daytrend

09/28/2016

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

Closing Stats
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160928 Closing)
51.8% of stocks are above yesterday’s high.
75.7% are above yesterday’s midpoint. (24.3% are below.)
9.2% are below yesterday’s low.
39.1% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high. (30.2% less than).
32.5% of stocks with today’s low < yesterday’s low. (67.5% greater than).

EVIDENCE OF INTRADAY TREND (20160928 Closing)
68.9% of stocks are above today’s open. (30.3% are below).
65.0% of stocks are above today’s open and yesterday’s close.
23.7% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 Closing)
38.2% of stocks are in the top 10% of today’s range.
54.3% are in the top 20%.
78.3% are in the top half. 21.7% of stocks are in the bottom half of today’s range.
4.4% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20160928 Closing)
72.0% of stocks are above yesterday’s close. (28.0% are below.)
7.2% are up 4.5% or more. 0.5% are down 4.5% or more.
9.5% are up 3.5% or more. 1.3% are down 3.5% or more.
53.0% are between +1% and -1%.

RSI on DAILY (20160928 Closing)
2-day: >=95:5.1%…>=90:13.6%…>=80:34.5%…>=50:72.8%…<=20:9.7%…<=10:4.7%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:68.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 Closing)
51.8% above previous 1 highs, 9.2% below previous 1 lows
42.4% above previous 2 highs, 7.4% below previous 2 lows
27.1% above previous 3 highs, 6.5% below previous 3 lows
20.1% above previous 4 highs, 6.0% below previous 4 lows
19.7% above previous 5 highs, 4.0% below previous 5 lows
19.1% above previous 6 highs, 3.9% below previous 6 lows
18.2% above previous 7 highs, 3.3% below previous 7 lows
18.0% above previous 8 highs, 3.2% below previous 8 lows
17.9% above previous 9 highs, 3.0% below previous 9 lows
17.2% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 Closing)
72.0% are above or equal to 9/27 close (1 days ago), 28.0% are below.
76.9% are above or equal to 9/26 close (2 days ago), 23.1% are below.
61.6% are above or equal to 9/23 close (3 days ago), 38.4% are below.
48.1% are above or equal to 9/22 close (4 days ago), 51.9% are below.
64.3% are above or equal to 9/21 close (5 days ago), 35.7% are below.
78.3% are above or equal to 9/20 close (6 days ago), 21.7% are below.
73.1% are above or equal to 9/19 close (7 days ago), 26.9% are below.
76.2% are above or equal to 9/16 close (8 days ago), 23.8% are below.
71.4% are above or equal to 9/15 close (9 days ago), 28.6% are below.
79.7% are above or equal to 9/14 close (10 days ago), 20.3% are below.
76.1% are above or equal to 9/13 close (11 days ago), 23.9% are below.
58.3% are above or equal to 9/12 close (12 days ago), 41.7% are below.
69.9% are above or equal to 9/9 close (13 days ago), 30.1% are below.
39.1% are above or equal to 9/8 close (14 days ago), 60.9% are below.
37.6% are above or equal to 9/7 close (15 days ago), 62.4% are below.
41.1% are above or equal to 9/6 close (16 days ago), 58.9% are below.
41.5% are above or equal to 9/2 close (17 days ago), 58.5% are below.
48.7% are above or equal to 9/1 close (18 days ago), 51.3% are below.
49.6% are above or equal to 8/31 close (19 days ago), 50.4% are below.
46.2% are above or equal to 8/30 close (20 days ago), 53.8% are below.
47.2% are above or equal to 8/29 close (21 days ago), 52.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 Closing)
20d: 10.9% new highs, 7.4% new lows
21d: 10.7% new highs, 7.2% new lows
42d: 7.8% new highs, 4.4% new lows
63d: 7.0% new highs, 1.9% new lows
126d: 5.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 Closing)
2-day: 71.6% above, 28.4% below
3-day: 76.4% above, 23.6% below
4-day: 71.5% above, 28.5% below
5-day: 65.6% above, 34.4% below
8-day: 72.6% above, 27.4% below
10-day: 74.2% above, 25.8% below
20-day: 62.5% above, 37.5% below
50-day: 55.6% above, 44.4% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 Closing)
ENER(89): 5.59% Top=CRC ATW OAS WLL REN MTDR SM MUR ….. PSXP HFC RICE CVI CPPL SEP VLO TSO=Bottom (Energy)
META(28): 3.31% Top=FMSA FCX SLCA CNX X PAAS SWC CLF ….. GG NEM AEM CMC NUE FNV CCJ STLD=Bottom (Metals & Mining)
CHEM(30): 2.05% Top=FTK MEOH CF GPRE CE PAH OLN KRA ….. AGU CHMT FMC MON ASH DD SHW DOW=Bottom (Chemicals/Fertilizers)
MANU(36): 1.88% Top=MRC CFX CAT ATI DDD KMT TEX GNRC ….. AOS TTC XYL BWXT GE DHR MHK ERII=Bottom (Manufacturing)
MATE(31): 1.10% Top=PWR DAR FLR TPH WY EXP DY MTZ ….. BECN KBH CAA FIX WM RSG AWI MAS=Bottom (Materials & Construction)
TRAN(29): 0.80% Top=XPO WERN CP TRN WAB KEX NAT KNX ….. EXPD DAL HA SAVE AAL UPS FDX LUV=Bottom (Transportation)
INSU(28): 0.77% Top=CNO AGO AIG AWH RDN PRU L XL ….. AFSI AJG PGR ALL AFL AON MMC WLTW=Bottom (Insurance)
FINA(91): 0.67% Top=WETF CMA CIT WDR NSAM VLY ESNT PFG ….. NYCB PSEC FITB CBOE ICE HAWK YRD BOFI=Bottom (Banks/Financials)
DISV(52): 0.51% Top=TMH KBR INFO JEC URI CTAS AL ACM ….. AHS GEO CXW ULTA MYGN CAR YY PAYX=Bottom (Diversified Services)
COHW(43): 0.44% Top=BBRY SSYS ZAYO TDC PANW INFN VG LVLT ….. CCI ANET VZ FNSR CIEN ACIA WDC T=Bottom (Computer Hardware/Telecom)
ELEC(51): 0.43% Top=SIMO SPWR CSIQ SCTY KEYS GLW ON TER ….. NXPI TEL IDTI FLEX OCLR NPTN MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): 0.42% Top=CUZ NRF DLR MPW OUT HPT MAA SHO ….. SUI AGNC BXMT STWD CIM TWO ARI NLY=Bottom (Real Estate)
COSW(100): 0.27% Top=MEET TWOU CRM ZEN SSNC CA DATA RHT ….. JD BIDU TTWO ADP SHOP TIVO TWTR BITA=Bottom (Computer Software/Internet)
HEAL(57): 0.27% Top=CYH THC HWAY AMSG WST EVHC BKD BABY ….. LH ACHC NVRO PINC IRWD PODD OPK DXCM=Bottom (Health)
CONS(60): -0.23% Top=OI GT ENR UFS COTY PBI FN SKX ….. FOSL LULU VFC CRI KATE LEG NKE TPX=Bottom (Consumer)
RETA(66): -0.48% Top=DDS FINL AMZN HD LL BID BABA NFLX ….. W PAG CHS ANF DKS RH FRAN LB=Bottom (Retail & Specialty Retail)
LEIS(37): -0.56% Top=MGM BYD EXPE GPRO LVS WYNN CCL QSR ….. MCD BLMN CAKE JACK EAT TXRH PLAY SONC=Bottom (Leisure)

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 @ 1:28 pm

Market Stats at 2:27 pm ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160928 2:27 pm ET)
48.7% of stocks are above yesterday’s high.
73.5% are above yesterday’s midpoint. (26.5% are below.)
10.5% are below yesterday’s low.
40.9% are inside yesterday’s range.
67.0% of stocks with today’s high > yesterday’s high. (33.0% less than).
32.1% of stocks with today’s low < yesterday’s low. (67.9% greater than).

EVIDENCE OF INTRADAY TREND (20160928 2:27 pm ET)
63.0% of stocks are above today’s open. (35.4% are below).
58.4% of stocks are above today’s open and yesterday’s close.
26.4% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 2:27 pm ET)
37.5% of stocks are in the top 10% of today’s range.
47.8% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
3.3% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN (20160928 2:27 pm ET)
69.0% of stocks are above yesterday’s close. (31.0% are below.)
6.6% are up 4.5% or more. 0.8% are down 4.5% or more.
8.6% are up 3.5% or more. 1.3% are down 3.5% or more.
59.1% are between +1% and -1%.

RSI on DAILY (20160928 2:27 pm ET)
2-day: >=95:5.1%…>=90:11.8%…>=80:31.3%…>=50:70.4%…<=20:10.6%…<=10:4.9%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:64.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 2:27 pm ET)
48.7% above previous 1 highs, 10.5% below previous 1 lows
38.2% above previous 2 highs, 8.7% below previous 2 lows
23.1% above previous 3 highs, 7.4% below previous 3 lows
16.7% above previous 4 highs, 7.1% below previous 4 lows
16.6% above previous 5 highs, 4.6% below previous 5 lows
16.3% above previous 6 highs, 4.4% below previous 6 lows
15.6% above previous 7 highs, 4.0% below previous 7 lows
15.3% above previous 8 highs, 3.6% below previous 8 lows
15.1% above previous 9 highs, 3.3% below previous 9 lows
14.5% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 2:27 pm ET)
69.0% are above or equal to 9/27 close (1 days ago), 31.0% are below.
75.5% are above or equal to 9/26 close (2 days ago), 24.5% are below.
58.4% are above or equal to 9/23 close (3 days ago), 41.6% are below.
45.4% are above or equal to 9/22 close (4 days ago), 54.6% are below.
61.7% are above or equal to 9/21 close (5 days ago), 38.3% are below.
76.7% are above or equal to 9/20 close (6 days ago), 23.3% are below.
71.4% are above or equal to 9/19 close (7 days ago), 28.6% are below.
75.0% are above or equal to 9/16 close (8 days ago), 25.0% are below.
69.1% are above or equal to 9/15 close (9 days ago), 30.9% are below.
78.6% are above or equal to 9/14 close (10 days ago), 21.4% are below.
75.0% are above or equal to 9/13 close (11 days ago), 25.0% are below.
56.0% are above or equal to 9/12 close (12 days ago), 44.0% are below.
68.8% are above or equal to 9/9 close (13 days ago), 31.2% are below.
38.7% are above or equal to 9/8 close (14 days ago), 61.3% are below.
35.8% are above or equal to 9/7 close (15 days ago), 64.2% are below.
38.2% are above or equal to 9/6 close (16 days ago), 61.8% are below.
39.5% are above or equal to 9/2 close (17 days ago), 60.5% are below.
46.9% are above or equal to 9/1 close (18 days ago), 53.1% are below.
47.0% are above or equal to 8/31 close (19 days ago), 53.0% are below.
43.9% are above or equal to 8/30 close (20 days ago), 56.1% are below.
44.4% are above or equal to 8/29 close (21 days ago), 55.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 2:27 pm ET)
20d: 9.6% new highs, 7.2% new lows
21d: 9.5% new highs, 7.0% new lows
42d: 6.8% new highs, 4.3% new lows
63d: 6.1% new highs, 1.7% new lows
126d: 5.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 2:27 pm ET)
2-day: 67.7% above, 32.3% below
3-day: 74.0% above, 26.0% below
4-day: 68.0% above, 32.0% below
5-day: 60.4% above, 39.6% below
8-day: 69.4% above, 30.6% below
10-day: 70.9% above, 29.1% below
20-day: 59.4% above, 40.6% below
50-day: 54.0% above, 46.0% below
200-day: 75.0% above, 25.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 2:27 pm ET)
ENER(89): 5.16% Top=OAS CRC ATW SN WLL MUR SM REN ….. MDU MMP WMB TSO CPPL VLO SEP CVI=Bottom (Energy)
META(28): 3.60% Top=FMSA FCX CNX SLCA AG PAAS AGI SSRI ….. GG CLF AA FNV NUE CMC CCJ STLD=Bottom (Metals & Mining)
CHEM(30): 1.82% Top=FTK MEOH GPRE CF CE OLN KRA HUN ….. SHW AGU CHMT ASH FMC MON DD DOW=Bottom (Chemicals/Fertilizers)
MANU(36): 1.49% Top=MRC CFX ATI CAT DDD GNRC PNR CMI ….. TTC AME AOS DHR GE BWXT MHK ERII=Bottom (Manufacturing)
MATE(31): 0.91% Top=PWR DAR WY TPH WCN SRCL FLR PHM ….. KBH WCIC BECN FIX WM RSG MAS AWI=Bottom (Materials & Construction)
TRAN(29): 0.90% Top=XPO JBLU WERN KNX NAT CP WAB SWFT ….. AAL JBHT ODFL CHRW EXPD FDX UPS LUV=Bottom (Transportation)
INSU(28): 0.50% Top=CNO AGO AWH AIG PRU LNC L RDN ….. HIG AJG ALL AFL MMC AON AFSI WLTW=Bottom (Insurance)
COHW(43): 0.39% Top=BBRY SSYS ZAYO PANW TDC INFN PSTG VRSN ….. CIEN NSR VZ WDC OLED FNSR ACIA T=Bottom (Computer Hardware/Telecom)
FINA(91): 0.34% Top=WETF WDR NSAM CMA CIT PFG EFX ESNT ….. FITB CFG CBOE ICE PYPL HAWK YRD BOFI=Bottom (Banks/Financials)
DISV(52): 0.33% Top=TMH CTAS KBR JEC INFO URI IILG AL ….. DV CXW GEO ULTA MYGN YY CAR PAYX=Bottom (Diversified Services)
ELEC(51): 0.31% Top=SIMO CSIQ SPWR SCTY KEYS TTMI TER GLW ….. NXPI OCLR TEL NPTN IDTI FLEX MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): 0.15% Top=MEET TWOU IAC CRM DATA TWLO FEYE ZEN ….. PAYC TIVO TTWO DBD BIDU TWTR SHOP BITA=Bottom (Computer Software/Internet)
REAL(99): 0.12% Top=NRF DLR CUZ OUT KRC MAA SHO MPW ….. SUI LXP STWD BXMT CIM TWO ARI NLY=Bottom (Real Estate)
HEAL(57): 0.12% Top=CYH THC BKD MD EVHC HWAY AMSG UHS ….. BCR EW LH PINC NVRO OPK PODD DXCM=Bottom (Health)
CONS(60): -0.31% Top=OI GT ENR SKX UFS PG COTY PBI ….. FOSL VFC GIII KATE CRI NKE LEG TPX=Bottom (Consumer)
RETA(66): -0.42% Top=DDS FINL AMZN HD LL BID BBBY LOW ….. URBN ANF DKS CHS PAG AEO FRAN LB=Bottom (Retail & Specialty Retail)
LEIS(37): -0.52% Top=MGM EXPE BYD GPRO CCL QSR LVS YUM ….. SEAS BLMN CAKE MCD EAT TXRH PLAY SONC=Bottom (Leisure)

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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:02 pm

Market Stats at 2:02 pm ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160928 2:02 pm ET)
31.7% of stocks are above yesterday’s high.
67.0% are above yesterday’s midpoint. (33.0% are below.)
14.8% are below yesterday’s low.
53.5% are inside yesterday’s range.
63.0% of stocks with today’s high > yesterday’s high. (37.0% less than).
31.8% of stocks with today’s low < yesterday’s low. (68.2% greater than).

EVIDENCE OF INTRADAY TREND (20160928 2:02 pm ET)
42.5% of stocks are above today’s open. (55.6% are below).
38.7% of stocks are above today’s open and yesterday’s close.
40.8% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 2:02 pm ET)
10.9% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20160928 2:02 pm ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
1.8% are up 4.5% or more. 1.0% are down 4.5% or more.
2.7% are up 3.5% or more. 1.4% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20160928 2:02 pm ET)
2-day: >=95:2.7%…>=90:7.2%…>=80:19.6%…>=50:56.6%…<=20:14.7%…<=10:7.6%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:53.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 2:02 pm ET)
31.7% above previous 1 highs, 14.8% below previous 1 lows
21.4% above previous 2 highs, 11.3% below previous 2 lows
12.0% above previous 3 highs, 9.6% below previous 3 lows
9.2% above previous 4 highs, 9.2% below previous 4 lows
9.2% above previous 5 highs, 6.0% below previous 5 lows
9.1% above previous 6 highs, 5.8% below previous 6 lows
8.7% above previous 7 highs, 5.3% below previous 7 lows
8.3% above previous 8 highs, 5.2% below previous 8 lows
8.1% above previous 9 highs, 4.5% below previous 9 lows
8.0% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 2:02 pm ET)
55.3% are above or equal to 9/27 close (1 days ago), 44.7% are below.
65.5% are above or equal to 9/26 close (2 days ago), 34.5% are below.
47.4% are above or equal to 9/23 close (3 days ago), 52.6% are below.
32.4% are above or equal to 9/22 close (4 days ago), 67.6% are below.
51.1% are above or equal to 9/21 close (5 days ago), 48.9% are below.
71.2% are above or equal to 9/20 close (6 days ago), 28.8% are below.
65.7% are above or equal to 9/19 close (7 days ago), 34.3% are below.
68.1% are above or equal to 9/16 close (8 days ago), 31.9% are below.
61.6% are above or equal to 9/15 close (9 days ago), 38.4% are below.
72.6% are above or equal to 9/14 close (10 days ago), 27.4% are below.
68.5% are above or equal to 9/13 close (11 days ago), 31.5% are below.
50.3% are above or equal to 9/12 close (12 days ago), 49.7% are below.
62.0% are above or equal to 9/9 close (13 days ago), 38.0% are below.
33.0% are above or equal to 9/8 close (14 days ago), 67.0% are below.
31.6% are above or equal to 9/7 close (15 days ago), 68.4% are below.
33.3% are above or equal to 9/6 close (16 days ago), 66.7% are below.
35.6% are above or equal to 9/2 close (17 days ago), 64.4% are below.
41.3% are above or equal to 9/1 close (18 days ago), 58.7% are below.
42.5% are above or equal to 8/31 close (19 days ago), 57.5% are below.
39.9% are above or equal to 8/30 close (20 days ago), 60.1% are below.
40.0% are above or equal to 8/29 close (21 days ago), 60.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 2:02 pm ET)
20d: 8.4% new highs, 7.1% new lows
21d: 8.2% new highs, 6.9% new lows
42d: 5.9% new highs, 4.1% new lows
63d: 5.4% new highs, 1.6% new lows
126d: 4.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 2:02 pm ET)
2-day: 53.5% above, 46.5% below
3-day: 63.0% above, 37.0% below
4-day: 56.0% above, 44.0% below
5-day: 47.7% above, 52.3% below
8-day: 58.9% above, 41.1% below
10-day: 61.1% above, 38.9% below
20-day: 51.0% above, 49.0% below
50-day: 48.9% above, 51.1% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 2:02 pm ET)
ENER(89): 2.16% Top=OAS ATW REN MTDR SM MUR RSPP NBR ….. SXL PSXP MMP ETE HFC TSO VLO CVI=Bottom (Energy)
META(28): 1.40% Top=FMSA CNX FCX SLCA X PAAS SWC SCCO ….. RGLD NUE CLF CMC FNV GG STLD CCJ=Bottom (Metals & Mining)
MANU(36): 0.69% Top=CAT DDD MRC ATI GNRC CFX CMI PNR ….. HON AOS XYL DHR BWXT GE MHK ERII=Bottom (Manufacturing)
CHEM(30): 0.68% Top=MEOH FTK GPRE CF CE OLN ALB KRA ….. PAH AGU MON WLK ASH FMC DD DOW=Bottom (Chemicals/Fertilizers)
TRAN(29): 0.52% Top=JBLU HA XPO WERN UAL CP KNX WAB ….. ODFL CHRW EXPD AIRM KEX LUV UPS FDX=Bottom (Transportation)
MATE(31): 0.33% Top=PWR WY DAR SRCL TPH WCN LEN APOG ….. BECN WM KBH FIX EXP RSG MAS AWI=Bottom (Materials & Construction)
COHW(43): 0.07% Top=BBRY SSYS ZAYO PANW PSTG INFN VRSN TDC ….. NTAP CIEN ACIA VZ OLED WDC FNSR T=Bottom (Computer Hardware/Telecom)
INSU(28): 0.02% Top=CNO AGO AWH AIG FNF PRU RDN FAF ….. AJG HIG MTG AFL AON MMC AFSI WLTW=Bottom (Insurance)
ELEC(51): -0.03% Top=SIMO CSIQ SPWR GLW TTMI KEYS ON TER ….. CRUS TEL FSLR IDTI FLEX PI MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): -0.06% Top=MEET TWOU IAC CRM TWLO DATA NOW RHT ….. JD VIPS TIVO BIDU DBD SHOP TWTR BITA=Bottom (Computer Software/Internet)
DISV(52): -0.07% Top=TMH CTAS INFO IILG JEC KBR RHI HCSG ….. CXW GEO DV ULTA MYGN YY CAR PAYX=Bottom (Diversified Services)
REAL(99): -0.08% Top=DLR CUZ NRF OUT HTA MAA KRC DDR ….. LXP CSAL STWD BXMT CIM ARI TWO NLY=Bottom (Real Estate)
FINA(91): -0.15% Top=WETF NSAM WDR VLY EFX CMA PFG CIT ….. CBOE HAWK ICE CFG PYPL FITB YRD BOFI=Bottom (Banks/Financials)
HEAL(57): -0.17% Top=CYH MD BKD THC VAR HWAY ANTM AMSG ….. BCR EW PINC LH ACHC NVRO OPK DXCM=Bottom (Health)
CONS(60): -0.77% Top=OI GT ENR SKX PG COTY FN PBI ….. CRI GIII FOSL VFC KATE NKE LEG TPX=Bottom (Consumer)
RETA(66): -0.79% Top=DDS FINL AMZN HD CASY LL LOW BABA ….. DKS M AEO PAG FRAN RH CHS LB=Bottom (Retail & Specialty Retail)
LEIS(37): -0.82% Top=EXPE MGM BYD GPRO CCL QSR LVS YUM ….. BLMN MCD CAKE JACK EAT TXRH PLAY SONC=Bottom (Leisure)

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 2:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 12:47 pm ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160928 12:47 pm ET)
26.9% of stocks are above yesterday’s high.
62.2% are above yesterday’s midpoint. (37.8% are below.)
15.9% are below yesterday’s low.
57.3% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20160928 12:47 pm ET)
36.8% of stocks are above today’s open. (61.7% are below).
32.8% of stocks are above today’s open and yesterday’s close.
48.2% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 12:47 pm ET)
8.3% of stocks are in the top 10% of today’s range.
15.1% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160928 12:47 pm ET)
47.9% of stocks are above yesterday’s close. (52.1% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.7% are up 3.5% or more. 1.4% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20160928 12:47 pm ET)
2-day: >=95:2.6%…>=90:5.8%…>=80:16.6%…>=50:50.5%…<=20:17.2%…<=10:8.7%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:52.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:50.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 12:47 pm ET)
26.9% above previous 1 highs, 15.9% below previous 1 lows
15.5% above previous 2 highs, 12.6% below previous 2 lows
8.6% above previous 3 highs, 10.9% below previous 3 lows
7.2% above previous 4 highs, 10.1% below previous 4 lows
7.1% above previous 5 highs, 6.7% below previous 5 lows
7.0% above previous 6 highs, 6.3% below previous 6 lows
6.8% above previous 7 highs, 5.6% below previous 7 lows
6.6% above previous 8 highs, 5.1% below previous 8 lows
6.5% above previous 9 highs, 4.4% below previous 9 lows
6.5% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 12:47 pm ET)
47.9% are above or equal to 9/27 close (1 days ago), 52.1% are below.
62.2% are above or equal to 9/26 close (2 days ago), 37.8% are below.
43.3% are above or equal to 9/23 close (3 days ago), 56.7% are below.
30.0% are above or equal to 9/22 close (4 days ago), 70.0% are below.
48.5% are above or equal to 9/21 close (5 days ago), 51.5% are below.
69.8% are above or equal to 9/20 close (6 days ago), 30.2% are below.
64.5% are above or equal to 9/19 close (7 days ago), 35.5% are below.
67.1% are above or equal to 9/16 close (8 days ago), 32.9% are below.
60.4% are above or equal to 9/15 close (9 days ago), 39.6% are below.
71.6% are above or equal to 9/14 close (10 days ago), 28.4% are below.
67.6% are above or equal to 9/13 close (11 days ago), 32.4% are below.
49.1% are above or equal to 9/12 close (12 days ago), 50.9% are below.
60.0% are above or equal to 9/9 close (13 days ago), 40.0% are below.
32.4% are above or equal to 9/8 close (14 days ago), 67.6% are below.
31.1% are above or equal to 9/7 close (15 days ago), 68.9% are below.
31.9% are above or equal to 9/6 close (16 days ago), 68.1% are below.
34.2% are above or equal to 9/2 close (17 days ago), 65.8% are below.
40.9% are above or equal to 9/1 close (18 days ago), 59.1% are below.
42.4% are above or equal to 8/31 close (19 days ago), 57.6% are below.
39.2% are above or equal to 8/30 close (20 days ago), 60.8% are below.
39.6% are above or equal to 8/29 close (21 days ago), 60.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 12:47 pm ET)
20d: 8.1% new highs, 6.8% new lows
21d: 7.9% new highs, 6.7% new lows
42d: 5.5% new highs, 4.1% new lows
63d: 5.0% new highs, 1.6% new lows
126d: 4.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 12:47 pm ET)
2-day: 45.7% above, 54.3% below
3-day: 58.0% above, 42.0% below
4-day: 51.1% above, 48.9% below
5-day: 42.7% above, 57.3% below
8-day: 55.1% above, 44.9% below
10-day: 58.6% above, 41.4% below
20-day: 48.9% above, 51.1% below
50-day: 47.6% above, 52.4% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 12:47 pm ET)
ENER(89): 1.80% Top=OAS ATW SM MTDR RSPP REN SEMG NBR ….. WMB SEP PSXP OKS SXL WPZ CVI VLO=Bottom (Energy)
MANU(36): 0.58% Top=ATI MRC DDD GNRC CAT CFX PNR CMI ….. XYL HON BWXT DHR AOS GE MHK ERII=Bottom (Manufacturing)
TRAN(29): 0.51% Top=JBLU HA XPO UAL NAT WERN ALK AAL ….. CNI CHRW EXPD ODFL KEX LUV FDX UPS=Bottom (Transportation)
META(28): 0.49% Top=FMSA CNX FCX X SCCO SLCA SWC TCK ….. STLD NEM FNV AEM GG TAHO FSM CCJ=Bottom (Metals & Mining)
CHEM(30): 0.41% Top=FTK MEOH GPRE CF ALB CE KRA OLN ….. AGU SHW ASH CC DD WLK FMC DOW=Bottom (Chemicals/Fertilizers)
MATE(31): 0.20% Top=SRCL PWR DAR WY VMC WCN OC TPH ….. CAA MTZ KBH FIX RSG MAS EXP AWI=Bottom (Materials & Construction)
REAL(99): -0.11% Top=DLR CUZ KRC OUT MPW LGIH HTA GLPI ….. CLNY STWD CSAL BXMT CIM TWO ARI NLY=Bottom (Real Estate)
INSU(28): -0.11% Top=CNO AWH AGO AIG FNF PRU ORI TRV ….. MTG LNC AJG AFL MMC AON AFSI WLTW=Bottom (Insurance)
ELEC(51): -0.13% Top=CSIQ SIMO TTMI SPWR KEYS TER GLW JBL ….. TEL CRUS FSLR IDTI FLEX PI MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): -0.13% Top=BBRY SSYS ZAYO INFN PANW PSTG VRSN EGHT ….. STX VZ NSR FNSR WDC OLED ACIA T=Bottom (Computer Hardware/Telecom)
DISV(52): -0.14% Top=TMH CTAS JEC INFO KBR IILG RHI URI ….. XRS FISV ULTA DV CAR YY MYGN PAYX=Bottom (Diversified Services)
FINA(91): -0.22% Top=WDR CIT NSAM WETF CMA PFG VLY ESNT ….. ICE CBOE FITB HAWK CFG PYPL YRD BOFI=Bottom (Banks/Financials)
HEAL(57): -0.24% Top=CYH MD BKD INCR ANTM HRC EVHC GMED ….. EW GKOS LH ADPT IRWD ACHC DXCM OPK=Bottom (Health)
COSW(100): -0.26% Top=TWLO MEET IAC CRM TWOU NOW DATA WBMD ….. ADP JD LC DBD BIDU TWTR SHOP BITA=Bottom (Computer Software/Internet)
RETA(66): -0.82% Top=DDS AMZN FINL CASY HD LOW LL WBA ….. DKS RH ANF AEO CHS LB FRAN PAG=Bottom (Retail & Specialty Retail)
CONS(60): -0.92% Top=GT SKX OI ENR COTY FN PBI PG ….. WHR FOSL CRI VFC KATE NKE LEG TPX=Bottom (Consumer)
LEIS(37): -0.98% Top=EXPE MGM BYD GPRO CCL MAR ISLE WYN ….. SHAK CAKE BLMN JACK EAT TXRH PLAY SONC=Bottom (Leisure)

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 12:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:08 am ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160928 11:08 am ET)
11.1% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
21.1% are below yesterday’s low.
67.7% are inside yesterday’s range.
59.3% of stocks with today’s high > yesterday’s high. (40.7% less than).
27.2% of stocks with today’s low < yesterday’s low. (72.8% greater than).

EVIDENCE OF INTRADAY TREND (20160928 11:08 am ET)
17.2% of stocks are above today’s open. (81.1% are below).
14.2% of stocks are above today’s open and yesterday’s close.
69.0% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 11:08 am ET)
0.3% of stocks are in the top 10% of today’s range.
1.3% are in the top 20%.
8.8% are in the top half. 91.2% of stocks are in the bottom half of today’s range.
71.3% are in the bottom 20%.
52.6% are in the bottom 10%.

GAIN (20160928 11:08 am ET)
27.5% of stocks are above yesterday’s close. (72.5% are below.)
0.2% are up 4.5% or more. 0.9% are down 4.5% or more.
0.3% are up 3.5% or more. 1.6% are down 3.5% or more.
71.1% are between +1% and -1%.

RSI on DAILY (20160928 11:08 am ET)
2-day: >=95:1.7%…>=90:4.0%…>=80:10.9%…>=50:34.0%…<=20:27.2%…<=10:13.7%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:45.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 11:08 am ET)
11.1% above previous 1 highs, 21.1% below previous 1 lows
8.6% above previous 2 highs, 17.4% below previous 2 lows
5.1% above previous 3 highs, 14.7% below previous 3 lows
4.4% above previous 4 highs, 13.4% below previous 4 lows
4.3% above previous 5 highs, 9.7% below previous 5 lows
4.3% above previous 6 highs, 8.6% below previous 6 lows
4.2% above previous 7 highs, 8.0% below previous 7 lows
4.0% above previous 8 highs, 6.8% below previous 8 lows
4.0% above previous 9 highs, 6.0% below previous 9 lows
3.9% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 11:08 am ET)
27.5% are above or equal to 9/27 close (1 days ago), 72.5% are below.
50.5% are above or equal to 9/26 close (2 days ago), 49.5% are below.
33.3% are above or equal to 9/23 close (3 days ago), 66.7% are below.
23.8% are above or equal to 9/22 close (4 days ago), 76.2% are below.
43.6% are above or equal to 9/21 close (5 days ago), 56.4% are below.
64.5% are above or equal to 9/20 close (6 days ago), 35.5% are below.
58.7% are above or equal to 9/19 close (7 days ago), 41.3% are below.
61.7% are above or equal to 9/16 close (8 days ago), 38.3% are below.
54.8% are above or equal to 9/15 close (9 days ago), 45.2% are below.
67.1% are above or equal to 9/14 close (10 days ago), 32.9% are below.
63.6% are above or equal to 9/13 close (11 days ago), 36.4% are below.
45.5% are above or equal to 9/12 close (12 days ago), 54.5% are below.
57.7% are above or equal to 9/9 close (13 days ago), 42.3% are below.
29.9% are above or equal to 9/8 close (14 days ago), 70.1% are below.
28.2% are above or equal to 9/7 close (15 days ago), 71.8% are below.
29.1% are above or equal to 9/6 close (16 days ago), 70.9% are below.
30.9% are above or equal to 9/2 close (17 days ago), 69.1% are below.
37.4% are above or equal to 9/1 close (18 days ago), 62.6% are below.
38.4% are above or equal to 8/31 close (19 days ago), 61.6% are below.
35.8% are above or equal to 8/30 close (20 days ago), 64.2% are below.
36.6% are above or equal to 8/29 close (21 days ago), 63.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 11:08 am ET)
20d: 7.9% new highs, 5.5% new lows
21d: 7.7% new highs, 5.4% new lows
42d: 5.3% new highs, 3.7% new lows
63d: 4.7% new highs, 1.5% new lows
126d: 4.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 11:08 am ET)
2-day: 25.8% above, 74.2% below
3-day: 39.9% above, 60.1% below
4-day: 35.5% above, 64.5% below
5-day: 29.4% above, 70.6% below
8-day: 46.5% above, 53.5% below
10-day: 51.1% above, 48.9% below
20-day: 44.6% above, 55.4% below
50-day: 44.9% above, 55.1% below
200-day: 71.8% above, 28.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 11:08 am ET)
MANU(36): 0.16% Top=SEDG PNR CAT CFX DDD GNRC CMI ROK ….. TTC BWXT AME DHR AOS GE MHK ERII=Bottom (Manufacturing)
MATE(32): 0.15% Top=RGSE WY SRCL DAR PWR OC APOG LEN ….. KBH USG RSG MTZ CAA USCR EXP AWI=Bottom (Materials & Construction)
TRAN(29): 0.08% Top=JBLU HA ALK UAL DAL CP AAL NAT ….. AIRM LUV XPO ODFL TRN UPS KEX FDX=Bottom (Transportation)
CHEM(30): -0.09% Top=MEOH CF CE FTK PX ALB GPRE POL ….. AGU DD WLK ASH FMC DOW CC PAH=Bottom (Chemicals/Fertilizers)
INSU(28): -0.29% Top=CNO AGO AIG AWH XL ORI CINF TRV ….. MMC AJG AON FAF AFL AFSI MTG WLTW=Bottom (Insurance)
ELEC(51): -0.31% Top=CSIQ TTMI TER JBL SCTY KEYS TSRA IPHI ….. AMBA GRMN OCLR FSLR FLEX MU PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): -0.43% Top=DLR CUZ KRC HTA PPS EQR OUT PSA ….. CLNY STWD BXMT CSAL TWO ARI CIM NLY=Bottom (Real Estate)
DISV(52): -0.45% Top=CTAS KBR TMH JEC IILG WOOF SERV BCO ….. FISV XRS MCO DV MYGN YY CAR PAYX=Bottom (Diversified Services)
ENER(89): -0.54% Top=ATW OAS NBR HP GEL CRZO COG RSPP ….. SN DK WPX RDC CRC CVI LPI WPZ=Bottom (Energy)
COHW(43): -0.55% Top=BBRY SSYS INFN SYNA PANW VRSN AAPL MSI ….. WIN T STX FNSR ARRS GIMO WDC ACIA=Bottom (Computer Hardware/Telecom)
FINA(91): -0.56% Top=CIT CMA UBSI PFG HBAN EFX BANC MS ….. PSEC WETF UMPQ FITB CBOE PYPL BOFI YRD=Bottom (Banks/Financials)
COSW(100): -0.62% Top=MEET IAC TWOU CHKP DATA CA MTCH CRM ….. AKAM BIDU WB YELP LC TWTR SHOP BITA=Bottom (Computer Software/Internet)
HEAL(57): -0.70% Top=MD CYH VAR ANTM HRC UHS GMED WST ….. LH ADPT DXCM THC IRWD PINC ACHC OPK=Bottom (Health)
RETA(66): -0.81% Top=DDS HD FINL LOW AMZN CASY STMP GME ….. LB CHS PAG ETSY URBN RH FRAN ANF=Bottom (Retail & Specialty Retail)
META(27): -0.87% Top=FMSA CNX FCX SCCO X SWC NUE AA ….. NEM TAHO CDE FSM SSRI GG AGI CCJ=Bottom (Metals & Mining)
CONS(60): -1.05% Top=SKX COTY FN PG ENR OI GT SCS ….. MAT CRI GIII FOSL NKE KATE LEG TPX=Bottom (Consumer)
LEIS(37): -1.29% Top=EXPE MGM GPRO BYD SIX CCL ARMK HLT ….. PNRA WEN SHAK CAKE TXRH JACK PLAY SONC=Bottom (Leisure)

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 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:37 am ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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 (20160928 10:37 am ET)
26.1% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
11.0% are below yesterday’s low.
62.9% are inside yesterday’s range.
59.3% of stocks with today’s high > yesterday’s high. (40.7% less than).
17.2% of stocks with today’s low < yesterday’s low. (82.8% greater than).

EVIDENCE OF INTRADAY TREND (20160928 10:37 am ET)
39.0% of stocks are above today’s open. (59.2% are below).
34.6% of stocks are above today’s open and yesterday’s close.
40.0% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 10:37 am ET)
1.3% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
39.7% are in the bottom 20%.
24.8% are in the bottom 10%.

GAIN (20160928 10:37 am ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 0.5% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20160928 10:37 am ET)
2-day: >=95:3.3%…>=90:6.9%…>=80:16.6%…>=50:53.1%…<=20:16.4%…<=10:7.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:53.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 10:37 am ET)
26.1% above previous 1 highs, 11.0% below previous 1 lows
17.7% above previous 2 highs, 8.6% below previous 2 lows
8.6% above previous 3 highs, 7.4% below previous 3 lows
7.3% above previous 4 highs, 7.0% below previous 4 lows
7.2% above previous 5 highs, 4.7% below previous 5 lows
6.9% above previous 6 highs, 4.2% below previous 6 lows
6.9% above previous 7 highs, 3.8% below previous 7 lows
6.8% above previous 8 highs, 3.6% below previous 8 lows
6.6% above previous 9 highs, 3.3% below previous 9 lows
6.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 10:37 am ET)
55.3% are above or equal to 9/27 close (1 days ago), 44.7% are below.
64.0% are above or equal to 9/26 close (2 days ago), 36.0% are below.
43.2% are above or equal to 9/23 close (3 days ago), 56.8% are below.
30.4% are above or equal to 9/22 close (4 days ago), 69.6% are below.
51.0% are above or equal to 9/21 close (5 days ago), 49.0% are below.
71.7% are above or equal to 9/20 close (6 days ago), 28.3% are below.
64.9% are above or equal to 9/19 close (7 days ago), 35.1% are below.
68.6% are above or equal to 9/16 close (8 days ago), 31.4% are below.
60.7% are above or equal to 9/15 close (9 days ago), 39.3% are below.
72.2% are above or equal to 9/14 close (10 days ago), 27.8% are below.
67.6% are above or equal to 9/13 close (11 days ago), 32.4% are below.
50.0% are above or equal to 9/12 close (12 days ago), 50.0% are below.
61.2% are above or equal to 9/9 close (13 days ago), 38.8% are below.
33.3% are above or equal to 9/8 close (14 days ago), 66.7% are below.
31.1% are above or equal to 9/7 close (15 days ago), 68.9% are below.
33.2% are above or equal to 9/6 close (16 days ago), 66.8% are below.
34.6% are above or equal to 9/2 close (17 days ago), 65.4% are below.
41.1% are above or equal to 9/1 close (18 days ago), 58.9% are below.
42.8% are above or equal to 8/31 close (19 days ago), 57.2% are below.
39.0% are above or equal to 8/30 close (20 days ago), 61.0% are below.
39.2% are above or equal to 8/29 close (21 days ago), 60.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 10:37 am ET)
20d: 7.9% new highs, 4.0% new lows
21d: 7.7% new highs, 4.0% new lows
42d: 5.3% new highs, 3.0% new lows
63d: 4.7% new highs, 1.4% new lows
126d: 4.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 10:37 am ET)
2-day: 53.6% above, 46.4% below
3-day: 59.4% above, 40.6% below
4-day: 51.4% above, 48.6% below
5-day: 43.9% above, 56.1% below
8-day: 57.1% above, 42.9% below
10-day: 60.2% above, 39.8% below
20-day: 50.1% above, 49.9% below
50-day: 48.4% above, 51.6% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 10:37 am ET)
MANU(36): 0.75% Top=SEDG DDD CFX ATI CAT CMI TEX ROK ….. TTC AME BWXT AOS DHR GE MHK ERII=Bottom (Manufacturing)
MATE(32): 0.64% Top=RGSE WY DAR PWR SRCL VMC OC TPH ….. USG CAA WM USCR MAS EXP RSG AWI=Bottom (Materials & Construction)
ENER(89): 0.62% Top=OAS ATW CWEI NBR CRZO SM RSPP MUR ….. QEP VLO GPOR CVI RES WNR WMB WPZ=Bottom (Energy)
CHEM(30): 0.54% Top=FTK MEOH CC CE CF POL HUN OLN ….. CHMT MON AGU SHW DD ASH FMC DOW=Bottom (Chemicals/Fertilizers)
META(28): 0.49% Top=FMSA CNX FCX X SLCA SWC SCCO AG ….. STLD RGLD SSRI NEM AGI FNV GG CCJ=Bottom (Metals & Mining)
TRAN(29): 0.33% Top=JBLU ALK UAL HA XPO NAT DAL CP ….. ODFL AIRM WERN KEX EXPD SWFT UPS FDX=Bottom (Transportation)
ELEC(51): 0.26% Top=CSIQ SPWR JBL TTMI MRVL IPHI SWKS TSRA ….. GRMN NPTN SIMO IDTI FLEX MU PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.13% Top=BBRY SSYS INFN SYNA AAPL PANW PSTG VG ….. WIN FNSR ARRS OLED ACIA WDC T GIMO=Bottom (Computer Hardware/Telecom)
INSU(28): 0.01% Top=CNO AGO AIG MET AWH ORI PRU UNM ….. MTG AON AFSI PGR MMC ALL FAF WLTW=Bottom (Insurance)
REAL(99): -0.02% Top=DLR CUZ KRC HTA SNH EQR HIW CBG ….. CLNY STWD CSAL BXMT TWO ARI CIM NLY=Bottom (Real Estate)
FINA(91): -0.02% Top=WDR HBAN OMF CIT WAL UBSI MS PFG ….. PSEC HAWK UMPQ PYPL FITB ICE CBOE BOFI=Bottom (Banks/Financials)
DISV(52): -0.04% Top=CTAS JEC IILG KBR URI AL WOOF INFO ….. ULTA GEO XRS FISV MYGN YY CAR PAYX=Bottom (Diversified Services)
COSW(100): -0.18% Top=MEET IAC TWOU SSNC FFIV DATA CHKP RHT ….. ADP YELP TIVO BIDU TWTR LC SHOP BITA=Bottom (Computer Software/Internet)
RETA(66): -0.32% Top=DDS HD FINL GME AMZN LOW LL SFM ….. TLRD SBH BURL RH ANF LB FRAN BIG=Bottom (Retail & Specialty Retail)
HEAL(57): -0.46% Top=HWAY MD ZLTQ ANTM HRC WST VAR UHS ….. NVRO INCR ACHC IRWD DXCM PINC BABY OPK=Bottom (Health)
CONS(60): -0.52% Top=SKX COTY OI GT HNI SCS PBI PG ….. EL CRI WHR MAT NKE KATE LEG TPX=Bottom (Consumer)
LEIS(37): -0.81% Top=EXPE MGM BYD SIX LVS WYN CCL MAR ….. WEN CAKE SEAS MCD JACK PLAY TXRH SONC=Bottom (Leisure)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:18 am ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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 (20160928 10:18 am ET)
34.1% of stocks are above yesterday’s high.
71.1% are above yesterday’s midpoint. (28.9% are below.)
8.8% are below yesterday’s low.
57.1% are inside yesterday’s range.
58.7% of stocks with today’s high > yesterday’s high. (41.3% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20160928 10:18 am ET)
50.0% of stocks are above today’s open. (48.2% are below).
46.0% of stocks are above today’s open and yesterday’s close.
31.7% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 10:18 am ET)
5.9% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20160928 10:18 am ET)
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.6% are down 3.5% or more.
74.8% are between +1% and -1%.

RSI on DAILY (20160928 10:18 am ET)
2-day: >=95:4.3%…>=90:8.2%…>=80:21.3%…>=50:61.3%…<=20:13.0%…<=10:5.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:58.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:55.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 10:18 am ET)
34.1% above previous 1 highs, 8.8% below previous 1 lows
23.9% above previous 2 highs, 6.9% below previous 2 lows
12.2% above previous 3 highs, 5.8% below previous 3 lows
9.7% above previous 4 highs, 5.2% below previous 4 lows
9.6% above previous 5 highs, 3.2% below previous 5 lows
9.3% above previous 6 highs, 2.9% below previous 6 lows
8.9% above previous 7 highs, 2.7% below previous 7 lows
8.8% above previous 8 highs, 2.6% below previous 8 lows
8.5% above previous 9 highs, 2.3% below previous 9 lows
8.0% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 10:18 am ET)
64.5% are above or equal to 9/27 close (1 days ago), 35.5% are below.
68.4% are above or equal to 9/26 close (2 days ago), 31.6% are below.
47.3% are above or equal to 9/23 close (3 days ago), 52.7% are below.
34.3% are above or equal to 9/22 close (4 days ago), 65.7% are below.
54.0% are above or equal to 9/21 close (5 days ago), 46.0% are below.
74.0% are above or equal to 9/20 close (6 days ago), 26.0% are below.
66.8% are above or equal to 9/19 close (7 days ago), 33.2% are below.
70.5% are above or equal to 9/16 close (8 days ago), 29.5% are below.
63.9% are above or equal to 9/15 close (9 days ago), 36.1% are below.
74.6% are above or equal to 9/14 close (10 days ago), 25.4% are below.
69.9% are above or equal to 9/13 close (11 days ago), 30.1% are below.
51.6% are above or equal to 9/12 close (12 days ago), 48.4% are below.
64.0% are above or equal to 9/9 close (13 days ago), 36.0% are below.
35.2% are above or equal to 9/8 close (14 days ago), 64.8% are below.
32.5% are above or equal to 9/7 close (15 days ago), 67.5% are below.
34.3% are above or equal to 9/6 close (16 days ago), 65.7% are below.
36.4% are above or equal to 9/2 close (17 days ago), 63.6% are below.
43.1% are above or equal to 9/1 close (18 days ago), 56.9% are below.
44.0% are above or equal to 8/31 close (19 days ago), 56.0% are below.
40.2% are above or equal to 8/30 close (20 days ago), 59.8% are below.
41.3% are above or equal to 8/29 close (21 days ago), 58.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 10:18 am ET)
20d: 7.8% new highs, 2.9% new lows
21d: 7.5% new highs, 2.9% new lows
42d: 5.2% new highs, 2.3% new lows
63d: 4.6% new highs, 1.3% new lows
126d: 4.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 10:18 am ET)
2-day: 63.3% above, 36.7% below
3-day: 67.1% above, 32.9% below
4-day: 58.4% above, 41.6% below
5-day: 50.9% above, 49.1% below
8-day: 60.8% above, 39.2% below
10-day: 62.8% above, 37.2% below
20-day: 52.8% above, 47.2% below
50-day: 49.7% above, 50.3% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 10:18 am ET)
MANU(36): 1.00% Top=SEDG ATI DDD CFX TEX CAT RS CMI ….. SWK BWXT TTC AOS MHK DHR GE ERII=Bottom (Manufacturing)
ENER(89): 0.93% Top=CWEI ATW OAS SEMG NBR SM PBF WLL ….. SEP HAL MMP OKS RES QEP WMB WPZ=Bottom (Energy)
MATE(32): 0.83% Top=RGSE WY VMC PWR DAR TPH SRCL MLM ….. BECN WM MAS FIX EXP USCR RSG AWI=Bottom (Materials & Construction)
META(28): 0.70% Top=FMSA CNX FCX X SLCA TCK SCCO SWC ….. RGLD SLW TAHO NEM FNV AGI CCJ GG=Bottom (Metals & Mining)
TRAN(29): 0.68% Top=JBLU HA UAL ALK AAL SAVE DAL XPO ….. KEX ODFL NSC CHRW WERN EXPD UPS FDX=Bottom (Transportation)
CHEM(30): 0.66% Top=MEOH CE FTK CC CF OLN POL HUN ….. CHMT MON AGU FMC ASH SHW DD DOW=Bottom (Chemicals/Fertilizers)
ELEC(51): 0.51% Top=CSIQ SPWR JBL TTMI MRVL TSRA SWKS TER ….. MXL NVDA IDTI SIMO FLEX MU PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.28% Top=SSYS BBRY INFN PSTG AAPL SYNA PANW MSI ….. NSR GIMO VZ ARRS OLED WDC FNSR T=Bottom (Computer Hardware/Telecom)
FINA(91): 0.25% Top=YRD WDR CIT VOYA HBAN MS TCB OMF ….. HAWK FITB CBOE UMPQ PSEC PYPL ICE BOFI=Bottom (Banks/Financials)
INSU(28): 0.24% Top=CNO AGO AIG LNC MET UNM AWH PRU ….. AFL ALL AJG AON MMC FAF AFSI WLTW=Bottom (Insurance)
REAL(99): 0.19% Top=DLR CUZ KRC SC NRF CBG EQR SNH ….. AGNC STWD CSAL BXMT TWO ARI CIM NLY=Bottom (Real Estate)
DISV(52): 0.18% Top=CTAS JEC AL KBR IILG MAN URI WOOF ….. GEO ULTA FISV XRS YY MYGN CAR PAYX=Bottom (Diversified Services)
RETA(66): -0.00% Top=DDS GME FINL LL HD SPLS LOW STMP ….. SBH KAR ANF ETSY BURL LB BIG RH=Bottom (Retail & Specialty Retail)
COSW(100): -0.07% Top=MEET DATA IAC SSNC TWOU RHT TRIP NOW ….. ADP TIVO TWTR YELP LC BIDU SHOP BITA=Bottom (Computer Software/Internet)
HEAL(57): -0.23% Top=CYH MD ZLTQ BKD HWAY AMSG ANTM UHS ….. EW IRWD INCR NVRO PINC DXCM OPK BABY=Bottom (Health)
CONS(60): -0.27% Top=SKX SCS PBI COTY OI GT TUP KS ….. MAT LULU WHR KATE EL NKE LEG TPX=Bottom (Consumer)
LEIS(37): -0.82% Top=EXPE GPRO MGM BYD TVPT HLT LVS WYN ….. WEN CAKE MCD PNRA JACK TXRH PLAY SONC=Bottom (Leisure)

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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/27/2016

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

Closing Stats
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

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

COMPARED TO YESTERDAY’S RANGE (20160927 Closing)
31.9% of stocks are above yesterday’s high.
57.6% are above yesterday’s midpoint. (42.4% are below.)
19.9% are below yesterday’s low.
48.2% are inside yesterday’s range.
48.2% of stocks with today’s high > yesterday’s high. (51.8% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20160927 Closing)
70.1% of stocks are above today’s open. (29.3% are below).
63.3% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
5.8% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (55.5% opened below yesterday’s close).
26.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160927 Closing)
25.8% of stocks are in the top 10% of today’s range.
42.3% are in the top 20%.
71.6% are in the top half. 28.4% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20160927 Closing)
67.2% of stocks are above yesterday’s close. (32.8% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
3.1% are up 3.5% or more. 2.6% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY (20160927 Closing)
2-day: >=95:4.3%…>=90:8.0%…>=80:16.1%…>=50:53.4%…<=20:16.7%…<=10:7.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:53.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 Closing)
31.9% above previous 1 highs, 19.9% below previous 1 lows
13.7% above previous 2 highs, 15.1% below previous 2 lows
10.0% above previous 3 highs, 14.3% below previous 3 lows
9.9% above previous 4 highs, 8.8% below previous 4 lows
9.7% above previous 5 highs, 7.3% below previous 5 lows
9.3% above previous 6 highs, 6.7% below previous 6 lows
9.0% above previous 7 highs, 5.7% below previous 7 lows
8.9% above previous 8 highs, 5.1% below previous 8 lows
8.8% above previous 9 highs, 4.8% below previous 9 lows
8.6% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 Closing)
67.2% are above or equal to 9/26 close (1 days ago), 32.8% are below.
43.2% are above or equal to 9/23 close (2 days ago), 56.8% are below.
30.0% are above or equal to 9/22 close (3 days ago), 70.0% are below.
51.1% are above or equal to 9/21 close (4 days ago), 48.9% are below.
72.3% are above or equal to 9/20 close (5 days ago), 27.7% are below.
66.1% are above or equal to 9/19 close (6 days ago), 33.9% are below.
68.9% are above or equal to 9/16 close (7 days ago), 31.1% are below.
61.5% are above or equal to 9/15 close (8 days ago), 38.5% are below.
72.0% are above or equal to 9/14 close (9 days ago), 28.0% are below.
69.0% are above or equal to 9/13 close (10 days ago), 31.0% are below.
49.8% are above or equal to 9/12 close (11 days ago), 50.2% are below.
61.0% are above or equal to 9/9 close (12 days ago), 39.0% are below.
32.9% are above or equal to 9/8 close (13 days ago), 67.1% are below.
30.9% are above or equal to 9/7 close (14 days ago), 69.1% are below.
32.6% are above or equal to 9/6 close (15 days ago), 67.4% are below.
35.1% are above or equal to 9/2 close (16 days ago), 64.9% are below.
40.7% are above or equal to 9/1 close (17 days ago), 59.3% are below.
42.3% are above or equal to 8/31 close (18 days ago), 57.7% are below.
38.9% are above or equal to 8/30 close (19 days ago), 61.1% are below.
40.2% are above or equal to 8/29 close (20 days ago), 59.8% are below.
45.6% are above or equal to 8/26 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 Closing)
20d: 7.9% new highs, 14.9% new lows
21d: 7.9% new highs, 14.6% new lows
42d: 4.8% new highs, 6.5% new lows
63d: 4.8% new highs, 3.6% new lows
126d: 4.2% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 Closing)
2-day: 66.4% above, 33.6% below
3-day: 50.7% above, 49.3% below
4-day: 41.2% above, 58.8% below
5-day: 45.0% above, 55.0% below
8-day: 60.5% above, 39.5% below
10-day: 64.3% above, 35.7% below
20-day: 48.4% above, 51.6% below
50-day: 47.6% above, 52.4% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 Closing)
ELEC(51): 1.99% Top=PI SPWR IPHI FSLR NPTN CSIQ IDTI MU ….. KEYS TER FIT TSRA SCTY ISIL NXPI SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 1.31% Top=LUV HA DAL AAL JBLU ALK XPO SAVE ….. KEX CP TRN WERN JBHT ODFL CSX WAB=Bottom (Transportation)
COSW(99): 1.28% Top=TWLO BITA YELP WB TRIP GRUB MEET NOW ….. INXN MSCI CRM TIVO WBMD TEAM BR DBD=Bottom (Computer Software/Internet)
COHW(43): 1.15% Top=GIMO STX FNSR WDC SYNA CIEN VG INFN ….. LVLT BCE TMUS TDC ZAYO CCI CRAY ACIA=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.99% Top=IRWD GKOS WST HOLX ADPT NVRO EW TMO ….. VWR MD STE COO BSX BKD ZLTQ BABY=Bottom (Health)
FINA(95): 0.96% Top=YRD BOFI NAVI SLM PFG SYF PYPL RF ….. WU BK ICE NDAQ KKR BANC EV BX=Bottom (Banks/Financials)
CHEM(30): 0.89% Top=MEOH POL CC OLN HUN KRA WLK CE ….. PPG CHMT MON ASH FTK MOS GPRE PAH=Bottom (Chemicals/Fertilizers)
INSU(29): 0.75% Top=CNO PRU L WRB UNM LNC CINF FNF ….. AIG TMK AGO TRV RDN FAF AFSI XL=Bottom (Insurance)
MANU(35): 0.71% Top=AOS SEDG IR DDD DHR TEX XYL GE ….. CMI MHK DCI CFX ATI DE MRC AGCO=Bottom (Manufacturing)
RETA(66): 0.61% Top=FRAN RH AZO NFLX BIG BABA AMZN BBY ….. TLRD SFM WFM KR GME ETSY DSW SIG=Bottom (Retail & Specialty Retail)
CONS(60): 0.41% Top=CCK KATE NWL WWW TUP NKE UA WHR ….. SEE PAY ENR KS SCS PKG GPK CRI=Bottom (Consumer)
MATE(31): 0.24% Top=MTZ KBH PWR MAS TPH BECN CAA OC ….. DY LEN WCIC FIX AWI EXP USCR USG=Bottom (Materials & Construction)
LEIS(36): 0.20% Top=RCL CCL EXPE SEAS BYD MGM LVS TVPT ….. PNRA CAKE EAT TXRH DRI BLMN ZOES PLAY=Bottom (Leisure)
DISV(53): 0.20% Top=MYGN ULTA ZG TMH SERV XRS VNTV IILG ….. AHS KBR RBA URI INFO GEO CXW CAR=Bottom (Diversified Services)
REAL(99): -0.91% Top=ALLY CLNY MGP BAM BXMT NRZ SC CIM ….. WRE CUZ HCP HR RLJ EDR CONE HTA=Bottom (Real Estate)
META(28): -1.40% Top=STLD CMC CNX NUE CLF AEM SCCO AA ….. RGLD FMSA FCX AG CDE AGI SSRI TAHO=Bottom (Metals & Mining)
ENER(89): -1.76% Top=VLO TSO HP PBF GEL WNR CVI WMB ….. RSPP SM CLR SN GPOR SXL REN RICE=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 @ 10:52 am

Market Stats at 11:52 am ET
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160927 11:52 am ET)
19.4% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
23.1% are below yesterday’s low.
57.5% are inside yesterday’s range.
38.3% of stocks with today’s high > yesterday’s high. (61.7% less than).
54.3% of stocks with today’s low < yesterday’s low. (45.7% greater than).

EVIDENCE OF INTRADAY TREND (20160927 11:52 am ET)
60.0% of stocks are above today’s open. (38.0% are below).
51.3% of stocks are above today’s open and yesterday’s close.
32.3% are below both.
5.8% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (55.7% opened below yesterday’s close).
26.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160927 11:52 am ET)
11.1% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
57.4% are in the top half. 42.6% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20160927 11:52 am ET)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
0.5% are up 4.5% or more. 2.3% are down 4.5% or more.
1.5% are up 3.5% or more. 3.2% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20160927 11:52 am ET)
2-day: >=95:4.7%…>=90:7.2%…>=80:12.3%…>=50:43.3%…<=20:22.8%…<=10:9.8%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:47.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 11:52 am ET)
19.4% above previous 1 highs, 23.1% below previous 1 lows
7.6% above previous 2 highs, 19.5% below previous 2 lows
5.7% above previous 3 highs, 18.7% below previous 3 lows
5.7% above previous 4 highs, 12.1% below previous 4 lows
5.6% above previous 5 highs, 9.3% below previous 5 lows
5.3% above previous 6 highs, 8.7% below previous 6 lows
5.2% above previous 7 highs, 7.1% below previous 7 lows
5.1% above previous 8 highs, 6.6% below previous 8 lows
5.0% above previous 9 highs, 6.0% below previous 9 lows
4.7% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 11:52 am ET)
58.3% are above or equal to 9/26 close (1 days ago), 41.7% are below.
32.3% are above or equal to 9/23 close (2 days ago), 67.7% are below.
23.8% are above or equal to 9/22 close (3 days ago), 76.2% are below.
43.4% are above or equal to 9/21 close (4 days ago), 56.6% are below.
67.2% are above or equal to 9/20 close (5 days ago), 32.8% are below.
60.2% are above or equal to 9/19 close (6 days ago), 39.8% are below.
64.0% are above or equal to 9/16 close (7 days ago), 36.0% are below.
56.9% are above or equal to 9/15 close (8 days ago), 43.1% are below.
69.9% are above or equal to 9/14 close (9 days ago), 30.1% are below.
66.1% are above or equal to 9/13 close (10 days ago), 33.9% are below.
47.5% are above or equal to 9/12 close (11 days ago), 52.5% are below.
57.9% are above or equal to 9/9 close (12 days ago), 42.1% are below.
30.7% are above or equal to 9/8 close (13 days ago), 69.3% are below.
27.4% are above or equal to 9/7 close (14 days ago), 72.6% are below.
30.0% are above or equal to 9/6 close (15 days ago), 70.0% are below.
31.7% are above or equal to 9/2 close (16 days ago), 68.3% are below.
38.1% are above or equal to 9/1 close (17 days ago), 61.9% are below.
38.6% are above or equal to 8/31 close (18 days ago), 61.4% are below.
37.0% are above or equal to 8/30 close (19 days ago), 63.0% are below.
38.5% are above or equal to 8/29 close (20 days ago), 61.5% are below.
43.4% are above or equal to 8/26 close (21 days ago), 56.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 11:52 am ET)
20d: 5.6% new highs, 14.5% new lows
21d: 5.6% new highs, 14.3% new lows
42d: 3.1% new highs, 6.4% new lows
63d: 3.0% new highs, 3.6% new lows
126d: 2.6% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 11:52 am ET)
2-day: 56.7% above, 43.3% below
3-day: 39.8% above, 60.2% below
4-day: 30.9% above, 69.1% below
5-day: 36.6% above, 63.4% below
8-day: 52.4% above, 47.6% below
10-day: 56.4% above, 43.6% below
20-day: 45.8% above, 54.2% below
50-day: 45.8% above, 54.2% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 11:52 am ET)
ELEC(51): 1.08% Top=PI SPWR NPTN CSIQ AMD HIMX IPHI FSLR ….. SCTY MSCC KEYS TER FLEX CY FIT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 0.82% Top=LUV AAL JBLU SAVE HA DAL UAL ALK ….. JBHT CNI CSX WERN TRN ODFL WAB AIRM=Bottom (Transportation)
COSW(98): 0.79% Top=WB YELP BITA TWLO TRIP VIPS TWTR SINA ….. CRM FTNT WBMD MENT TEAM TIVO DBD BR=Bottom (Computer Software/Internet)
COHW(43): 0.76% Top=GIMO WDC PSTG VG STX SYNA HPQ INFN ….. AAPL CDW BRCD TDC ZAYO SSYS ARRS CRAY=Bottom (Computer Hardware/Telecom)
FINA(95): 0.56% Top=YRD BOFI NAVI PYPL SLM RF CFG AXP ….. EWBC IBKR LAZ JNS AMTD OMF EV BX=Bottom (Banks/Financials)
INSU(29): 0.48% Top=CNO WLTW ORI PRU AIG L WRB AGO ….. AFL TMK TRV AFSI PGR RDN XL FAF=Bottom (Insurance)
RETA(66): 0.39% Top=FRAN NFLX AZO BBY BIG TGT AMZN BABA ….. JCP KR DSW GPS GME AN BID SIG=Bottom (Retail & Specialty Retail)
MANU(35): 0.17% Top=SEDG IR AOS DDD GE DHR ITW PH ….. FLS CMI KMT DE MRC AGCO CFX ATI=Bottom (Manufacturing)
HEAL(57): 0.13% Top=IRWD NVRO GKOS OPK HOLX WST EW VAR ….. A PODD INCR ACHC BKD BSX ZLTQ BABY=Bottom (Health)
CHEM(30): -0.01% Top=POL MEOH CC WLK ALB HUN APD AXTA ….. GRA AGU EMN PAH CF MOS GPRE FTK=Bottom (Chemicals/Fertilizers)
CONS(60): -0.03% Top=CCK EL KATE WHR WWW NWL BC TUP ….. MLHR SEE FOSL SCS GIII PKG KS CRI=Bottom (Consumer)
LEIS(36): -0.10% Top=CCL EXPE RCL SEAS TVPT MGM CMG LVS ….. TXRH CAKE EAT PNRA DRI GPRO PLAY BLMN=Bottom (Leisure)
MATE(31): -0.11% Top=KBH TPH MAS OC BECN SRCL DHI MTZ ….. MLM AWI DY SUM FIX USG EXP USCR=Bottom (Materials & Construction)
DISV(53): -0.26% Top=YY ULTA XRS SERV DV ZG BAH VNTV ….. ACM RRD URI INFO AHS GEO CXW CAR=Bottom (Diversified Services)
REAL(99): -0.37% Top=MGP PGRE EQR BAM NRZ CIM ALLY CLNY ….. HCP CSAL CONE EDR DRH RLJ CBL HST=Bottom (Real Estate)
ENER(89): -2.07% Top=HP TSO PBF DO GEL CVX CVI PSXP ….. SWN SPN SXL SN WLL CRC RICE REN=Bottom (Energy)
META(27): -2.79% Top=STLD NUE CNX CMC SLCA SCCO AA AEM ….. X AGI FCX TAHO FMSA AG SSRI CDE=Bottom (Metals & Mining)

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 11:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:24 am ET
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160927 11:24 am ET)
15.5% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
23.6% are below yesterday’s low.
60.8% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
53.7% of stocks with today’s low < yesterday’s low. (46.3% greater than).

EVIDENCE OF INTRADAY TREND (20160927 11:24 am ET)
58.1% of stocks are above today’s open. (39.8% are below).
48.5% of stocks are above today’s open and yesterday’s close.
33.9% are below both.
5.8% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (55.7% opened below yesterday’s close).
26.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160927 11:24 am ET)
9.8% of stocks are in the top 10% of today’s range.
19.5% are in the top 20%.
50.8% are in the top half. 49.2% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20160927 11:24 am ET)
56.6% of stocks are above yesterday’s close. (43.4% are below.)
0.5% are up 4.5% or more. 2.3% are down 4.5% or more.
1.3% are up 3.5% or more. 3.7% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY (20160927 11:24 am ET)
2-day: >=95:4.4%…>=90:6.4%…>=80:11.5%…>=50:40.0%…<=20:24.6%…<=10:9.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:46.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 11:24 am ET)
15.5% above previous 1 highs, 23.6% below previous 1 lows
6.0% above previous 2 highs, 20.7% below previous 2 lows
4.6% above previous 3 highs, 19.6% below previous 3 lows
4.5% above previous 4 highs, 12.4% below previous 4 lows
4.3% above previous 5 highs, 9.9% below previous 5 lows
4.1% above previous 6 highs, 8.7% below previous 6 lows
4.0% above previous 7 highs, 7.1% below previous 7 lows
3.9% above previous 8 highs, 6.3% below previous 8 lows
3.8% above previous 9 highs, 6.0% below previous 9 lows
3.5% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 11:24 am ET)
56.6% are above or equal to 9/26 close (1 days ago), 43.4% are below.
29.2% are above or equal to 9/23 close (2 days ago), 70.8% are below.
23.3% are above or equal to 9/22 close (3 days ago), 76.7% are below.
42.2% are above or equal to 9/21 close (4 days ago), 57.8% are below.
65.0% are above or equal to 9/20 close (5 days ago), 35.0% are below.
59.5% are above or equal to 9/19 close (6 days ago), 40.5% are below.
63.3% are above or equal to 9/16 close (7 days ago), 36.7% are below.
55.8% are above or equal to 9/15 close (8 days ago), 44.2% are below.
68.8% are above or equal to 9/14 close (9 days ago), 31.2% are below.
65.5% are above or equal to 9/13 close (10 days ago), 34.5% are below.
46.8% are above or equal to 9/12 close (11 days ago), 53.2% are below.
57.3% are above or equal to 9/9 close (12 days ago), 42.7% are below.
30.6% are above or equal to 9/8 close (13 days ago), 69.4% are below.
26.8% are above or equal to 9/7 close (14 days ago), 73.2% are below.
29.1% are above or equal to 9/6 close (15 days ago), 70.9% are below.
31.3% are above or equal to 9/2 close (16 days ago), 68.7% are below.
38.0% are above or equal to 9/1 close (17 days ago), 62.0% are below.
38.5% are above or equal to 8/31 close (18 days ago), 61.5% are below.
36.4% are above or equal to 8/30 close (19 days ago), 63.6% are below.
38.1% are above or equal to 8/29 close (20 days ago), 61.9% are below.
42.8% are above or equal to 8/26 close (21 days ago), 57.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 11:24 am ET)
20d: 5.4% new highs, 14.0% new lows
21d: 5.4% new highs, 13.9% new lows
42d: 2.9% new highs, 6.0% new lows
63d: 2.9% new highs, 3.2% new lows
126d: 2.5% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 11:24 am ET)
2-day: 54.3% above, 45.7% below
3-day: 36.7% above, 63.3% below
4-day: 27.4% above, 72.6% below
5-day: 33.5% above, 66.5% below
8-day: 50.3% above, 49.7% below
10-day: 54.5% above, 45.5% below
20-day: 44.3% above, 55.7% below
50-day: 44.4% above, 55.6% below
200-day: 72.1% above, 27.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 11:24 am ET)
ELEC(51): 0.92% Top=PI SPWR CSIQ HIMX NPTN IPHI FSLR MU ….. TRMB KEYS TER MSCC CY FLEX FIT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.77% Top=WB YELP TRIP BITA VIPS TWLO SSNC SINA ….. VMW FTNT NCR NATI MENT TIVO BR DBD=Bottom (Computer Software/Internet)
COHW(43): 0.61% Top=GIMO WDC PSTG VG STX INFN HPQ ACIA ….. CTL CDW BRCD TDC SSYS ARRS ZAYO CRAY=Bottom (Computer Hardware/Telecom)
TRAN(28): 0.55% Top=LUV AAL HA SAVE JBLU DAL ALK UAL ….. CNI CSX UNP WAB WERN TRN ODFL AIRM=Bottom (Transportation)
RETA(66): 0.49% Top=FRAN NFLX AZO BBY RH AMZN BIG TGT ….. COST SFM KR WFM GME AN BID SIG=Bottom (Retail & Specialty Retail)
FINA(95): 0.38% Top=YRD BOFI NAVI PYPL SLM AXP HOMB CFG ….. NSAM AMTD WETF HAWK EWBC BX AMG EV=Bottom (Banks/Financials)
INSU(29): 0.31% Top=CNO WRB L PRU ORI CINF MTG AGO ….. AFL TMK AFSI TRV PGR RDN XL FAF=Bottom (Insurance)
HEAL(57): 0.20% Top=IRWD NVRO GKOS OPK HOLX EW EVHC ALGN ….. INCR DGX BKD A PODD BSX ZLTQ BABY=Bottom (Health)
MANU(35): 0.00% Top=SEDG IR DDD AOS GE DHR GNRC TTC ….. RS FLS DE KMT AGCO MRC CFX ATI=Bottom (Manufacturing)
CONS(60): -0.02% Top=CCK KATE NWL WWW EL BC HAS DECK ….. FOSL UFS MLHR GIII SCS PKG KS CRI=Bottom (Consumer)
CHEM(30): -0.08% Top=MEOH POL CC WLK APD SHW AXTA PX ….. AGU EMN GRA MOS CF PAH GPRE FTK=Bottom (Chemicals/Fertilizers)
MATE(31): -0.15% Top=KBH BECN TPH OC MAS SRCL WM PHM ….. AWI MLM USG DY FIX SUM EXP USCR=Bottom (Materials & Construction)
LEIS(36): -0.16% Top=CCL EXPE RCL SEAS TVPT LVS SHAK MGM ….. TXRH EAT CAKE PNRA GPRO DRI BLMN PLAY=Bottom (Leisure)
DISV(53): -0.21% Top=YY ULTA XRS ZG DV SERV TRU SCOR ….. ACM RRD URI AHS INFO GEO CAR CXW=Bottom (Diversified Services)
REAL(99): -0.33% Top=EQR PGRE MGP CIM CLNY BAM NRZ SUI ….. DRH SRC RLJ CONE CSAL HST EDR HCP=Bottom (Real Estate)
ENER(89): -2.38% Top=PBF TSO HP MPC MMP CVI CPPL VLO ….. SWN LPI GPOR WLL SPN SN RICE REN=Bottom (Energy)
META(27): -2.61% Top=STLD NUE CMC SCCO CNX AEM PAAS AA ….. FSM X FCX TAHO AG FMSA SSRI CDE=Bottom (Metals & Mining)

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 11:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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