daytrend

05/30/2014

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20140530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

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

COMPARED TO YESTERDAY’S RANGE
23.0% of stocks are above yesterday’s high.
56.3% are above yesterday’s midpoint. (43.7% are below.)
16.8% are below yesterday’s low.
60.2% are inside yesterday’s range.
50.4% of stocks with today’s high > yesterday’s high. (49.6% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND
47.3% of stocks are above today’s open. (50.7% are below).
40.6% of stocks are above today’s open and yesterday’s close.
46.1% are below both.
8.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (56.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
10.0% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
53.7% are in the top half. 46.3% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN
47.3% of stocks are above yesterday’s close. (52.7% are below.)
0.3% are up 4.5% or more. 2.2% are down 4.5% or more.
0.4% are up 3.5% or more. 3.6% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:13.7%…>=90:19.9%…>=80:31.4%…>=50:61.7%…<=20:10.3%…<=10:3.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:73.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:69.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.0% above previous 1 highs, 16.8% below previous 1 lows
19.1% above previous 2 highs, 11.2% below previous 2 lows
15.7% above previous 3 highs, 8.6% below previous 3 lows
15.2% above previous 4 highs, 5.3% below previous 4 lows
14.6% above previous 5 highs, 4.3% below previous 5 lows
14.1% above previous 6 highs, 2.6% below previous 6 lows
13.2% above previous 7 highs, 2.5% below previous 7 lows
12.9% above previous 8 highs, 2.4% below previous 8 lows
12.7% above previous 9 highs, 1.9% below previous 9 lows
12.3% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
47.3% are above or equal to 5/29 close (1 days ago), 52.7% are below.
64.7% are above or equal to 5/28 close (2 days ago), 35.3% are below.
56.9% are above or equal to 5/27 close (3 days ago), 43.1% are below.
68.2% are above or equal to 5/23 close (4 days ago), 31.8% are below.
76.3% are above or equal to 5/22 close (5 days ago), 23.7% are below.
80.0% are above or equal to 5/21 close (6 days ago), 20.0% are below.
85.6% are above or equal to 5/20 close (7 days ago), 14.4% are below.
76.7% are above or equal to 5/19 close (8 days ago), 23.3% are below.
78.8% are above or equal to 5/16 close (9 days ago), 21.2% are below.
81.7% are above or equal to 5/15 close (10 days ago), 18.3% are below.
73.3% are above or equal to 5/14 close (11 days ago), 26.7% are below.
65.0% are above or equal to 5/13 close (12 days ago), 35.0% are below.
59.7% are above or equal to 5/12 close (13 days ago), 40.3% are below.
73.3% are above or equal to 5/9 close (14 days ago), 26.7% are below.
73.5% are above or equal to 5/8 close (15 days ago), 26.5% are below.
69.2% are above or equal to 5/7 close (16 days ago), 30.8% are below.
72.3% are above or equal to 5/6 close (17 days ago), 27.7% are below.
64.8% are above or equal to 5/5 close (18 days ago), 35.2% are below.
63.0% are above or equal to 5/2 close (19 days ago), 37.0% are below.
65.8% are above or equal to 5/1 close (20 days ago), 34.2% are below.
66.0% are above or equal to 4/30 close (21 days ago), 34.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.1% new highs, 2.9% new lows
21d: 15.6% new highs, 2.8% new lows
42d: 10.4% new highs, 1.9% new lows
63d: 8.8% new highs, 1.6% new lows
126d: 7.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 45.4% above, 54.6% below
3-day: 56.2% above, 43.8% below
4-day: 56.5% above, 43.5% below
5-day: 62.0% above, 38.0% below
8-day: 76.7% above, 23.3% below
10-day: 78.5% above, 21.5% below
20-day: 73.5% above, 26.5% below
50-day: 63.3% above, 36.7% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(71): 0.60% Top=BIG ANN FIVE DKS HIBB ANF KORS SHLD ….. AEO SPLS KMX SIG MELI DANG GES EXPR=Bottom (Retail & Specialty Retail)
REAL(76): 0.36% Top=TWO JOE HST DRH SBRA PSA NSM CYS ….. NNN RLJ CLI RLGY RHP GLPI BAM EJ=Bottom (Real Estate)
CONS(58): 0.21% Top=RDEN AVY CL IP GT HBI KMB COTY ….. CROX AVP IRBT KS PAY BC UFS HAR=Bottom (Consumer)
LEIS(30): 0.02% Top=MAR WYN RCL DNKN JACK PNRA YUM CCL ….. BYD LVS BYI SEAS MGM MPEL QUNR WYNN=Bottom (Leisure)
FINA(84): -0.05% Top=CMA WFC WU RF OCN ISBC WETF DFS ….. MS JNS WDR LPLA VOYA SCHW CG FNGN=Bottom (Banks/Financials)
CHEM(33): -0.13% Top=AXLL WPZ OLN SHW DD AGU CF PPG ….. ROC DOW ASH LYB HUN GRA FTK MEOH=Bottom (Chemicals/Fertilizers)
INSU(36): -0.26% Top=WSH MMC UNM CINF PL MET ACE AON ….. PGR TRV MTG FAF AGO MBI GNW AFSI=Bottom (Insurance)
TRAN(30): -0.27% Top=JBLU AAL UNP WAB ODFL KEX CNI KSU ….. TDW SAVE SWFT ALK TRN AIRM KNX XPO=Bottom (Transportation)
HEAL(59): -0.30% Top=CNC ABT DVA MR EW HOLX SYK MDT ….. ISRG IRWD WX VOLC SPNC DXCM OPK KND=Bottom (Health)
ENER(111): -0.32% Top=WFT PDS CVE DK EPB HLX EPD RRC ….. HK MHR KEG SFY CRK GPOR EXXI PVA=Bottom (Energy)
MANU(42): -0.37% Top=XYL ZBRA GNRC RXN ROK PH BGC HON ….. CAT DDD PLL RS JOY MTW TEX JKS=Bottom (Manufacturing)
ELEC(56): -0.50% Top=OVTI INTC SWKS TXN BRCM MCHP LRCX DLB ….. SPWR GTAT AMBA FSLR SUNE SCTY TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.59% Top=RYN WCN WM CVA WY OC RSG VMC ….. PHM RYL AWI BZH MDR SPF MDC MTZ=Bottom (Materials & Construction)
META(22): -0.65% Top=AUY ABX AEM GG RGLD NEM SLW CLD ….. TCK SWC STLD NUE AKS BTU X CLF=Bottom (Metals & Mining)
COHW(47): -0.80% Top=PANW BRCD XLS WDC MSI BCE LXK VZ ….. UBNT CIEN INFN GOGO NSR JNPR FIO FNSR=Bottom (Computer Hardware/Telecom)
DISV(51): -1.06% Top=XRS HRB TMH HTZ TW SBAC DV JEC ….. GPN ADT RRD HMSY ATHN VRSK Z BLOX=Bottom (Diversified Services)
COSW(92): -1.38% Top=NQ TTWO MSFT EA RAX CSC CPWR CTXS ….. TWTR PFPT VEEV FEYE MKTO DATA SFUN SPLK=Bottom (Computer Software/Internet)

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

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20140530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

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

COMPARED TO YESTERDAY’S RANGE
22.0% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
16.7% are below yesterday’s low.
61.4% are inside yesterday’s range.
47.7% of stocks with today’s high > yesterday’s high. (52.3% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND
44.7% of stocks are above today’s open. (54.1% are below).
37.2% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
8.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (56.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.8% of stocks are in the top 10% of today’s range.
20.3% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN
43.9% of stocks are above yesterday’s close. (56.1% are below.)
0.5% are up 4.5% or more. 2.5% are down 4.5% or more.
0.5% are up 3.5% or more. 4.0% are down 3.5% or more.
73.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.3%…>=90:17.5%…>=80:29.6%…>=50:59.1%…<=20:11.1%…<=10:3.3%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:73.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:69.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.0% above previous 1 highs, 16.7% below previous 1 lows
16.7% above previous 2 highs, 11.1% below previous 2 lows
12.7% above previous 3 highs, 8.7% below previous 3 lows
12.4% above previous 4 highs, 5.1% below previous 4 lows
11.9% above previous 5 highs, 4.0% below previous 5 lows
11.4% above previous 6 highs, 2.6% below previous 6 lows
10.7% above previous 7 highs, 2.5% below previous 7 lows
9.9% above previous 8 highs, 2.3% below previous 8 lows
9.9% above previous 9 highs, 1.7% below previous 9 lows
9.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.9% are above or equal to 5/29 close (1 days ago), 56.1% are below.
62.1% are above or equal to 5/28 close (2 days ago), 37.9% are below.
55.9% are above or equal to 5/27 close (3 days ago), 44.1% are below.
67.7% are above or equal to 5/23 close (4 days ago), 32.3% are below.
76.4% are above or equal to 5/22 close (5 days ago), 23.6% are below.
80.8% are above or equal to 5/21 close (6 days ago), 19.2% are below.
85.6% are above or equal to 5/20 close (7 days ago), 14.4% are below.
77.1% are above or equal to 5/19 close (8 days ago), 22.9% are below.
79.9% are above or equal to 5/16 close (9 days ago), 20.1% are below.
82.1% are above or equal to 5/15 close (10 days ago), 17.9% are below.
73.2% are above or equal to 5/14 close (11 days ago), 26.8% are below.
64.5% are above or equal to 5/13 close (12 days ago), 35.5% are below.
59.5% are above or equal to 5/12 close (13 days ago), 40.5% are below.
74.3% are above or equal to 5/9 close (14 days ago), 25.7% are below.
73.2% are above or equal to 5/8 close (15 days ago), 26.8% are below.
69.4% are above or equal to 5/7 close (16 days ago), 30.6% are below.
72.2% are above or equal to 5/6 close (17 days ago), 27.8% are below.
63.7% are above or equal to 5/5 close (18 days ago), 36.3% are below.
61.8% are above or equal to 5/2 close (19 days ago), 38.2% are below.
66.2% are above or equal to 5/1 close (20 days ago), 33.8% are below.
65.6% are above or equal to 4/30 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.3% new highs, 2.7% new lows
21d: 13.7% new highs, 2.6% new lows
42d: 9.3% new highs, 1.8% new lows
63d: 7.8% new highs, 1.5% new lows
126d: 6.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 41.7% above, 58.3% below
3-day: 53.1% above, 46.9% below
4-day: 55.7% above, 44.3% below
5-day: 61.5% above, 38.5% below
8-day: 76.5% above, 23.5% below
10-day: 78.5% above, 21.5% below
20-day: 74.1% above, 25.9% below
50-day: 62.5% above, 37.5% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(71): 0.46% Top=BIG ANN FIVE HIBB DKS ANF KORS TFM ….. AEO KMX AMZN SIG MELI DANG GES EXPR=Bottom (Retail & Specialty Retail)
REAL(76): 0.41% Top=SBRA NSM JOE PSA BDN DDR TWO WAC ….. CBL RLGY ARCP GLPI BAM RHP CLI EJ=Bottom (Real Estate)
CONS(58): 0.14% Top=RDEN AVY CL IP GT HBI FOSL SHOO ….. AVP NWL KS CROX PAY BC UFS HAR=Bottom (Consumer)
LEIS(30): 0.01% Top=MAR PNRA BLMN WYN JACK RCL HOT CCL ….. EXPE MGM SEAS BYI LVS QUNR MPEL WYNN=Bottom (Leisure)
FINA(84): -0.02% Top=CMA ICE OCN RF WETF WFC DFS FITB ….. ACAS LPLA JNS SCHW MS BX CG FNGN=Bottom (Banks/Financials)
CHEM(33): -0.17% Top=AXLL OLN WPZ SHW TROX CF DD PPG ….. FMC APD DOW LYB HUN GRA FTK MEOH=Bottom (Chemicals/Fertilizers)
ENER(111): -0.33% Top=WFT DK BAS CVE EPB HLX PDS RGP ….. HK BBG CRK KEG GPOR EXXI MHR PVA=Bottom (Energy)
INSU(36): -0.34% Top=CINF WSH PL FNF MMC WRB ACE UNM ….. HIG TRV PGR FAF RDN AGO MBI AFSI=Bottom (Insurance)
HEAL(59): -0.36% Top=LPNT MR ABT SYK HOLX BDX EW DVA ….. SPNC MOH VOLC PODD WMGI DXCM KND OPK=Bottom (Health)
MANU(42): -0.42% Top=XYL ZBRA GNRC RXN ROK SWK PH BWC ….. PLL RS JOY CAT DDD MTW TEX JKS=Bottom (Manufacturing)
TRAN(30): -0.44% Top=WAB KEX AAL JBLU CP ODFL UNP KSU ….. TDW UAL SAVE TRN ALK AIRM KNX XPO=Bottom (Transportation)
ELEC(56): -0.52% Top=OVTI INTC BRCM MCHP DLB TXN SWKS MU ….. SPWR GTAT AMBA FSLR SUNE TSL SCTY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.60% Top=WCN RYN WM CVA WY MAS FAST RSG ….. MLM RYL BZH AWI MDC SPF MDR MTZ=Bottom (Materials & Construction)
COHW(47): -0.87% Top=PANW BRCD LXK XLS WDC ADTN BCE HRS ….. CIEN UBNT INFN JNPR NSR FNSR FIO GOGO=Bottom (Computer Hardware/Telecom)
DISV(51): -1.14% Top=XRS TW HRB HTZ DV TMH JEC PRAA ….. MAN RRD VNTV PCLN HMSY ATHN Z BLOX=Bottom (Diversified Services)
META(22): -1.28% Top=AUY ABX CLD AA RGLD AEM SCCO NEM ….. STLD TCK NUE AKS SWC BTU X CLF=Bottom (Metals & Mining)
COSW(92): -1.61% Top=NQ AOL TTWO MSFT EA CSC INTU CPWR ….. CSOD FEYE DATA PFPT VEEV MKTO SFUN SPLK=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:39 am ET
by daytrend on 20140530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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
16.9% of stocks are above yesterday’s high.
51.7% are above yesterday’s midpoint. (48.3% are below.)
14.3% are below yesterday’s low.
68.8% are inside yesterday’s range.
43.1% of stocks with today’s high > yesterday’s high. (56.9% less than).
28.4% of stocks with today’s low < yesterday’s low. (71.6% greater than).

EVIDENCE OF INTRADAY TREND
41.6% of stocks are above today’s open. (56.6% are below).
32.8% of stocks are above today’s open and yesterday’s close.
51.9% are below both.
8.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (56.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
5.4% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
40.9% are in the top half. 59.1% of stocks are in the bottom half of today’s range.
32.1% are in the bottom 20%.
18.5% are in the bottom 10%.

GAIN
40.0% of stocks are above yesterday’s close. (60.0% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
0.5% are up 3.5% or more. 1.6% are down 3.5% or more.
78.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.1%…>=90:14.4%…>=80:26.3%…>=50:58.6%…<=20:10.8%…<=10:3.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:74.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
16.9% above previous 1 highs, 14.3% below previous 1 lows
13.6% above previous 2 highs, 9.4% below previous 2 lows
9.5% above previous 3 highs, 7.1% below previous 3 lows
9.1% above previous 4 highs, 4.2% below previous 4 lows
8.3% above previous 5 highs, 3.2% below previous 5 lows
7.9% above previous 6 highs, 1.7% below previous 6 lows
6.8% above previous 7 highs, 1.0% below previous 7 lows
6.4% above previous 8 highs, 0.9% below previous 8 lows
6.2% above previous 9 highs, 0.8% below previous 9 lows
6.1% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
40.0% are above or equal to 5/29 close (1 days ago), 60.0% are below.
62.8% are above or equal to 5/28 close (2 days ago), 37.2% are below.
54.5% are above or equal to 5/27 close (3 days ago), 45.5% are below.
67.4% are above or equal to 5/23 close (4 days ago), 32.6% are below.
77.9% are above or equal to 5/22 close (5 days ago), 22.1% are below.
79.9% are above or equal to 5/21 close (6 days ago), 20.1% are below.
85.8% are above or equal to 5/20 close (7 days ago), 14.2% are below.
76.1% are above or equal to 5/19 close (8 days ago), 23.9% are below.
78.8% are above or equal to 5/16 close (9 days ago), 21.2% are below.
82.7% are above or equal to 5/15 close (10 days ago), 17.3% are below.
72.8% are above or equal to 5/14 close (11 days ago), 27.2% are below.
63.6% are above or equal to 5/13 close (12 days ago), 36.4% are below.
58.2% are above or equal to 5/12 close (13 days ago), 41.8% are below.
73.1% are above or equal to 5/9 close (14 days ago), 26.9% are below.
73.0% are above or equal to 5/8 close (15 days ago), 27.0% are below.
69.0% are above or equal to 5/7 close (16 days ago), 31.0% are below.
72.9% are above or equal to 5/6 close (17 days ago), 27.1% are below.
64.7% are above or equal to 5/5 close (18 days ago), 35.3% are below.
61.7% are above or equal to 5/2 close (19 days ago), 38.3% are below.
65.0% are above or equal to 5/1 close (20 days ago), 35.0% are below.
64.9% are above or equal to 4/30 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.1% new highs, 1.4% new lows
21d: 11.6% new highs, 1.4% new lows
42d: 7.3% new highs, 1.0% new lows
63d: 6.2% new highs, 0.8% new lows
126d: 5.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.6% above, 62.4% below
3-day: 52.1% above, 47.9% below
4-day: 54.1% above, 45.9% below
5-day: 60.6% above, 39.4% below
8-day: 77.0% above, 23.0% below
10-day: 78.5% above, 21.5% below
20-day: 74.7% above, 25.3% below
50-day: 62.3% above, 37.7% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(76): 0.37% Top=NSM WAC BDN JOE SBRA PSA DEI DRH ….. CBL RLGY RHP CBG CLI BAM GLPI EJ=Bottom (Real Estate)
RETA(71): 0.35% Top=BIG ANN DKS TFM HIBB KORS VSI CAB ….. LQDT AMZN GME MELI SIG GES DANG EXPR=Bottom (Retail & Specialty Retail)
CONS(58): -0.01% Top=AVY GT SKX VFC COTY CROX PKG HBI ….. OI BERY RDEN SEE IRBT KS UFS HAR=Bottom (Consumer)
CHEM(33): -0.07% Top=AXLL OLN TROX FTK PPG DD CF AGU ….. HUN POT ALB ASH LYB DOW GPRE MEOH=Bottom (Chemicals/Fertilizers)
FINA(84): -0.13% Top=CMA SLM PBCT OCN DFS LM HBHC ICE ….. EV JNS MS FNGN OZM BX CG PHH=Bottom (Banks/Financials)
HEAL(59): -0.17% Top=EW LPNT SYK HOLX SPNC DVA BDX ABT ….. MASI ALGN WMGI PODD ISRG KND OPK DXCM=Bottom (Health)
INSU(36): -0.18% Top=FAF CNO FNF WSH PL AXS MTG MET ….. HIG TRV AIG GNW MBI RDN AGO AFSI=Bottom (Insurance)
LEIS(30): -0.23% Top=MAR JACK YUM CMG CCL HOT BYD DNKN ….. DRI SONC MGM PNK WYNN WEN BYI QUNR=Bottom (Leisure)
ENER(111): -0.25% Top=WFT BAS DK ACMP PTEN FANG MUSA HLX ….. SGY EXH OAS CRZO EXXI BBG MHR PVA=Bottom (Energy)
TRAN(30): -0.27% Top=JBLU ODFL UAL WAB DAL LUV TDW KEX ….. JBHT CSX ALK GLNG TRN SWFT XPO KNX=Bottom (Transportation)
MANU(42): -0.48% Top=ZBRA XYL RXN DRC DDD ROK PH MRC ….. KMT PLL RS JOY MTW TEX CAT JKS=Bottom (Manufacturing)
ELEC(56): -0.50% Top=OVTI INTC SWKS ONNN BRCM MU NVDA TXN ….. SPWR IDTI FSLR GTAT SCTY SUNE TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.52% Top=RYN WY WM DAR WCN CVA FAST RSG ….. KBH PWR MDC MTH SPF TREX USG MTZ=Bottom (Materials & Construction)
COHW(47): -0.75% Top=PANW BRCD AAPL XLS COMM VZ CTL BCE ….. SYNA CAMP JNPR FIO CIEN GOGO NSR FNSR=Bottom (Computer Hardware/Telecom)
DISV(51): -1.06% Top=PRAA SCI WOOF TMH MYGN XRS RCII CATM ….. ADS RRD HMSY VRSK MAN ATHN Z BLOX=Bottom (Diversified Services)
COSW(92): -1.09% Top=NQ AOL MSFT CTXS RAX IACI CPWR FIS ….. NOW QLIK MDSO YELP FEYE DATA SFUN SPLK=Bottom (Computer Software/Internet)
META(22): -1.22% Top=CLD ABX SLCA AA CCJ NEM AUY GG ….. CNX STLD SLW RGLD SWC AKS CLF X=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 10:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:01 am

Market Stats at 10:00 am ET
by daytrend on 20140530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

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

COMPARED TO YESTERDAY’S RANGE
15.9% of stocks are above yesterday’s high.
56.0% are above yesterday’s midpoint. (44.0% are below.)
9.8% are below yesterday’s low.
74.3% are inside yesterday’s range.
36.8% of stocks with today’s high > yesterday’s high. (63.2% less than).
23.9% of stocks with today’s low < yesterday’s low. (76.1% greater than).

EVIDENCE OF INTRADAY TREND
45.0% of stocks are above today’s open. (52.4% are below).
34.1% of stocks are above today’s open and yesterday’s close.
47.1% are below both.
8.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (56.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.1% of stocks are in the top 10% of today’s range.
19.7% are in the top 20%.
45.6% are in the top half. 54.4% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
14.4% are in the bottom 10%.

GAIN
41.8% of stocks are above yesterday’s close. (58.2% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
0.5% are up 3.5% or more. 0.5% are down 3.5% or more.
83.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.1%…>=90:15.3%…>=80:25.6%…>=50:62.9%…<=20:7.9%…<=10:2.4%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:76.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:72.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
15.9% above previous 1 highs, 9.8% below previous 1 lows
12.2% above previous 2 highs, 5.8% below previous 2 lows
8.2% above previous 3 highs, 4.4% below previous 3 lows
8.0% above previous 4 highs, 2.6% below previous 4 lows
7.5% above previous 5 highs, 1.8% below previous 5 lows
7.4% above previous 6 highs, 1.2% below previous 6 lows
6.6% above previous 7 highs, 0.8% below previous 7 lows
6.5% above previous 8 highs, 0.8% below previous 8 lows
6.5% above previous 9 highs, 0.6% below previous 9 lows
6.4% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
41.8% are above or equal to 5/29 close (1 days ago), 58.2% are below.
66.3% are above or equal to 5/28 close (2 days ago), 33.7% are below.
57.1% are above or equal to 5/27 close (3 days ago), 42.9% are below.
69.5% are above or equal to 5/23 close (4 days ago), 30.5% are below.
79.5% are above or equal to 5/22 close (5 days ago), 20.5% are below.
81.8% are above or equal to 5/21 close (6 days ago), 18.2% are below.
86.2% are above or equal to 5/20 close (7 days ago), 13.8% are below.
76.9% are above or equal to 5/19 close (8 days ago), 23.1% are below.
78.8% are above or equal to 5/16 close (9 days ago), 21.2% are below.
83.0% are above or equal to 5/15 close (10 days ago), 17.0% are below.
73.2% are above or equal to 5/14 close (11 days ago), 26.8% are below.
64.2% are above or equal to 5/13 close (12 days ago), 35.8% are below.
59.2% are above or equal to 5/12 close (13 days ago), 40.8% are below.
73.1% are above or equal to 5/9 close (14 days ago), 26.9% are below.
73.6% are above or equal to 5/8 close (15 days ago), 26.4% are below.
70.1% are above or equal to 5/7 close (16 days ago), 29.9% are below.
73.7% are above or equal to 5/6 close (17 days ago), 26.3% are below.
65.1% are above or equal to 5/5 close (18 days ago), 34.9% are below.
63.4% are above or equal to 5/2 close (19 days ago), 36.6% are below.
65.9% are above or equal to 5/1 close (20 days ago), 34.1% are below.
65.9% are above or equal to 4/30 close (21 days ago), 34.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.0% new highs, 1.3% new lows
21d: 8.7% new highs, 1.3% new lows
42d: 5.6% new highs, 1.0% new lows
63d: 4.7% new highs, 0.8% new lows
126d: 4.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 40.0% above, 60.0% below
3-day: 56.5% above, 43.5% below
4-day: 58.7% above, 41.3% below
5-day: 64.0% above, 36.0% below
8-day: 79.1% above, 20.9% below
10-day: 79.5% above, 20.5% below
20-day: 76.5% above, 23.5% below
50-day: 63.7% above, 36.3% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
REAL(76): 0.29% Top=NSM JOE SBRA BDN WAC PSA DRH LPT ….. IVR NLY CBG RHP BAM SPG CLI GLPI=Bottom (Real Estate)
RETA(71): 0.27% Top=BIG ANN DKS KORS HIBB VSI TFM BBY ….. WFM AMZN MELI RH SIG DANG GES EXPR=Bottom (Retail & Specialty Retail)
FINA(84): 0.23% Top=WETF ETFC CMA PVTB KEY SLM VLY HCBK ….. ARCC MS ACAS FNGN BX OZM CG PHH=Bottom (Banks/Financials)
CONS(58): 0.12% Top=AVY GT PKG VFC LULU SHOO FL SKX ….. NWL BC UFS SEE UA HAR RDEN AVP=Bottom (Consumer)
INSU(36): 0.03% Top=CNO FAF FNF PL UNM RDN MET MTG ….. TRV CLGX AWH AIG AGO ORI MBI AFSI=Bottom (Insurance)
HEAL(59): -0.11% Top=LPNT EW SPNC SYK HOLX CNC CFN BDX ….. ESC DGX ISRG BKD HCA CYH WX KND=Bottom (Health)
LEIS(30): -0.13% Top=MAR BLMN JACK YUM MPEL SONC HOT CMG ….. SBUX MCD MGM WEN EXPE WYNN BYI QUNR=Bottom (Leisure)
ELEC(56): -0.13% Top=OVTI INTC ONNN SWKS MU BRCM CODE CAVM ….. SCTY BRKR CPHD SPWR FSLR SUNE CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.16% Top=JBLU ODFL DAL UAL EXPD LUV SAVE KEX ….. UPS UNP CHRW CSX GLNG KNX ALK XPO=Bottom (Transportation)
MATE(31): -0.19% Top=MDR RYN WY DAR BZH DHI WM CVA ….. AWI SPF FLR CLH USG PWR TREX MTZ=Bottom (Materials & Construction)
CHEM(33): -0.30% Top=AXLL OLN FTK CF AGU PPG MON POL ….. ROC ASH HUN CE LYB DOW MEOH GPRE=Bottom (Chemicals/Fertilizers)
ENER(111): -0.39% Top=WFT BAS RES SD PTEN MTDR HOS HLX ….. PDCE OAS SN HK MHR CRK BBG PVA=Bottom (Energy)
MANU(42): -0.41% Top=RXN XYL DDD ZBRA DRC ATU ROK MRC ….. TEX PNR MTW PLL CAT ATI JOY JKS=Bottom (Manufacturing)
COHW(47): -0.68% Top=PANW AAPL LVLT MSI CCI VIP BRCD CTL ….. JNPR SYNA CAMP FIO JDSU NSR RKUS CIEN=Bottom (Computer Hardware/Telecom)
META(22): -0.76% Top=ABX SLCA AEM NEM GG CCJ CLD AUY ….. CNX TCK FCX NUE STLD AKS X CLF=Bottom (Metals & Mining)
COSW(92): -0.81% Top=NQ VEEV AOL CTXS MSFT IACI CSC CDNS ….. DATA PFPT TWTR YELP QLIK NOW FEYE SPLK=Bottom (Computer Software/Internet)
DISV(51): -0.97% Top=CATM XRS RCII PRAA SCI HRB TMH WOOF ….. PCLN MAN FLT ADS HMSY Z ATHN BLOX=Bottom (Diversified Services)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:48 am ET
by daytrend on 20140530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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
12.9% of stocks are above yesterday’s high.
59.8% are above yesterday’s midpoint. (40.2% are below.)
8.2% are below yesterday’s low.
78.9% are inside yesterday’s range.
33.8% of stocks with today’s high > yesterday’s high. (66.2% less than).
20.3% of stocks with today’s low < yesterday’s low. (79.7% greater than).

EVIDENCE OF INTRADAY TREND
44.2% of stocks are above today’s open. (54.3% are below).
33.3% of stocks are above today’s open and yesterday’s close.
46.6% are below both.
8.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (56.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.1% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
19.8% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN
43.2% of stocks are above yesterday’s close. (56.8% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
0.5% are up 3.5% or more. 0.3% are down 3.5% or more.
86.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:14.9%…>=80:26.0%…>=50:64.2%…<=20:7.1%…<=10:2.6%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:76.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:72.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.9% above previous 1 highs, 8.2% below previous 1 lows
9.5% above previous 2 highs, 5.5% below previous 2 lows
6.7% above previous 3 highs, 4.2% below previous 3 lows
6.4% above previous 4 highs, 2.5% below previous 4 lows
6.2% above previous 5 highs, 1.8% below previous 5 lows
6.0% above previous 6 highs, 1.4% below previous 6 lows
5.5% above previous 7 highs, 1.2% below previous 7 lows
5.4% above previous 8 highs, 1.2% below previous 8 lows
5.4% above previous 9 highs, 1.1% below previous 9 lows
5.2% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
43.2% are above or equal to 5/29 close (1 days ago), 56.8% are below.
68.0% are above or equal to 5/28 close (2 days ago), 32.0% are below.
57.9% are above or equal to 5/27 close (3 days ago), 42.1% are below.
70.7% are above or equal to 5/23 close (4 days ago), 29.3% are below.
79.9% are above or equal to 5/22 close (5 days ago), 20.1% are below.
81.7% are above or equal to 5/21 close (6 days ago), 18.3% are below.
86.2% are above or equal to 5/20 close (7 days ago), 13.8% are below.
76.0% are above or equal to 5/19 close (8 days ago), 24.0% are below.
79.2% are above or equal to 5/16 close (9 days ago), 20.8% are below.
82.8% are above or equal to 5/15 close (10 days ago), 17.2% are below.
72.3% are above or equal to 5/14 close (11 days ago), 27.7% are below.
64.7% are above or equal to 5/13 close (12 days ago), 35.3% are below.
59.2% are above or equal to 5/12 close (13 days ago), 40.8% are below.
72.7% are above or equal to 5/9 close (14 days ago), 27.3% are below.
73.2% are above or equal to 5/8 close (15 days ago), 26.8% are below.
70.2% are above or equal to 5/7 close (16 days ago), 29.8% are below.
72.7% are above or equal to 5/6 close (17 days ago), 27.3% are below.
66.0% are above or equal to 5/5 close (18 days ago), 34.0% are below.
63.0% are above or equal to 5/2 close (19 days ago), 37.0% are below.
65.4% are above or equal to 5/1 close (20 days ago), 34.6% are below.
64.8% are above or equal to 4/30 close (21 days ago), 35.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.6% new highs, 1.3% new lows
21d: 8.3% new highs, 1.3% new lows
42d: 5.1% new highs, 1.0% new lows
63d: 4.2% new highs, 0.8% new lows
126d: 3.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 39.8% above, 60.2% below
3-day: 58.3% above, 41.7% below
4-day: 58.8% above, 41.2% below
5-day: 64.8% above, 35.2% below
8-day: 80.1% above, 19.9% below
10-day: 80.2% above, 19.8% below
20-day: 76.4% above, 23.6% below
50-day: 64.7% above, 35.3% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(71): 0.42% Top=BIG ANN DKS KORS SHLD BBY CAB HIBB ….. AMZN LOW MELI SIG RH DANG GES EXPR=Bottom (Retail & Specialty Retail)
FINA(84): 0.28% Top=CMA STI VLY FITB PVTB PACW MTB UMPQ ….. GS ACAS MS CG FNGN BX OZM PHH=Bottom (Banks/Financials)
CONS(58): 0.11% Top=AVY GT LULU SKX NUS DECK FL HBI ….. RDEN PVH SEE BERY NWL AVP UFS KS=Bottom (Consumer)
REAL(76): 0.09% Top=NSM EJ WAC NRF PSA DRH BDN SBRA ….. CBG CWH GGP GLPI RPAI SPG BAM CLI=Bottom (Real Estate)
ELEC(56): 0.07% Top=OVTI GTAT INTC ONNN SCTY TEL BRCM SANM ….. BRKR TRMB CPHD FSLR SUNE SPWR TSL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(59): 0.04% Top=LPNT EW CNC SYK HOLX PODD DVA SPNC ….. DGX LH BKD ESC CYH ISRG WX PRXL=Bottom (Health)
INSU(36): 0.02% Top=CNO PL LNC FNF UNM PRU MET GNW ….. AFL AHL TRV CLGX AIG WSH MBI AFSI=Bottom (Insurance)
TRAN(30): -0.05% Top=JBLU DAL ODFL UAL AIRM KEX AAL LUV ….. UNP CHRW CSX SWFT KNX GLNG ALK XPO=Bottom (Transportation)
LEIS(30): -0.12% Top=MAR SONC CMG HOT BLMN JACK PNRA MPEL ….. DRI WEN EXPE SBUX MGM BYI MCD WYNN=Bottom (Leisure)
CHEM(33): -0.23% Top=AXLL OLN POL AGU FTK GRA WPZ CF ….. HUN POT ASH DOW LYB CE GPRE MEOH=Bottom (Chemicals/Fertilizers)
COSW(92): -0.28% Top=NQ VEEV AOL CTXS EA TSS TRAK CNVR ….. YELP TWTR SFUN NOW DATA QLIK FEYE SPLK=Bottom (Computer Software/Internet)
MANU(42): -0.37% Top=DDD XYL ZBRA RXN ROK DRC PPO AME ….. AGCO TEX ITT RS JKS ATI CAT JOY=Bottom (Manufacturing)
COHW(47): -0.40% Top=PANW BBRY GOGO AAPL TMUS MSI VIP BRCD ….. FIO CAMP NSR INFN FNSR JDSU CIEN RKUS=Bottom (Computer Hardware/Telecom)
ENER(111): -0.48% Top=WFT BAS ACMP ETE MTDR RGP PBF ESV ….. SN OAS DO SM PDCE CRK BBG PVA=Bottom (Energy)
MATE(31): -0.50% Top=RYN DAR MDR CVA WCN WM WY RSG ….. DHI TOL USG PHM LEN RYL SPF MTZ=Bottom (Materials & Construction)
DISV(51): -0.88% Top=SCI TMH CATM RCII WOOF EXAM PRAA HRB ….. FLT ADS LDOS HMSY RRD Z ATHN BLOX=Bottom (Diversified Services)
META(22): -0.92% Top=SLCA ABX NEM AEM CLD GG AUY CCJ ….. BTU FCX NUE CNX STLD AKS X CLF=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:39 am

Market Stats at 9:39 am ET
by daytrend on 20140530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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
11.0% of stocks are above yesterday’s high.
58.9% are above yesterday’s midpoint. (41.1% are below.)
7.1% are below yesterday’s low.
81.9% are inside yesterday’s range.
29.1% of stocks with today’s high > yesterday’s high. (70.9% less than).
16.8% of stocks with today’s low < yesterday’s low. (83.2% greater than).

EVIDENCE OF INTRADAY TREND
39.9% of stocks are above today’s open. (57.1% are below).
27.7% of stocks are above today’s open and yesterday’s close.
47.7% are below both.
8.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (56.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.2% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
43.3% are in the top half. 56.7% of stocks are in the bottom half of today’s range.
23.5% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN
39.9% of stocks are above yesterday’s close. (60.1% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
0.4% are up 3.5% or more. 0.5% are down 3.5% or more.
91.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:10.0%…>=90:13.6%…>=80:25.1%…>=50:63.9%…<=20:7.9%…<=10:2.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:76.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:72.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.0% above previous 1 highs, 7.1% below previous 1 lows
8.2% above previous 2 highs, 4.3% below previous 2 lows
6.5% above previous 3 highs, 3.1% below previous 3 lows
6.2% above previous 4 highs, 2.0% below previous 4 lows
5.8% above previous 5 highs, 1.6% below previous 5 lows
5.8% above previous 6 highs, 1.3% below previous 6 lows
5.3% above previous 7 highs, 1.1% below previous 7 lows
5.2% above previous 8 highs, 1.1% below previous 8 lows
5.1% above previous 9 highs, 1.0% below previous 9 lows
5.0% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
39.9% are above or equal to 5/29 close (1 days ago), 60.1% are below.
65.9% are above or equal to 5/28 close (2 days ago), 34.1% are below.
56.8% are above or equal to 5/27 close (3 days ago), 43.2% are below.
69.3% are above or equal to 5/23 close (4 days ago), 30.7% are below.
79.5% are above or equal to 5/22 close (5 days ago), 20.5% are below.
81.3% are above or equal to 5/21 close (6 days ago), 18.7% are below.
86.5% are above or equal to 5/20 close (7 days ago), 13.5% are below.
75.8% are above or equal to 5/19 close (8 days ago), 24.2% are below.
78.8% are above or equal to 5/16 close (9 days ago), 21.2% are below.
82.3% are above or equal to 5/15 close (10 days ago), 17.7% are below.
71.9% are above or equal to 5/14 close (11 days ago), 28.1% are below.
63.4% are above or equal to 5/13 close (12 days ago), 36.6% are below.
59.3% are above or equal to 5/12 close (13 days ago), 40.7% are below.
72.0% are above or equal to 5/9 close (14 days ago), 28.0% are below.
72.6% are above or equal to 5/8 close (15 days ago), 27.4% are below.
69.8% are above or equal to 5/7 close (16 days ago), 30.2% are below.
73.3% are above or equal to 5/6 close (17 days ago), 26.7% are below.
65.3% are above or equal to 5/5 close (18 days ago), 34.7% are below.
63.1% are above or equal to 5/2 close (19 days ago), 36.9% are below.
65.6% are above or equal to 5/1 close (20 days ago), 34.4% are below.
65.2% are above or equal to 4/30 close (21 days ago), 34.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.3% new highs, 1.3% new lows
21d: 7.0% new highs, 1.3% new lows
42d: 4.1% new highs, 1.0% new lows
63d: 3.4% new highs, 0.8% new lows
126d: 3.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 37.1% above, 62.9% below
3-day: 56.8% above, 43.2% below
4-day: 58.9% above, 41.1% below
5-day: 65.1% above, 34.9% below
8-day: 79.8% above, 20.2% below
10-day: 79.8% above, 20.2% below
20-day: 75.2% above, 24.8% below
50-day: 63.7% above, 36.3% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
RETA(71): 0.16% Top=BIG ANN DKS KORS VSI COST TFM CAB ….. AMZN RH GME CDW MELI DANG GES EXPR=Bottom (Retail & Specialty Retail)
FINA(84): 0.11% Top=UMPQ MTB VLY SUSQ STI KEY HBAN HCBK ….. CME CG MS GS JNS LAZ PHH BX=Bottom (Banks/Financials)
HEAL(59): 0.09% Top=LPNT PODD CNC SYK EW VOLC DVA HOLX ….. ALGN ISRG CI BKD ESC PRXL WX SPNC=Bottom (Health)
REAL(76): 0.05% Top=NSM EJ SBRA PSA HST WAC NRF SHO ….. CBG GGP CBL SPG PCL RPAI BAM CLI=Bottom (Real Estate)
CONS(58): 0.02% Top=AVY SKX GT IRBT LULU NUS ICON COH ….. PVH HAR AVP NWL OI UFS BERY SEE=Bottom (Consumer)
ELEC(56): 0.01% Top=OVTI CRUS SANM SWKS INTC MU BRCM BRKR ….. SNPS CY TRMB SUNE FSLR SPWR CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.09% Top=DAL JBLU ODFL UAL LUV KEX EXPD AIRM ….. KSU KNX UNP WAB XPO SWFT GLNG ALK=Bottom (Transportation)
INSU(36): -0.11% Top=CNO PL GNW UNM LNC MET PRU AON ….. AIG TRV VR AHL WSH RDN BRO AFSI=Bottom (Insurance)
LEIS(30): -0.13% Top=MAR JACK SONC HOT MPEL CMG BYD PNRA ….. BLMN BYI EXPE RCL WEN WYNN PNK QUNR=Bottom (Leisure)
COSW(92): -0.26% Top=NQ VEEV TSS AOL RAX CRM LOCK CSC ….. SINA DATA TWTR YELP QLIK SFUN FEYE SPLK=Bottom (Computer Software/Internet)
COHW(47): -0.27% Top=PANW WDC SSYS VIP TMUS ARUN MSI UBNT ….. INFN JDSU TDC NSR CIEN VSAT FNSR RKUS=Bottom (Computer Hardware/Telecom)
MANU(42): -0.32% Top=DDD PPO XYL ROK RXN ZBRA CMI DRC ….. KMT TEX ITT ATI RS CAT JKS JOY=Bottom (Manufacturing)
CHEM(33): -0.33% Top=AXLL OLN POL FTK WPZ SHW TROX AGU ….. POT MOS ASH CHMT LYB GPRE DOW MEOH=Bottom (Chemicals/Fertilizers)
ENER(111): -0.41% Top=BAS MTDR ACMP WFT ETE SFY RGP HOS ….. SM PDCE PVA EGN DO CRK GPOR HK=Bottom (Energy)
MATE(31): -0.42% Top=DAR FAST RYN CVA BZH WCN RSG WM ….. TREX MTZ TOL DHI LEN USG SPF PHM=Bottom (Materials & Construction)
DISV(51): -0.81% Top=EXAM WOOF SCI RCII CATM MYGN HTZ GEO ….. PCLN VRSK WTW LDOS RRD Z ATHN BLOX=Bottom (Diversified Services)
META(22): -0.87% Top=ABX SLCA AEM AUY NEM GG CLD RGLD ….. NUE CCJ CNX FCX BTU AKS CLF X=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/29/2014

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

Closing Stats
by daytrend on 20140529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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
35.0% of stocks are above yesterday’s high.
67.0% are above yesterday’s midpoint. (33.0% are below.)
8.8% are below yesterday’s low.
56.1% are inside yesterday’s range.
56.1% of stocks with today’s high > yesterday’s high. (43.9% less than).
33.3% of stocks with today’s low < yesterday’s low. (66.7% greater than).

EVIDENCE OF INTRADAY TREND
59.4% of stocks are above today’s open. (39.3% are below).
57.8% of stocks are above today’s open and yesterday’s close.
26.3% are below both.
12.6% of stocks opened above yesterday’s high.
82.4% of stocks opened above yesterday’s close. (12.7% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
20.9% of stocks are in the top 10% of today’s range.
37.0% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
8.9% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN
72.4% of stocks are above yesterday’s close. (27.6% are below.)
2.1% are up 4.5% or more. 0.5% are down 4.5% or more.
3.2% are up 3.5% or more. 0.7% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:20.6%…>=90:29.1%…>=80:44.0%…>=50:75.8%…<=20:5.5%…<=10:2.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:78.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:73.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.0% above previous 1 highs, 8.8% below previous 1 lows
26.0% above previous 2 highs, 6.5% below previous 2 lows
24.8% above previous 3 highs, 3.4% below previous 3 lows
23.4% above previous 4 highs, 2.2% below previous 4 lows
22.5% above previous 5 highs, 1.3% below previous 5 lows
21.7% above previous 6 highs, 1.1% below previous 6 lows
21.0% above previous 7 highs, 1.0% below previous 7 lows
20.8% above previous 8 highs, 0.9% below previous 8 lows
20.6% above previous 9 highs, 0.9% below previous 9 lows
18.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.4% are above or equal to 5/28 close (1 days ago), 27.6% are below.
59.0% are above or equal to 5/27 close (2 days ago), 41.0% are below.
73.3% are above or equal to 5/23 close (3 days ago), 26.7% are below.
81.4% are above or equal to 5/22 close (4 days ago), 18.6% are below.
83.7% are above or equal to 5/21 close (5 days ago), 16.3% are below.
87.8% are above or equal to 5/20 close (6 days ago), 12.2% are below.
77.1% are above or equal to 5/19 close (7 days ago), 22.9% are below.
80.1% are above or equal to 5/16 close (8 days ago), 19.9% are below.
83.3% are above or equal to 5/15 close (9 days ago), 16.7% are below.
73.8% are above or equal to 5/14 close (10 days ago), 26.2% are below.
64.9% are above or equal to 5/13 close (11 days ago), 35.1% are below.
59.0% are above or equal to 5/12 close (12 days ago), 41.0% are below.
73.1% are above or equal to 5/9 close (13 days ago), 26.9% are below.
73.1% are above or equal to 5/8 close (14 days ago), 26.9% are below.
69.8% are above or equal to 5/7 close (15 days ago), 30.2% are below.
73.6% are above or equal to 5/6 close (16 days ago), 26.4% are below.
66.5% are above or equal to 5/5 close (17 days ago), 33.5% are below.
63.6% are above or equal to 5/2 close (18 days ago), 36.4% are below.
67.4% are above or equal to 5/1 close (19 days ago), 32.6% are below.
65.9% are above or equal to 4/30 close (20 days ago), 34.1% are below.
68.2% are above or equal to 4/29 close (21 days ago), 31.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 19.0% new highs, 2.8% new lows
21d: 18.6% new highs, 2.7% new lows
42d: 10.8% new highs, 1.8% new lows
63d: 9.1% new highs, 1.5% new lows
126d: 7.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 70.8% above, 29.2% below
3-day: 64.0% above, 36.0% below
4-day: 69.4% above, 30.6% below
5-day: 75.1% above, 24.9% below
8-day: 81.9% above, 18.1% below
10-day: 83.4% above, 16.6% below
20-day: 75.9% above, 24.1% below
50-day: 64.1% above, 35.9% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(110): 1.22% Top=CRK HK FANG BAS GDP SGY PBF PXD ….. ETP WPX EEP RGP MHR ETE MDU OKS=Bottom (Energy)
META(22): 1.11% Top=CLF RGLD SLCA CCJ X CLD AA AKS ….. SWC STLD TCK AEM AUY GG BTU CNX=Bottom (Metals & Mining)
CHEM(34): 1.03% Top=WLK CE POL GPRE GRA PX EMN HUN ….. SIAL PPG CHMT VAL CF FTK AGU WPZ=Bottom (Chemicals/Fertilizers)
ELEC(55): 0.91% Top=TSL SCTY SUNE GTAT CSIQ IDTI SPWR FSLR ….. ADI AMBA SNPS CGNX OVTI AMAT RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.86% Top=BBRY GOGO PANW UBNT RKUS AAPL CAMP ARUN ….. CTL OLED CSCO WIN SSYS VSAT LVLT CIEN=Bottom (Computer Hardware/Telecom)
RETA(71): 0.84% Top=SHLD MELI DANG ANF DSW SIG NFLX JCP ….. PIR ASNA WSM FINL SFM DG ANN KORS=Bottom (Retail & Specialty Retail)
HEAL(57): 0.69% Top=KND ALGN ISRG DGX LH WCG MR PODD ….. A VOLC WX OPK EVHC BKD STJ BSX=Bottom (Health)
TRAN(30): 0.63% Top=TDW SWFT KNX TRN XPO JBLU NSC GLNG ….. LUV ALK CNW CSX DAL KSU UAL EXPD=Bottom (Transportation)
COSW(93): 0.53% Top=YELP SINA TRIP VMW PFPT SPLK RAX TIBX ….. DATA TRAK BCOR CPWR MKTO SFUN WDAY NQ=Bottom (Computer Software/Internet)
MATE(31): 0.52% Top=DAR MDR DHI RYL LEN CLH FAST AWI ….. MLM KBH PWR PHM SPF EXP VMC MTZ=Bottom (Materials & Construction)
CONS(58): 0.51% Top=AVP UFS KS NUS SKX UA KATE PKG ….. ICON COH TPX LULU GT BERY WWW FL=Bottom (Consumer)
INSU(38): 0.31% Top=RDN AIG AHL BRO AFL AON FAF TRV ….. CNO PGR MTG AGO MET ORI GNW AFSI=Bottom (Insurance)
DISV(52): 0.30% Top=EXAM WOOF AL ATHN R PCLN ADS MYGN ….. KBR ASGN GPN CATM VPRT MCO TW BAH=Bottom (Diversified Services)
MANU(44): 0.23% Top=JKS DDD MRC ATI RS DRC JOY TEX ….. BWC ROK PPO PLL ITT MHK XYL GNRC=Bottom (Manufacturing)
FINA(87): 0.17% Top=OZM ACAS IVZ AMP AMTD ETFC BLK FII ….. RJF HCBK PACW WETF SUSQ LAZ MTB SLM=Bottom (Banks/Financials)
REAL(79): 0.06% Top=NSM RHP DFT BEE CWH KRC SNH PLD ….. BAM TWO SRC GLPI PMT RLGY EJ SPG=Bottom (Real Estate)
LEIS(31): -0.13% Top=MAR LVS CMG MGM JACK RCL BYD WYNN ….. CAKE SONC DNKN BLMN SEAS PNRA SGMS LTM=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 2:39 pm

Market Stats at 3:39 pm ET
by daytrend on 20140529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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
34.1% of stocks are above yesterday’s high.
66.1% are above yesterday’s midpoint. (33.9% are below.)
8.3% are below yesterday’s low.
57.6% are inside yesterday’s range.
55.5% of stocks with today’s high > yesterday’s high. (44.5% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND
58.0% of stocks are above today’s open. (40.3% are below).
56.5% of stocks are above today’s open and yesterday’s close.
25.7% are below both.
12.6% of stocks opened above yesterday’s high.
82.4% of stocks opened above yesterday’s close. (12.7% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
23.0% of stocks are in the top 10% of today’s range.
37.8% are in the top 20%.
68.2% are in the top half. 31.8% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN
72.9% of stocks are above yesterday’s close. (27.1% are below.)
2.3% are up 4.5% or more. 0.4% are down 4.5% or more.
3.4% are up 3.5% or more. 0.7% are down 3.5% or more.
68.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:19.6%…>=90:28.4%…>=80:43.1%…>=50:75.5%…<=20:5.6%…<=10:2.4%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:78.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:74.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.1% above previous 1 highs, 8.3% below previous 1 lows
25.2% above previous 2 highs, 6.0% below previous 2 lows
24.4% above previous 3 highs, 3.0% below previous 3 lows
22.6% above previous 4 highs, 2.0% below previous 4 lows
21.6% above previous 5 highs, 1.3% below previous 5 lows
20.9% above previous 6 highs, 1.3% below previous 6 lows
20.3% above previous 7 highs, 1.2% below previous 7 lows
20.2% above previous 8 highs, 1.0% below previous 8 lows
20.1% above previous 9 highs, 1.0% below previous 9 lows
17.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
72.9% are above or equal to 5/28 close (1 days ago), 27.1% are below.
59.0% are above or equal to 5/27 close (2 days ago), 41.0% are below.
72.4% are above or equal to 5/23 close (3 days ago), 27.6% are below.
81.0% are above or equal to 5/22 close (4 days ago), 19.0% are below.
83.4% are above or equal to 5/21 close (5 days ago), 16.6% are below.
87.2% are above or equal to 5/20 close (6 days ago), 12.8% are below.
77.1% are above or equal to 5/19 close (7 days ago), 22.9% are below.
79.6% are above or equal to 5/16 close (8 days ago), 20.4% are below.
83.5% are above or equal to 5/15 close (9 days ago), 16.5% are below.
73.4% are above or equal to 5/14 close (10 days ago), 26.6% are below.
64.4% are above or equal to 5/13 close (11 days ago), 35.6% are below.
59.3% are above or equal to 5/12 close (12 days ago), 40.7% are below.
72.8% are above or equal to 5/9 close (13 days ago), 27.2% are below.
73.6% are above or equal to 5/8 close (14 days ago), 26.4% are below.
69.8% are above or equal to 5/7 close (15 days ago), 30.2% are below.
73.2% are above or equal to 5/6 close (16 days ago), 26.8% are below.
66.5% are above or equal to 5/5 close (17 days ago), 33.5% are below.
63.3% are above or equal to 5/2 close (18 days ago), 36.7% are below.
67.4% are above or equal to 5/1 close (19 days ago), 32.6% are below.
65.5% are above or equal to 4/30 close (20 days ago), 34.5% are below.
67.7% are above or equal to 4/29 close (21 days ago), 32.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.4% new highs, 2.7% new lows
21d: 18.1% new highs, 2.6% new lows
42d: 10.2% new highs, 1.7% new lows
63d: 8.5% new highs, 1.4% new lows
126d: 7.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 71.9% above, 28.1% below
3-day: 62.9% above, 37.1% below
4-day: 68.2% above, 31.8% below
5-day: 75.3% above, 24.7% below
8-day: 82.4% above, 17.6% below
10-day: 83.7% above, 16.3% below
20-day: 76.6% above, 23.4% below
50-day: 64.2% above, 35.8% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(110): 1.22% Top=CRK FANG HK BAS SGY GDP PXD SN ….. EEP EPD ETP RGP MHR ETE MDU OKS=Bottom (Energy)
META(22): 1.09% Top=RGLD CLF SLCA CCJ X FCX CLD AKS ….. STLD SWC TCK GG AUY AEM BTU CNX=Bottom (Metals & Mining)
CHEM(34): 1.03% Top=WLK POL CE GPRE PX EMN HUN APD ….. OLN VAL PPG POT SIAL CF AGU WPZ=Bottom (Chemicals/Fertilizers)
RETA(71): 0.85% Top=SHLD DANG MELI ANF DSW SIG NFLX JCP ….. EBAY ASNA WSM SFM FINL DG ANN KORS=Bottom (Retail & Specialty Retail)
ELEC(55): 0.83% Top=TSL SCTY SUNE GTAT CSIQ IDTI SPWR FSLR ….. AMBA CAVM SNPS CGNX AMAT OVTI RFMD TQNT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.78% Top=BBRY GOGO PANW UBNT RKUS CAMP AAPL TDC ….. CTL OLED SSYS WIN CSCO VSAT LVLT CIEN=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.69% Top=KND ALGN ISRG DGX LH WCG THOR PODD ….. OPK ABT A EVHC WX BKD BSX STJ=Bottom (Health)
TRAN(30): 0.57% Top=TDW SWFT TRN KNX XPO JBLU NSC ODFL ….. ALK AAL AIRM CSX KSU DAL UAL EXPD=Bottom (Transportation)
MATE(31): 0.55% Top=MDR DAR DHI RYL LEN CLH TREX AWI ….. WCN MLM TOL SPF EXP PHM VMC MTZ=Bottom (Materials & Construction)
CONS(58): 0.54% Top=AVP UFS NUS KS SKX KATE PKG MWV ….. TPX ICON GT COH LULU WWW FL BERY=Bottom (Consumer)
COSW(93): 0.47% Top=YELP SINA VMW TRIP TIBX CRM FTNT RAX ….. DWRE TRAK CPWR BCOR SFUN MKTO WDAY NQ=Bottom (Computer Software/Internet)
INSU(38): 0.30% Top=AIG AHL FAF AFL BRO AON TRV WRB ….. MET PGR MBI CNO ORI MTG GNW AFSI=Bottom (Insurance)
DISV(52): 0.29% Top=EXAM AL WOOF ATHN R PCLN MYGN ADS ….. Z KBR GPN CATM TW MCO VPRT BAH=Bottom (Diversified Services)
MANU(44): 0.20% Top=JKS DDD MRC RS TEX ATI JOY DRC ….. ROK GTLS PPO PLL ITT MHK XYL GNRC=Bottom (Manufacturing)
FINA(87): 0.12% Top=OZM ACAS IVZ AMP AMTD BLK ISBC JNS ….. LPLA HCBK SUSQ FNFG WETF LAZ MTB SLM=Bottom (Banks/Financials)
REAL(79): 0.10% Top=NSM RHP BEE DFT CWH KRC SNH HCN ….. TWO SRC PMT BAM ARCP RLGY EJ SPG=Bottom (Real Estate)
LEIS(31): -0.07% Top=MAR JACK LVS CMG RCL MGM BYD WYNN ….. SGMS MPEL CAKE DNKN BLMN SONC PNRA LTM=Bottom (Leisure)

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 3:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:27 pm

Market Stats at 1:26 pm ET
by daytrend on 20140529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 940.

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
25.0% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
14.3% are below yesterday’s low.
60.7% are inside yesterday’s range.
50.2% of stocks with today’s high > yesterday’s high. (49.8% less than).
31.1% of stocks with today’s low < yesterday’s low. (68.9% greater than).

EVIDENCE OF INTRADAY TREND
42.8% of stocks are above today’s open. (55.0% are below).
41.6% of stocks are above today’s open and yesterday’s close.
37.9% are below both.
12.6% of stocks opened above yesterday’s high.
82.4% of stocks opened above yesterday’s close. (12.7% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.8% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
22.0% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN
61.0% of stocks are above yesterday’s close. (39.0% are below.)
1.5% are up 4.5% or more. 0.4% are down 4.5% or more.
2.8% are up 3.5% or more. 0.6% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.2%…>=90:23.0%…>=80:34.0%…>=50:66.9%…<=20:8.2%…<=10:2.7%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:74.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:69.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.0% above previous 1 highs, 14.3% below previous 1 lows
18.4% above previous 2 highs, 10.7% below previous 2 lows
17.6% above previous 3 highs, 4.9% below previous 3 lows
16.6% above previous 4 highs, 3.4% below previous 4 lows
16.1% above previous 5 highs, 2.0% below previous 5 lows
15.7% above previous 6 highs, 2.0% below previous 6 lows
15.4% above previous 7 highs, 1.7% below previous 7 lows
15.2% above previous 8 highs, 1.6% below previous 8 lows
14.8% above previous 9 highs, 1.5% below previous 9 lows
13.3% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.0% are above or equal to 5/28 close (1 days ago), 39.0% are below.
50.3% are above or equal to 5/27 close (2 days ago), 49.7% are below.
66.7% are above or equal to 5/23 close (3 days ago), 33.3% are below.
77.3% are above or equal to 5/22 close (4 days ago), 22.7% are below.
81.8% are above or equal to 5/21 close (5 days ago), 18.2% are below.
86.1% are above or equal to 5/20 close (6 days ago), 13.9% are below.
73.7% are above or equal to 5/19 close (7 days ago), 26.3% are below.
78.0% are above or equal to 5/16 close (8 days ago), 22.0% are below.
80.4% are above or equal to 5/15 close (9 days ago), 19.6% are below.
69.6% are above or equal to 5/14 close (10 days ago), 30.4% are below.
61.5% are above or equal to 5/13 close (11 days ago), 38.5% are below.
56.8% are above or equal to 5/12 close (12 days ago), 43.2% are below.
69.9% are above or equal to 5/9 close (13 days ago), 30.1% are below.
71.1% are above or equal to 5/8 close (14 days ago), 28.9% are below.
67.6% are above or equal to 5/7 close (15 days ago), 32.4% are below.
71.4% are above or equal to 5/6 close (16 days ago), 28.6% are below.
63.5% are above or equal to 5/5 close (17 days ago), 36.5% are below.
61.2% are above or equal to 5/2 close (18 days ago), 38.8% are below.
64.1% are above or equal to 5/1 close (19 days ago), 35.9% are below.
63.8% are above or equal to 4/30 close (20 days ago), 36.2% are below.
66.2% are above or equal to 4/29 close (21 days ago), 33.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.6% new highs, 2.7% new lows
21d: 15.2% new highs, 2.6% new lows
42d: 8.7% new highs, 1.7% new lows
63d: 7.2% new highs, 1.4% new lows
126d: 5.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 58.6% above, 41.4% below
3-day: 53.9% above, 46.1% below
4-day: 60.4% above, 39.6% below
5-day: 68.9% above, 31.1% below
8-day: 77.0% above, 23.0% below
10-day: 79.6% above, 20.4% below
20-day: 72.7% above, 27.3% below
50-day: 62.2% above, 37.8% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(22): 1.03% Top=RGLD NEM ABX SLCA X CLD FCX AKS ….. GG NUE AEM STLD AUY SWC TCK CNX=Bottom (Metals & Mining)
ELEC(55): 0.81% Top=SUNE TSL SCTY CSIQ GTAT IDTI FSLR SPWR ….. KLAC CREE AMBA SNPS AMAT OVTI TQNT RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(110): 0.79% Top=CRK GDP HK FANG SN PXD BBG PBF ….. MHR WPX EEP ETE BWP OKS WNR MDU=Bottom (Energy)
RETA(71): 0.64% Top=MELI DANG SHLD ANF JCP SIG DSW NFLX ….. EBAY PIR VSI WSM DG ANN FINL KORS=Bottom (Retail & Specialty Retail)
COHW(47): 0.61% Top=PANW BBRY GOGO UBNT RKUS TDC AAPL CAMP ….. CTL SYNA LVLT CSCO VSAT SSYS WIN CIEN=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.54% Top=ALGN KND ISRG DGX LH PODD MOH HOLX ….. OPK PRXL A EVHC BSX STJ WX BKD=Bottom (Health)
CHEM(34): 0.41% Top=WLK CE POL EMN DOW GRA HUN PX ….. CF VAL POT AXLL GPRE AGU FTK WPZ=Bottom (Chemicals/Fertilizers)
CONS(58): 0.25% Top=AVP NUS GPK KS FOSL SHOO EL UFS ….. RDEN COH JAH GT ICON BERY WWW FL=Bottom (Consumer)
COSW(94): 0.17% Top=YELP SINA VMW EPAM FTNT TRIP ATVI TIBX ….. DATA TRAK VEEV BCOR MKTO SFUN WDAY NQ=Bottom (Computer Software/Internet)
TRAN(30): 0.08% Top=TDW SWFT KNX TRN XPO JBLU FDX AAL ….. ALK LUV CNW KSU DAL UAL GLNG EXPD=Bottom (Transportation)
REAL(79): 0.08% Top=NSM BEE SBRA CWH RHP DFT O DCT ….. PMT CBG ARCP RLGY DLR BAM EJ SPG=Bottom (Real Estate)
INSU(38): 0.06% Top=FAF AHL AIG TRV BRO WRB AXS AWH ….. PRU ORI AFSI MTG RDN MET LNC GNW=Bottom (Insurance)
MATE(31): 0.02% Top=MDR DAR DHI RYL LEN WY TREX CLH ….. KBH PHM FLR USG MLM EXP MTZ VMC=Bottom (Materials & Construction)
DISV(52): -0.04% Top=EXAM AL WOOF R MYGN ATHN PCLN XRS ….. HRB TW VPRT MCO KBR ASGN Z BAH=Bottom (Diversified Services)
MANU(44): -0.12% Top=JKS MRC DDD JOY TEX DRC RS CAT ….. ROK PNR PPO PLL ITT MHK XYL GNRC=Bottom (Manufacturing)
FINA(87): -0.17% Top=OZM ACAS IVZ FII BX ISBC AMP BLK ….. NTRS VOYA SIVB LPLA HCBK MTB SLM LAZ=Bottom (Banks/Financials)
LEIS(31): -0.39% Top=JACK MAR LVS CMG MGM BYD RCL EXPE ….. QUNR DNKN LTM WEN MPEL PNRA SONC BLMN=Bottom (Leisure)

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 1:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 12:43 pm ET
by daytrend on 20140529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 940.

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

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

COMPARED TO YESTERDAY’S RANGE
23.4% of stocks are above yesterday’s high.
59.6% are above yesterday’s midpoint. (40.4% are below.)
12.3% are below yesterday’s low.
64.3% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
30.5% of stocks with today’s low < yesterday’s low. (69.5% greater than).

EVIDENCE OF INTRADAY TREND
44.5% of stocks are above today’s open. (53.0% are below).
43.0% of stocks are above today’s open and yesterday’s close.
35.1% are below both.
12.6% of stocks opened above yesterday’s high.
82.4% of stocks opened above yesterday’s close. (12.7% opened below yesterday’s close).
2.1% 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.
22.3% are in the top 20%.
53.8% are in the top half. 46.2% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN
63.6% of stocks are above yesterday’s close. (36.4% are below.)
1.3% are up 4.5% or more. 0.4% are down 4.5% or more.
2.6% are up 3.5% or more. 0.6% are down 3.5% or more.
75.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:16.0%…>=90:24.0%…>=80:35.7%…>=50:68.7%…<=20:7.6%…<=10:2.4%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:74.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:70.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
23.4% above previous 1 highs, 12.3% below previous 1 lows
17.2% above previous 2 highs, 9.3% below previous 2 lows
16.5% above previous 3 highs, 4.3% below previous 3 lows
15.4% above previous 4 highs, 3.4% below previous 4 lows
14.8% above previous 5 highs, 2.3% below previous 5 lows
14.5% above previous 6 highs, 2.3% below previous 6 lows
14.1% above previous 7 highs, 2.0% below previous 7 lows
14.0% above previous 8 highs, 1.6% below previous 8 lows
13.7% above previous 9 highs, 1.6% below previous 9 lows
12.2% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.6% are above or equal to 5/28 close (1 days ago), 36.4% are below.
50.4% are above or equal to 5/27 close (2 days ago), 49.6% are below.
68.5% are above or equal to 5/23 close (3 days ago), 31.5% are below.
78.5% are above or equal to 5/22 close (4 days ago), 21.5% are below.
81.9% are above or equal to 5/21 close (5 days ago), 18.1% are below.
86.2% are above or equal to 5/20 close (6 days ago), 13.8% are below.
74.4% are above or equal to 5/19 close (7 days ago), 25.6% are below.
78.4% are above or equal to 5/16 close (8 days ago), 21.6% are below.
81.2% are above or equal to 5/15 close (9 days ago), 18.8% are below.
69.7% are above or equal to 5/14 close (10 days ago), 30.3% are below.
62.1% are above or equal to 5/13 close (11 days ago), 37.9% are below.
56.6% are above or equal to 5/12 close (12 days ago), 43.4% are below.
70.6% are above or equal to 5/9 close (13 days ago), 29.4% are below.
71.6% are above or equal to 5/8 close (14 days ago), 28.4% are below.
67.7% are above or equal to 5/7 close (15 days ago), 32.3% are below.
71.7% are above or equal to 5/6 close (16 days ago), 28.3% are below.
63.4% are above or equal to 5/5 close (17 days ago), 36.6% are below.
61.1% are above or equal to 5/2 close (18 days ago), 38.9% are below.
64.8% are above or equal to 5/1 close (19 days ago), 35.2% are below.
64.0% are above or equal to 4/30 close (20 days ago), 36.0% are below.
66.3% are above or equal to 4/29 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 14.7% new highs, 2.6% new lows
21d: 14.4% new highs, 2.4% new lows
42d: 8.2% new highs, 1.6% new lows
63d: 6.8% new highs, 1.3% new lows
126d: 5.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 61.7% above, 38.3% below
3-day: 54.7% above, 45.3% below
4-day: 63.0% above, 37.0% below
5-day: 71.0% above, 29.0% below
8-day: 78.6% above, 21.4% below
10-day: 80.2% above, 19.8% below
20-day: 73.1% above, 26.9% below
50-day: 62.1% above, 37.9% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(55): 1.03% Top=SUNE TSL SCTY GTAT CSIQ IDTI ATML FSLR ….. LRCX KLAC CREE SNPS AMAT OVTI TQNT RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): 0.86% Top=RGLD NEM ABX X CLD AKS SLW FCX ….. BTU NUE AUY AEM STLD TCK SWC CNX=Bottom (Metals & Mining)
COHW(47): 0.68% Top=PANW BBRY UBNT GOGO RKUS CAMP ARUN TDC ….. CTL VSAT SYNA CSCO SSYS WIN LVLT CIEN=Bottom (Computer Hardware/Telecom)
RETA(71): 0.59% Top=MELI DANG SHLD ANF SIG JCP WAG NFLX ….. FIVE FDO WSM VSI DG ANN FINL KORS=Bottom (Retail & Specialty Retail)
ENER(110): 0.59% Top=CRK GDP HK FANG BAS PXD SN BBG ….. PVA WPX BWP OKS ETE WNR MDU MHR=Bottom (Energy)
HEAL(57): 0.51% Top=ALGN KND MOH PODD LH DGX ISRG MD ….. IRWD OPK A EVHC BSX STJ WX BKD=Bottom (Health)
CHEM(34): 0.38% Top=WLK CE TROX GRA POL MEOH ALB MOS ….. SIAL PPG VAL AXLL CF AGU FTK WPZ=Bottom (Chemicals/Fertilizers)
CONS(58): 0.27% Top=NUS AVP SHOO GPK KATE CHD UFS EL ….. COH HAR TPX WWW ICON BERY GT FL=Bottom (Consumer)
COSW(94): 0.24% Top=YELP SINA VMW EPAM CNVR ATVI TRIP RAX ….. CPWR AWAY TRAK BCOR MKTO WDAY SFUN NQ=Bottom (Computer Software/Internet)
INSU(38): 0.14% Top=FAF AIG TRV AHL WRB AXS BRO AON ….. PRU UNM AFSI ORI MTG MET GNW LNC=Bottom (Insurance)
REAL(79): 0.11% Top=NSM SBRA BEE CWH HT DFT CYS RHP ….. ARCP JOE CBG RLGY BAM DLR EJ SPG=Bottom (Real Estate)
MATE(31): 0.09% Top=MDR DAR DHI RYL WY BZH LEN CLH ….. WCN KBH FLR USG MLM EXP VMC MTZ=Bottom (Materials & Construction)
TRAN(30): 0.07% Top=TDW SWFT KNX TRN XPO NSC KEX UNP ….. CNW KSU LUV ALK GLNG DAL UAL EXPD=Bottom (Transportation)
FINA(87): 0.02% Top=OZM IVZ ACAS ISBC BX FII FULT BLK ….. BBT HCBK SIVB LPLA VOYA MTB SLM LAZ=Bottom (Banks/Financials)
DISV(52): -0.04% Top=EXAM AL WOOF MYGN ATHN LDOS R XRS ….. VPRT ASGN MCO KBR ULTA TW Z BAH=Bottom (Diversified Services)
MANU(44): -0.11% Top=JKS MRC DRC JOY MTW TEX CAT PCP ….. DHR ROK PLL PPO ITT MHK XYL GNRC=Bottom (Manufacturing)
LEIS(31): -0.39% Top=JACK LVS MAR CMG BYD MGM RCL EXPE ….. WYN PNK WEN QUNR PNRA SONC MPEL BLMN=Bottom (Leisure)

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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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