daytrend

06/30/2014

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

Closing Stats
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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
35.4% of stocks are above yesterday’s high.
72.9% are above yesterday’s midpoint. (27.1% are below.)
8.8% are below yesterday’s low.
55.7% are inside yesterday’s range.
63.7% of stocks with today’s high > yesterday’s high. (36.3% less than).
30.2% of stocks with today’s low < yesterday’s low. (69.8% greater than).

EVIDENCE OF INTRADAY TREND
60.8% of stocks are above today’s open. (38.4% are below).
54.6% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
9.8% of stocks opened above yesterday’s high.
43.6% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
16.4% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN
61.5% of stocks are above yesterday’s close. (38.5% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.0% are up 3.5% or more. 0.4% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:18.1%…>=80:35.5%…>=50:68.2%…<=20:10.9%…<=10:5.8%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.3%…>=50:73.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:76.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
35.4% above previous 1 highs, 8.8% below previous 1 lows
29.3% above previous 2 highs, 5.4% below previous 2 lows
26.1% above previous 3 highs, 3.7% below previous 3 lows
17.4% above previous 4 highs, 3.2% below previous 4 lows
14.9% above previous 5 highs, 3.1% below previous 5 lows
14.1% above previous 6 highs, 3.0% below previous 6 lows
13.5% above previous 7 highs, 2.9% below previous 7 lows
13.4% above previous 8 highs, 2.9% below previous 8 lows
12.8% above previous 9 highs, 2.4% below previous 9 lows
12.8% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
61.5% are above or equal to 6/27 close (1 days ago), 38.5% are below.
71.9% are above or equal to 6/26 close (2 days ago), 28.1% are below.
64.1% are above or equal to 6/25 close (3 days ago), 35.9% are below.
71.6% are above or equal to 6/24 close (4 days ago), 28.4% are below.
51.7% are above or equal to 6/23 close (5 days ago), 48.3% are below.
52.0% are above or equal to 6/20 close (6 days ago), 48.0% are below.
57.3% are above or equal to 6/19 close (7 days ago), 42.7% are below.
58.9% are above or equal to 6/18 close (8 days ago), 41.1% are below.
65.9% are above or equal to 6/17 close (9 days ago), 34.1% are below.
73.1% are above or equal to 6/16 close (10 days ago), 26.9% are below.
71.4% are above or equal to 6/13 close (11 days ago), 28.6% are below.
74.1% are above or equal to 6/12 close (12 days ago), 25.9% are below.
67.9% are above or equal to 6/11 close (13 days ago), 32.1% are below.
62.9% are above or equal to 6/10 close (14 days ago), 37.1% are below.
60.8% are above or equal to 6/9 close (15 days ago), 39.2% are below.
62.7% are above or equal to 6/6 close (16 days ago), 37.3% are below.
68.6% are above or equal to 6/5 close (17 days ago), 31.4% are below.
75.4% are above or equal to 6/4 close (18 days ago), 24.6% are below.
78.4% are above or equal to 6/3 close (19 days ago), 21.6% are below.
77.1% are above or equal to 6/2 close (20 days ago), 22.9% are below.
77.8% are above or equal to 5/30 close (21 days ago), 22.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 18.8% new highs, 2.9% new lows
21d: 18.8% new highs, 2.8% new lows
42d: 15.9% new highs, 1.7% new lows
63d: 11.8% new highs, 1.2% new lows
126d: 8.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 60.2% above, 39.8% below
3-day: 69.4% above, 30.6% below
4-day: 68.2% above, 31.8% below
5-day: 69.7% above, 30.3% below
8-day: 61.8% above, 38.2% below
10-day: 61.9% above, 38.1% below
20-day: 69.3% above, 30.7% below
50-day: 80.8% above, 19.2% below
200-day: 75.0% above, 25.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 1.14% Top=SLCA SWC CLF PAAS CDE AUY SCCO TCK ….. NUE CCJ CNX X AA CMC BTU HSC=Bottom (Metals & Mining)
ELEC(60): 0.96% Top=CSIQ MU MEI INVN CREE AMKR RFMD CY ….. ISIL SCTY SNPS TRMB FSLR CRUS WAT SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.69% Top=BBRY PANW GOGO NTAP CCOI SMCI NSR OLED ….. COMM RKUS WDC HPQ TDC VZ VIP ARUN=Bottom (Computer Hardware/Telecom)
ENER(127): 0.67% Top=WPX BAS MTDR AREX CPE LNCO SFY SGY ….. PBF MHR HFC TSO MPC BWP WNR VLO=Bottom (Energy)
RETA(70): 0.44% Top=SHLD DANG VNCE BURL DLTR CPRT MELI PAG ….. KR BIG KSS M KORS GES PETM AEO=Bottom (Retail & Specialty Retail)
DISV(53): 0.42% Top=FCN Z KFY XRS HMSY ACM BCO RRD ….. JEC ULTA ENV WOOF FLT ATHN WTW CXW=Bottom (Diversified Services)
COSW(100): 0.42% Top=FEYE SINA LNKD YHOO VEEV DWRE BR DATA ….. VRNT WWWW MSFT IGT TRIP SAIC MKTO CTXS=Bottom (Computer Software/Internet)
CHEM(32): 0.35% Top=PPG FTK GPRE POL ASH RPM PX GRA ….. AGU DOW ROC MEOH TROX ALB MOS SZYM=Bottom (Chemicals/Fertilizers)
FINA(99): 0.29% Top=RCAP BK WETF MS LAZ PACW SEIC FII ….. SCHW CIT VLY JNS BKCC WAFD PHH GBDC=Bottom (Banks/Financials)
TRAN(30): 0.21% Top=NM SWFT ODFL TRN KSU NSC CNI GBX ….. WAB JBLU ALK UAL LUV HA DAL AAL=Bottom (Transportation)
LEIS(33): 0.13% Top=DRII QUNR MMYT LQ MPEL SEAS BYD IHG ….. CCL BLMN DRI YUM WEN DNKN EAT CAKE=Bottom (Leisure)
MANU(41): 0.09% Top=GTLS ZBRA JKS BWC BGC DDD ATI DOV ….. DHR PCP EMR RXN PNR ITW AME GNRC=Bottom (Manufacturing)
INSU(37): 0.07% Top=CLGX VR AWH BRO AHL FAF AFSI ORI ….. PRU AON UNM AFL MTG RDN AGO MBI=Bottom (Insurance)
CONS(58): 0.07% Top=IP ECL IRBT RKT CROX SHOO JAH BERY ….. PVH COH MAT PBI UFS SEE SCS RDEN=Bottom (Consumer)
REAL(86): -0.00% Top=RLGY GLPI CYS NSM AMT RPAI JOE CUZ ….. HST CUBE PDM ACC CLI DRH NRF TWO=Bottom (Real Estate)
HEAL(55): -0.40% Top=HCA SEM CNC WMGI ABT UHS LH EVHC ….. BDX KND WX EW ACHC OPK ISRG RMD=Bottom (Health)
MATE(33): -0.56% Top=DHI MTZ WY SPF TOL MDR DOOR LEN ….. EXP RSG PWR BCC OC BECN TREX RYN=Bottom (Materials & Construction)

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 @ 2:04 pm

Market Stats at 3:04 pm ET
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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
30.9% of stocks are above yesterday’s high.
68.3% are above yesterday’s midpoint. (31.7% are below.)
9.3% are below yesterday’s low.
59.8% are inside yesterday’s range.
61.8% of stocks with today’s high > yesterday’s high. (38.2% less than).
29.4% of stocks with today’s low < yesterday’s low. (70.6% greater than).

EVIDENCE OF INTRADAY TREND
55.8% of stocks are above today’s open. (42.2% are below).
49.2% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
9.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
7.3% of stocks are in the top 10% of today’s range.
20.3% are in the top 20%.
57.9% are in the top half. 42.1% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN
57.2% of stocks are above yesterday’s close. (42.8% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.9% are up 3.5% or more. 0.4% are down 3.5% or more.
73.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.2%…>=90:15.7%…>=80:30.2%…>=50:63.9%…<=20:11.5%…<=10:6.3%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:71.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:75.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
30.9% above previous 1 highs, 9.3% below previous 1 lows
24.2% above previous 2 highs, 6.0% below previous 2 lows
21.0% above previous 3 highs, 4.4% below previous 3 lows
14.5% above previous 4 highs, 4.0% below previous 4 lows
13.1% above previous 5 highs, 3.8% below previous 5 lows
12.5% above previous 6 highs, 3.8% below previous 6 lows
12.0% above previous 7 highs, 3.7% below previous 7 lows
11.7% above previous 8 highs, 3.4% below previous 8 lows
11.1% above previous 9 highs, 2.9% below previous 9 lows
11.1% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.2% are above or equal to 6/27 close (1 days ago), 42.8% are below.
69.2% are above or equal to 6/26 close (2 days ago), 30.8% are below.
61.1% are above or equal to 6/25 close (3 days ago), 38.9% are below.
69.6% are above or equal to 6/24 close (4 days ago), 30.4% are below.
49.4% are above or equal to 6/23 close (5 days ago), 50.6% are below.
50.1% are above or equal to 6/20 close (6 days ago), 49.9% are below.
55.2% are above or equal to 6/19 close (7 days ago), 44.8% are below.
57.3% are above or equal to 6/18 close (8 days ago), 42.7% are below.
64.1% are above or equal to 6/17 close (9 days ago), 35.9% are below.
72.4% are above or equal to 6/16 close (10 days ago), 27.6% are below.
69.9% are above or equal to 6/13 close (11 days ago), 30.1% are below.
73.5% are above or equal to 6/12 close (12 days ago), 26.5% are below.
66.6% are above or equal to 6/11 close (13 days ago), 33.4% are below.
62.4% are above or equal to 6/10 close (14 days ago), 37.6% are below.
59.8% are above or equal to 6/9 close (15 days ago), 40.2% are below.
61.6% are above or equal to 6/6 close (16 days ago), 38.4% are below.
67.7% are above or equal to 6/5 close (17 days ago), 32.3% are below.
74.1% are above or equal to 6/4 close (18 days ago), 25.9% are below.
77.3% are above or equal to 6/3 close (19 days ago), 22.7% are below.
76.3% are above or equal to 6/2 close (20 days ago), 23.7% are below.
77.4% are above or equal to 5/30 close (21 days ago), 22.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.7% new highs, 2.7% new lows
21d: 17.7% new highs, 2.6% new lows
42d: 15.2% new highs, 1.5% new lows
63d: 11.3% new highs, 0.9% new lows
126d: 8.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 55.7% above, 44.3% below
3-day: 66.1% above, 33.9% below
4-day: 64.5% above, 35.5% below
5-day: 66.6% above, 33.4% below
8-day: 58.5% above, 41.5% below
10-day: 59.3% above, 40.7% below
20-day: 68.0% above, 32.0% below
50-day: 79.8% above, 20.2% below
200-day: 75.0% above, 25.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 1.02% Top=SWC SLCA CLF PAAS AEM SCCO CDE TCK ….. NUE CMC CCJ X CNX AA BTU HSC=Bottom (Metals & Mining)
ELEC(60): 0.77% Top=CSIQ MU MEI CREE INVN AMKR GTAT KLAC ….. SNPS FSLR MXIM SUNE TRMB ISIL WAT CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.61% Top=BBRY GOGO PANW NTAP CCOI NSR OLED SMCI ….. BCE RKUS COMM WDC VZ TDC ARUN VIP=Bottom (Computer Hardware/Telecom)
ENER(127): 0.47% Top=WPX SFY CPE AREX BAS LNCO MTDR KEG ….. MPC PSX EXH HFC TSO BWP WNR VLO=Bottom (Energy)
DISV(53): 0.39% Top=Z FCN XRS HMSY KFY BCO RRD ACM ….. JEC AAN ENV ULTA WOOF FLT WTW CXW=Bottom (Diversified Services)
RETA(70): 0.34% Top=DANG VNCE BURL MELI SHLD PAG CAB DLTR ….. KR KSS M BIG KORS PETM GES AEO=Bottom (Retail & Specialty Retail)
COSW(100): 0.33% Top=SINA FEYE NQ YHOO VEEV DWRE LNKD PFPT ….. INTU MSFT VRNT IGT SAIC TRIP WWWW CTXS=Bottom (Computer Software/Internet)
CHEM(32): 0.28% Top=PPG GPRE POL FTK GRA CHMT ASH WPZ ….. DD TROX MOS DOW MON MEOH ALB SZYM=Bottom (Chemicals/Fertilizers)
TRAN(30): 0.20% Top=NM SWFT NSC TRN ODFL KSU GBX CNI ….. CNW UAL YRCW WAB LUV DAL HA AAL=Bottom (Transportation)
FINA(99): 0.19% Top=RCAP WETF BK MS PACW LAZ XOOM MAIN ….. BKCC VLY SCHW FHN WAFD JNS PHH GBDC=Bottom (Banks/Financials)
INSU(37): 0.10% Top=FNF CLGX AFSI FAF VR AWH AXS AHL ….. MMC AON UNM MTG AFL RDN AGO MBI=Bottom (Insurance)
LEIS(33): 0.05% Top=QUNR MMYT DRII MPEL IHG LQ LVS BYD ….. CCL MCD DRI WEN YUM DNKN CAKE EAT=Bottom (Leisure)
CONS(58): 0.05% Top=IP ECL RKT CROX SHOO JAH BERY IRBT ….. OI FOSL COH MAT SEE PBI RDEN SCS=Bottom (Consumer)
MANU(41): 0.00% Top=ZBRA DDD GTLS DOV BWC JKS ATI MRC ….. PNR PPO ROK PCP EMR ITW AME GNRC=Bottom (Manufacturing)
REAL(86): -0.29% Top=RLGY CYS AMT NSM RPAI CSGP HTS SHO ….. CUBE LHO PDM DRH ACC NRF CLI TWO=Bottom (Real Estate)
HEAL(55): -0.49% Top=HCA SEM WMGI ABT EVHC CNC UHS LH ….. COO WX EW KND ACHC ISRG OPK RMD=Bottom (Health)
MATE(33): -0.54% Top=MTZ DHI WY SPF WCN MDR USG LEN ….. FAST OC PWR RSG BCC BECN TREX RYN=Bottom (Materials & Construction)

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 3:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:30 pm

Market Stats at 2:29 pm ET
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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
37.2% of stocks are above yesterday’s high.
73.1% are above yesterday’s midpoint. (26.9% are below.)
7.1% are below yesterday’s low.
55.7% are inside yesterday’s range.
60.7% of stocks with today’s high > yesterday’s high. (39.3% less than).
28.6% of stocks with today’s low < yesterday’s low. (71.4% greater than).

EVIDENCE OF INTRADAY TREND
63.2% of stocks are above today’s open. (35.3% are below).
57.3% of stocks are above today’s open and yesterday’s close.
29.9% are below both.
9.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.4% of stocks are in the top 10% of today’s range.
35.9% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
64.3% of stocks are above yesterday’s close. (35.7% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.2% are up 3.5% or more. 0.2% are down 3.5% or more.
71.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:18.8%…>=80:36.0%…>=50:68.9%…<=20:9.4%…<=10:4.3%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.1%…>=50:73.4%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:77.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
37.2% above previous 1 highs, 7.1% below previous 1 lows
29.4% above previous 2 highs, 4.3% below previous 2 lows
26.2% above previous 3 highs, 3.2% below previous 3 lows
18.0% above previous 4 highs, 3.0% below previous 4 lows
15.6% above previous 5 highs, 2.9% below previous 5 lows
14.5% above previous 6 highs, 2.8% below previous 6 lows
13.9% above previous 7 highs, 2.8% below previous 7 lows
13.8% above previous 8 highs, 2.6% below previous 8 lows
13.0% above previous 9 highs, 2.3% below previous 9 lows
12.9% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
64.3% are above or equal to 6/27 close (1 days ago), 35.7% are below.
73.7% are above or equal to 6/26 close (2 days ago), 26.3% are below.
64.6% are above or equal to 6/25 close (3 days ago), 35.4% are below.
72.2% are above or equal to 6/24 close (4 days ago), 27.8% are below.
52.9% are above or equal to 6/23 close (5 days ago), 47.1% are below.
53.1% are above or equal to 6/20 close (6 days ago), 46.9% are below.
58.3% are above or equal to 6/19 close (7 days ago), 41.7% are below.
59.1% are above or equal to 6/18 close (8 days ago), 40.9% are below.
66.0% are above or equal to 6/17 close (9 days ago), 34.0% are below.
73.7% are above or equal to 6/16 close (10 days ago), 26.3% are below.
72.5% are above or equal to 6/13 close (11 days ago), 27.5% are below.
75.2% are above or equal to 6/12 close (12 days ago), 24.8% are below.
68.0% are above or equal to 6/11 close (13 days ago), 32.0% are below.
63.8% are above or equal to 6/10 close (14 days ago), 36.2% are below.
60.8% are above or equal to 6/9 close (15 days ago), 39.2% are below.
62.7% are above or equal to 6/6 close (16 days ago), 37.3% are below.
68.7% are above or equal to 6/5 close (17 days ago), 31.3% are below.
75.0% are above or equal to 6/4 close (18 days ago), 25.0% are below.
77.8% are above or equal to 6/3 close (19 days ago), 22.2% are below.
76.5% are above or equal to 6/2 close (20 days ago), 23.5% are below.
77.5% are above or equal to 5/30 close (21 days ago), 22.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 17.0% new highs, 2.7% new lows
21d: 17.0% new highs, 2.6% new lows
42d: 14.5% new highs, 1.5% new lows
63d: 10.9% new highs, 0.9% new lows
126d: 7.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.7% above, 37.3% below
3-day: 69.7% above, 30.3% below
4-day: 68.2% above, 31.8% below
5-day: 70.4% above, 29.6% below
8-day: 62.4% above, 37.6% below
10-day: 63.5% above, 36.5% below
20-day: 69.8% above, 30.2% below
50-day: 80.5% above, 19.5% below
200-day: 75.1% above, 24.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(60): 1.04% Top=CSIQ MU MEI CREE AMKR INVN GTAT TQNT ….. TRMB ISIL MXIM SPWR SUNE SANM CRUS WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 1.02% Top=SWC SLCA CLF SCCO PAAS AUY AEM TCK ….. AKS NUE CCJ X BTU CNX AA HSC=Bottom (Metals & Mining)
COHW(44): 0.88% Top=PANW BBRY GOGO NSR NTAP CCOI SMCI OLED ….. MSI BCE EMC WDC TDC VZ ARUN VIP=Bottom (Computer Hardware/Telecom)
COSW(100): 0.60% Top=SINA FEYE NQ VEEV PFPT YHOO SOHU LNKD ….. MSFT IGT INTU SAIC TRIP VRNT WWWW CTXS=Bottom (Computer Software/Internet)
ENER(127): 0.57% Top=AREX SFY WPX LNCO BAS CPE MTDR PVA ….. MPC MHR HFC PBF TSO BWP WNR VLO=Bottom (Energy)
DISV(53): 0.56% Top=FCN Z XRS KFY HMSY BAH BCO RRD ….. TMH ULTA ENV AAN WOOF FLT WTW CXW=Bottom (Diversified Services)
RETA(70): 0.52% Top=DANG MELI VNCE BURL SHLD JCP PAG RH ….. KR KSS M KORS BIG GES PETM AEO=Bottom (Retail & Specialty Retail)
TRAN(30): 0.48% Top=NM SWFT NSC ODFL TRN JBLU KSU SAVE ….. GLNG CHRW FDX LUV WAB DAL HA AAL=Bottom (Transportation)
CHEM(32): 0.39% Top=PPG GPRE FTK POL CF GRA CHMT ASH ….. DD APD ROC MOS AXLL ALB MEOH SZYM=Bottom (Chemicals/Fertilizers)
FINA(99): 0.39% Top=WETF RCAP BK MS PACW MAIN LPLA TCAP ….. WFC CIT BGCP JNS FHN WAFD PHH GBDC=Bottom (Banks/Financials)
INSU(37): 0.24% Top=FNF CLGX FAF AFSI VR AWH AXS HIG ….. MMC AON UNM AFL MTG RDN AGO MBI=Bottom (Insurance)
CONS(58): 0.19% Top=IP ECL RKT CROX BERY GPK JAH PAY ….. OI COH FOSL MAT SEE PBI RDEN SCS=Bottom (Consumer)
LEIS(33): 0.15% Top=QUNR MMYT DRII LVS MPEL IHG BYD LQ ….. CCL WEN MCD DNKN DRI YUM CAKE EAT=Bottom (Leisure)
MANU(41): 0.13% Top=GTLS DDD ZBRA JKS BWC DOV MRC FLS ….. KMT RXN ROK PCP EMR AME ITW GNRC=Bottom (Manufacturing)
HEAL(55): -0.38% Top=WMGI ABT HCA SEM LH HUM EVHC CNC ….. COO WX ACHC EW ISRG KND OPK RMD=Bottom (Health)
REAL(86): -0.39% Top=RLGY CSGP NSM CYS AMT RPAI HTGC HTS ….. VNO DFT NRF PDM ACC DRH CLI TWO=Bottom (Real Estate)
MATE(33): -0.45% Top=MTZ DHI WY MDR WCN USG SPF LEN ….. WM DAR FAST PWR RSG BECN TREX RYN=Bottom (Materials & Construction)

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 2:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:11 pm

Market Stats at 2:11 pm ET
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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
36.5% of stocks are above yesterday’s high.
72.8% are above yesterday’s midpoint. (27.2% are below.)
7.6% are below yesterday’s low.
55.8% are inside yesterday’s range.
60.0% of stocks with today’s high > yesterday’s high. (40.0% less than).
28.6% of stocks with today’s low < yesterday’s low. (71.4% greater than).

EVIDENCE OF INTRADAY TREND
63.4% of stocks are above today’s open. (35.1% are below).
56.9% of stocks are above today’s open and yesterday’s close.
30.1% are below both.
9.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
22.9% of stocks are in the top 10% of today’s range.
34.7% are in the top 20%.
68.3% are in the top half. 31.7% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
63.4% of stocks are above yesterday’s close. (36.6% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
1.2% are up 3.5% or more. 0.3% are down 3.5% or more.
73.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:18.5%…>=80:35.7%…>=50:68.3%…<=20:10.2%…<=10:4.9%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.0%…>=50:73.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:76.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.5% above previous 1 highs, 7.6% below previous 1 lows
29.3% above previous 2 highs, 4.9% below previous 2 lows
26.1% above previous 3 highs, 3.4% below previous 3 lows
17.7% above previous 4 highs, 3.0% below previous 4 lows
15.4% above previous 5 highs, 2.8% below previous 5 lows
14.3% above previous 6 highs, 2.8% below previous 6 lows
13.3% above previous 7 highs, 2.8% below previous 7 lows
13.2% above previous 8 highs, 2.7% below previous 8 lows
12.4% above previous 9 highs, 2.5% below previous 9 lows
12.3% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
63.4% are above or equal to 6/27 close (1 days ago), 36.6% are below.
73.2% are above or equal to 6/26 close (2 days ago), 26.8% are below.
64.6% are above or equal to 6/25 close (3 days ago), 35.4% are below.
72.1% are above or equal to 6/24 close (4 days ago), 27.9% are below.
52.4% are above or equal to 6/23 close (5 days ago), 47.6% are below.
52.9% are above or equal to 6/20 close (6 days ago), 47.1% are below.
58.2% are above or equal to 6/19 close (7 days ago), 41.8% are below.
58.3% are above or equal to 6/18 close (8 days ago), 41.7% are below.
65.4% are above or equal to 6/17 close (9 days ago), 34.6% are below.
73.5% are above or equal to 6/16 close (10 days ago), 26.5% are below.
72.3% are above or equal to 6/13 close (11 days ago), 27.7% are below.
74.7% are above or equal to 6/12 close (12 days ago), 25.3% are below.
67.6% are above or equal to 6/11 close (13 days ago), 32.4% are below.
63.4% are above or equal to 6/10 close (14 days ago), 36.6% are below.
60.4% are above or equal to 6/9 close (15 days ago), 39.6% are below.
62.2% are above or equal to 6/6 close (16 days ago), 37.8% are below.
68.4% are above or equal to 6/5 close (17 days ago), 31.6% are below.
74.7% are above or equal to 6/4 close (18 days ago), 25.3% are below.
78.1% are above or equal to 6/3 close (19 days ago), 21.9% are below.
76.4% are above or equal to 6/2 close (20 days ago), 23.6% are below.
78.1% are above or equal to 5/30 close (21 days ago), 21.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.8% new highs, 2.7% new lows
21d: 16.8% new highs, 2.6% new lows
42d: 14.3% new highs, 1.5% new lows
63d: 10.8% new highs, 0.9% new lows
126d: 7.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 62.0% above, 38.0% below
3-day: 68.8% above, 31.2% below
4-day: 68.6% above, 31.4% below
5-day: 70.2% above, 29.8% below
8-day: 61.7% above, 38.3% below
10-day: 62.1% above, 37.9% below
20-day: 69.6% above, 30.4% below
50-day: 80.4% above, 19.6% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
META(27): 0.99% Top=SWC CLF SLCA SCCO PAAS AEM TCK SXC ….. AKS NUE CCJ X CNX BTU AA HSC=Bottom (Metals & Mining)
ELEC(60): 0.90% Top=CSIQ MU MEI CREE INVN AMKR GTAT CY ….. SUNE MXIM ISIL SPWR WAT CRUS SANM TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.83% Top=BBRY PANW GOGO NTAP NSR CCOI SMCI UBNT ….. HPQ EMC BCE WDC TDC VZ ARUN VIP=Bottom (Computer Hardware/Telecom)
ENER(127): 0.58% Top=AREX WPX SFY BAS LNCO CPE EPE MTDR ….. MPC PSX TSO PBF MHR BWP WNR VLO=Bottom (Energy)
TRAN(30): 0.58% Top=SWFT NSC TRN NM ODFL KSU JBLU SAVE ….. CNW LUV FDX CHRW DAL WAB HA AAL=Bottom (Transportation)
COSW(100): 0.58% Top=SINA FEYE NQ PFPT VEEV YHOO SOHU LNKD ….. TRIP MSFT CNVR INTU SAIC VRNT WWWW CTXS=Bottom (Computer Software/Internet)
DISV(53): 0.53% Top=Z FCN XRS HMSY BAH KFY BCO RRD ….. JEC ULTA AAN ENV WOOF FLT WTW CXW=Bottom (Diversified Services)
RETA(70): 0.49% Top=DANG MELI VNCE BURL PAG JCP DLTR RH ….. KR KSS M KORS GES BIG PETM AEO=Bottom (Retail & Specialty Retail)
CHEM(32): 0.43% Top=PPG GPRE POL FTK CF GRA CHMT ASH ….. ROC MON APD ALB AXLL MOS MEOH SZYM=Bottom (Chemicals/Fertilizers)
FINA(99): 0.31% Top=BK RCAP WETF MS PACW MAIN XOOM LPLA ….. JNS APO VLY BGCP CIT WAFD GBDC PHH=Bottom (Banks/Financials)
CONS(58): 0.20% Top=IP ECL RKT CROX BERY GPK JAH SHOO ….. SKX OI MAT SEE FOSL PBI RDEN SCS=Bottom (Consumer)
INSU(37): 0.17% Top=FNF CLGX FAF VR AWH AFSI AXS HIG ….. MMC AON UNM AFL MTG RDN AGO MBI=Bottom (Insurance)
LEIS(33): 0.16% Top=QUNR DRII MMYT LVS MPEL IHG LTM LQ ….. SBUX CCL MCD DNKN DRI YUM EAT CAKE=Bottom (Leisure)
MANU(41): 0.09% Top=GTLS DDD ZBRA JKS BWC MRC TKR DOV ….. DHR ROK EMR PCP AME ITW RXN GNRC=Bottom (Manufacturing)
REAL(86): -0.36% Top=RLGY CSGP NSM AMT RPAI JOE HTGC HTS ….. OFC EQR DFT NRF ACC DRH CLI TWO=Bottom (Real Estate)
HEAL(55): -0.38% Top=WMGI ABT SEM HCA EVHC LH UHS HUM ….. COO WX EW ACHC OPK ISRG KND RMD=Bottom (Health)
MATE(33): -0.48% Top=MTZ DHI WY MDR WCN USG TOL LEN ….. DAR FAST PWR BCC RSG BECN TREX RYN=Bottom (Materials & Construction)

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 2:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:49 am

Market Stats at 10:49 am ET
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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
25.3% of stocks are above yesterday’s high.
63.7% are above yesterday’s midpoint. (36.3% are below.)
9.2% are below yesterday’s low.
65.5% are inside yesterday’s range.
49.4% of stocks with today’s high > yesterday’s high. (50.6% less than).
25.3% of stocks with today’s low < yesterday’s low. (74.7% greater than).

EVIDENCE OF INTRADAY TREND
51.1% of stocks are above today’s open. (46.7% are below).
44.6% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
9.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
11.0% of stocks are in the top 10% of today’s range.
21.9% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.6% are up 3.5% or more. 0.3% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.1%…>=90:11.7%…>=80:25.6%…>=50:58.1%…<=20:13.3%…<=10:5.9%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:68.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:75.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
25.3% above previous 1 highs, 9.2% below previous 1 lows
18.8% above previous 2 highs, 5.4% below previous 2 lows
15.8% above previous 3 highs, 3.9% below previous 3 lows
10.7% above previous 4 highs, 3.4% below previous 4 lows
9.0% above previous 5 highs, 3.4% below previous 5 lows
8.1% above previous 6 highs, 3.2% below previous 6 lows
7.2% above previous 7 highs, 2.6% below previous 7 lows
6.8% above previous 8 highs, 2.3% below previous 8 lows
6.7% above previous 9 highs, 2.2% below previous 9 lows
6.6% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.9% are above or equal to 6/27 close (1 days ago), 47.1% are below.
64.8% are above or equal to 6/26 close (2 days ago), 35.2% are below.
56.3% are above or equal to 6/25 close (3 days ago), 43.7% are below.
67.3% are above or equal to 6/24 close (4 days ago), 32.7% are below.
47.1% are above or equal to 6/23 close (5 days ago), 52.9% are below.
48.2% are above or equal to 6/20 close (6 days ago), 51.8% are below.
54.0% are above or equal to 6/19 close (7 days ago), 46.0% are below.
54.4% are above or equal to 6/18 close (8 days ago), 45.6% are below.
64.6% are above or equal to 6/17 close (9 days ago), 35.4% are below.
71.2% are above or equal to 6/16 close (10 days ago), 28.8% are below.
70.2% are above or equal to 6/13 close (11 days ago), 29.8% are below.
72.4% are above or equal to 6/12 close (12 days ago), 27.6% are below.
66.4% are above or equal to 6/11 close (13 days ago), 33.6% are below.
61.1% are above or equal to 6/10 close (14 days ago), 38.9% are below.
58.0% are above or equal to 6/9 close (15 days ago), 42.0% are below.
60.2% are above or equal to 6/6 close (16 days ago), 39.8% are below.
66.8% are above or equal to 6/5 close (17 days ago), 33.2% are below.
73.8% are above or equal to 6/4 close (18 days ago), 26.2% are below.
76.4% are above or equal to 6/3 close (19 days ago), 23.6% are below.
75.2% are above or equal to 6/2 close (20 days ago), 24.8% are below.
76.1% are above or equal to 5/30 close (21 days ago), 23.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 12.1% new highs, 2.5% new lows
21d: 12.1% new highs, 2.4% new lows
42d: 10.4% new highs, 1.3% new lows
63d: 7.3% new highs, 0.8% new lows
126d: 5.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 51.0% above, 49.0% below
3-day: 60.3% above, 39.7% below
4-day: 58.8% above, 41.2% below
5-day: 62.6% above, 37.4% below
8-day: 54.5% above, 45.5% below
10-day: 55.7% above, 44.3% below
20-day: 65.9% above, 34.1% below
50-day: 79.9% above, 20.1% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(60): 0.61% Top=CSIQ MU CREE TSL KLAC AMKR SWKS JASO ….. SUNE TEL WAT SNPS ISIL CODE TRMB CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.51% Top=PANW NTAP BBRY GOGO SMCI NSR CCOI SSYS ….. OLED VZ ARUN TDC TDS XLS RKUS VIP=Bottom (Computer Hardware/Telecom)
COSW(100): 0.37% Top=SINA NQ VEEV DWRE YHOO SOHU AWAY LNKD ….. INTU TRIP VRNT MANH IGT CTXS SAIC WWWW=Bottom (Computer Software/Internet)
TRAN(30): 0.32% Top=NSC JBLU UAL TRN CNI KSU GBX CP ….. ODFL UPS FDX WAB EXPD CHRW NM HA=Bottom (Transportation)
ENER(127): 0.28% Top=PVA OAS AREX MTDR LNCO ATHL SFY CPE ….. NGL HLX MHR WNR SDLP TSO VLO BWP=Bottom (Energy)
RETA(70): 0.28% Top=MELI DANG VNCE PAG AAP BID RH KAR ….. GES WSM M FRAN BIG KORS PETM AEO=Bottom (Retail & Specialty Retail)
DISV(53): 0.18% Top=Z MYGN AL KFY ATHN HMSY FCN BAH ….. RHI WTW ULTA VRSK JEC FLT WAGE CXW=Bottom (Diversified Services)
INSU(37): 0.07% Top=FNF CNO FAF AWH AXS VR CLGX RGA ….. AFL MMC KMPR AON MTG RDN AGO MBI=Bottom (Insurance)
FINA(99): 0.06% Top=BK WETF XOOM MS CME RCAP LPLA AMG ….. HBHC CIT ASBC FHN FMER GBDC BKCC GGAL=Bottom (Banks/Financials)
MANU(41): -0.09% Top=JKS AGCO DDD DE ZBRA BWC FLS MRC ….. DRC RXN PPO EMR PCP AME WWD GNRC=Bottom (Manufacturing)
CHEM(32): -0.12% Top=PPG POL CF CHMT FTK CE ASH OLN ….. DOW APD DD IPI EMN ALB GPRE SZYM=Bottom (Chemicals/Fertilizers)
LEIS(33): -0.12% Top=DRII MMYT LTM LQ LVS MPEL QUNR STAY ….. SIX WEN EAT SBUX YUM CCL CAKE PNK=Bottom (Leisure)
META(27): -0.18% Top=CLF SLCA SWC AEM CCJ STLD ABX AKS ….. SLW FCX CDE X CMC HSC AA BTU=Bottom (Metals & Mining)
CONS(58): -0.20% Top=IP ECL AVP RKT CROX WHR IRBT PAY ….. MAT ICON UFS OI SCS SEE LULU RDEN=Bottom (Consumer)
HEAL(55): -0.30% Top=WMGI ABT WLP HCA CNC IRWD CI EVHC ….. DVA VAR LPNT KND EW ISRG CYH RMD=Bottom (Health)
REAL(86): -0.51% Top=CSGP RLGY NSM HTS STWD CYS HTGC LXP ….. DFT ROIC DRH EQR NRF VNO CLI TWO=Bottom (Real Estate)
MATE(33): -0.62% Top=DHI LEN MTH TOL USG PHM RYL CVA ….. VMC EXP FAST MLM BECN BCC TREX RYN=Bottom (Materials & Construction)

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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:09 am ET
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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
22.7% of stocks are above yesterday’s high.
66.6% are above yesterday’s midpoint. (33.4% are below.)
7.1% are below yesterday’s low.
70.2% are inside yesterday’s range.
43.7% of stocks with today’s high > yesterday’s high. (56.3% less than).
23.0% of stocks with today’s low < yesterday’s low. (77.0% greater than).

EVIDENCE OF INTRADAY TREND
51.6% of stocks are above today’s open. (46.3% are below).
44.2% of stocks are above today’s open and yesterday’s close.
39.8% are below both.
9.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.8% of stocks are in the top 10% of today’s range.
27.1% are in the top 20%.
60.8% are in the top half. 39.2% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN
52.6% of stocks are above yesterday’s close. (47.4% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% are up 3.5% or more. 0.2% are down 3.5% or more.
83.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.1%…>=90:10.8%…>=80:23.6%…>=50:61.5%…<=20:11.5%…<=10:5.4%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:70.6%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:75.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
22.7% above previous 1 highs, 7.1% below previous 1 lows
16.4% above previous 2 highs, 4.0% below previous 2 lows
14.7% above previous 3 highs, 2.8% below previous 3 lows
10.3% above previous 4 highs, 2.6% below previous 4 lows
9.0% above previous 5 highs, 2.5% below previous 5 lows
8.4% above previous 6 highs, 2.4% below previous 6 lows
7.6% above previous 7 highs, 2.0% below previous 7 lows
7.3% above previous 8 highs, 1.9% below previous 8 lows
7.0% above previous 9 highs, 1.7% below previous 9 lows
7.0% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
52.6% are above or equal to 6/27 close (1 days ago), 47.4% are below.
66.9% are above or equal to 6/26 close (2 days ago), 33.1% are below.
58.9% are above or equal to 6/25 close (3 days ago), 41.1% are below.
70.4% are above or equal to 6/24 close (4 days ago), 29.6% are below.
48.5% are above or equal to 6/23 close (5 days ago), 51.5% are below.
48.3% are above or equal to 6/20 close (6 days ago), 51.7% are below.
54.6% are above or equal to 6/19 close (7 days ago), 45.4% are below.
55.2% are above or equal to 6/18 close (8 days ago), 44.8% are below.
64.1% are above or equal to 6/17 close (9 days ago), 35.9% are below.
71.4% are above or equal to 6/16 close (10 days ago), 28.6% are below.
70.2% are above or equal to 6/13 close (11 days ago), 29.8% are below.
73.3% are above or equal to 6/12 close (12 days ago), 26.7% are below.
66.4% are above or equal to 6/11 close (13 days ago), 33.6% are below.
61.7% are above or equal to 6/10 close (14 days ago), 38.3% are below.
58.3% are above or equal to 6/9 close (15 days ago), 41.7% are below.
61.1% are above or equal to 6/6 close (16 days ago), 38.9% are below.
67.3% are above or equal to 6/5 close (17 days ago), 32.7% are below.
73.8% are above or equal to 6/4 close (18 days ago), 26.2% are below.
76.4% are above or equal to 6/3 close (19 days ago), 23.6% are below.
75.3% are above or equal to 6/2 close (20 days ago), 24.7% are below.
76.3% are above or equal to 5/30 close (21 days ago), 23.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.3% new highs, 2.0% new lows
21d: 10.3% new highs, 2.0% new lows
42d: 8.6% new highs, 1.2% new lows
63d: 6.3% new highs, 0.8% new lows
126d: 4.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 50.5% above, 49.5% below
3-day: 60.9% above, 39.1% below
4-day: 60.5% above, 39.5% below
5-day: 64.2% above, 35.8% below
8-day: 56.6% above, 43.4% below
10-day: 58.2% above, 41.8% below
20-day: 68.3% above, 31.7% below
50-day: 79.8% above, 20.2% below
200-day: 74.5% above, 25.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(60): 0.58% Top=MU CSIQ FCS AMKR CREE GTAT KLAC SCTY ….. WAT ISIL SMTC AMBA CAVM CODE TRMB CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): 0.43% Top=NSC CNI GBX TRN KSU JBLU UNP CP ….. LUV EXPD NM CNW WAB DAL HA CHRW=Bottom (Transportation)
COHW(44): 0.42% Top=NTAP PANW BBRY SMCI UBNT NSR SSYS LVLT ….. VZ TDC VRSN BRCD TDS ARUN RKUS VIP=Bottom (Computer Hardware/Telecom)
COSW(100): 0.19% Top=NQ SINA NCR AWAY YHOO VEEV CRM DWRE ….. ROVI CTXS MENT VRNT ANGI MKTO IGT SFUN=Bottom (Computer Software/Internet)
ENER(127): 0.18% Top=OAS AXAS PVA LNCO SGY APA BAS MTDR ….. SDLP NGL PSX BWP WNR RSPP TSO VLO=Bottom (Energy)
RETA(70): 0.16% Top=MELI VNCE PAG JCP CDW BBY RH TSCO ….. FINL KR SFM BIG KORS FRAN PETM AEO=Bottom (Retail & Specialty Retail)
DISV(53): 0.12% Top=Z MYGN AL KFY FCN BAH HMSY ACM ….. ENV VRSK RHI SCI WTW FLT ULTA CXW=Bottom (Diversified Services)
FINA(99): 0.11% Top=BK WETF AMG LPLA CME APAM TROW MS ….. CIT SLRC FNFG ASBC AINV GBDC BKCC GGAL=Bottom (Banks/Financials)
INSU(37): 0.02% Top=FAF CNO AWH CLGX AXS LNC VR FNF ….. UNM AFL AON KMPR MTG RDN AGO MBI=Bottom (Insurance)
MANU(41): 0.00% Top=AGCO JKS DDD BWC MRC DE ZBRA FLS ….. ITT GNRC ATI AME ATU EMR PPO WWD=Bottom (Manufacturing)
CHEM(32): -0.00% Top=PPG POL CHMT PX CF ASH FTK RPM ….. IPI DD GRA GPRE EMN MON ALB SZYM=Bottom (Chemicals/Fertilizers)
HEAL(55): -0.03% Top=HCA WMGI WLP HUM UHS CI ABT MOH ….. VAR OPK WX CYH EW KND ISRG RMD=Bottom (Health)
CONS(58): -0.08% Top=ECL IRBT IP RKT AVP WHR SHOO KS ….. HAR COH OI ICON LULU FOSL UFS RDEN=Bottom (Consumer)
LEIS(33): -0.16% Top=DRII MMYT LQ LTM STAY MAR MPEL DRI ….. DNKN CAKE YUM CCL EAT PNK BYD QUNR=Bottom (Leisure)
REAL(86): -0.38% Top=CSGP NSM HTS RLGY WPC MFA CYS AGNC ….. ROIC DDR NRF DCT VNO EDR CLI TWO=Bottom (Real Estate)
MATE(33): -0.45% Top=DHI MTZ MTH LEN MDC PHM RYL USG ….. DAR FAST VMC RSG BCC BECN TREX RYN=Bottom (Materials & Construction)
META(27): -0.61% Top=SLCA SWC CLF STLD AUY SCCO CCJ AKS ….. AA NEM X PAAS EGO SLW BTU 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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:52 am ET
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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

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

COMPARED TO YESTERDAY’S RANGE
18.0% of stocks are above yesterday’s high.
61.8% are above yesterday’s midpoint. (38.2% are below.)
8.6% are below yesterday’s low.
73.4% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
21.7% of stocks with today’s low < yesterday’s low. (78.3% greater than).

EVIDENCE OF INTRADAY TREND
44.4% of stocks are above today’s open. (53.4% are below).
36.4% of stocks are above today’s open and yesterday’s close.
46.2% are below both.
9.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
14.5% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
49.4% are in the top half. 50.6% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN
46.1% of stocks are above yesterday’s close. (53.9% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% are up 3.5% or more. 0.2% are down 3.5% or more.
85.3% are between +1% and -1%.

RSI on DAILY
2-day: >=95:3.2%…>=90:8.9%…>=80:20.0%…>=50:54.9%…<=20:13.5%…<=10:6.9%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:68.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:74.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
18.0% above previous 1 highs, 8.6% below previous 1 lows
12.6% above previous 2 highs, 4.3% below previous 2 lows
10.6% above previous 3 highs, 2.7% below previous 3 lows
6.9% above previous 4 highs, 2.5% below previous 4 lows
6.0% above previous 5 highs, 2.3% below previous 5 lows
5.8% above previous 6 highs, 2.2% below previous 6 lows
4.9% above previous 7 highs, 2.0% below previous 7 lows
4.8% above previous 8 highs, 1.7% below previous 8 lows
4.5% above previous 9 highs, 1.5% below previous 9 lows
4.4% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
46.1% are above or equal to 6/27 close (1 days ago), 53.9% are below.
63.5% are above or equal to 6/26 close (2 days ago), 36.5% are below.
54.4% are above or equal to 6/25 close (3 days ago), 45.6% are below.
66.7% are above or equal to 6/24 close (4 days ago), 33.3% are below.
45.5% are above or equal to 6/23 close (5 days ago), 54.5% are below.
47.1% are above or equal to 6/20 close (6 days ago), 52.9% are below.
53.0% are above or equal to 6/19 close (7 days ago), 47.0% are below.
54.2% are above or equal to 6/18 close (8 days ago), 45.8% are below.
62.9% are above or equal to 6/17 close (9 days ago), 37.1% are below.
69.3% are above or equal to 6/16 close (10 days ago), 30.7% are below.
68.7% are above or equal to 6/13 close (11 days ago), 31.3% are below.
71.5% are above or equal to 6/12 close (12 days ago), 28.5% are below.
65.3% are above or equal to 6/11 close (13 days ago), 34.7% are below.
60.5% are above or equal to 6/10 close (14 days ago), 39.5% are below.
57.0% are above or equal to 6/9 close (15 days ago), 43.0% are below.
60.2% are above or equal to 6/6 close (16 days ago), 39.8% are below.
66.0% are above or equal to 6/5 close (17 days ago), 34.0% are below.
73.1% are above or equal to 6/4 close (18 days ago), 26.9% are below.
75.9% are above or equal to 6/3 close (19 days ago), 24.1% are below.
74.1% are above or equal to 6/2 close (20 days ago), 25.9% are below.
76.1% are above or equal to 5/30 close (21 days ago), 23.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.2% new highs, 1.9% new lows
21d: 8.2% new highs, 1.9% new lows
42d: 6.9% new highs, 1.2% new lows
63d: 5.3% new highs, 0.8% new lows
126d: 4.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 43.1% above, 56.9% below
3-day: 55.4% above, 44.6% below
4-day: 55.6% above, 44.4% below
5-day: 61.0% above, 39.0% below
8-day: 53.1% above, 46.9% below
10-day: 54.9% above, 45.1% below
20-day: 66.0% above, 34.0% below
50-day: 79.6% above, 20.4% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
TRAN(30): 0.29% Top=NSC KSU CNI UNP CP UAL TRN CSX ….. CNW ODFL HA GLNG DAL NM EXPD CHRW=Bottom (Transportation)
COHW(44): 0.28% Top=NTAP PANW UBNT BBRY SMCI NSR CCOI LVLT ….. TDS COMM XLS BRCD PLCM LXK VIP RKUS=Bottom (Computer Hardware/Telecom)
ELEC(60): 0.26% Top=MU FCS CSIQ FSLR CREE AMKR KLAC SUNE ….. WAT ISIL CAVM TRMB SANM CRUS CODE AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): 0.24% Top=NQ SINA NCR YHOO VEEV CRM AWAY DWRE ….. FDS BR MENT FIS CTXS TRIP IGT SFUN=Bottom (Computer Software/Internet)
ENER(127): 0.18% Top=OAS SGY HK LNCO AREX APA BAS UPL ….. SDLP WNR PSX RSPP TSO NGL NS VLO=Bottom (Energy)
HEAL(55): 0.10% Top=HCA WMGI IRWD WLP DXCM HUM CNC UHS ….. OPK KND EW VAR WX ISRG CYH RMD=Bottom (Health)
FINA(99): 0.05% Top=BK APAM CME LPLA WETF AMG TROW PACW ….. CIT PSEC PNNT SLRC AINV GGAL GBDC BKCC=Bottom (Banks/Financials)
CHEM(32): 0.01% Top=PPG PX CF POL CHMT ASH RPM AGU ….. MON GRA IPI DD GPRE ALB EMN SZYM=Bottom (Chemicals/Fertilizers)
RETA(70): -0.02% Top=VNCE AAP CDW BBY MELI GME JCP BID ….. SFM DG BIG WSM EZPW KORS PETM AEO=Bottom (Retail & Specialty Retail)
DISV(53): -0.10% Top=Z MYGN AL HMSY BAH KFY CAR ATHN ….. WTW JEC VRSK SBAC FLT DV RHI CXW=Bottom (Diversified Services)
INSU(37): -0.23% Top=CNO AIZ PRU AWH HIG AHL RGA AXS ….. AON WRB AFSI MTG KMPR RDN AGO MBI=Bottom (Insurance)
CONS(58): -0.27% Top=ECL IP SHOO DECK RKT AVP KS KATE ….. HAR BLL ICON FOSL RDEN LULU OI UFS=Bottom (Consumer)
REAL(86): -0.28% Top=CSGP HTS CYS MFA BEE AGNC WPC LXP ….. MPW SNH VTR CBG NRF CLI EDR TWO=Bottom (Real Estate)
LEIS(33): -0.34% Top=LQ DRII MMYT MPEL SEAS STAY EXPE SIX ….. BLMN RCL EAT CAKE BYD SONC PNK QUNR=Bottom (Leisure)
MANU(41): -0.37% Top=DDD AGCO DE MRC BWC FLS ZBRA JKS ….. BGC KMT ITW ATI EMR ATU WWD PPO=Bottom (Manufacturing)
META(27): -0.77% Top=SLCA SWC SCCO CLF AUY AKS CCJ STLD ….. PAAS NEM X HSC BTU SLW CDE EGO=Bottom (Metals & Mining)
MATE(33): -1.03% Top=DHI CVA PHM MDR MTZ WCN USG LEN ….. RSG FAST BCC DOOR EXP BECN TREX RYN=Bottom (Materials & Construction)

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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 7:33 am

PRE – Market Stats at 8:32 am ET #premarket
by daytrend on 20140630. See the blog page “Market Stats Explained.”
Because it’s pre-market, only stocks reporting non-zero gain are considered, now 149.

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

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

COMPARED TO YESTERDAY’S RANGE
14.8% of stocks are above yesterday’s high.
70.5% are above yesterday’s midpoint. (29.5% are below.)
6.7% are below yesterday’s low.
78.5% are inside yesterday’s range.
14.8% of stocks with today’s high > yesterday’s high. (85.2% less than).
6.7% of stocks with today’s low < yesterday’s low. (93.3% greater than).

EVIDENCE OF INTRADAY TREND
0.0% of stocks are above today’s open. (0.0% are below).
0.0% of stocks are above today’s open and yesterday’s close.
0.0% are below both.
14.8% of stocks opened above yesterday’s high.
57.0% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
6.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
0.0% of stocks are in the top 10% of today’s range.
0.0% are in the top 20%.
100.0% are in the top half. 0.0% of stocks are in the bottom half of today’s range.
0.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN
57.0% of stocks are above yesterday’s close. (43.0% are below.)
0.0% are up 4.5% or more. 1.3% are down 4.5% or more.
0.7% are up 3.5% or more. 2.0% are down 3.5% or more.
83.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.4%…>=90:18.1%…>=80:34.2%…>=50:63.1%…<=20:15.4%…<=10:7.4%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:8.7%…>=50:71.1%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:77.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
14.8% above previous 1 highs, 6.7% below previous 1 lows
13.4% above previous 2 highs, 6.0% below previous 2 lows
12.1% above previous 3 highs, 4.7% below previous 3 lows
10.1% above previous 4 highs, 4.7% below previous 4 lows
9.4% above previous 5 highs, 4.0% below previous 5 lows
8.1% above previous 6 highs, 3.4% below previous 6 lows
7.4% above previous 7 highs, 2.7% below previous 7 lows
7.4% above previous 8 highs, 2.7% below previous 8 lows
7.4% above previous 9 highs, 2.7% below previous 9 lows
7.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
57.0% are above or equal to 6/27 close (1 days ago), 43.0% are below.
65.8% are above or equal to 6/26 close (2 days ago), 34.2% are below.
65.1% are above or equal to 6/25 close (3 days ago), 34.9% are below.
70.5% are above or equal to 6/24 close (4 days ago), 29.5% are below.
53.0% are above or equal to 6/23 close (5 days ago), 47.0% are below.
59.1% are above or equal to 6/20 close (6 days ago), 40.9% are below.
60.4% are above or equal to 6/19 close (7 days ago), 39.6% are below.
59.1% are above or equal to 6/18 close (8 days ago), 40.9% are below.
66.4% are above or equal to 6/17 close (9 days ago), 33.6% are below.
70.5% are above or equal to 6/16 close (10 days ago), 29.5% are below.
75.2% are above or equal to 6/13 close (11 days ago), 24.8% are below.
77.9% are above or equal to 6/12 close (12 days ago), 22.1% are below.
71.1% are above or equal to 6/11 close (13 days ago), 28.9% are below.
69.1% are above or equal to 6/10 close (14 days ago), 30.9% are below.
67.1% are above or equal to 6/9 close (15 days ago), 32.9% are below.
69.1% are above or equal to 6/6 close (16 days ago), 30.9% are below.
70.5% are above or equal to 6/5 close (17 days ago), 29.5% are below.
76.5% are above or equal to 6/4 close (18 days ago), 23.5% are below.
78.5% are above or equal to 6/3 close (19 days ago), 21.5% are below.
75.8% are above or equal to 6/2 close (20 days ago), 24.2% are below.
77.9% are above or equal to 5/30 close (21 days ago), 22.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.4% new highs, 1.3% new lows
21d: 7.4% new highs, 1.3% new lows
42d: 6.7% new highs, 1.3% new lows
63d: 5.4% new highs, 1.3% new lows
126d: 4.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 57.0% above, 43.0% below
3-day: 64.4% above, 35.6% below
4-day: 63.8% above, 36.2% below
5-day: 67.1% above, 32.9% below
8-day: 63.8% above, 36.2% below
10-day: 62.4% above, 37.6% below
20-day: 71.8% above, 28.2% below
50-day: 79.9% above, 20.1% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
CHEM(1): 2.92% Top=PPG ….. PPG=Bottom (Chemicals/Fertilizers)
ELEC(18): 0.77% Top=IDTI UTEK MU KLAC SUNE JASO CSIQ SPWR ….. LRCX CREE SWKS AMBA CAVM FSLR INVN GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(11): 0.46% Top=NTAP PANW OLED BBRY AAPL CSCO SSYS T ….. BBRY AAPL CSCO SSYS T WIN QCOM VZ=Bottom (Computer Hardware/Telecom)
CONS(5): 0.44% Top=IP NKE ECL PG IRBT ….. IP NKE ECL PG IRBT=Bottom (Consumer)
LEIS(7): 0.42% Top=MPEL SBUX WYNN MGM EXPE DNKN RCL ….. MPEL SBUX WYNN MGM EXPE DNKN RCL=Bottom (Leisure)
DISV(6): 0.35% Top=Z MYGN AL ULTA PCLN TYC ….. Z MYGN AL ULTA PCLN TYC=Bottom (Diversified Services)
ENER(17): 0.30% Top=OAS CMLP BWP AXAS PXD ESV HK KOG ….. SN CVX PVA KMP NOV SLB VLO RIG=Bottom (Energy)
COSW(16): 0.19% Top=YHOO NQ ADBE GOOG GOOGL NUAN SPLK BIDU ….. FEYE IBM FB MSFT TWTR ORCL MCRS YELP=Bottom (Computer Software/Internet)
TRAN(6): 0.02% Top=SAVE GBX EXPD AAL JBLU DAL ….. SAVE GBX EXPD AAL JBLU DAL=Bottom (Transportation)
MANU(5): -0.01% Top=GE EMR XYL DDD JKS ….. GE EMR XYL DDD JKS=Bottom (Manufacturing)
REAL(6): -0.25% Top=CSGP HTS GLPI STWD NRF TWO ….. CSGP HTS GLPI STWD NRF TWO=Bottom (Real Estate)
FINA(13): -0.27% Top=APO WETF WU ACAS JPM PNNT TROW BLK ….. PNNT TROW BLK MS C WFC PSEC GGAL=Bottom (Banks/Financials)
RETA(14): -0.36% Top=SHLD SPLS AMZN TSCO NFLX EBAY TIF HD ….. TIF HD BBBY DG BBY JCP AEO PETM=Bottom (Retail & Specialty Retail)
META(10): -0.42% Top=CDE SLW FCX AA RGLD AUY ABX BTU ….. FCX AA RGLD AUY ABX BTU NEM X=Bottom (Metals & Mining)
HEAL(6): -0.68% Top=EW AMSG ALGN SYK OPK RMD ….. EW AMSG ALGN SYK OPK RMD=Bottom (Health)
INSU(4): -1.70% Top=CB TRV AIG MBI ….. CB TRV AIG MBI=Bottom (Insurance)
MATE(4): -6.11% Top=MTH RSG KBH RYN ….. MTH RSG KBH RYN=Bottom (Materials & Construction)

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.
PRE – Market Stats at 8:32 am ET #premarket $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

06/27/2014

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

Closing Stats
by daytrend on 20140627. 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
39.1% of stocks are above yesterday’s high.
72.8% are above yesterday’s midpoint. (27.2% are below.)
8.5% are below yesterday’s low.
52.4% are inside yesterday’s range.
60.3% of stocks with today’s high > yesterday’s high. (39.7% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND
76.1% of stocks are above today’s open. (22.6% are below).
65.2% of stocks are above today’s open and yesterday’s close.
21.3% are below both.
3.4% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.9% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.9% of stocks are in the top 10% of today’s range.
38.9% are in the top 20%.
72.1% are in the top half. 27.9% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN
67.8% of stocks are above yesterday’s close. (32.2% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.5% are up 3.5% or more. 0.7% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:12.8%…>=80:29.7%…>=50:63.7%…<=20:15.1%…<=10:8.8%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:70.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:75.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
39.1% above previous 1 highs, 8.5% below previous 1 lows
31.2% above previous 2 highs, 5.6% below previous 2 lows
19.0% above previous 3 highs, 5.2% below previous 3 lows
15.5% above previous 4 highs, 5.2% below previous 4 lows
14.3% above previous 5 highs, 4.9% below previous 5 lows
13.3% above previous 6 highs, 4.6% below previous 6 lows
13.0% above previous 7 highs, 4.4% below previous 7 lows
11.8% above previous 8 highs, 3.9% below previous 8 lows
11.7% above previous 9 highs, 3.3% below previous 9 lows
11.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
67.8% are above or equal to 6/26 close (1 days ago), 32.2% are below.
57.4% are above or equal to 6/25 close (2 days ago), 42.6% are below.
68.3% are above or equal to 6/24 close (3 days ago), 31.7% are below.
47.1% are above or equal to 6/23 close (4 days ago), 52.9% are below.
48.2% are above or equal to 6/20 close (5 days ago), 51.8% are below.
54.1% are above or equal to 6/19 close (6 days ago), 45.9% are below.
54.5% are above or equal to 6/18 close (7 days ago), 45.5% are below.
62.3% are above or equal to 6/17 close (8 days ago), 37.7% are below.
70.1% are above or equal to 6/16 close (9 days ago), 29.9% are below.
70.4% are above or equal to 6/13 close (10 days ago), 29.6% are below.
72.9% are above or equal to 6/12 close (11 days ago), 27.1% are below.
65.1% are above or equal to 6/11 close (12 days ago), 34.9% are below.
61.3% are above or equal to 6/10 close (13 days ago), 38.7% are below.
57.8% are above or equal to 6/9 close (14 days ago), 42.2% are below.
59.0% are above or equal to 6/6 close (15 days ago), 41.0% are below.
65.7% are above or equal to 6/5 close (16 days ago), 34.3% are below.
73.7% are above or equal to 6/4 close (17 days ago), 26.3% are below.
77.2% are above or equal to 6/3 close (18 days ago), 22.8% are below.
74.5% are above or equal to 6/2 close (19 days ago), 25.5% are below.
76.1% are above or equal to 5/30 close (20 days ago), 23.9% are below.
75.9% are above or equal to 5/29 close (21 days ago), 24.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 15.8% new highs, 5.5% new lows
21d: 15.7% new highs, 5.3% new lows
42d: 13.0% new highs, 1.9% new lows
63d: 10.1% new highs, 1.2% new lows
126d: 7.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 66.3% above, 33.7% below
3-day: 62.8% above, 37.2% below
4-day: 66.1% above, 33.9% below
5-day: 60.5% above, 39.5% below
8-day: 56.2% above, 43.8% below
10-day: 61.3% above, 38.7% below
20-day: 68.3% above, 31.7% below
50-day: 79.1% above, 20.9% below
200-day: 74.8% above, 25.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.09% Top=KBH MTZ BZH MDC BECN MLM TREX EXP ….. RYL MAS TOL OC MDR DHI WY AWI=Bottom (Materials & Construction)
MANU(42): 0.68% Top=MTW TEX ATU DDD GTLS BGC GNRC ROK ….. AGCO PLL BWC CMI RXN PNR JKS FLS=Bottom (Manufacturing)
REAL(85): 0.61% Top=NRF BDN DRH PDM RLJ DDR PSA BAM ….. LPT HCN CWH PMT HTS LXP RLGY NLY=Bottom (Real Estate)
CONS(57): 0.50% Top=FL RL DECK GT CROX FOSL ECL NKE ….. CRI CCK BERY HAR LZB RDEN KATE SCS=Bottom (Consumer)
RETA(69): 0.49% Top=BIG BID CHS MELI JCP BBY AAP LB ….. SFM CST TSCO CDW SPLS RAD DANG DG=Bottom (Retail & Specialty Retail)
DISV(52): 0.49% Top=MYGN RRD SBAC HMSY FLT AAN KBR SCI ….. CATM PCLN AL ATHN ACM TYC FCN BAH=Bottom (Diversified Services)
FINA(84): 0.40% Top=APO WETF FSC CIT ACAS AINV ARMK FMER ….. LPLA FRC PACW MS GGAL STT CG BKU=Bottom (Banks/Financials)
ENER(125): 0.39% Top=RSPP EPE OAS AXAS DO ATHL CPE TCP ….. NGLS MPC PDCE BCEI HFC BBG PBF DK=Bottom (Energy)
COSW(95): 0.38% Top=TRLA MDRX FFIV TTWO NCR VEEV MDSO TRIP ….. AWAY ADBE WBMD TWTR NOW LOCK NQ RAX=Bottom (Computer Software/Internet)
COHW(43): 0.35% Top=OLED SSYS RKUS LXK AAPL WDC BCE JNPR ….. NSR UBNT VIP NTAP CTL BBRY TDC VRSN=Bottom (Computer Hardware/Telecom)
META(24): 0.35% Top=EGO AKS CCJ TCK FCX RGLD AEM SWC ….. X SLCA BTU CNX AUY PAAS NUE CLF=Bottom (Metals & Mining)
HEAL(52): 0.34% Top=CYH HNT WX DVA OPK EW ALGN PODD ….. SYK PRXL TMO MDT UHS XRAY DXCM WMGI=Bottom (Health)
TRAN(27): 0.29% Top=YRCW JBLU CNW SAVE ALK XPO GLNG CSX ….. NSC UAL JBHT FDX KSU SWFT AAL GBX=Bottom (Transportation)
ELEC(56): 0.23% Top=VECO GRMN CAVM SUNE KLAC CY TEL SMTC ….. TSL AMKR MRVL GTAT RFMD MU TQNT MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 0.20% Top=AXLL POL MEOH CHMT ROC ALB CE SZYM ….. MOS CF GRA MON GPRE DOW TROX DD=Bottom (Chemicals/Fertilizers)
INSU(37): -0.10% Top=VR FNF WRB AHL MTG AON L ALL ….. TRV CLGX CNO AXS AIZ AGO RDN MBI=Bottom (Insurance)
LEIS(31): -0.19% Top=EXPE LTM DNKN WEN PNRA BYI WYN YUM ….. STAY LQ BYD SEAS LVS MGM SONC EAT=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 @ 2:27 pm

Market Stats at 3:27 pm ET
by daytrend on 20140627. 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.
70.1% are above yesterday’s midpoint. (29.9% are below.)
8.6% are below yesterday’s low.
57.3% are inside yesterday’s range.
56.5% of stocks with today’s high > yesterday’s high. (43.5% less than).
31.8% of stocks with today’s low < yesterday’s low. (68.2% greater than).

EVIDENCE OF INTRADAY TREND
74.7% of stocks are above today’s open. (24.9% are below).
62.2% of stocks are above today’s open and yesterday’s close.
24.0% are below both.
3.4% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.9% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
21.0% of stocks are in the top 10% of today’s range.
34.0% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN
65.3% of stocks are above yesterday’s close. (34.7% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 0.5% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.1%…>=90:11.6%…>=80:26.2%…>=50:60.2%…<=20:16.2%…<=10:8.8%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.9%…>=50:68.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
34.1% above previous 1 highs, 8.6% below previous 1 lows
26.1% above previous 2 highs, 5.5% below previous 2 lows
16.3% above previous 3 highs, 5.2% below previous 3 lows
13.0% above previous 4 highs, 5.1% below previous 4 lows
12.1% above previous 5 highs, 4.9% below previous 5 lows
11.2% above previous 6 highs, 4.4% below previous 6 lows
10.9% above previous 7 highs, 4.0% below previous 7 lows
10.1% above previous 8 highs, 3.4% below previous 8 lows
10.0% above previous 9 highs, 3.1% below previous 9 lows
10.0% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
65.3% are above or equal to 6/26 close (1 days ago), 34.7% are below.
54.1% are above or equal to 6/25 close (2 days ago), 45.9% are below.
66.0% are above or equal to 6/24 close (3 days ago), 34.0% are below.
44.7% are above or equal to 6/23 close (4 days ago), 55.3% are below.
46.5% are above or equal to 6/20 close (5 days ago), 53.5% are below.
52.4% are above or equal to 6/19 close (6 days ago), 47.6% are below.
52.4% are above or equal to 6/18 close (7 days ago), 47.6% are below.
61.4% are above or equal to 6/17 close (8 days ago), 38.6% are below.
69.8% are above or equal to 6/16 close (9 days ago), 30.2% are below.
68.3% are above or equal to 6/13 close (10 days ago), 31.7% are below.
72.0% are above or equal to 6/12 close (11 days ago), 28.0% are below.
64.9% are above or equal to 6/11 close (12 days ago), 35.1% are below.
60.6% are above or equal to 6/10 close (13 days ago), 39.4% are below.
57.4% are above or equal to 6/9 close (14 days ago), 42.6% are below.
58.4% are above or equal to 6/6 close (15 days ago), 41.6% are below.
64.6% are above or equal to 6/5 close (16 days ago), 35.4% are below.
72.4% are above or equal to 6/4 close (17 days ago), 27.6% are below.
75.7% are above or equal to 6/3 close (18 days ago), 24.3% are below.
73.9% are above or equal to 6/2 close (19 days ago), 26.1% are below.
75.5% are above or equal to 5/30 close (20 days ago), 24.5% are below.
75.5% are above or equal to 5/29 close (21 days ago), 24.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 13.5% new highs, 5.4% new lows
21d: 13.5% new highs, 5.2% new lows
42d: 11.2% new highs, 1.9% new lows
63d: 8.7% new highs, 1.2% new lows
126d: 6.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 63.3% above, 36.7% below
3-day: 57.6% above, 42.4% below
4-day: 62.5% above, 37.5% below
5-day: 56.0% above, 44.0% below
8-day: 54.2% above, 45.8% below
10-day: 58.5% above, 41.5% below
20-day: 66.5% above, 33.5% below
50-day: 78.8% above, 21.2% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.01% Top=KBH MTZ BZH MDC EXP VMC MLM PHM ….. FAST MAS OC TOL RYL DHI AWI WY=Bottom (Materials & Construction)
REAL(85): 0.57% Top=NRF DRH BDN PDM CUZ JOE PSA BAM ….. HTS HCN RLGY LXP CWH PMT NSM NLY=Bottom (Real Estate)
MANU(42): 0.52% Top=MTW TEX ATU DDD GTLS BGC MHK ROK ….. PH DOV CMI CAT PLL PNR JKS FLS=Bottom (Manufacturing)
RETA(69): 0.46% Top=BID BIG MELI CHS JCP BBY AAP LB ….. DLTR GME EZPW TSCO RAD SPLS DANG DG=Bottom (Retail & Specialty Retail)
CONS(57): 0.44% Top=FL RL DECK NKE GPK FOSL FBHS ECL ….. SKX ICON HAR LULU LZB RDEN SCS KATE=Bottom (Consumer)
DISV(52): 0.37% Top=RRD SBAC MYGN FLT HMSY TMH KBR VRSK ….. AL PCLN DV FISV CATM FCN BAH ATHN=Bottom (Diversified Services)
COSW(95): 0.36% Top=TRLA MDRX FFIV IMS VEEV MDSO NCR TTWO ….. QLIK TWTR ADBE SINA AWAY NQ LOCK RAX=Bottom (Computer Software/Internet)
ENER(125): 0.31% Top=EPE RSPP OAS TCP DO AXAS ENLK PVA ….. MPC NBL BCEI HFC BBG PDCE DK PBF=Bottom (Energy)
FINA(84): 0.25% Top=APO WETF CIT RCAP OZRK ETFC TD KKR ….. VOYA FRC PSEC PACW GGAL STT CG BKU=Bottom (Banks/Financials)
META(24): 0.21% Top=EGO AKS CCJ RGLD TCK SWC FCX AEM ….. X GG BTU CNX AUY PAAS NUE CLF=Bottom (Metals & Mining)
COHW(43): 0.21% Top=OLED SSYS RKUS PLCM LXK NSR GOGO WDC ….. BRCD VIP NTAP ARRS CTL TDC BBRY VRSN=Bottom (Computer Hardware/Telecom)
HEAL(52): 0.19% Top=CYH OPK WX HNT EW PODD ALGN IRWD ….. WLP UNH STJ A MDT XRAY DXCM WMGI=Bottom (Health)
ELEC(56): 0.18% Top=VECO GRMN CAVM SUNE SPWR KLAC CODE GLW ….. SWKS TQNT MRVL CRUS MEI GTAT TSL MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 0.16% Top=YRCW JBLU TRN CNW HA WAB ALK LUV ….. CNI KSU NSC EXPD GBX UAL AAL SWFT=Bottom (Transportation)
CHEM(31): 0.05% Top=SZYM AXLL POL MEOH ROC TROX CHMT HUN ….. ASH APD CF FMC OLN MON DOW DD=Bottom (Chemicals/Fertilizers)
LEIS(31): -0.09% Top=EXPE LTM BLMN LQ DNKN PNRA MMYT WEN ….. RCL DRI IHG BYD LVS MGM EAT SONC=Bottom (Leisure)
INSU(37): -0.22% Top=FNF L VR AHL MTG WRB AJG ALL ….. HIG AGO TRV AIG CNO AIZ RDN MBI=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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