daytrend

12/31/2014

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

Closing Stats
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141231 Closing)
4.6% of stocks are above yesterday’s high.
16.5% are above yesterday’s midpoint. (83.5% are below.)
58.6% are below yesterday’s low.
36.8% are inside yesterday’s range.
48.7% of stocks with today’s high > yesterday’s high. (51.3% less than).
75.2% of stocks with today’s low < yesterday’s low. (24.8% greater than).

EVIDENCE OF INTRADAY TREND (20141231 Closing)
17.4% of stocks are above today’s open. (81.9% are below).
13.7% of stocks are above today’s open and yesterday’s close.
77.8% are below both.
9.0% of stocks opened above yesterday’s high.
69.9% of stocks opened above yesterday’s close. (25.7% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 Closing)
0.7% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
14.5% are in the top half. 85.5% of stocks are in the bottom half of today’s range.
69.3% are in the bottom 20%.
58.5% are in the bottom 10%.

GAIN (20141231 Closing)
18.1% of stocks are above yesterday’s close. (81.9% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
0.5% are up 3.5% or more. 0.8% are down 3.5% or more.
48.9% are between +1% and -1%.

RSI on DAILY (20141231 Closing)
2-day: >=95:3.7%…>=90:4.4%…>=80:7.4%…>=50:18.0%…<=20:54.4%…<=10:28.8%…<=5:11.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:59.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 Closing)
4.6% above previous 1 highs, 58.6% below previous 1 lows
2.8% above previous 2 highs, 50.1% below previous 2 lows
2.4% above previous 3 highs, 47.1% below previous 3 lows
2.2% above previous 4 highs, 41.0% below previous 4 lows
2.1% above previous 5 highs, 35.7% below previous 5 lows
1.9% above previous 6 highs, 22.3% below previous 6 lows
1.9% above previous 7 highs, 14.8% below previous 7 lows
1.9% above previous 8 highs, 6.8% below previous 8 lows
1.9% above previous 9 highs, 1.1% below previous 9 lows
1.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 Closing)
18.1% are above or equal to 12/30 close (1 days ago), 81.9% are below.
16.3% are above or equal to 12/29 close (2 days ago), 83.7% are below.
24.4% are above or equal to 12/26 close (3 days ago), 75.6% are below.
30.1% are above or equal to 12/24 close (4 days ago), 69.9% are below.
31.5% are above or equal to 12/23 close (5 days ago), 68.5% are below.
44.4% are above or equal to 12/22 close (6 days ago), 55.6% are below.
50.4% are above or equal to 12/19 close (7 days ago), 49.6% are below.
60.0% are above or equal to 12/18 close (8 days ago), 40.0% are below.
81.0% are above or equal to 12/17 close (9 days ago), 19.0% are below.
93.0% are above or equal to 12/16 close (10 days ago), 7.0% are below.
89.5% are above or equal to 12/15 close (11 days ago), 10.5% are below.
85.1% are above or equal to 12/12 close (12 days ago), 14.9% are below.
74.1% are above or equal to 12/11 close (13 days ago), 25.9% are below.
76.0% are above or equal to 12/10 close (14 days ago), 24.0% are below.
55.6% are above or equal to 12/9 close (15 days ago), 44.4% are below.
59.3% are above or equal to 12/8 close (16 days ago), 40.7% are below.
48.7% are above or equal to 12/5 close (17 days ago), 51.3% are below.
51.4% are above or equal to 12/4 close (18 days ago), 48.6% are below.
48.9% are above or equal to 12/3 close (19 days ago), 51.1% are below.
55.3% are above or equal to 12/2 close (20 days ago), 44.7% are below.
60.9% are above or equal to 12/1 close (21 days ago), 39.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 Closing)
20d: 13.0% new highs, 1.3% new lows
21d: 12.5% new highs, 1.3% new lows
42d: 10.4% new highs, 0.9% new lows
63d: 9.7% new highs, 0.5% new lows
126d: 8.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 Closing)
2-day: 17.4% above, 82.6% below
3-day: 14.9% above, 85.1% below
4-day: 17.0% above, 83.0% below
5-day: 19.9% above, 80.1% below
8-day: 29.9% above, 70.1% below
10-day: 43.3% above, 56.7% below
20-day: 66.0% above, 34.0% below
50-day: 60.6% above, 39.4% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 Closing)
MATE(29): 0.09% Top=TOL KBH RYL SPF TPH MTH DHI MDC ….. VMC RSG FAST CLH RYN WY CVA WCN=Bottom (Materials & Construction)
RETA(70): -0.14% Top=SFM SHLD TSCO MIK ZU DDS JWN M ….. CPRT COST ANN CVS ABG FRAN BABA EBAY=Bottom (Retail & Specialty Retail)
TRAN(36): -0.17% Top=GLNG NVGS UAL GBX NAT AAL LUV HA ….. UNP CHRW NSC SAVE SFL LSTR WAB TK=Bottom (Transportation)
META(24): -0.29% Top=CLF SLCA HCLP SLW EGO CCJ CENX BTU ….. NUE FCX SWC ABX CMC X STLD NEM=Bottom (Metals & Mining)
ELEC(54): -0.42% Top=TSL CSIQ JASO SUNE MXIM CREE CAVM BRCM ….. CY NVDA CODE TRMB ISIL RFMD TQNT AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(126): -0.51% Top=BBEP PVA EPE QEP PE MTDR BWP KOS ….. NE OKS ATW RICE DO RSPP NGL EMES=Bottom (Energy)
LEIS(30): -0.51% Top=BLMN ARMK KKD SBUX LQ HLT JACK TXRH ….. YUM EXPE PNK WEN WYNN DNKN GPRO LOCO=Bottom (Leisure)
COSW(76): -0.70% Top=AWAY MANH VDSI VEEV NUAN YELP TRAK CSOD ….. MSCI CVLT FFIV AKAM TRUE VNET CSC FEYE=Bottom (Computer Software/Internet)
COHW(44): -0.80% Top=SSYS PANW INFN ANET FTR NSR TMUS NTAP ….. T JNPR JDSU NMBL SNDK AAPL CSCO TDC=Bottom (Computer Hardware/Telecom)
CONS(57): -0.84% Top=MAT PVH CRI FBHS GT KATE LULU WHR ….. UFS TPX KMB CCK KS BLL RKT MLHR=Bottom (Consumer)
FINA(93): -0.86% Top=OCN RCAP ETFC WDR LAZ PSEC PHH BMO ….. CIT VLY EWBC PACW FMER STI PFG UMPQ=Bottom (Banks/Financials)
DISV(52): -0.94% Top=Z SERV GDOT HRB FLT AL ADS APOL ….. BAH CAR KBR URI WTW ABCO MYGN HMSY=Bottom (Diversified Services)
MANU(45): -1.04% Top=JKS DDD CFX MHK LII PCP ATI BWC ….. GTLS HEES BDC TKR DOV JOY WOR TEX=Bottom (Manufacturing)
HEAL(49): -1.04% Top=OPK ZLTQ MOH AMSG XRAY UHS DXCM DVA ….. LH UNH VAR STJ CYH PRXL THC MR=Bottom (Health)
CHEM(32): -1.09% Top=AXLL FTK PPG CF CHMT AGU ASH SHW ….. RPM MON APD POL MEOH OLN HUN PEIX=Bottom (Chemicals/Fertilizers)
INSU(39): -1.10% Top=AFSI MTG AXS VR RDN GNW CB ORI ….. TMK AJG MBI CLGX CNO UNM LNC FNF=Bottom (Insurance)
REAL(93): -1.51% Top=BXMT RLGY STWD NSM NRF GLPI BAM BDN ….. DRH UDR KRG HPT PEI O OHI EJ=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Filed under: Market Stats — daytrend @ 2:21 pm

Market Stats at 2:21 pm ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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 (20141231 2:21 pm ET)
9.1% of stocks are above yesterday’s high.
28.2% are above yesterday’s midpoint. (71.8% are below.)
34.6% are below yesterday’s low.
56.3% are inside yesterday’s range.
47.6% of stocks with today’s high > yesterday’s high. (52.4% less than).
56.7% of stocks with today’s low < yesterday’s low. (43.3% greater than).

EVIDENCE OF INTRADAY TREND (20141231 2:21 pm ET)
27.6% of stocks are above today’s open. (70.5% are below).
22.7% of stocks are above today’s open and yesterday’s close.
62.4% are below both.
8.9% of stocks opened above yesterday’s high.
69.8% of stocks opened above yesterday’s close. (25.7% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 2:21 pm ET)
2.6% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
26.9% are in the top half. 73.1% of stocks are in the bottom half of today’s range.
54.9% are in the bottom 20%.
46.6% are in the bottom 10%.

GAIN (20141231 2:21 pm ET)
32.9% of stocks are above yesterday’s close. (67.1% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.5% are down 3.5% or more.
76.5% are between +1% and -1%.

RSI on DAILY (20141231 2:21 pm ET)
2-day: >=95:4.9%…>=90:7.9%…>=80:12.4%…>=50:32.0%…<=20:35.9%…<=10:17.4%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:70.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:68.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 2:21 pm ET)
9.1% above previous 1 highs, 34.6% below previous 1 lows
4.8% above previous 2 highs, 28.8% below previous 2 lows
4.3% above previous 3 highs, 26.2% below previous 3 lows
4.2% above previous 4 highs, 22.1% below previous 4 lows
3.8% above previous 5 highs, 18.6% below previous 5 lows
3.7% above previous 6 highs, 11.7% below previous 6 lows
3.6% above previous 7 highs, 7.2% below previous 7 lows
3.4% above previous 8 highs, 3.5% below previous 8 lows
3.4% above previous 9 highs, 0.9% below previous 9 lows
3.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 2:21 pm ET)
32.9% are above or equal to 12/30 close (1 days ago), 67.1% are below.
27.1% are above or equal to 12/29 close (2 days ago), 72.9% are below.
36.9% are above or equal to 12/26 close (3 days ago), 63.1% are below.
42.6% are above or equal to 12/24 close (4 days ago), 57.4% are below.
42.0% are above or equal to 12/23 close (5 days ago), 58.0% are below.
55.2% are above or equal to 12/22 close (6 days ago), 44.8% are below.
62.1% are above or equal to 12/19 close (7 days ago), 37.9% are below.
69.2% are above or equal to 12/18 close (8 days ago), 30.8% are below.
85.2% are above or equal to 12/17 close (9 days ago), 14.8% are below.
93.7% are above or equal to 12/16 close (10 days ago), 6.3% are below.
91.4% are above or equal to 12/15 close (11 days ago), 8.6% are below.
87.7% are above or equal to 12/12 close (12 days ago), 12.3% are below.
79.6% are above or equal to 12/11 close (13 days ago), 20.4% are below.
80.6% are above or equal to 12/10 close (14 days ago), 19.4% are below.
62.4% are above or equal to 12/9 close (15 days ago), 37.6% are below.
65.7% are above or equal to 12/8 close (16 days ago), 34.3% are below.
55.7% are above or equal to 12/5 close (17 days ago), 44.3% are below.
56.2% are above or equal to 12/4 close (18 days ago), 43.8% are below.
53.8% are above or equal to 12/3 close (19 days ago), 46.2% are below.
60.2% are above or equal to 12/2 close (20 days ago), 39.8% are below.
65.3% are above or equal to 12/1 close (21 days ago), 34.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 2:21 pm ET)
20d: 12.8% new highs, 0.9% new lows
21d: 12.4% new highs, 0.9% new lows
42d: 10.3% new highs, 0.7% new lows
63d: 9.7% new highs, 0.4% new lows
126d: 8.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 2:21 pm ET)
2-day: 31.1% above, 68.9% below
3-day: 27.7% above, 72.3% below
4-day: 30.4% above, 69.6% below
5-day: 34.1% above, 65.9% below
8-day: 43.6% above, 56.4% below
10-day: 57.8% above, 42.2% below
20-day: 74.4% above, 25.6% below
50-day: 63.9% above, 36.1% below
200-day: 59.9% above, 40.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 2:21 pm ET)
MATE(29): 0.88% Top=KBH RYL TOL SPF DHI MTH MDC LEN ….. DAR RSG CLH FAST RYN WY CVA WCN=Bottom (Materials & Construction)
TRAN(36): 0.40% Top=GLNG NVGS GBX XPO TRN JBLU WERN LUV ….. WAB UPS SAVE CHRW LSTR NSC SFL TK=Bottom (Transportation)
RETA(70): 0.16% Top=SHLD TSCO OUTR FIVE MIK SFM CAB M ….. KMX RH CVS COST CPRT RAD EBAY BABA=Bottom (Retail & Specialty Retail)
ELEC(54): 0.13% Top=TSL JASO MXIM SUNE CSIQ CREE MRVL FSLR ….. OVTI CY CODE TRMB NVDA AMBA TQNT RFMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(126): -0.08% Top=BBEP PVA QEP NS MTDR EPE SGY EXH ….. OKS DO RICE MEMP NGL EMES RSPP EVEP=Bottom (Energy)
LEIS(30): -0.09% Top=BLMN ARMK SONC TXRH KKD CAKE SBUX LQ ….. MCD WYN WEN LVS DNKN WYNN GPRO LOCO=Bottom (Leisure)
META(25): -0.14% Top=SLCA CLF CENX AKS AA CCJ BTU X ….. TCK GG RGLD ABX PAAS AEM NEM HCLP=Bottom (Metals & Mining)
COSW(76): -0.22% Top=MANH VDSI AWAY YELP TRAK NUAN TWTR GRPN ….. DATA SFUN FFIV TRIP EQIX TRUE CSC FEYE=Bottom (Computer Software/Internet)
DISV(52): -0.31% Top=Z ADT BLOX GPN APOL AL FLT HRB ….. PAYX ATHN SBAC URI GEO WTW ABCO HMSY=Bottom (Diversified Services)
MANU(45): -0.31% Top=DDD JKS CFX ATI MHK BWC KMT PCP ….. TKR AGCO HEES GTLS MRC DOV WOR JOY=Bottom (Manufacturing)
FINA(93): -0.32% Top=RCAP OCN WDR ETFC KKR FNGN LAZ PSEC ….. USB HBAN C PNC BAC PFG STI FHN=Bottom (Banks/Financials)
CONS(57): -0.35% Top=FBHS CRI PVH MAT WHR GT PAY KATE ….. CLX GPK WWW KMB PBI DECK BLL MLHR=Bottom (Consumer)
COHW(44): -0.35% Top=SSYS PANW INFN ANET FTR SWIR ARRS LXK ….. T TDC JNPR CSCO SNDK AAPL NMBL GOGO=Bottom (Computer Hardware/Telecom)
HEAL(49): -0.39% Top=OPK ZLTQ DXCM XRAY MOH ALGN HOLX DVA ….. EW UNH AET VAR LH THC PRXL MR=Bottom (Health)
CHEM(32): -0.55% Top=FTK AXLL CHMT PPG GPRE ASH CF CE ….. MON RPM PAH HUN APD MEOH OLN PEIX=Bottom (Chemicals/Fertilizers)
INSU(39): -0.60% Top=MTG AFSI ORI AXS FAF AEL CB GNW ….. CLGX AIZ TMK AFL AGO UNM FNF LNC=Bottom (Insurance)
REAL(93): -0.74% Top=RLGY BMR EDR DFT BXMT NSM PCL NRF ….. HLSS O PEI LXP HPT AIV OHI EJ=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 2:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:00 pm

Market Stats at 1:00 pm ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20141231 1:00 pm ET)
12.9% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
17.9% are below yesterday’s low.
69.2% are inside yesterday’s range.
44.7% of stocks with today’s high > yesterday’s high. (55.3% less than).
45.9% of stocks with today’s low < yesterday’s low. (54.1% greater than).

EVIDENCE OF INTRADAY TREND (20141231 1:00 pm ET)
37.3% of stocks are above today’s open. (60.9% are below).
31.4% of stocks are above today’s open and yesterday’s close.
43.8% are below both.
9.0% of stocks opened above yesterday’s high.
70.0% of stocks opened above yesterday’s close. (25.6% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 1:00 pm ET)
7.8% of stocks are in the top 10% of today’s range.
14.3% are in the top 20%.
41.2% are in the top half. 58.8% of stocks are in the bottom half of today’s range.
30.9% are in the bottom 20%.
18.1% are in the bottom 10%.

GAIN (20141231 1:00 pm ET)
50.2% of stocks are above yesterday’s close. (49.8% 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. 0.4% are down 3.5% or more.
79.3% are between +1% and -1%.

RSI on DAILY (20141231 1:00 pm ET)
2-day: >=95:8.1%…>=90:12.2%…>=80:19.2%…>=50:46.4%…<=20:24.3%…<=10:10.6%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:75.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 1:00 pm ET)
12.9% above previous 1 highs, 17.9% below previous 1 lows
9.2% above previous 2 highs, 15.0% below previous 2 lows
8.0% above previous 3 highs, 13.6% below previous 3 lows
7.6% above previous 4 highs, 10.7% below previous 4 lows
6.7% above previous 5 highs, 8.9% below previous 5 lows
6.5% above previous 6 highs, 5.2% below previous 6 lows
6.2% above previous 7 highs, 2.6% below previous 7 lows
5.9% above previous 8 highs, 1.4% below previous 8 lows
5.9% above previous 9 highs, 0.6% below previous 9 lows
5.9% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 1:00 pm ET)
50.2% are above or equal to 12/30 close (1 days ago), 49.8% are below.
35.9% are above or equal to 12/29 close (2 days ago), 64.1% are below.
44.7% are above or equal to 12/26 close (3 days ago), 55.3% are below.
50.9% are above or equal to 12/24 close (4 days ago), 49.1% are below.
48.9% are above or equal to 12/23 close (5 days ago), 51.1% are below.
62.6% are above or equal to 12/22 close (6 days ago), 37.4% are below.
67.4% are above or equal to 12/19 close (7 days ago), 32.6% are below.
74.4% are above or equal to 12/18 close (8 days ago), 25.6% are below.
87.5% are above or equal to 12/17 close (9 days ago), 12.5% are below.
94.2% are above or equal to 12/16 close (10 days ago), 5.8% are below.
92.8% are above or equal to 12/15 close (11 days ago), 7.2% are below.
89.5% are above or equal to 12/12 close (12 days ago), 10.5% are below.
82.6% are above or equal to 12/11 close (13 days ago), 17.4% are below.
83.1% are above or equal to 12/10 close (14 days ago), 16.9% are below.
66.4% are above or equal to 12/9 close (15 days ago), 33.6% are below.
68.8% are above or equal to 12/8 close (16 days ago), 31.2% are below.
58.2% are above or equal to 12/5 close (17 days ago), 41.8% are below.
58.8% are above or equal to 12/4 close (18 days ago), 41.2% are below.
56.0% are above or equal to 12/3 close (19 days ago), 44.0% are below.
62.5% are above or equal to 12/2 close (20 days ago), 37.5% are below.
66.4% are above or equal to 12/1 close (21 days ago), 33.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 1:00 pm ET)
20d: 12.2% new highs, 0.7% new lows
21d: 11.9% new highs, 0.7% new lows
42d: 10.0% new highs, 0.6% new lows
63d: 9.5% new highs, 0.4% new lows
126d: 8.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 1:00 pm ET)
2-day: 48.2% above, 51.8% below
3-day: 40.0% above, 60.0% below
4-day: 41.4% above, 58.6% below
5-day: 44.0% above, 56.0% below
8-day: 54.2% above, 45.8% below
10-day: 67.3% above, 32.7% below
20-day: 78.6% above, 21.4% below
50-day: 64.8% above, 35.2% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 1:00 pm ET)
MATE(29): 0.89% Top=RYL KBH TOL MTH SPF DHI PHM LEN ….. RSG FAST DAR RYN WCN CVA CLH WY=Bottom (Materials & Construction)
TRAN(36): 0.64% Top=NVGS GLNG GBX LUV JBLU XPO UAL AAL ….. LSTR UNP CHRW WAB NSC TDW TK SFL=Bottom (Transportation)
RETA(70): 0.58% Top=SHLD TSCO ROST FIVE M CAB BIG JWN ….. BID RAD WMT CPRT CVS RH EBAY BABA=Bottom (Retail & Specialty Retail)
ELEC(54): 0.39% Top=TSL JASO MXIM CREE CAVM ONNN MRVL SWKS ….. TEL TRMB OVTI IPGP NVDA TQNT RFMD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.21% Top=BLMN HLT SBUX MAR SONC CAKE LQ HOT ….. YUM EXPE MCD LVS DNKN WYNN GPRO LOCO=Bottom (Leisure)
COSW(76): 0.15% Top=MANH VDSI AWAY TRAK YELP MDRX ADSK NUAN ….. EQIX AOL SFUN MSCI TRUE FEYE CSC VNET=Bottom (Computer Software/Internet)
HEAL(49): 0.13% Top=OPK ZLTQ ALGN DXCM XRAY HOLX WMGI DVA ….. MDT KND VAR SYK LH THC PRXL MR=Bottom (Health)
DISV(52): 0.07% Top=Z ADT YY ADS CXW BLOX GPN R ….. SBAC URI PAYX BAH KBR HMSY WTW ABCO=Bottom (Diversified Services)
META(25): 0.06% Top=CLF SLCA CENX AKS AA CCJ SLW X ….. RGLD GG TCK PAAS AEM ABX NEM HCLP=Bottom (Metals & Mining)
CONS(57): 0.00% Top=CRI MAT GT FBHS PVH WHR PAY FL ….. TUMI CLX KMB RKT UFS PBI MLHR DECK=Bottom (Consumer)
REAL(93): -0.10% Top=RLGY SHO EDR BDN PEB BMR TCO RPAI ….. TWO WPC NLY CBG WMC OHI HLSS EJ=Bottom (Real Estate)
COHW(44): -0.12% Top=INFN SSYS PANW FTR ANET XLS SWIR CAMP ….. T JNPR AAPL BBRY TDC EMC NMBL GOGO=Bottom (Computer Hardware/Telecom)
MANU(45): -0.13% Top=DDD JKS ATI MHK LII CFX KMT SWK ….. HEES DE GE DOV AGCO MRC GTLS JOY=Bottom (Manufacturing)
CHEM(32): -0.15% Top=CHMT PPG ASH CF CYT CE WPZ AXLL ….. PEIX GPRE MON OLN POT WLK MEOH PAH=Bottom (Chemicals/Fertilizers)
FINA(93): -0.18% Top=OCN FNGN WDR ETFC KKR RCAP RJF WETF ….. TROW RY VLY C UMPQ KEY BAC FHN=Bottom (Banks/Financials)
INSU(39): -0.40% Top=AFSI MTG AXS FAF CB ORI AEL WRB ….. AFL L GNW MBI UNM AGO FNF LNC=Bottom (Insurance)
ENER(125): -0.48% Top=BBEP NS BWP TLLP SXL SEMG QEP PVA ….. RES WTI ATW EMES LGCY CRR AREX RSPP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 1:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:30 pm

Market Stats at 12:30 pm ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20141231 12:30 pm ET)
12.4% of stocks are above yesterday’s high.
43.1% are above yesterday’s midpoint. (56.9% are below.)
17.7% are below yesterday’s low.
69.8% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20141231 12:30 pm ET)
39.7% of stocks are above today’s open. (59.1% are below).
33.9% of stocks are above today’s open and yesterday’s close.
43.1% are below both.
9.0% of stocks opened above yesterday’s high.
69.9% of stocks opened above yesterday’s close. (25.6% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 12:30 pm ET)
4.9% of stocks are in the top 10% of today’s range.
11.6% are in the top 20%.
42.2% are in the top half. 57.8% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN (20141231 12:30 pm ET)
51.8% of stocks are above yesterday’s close. (48.2% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.5% are up 3.5% or more. 0.3% are down 3.5% or more.
79.1% are between +1% and -1%.

RSI on DAILY (20141231 12:30 pm ET)
2-day: >=95:8.3%…>=90:12.6%…>=80:20.9%…>=50:46.6%…<=20:23.7%…<=10:9.8%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:75.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 12:30 pm ET)
12.4% above previous 1 highs, 17.7% below previous 1 lows
8.2% above previous 2 highs, 14.9% below previous 2 lows
7.5% above previous 3 highs, 13.5% below previous 3 lows
7.1% above previous 4 highs, 9.9% below previous 4 lows
6.4% above previous 5 highs, 8.5% below previous 5 lows
6.3% above previous 6 highs, 4.9% below previous 6 lows
5.9% above previous 7 highs, 1.9% below previous 7 lows
5.7% above previous 8 highs, 1.1% below previous 8 lows
5.7% above previous 9 highs, 0.6% below previous 9 lows
5.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 12:30 pm ET)
51.8% are above or equal to 12/30 close (1 days ago), 48.2% are below.
38.4% are above or equal to 12/29 close (2 days ago), 61.6% are below.
45.9% are above or equal to 12/26 close (3 days ago), 54.1% are below.
50.8% are above or equal to 12/24 close (4 days ago), 49.2% are below.
50.1% are above or equal to 12/23 close (5 days ago), 49.9% are below.
61.7% are above or equal to 12/22 close (6 days ago), 38.3% are below.
67.3% are above or equal to 12/19 close (7 days ago), 32.7% are below.
75.4% are above or equal to 12/18 close (8 days ago), 24.6% are below.
87.4% are above or equal to 12/17 close (9 days ago), 12.6% are below.
94.3% are above or equal to 12/16 close (10 days ago), 5.7% are below.
93.4% are above or equal to 12/15 close (11 days ago), 6.6% are below.
89.2% are above or equal to 12/12 close (12 days ago), 10.8% are below.
81.9% are above or equal to 12/11 close (13 days ago), 18.1% are below.
83.1% are above or equal to 12/10 close (14 days ago), 16.9% are below.
66.8% are above or equal to 12/9 close (15 days ago), 33.2% are below.
69.0% are above or equal to 12/8 close (16 days ago), 31.0% are below.
58.3% are above or equal to 12/5 close (17 days ago), 41.7% are below.
58.3% are above or equal to 12/4 close (18 days ago), 41.7% are below.
56.6% are above or equal to 12/3 close (19 days ago), 43.4% are below.
62.9% are above or equal to 12/2 close (20 days ago), 37.1% are below.
66.1% are above or equal to 12/1 close (21 days ago), 33.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 12:30 pm ET)
20d: 12.2% new highs, 0.6% new lows
21d: 11.9% new highs, 0.6% new lows
42d: 10.0% new highs, 0.6% new lows
63d: 9.5% new highs, 0.4% new lows
126d: 8.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 12:30 pm ET)
2-day: 49.2% above, 50.8% below
3-day: 41.1% above, 58.9% below
4-day: 41.7% above, 58.3% below
5-day: 44.6% above, 55.4% below
8-day: 55.5% above, 44.5% below
10-day: 67.4% above, 32.6% below
20-day: 78.8% above, 21.2% below
50-day: 65.4% above, 34.6% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 12:30 pm ET)
MATE(29): 0.88% Top=RYL TOL KBH DHI MTH SPF TPH PHM ….. RSG RYN FAST DAR WY CVA CLH WCN=Bottom (Materials & Construction)
RETA(70): 0.54% Top=SHLD TSCO BBBY ROST M BIG FIVE DDS ….. JCP CVS ZU ANN RAD EBAY RH BABA=Bottom (Retail & Specialty Retail)
TRAN(36): 0.38% Top=GLNG NVGS XPO JBLU WERN GBX LUV AAL ….. CNI CSX WAB NSC SAVE TDW SFL TK=Bottom (Transportation)
ELEC(54): 0.30% Top=TSL CPHD JASO CREE MXIM ONNN MRVL CRUS ….. CY TRMB NVDA CODE TQNT RFMD SCTY IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(30): 0.26% Top=BLMN SBUX SONC HLT MAR CAKE ARMK LQ ….. EAT MCD LVS EXPE DNKN WYNN GPRO LOCO=Bottom (Leisure)
HEAL(49): 0.23% Top=OPK WMGI ALGN XRAY DXCM HOLX BDX ZLTQ ….. VAR UNH DGX CYH AMSG PRXL THC MR=Bottom (Health)
META(24): 0.17% Top=CLF CENX SLCA AA SLW CCJ EGO BTU ….. PAAS CNX AEM STLD TCK ABX NEM HCLP=Bottom (Metals & Mining)
COSW(76): 0.06% Top=VDSI MANH AWAY TRAK MDRX SLH YELP GRPN ….. MSCI TTWO SNCR AOL CSC FEYE VNET TRUE=Bottom (Computer Software/Internet)
REAL(93): 0.05% Top=BDN RLGY SHO EDR PEB TCO BMR LHO ….. NLY TWO MAC WMC CBG OHI HLSS EJ=Bottom (Real Estate)
CONS(57): 0.04% Top=FBHS CRI LULU MAT WHR PVH GT SCSS ….. KMB PG UFS PBI RKT DECK MLHR TUMI=Bottom (Consumer)
DISV(52): -0.03% Top=Z CXW ADS YY GPN RRD EXAM R ….. CAR BAH PAYX URI KBR HMSY WTW ABCO=Bottom (Diversified Services)
FINA(93): -0.07% Top=OCN WDR FNGN ETFC KKR WETF CBSH RJF ….. TROW PSEC BAC PFG RY KEY C AINV=Bottom (Banks/Financials)
COHW(44): -0.10% Top=INFN SSYS PANW FTR SWIR ANET CAMP XLS ….. T NMBL JNPR EMC AAPL TDC KN GOGO=Bottom (Computer Hardware/Telecom)
MANU(45): -0.11% Top=DDD JKS MHK ATI CFX LII SWK RBC ….. DE TEX DOV HEES AGCO MRC GTLS JOY=Bottom (Manufacturing)
CHEM(32): -0.33% Top=CHMT PPG SHW WPZ FTK ASH CE CYT ….. RPM MON POT WLK PEIX GPRE MEOH PAH=Bottom (Chemicals/Fertilizers)
INSU(39): -0.33% Top=AFSI ORI CB MTG PGR AXS FAF AEL ….. AFL FNF UNM TMK GNW AGO MBI LNC=Bottom (Insurance)
ENER(125): -0.52% Top=BBEP BWP NS TLLP MMP SEMG PAGP SXL ….. VNR RICE CRR SN WTI AREX EMES RSPP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 12:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:34 am

Market Stats at 11:34 am ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20141231 11:34 am ET)
16.6% of stocks are above yesterday’s high.
54.9% are above yesterday’s midpoint. (45.1% are below.)
9.1% are below yesterday’s low.
74.4% are inside yesterday’s range.
42.3% of stocks with today’s high > yesterday’s high. (57.7% less than).
36.9% of stocks with today’s low < yesterday’s low. (63.1% greater than).

EVIDENCE OF INTRADAY TREND (20141231 11:34 am ET)
49.4% of stocks are above today’s open. (48.0% are below).
44.9% of stocks are above today’s open and yesterday’s close.
28.7% are below both.
9.0% of stocks opened above yesterday’s high.
69.9% of stocks opened above yesterday’s close. (25.6% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 11:34 am ET)
11.9% of stocks are in the top 10% of today’s range.
25.0% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20141231 11:34 am ET)
66.7% of stocks are above yesterday’s close. (33.3% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.4% are up 3.5% or more. 0.8% are down 3.5% or more.
77.1% are between +1% and -1%.

RSI on DAILY (20141231 11:34 am ET)
2-day: >=95:10.1%…>=90:15.6%…>=80:25.6%…>=50:58.0%…<=20:15.4%…<=10:6.0%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:76.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:73.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 11:34 am ET)
16.6% above previous 1 highs, 9.1% below previous 1 lows
11.0% above previous 2 highs, 7.7% below previous 2 lows
8.9% above previous 3 highs, 7.1% below previous 3 lows
8.5% above previous 4 highs, 4.7% below previous 4 lows
7.8% above previous 5 highs, 4.1% below previous 5 lows
7.7% above previous 6 highs, 2.5% below previous 6 lows
7.6% above previous 7 highs, 1.4% below previous 7 lows
7.3% above previous 8 highs, 0.7% below previous 8 lows
7.3% above previous 9 highs, 0.5% below previous 9 lows
7.3% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 11:34 am ET)
66.7% are above or equal to 12/30 close (1 days ago), 33.3% are below.
46.1% are above or equal to 12/29 close (2 days ago), 53.9% are below.
52.2% are above or equal to 12/26 close (3 days ago), 47.8% are below.
56.5% are above or equal to 12/24 close (4 days ago), 43.5% are below.
55.6% are above or equal to 12/23 close (5 days ago), 44.4% are below.
65.6% are above or equal to 12/22 close (6 days ago), 34.4% are below.
71.5% are above or equal to 12/19 close (7 days ago), 28.5% are below.
78.9% are above or equal to 12/18 close (8 days ago), 21.1% are below.
87.3% are above or equal to 12/17 close (9 days ago), 12.7% are below.
94.5% are above or equal to 12/16 close (10 days ago), 5.5% are below.
93.4% are above or equal to 12/15 close (11 days ago), 6.6% are below.
90.0% are above or equal to 12/12 close (12 days ago), 10.0% are below.
84.5% are above or equal to 12/11 close (13 days ago), 15.5% are below.
84.5% are above or equal to 12/10 close (14 days ago), 15.5% are below.
69.6% are above or equal to 12/9 close (15 days ago), 30.4% are below.
70.9% are above or equal to 12/8 close (16 days ago), 29.1% are below.
60.2% are above or equal to 12/5 close (17 days ago), 39.8% are below.
60.5% are above or equal to 12/4 close (18 days ago), 39.5% are below.
57.7% are above or equal to 12/3 close (19 days ago), 42.3% are below.
63.8% are above or equal to 12/2 close (20 days ago), 36.2% are below.
67.0% are above or equal to 12/1 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 11:34 am ET)
20d: 12.0% new highs, 0.6% new lows
21d: 11.7% new highs, 0.6% new lows
42d: 9.7% new highs, 0.6% new lows
63d: 9.3% new highs, 0.4% new lows
126d: 8.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 11:34 am ET)
2-day: 64.0% above, 36.0% below
3-day: 52.8% above, 47.2% below
4-day: 52.1% above, 47.9% below
5-day: 55.1% above, 44.9% below
8-day: 62.3% above, 37.7% below
10-day: 73.4% above, 26.6% below
20-day: 81.6% above, 18.4% below
50-day: 66.8% above, 33.2% below
200-day: 61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 11:34 am ET)
MATE(29): 0.93% Top=RYL TOL KBH DHI MTH PHM SPF VMC ….. PWR RSG DAR RYN WY CVA CLH WCN=Bottom (Materials & Construction)
RETA(70): 0.79% Top=TSCO SHLD ROST FIVE JWN BIG M URBN ….. CVS CPRT EBAY RH BABA RAD ZU JCP=Bottom (Retail & Specialty Retail)
ELEC(54): 0.59% Top=TSL CPHD SWKS CRUS CREE CAVM ONNN IDTI ….. TRMB RFMD CY SUNE CODE SCTY INVN IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): 0.52% Top=NVGS GLNG LUV UAL GBX AAL JBLU WERN ….. CHRW WAB NAT NSC SAVE TDW SFL TK=Bottom (Transportation)
HEAL(49): 0.44% Top=OPK WMGI STE ALGN XRAY DXCM BDX MOH ….. UNH CYH LH AMSG DGX KND THC MR=Bottom (Health)
LEIS(30): 0.40% Top=BLMN SBUX SONC CAKE MAR ARMK HLT LQ ….. KKD EXPE LVS PNK DNKN WYNN GPRO LOCO=Bottom (Leisure)
COSW(76): 0.39% Top=MANH VDSI TRAK AWAY MDRX YELP NOW CRM ….. JD MSCI CVLT AOL CSC VNET FEYE TRUE=Bottom (Computer Software/Internet)
CONS(57): 0.24% Top=LULU CRI WHR FBHS PVH HAR PAY MAT ….. KMB CCK BLL TUP RKT TUMI UFS MLHR=Bottom (Consumer)
COHW(44): 0.22% Top=INFN FTR PANW SSYS SWIR ANET ARRS XLS ….. BBRY T VZ EMC JNPR TDC GOGO KN=Bottom (Computer Hardware/Telecom)
FINA(93): 0.22% Top=OCN FNGN WDR ETFC JNS KKR LAZ WETF ….. RY UMPQ KEY HCBK C FNFG RCAP PSEC=Bottom (Banks/Financials)
DISV(52): 0.20% Top=YY Z MYGN GPN CXW AAN ADS BLOX ….. SERV RHI SBAC URI HMSY KBR ABCO WTW=Bottom (Diversified Services)
REAL(93): 0.11% Top=RLGY SHO BDN PEB BMR BEE TCO GGP ….. NLY MAC PEI ARCP HLSS OHI WMC EJ=Bottom (Real Estate)
MANU(45): 0.03% Top=DDD MHK LII JKS ROK SWK DHR LECO ….. GE RS RXN AGCO DOV GTLS MRC JOY=Bottom (Manufacturing)
INSU(39): 0.03% Top=AFSI MTG CB AEL ORI AFG CINF PGR ….. MET PRU AFL AGO UNM GNW LNC MBI=Bottom (Insurance)
CHEM(32): -0.23% Top=PPG CE AXLL CF SHW WPZ VAL ASH ….. HUN POT FTK WLK GPRE PAH MEOH PEIX=Bottom (Chemicals/Fertilizers)
META(24): -0.33% Top=CLF SLCA CENX AA BTU CCJ SLW SCCO ….. EGO GG SWC PAAS ABX NEM AEM HCLP=Bottom (Metals & Mining)
ENER(125): -0.73% Top=BBEP BWP NS PVA SXL PAA SEMG MMP ….. MEMP LPI EMES WTI PDCE CRR AREX RSPP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:34 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 11:22 am ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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 (20141231 11:22 am ET)
19.6% of stocks are above yesterday’s high.
58.2% are above yesterday’s midpoint. (41.8% are below.)
9.5% are below yesterday’s low.
70.9% are inside yesterday’s range.
41.7% of stocks with today’s high > yesterday’s high. (58.3% less than).
36.5% of stocks with today’s low < yesterday’s low. (63.5% greater than).

EVIDENCE OF INTRADAY TREND (20141231 11:22 am ET)
54.2% of stocks are above today’s open. (43.0% are below).
49.2% of stocks are above today’s open and yesterday’s close.
24.8% are below both.
9.0% of stocks opened above yesterday’s high.
70.0% of stocks opened above yesterday’s close. (25.6% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 11:22 am ET)
15.8% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
64.4% are in the top half. 35.6% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20141231 11:22 am ET)
70.0% of stocks are above yesterday’s close. (30.0% are below.)
0.1% are up 4.5% or more. 0.3% are down 4.5% or more.
0.5% are up 3.5% or more. 0.8% are down 3.5% or more.
75.5% are between +1% and -1%.

RSI on DAILY (20141231 11:22 am ET)
2-day: >=95:11.1%…>=90:17.0%…>=80:27.6%…>=50:60.0%…<=20:14.5%…<=10:5.5%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:77.2%…<=20:0.0%…<=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 (20141231 11:22 am ET)
19.6% above previous 1 highs, 9.5% below previous 1 lows
12.1% above previous 2 highs, 7.8% below previous 2 lows
10.0% above previous 3 highs, 7.0% below previous 3 lows
9.4% above previous 4 highs, 5.0% below previous 4 lows
8.6% above previous 5 highs, 4.2% below previous 5 lows
8.3% above previous 6 highs, 2.6% below previous 6 lows
8.1% above previous 7 highs, 1.7% below previous 7 lows
7.8% above previous 8 highs, 0.7% below previous 8 lows
7.8% above previous 9 highs, 0.5% below previous 9 lows
7.7% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 11:22 am ET)
70.0% are above or equal to 12/30 close (1 days ago), 30.0% are below.
48.0% are above or equal to 12/29 close (2 days ago), 52.0% are below.
52.4% are above or equal to 12/26 close (3 days ago), 47.6% are below.
58.0% are above or equal to 12/24 close (4 days ago), 42.0% are below.
57.1% are above or equal to 12/23 close (5 days ago), 42.9% are below.
65.9% are above or equal to 12/22 close (6 days ago), 34.1% are below.
71.9% are above or equal to 12/19 close (7 days ago), 28.1% are below.
78.7% are above or equal to 12/18 close (8 days ago), 21.3% are below.
87.3% are above or equal to 12/17 close (9 days ago), 12.7% are below.
94.6% are above or equal to 12/16 close (10 days ago), 5.4% are below.
93.5% are above or equal to 12/15 close (11 days ago), 6.5% are below.
89.9% are above or equal to 12/12 close (12 days ago), 10.1% are below.
84.7% are above or equal to 12/11 close (13 days ago), 15.3% are below.
85.0% are above or equal to 12/10 close (14 days ago), 15.0% are below.
69.7% are above or equal to 12/9 close (15 days ago), 30.3% are below.
71.2% are above or equal to 12/8 close (16 days ago), 28.8% are below.
60.7% are above or equal to 12/5 close (17 days ago), 39.3% are below.
60.4% are above or equal to 12/4 close (18 days ago), 39.6% are below.
58.4% are above or equal to 12/3 close (19 days ago), 41.6% are below.
63.8% are above or equal to 12/2 close (20 days ago), 36.2% are below.
67.2% are above or equal to 12/1 close (21 days ago), 32.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 11:22 am ET)
20d: 11.9% new highs, 0.6% new lows
21d: 11.6% new highs, 0.6% new lows
42d: 9.7% new highs, 0.6% new lows
63d: 9.3% new highs, 0.4% new lows
126d: 8.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 11:22 am ET)
2-day: 68.1% above, 31.9% below
3-day: 55.6% above, 44.4% below
4-day: 53.4% above, 46.6% below
5-day: 55.5% above, 44.5% below
8-day: 62.9% above, 37.1% below
10-day: 74.6% above, 25.4% below
20-day: 82.2% above, 17.8% below
50-day: 67.2% above, 32.8% below
200-day: 61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 11:22 am ET)
MATE(29): 0.97% Top=RYL TOL KBH DHI MTH EXP TPH PHM ….. RSG FLR DAR RYN WY CVA WCN CLH=Bottom (Materials & Construction)
RETA(70): 0.88% Top=SHLD TSCO ROST FIVE AEO URBN M BIG ….. WMT CVS RH EBAY RAD BABA JCP ZU=Bottom (Retail & Specialty Retail)
ELEC(54): 0.60% Top=TSL SWKS CPHD CRUS CREE CAVM IDTI ONNN ….. OVTI TRMB CY CODE IPGP SUNE SCTY INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): 0.49% Top=NVGS LUV JBLU GBX UAL GLNG AAL WERN ….. CHRW NAT SAVE WAB NSC SFL TDW TK=Bottom (Transportation)
HEAL(49): 0.48% Top=OPK WMGI XRAY ALGN MOH STE DXCM BDX ….. AET CYH UNH LH DGX KND THC MR=Bottom (Health)
LEIS(30): 0.45% Top=BLMN SBUX CAKE RCL MAR ARMK SONC LQ ….. EXPE KKD LVS PNK DNKN WYNN GPRO LOCO=Bottom (Leisure)
COSW(76): 0.44% Top=VDSI MANH AWAY TRAK YELP MDRX CRM ADBE ….. CVLT IMS MSCI AOL CSC FEYE TRUE VNET=Bottom (Computer Software/Internet)
CONS(57): 0.31% Top=LULU CRI WHR PVH FBHS HAR PAY SHOO ….. KS CCK OI RKT TUP TUMI UFS MLHR=Bottom (Consumer)
COHW(44): 0.30% Top=INFN FTR SWIR PANW ANET ARRS SSYS CAMP ….. BBRY T VZ EMC JNPR TDC GOGO KN=Bottom (Computer Hardware/Telecom)
FINA(93): 0.27% Top=OCN WDR FNGN ETFC WETF JNS KKR MBFI ….. AINV HCBK VLY C RY FNFG RCAP PSEC=Bottom (Banks/Financials)
DISV(52): 0.25% Top=Z YY MYGN GPN AAN CXW ADS GDOT ….. PAYX ACM RHI URI HMSY KBR WTW ABCO=Bottom (Diversified Services)
REAL(93): 0.23% Top=SHO RLGY BDN PEB LHO GGP BEE WRI ….. TWO AGNC MAC WMC OHI NLY HLSS ARCP=Bottom (Real Estate)
INSU(39): 0.12% Top=AFSI MTG AEL CB ORI AFG AXS CINF ….. MET AJG FNF GNW UNM AGO LNC MBI=Bottom (Insurance)
MANU(45): 0.07% Top=DDD MHK LII JKS ROK SWK LECO CFX ….. GE RXN AGCO DOV HEES GTLS MRC JOY=Bottom (Manufacturing)
CHEM(32): -0.23% Top=AXLL PPG CF CE SHW VAL DD OLN ….. POT HUN GPRE FTK PAH WLK MEOH PEIX=Bottom (Chemicals/Fertilizers)
META(23): -0.61% Top=CLF CENX SLCA AA SCCO CCJ BTU NUE ….. SWC GG TCK NEM ABX HCLP PAAS AEM=Bottom (Metals & Mining)
ENER(125): -0.84% Top=BBEP BWP NS SXL PVA BPL PAA MDU ….. BBG RES AREX LPI WTI PDCE RSPP CRR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:04 am

Market Stats at 10:03 am ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20141231 10:03 am ET)
11.6% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
16.8% are below yesterday’s low.
71.6% are inside yesterday’s range.
32.1% of stocks with today’s high > yesterday’s high. (67.9% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND (20141231 10:03 am ET)
42.2% of stocks are above today’s open. (55.3% are below).
36.6% of stocks are above today’s open and yesterday’s close.
39.8% are below both.
9.0% of stocks opened above yesterday’s high.
69.9% of stocks opened above yesterday’s close. (25.6% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 10:03 am ET)
8.1% of stocks are in the top 10% of today’s range.
16.9% are in the top 20%.
49.7% are in the top half. 50.3% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN (20141231 10:03 am ET)
55.0% of stocks are above yesterday’s close. (45.0% are below.)
0.0% are up 4.5% or more. 0.6% are down 4.5% or more.
0.0% are up 3.5% or more. 1.2% are down 3.5% or more.
82.7% are between +1% and -1%.

RSI on DAILY (20141231 10:03 am ET)
2-day: >=95:8.6%…>=90:14.7%…>=80:22.2%…>=50:49.3%…<=20:21.4%…<=10:9.1%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:73.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:71.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 10:03 am ET)
11.6% above previous 1 highs, 16.8% below previous 1 lows
7.9% above previous 2 highs, 14.5% below previous 2 lows
7.2% above previous 3 highs, 13.2% below previous 3 lows
6.8% above previous 4 highs, 8.6% below previous 4 lows
5.5% above previous 5 highs, 7.3% below previous 5 lows
5.4% above previous 6 highs, 4.7% below previous 6 lows
5.4% above previous 7 highs, 3.0% below previous 7 lows
5.4% above previous 8 highs, 1.3% below previous 8 lows
5.4% above previous 9 highs, 0.5% below previous 9 lows
5.4% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 10:03 am ET)
55.0% are above or equal to 12/30 close (1 days ago), 45.0% are below.
38.2% are above or equal to 12/29 close (2 days ago), 61.8% are below.
46.6% are above or equal to 12/26 close (3 days ago), 53.4% are below.
53.9% are above or equal to 12/24 close (4 days ago), 46.1% are below.
52.2% are above or equal to 12/23 close (5 days ago), 47.8% are below.
61.6% are above or equal to 12/22 close (6 days ago), 38.4% are below.
69.2% are above or equal to 12/19 close (7 days ago), 30.8% are below.
76.2% are above or equal to 12/18 close (8 days ago), 23.8% are below.
86.3% are above or equal to 12/17 close (9 days ago), 13.7% are below.
94.5% are above or equal to 12/16 close (10 days ago), 5.5% are below.
93.2% are above or equal to 12/15 close (11 days ago), 6.8% are below.
89.7% are above or equal to 12/12 close (12 days ago), 10.3% are below.
83.6% are above or equal to 12/11 close (13 days ago), 16.4% are below.
83.9% are above or equal to 12/10 close (14 days ago), 16.1% are below.
66.7% are above or equal to 12/9 close (15 days ago), 33.3% are below.
69.4% are above or equal to 12/8 close (16 days ago), 30.6% are below.
58.0% are above or equal to 12/5 close (17 days ago), 42.0% are below.
59.2% are above or equal to 12/4 close (18 days ago), 40.8% are below.
56.6% are above or equal to 12/3 close (19 days ago), 43.4% are below.
61.8% are above or equal to 12/2 close (20 days ago), 38.2% are below.
66.4% are above or equal to 12/1 close (21 days ago), 33.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 10:03 am ET)
20d: 9.9% new highs, 0.4% new lows
21d: 9.7% new highs, 0.4% new lows
42d: 8.5% new highs, 0.4% new lows
63d: 8.2% new highs, 0.2% new lows
126d: 7.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 10:03 am ET)
2-day: 51.9% above, 48.1% below
3-day: 44.4% above, 55.6% below
4-day: 43.6% above, 56.4% below
5-day: 46.8% above, 53.2% below
8-day: 57.2% above, 42.8% below
10-day: 69.6% above, 30.4% below
20-day: 80.5% above, 19.5% below
50-day: 65.2% above, 34.8% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 10:03 am ET)
RETA(70): 0.59% Top=SHLD JWN TSCO TJX ROST DDS LB BBBY ….. CVS CPRT JCP BID ANF EBAY RAD ZU=Bottom (Retail & Specialty Retail)
REAL(93): 0.45% Top=SHO ARCP EJ DRE HCN GGP WRI BDN ….. NRF MFA BAM BXMT OHI STWD NSM HLSS=Bottom (Real Estate)
MATE(29): 0.45% Top=RYL KBH DHI MTH SPF TOL MDC PHM ….. PWR EXP CVA FLR CLH MTZ WCN DAR=Bottom (Materials & Construction)
HEAL(49): 0.39% Top=OPK MOH CNC HUM WMGI HNT BCR EW ….. BKD PRXL EVHC LH AMSG MR THC KND=Bottom (Health)
LEIS(30): 0.38% Top=BLMN SBUX ARMK MAR HLT DRI CAKE WYN ….. SIX KKD LVS DNKN EXPE WYNN LOCO GPRO=Bottom (Leisure)
TRAN(36): 0.25% Top=LUV UAL AAL ALK HA JBLU DAL WERN ….. CNI NAT CP WAB SFL NVGS TK TDW=Bottom (Transportation)
CONS(57): 0.22% Top=CRI UA DECK PVH WHR FBHS VFC SHOO ….. UFS TUP AVP MLHR KS CCK RKT TUMI=Bottom (Consumer)
ELEC(54): 0.16% Top=SWKS IDTI TSL CRUS CPHD JASO ATML ADI ….. IPGP TRMB SUNE SCTY CSIQ INVN SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): 0.01% Top=AFSI CB WSH ALL MTG WRB AEL ORI ….. HIG MBI AIG FAF VR CLGX LNC UNM=Bottom (Insurance)
COSW(76): -0.00% Top=AWAY MANH TRAK VDSI SLH CTSH NOW QLIK ….. VMW CSC SNCR IMS JD VIPS VNET SFUN=Bottom (Computer Software/Internet)
DISV(52): -0.01% Top=MYGN CXW GPN V GEO CAR HTZ WOOF ….. ABCO AAN TNET YY ADT ACM KBR WTW=Bottom (Diversified Services)
COHW(44): -0.09% Top=FTR ANET ARRS WIN CTL SWIR COMM PANW ….. JNPR BBRY NTAP NMBL TDC GOGO UBNT KN=Bottom (Computer Hardware/Telecom)
FINA(93): -0.11% Top=LAZ BKU MBFI PBCT CBSH AXP PHH OCN ….. TD C HCBK PSEC FNFG RCAP ARCC AINV=Bottom (Banks/Financials)
MANU(45): -0.35% Top=LII SWK DHR DE ITT ATI ATU RBC ….. PNR TEX RS DOV JKS JOY MRC GTLS=Bottom (Manufacturing)
META(24): -0.39% Top=CLF CENX SLW EGO GG RGLD AA NUE ….. PAAS SWC CMC FCX STLD SLCA TCK HCLP=Bottom (Metals & Mining)
CHEM(32): -0.43% Top=ASH PPG SHW DD AXLL CE VAL APD ….. POT MOS DOW HUN GPRE WLK MEOH FTK=Bottom (Chemicals/Fertilizers)
ENER(125): -1.37% Top=NGLS ENLK APL ECA ETE WNR PVA NS ….. LPI OAS EMES WTI PTEN CRR AREX RSPP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 10:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:39 am ET
by daytrend on 20141231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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 (20141231 9:39 am ET)
13.2% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
14.3% are below yesterday’s low.
72.5% are inside yesterday’s range.
28.0% of stocks with today’s high > yesterday’s high. (72.0% less than).
23.1% of stocks with today’s low < yesterday’s low. (76.9% greater than).

EVIDENCE OF INTRADAY TREND (20141231 9:39 am ET)
42.8% of stocks are above today’s open. (54.9% are below).
37.7% of stocks are above today’s open and yesterday’s close.
35.8% are below both.
9.0% of stocks opened above yesterday’s high.
70.0% of stocks opened above yesterday’s close. (25.7% opened below yesterday’s close).
5.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141231 9:39 am ET)
16.3% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
28.7% are in the bottom 20%.
17.2% are in the bottom 10%.

GAIN (20141231 9:39 am ET)
58.6% of stocks are above yesterday’s close. (41.4% are below.)
0.0% are up 4.5% or more. 0.3% are down 4.5% or more.
0.0% are up 3.5% or more. 0.7% are down 3.5% or more.
82.6% are between +1% and -1%.

RSI on DAILY (20141231 9:39 am ET)
2-day: >=95:8.6%…>=90:15.7%…>=80:24.2%…>=50:52.1%…<=20:20.4%…<=10:8.0%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:72.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141231 9:39 am ET)
13.2% above previous 1 highs, 14.3% below previous 1 lows
8.9% above previous 2 highs, 12.5% below previous 2 lows
7.6% above previous 3 highs, 11.4% below previous 3 lows
7.2% above previous 4 highs, 7.8% below previous 4 lows
6.3% above previous 5 highs, 6.8% below previous 5 lows
6.2% above previous 6 highs, 3.8% below previous 6 lows
6.2% above previous 7 highs, 2.4% below previous 7 lows
6.2% above previous 8 highs, 1.4% below previous 8 lows
6.1% above previous 9 highs, 0.6% below previous 9 lows
6.1% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141231 9:39 am ET)
58.6% are above or equal to 12/30 close (1 days ago), 41.4% are below.
41.7% are above or equal to 12/29 close (2 days ago), 58.3% are below.
47.2% are above or equal to 12/26 close (3 days ago), 52.8% are below.
54.9% are above or equal to 12/24 close (4 days ago), 45.1% are below.
53.6% are above or equal to 12/23 close (5 days ago), 46.4% are below.
63.4% are above or equal to 12/22 close (6 days ago), 36.6% are below.
68.8% are above or equal to 12/19 close (7 days ago), 31.2% are below.
76.5% are above or equal to 12/18 close (8 days ago), 23.5% are below.
87.4% are above or equal to 12/17 close (9 days ago), 12.6% are below.
94.8% are above or equal to 12/16 close (10 days ago), 5.2% are below.
93.3% are above or equal to 12/15 close (11 days ago), 6.7% are below.
89.3% are above or equal to 12/12 close (12 days ago), 10.7% are below.
83.2% are above or equal to 12/11 close (13 days ago), 16.8% are below.
83.3% are above or equal to 12/10 close (14 days ago), 16.7% are below.
68.0% are above or equal to 12/9 close (15 days ago), 32.0% are below.
70.1% are above or equal to 12/8 close (16 days ago), 29.9% are below.
58.8% are above or equal to 12/5 close (17 days ago), 41.2% are below.
59.9% are above or equal to 12/4 close (18 days ago), 40.1% are below.
57.2% are above or equal to 12/3 close (19 days ago), 42.8% are below.
62.5% are above or equal to 12/2 close (20 days ago), 37.5% are below.
66.3% are above or equal to 12/1 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141231 9:39 am ET)
20d: 8.3% new highs, 0.4% new lows
21d: 8.1% new highs, 0.4% new lows
42d: 7.0% new highs, 0.3% new lows
63d: 6.7% new highs, 0.2% new lows
126d: 5.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141231 9:39 am ET)
2-day: 56.0% above, 44.0% below
3-day: 46.4% above, 53.6% below
4-day: 46.8% above, 53.2% below
5-day: 49.0% above, 51.0% below
8-day: 58.6% above, 41.4% below
10-day: 70.1% above, 29.9% below
20-day: 79.4% above, 20.6% below
50-day: 65.5% above, 34.5% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141231 9:39 am ET)
REAL(93): 0.65% Top=CLNY SNH AKR DLR GPT GGP DRE TCO ….. SRC BXMT ARCP BAM RLGY HLSS NSM EJ=Bottom (Real Estate)
RETA(69): 0.58% Top=SHLD TSCO BBBY GME ROST ANN FINL TJX ….. RH RAD BURL SFM ZU ANF BID JCP=Bottom (Retail & Specialty Retail)
LEIS(30): 0.46% Top=LQ SBUX BLMN EAT CAKE DRI SONC TXRH ….. RCL CCL MCD LVS PNK WYNN GPRO LOCO=Bottom (Leisure)
MATE(29): 0.44% Top=RYL DHI MTH SPF MDC TOL PHM KBH ….. OC WCN PWR CLH FLR EXP MTZ DAR=Bottom (Materials & Construction)
HEAL(49): 0.29% Top=OPK THOR BDX WMGI CNC ZMH ZLTQ DXCM ….. UHS MR BSX KND LH THC BKD PRXL=Bottom (Health)
CONS(57): 0.27% Top=CRI VFC FL NWL MAT UA SCSS HBI ….. PG KMB CCK KS TPX RKT TUMI UFS=Bottom (Consumer)
COSW(76): 0.19% Top=MANH AWAY ADVS ZEN TRAK CTSH EA CTXS ….. JD VMW DATA CVLT SNCR VIPS SFUN VNET=Bottom (Computer Software/Internet)
INSU(39): 0.10% Top=AEL AFSI MBI MMC CB AJG CNO ALL ….. AIZ AON MTG GNW FAF FNF LNC RDN=Bottom (Insurance)
FINA(93): 0.07% Top=MBFI COF WETF PVTB WBS UMPQ WAFD JNS ….. ARCC CME LM AINV TCBI OCN FNFG RCAP=Bottom (Banks/Financials)
DISV(52): 0.05% Top=BLOX GDOT CXW GEO TMH V EXAM ATHN ….. PAYX ACM JEC URI SERV TNET KBR WTW=Bottom (Diversified Services)
ELEC(54): 0.04% Top=TSL JASO CPHD IDTI AMBA SWKS FCS SANM ….. MU SCTY CREE FSL IPGP TRMB CAVM FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.00% Top=ARRS PANW SSYS SWIR ANET BBRY FTR COMM ….. NMBL WIN SNDK LVLT WDC TDC NTAP KN=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.02% Top=LUV ALK UAL AAL DAL JBLU WERN HA ….. JBHT CNW TRN GBX LSTR TDW GLNG TK=Bottom (Transportation)
CHEM(32): -0.08% Top=PEIX PAH PPG DD ASH FMC POL SHW ….. DOW MON HUN CYT GPRE FTK MEOH WLK=Bottom (Chemicals/Fertilizers)
MANU(45): -0.23% Top=DDD RXN SWK HON DE ITT ATI PH ….. RS TEX JKS JOY DOV HEES MRC GTLS=Bottom (Manufacturing)
META(24): -0.75% Top=CLF AA NUE RGLD SLW BTU CENX GG ….. STLD SWC FCX PAAS ABX TCK SLCA HCLP=Bottom (Metals & Mining)
ENER(125): -1.58% Top=UPL BBEP LGCY MDU SXL TLLP MPC PAGP ….. SM DNR SPN AREX PDCE RSPP PTEN OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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/

12/30/2014

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

Closing Stats
by daytrend on 20141230. 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 (20141230 Closing)
8.3% of stocks are above yesterday’s high.
34.8% are above yesterday’s midpoint. (65.2% are below.)
28.7% are below yesterday’s low.
62.9% are inside yesterday’s range.
30.4% of stocks with today’s high > yesterday’s high. (69.6% less than).
56.2% of stocks with today’s low < yesterday’s low. (43.8% greater than).

EVIDENCE OF INTRADAY TREND (20141230 Closing)
47.2% of stocks are above today’s open. (51.1% are below).
30.5% of stocks are above today’s open and yesterday’s close.
50.2% are below both.
1.1% of stocks opened above yesterday’s high.
12.4% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
17.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141230 Closing)
2.0% of stocks are in the top 10% of today’s range.
7.7% are in the top 20%.
38.0% are in the top half. 62.0% of stocks are in the bottom half of today’s range.
23.7% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20141230 Closing)
32.4% of stocks are above yesterday’s close. (67.6% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.8% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20141230 Closing)
2-day: >=95:7.2%…>=90:13.4%…>=80:21.1%…>=50:45.6%…<=20:20.7%…<=10:6.8%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:76.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141230 Closing)
8.3% above previous 1 highs, 28.7% below previous 1 lows
6.6% above previous 2 highs, 23.8% below previous 2 lows
6.3% above previous 3 highs, 17.5% below previous 3 lows
5.4% above previous 4 highs, 13.6% below previous 4 lows
5.2% above previous 5 highs, 8.0% below previous 5 lows
4.9% above previous 6 highs, 5.2% below previous 6 lows
4.5% above previous 7 highs, 3.0% below previous 7 lows
4.4% above previous 8 highs, 1.3% below previous 8 lows
4.3% above previous 9 highs, 0.7% below previous 9 lows
4.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141230 Closing)
32.4% are above or equal to 12/29 close (1 days ago), 67.6% are below.
45.8% are above or equal to 12/26 close (2 days ago), 54.2% are below.
53.4% are above or equal to 12/24 close (3 days ago), 46.6% are below.
50.5% are above or equal to 12/23 close (4 days ago), 49.5% are below.
62.9% are above or equal to 12/22 close (5 days ago), 37.1% are below.
67.6% are above or equal to 12/19 close (6 days ago), 32.4% are below.
76.0% are above or equal to 12/18 close (7 days ago), 24.0% are below.
87.2% are above or equal to 12/17 close (8 days ago), 12.8% are below.
94.7% are above or equal to 12/16 close (9 days ago), 5.3% are below.
92.9% are above or equal to 12/15 close (10 days ago), 7.1% are below.
89.2% are above or equal to 12/12 close (11 days ago), 10.8% are below.
82.2% are above or equal to 12/11 close (12 days ago), 17.8% are below.
82.8% are above or equal to 12/10 close (13 days ago), 17.2% are below.
66.2% are above or equal to 12/9 close (14 days ago), 33.8% are below.
68.3% are above or equal to 12/8 close (15 days ago), 31.7% are below.
57.8% are above or equal to 12/5 close (16 days ago), 42.2% are below.
59.0% are above or equal to 12/4 close (17 days ago), 41.0% are below.
56.0% are above or equal to 12/3 close (18 days ago), 44.0% are below.
62.6% are above or equal to 12/2 close (19 days ago), 37.4% are below.
65.8% are above or equal to 12/1 close (20 days ago), 34.2% are below.
57.2% are above or equal to 11/28 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141230 Closing)
20d: 10.8% new highs, 1.0% new lows
21d: 10.1% new highs, 1.0% new lows
42d: 9.0% new highs, 0.9% new lows
63d: 8.7% new highs, 0.6% new lows
126d: 7.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141230 Closing)
2-day: 31.7% above, 68.3% below
3-day: 39.5% above, 60.5% below
4-day: 44.0% above, 56.0% below
5-day: 46.0% above, 54.0% below
8-day: 61.5% above, 38.5% below
10-day: 80.9% above, 19.1% below
20-day: 78.8% above, 21.2% below
50-day: 66.1% above, 33.9% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141230 Closing)
META(25): 0.87% Top=AEM GG PAAS CLF ABX NEM EGO STLD ….. AA CENX CCJ BTU FMSA CNX SLCA HCLP=Bottom (Metals & Mining)
INSU(40): 0.09% Top=AEL GNW AFG AJG VR AIZ WSH ORI ….. CLGX RDN AGO FNF MMC MTG TMK AFSI=Bottom (Insurance)
REAL(96): -0.01% Top=ARCP CLI OFC NRF MAC HTA RPAI PEI ….. CUZ NSM KIM CPT GLPI CUBE EQR O=Bottom (Real Estate)
RETA(70): -0.04% Top=BIG ZU FIVE WFM BWS ASNA FRAN DKS ….. CDW TIF RH DDS BBBY ANN TSCO MIK=Bottom (Retail & Specialty Retail)
HEAL(51): -0.05% Top=WMGI LH BSX ZMH HUM KND OPK BKD ….. MASI XRAY ZLTQ STE MDT HLS DXCM PRXL=Bottom (Health)
FINA(100): -0.16% Top=RCAP CG KKR APO KYN BKU MBFI TCB ….. IVZ FHN JNS OFG LM WETF EV FNGN=Bottom (Banks/Financials)
LEIS(31): -0.26% Top=PNK DNKN GPRO LQ WEN ARMK LOCO BLMN ….. CAKE MCD MAR CCL WYNN RCL SGMS EXPE=Bottom (Leisure)
MATE(29): -0.26% Top=MTZ DAR KBH TOL PHM CVA TPH RYL ….. RYN MLM FLR USG AWI SPF EXP CLH=Bottom (Materials & Construction)
TRAN(39): -0.31% Top=HA GLNG TK UAL JBLU CNW AAL DAL ….. CP BRS KNX XPO TDW NVGS GBX TRN=Bottom (Transportation)
CONS(59): -0.36% Top=KATE TPX LULU RKT CRI WHR TUP COH ….. ICON BLL PAY ECL HAR WWW HAS PBI=Bottom (Consumer)
ELEC(55): -0.52% Top=RFMD TQNT MRVL CAVM CPHD ISIL INVN CODE ….. ONNN FCS GRMN INTC SPWR AMBA SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): -0.55% Top=MEOH EMN CF DOW SHW AXLL POT OLN ….. PX RPM GPRE APD FTK POL WPZ PEIX=Bottom (Chemicals/Fertilizers)
COSW(79): -0.58% Top=LOCK TRUE YELP SFUN VIPS VNET ZEN YHOO ….. FEYE CVLT VEEV TRAK VDSI AZPN SPLK JD=Bottom (Computer Software/Internet)
COHW(46): -0.60% Top=CAMP ARUN BBRY JDSU RKUS JNPR GOGO BRCD ….. LXK EMC ANET FTR TMUS UBNT NMBL WIN=Bottom (Computer Hardware/Telecom)
MANU(49): -0.62% Top=RXN ZBRA DOV RS AOS PLL DCI SWK ….. TKR AME GTLS KMT AGCO JOY CFX HEES=Bottom (Manufacturing)
DISV(54): -0.67% Top=WOOF CAR EXAM ADT ABCO JEC LDOS MRKT ….. ADS HMSY ATHN MYGN RCII TNET WTW CXW=Bottom (Diversified Services)
ENER(130): -0.90% Top=ETP APL ALJ OKS LGCY ARP EEP BWP ….. WTI EMES VNR RRC PE PDCE CRK SWN=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 @ 2:58 pm

Market Stats at 2:58 pm ET
by daytrend on 20141230. 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 (20141230 2:58 pm ET)
9.6% of stocks are above yesterday’s high.
40.0% are above yesterday’s midpoint. (60.0% are below.)
25.0% are below yesterday’s low.
65.4% are inside yesterday’s range.
29.4% of stocks with today’s high > yesterday’s high. (70.6% less than).
55.2% of stocks with today’s low < yesterday’s low. (44.8% greater than).

EVIDENCE OF INTRADAY TREND (20141230 2:58 pm ET)
52.0% of stocks are above today’s open. (45.9% are below).
34.7% of stocks are above today’s open and yesterday’s close.
44.6% are below both.
1.1% of stocks opened above yesterday’s high.
12.4% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
17.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20141230 2:58 pm ET)
6.9% of stocks are in the top 10% of today’s range.
14.3% are in the top 20%.
47.5% are in the top half. 52.5% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20141230 2:58 pm ET)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
77.3% are between +1% and -1%.

RSI on DAILY (20141230 2:58 pm ET)
2-day: >=95:8.9%…>=90:16.8%…>=80:25.8%…>=50:49.9%…<=20:19.0%…<=10:6.3%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:71.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20141230 2:58 pm ET)
9.6% above previous 1 highs, 25.0% below previous 1 lows
7.5% above previous 2 highs, 19.8% below previous 2 lows
7.2% above previous 3 highs, 15.2% below previous 3 lows
6.4% above previous 4 highs, 12.3% below previous 4 lows
6.2% above previous 5 highs, 7.4% below previous 5 lows
5.6% above previous 6 highs, 5.3% below previous 6 lows
5.1% above previous 7 highs, 3.0% below previous 7 lows
5.1% above previous 8 highs, 1.4% below previous 8 lows
5.0% above previous 9 highs, 0.7% below previous 9 lows
5.0% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20141230 2:58 pm ET)
37.8% are above or equal to 12/29 close (1 days ago), 62.2% are below.
50.5% are above or equal to 12/26 close (2 days ago), 49.5% are below.
57.3% are above or equal to 12/24 close (3 days ago), 42.7% are below.
53.8% are above or equal to 12/23 close (4 days ago), 46.2% are below.
63.4% are above or equal to 12/22 close (5 days ago), 36.6% are below.
70.1% are above or equal to 12/19 close (6 days ago), 29.9% are below.
76.8% are above or equal to 12/18 close (7 days ago), 23.2% are below.
88.1% are above or equal to 12/17 close (8 days ago), 11.9% are below.
95.0% are above or equal to 12/16 close (9 days ago), 5.0% are below.
93.2% are above or equal to 12/15 close (10 days ago), 6.8% are below.
89.3% are above or equal to 12/12 close (11 days ago), 10.7% are below.
83.6% are above or equal to 12/11 close (12 days ago), 16.4% are below.
83.8% are above or equal to 12/10 close (13 days ago), 16.2% are below.
67.2% are above or equal to 12/9 close (14 days ago), 32.8% are below.
68.4% are above or equal to 12/8 close (15 days ago), 31.6% are below.
59.0% are above or equal to 12/5 close (16 days ago), 41.0% are below.
59.7% are above or equal to 12/4 close (17 days ago), 40.3% are below.
56.6% are above or equal to 12/3 close (18 days ago), 43.4% are below.
63.5% are above or equal to 12/2 close (19 days ago), 36.5% are below.
66.1% are above or equal to 12/1 close (20 days ago), 33.9% are below.
58.2% are above or equal to 11/28 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20141230 2:58 pm ET)
20d: 10.5% new highs, 1.0% new lows
21d: 9.8% new highs, 1.0% new lows
42d: 8.8% new highs, 0.9% new lows
63d: 8.6% new highs, 0.6% new lows
126d: 7.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20141230 2:58 pm ET)
2-day: 36.0% above, 64.0% below
3-day: 43.9% above, 56.1% below
4-day: 49.7% above, 50.3% below
5-day: 51.1% above, 48.9% below
8-day: 64.1% above, 35.9% below
10-day: 82.6% above, 17.4% below
20-day: 78.9% above, 21.1% below
50-day: 66.2% above, 33.8% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141230 2:58 pm ET)
META(25): 1.08% Top=AEM CLF GG PAAS ABX NEM STLD SLW ….. SCCO CCJ CENX BTU CNX FMSA SLCA HCLP=Bottom (Metals & Mining)
INSU(40): 0.24% Top=GNW AEL AFG VR AIZ AJG ORI BRO ….. CLGX TMK FAF AGO MMC MTG FNF AFSI=Bottom (Insurance)
HEAL(51): 0.13% Top=ZMH LH HUM BSX WMGI BKD MD BDX ….. XRAY MDT AMSG STE MASI HLS DXCM PRXL=Bottom (Health)
RETA(70): 0.06% Top=BIG FIVE BWS ZU ASNA FRAN DKS WFM ….. WAG TSCO ANN BBBY TFM TIF DDS MIK=Bottom (Retail & Specialty Retail)
FINA(100): -0.09% Top=RCAP CG APO KKR UMPQ ISBC KYN BKU ….. ETFC ARCC LM OCN JNS PSEC EV FNGN=Bottom (Banks/Financials)
REAL(96): -0.11% Top=ARCP CLI OFC AEC PEI SNH MAC EJ ….. BXMT CYS EQR AGNC CUBE GLPI O NSM=Bottom (Real Estate)
CONS(59): -0.19% Top=TUP TPX KATE RKT LULU CRI COH WHR ….. AVP HAR UFS ECL KS WWW HAS PBI=Bottom (Consumer)
TRAN(39): -0.23% Top=HA CNW GLNG UAL JBLU TK DAL AAL ….. CP CSX XPO KNX TDW TRN NVGS GBX=Bottom (Transportation)
MATE(29): -0.24% Top=MTZ DAR CVA TPH TOL PWR PHM RYL ….. RYN WY USG SPF MLM AWI EXP CLH=Bottom (Materials & Construction)
LEIS(31): -0.25% Top=PNK WEN LQ ARMK SEAS LOCO GPRO KKD ….. EAT CCL MCD MAR RCL SGMS WYNN EXPE=Bottom (Leisure)
CHEM(32): -0.28% Top=MEOH POT EMN CF SHW AXLL DOW AGU ….. GRA PX POL GPRE APD FTK WPZ PEIX=Bottom (Chemicals/Fertilizers)
ELEC(55): -0.42% Top=RFMD TQNT INVN MRVL CAVM JASO CSIQ CPHD ….. NVDA TXN ADI LRCX SPWR AMBA SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(49): -0.48% Top=ZBRA RXN RS DOV PLL AOS DCI LII ….. KMT CAT GNRC MRC AGCO JOY CFX HEES=Bottom (Manufacturing)
COSW(79): -0.54% Top=YELP LOCK SFUN ZEN CTRX CSC YHOO AKAM ….. CTSH TWTR CVLT TRAK AZPN VDSI JD SPLK=Bottom (Computer Software/Internet)
DISV(54): -0.55% Top=WOOF EXAM ADT CAR BAH ABCO LDOS JEC ….. URI GDOT ATHN RCII MYGN TNET WTW CXW=Bottom (Diversified Services)
COHW(46): -0.59% Top=CAMP BRCD ARUN JNPR BBRY JDSU QCOM XLS ….. CTL SWIR SYNA FTR TMUS WIN UBNT NMBL=Bottom (Computer Hardware/Telecom)
ENER(130): -0.72% Top=ALJ ETP APL MTDR EEP LPI PBF KOS ….. VNR RRC PDCE EPE EMES PE EVEP SWN=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). 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 2:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Create a free website or blog at WordPress.com.