTAT SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(90): 1.09% Top=ACAS AMG LAZ VOYA FIG UMPQ LPLA JNS ….. OCN BX PSEC EFX HCBK SLM OZM APO=Bottom (Banks/Financials)
LEIS(35): 0.95% Top=MPEL MGM LVS WYNN BYD HMIN JACK PNK ….. WEN EAT LTM CMG SBUX SONC SGMS KKD=Bottom (Leisure)
HEAL(58): 0.92% Top=EW WX CI IRWD ZLTQ COO PRXL HCA ….. HAE ESRX WCG DGX CNC PODD MOH HUM=Bottom (Health)
INSU(39): 0.86% Top=MTG AMBC ORI FAF CLGX VR PRE AFSI ….. BRO MET AGO AXS AFL AIG CINF AEL=Bottom (Insurance)
COSW(95): 0.85% Top=RAX SINA PFPT UIS IT ORCL GRPN BIDU ….. AWAY SYMC RATE TWTR LOCK LNKD TRLA FEYE=Bottom (Computer Software/Internet)
MANU(44): 0.77% Top=CFX CMI GTI PPO FLS PNR RS HON ….. CAT TKR EMR AME AGCO GE ATU JOY=Bottom (Manufacturing)
CHEM(33): 0.73% Top=GPRE CE FTK RPM AXLL OLN HUN POT ….. MON EMN CHMT WPZ POL FMC MEOH CF=Bottom (Chemicals/Fertilizers)
DISV(53): 0.72% Top=CAR APOL SCI MYGN URI TW FISV GEO ….. ADS URS ULTA SBAC HMSY WTW HRB CXW=Bottom (Diversified Services)
REAL(87): 0.68% Top=WAC NSM RHP BEE ESS RPAI IVR CWH ….. O DLR ARCP NLY BPO RLGY AMH CLI=Bottom (Real Estate)
MATE(30): 0.66% Top=CVA MTZ WM FLR PHM MAS MLM SPF ….. VMC TOL MDR WCN FAST LEN PWR CLH=Bottom (Materials & Construction)
CONS(57): 0.64% Top=KS PBI GT SEE TPX PAY SHOO FL ….. COH MAT UA ICON CLX FOSL NUS KATE=Bottom (Consumer)
RETA(71): 0.19% Top=DANG DSW BIG KMX VSI WAG AN BID ….. SPLS GPS ANF WFM RAD MELI FIVE JCP=Bottom (Retail & Specialty Retail)
ENER(117): -0.29% Top=PDS PVA KEG DPM ENLK CVE IOC SU ….. RRC CJES DK OAS SFY MTDR CXO CLR=Bottom (Energy)
META(28): -0.38% Top=AKS CLF SLCA AA CMC STLD X NUE ….. NEM SLW PAAS GG ABX SSRI AEM CDE=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 11:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 10:52 am ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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
43.2% of stocks are above yesterday’s high.
82.1% are above yesterday’s midpoint. (17.9% are below.)
2.9% are below yesterday’s low.
54.0% are inside yesterday’s range.
63.5% of stocks with today’s high > yesterday’s high. (36.5% less than).
12.7% of stocks with today’s low < yesterday’s low. (87.3% greater than).

EVIDENCE OF INTRADAY TREND
65.2% of stocks are above today’s open. (33.8% are below).
63.9% of stocks are above today’s open and yesterday’s close.
15.3% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
26.9% of stocks are in the top 10% of today’s range.
42.5% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN
83.6% of stocks are above yesterday’s close. (16.4% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
2.6% are up 3.5% or more. 0.0% are down 3.5% or more.
52.6% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.5%…>=90:15.3%…>=80:41.5%…>=50:85.8%…<=20:4.1%…<=10:2.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:56.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
43.2% above previous 1 highs, 2.9% below previous 1 lows
36.1% above previous 2 highs, 1.6% below previous 2 lows
17.9% above previous 3 highs, 1.3% below previous 3 lows
13.8% above previous 4 highs, 1.3% below previous 4 lows
11.4% above previous 5 highs, 1.2% below previous 5 lows
10.0% above previous 6 highs, 1.2% below previous 6 lows
9.9% above previous 7 highs, 1.1% below previous 7 lows
8.6% above previous 8 highs, 1.1% below previous 8 lows
8.5% above previous 9 highs, 1.1% below previous 9 lows
8.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
83.6% are above or equal to 3/28 close (1 days ago), 16.4% are below.
90.1% are above or equal to 3/27 close (2 days ago), 9.9% are below.
79.4% are above or equal to 3/26 close (3 days ago), 20.6% are below.
53.2% are above or equal to 3/25 close (4 days ago), 46.8% are below.
55.3% are above or equal to 3/24 close (5 days ago), 44.7% are below.
44.6% are above or equal to 3/21 close (6 days ago), 55.4% are below.
43.0% are above or equal to 3/20 close (7 days ago), 57.0% are below.
48.7% are above or equal to 3/19 close (8 days ago), 51.3% are below.
41.3% are above or equal to 3/18 close (9 days ago), 58.7% are below.
49.5% are above or equal to 3/17 close (10 days ago), 50.5% are below.
55.7% are above or equal to 3/14 close (11 days ago), 44.3% are below.
56.5% are above or equal to 3/13 close (12 days ago), 43.5% are below.
46.7% are above or equal to 3/12 close (13 days ago), 53.3% are below.
46.1% are above or equal to 3/11 close (14 days ago), 53.9% are below.
42.4% are above or equal to 3/10 close (15 days ago), 57.6% are below.
40.2% are above or equal to 3/7 close (16 days ago), 59.8% are below.
39.9% are above or equal to 3/6 close (17 days ago), 60.1% are below.
41.9% are above or equal to 3/5 close (18 days ago), 58.1% are below.
40.7% are above or equal to 3/4 close (19 days ago), 59.3% are below.
54.9% are above or equal to 3/3 close (20 days ago), 45.1% are below.
51.2% are above or equal to 2/28 close (21 days ago), 48.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.0% new highs, 2.2% new lows
21d: 8.0% new highs, 2.2% new lows
42d: 6.7% new highs, 0.8% new lows
63d: 4.8% new highs, 0.4% new lows
126d: 3.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 82.5% above, 17.5% below
3-day: 90.5% above, 9.5% below
4-day: 89.2% above, 10.8% below
5-day: 81.5% above, 18.5% below
8-day: 60.8% above, 39.2% below
10-day: 55.1% above, 44.9% below
20-day: 48.0% above, 52.0% below
50-day: 64.7% above, 35.3% below
200-day: 72.1% above, 27.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(53): 1.69% Top=MU CAVM IDTI INVN SWKS RFMD FSL CREE ….. SCTY WAT VECO JBL SNPS NVDA SUNE APH=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(50): 1.63% Top=CAMP COMM MOBI ARRS RKUS XLS FNSR VIP ….. TMUS QCOM AAPL WIN CCI GOGO NSR BBRY=Bottom (Computer Hardware/Telecom)
FINA(90): 1.57% Top=ACAS AMG JNS UMPQ VOYA CG FIG PACW ….. BX GS CIT SLM PSEC EFX APO OZM=Bottom (Banks/Financials)
TRAN(33): 1.44% Top=SWFT HA JBLU XPO DAL UAL SAVE GBX ….. EXPD CNI FDX NSC UPS GLNG TDW NMM=Bottom (Transportation)
LEIS(35): 1.39% Top=MPEL MGM BYD LVS WYNN PNK HMIN PNRA ….. DRI SBUX SIX SONC CMG LTM SGMS KKD=Bottom (Leisure)
COSW(95): 1.16% Top=SINA RAX BIDU PFPT VMW IT MANH FB ….. NUAN TWTR LNKD CERN SYMC LOCK TRLA FEYE=Bottom (Computer Software/Internet)
INSU(39): 1.11% Top=MTG AMBC FAF ORI CNO CLGX AIZ AFSI ….. BRO AJG GNW PGR AXS AIG AEL CINF=Bottom (Insurance)
HEAL(58): 1.11% Top=WX EW IRWD CI ZLTQ ESC BKD OPK ….. ESRX ABT HAE DGX WCG MOH PODD HUM=Bottom (Health)
MANU(44): 1.10% Top=GTI CFX PPO CMI JKS RS GTLS FLS ….. EMR CAT GE AME DE ATU JOY AGCO=Bottom (Manufacturing)
DISV(53): 0.98% Top=CAR MYGN URI BLOX AL SCI HTZ APOL ….. RRD WOOF SBAC URS HRB WTW ULTA CXW=Bottom (Diversified Services)
CHEM(33): 0.95% Top=GPRE AXLL FTK CE OLN RPM HUN PPG ….. MON AGU MOS POL WPZ FMC CF MEOH=Bottom (Chemicals/Fertilizers)
META(28): 0.80% Top=AKS CLF STLD X SLCA CMC AA NUE ….. CLD PAAS WLT ABX GG CNX AEM CDE=Bottom (Metals & Mining)
CONS(57): 0.78% Top=KS PAY SEE PBI BC OI FL GT ….. PVH AVP WWW COH FOSL KATE CLX NUS=Bottom (Consumer)
REAL(87): 0.72% Top=WAC NSM RHP BEE CWH LHO IVR PEI ….. AGNC O ARCP NLY DLR CLI BPO AMH=Bottom (Real Estate)
MATE(30): 0.66% Top=CVA FLR WM MLM MAS RYN EXP PHM ….. MTH MDR KBH LEN TOL RYL CLH WCN=Bottom (Materials & Construction)
RETA(71): 0.40% Top=DANG BIG DSW VSI KMX RH FRAN BID ….. MELI SBH AEO SFM ANF SPLS FIVE JCP=Bottom (Retail & Specialty Retail)
ENER(117): 0.10% Top=KEG PVA IOC MHR BAS PDS ENLK CVE ….. DNR SFY SD DK CJES CXO RES CLR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:25 am

Market Stats at 10:24 am ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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
32.7% of stocks are above yesterday’s high.
76.4% are above yesterday’s midpoint. (23.6% are below.)
3.7% are below yesterday’s low.
63.6% are inside yesterday’s range.
58.0% of stocks with today’s high > yesterday’s high. (42.0% less than).
12.4% of stocks with today’s low < yesterday’s low. (87.6% greater than).

EVIDENCE OF INTRADAY TREND
53.5% of stocks are above today’s open. (44.4% are below).
52.4% of stocks are above today’s open and yesterday’s close.
18.9% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.5% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN
80.2% of stocks are above yesterday’s close. (19.8% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
2.0% are up 3.5% or more. 0.1% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.3%…>=90:12.6%…>=80:33.3%…>=50:81.8%…<=20:5.1%…<=10:3.6%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:52.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.7% above previous 1 highs, 3.7% below previous 1 lows
27.4% above previous 2 highs, 2.1% below previous 2 lows
12.6% above previous 3 highs, 1.8% below previous 3 lows
10.1% above previous 4 highs, 1.7% below previous 4 lows
8.8% above previous 5 highs, 1.6% below previous 5 lows
7.7% above previous 6 highs, 1.6% below previous 6 lows
7.7% above previous 7 highs, 1.5% below previous 7 lows
6.9% above previous 8 highs, 1.4% below previous 8 lows
6.8% above previous 9 highs, 1.3% below previous 9 lows
6.7% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
80.2% are above or equal to 3/28 close (1 days ago), 19.8% are below.
86.2% are above or equal to 3/27 close (2 days ago), 13.8% are below.
75.6% are above or equal to 3/26 close (3 days ago), 24.4% are below.
48.0% are above or equal to 3/25 close (4 days ago), 52.0% are below.
51.2% are above or equal to 3/24 close (5 days ago), 48.8% are below.
39.4% are above or equal to 3/21 close (6 days ago), 60.6% are below.
39.9% are above or equal to 3/20 close (7 days ago), 60.1% are below.
46.2% are above or equal to 3/19 close (8 days ago), 53.8% are below.
38.8% are above or equal to 3/18 close (9 days ago), 61.2% are below.
47.0% are above or equal to 3/17 close (10 days ago), 53.0% are below.
53.2% are above or equal to 3/14 close (11 days ago), 46.8% are below.
53.8% are above or equal to 3/13 close (12 days ago), 46.2% are below.
44.5% are above or equal to 3/12 close (13 days ago), 55.5% are below.
44.4% are above or equal to 3/11 close (14 days ago), 55.6% are below.
40.0% are above or equal to 3/10 close (15 days ago), 60.0% are below.
37.3% are above or equal to 3/7 close (16 days ago), 62.7% are below.
38.3% are above or equal to 3/6 close (17 days ago), 61.7% are below.
40.2% are above or equal to 3/5 close (18 days ago), 59.8% are below.
38.0% are above or equal to 3/4 close (19 days ago), 62.0% are below.
52.2% are above or equal to 3/3 close (20 days ago), 47.8% are below.
49.0% are above or equal to 2/28 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.6% new highs, 2.1% new lows
21d: 7.6% new highs, 2.1% new lows
42d: 6.4% new highs, 0.8% new lows
63d: 4.5% new highs, 0.4% new lows
126d: 3.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 79.1% above, 20.9% below
3-day: 87.2% above, 12.8% below
4-day: 85.9% above, 14.1% below
5-day: 74.6% above, 25.4% below
8-day: 55.5% above, 44.5% below
10-day: 49.6% above, 50.4% below
20-day: 44.8% above, 55.2% below
50-day: 63.3% above, 36.7% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
COHW(50): 1.35% Top=MOBI COMM CAMP ARRS RKUS UBNT VIP XLS ….. AAPL TDS QCOM TMUS CCI GOGO NSR BBRY=Bottom (Computer Hardware/Telecom)
ELEC(53): 1.33% Top=MU TSL AMBA CREE CAVM RFMD SWKS IDTI ….. BRKR JBL WAT SNPS VECO SCTY NVDA APH=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 1.31% Top=SWFT HA DAL UAL JBLU SAVE CHRW LUV ….. LSTR EXPD KEX UPS FDX GLNG TDW NMM=Bottom (Transportation)
FINA(90): 1.29% Top=ACAS AMG JNS FIG VOYA UMPQ ZION CG ….. AINV MTB BKU HCBK EFX SLM APO OZM=Bottom (Banks/Financials)
LEIS(35): 1.09% Top=MPEL MGM LVS BYD PNRA WYNN PNK RCL ….. BYI DRI CMG WEN SONC LTM SGMS KKD=Bottom (Leisure)
MANU(44): 0.94% Top=JKS GTI CFX CMI RS GTLS TEX FLS ….. AOS AME MHK AGCO GE SWK ATU JOY=Bottom (Manufacturing)
META(28): 0.92% Top=AKS CLF STLD SLCA CMC X NUE AA ….. AUY SSRI SLW ABX CNX GG CDE AEM=Bottom (Metals & Mining)
INSU(39): 0.91% Top=MTG AMBC ORI CLGX FAF AIZ AON PRU ….. AFL MBI BRO RDN AXS AIG CINF AEL=Bottom (Insurance)
HEAL(58): 0.86% Top=WX EW CI ZLTQ IRWD OPK A HCA ….. UNH CNC ESRX WCG ABT PODD HUM MOH=Bottom (Health)
COSW(95): 0.81% Top=BIDU SINA RAX VMW SFUN PWRD ADSK ACXM ….. TRLA NUAN ATVI TWTR SYMC LOCK NQ FEYE=Bottom (Computer Software/Internet)
CHEM(33): 0.78% Top=GPRE FTK AXLL CE RPM HUN OLN PPG ….. MON AGU WPZ POL MOS FMC CF MEOH=Bottom (Chemicals/Fertilizers)
DISV(53): 0.58% Top=CAR BLOX MYGN AL URI HTZ MA MCO ….. VRSK URS WOOF SBAC RCII ULTA WTW CXW=Bottom (Diversified Services)
CONS(57): 0.50% Top=KS SEE PAY PBI BC OI NWL FL ….. ICON FOSL COTY KATE WWW COH CLX NUS=Bottom (Consumer)
MATE(30): 0.45% Top=CVA FLR VMC MLM WM EXP RYN RSG ….. MTH USG LEN WY WCN RYL TOL CLH=Bottom (Materials & Construction)
RETA(71): 0.25% Top=DANG BIG RH DSW VSI KMX SHLD WAG ….. GES SFM SPLS ANF AEO JCP SBH FIVE=Bottom (Retail & Specialty Retail)
REAL(87): 0.23% Top=WAC RHP NSM BEE IVR HTA CWH CLNY ….. NLY KIM GGP BPO AMH DLR O CLI=Bottom (Real Estate)
ENER(117): 0.13% Top=PVA KEG BAS SU MHR IOC CVE ENLK ….. WNR SD DK BCEI CXO RES CJES MTDR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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

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

COMPARED TO YESTERDAY’S RANGE
27.5% of stocks are above yesterday’s high.
73.0% are above yesterday’s midpoint. (27.0% are below.)
3.8% are below yesterday’s low.
68.7% are inside yesterday’s range.
50.6% of stocks with today’s high > yesterday’s high. (49.4% less than).
9.9% of stocks with today’s low < yesterday’s low. (90.1% greater than).

EVIDENCE OF INTRADAY TREND
47.9% of stocks are above today’s open. (50.6% are below).
47.0% of stocks are above today’s open and yesterday’s close.
22.2% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.0% of stocks are in the top 10% of today’s range.
22.2% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN
76.9% of stocks are above yesterday’s close. (23.1% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.2% are up 3.5% or more. 0.2% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.4%…>=90:11.3%…>=80:30.8%…>=50:79.0%…<=20:5.4%…<=10:3.0%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:48.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.5% above previous 1 highs, 3.8% below previous 1 lows
21.7% above previous 2 highs, 1.6% below previous 2 lows
10.2% above previous 3 highs, 1.3% below previous 3 lows
8.0% above previous 4 highs, 1.3% below previous 4 lows
7.0% above previous 5 highs, 1.0% below previous 5 lows
6.4% above previous 6 highs, 1.0% below previous 6 lows
6.4% above previous 7 highs, 1.0% below previous 7 lows
5.9% above previous 8 highs, 1.0% below previous 8 lows
5.8% above previous 9 highs, 1.0% below previous 9 lows
5.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.9% are above or equal to 3/28 close (1 days ago), 23.1% are below.
84.8% are above or equal to 3/27 close (2 days ago), 15.2% are below.
74.1% are above or equal to 3/26 close (3 days ago), 25.9% are below.
45.4% are above or equal to 3/25 close (4 days ago), 54.6% are below.
48.4% are above or equal to 3/24 close (5 days ago), 51.6% are below.
38.4% are above or equal to 3/21 close (6 days ago), 61.6% are below.
39.2% are above or equal to 3/20 close (7 days ago), 60.8% are below.
44.6% are above or equal to 3/19 close (8 days ago), 55.4% are below.
37.1% are above or equal to 3/18 close (9 days ago), 62.9% are below.
45.8% are above or equal to 3/17 close (10 days ago), 54.2% are below.
52.3% are above or equal to 3/14 close (11 days ago), 47.7% are below.
52.4% are above or equal to 3/13 close (12 days ago), 47.6% are below.
43.6% are above or equal to 3/12 close (13 days ago), 56.4% are below.
43.3% are above or equal to 3/11 close (14 days ago), 56.7% are below.
38.6% are above or equal to 3/10 close (15 days ago), 61.4% are below.
36.6% are above or equal to 3/7 close (16 days ago), 63.4% are below.
36.2% are above or equal to 3/6 close (17 days ago), 63.8% are below.
38.3% are above or equal to 3/5 close (18 days ago), 61.7% are below.
37.8% are above or equal to 3/4 close (19 days ago), 62.2% are below.
50.4% are above or equal to 3/3 close (20 days ago), 49.6% are below.
47.7% are above or equal to 2/28 close (21 days ago), 52.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.3% new highs, 1.6% new lows
21d: 6.3% new highs, 1.6% new lows
42d: 5.3% new highs, 0.7% new lows
63d: 3.5% new highs, 0.4% new lows
126d: 2.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 75.5% above, 24.5% below
3-day: 84.0% above, 16.0% below
4-day: 84.5% above, 15.5% below
5-day: 71.7% above, 28.3% below
8-day: 51.6% above, 48.4% below
10-day: 46.5% above, 53.5% below
20-day: 42.5% above, 57.5% below
50-day: 62.3% above, 37.7% below
200-day: 71.8% above, 28.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(53): 1.24% Top=MU PLUG CAVM RFMD CREE SWKS AMBA CY ….. CSIQ ADI WAT CRUS NVDA SNPS APH VECO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 1.22% Top=SWFT DAL UAL HA SAVE CHRW LUV YRCW ….. LSTR GLNG ODFL FDX NMM KEX UPS TDW=Bottom (Transportation)
FINA(90): 1.20% Top=ACAS AMG JNS ICE ETFC UMPQ FIG LM ….. BKU CIT PSEC AINV FRC OCN OZM APO=Bottom (Banks/Financials)
COHW(50): 1.03% Top=MOBI RKUS COMM CAMP ARRS VIP BRCD HRS ….. GOGO VZ TMUS RCI QCOM CCI NSR BBRY=Bottom (Computer Hardware/Telecom)
INSU(39): 0.94% Top=LNC AMBC AFSI CNO HIG AIZ AGO PRU ….. WRB L AIG BRO PGR AXS CINF AEL=Bottom (Insurance)
LEIS(35): 0.84% Top=MPEL MGM PNRA LVS WYNN BYD JACK WYN ….. PNK EAT BLMN SEAS CMG BKW LTM KKD=Bottom (Leisure)
MANU(44): 0.84% Top=GTI CMI FLS CFX PCP ETN GNRC TEX ….. GE SWK AOS ATU DE AGCO JOY MHK=Bottom (Manufacturing)
HEAL(58): 0.75% Top=WX IRWD CI EW HCA ZLTQ GMED TMO ….. SIRO THOR WCG XRAY ABT HUM MOH PODD=Bottom (Health)
COSW(95): 0.69% Top=RAX SINA SOHU BIDU SFUN UIS ADSK NTES ….. CVLT CTRX MDSO TWTR TSS NQ LOCK FEYE=Bottom (Computer Software/Internet)
META(28): 0.61% Top=AKS CLF SLCA STLD BTU AA CMC NUE ….. GG PAAS NEM AEM SSRI ABX CDE WLT=Bottom (Metals & Mining)
CHEM(33): 0.57% Top=SZYM HUN RPM CE FTK GPRE ROC PPG ….. AXLL MOS POL AGU MON FMC CF MEOH=Bottom (Chemicals/Fertilizers)
DISV(53): 0.57% Top=CAR MYGN URI BLOX AL MCO PCLN HTZ ….. AAN VRSK SBAC URS RCII GEO APOL CXW=Bottom (Diversified Services)
CONS(57): 0.38% Top=KS SEE LULU PBI IRBT SHOO PAY GT ….. CROX FBHS FOSL ICON HBI COTY CLX NUS=Bottom (Consumer)
RETA(71): 0.34% Top=BIG DANG VSI WAG AMZN NFLX BBY RH ….. SIG GES SFM TFM JCP AEO SBH MELI=Bottom (Retail & Specialty Retail)
MATE(30): 0.16% Top=CVA FLR MLM WM RSG FAST VMC PWR ….. DAR RYL KBH MTZ PHM MTH LEN USG=Bottom (Materials & Construction)
ENER(117): 0.03% Top=PVA ETE KEG VLO APC SPN PSX SU ….. RGP CLR UPL BBG QEP CXO IOC MTDR=Bottom (Energy)
REAL(87): -0.04% Top=WAC IVR RHP NSM STWD BEE BAM CLNY ….. FRT O REG GGP DLR RLGY AMH CLI=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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:41 am

Market Stats at 9:41 am ET
by daytrend on 20140331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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

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

COMPARED TO YESTERDAY’S RANGE
27.3% of stocks are above yesterday’s high.
73.3% are above yesterday’s midpoint. (26.7% are below.)
3.7% are below yesterday’s low.
69.0% are inside yesterday’s range.
49.1% of stocks with today’s high > yesterday’s high. (50.9% less than).
6.5% of stocks with today’s low < yesterday’s low. (93.5% greater than).

EVIDENCE OF INTRADAY TREND
47.4% of stocks are above today’s open. (50.6% are below).
46.7% of stocks are above today’s open and yesterday’s close.
19.7% are below both.
25.3% of stocks opened above yesterday’s high.
93.6% of stocks opened above yesterday’s close. (5.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
26.1% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN
79.5% of stocks are above yesterday’s close. (20.5% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.1% are down 3.5% or more.
71.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:11.1%…>=80:30.8%…>=50:79.2%…<=20:5.0%…<=10:2.7%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:49.5%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
27.3% above previous 1 highs, 3.7% below previous 1 lows
21.8% above previous 2 highs, 1.4% below previous 2 lows
10.1% above previous 3 highs, 1.1% below previous 3 lows
7.4% above previous 4 highs, 1.1% below previous 4 lows
6.6% above previous 5 highs, 1.0% below previous 5 lows
5.8% above previous 6 highs, 0.9% below previous 6 lows
5.7% above previous 7 highs, 0.9% below previous 7 lows
5.2% above previous 8 highs, 0.9% below previous 8 lows
5.0% above previous 9 highs, 0.9% below previous 9 lows
5.0% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
79.5% are above or equal to 3/28 close (1 days ago), 20.5% are below.
85.1% are above or equal to 3/27 close (2 days ago), 14.9% are below.
73.8% are above or equal to 3/26 close (3 days ago), 26.2% are below.
45.8% are above or equal to 3/25 close (4 days ago), 54.2% are below.
49.4% are above or equal to 3/24 close (5 days ago), 50.6% are below.
38.3% are above or equal to 3/21 close (6 days ago), 61.7% are below.
39.3% are above or equal to 3/20 close (7 days ago), 60.7% are below.
44.8% are above or equal to 3/19 close (8 days ago), 55.2% are below.
38.5% are above or equal to 3/18 close (9 days ago), 61.5% are below.
46.7% are above or equal to 3/17 close (10 days ago), 53.3% are below.
52.6% are above or equal to 3/14 close (11 days ago), 47.4% are below.
52.3% are above or equal to 3/13 close (12 days ago), 47.7% are below.
43.9% are above or equal to 3/12 close (13 days ago), 56.1% are below.
43.1% are above or equal to 3/11 close (14 days ago), 56.9% are below.
39.2% are above or equal to 3/10 close (15 days ago), 60.8% are below.
36.5% are above or equal to 3/7 close (16 days ago), 63.5% are below.
36.4% are above or equal to 3/6 close (17 days ago), 63.6% are below.
38.7% are above or equal to 3/5 close (18 days ago), 61.3% are below.
38.7% are above or equal to 3/4 close (19 days ago), 61.3% are below.
51.1% are above or equal to 3/3 close (20 days ago), 48.9% are below.
48.5% are above or equal to 2/28 close (21 days ago), 51.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.7% new highs, 1.0% new lows
21d: 5.7% new highs, 1.0% new lows
42d: 4.8% new highs, 0.4% new lows
63d: 3.0% new highs, 0.2% new lows
126d: 2.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 78.1% above, 21.9% below
3-day: 84.5% above, 15.5% below
4-day: 84.5% above, 15.5% below
5-day: 71.3% above, 28.7% below
8-day: 52.1% above, 47.9% below
10-day: 47.2% above, 52.8% below
20-day: 44.3% above, 55.7% below
50-day: 62.2% above, 37.8% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
FINA(90): 1.21% Top=ACAS CG AMG UMPQ JNS BXS TCB FIG ….. SCHW APO OZM CIT XOOM FRC PSEC AINV=Bottom (Banks/Financials)
ELEC(53): 1.19% Top=MU PLUG RFMD INVN CAVM SWKS AMBA SCTY ….. BRCM MEI NVDA WAT AYI SNPS VECO APH=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 1.11% Top=SWFT HA DAL UAL SAVE CHRW JBLU LUV ….. ALK ODFL MATX FDX UPS TDW NMM GLNG=Bottom (Transportation)
COHW(50): 1.03% Top=MOBI RKUS CAMP VIP COMM CIEN BRCD UBNT ….. CCI ARUN AAPL QCOM TMUS SNDK RCI BBRY=Bottom (Computer Hardware/Telecom)
INSU(39): 0.88% Top=LNC HIG AFSI PRU AIZ CNO AGO MET ….. WRB PGR CB RDN BRO AXS CINF AEL=Bottom (Insurance)
LEIS(35): 0.82% Top=MPEL MGM PNRA LVS BYD WYNN WYN JACK ….. MCD SEAS CMG LTM BLMN DNKN PNK KKD=Bottom (Leisure)
MANU(44): 0.78% Top=GTI CMI FLS SPW GNRC CFX TKR TEX ….. RS BGC SWK DDD JOY AGCO DE MHK=Bottom (Manufacturing)
COSW(95): 0.76% Top=SOHU BIDU SINA WWWW RAX SFUN PFPT ADSK ….. AKAM ATVI EQIX AWAY NQ CSOD CTXS FEYE=Bottom (Computer Software/Internet)
DISV(53): 0.64% Top=CAR URI MCO BLOX AL PCLN TW EEFT ….. GEO BFAM V ULTA RCII URS VRSK CXW=Bottom (Diversified Services)
HEAL(58): 0.61% Top=EW WX ZLTQ CI HCA GMED PRXL EVHC ….. SYK DGX WLP HUM ABT ALGN BAX PODD=Bottom (Health)
CHEM(33): 0.60% Top=GPRE SZYM CE RPM FTK HUN GRA PPG ….. ALB MOS AGU WPZ MON FMC CF MEOH=Bottom (Chemicals/Fertilizers)
CONS(57): 0.53% Top=KS LULU IRBT SEE SHOO FL GT HAR ….. PG CROX PVH COTY CLX KATE FBHS NUS=Bottom (Consumer)
RETA(71): 0.42% Top=DANG BIG AMZN VSI BBY RH SHLD RAD ….. TFM GES DDS AEO JCP SIG SFM MELI=Bottom (Retail & Specialty Retail)
MATE(30): 0.17% Top=CVA FLR FAST RSG WM MLM OC EXP ….. MTH WCN WY PHM SPF LEN USG RYL=Bottom (Materials & Construction)
META(28): 0.11% Top=AKS CLF BTU SLCA CMC STLD AA CLD ….. SLW GG NEM AEM PAAS WLT ABX SSRI=Bottom (Metals & Mining)
ENER(117): 0.04% Top=PVA ETE KEG VLO SPN PDS PSX CVE ….. CRZO QEP CJES UPL SFY MTDR GDP IOC=Bottom (Energy)
REAL(87): -0.03% Top=WAC NSM IVR RHP NLY AMT CYS BAM ….. TCO DLR UDR GGP O RLGY AMH CLI=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 9:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/28/2014

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

Closing Stats
by daytrend on 20140328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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
36.6% of stocks are above yesterday’s high.
70.1% are above yesterday’s midpoint. (29.9% are below.)
6.6% are below yesterday’s low.
56.8% are inside yesterday’s range.
71.3% of stocks with today’s high > yesterday’s high. (28.7% less than).
17.0% of stocks with today’s low < yesterday’s low. (83.0% greater than).

EVIDENCE OF INTRADAY TREND
65.7% of stocks are above today’s open. (33.7% are below).
63.1% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
15.1% of stocks opened above yesterday’s high.
79.2% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.4% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
43.7% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
6.0% are in the bottom 10%.

GAIN
76.1% of stocks are above yesterday’s close. (23.9% are below.)
1.2% are up 4.5% or more. 0.3% are down 4.5% or more.
2.5% are up 3.5% or more. 0.4% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.6%…>=90:9.0%…>=80:20.3%…>=50:56.5%…<=20:20.2%…<=10:12.9%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:41.6%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.6% above previous 1 highs, 6.6% below previous 1 lows
14.3% above previous 2 highs, 6.4% below previous 2 lows
11.6% above previous 3 highs, 5.9% below previous 3 lows
9.9% above previous 4 highs, 5.5% below previous 4 lows
8.7% above previous 5 highs, 5.3% below previous 5 lows
8.5% above previous 6 highs, 5.1% below previous 6 lows
7.4% above previous 7 highs, 4.9% below previous 7 lows
7.0% above previous 8 highs, 4.8% below previous 8 lows
6.8% above previous 9 highs, 4.6% below previous 9 lows
6.5% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
76.1% are above or equal to 3/27 close (1 days ago), 23.9% are below.
61.3% are above or equal to 3/26 close (2 days ago), 38.7% are below.
35.6% are above or equal to 3/25 close (3 days ago), 64.4% are below.
39.7% are above or equal to 3/24 close (4 days ago), 60.3% are below.
32.1% are above or equal to 3/21 close (5 days ago), 67.9% are below.
34.9% are above or equal to 3/20 close (6 days ago), 65.1% are below.
39.0% are above or equal to 3/19 close (7 days ago), 61.0% are below.
33.3% are above or equal to 3/18 close (8 days ago), 66.7% are below.
40.6% are above or equal to 3/17 close (9 days ago), 59.4% are below.
48.5% are above or equal to 3/14 close (10 days ago), 51.5% are below.
48.4% are above or equal to 3/13 close (11 days ago), 51.6% are below.
39.1% are above or equal to 3/12 close (12 days ago), 60.9% are below.
38.5% are above or equal to 3/11 close (13 days ago), 61.5% are below.
34.7% are above or equal to 3/10 close (14 days ago), 65.3% are below.
32.4% are above or equal to 3/7 close (15 days ago), 67.6% are below.
32.6% are above or equal to 3/6 close (16 days ago), 67.4% are below.
35.0% are above or equal to 3/5 close (17 days ago), 65.0% are below.
34.3% are above or equal to 3/4 close (18 days ago), 65.7% are below.
47.7% are above or equal to 3/3 close (19 days ago), 52.3% are below.
44.2% are above or equal to 2/28 close (20 days ago), 55.8% are below.
47.0% are above or equal to 2/27 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 6.2% new lows
21d: 7.1% new highs, 5.9% new lows
42d: 6.2% new highs, 2.4% new lows
63d: 4.8% new highs, 1.5% new lows
126d: 4.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 74.7% above, 25.3% below
3-day: 66.6% above, 33.4% below
4-day: 53.0% above, 47.0% below
5-day: 47.1% above, 52.9% below
8-day: 38.0% above, 62.0% below
10-day: 37.1% above, 62.9% below
20-day: 37.5% above, 62.5% below
50-day: 57.4% above, 42.6% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(118): 1.30% Top=CJES SFY PTEN KOG CLR GPOR HOS AREX ….. CIE KMI IOC EXH EXXI DK ENLK BCEI=Bottom (Energy)
RETA(72): 1.24% Top=RH GME SFM SPLS GES ANF FRAN DANG ….. WMT COST DG SBH FIVE NFLX JCP BURL=Bottom (Retail & Specialty Retail)
LEIS(35): 1.19% Top=PNK HMIN MPEL KKD PNRA WYNN RCL BYI ….. SBUX MGM CAKE CCL TXRH SIX SEAS SGMS=Bottom (Leisure)
MATE(30): 1.09% Top=USG RYL EXP KBH MTH PWR VMC DHI ….. WM MDR CLH CVA SRCL RSG WCN MTZ=Bottom (Materials & Construction)
META(28): 1.08% Top=SCCO NEM CDE SWC WLT TCK AEM SLW ….. CCJ RGLD CLD NUE STLD AA CMC CNX=Bottom (Metals & Mining)
MANU(44): 1.03% Top=JKS TEX ATU GTI GTLS MTW SWK ROK ….. ROP KMT AME BWC PPO SPW CFX BGC=Bottom (Manufacturing)
CONS(57): 0.78% Top=FBHS SCSS KS WHR OI FL MWV PBI ….. CHD ENR SHOO AVP KATE ICON EL NUS=Bottom (Consumer)
TRAN(33): 0.65% Top=XPO TRN ODFL KSU EXPD GBX NMM MATX ….. FDX JBHT SAVE CHRW HA ALK DAL UAL=Bottom (Transportation)
ELEC(56): 0.64% Top=VECO CSIQ GTAT AMAT TSL SUNE FCS AYI ….. SNPS ALTR OVTI GRMN CAVM MU FSLR CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(88): 0.55% Top=CBG CBL AMT PCL NRF CLNY EJ BAM ….. DFT KRC LPT BEE CUBE NSM OHI NLY=Bottom (Real Estate)
FINA(92): 0.52% Top=AMG APO WETF OZM LM PHH CG RJF ….. EFX WU ETFC XOOM NDAQ CBOE ICE LPLA=Bottom (Banks/Financials)
DISV(54): 0.46% Top=HRB WTW RRD BFAM RCII RBA R URI ….. SBAC WOOF HPY MYGN LDOS EEFT V TW=Bottom (Diversified Services)
CHEM(33): 0.42% Top=GPRE WLK FTK EMN MON CF WPZ LYB ….. DD VAL OLN FMC APD AXLL SZYM MEOH=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.32% Top=CI CYH MDT UHS HNT WLP BKD HCA ….. HLS OPK WMGI DXCM ALGN PRXL IRWD PODD=Bottom (Health)
INSU(39): 0.30% Top=MTG PRE HIG AIG CB L PGR CINF ….. MMC AGO RGA MBI CNO AEL AFSI AMBC=Bottom (Insurance)
COSW(95): 0.00% Top=NTES CTSH SFUN SYMC TSS MSFT TRLA TTWO ….. NOW MKTO MANH YELP EPAM SPLK DWRE RHT=Bottom (Computer Software/Internet)
COHW(50): -0.27% Top=SNDK RCI WIN FNSR PLCM CSCO CCOI TDS ….. SYNA PANW INFN FIO UBNT NSR GOGO BBRY=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:48 pm

Market Stats at 2:47 pm ET
by daytrend on 20140328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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
32.0% of stocks are above yesterday’s high.
63.1% are above yesterday’s midpoint. (36.9% are below.)
8.4% are below yesterday’s low.
59.7% are inside yesterday’s range.
70.7% of stocks with today’s high > yesterday’s high. (29.3% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND
57.3% of stocks are above today’s open. (41.0% are below).
55.0% of stocks are above today’s open and yesterday’s close.
29.3% are below both.
15.1% of stocks opened above yesterday’s high.
79.2% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
2.3% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
34.6% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN
68.5% of stocks are above yesterday’s close. (31.5% are below.)
0.8% are up 4.5% or more. 0.3% are down 4.5% or more.
1.8% are up 3.5% or more. 0.9% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.0%…>=90:7.7%…>=80:17.4%…>=50:49.7%…<=20:23.8%…<=10:15.5%…<=5:10.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:38.6%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
32.0% above previous 1 highs, 8.4% below previous 1 lows
12.2% above previous 2 highs, 7.7% below previous 2 lows
10.0% above previous 3 highs, 7.0% below previous 3 lows
8.6% above previous 4 highs, 6.5% below previous 4 lows
7.8% above previous 5 highs, 6.1% below previous 5 lows
7.6% above previous 6 highs, 5.7% below previous 6 lows
6.3% above previous 7 highs, 5.7% below previous 7 lows
6.2% above previous 8 highs, 5.5% below previous 8 lows
5.9% above previous 9 highs, 5.3% below previous 9 lows
5.5% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.5% are above or equal to 3/27 close (1 days ago), 31.5% are below.
55.9% are above or equal to 3/26 close (2 days ago), 44.1% are below.
33.1% are above or equal to 3/25 close (3 days ago), 66.9% are below.
37.1% are above or equal to 3/24 close (4 days ago), 62.9% are below.
30.7% are above or equal to 3/21 close (5 days ago), 69.3% are below.
32.5% are above or equal to 3/20 close (6 days ago), 67.5% are below.
37.3% are above or equal to 3/19 close (7 days ago), 62.7% are below.
30.0% are above or equal to 3/18 close (8 days ago), 70.0% are below.
39.3% are above or equal to 3/17 close (9 days ago), 60.7% are below.
47.9% are above or equal to 3/14 close (10 days ago), 52.1% are below.
47.5% are above or equal to 3/13 close (11 days ago), 52.5% are below.
37.6% are above or equal to 3/12 close (12 days ago), 62.4% are below.
37.3% are above or equal to 3/11 close (13 days ago), 62.7% are below.
33.8% are above or equal to 3/10 close (14 days ago), 66.2% are below.
30.9% are above or equal to 3/7 close (15 days ago), 69.1% are below.
31.1% are above or equal to 3/6 close (16 days ago), 68.9% are below.
33.4% are above or equal to 3/5 close (17 days ago), 66.6% are below.
33.4% are above or equal to 3/4 close (18 days ago), 66.6% are below.
46.1% are above or equal to 3/3 close (19 days ago), 53.9% are below.
42.5% are above or equal to 2/28 close (20 days ago), 57.5% are below.
45.7% are above or equal to 2/27 close (21 days ago), 54.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.1% new highs, 5.8% new lows
21d: 7.0% new highs, 5.5% new lows
42d: 6.1% new highs, 2.1% new lows
63d: 4.8% new highs, 1.4% new lows
126d: 4.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.1% above, 32.9% below
3-day: 61.3% above, 38.7% below
4-day: 47.4% above, 52.6% below
5-day: 42.7% above, 57.3% below
8-day: 35.8% above, 64.2% below
10-day: 35.1% above, 64.9% below
20-day: 35.0% above, 65.0% below
50-day: 55.8% above, 44.2% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(118): 1.04% Top=CJES PTEN SPN GPOR SFY AREX HOS CLR ….. CIE KMI ROSE ENLK DK MTDR BCEI EXXI=Bottom (Energy)
LEIS(35): 0.99% Top=HMIN MPEL PNK KKD PNRA WYNN BYI DNKN ….. SBUX CAKE SONC SEAS TXRH CCL SIX SGMS=Bottom (Leisure)
MATE(30): 0.94% Top=USG EXP RYL DHI MTH PWR KBH PHM ….. DAR MDR SRCL CLH CVA RSG WCN MTZ=Bottom (Materials & Construction)
META(28): 0.93% Top=SCCO NEM AEM CDE SLW TCK SWC SLCA ….. CCJ CLD X NUE STLD AA CNX CMC=Bottom (Metals & Mining)
RETA(72): 0.92% Top=RH GME SFM FINL SPLS ANF GES BIG ….. VSI KAR FIVE COST AMZN BURL NFLX JCP=Bottom (Retail & Specialty Retail)
MANU(44): 0.85% Top=JKS TEX ATU GTI GTLS SWK ROK MTW ….. KMT AME ATI BWC SPW CFX BGC PPO=Bottom (Manufacturing)
ELEC(56): 0.65% Top=VECO CSIQ AMAT GTAT FCS FSL SUNE AYI ….. SPWR CREE GRMN CAVM MU FSLR PLUG CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.61% Top=FBHS SCSS KS WHR OI FL PBI LEG ….. PG KMB CLX CHD ICON AVP EL NUS=Bottom (Consumer)
REAL(88): 0.52% Top=PCL CBL AMT CBG DLR SRC LXP CLNY ….. SHO CPT RLJ DRH AMH BEE NSM NLY=Bottom (Real Estate)
TRAN(33): 0.40% Top=XPO TRN KSU EXPD ODFL GBX WAB KEX ….. GLNG CHRW SAVE WERN ALK HA UAL DAL=Bottom (Transportation)
FINA(92): 0.31% Top=AMG OZM LM BX APO PHH FRC ZION ….. EFX ACAS FII ETFC NDAQ ICE CBOE LPLA=Bottom (Banks/Financials)
CHEM(33): 0.26% Top=GPRE FTK WLK CF MON EMN HUN WPZ ….. OLN DD POL FMC APD SZYM AXLL MEOH=Bottom (Chemicals/Fertilizers)
DISV(54): 0.11% Top=HRB WTW RRD RBA RCII R URI AL ….. ADT SBAC EEFT LDOS ULTA V TW MYGN=Bottom (Diversified Services)
INSU(39): 0.09% Top=MTG RDN PRE L PGR AIG HIG CB ….. MBI CLGX AGO PRU CNO AFSI AEL AMBC=Bottom (Insurance)
HEAL(58): 0.08% Top=CYH MDT UHS CI HNT WLP THOR BKD ….. HLS ELGX ALGN PRXL DXCM OPK PODD IRWD=Bottom (Health)
COSW(95): -0.30% Top=CTSH NTES SFUN SYMC CDNS MSFT TSS SOHU ….. CNVR FB EPAM SPLK MANH DWRE YELP RHT=Bottom (Computer Software/Internet)
COHW(50): -0.59% Top=SNDK RCI FNSR CCOI WIN CSCO PLCM BCE ….. NSR ARUN FIO INFN UBNT PANW BBRY GOGO=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 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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