daytrend

07/25/2016

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

Closing Stats
by daytrend on 20160725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160725 Closing)
23.8% of stocks are above yesterday’s high.
59.8% are above yesterday’s midpoint. (40.2% are below.)
19.3% are below yesterday’s low.
57.0% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
34.4% of stocks with today’s low < yesterday’s low. (65.6% greater than).

EVIDENCE OF INTRADAY TREND (20160725 Closing)
46.4% of stocks are above today’s open. (52.5% are below).
37.4% of stocks are above today’s open and yesterday’s close.
49.2% are below both.
7.4% of stocks opened above yesterday’s high.
31.7% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160725 Closing)
14.7% of stocks are in the top 10% of today’s range.
23.2% 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.
16.8% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20160725 Closing)
42.5% of stocks are above yesterday’s close. (57.5% are below.)
0.8% are up 4.5% or more. 2.5% are down 4.5% or more.
1.2% are up 3.5% or more. 5.0% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20160725 Closing)
2-day: >=95:9.5%…>=90:15.0%…>=80:26.6%…>=50:52.6%…<=20:19.3%…<=10:10.6%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.2%…>=50:76.0%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 Closing)
23.8% above previous 1 highs, 19.3% below previous 1 lows
15.4% above previous 2 highs, 16.3% below previous 2 lows
14.2% above previous 3 highs, 13.1% below previous 3 lows
13.6% above previous 4 highs, 11.8% below previous 4 lows
12.8% above previous 5 highs, 11.0% below previous 5 lows
12.1% above previous 6 highs, 10.9% below previous 6 lows
11.7% above previous 7 highs, 10.7% below previous 7 lows
11.1% above previous 8 highs, 10.0% below previous 8 lows
11.0% above previous 9 highs, 9.5% below previous 9 lows
10.9% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 Closing)
42.5% are above or equal to 7/22 close (1 days ago), 57.5% are below.
64.2% are above or equal to 7/21 close (2 days ago), 35.8% are below.
49.5% are above or equal to 7/20 close (3 days ago), 50.5% are below.
60.8% are above or equal to 7/19 close (4 days ago), 39.2% are below.
56.2% are above or equal to 7/18 close (5 days ago), 43.8% are below.
59.4% are above or equal to 7/15 close (6 days ago), 40.6% are below.
57.4% are above or equal to 7/14 close (7 days ago), 42.6% are below.
60.6% are above or equal to 7/13 close (8 days ago), 39.4% are below.
61.2% are above or equal to 7/12 close (9 days ago), 38.8% are below.
69.0% are above or equal to 7/11 close (10 days ago), 31.0% are below.
73.9% are above or equal to 7/8 close (11 days ago), 26.1% are below.
83.1% are above or equal to 7/7 close (12 days ago), 16.9% are below.
80.5% are above or equal to 7/6 close (13 days ago), 19.5% are below.
82.5% are above or equal to 7/5 close (14 days ago), 17.5% are below.
79.4% are above or equal to 7/1 close (15 days ago), 20.6% are below.
79.9% are above or equal to 6/30 close (16 days ago), 20.1% are below.
83.7% are above or equal to 6/29 close (17 days ago), 16.3% are below.
87.8% are above or equal to 6/28 close (18 days ago), 12.2% are below.
92.4% are above or equal to 6/27 close (19 days ago), 7.6% are below.
86.0% are above or equal to 6/24 close (20 days ago), 14.0% are below.
65.5% are above or equal to 6/23 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 Closing)
20d: 20.4% new highs, 3.3% new lows
21d: 18.6% new highs, 3.1% new lows
42d: 15.3% new highs, 2.5% new lows
63d: 12.3% new highs, 1.8% new lows
126d: 10.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 Closing)
2-day: 40.7% above, 59.3% below
3-day: 55.1% above, 44.9% below
4-day: 51.7% above, 48.3% below
5-day: 55.6% above, 44.4% below
8-day: 56.3% above, 43.7% below
10-day: 58.4% above, 41.6% below
20-day: 79.8% above, 20.2% below
50-day: 76.8% above, 23.2% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 Closing)
RETA(62): 0.81% Top=JWN DSW LB JCP M GPS STMP URBN ….. BBBY AMZN SIG W CST BABA LL CVS=Bottom (Retail & Specialty Retail)
ELEC(47): 0.80% Top=AMD MU SCTY MXL AMBA NVDA IDTI FIT ….. NXPI APH HIMX BRKR SPWR LEDS KEYS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.68% Top=BWLD VAC GPRO EAT BLMN WYNN SONC TXRH ….. CMG PLAY QSR MYCC MCD DPZ BYD HLT=Bottom (Leisure)
COHW(40): 0.48% Top=LITE INFN UBNT BBRY SYNA PANW SMCI JNPR ….. QCOM TMUS HRS AAPL LVLT ZAYO CCI SSYS=Bottom (Computer Hardware/Telecom)
MATE(32): 0.38% Top=NCS EXP AWI MAS TOL USG TTS LEN ….. KBH BECN DAR CBPX FAST DHI SRCL VMC=Bottom (Materials & Construction)
COSW(97): 0.27% Top=LXFT MEET SSNC ATHM CYBR NTES CHKP ATVI ….. GDDY PTC N BITA DATA YHOO MANH WB=Bottom (Computer Software/Internet)
CONS(52): 0.20% Top=FOSL LULU OI UA BERY WHR SCSS HAS ….. AVY CL CLX BMS WRK KS KMB SKX=Bottom (Consumer)
INSU(30): -0.09% Top=MTG RDN AJG TRV AGO FNF XL BRO ….. LNC TMK CLGX FAF HIG PRI ORI AFSI=Bottom (Insurance)
CHEM(25): -0.11% Top=ALB MOS OLN AXTA DD CF SHW HUN ….. AGU POT CC FOE RPM PPG PAH MEOH=Bottom (Chemicals/Fertilizers)
DISV(51): -0.12% Top=YY IILG AAN XRS SSTK MYGN ACM CXW ….. DV ATHN ZG AL V INFO SERV GATX=Bottom (Diversified Services)
REAL(101): -0.20% Top=LGIH PEI RLGY LHO ALLY CBL ESRT VNO ….. BAM CUBE CUZ EXR SBRA SSS DFT SC=Bottom (Real Estate)
FINA(99): -0.37% Top=FRC ARCC CFG BX PYPL NDAQ CFR MS ….. HBHC EWBC BEN TCB OZRK NAVI YRD ETFC=Bottom (Banks/Financials)
MANU(39): -0.62% Top=LECO BWXT TEX ZBRA SWK GGG BDC DCI ….. AME KMT GE DDD AGCO DE ROP RYI=Bottom (Manufacturing)
HEAL(53): -0.71% Top=ZLTQ NUVA ADPT ABT HLS STJ EW HOLX ….. CPHD STE ESRX ANTM PODD AET EVHC AMSG=Bottom (Health)
TRAN(31): -1.75% Top=ALK CNI DAL NSC UPS ODFL FDX CSX ….. NAT BRS GBX KNX WERN TRN WAB KEX=Bottom (Transportation)
ENER(86): -2.59% Top=CWEI VLO WNR ETP DK HFC SWN SXL ….. SPN EGN OII ECA FET REN SGY HLX=Bottom (Energy)
META(30): -2.60% Top=X CNX STLD SCCO CLF NUE TCK AA ….. SWC PAAS AG SSRI TAHO AEM FMSA SLCA=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:55 pm

Market Stats at 2:55 pm ET
by daytrend on 20160725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160725 2:55 pm ET)
21.6% 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.
58.5% are inside yesterday’s range.
48.3% of stocks with today’s high > yesterday’s high. (51.7% less than).
34.2% of stocks with today’s low < yesterday’s low. (65.8% greater than).

EVIDENCE OF INTRADAY TREND (20160725 2:55 pm ET)
44.2% of stocks are above today’s open. (54.6% are below).
34.1% of stocks are above today’s open and yesterday’s close.
49.9% are below both.
7.4% of stocks opened above yesterday’s high.
31.7% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160725 2:55 pm ET)
12.8% of stocks are in the top 10% of today’s range.
21.3% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN (20160725 2:55 pm ET)
39.8% of stocks are above yesterday’s close. (60.2% are below.)
0.7% are up 4.5% or more. 3.0% are down 4.5% or more.
1.3% are up 3.5% or more. 4.6% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20160725 2:55 pm ET)
2-day: >=95:9.8%…>=90:16.1%…>=80:26.6%…>=50:52.1%…<=20:20.0%…<=10:10.8%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.4%…>=50:75.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 2:55 pm ET)
21.6% above previous 1 highs, 19.9% below previous 1 lows
14.9% above previous 2 highs, 16.4% below previous 2 lows
13.3% above previous 3 highs, 12.9% below previous 3 lows
12.8% above previous 4 highs, 11.9% below previous 4 lows
11.9% above previous 5 highs, 11.1% below previous 5 lows
11.0% above previous 6 highs, 10.9% below previous 6 lows
10.9% above previous 7 highs, 10.7% below previous 7 lows
10.5% above previous 8 highs, 10.0% below previous 8 lows
10.2% above previous 9 highs, 9.5% below previous 9 lows
10.1% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 2:55 pm ET)
39.8% are above or equal to 7/22 close (1 days ago), 60.2% are below.
63.4% are above or equal to 7/21 close (2 days ago), 36.6% are below.
48.0% are above or equal to 7/20 close (3 days ago), 52.0% are below.
60.0% are above or equal to 7/19 close (4 days ago), 40.0% are below.
54.8% are above or equal to 7/18 close (5 days ago), 45.2% are below.
59.3% are above or equal to 7/15 close (6 days ago), 40.7% are below.
58.0% are above or equal to 7/14 close (7 days ago), 42.0% are below.
59.8% are above or equal to 7/13 close (8 days ago), 40.2% are below.
60.7% are above or equal to 7/12 close (9 days ago), 39.3% are below.
69.2% are above or equal to 7/11 close (10 days ago), 30.8% are below.
73.0% are above or equal to 7/8 close (11 days ago), 27.0% are below.
83.1% are above or equal to 7/7 close (12 days ago), 16.9% are below.
79.9% are above or equal to 7/6 close (13 days ago), 20.1% are below.
82.2% are above or equal to 7/5 close (14 days ago), 17.8% are below.
79.2% are above or equal to 7/1 close (15 days ago), 20.8% are below.
79.6% are above or equal to 6/30 close (16 days ago), 20.4% are below.
83.6% are above or equal to 6/29 close (17 days ago), 16.4% are below.
88.1% are above or equal to 6/28 close (18 days ago), 11.9% are below.
92.3% are above or equal to 6/27 close (19 days ago), 7.7% are below.
85.7% are above or equal to 6/24 close (20 days ago), 14.3% are below.
65.7% are above or equal to 6/23 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 2:55 pm ET)
20d: 19.1% new highs, 3.3% new lows
21d: 17.6% new highs, 3.1% new lows
42d: 14.3% new highs, 2.5% new lows
63d: 11.6% new highs, 1.8% new lows
126d: 9.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 2:55 pm ET)
2-day: 38.8% above, 61.2% below
3-day: 54.7% above, 45.3% below
4-day: 50.5% above, 49.5% below
5-day: 54.9% above, 45.1% below
8-day: 55.8% above, 44.2% below
10-day: 58.9% above, 41.1% below
20-day: 79.4% above, 20.6% below
50-day: 76.2% above, 23.8% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 2:55 pm ET)
ELEC(47): 0.92% Top=AMD MU SCTY MXL AMBA IDTI NVDA LEDS ….. HIMX APH FSLR NXPI MRVL GRMN BRKR KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): 0.83% Top=JWN DSW LB GPS STMP M URBN JCP ….. BBBY W KR AMZN CST BABA LL CVS=Bottom (Retail & Specialty Retail)
LEIS(34): 0.66% Top=BWLD VAC GPRO BLMN WYNN SONC EAT LVS ….. DPZ SIX WYN CMG QSR MCD BYD HLT=Bottom (Leisure)
COHW(40): 0.52% Top=LITE UBNT INFN SYNA SMCI BBRY PANW CUDA ….. TMUS QCOM HRS LVLT ZAYO AAPL SSYS CCI=Bottom (Computer Hardware/Telecom)
MATE(32): 0.34% Top=NCS EXP TTS AWI MAS LEN OC TOL ….. MTZ BECN RSG FAST WCN DHI SRCL VMC=Bottom (Materials & Construction)
COSW(97): 0.27% Top=LXFT MEET ATHM NTES CHKP CYBR YELP SSNC ….. N PTC ADBE YHOO BITA DATA MANH WB=Bottom (Computer Software/Internet)
CONS(52): 0.14% Top=FOSL UA LULU BERY OI WHR RL COH ….. BMS KS AVY GT CLX UFS KMB SKX=Bottom (Consumer)
DISV(51): -0.07% Top=YY AAN XRS MYGN IILG SSTK CXW AHS ….. DV RRD MA ATHN V SERV INFO GATX=Bottom (Diversified Services)
INSU(30): -0.16% Top=MTG RDN AJG AGO BRO CNO TRV FNF ….. TMK FAF LNC PRI CLGX HIG ORI AFSI=Bottom (Insurance)
REAL(101): -0.19% Top=PEI LGIH CBL RLGY LHO ESRT ALLY LPT ….. MGP BAM CUZ SSS EXR DFT SBRA SC=Bottom (Real Estate)
CHEM(25): -0.24% Top=AXTA ALB OLN CF MOS SHW DD HUN ….. AGU FOE FMC RPM PPG PAH CC MEOH=Bottom (Chemicals/Fertilizers)
FINA(99): -0.38% Top=FRC CFG ARCC PYPL BOFI BX SIVB NDAQ ….. SEIC SBNY EWBC SYF BEN OZRK YRD ETFC=Bottom (Banks/Financials)
MANU(39): -0.60% Top=LECO TEX BWXT ZBRA SWK GGG BDC DCI ….. PNR DDD KMT GE DE AGCO ROP RYI=Bottom (Manufacturing)
HEAL(53): -0.68% Top=ZLTQ NUVA ADPT HLS ABT STJ EW HOLX ….. ABMD ESRX STE AET ANTM PODD EVHC AMSG=Bottom (Health)
TRAN(31): -1.57% Top=ALK NSC CNI DAL ODFL UPS FDX CSX ….. HA BRS GBX KNX WERN TRN WAB KEX=Bottom (Transportation)
ENER(86): -2.66% Top=CWEI WNR DK VLO SWN HFC BPL RRC ….. EGN WLL OII SPN FET OAS REN HLX=Bottom (Energy)
META(30): -2.91% Top=CNX STLD X SCCO NUE AA CLF CCJ ….. BVN PAAS AG AEM SSRI TAHO FMSA SLCA=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 2:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:48 am ET
by daytrend on 20160725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160725 11:48 am ET)
17.9% of stocks are above yesterday’s high.
52.9% are above yesterday’s midpoint. (47.1% are below.)
20.6% are below yesterday’s low.
61.5% are inside yesterday’s range.
44.3% of stocks with today’s high > yesterday’s high. (55.7% less than).
31.9% of stocks with today’s low < yesterday’s low. (68.1% greater than).

EVIDENCE OF INTRADAY TREND (20160725 11:48 am ET)
36.5% of stocks are above today’s open. (61.9% are below).
28.6% of stocks are above today’s open and yesterday’s close.
58.6% are below both.
7.4% of stocks opened above yesterday’s high.
31.7% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160725 11:48 am ET)
6.9% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
26.8% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160725 11:48 am ET)
33.6% of stocks are above yesterday’s close. (66.4% are below.)
0.6% are up 4.5% or more. 2.4% are down 4.5% or more.
0.8% are up 3.5% or more. 4.8% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY (20160725 11:48 am ET)
2-day: >=95:6.7%…>=90:11.6%…>=80:21.7%…>=50:47.0%…<=20:21.7%…<=10:11.2%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:74.5%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:77.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 11:48 am ET)
17.9% above previous 1 highs, 20.6% below previous 1 lows
12.1% above previous 2 highs, 16.1% below previous 2 lows
11.1% above previous 3 highs, 13.3% below previous 3 lows
10.7% above previous 4 highs, 12.2% below previous 4 lows
10.1% above previous 5 highs, 11.7% below previous 5 lows
9.7% above previous 6 highs, 11.3% below previous 6 lows
9.1% above previous 7 highs, 10.5% below previous 7 lows
8.9% above previous 8 highs, 9.9% below previous 8 lows
8.4% above previous 9 highs, 9.1% below previous 9 lows
8.1% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 11:48 am ET)
33.6% are above or equal to 7/22 close (1 days ago), 66.4% are below.
60.1% are above or equal to 7/21 close (2 days ago), 39.9% are below.
44.8% are above or equal to 7/20 close (3 days ago), 55.2% are below.
57.5% are above or equal to 7/19 close (4 days ago), 42.5% are below.
52.8% are above or equal to 7/18 close (5 days ago), 47.2% are below.
57.6% are above or equal to 7/15 close (6 days ago), 42.4% are below.
55.0% are above or equal to 7/14 close (7 days ago), 45.0% are below.
58.4% are above or equal to 7/13 close (8 days ago), 41.6% are below.
59.3% are above or equal to 7/12 close (9 days ago), 40.7% are below.
67.7% are above or equal to 7/11 close (10 days ago), 32.3% are below.
71.9% are above or equal to 7/8 close (11 days ago), 28.1% are below.
82.3% are above or equal to 7/7 close (12 days ago), 17.7% are below.
79.8% are above or equal to 7/6 close (13 days ago), 20.2% are below.
81.7% are above or equal to 7/5 close (14 days ago), 18.3% are below.
79.0% are above or equal to 7/1 close (15 days ago), 21.0% are below.
79.2% are above or equal to 6/30 close (16 days ago), 20.8% are below.
83.4% are above or equal to 6/29 close (17 days ago), 16.6% are below.
87.9% are above or equal to 6/28 close (18 days ago), 12.1% are below.
92.0% are above or equal to 6/27 close (19 days ago), 8.0% are below.
85.5% are above or equal to 6/24 close (20 days ago), 14.5% are below.
64.7% are above or equal to 6/23 close (21 days ago), 35.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 11:48 am ET)
20d: 17.4% new highs, 3.0% new lows
21d: 15.7% new highs, 2.8% new lows
42d: 12.8% new highs, 2.3% new lows
63d: 10.3% new highs, 1.7% new lows
126d: 8.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 11:48 am ET)
2-day: 31.9% above, 68.1% below
3-day: 48.1% above, 51.9% below
4-day: 47.7% above, 52.3% below
5-day: 51.3% above, 48.7% below
8-day: 53.6% above, 46.4% below
10-day: 56.2% above, 43.8% below
20-day: 79.1% above, 20.9% below
50-day: 77.1% above, 22.9% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 11:48 am ET)
ELEC(47): 0.72% Top=AMD MU LEDS SCTY IDTI MXL AMBA NVDA ….. GRMN MRVL HIMX SPWR FSLR BRKR SIMO KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): 0.71% Top=JWN GPS URBN JCP M LB CHS DSW ….. BBBY KMX AMZN CST KR BABA CVS LL=Bottom (Retail & Specialty Retail)
LEIS(34): 0.49% Top=VAC WYNN GPRO LVS SHAK BLMN SONC EAT ….. BYD ARMK CMG SIX EXPE MCD QSR HLT=Bottom (Leisure)
COHW(40): 0.46% Top=LITE SMCI UBNT PANW GIMO BBRY SYNA INFN ….. T BCE OLED LVLT ZAYO CCI QCOM HRS=Bottom (Computer Hardware/Telecom)
MATE(32): 0.08% Top=NCS TTS EXP AWI MAS LEN TOL OC ….. FAST WCN BECN RSG FLR DAR VMC SRCL=Bottom (Materials & Construction)
COSW(97): 0.05% Top=MEET CYBR ATHM LXFT FTNT ATVI VMW SQ ….. N CVT JD MANH YHOO DATA WB BITA=Bottom (Computer Software/Internet)
INSU(30): -0.05% Top=MTG RDN AGO AWH AJG CNO BRO PRI ….. L CLGX LNC ORI MET PRU HIG AFSI=Bottom (Insurance)
CONS(52): -0.20% Top=LULU FOSL PAY SCSS COH BERY WHR RL ….. BMS KS WRK CLX TPX SKX UFS KMB=Bottom (Consumer)
DISV(51): -0.23% Top=YY AAN IILG CAR EEFT CXW SSTK FDC ….. V ATHN ALLE RRD ZG PCLN GATX SERV=Bottom (Diversified Services)
FINA(99): -0.38% Top=BX HAWK PYPL WETF ARCC FRC CFG BOFI ….. KKR SBNY SEIC NAVI TCBI OZRK YRD ETFC=Bottom (Banks/Financials)
REAL(101): -0.47% Top=RLGY DRH LGIH CBL LHO PEI TREE ESRT ….. AMT PSA DFT SSS CUBE EXR SBRA SC=Bottom (Real Estate)
CHEM(25): -0.60% Top=OLN ALB SHW AXTA MOS MON EMN HUN ….. POT RPM PPG CE AGU CC PAH MEOH=Bottom (Chemicals/Fertilizers)
MANU(39): -0.68% Top=TEX ZBRA LECO BDC GGG ATI HON DCI ….. CAT RS KMT GE RYI AGCO DE ROP=Bottom (Manufacturing)
HEAL(53): -0.91% Top=ZLTQ ADPT NUVA STJ DVA HLS OPK ABT ….. CPHD CYH ANTM AET IRWD PODD EVHC AMSG=Bottom (Health)
TRAN(31): -1.29% Top=ALK CNI UPS CSX EXPD DAL NSC CHRW ….. NAT LUV WERN GBX BRS TRN KEX WAB=Bottom (Transportation)
ENER(86): -2.55% Top=CWEI ETP MMP SXL OKS SE BPL PAA ….. CRZO SM REN OAS SPN WLL EGN FET=Bottom (Energy)
META(30): -2.62% Top=STLD CNX X SCCO CLF NUE AA CCJ ….. SSRI AEM SLCA CDE AG PAAS TAHO FMSA=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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:16 am ET
by daytrend on 20160725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160725 10:16 am ET)
13.1% of stocks are above yesterday’s high.
53.1% are above yesterday’s midpoint. (46.9% are below.)
17.8% are below yesterday’s low.
69.1% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
25.6% of stocks with today’s low < yesterday’s low. (74.4% greater than).

EVIDENCE OF INTRADAY TREND (20160725 10:16 am ET)
33.1% of stocks are above today’s open. (65.1% are below).
23.2% of stocks are above today’s open and yesterday’s close.
59.4% are below both.
7.4% of stocks opened above yesterday’s high.
31.7% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160725 10:16 am ET)
2.4% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
29.0% are in the top half. 71.0% of stocks are in the bottom half of today’s range.
43.8% are in the bottom 20%.
29.2% are in the bottom 10%.

GAIN (20160725 10:16 am ET)
30.0% of stocks are above yesterday’s close. (70.0% are below.)
0.6% are up 4.5% or more. 1.0% are down 4.5% or more.
0.6% are up 3.5% or more. 2.6% are down 3.5% or more.
73.4% are between +1% and -1%.

RSI on DAILY (20160725 10:16 am ET)
2-day: >=95:6.6%…>=90:12.0%…>=80:20.5%…>=50:46.1%…<=20:21.0%…<=10:11.6%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:75.1%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 10:16 am ET)
13.1% above previous 1 highs, 17.8% below previous 1 lows
9.1% above previous 2 highs, 14.4% below previous 2 lows
7.8% above previous 3 highs, 11.1% below previous 3 lows
7.6% above previous 4 highs, 9.8% below previous 4 lows
7.2% above previous 5 highs, 9.1% below previous 5 lows
6.7% above previous 6 highs, 9.0% below previous 6 lows
5.6% above previous 7 highs, 8.6% below previous 7 lows
5.4% above previous 8 highs, 7.9% below previous 8 lows
5.3% above previous 9 highs, 7.6% below previous 9 lows
5.3% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 10:16 am ET)
30.0% are above or equal to 7/22 close (1 days ago), 70.0% are below.
60.6% are above or equal to 7/21 close (2 days ago), 39.4% are below.
44.9% are above or equal to 7/20 close (3 days ago), 55.1% are below.
57.3% are above or equal to 7/19 close (4 days ago), 42.7% are below.
52.4% are above or equal to 7/18 close (5 days ago), 47.6% are below.
57.3% are above or equal to 7/15 close (6 days ago), 42.7% are below.
55.4% are above or equal to 7/14 close (7 days ago), 44.6% are below.
59.8% are above or equal to 7/13 close (8 days ago), 40.2% are below.
59.8% are above or equal to 7/12 close (9 days ago), 40.2% are below.
68.0% are above or equal to 7/11 close (10 days ago), 32.0% are below.
72.9% are above or equal to 7/8 close (11 days ago), 27.1% are below.
82.7% are above or equal to 7/7 close (12 days ago), 17.3% are below.
80.6% are above or equal to 7/6 close (13 days ago), 19.4% are below.
82.2% are above or equal to 7/5 close (14 days ago), 17.8% are below.
78.8% are above or equal to 7/1 close (15 days ago), 21.2% are below.
80.0% are above or equal to 6/30 close (16 days ago), 20.0% are below.
84.6% are above or equal to 6/29 close (17 days ago), 15.4% are below.
88.1% are above or equal to 6/28 close (18 days ago), 11.9% are below.
93.2% are above or equal to 6/27 close (19 days ago), 6.8% are below.
85.5% are above or equal to 6/24 close (20 days ago), 14.5% are below.
64.9% are above or equal to 6/23 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 10:16 am ET)
20d: 15.3% new highs, 2.0% new lows
21d: 13.9% new highs, 1.9% new lows
42d: 11.4% new highs, 1.8% new lows
63d: 9.6% new highs, 1.3% new lows
126d: 8.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 10:16 am ET)
2-day: 28.7% above, 71.3% below
3-day: 48.8% above, 51.2% below
4-day: 45.7% above, 54.3% below
5-day: 50.5% above, 49.5% below
8-day: 53.5% above, 46.5% below
10-day: 55.8% above, 44.2% below
20-day: 79.6% above, 20.4% below
50-day: 76.8% above, 23.2% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 10:16 am ET)
RETA(62): 0.37% Top=LB GPS URBN JCP CHS JWN WFM RH ….. KR SIG GNC GME CST BABA CVS LL=Bottom (Retail & Specialty Retail)
ELEC(47): 0.33% Top=MU AMD SCTY LEDS FIT MLNX IDTI CY ….. MRVL CRUS CSIQ SIMO SPWR FSLR BRKR KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): 0.26% Top=LITE SYNA INFN UBNT BBRY SMCI CIEN ANET ….. NTAP AAPL COMM OLED LVLT CCI HRS QCOM=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.16% Top=GPRO WYNN VAC LVS CCL SONC BWLD DRI ….. SEAS ARMK SIX MCD EXPE QSR HLT CMG=Bottom (Leisure)
MATE(32): -0.01% Top=EXP PHM TTS KBH NCS EME LEN MAS ….. FAST CAA WCN RSG MTZ FLR DY PWR=Bottom (Materials & Construction)
INSU(30): -0.17% Top=MTG RDN PRI AGO XL AJG BRO AWH ….. TMK FAF CLGX LNC AFSI PRU MET HIG=Bottom (Insurance)
DISV(51): -0.19% Top=YY XRS SSTK URI CXW IILG FDC EEFT ….. DV ZG ALLE ATHN INFO AHS PCLN SERV=Bottom (Diversified Services)
REAL(101): -0.20% Top=RLGY PEB LHO TREE SHO COR LGIH ROIC ….. VER BAM DFT SSS EXR CUBE SBRA SC=Bottom (Real Estate)
COSW(97): -0.25% Top=MEET CYBR LXFT ATVI SSNC HPE VMW ATHM ….. GRUB BIDU CVT MANH YHOO DATA BITA WB=Bottom (Computer Software/Internet)
CONS(52): -0.30% Top=FOSL ENR LULU COTY GT PAY KATE BERY ….. VFC WRK EPC BMS MAT UA TPX KMB=Bottom (Consumer)
FINA(99): -0.39% Top=BX PYPL HAWK COF WETF BOFI RJF ARCC ….. TCBI KEY KKR STT TCB OZRK YRD ETFC=Bottom (Banks/Financials)
CHEM(25): -0.74% Top=AXTA SHW ALB PX MON FMC APD CC ….. PPG WLK GPRE POT CE PAH CF MEOH=Bottom (Chemicals/Fertilizers)
HEAL(53): -0.79% Top=ZLTQ HOLX NUVA ADPT STJ EW GMED ABT ….. UHS MOH ESRX AET EVHC AMSG ANTM PODD=Bottom (Health)
MANU(39): -0.84% Top=DCI SWK BDC HON ATI JOY ZBRA RS ….. RXN FLS DOV GE KMT DE AGCO ROP=Bottom (Manufacturing)
TRAN(31): -1.40% Top=ALK UPS FDX CHRW EXPD CNI CSX UNP ….. KNX LUV AAL WERN BRS TRN WAB KEX=Bottom (Transportation)
ENER(86): -1.80% Top=CWEI SWN HFC SLB GEL SE BPL ETP ….. CRZO SPN OII OAS FET MTDR REN WLL=Bottom (Energy)
META(30): -2.43% Top=STLD NUE X CNX CCJ CMC AA SCCO ….. AEM ABX SSRI CDE PAAS AG TAHO FMSA=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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/22/2016

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

Closing Stats
by daytrend on 20160722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160722 Closing)
30.1% of stocks are above yesterday’s high.
62.3% are above yesterday’s midpoint. (37.7% are below.)
11.4% are below yesterday’s low.
58.4% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
47.2% of stocks with today’s low < yesterday’s low. (52.8% greater than).

EVIDENCE OF INTRADAY TREND (20160722 Closing)
72.1% of stocks are above today’s open. (25.7% are below).
67.4% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
4.5% of stocks opened above yesterday’s high.
54.6% of stocks opened above yesterday’s close. (39.3% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160722 Closing)
21.3% of stocks are in the top 10% of today’s range.
42.8% are in the top 20%.
81.0% are in the top half. 19.0% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160722 Closing)
76.0% of stocks are above yesterday’s close. (24.0% are below.)
2.0% are up 4.5% or more. 0.9% are down 4.5% or more.
3.3% are up 3.5% or more. 1.4% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20160722 Closing)
2-day: >=95:10.8%…>=90:19.8%…>=80:33.4%…>=50:67.9%…<=20:11.3%…<=10:6.5%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:80.7%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:82.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160722 Closing)
30.1% above previous 1 highs, 11.4% below previous 1 lows
23.2% above previous 2 highs, 7.7% below previous 2 lows
21.6% above previous 3 highs, 6.9% below previous 3 lows
19.8% above previous 4 highs, 5.7% below previous 4 lows
18.6% above previous 5 highs, 5.2% below previous 5 lows
16.9% above previous 6 highs, 5.0% below previous 6 lows
15.8% above previous 7 highs, 4.2% below previous 7 lows
14.6% above previous 8 highs, 4.1% below previous 8 lows
14.4% above previous 9 highs, 3.2% below previous 9 lows
14.4% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160722 Closing)
76.0% are above or equal to 7/21 close (1 days ago), 24.0% are below.
55.7% are above or equal to 7/20 close (2 days ago), 44.3% are below.
67.3% are above or equal to 7/19 close (3 days ago), 32.7% are below.
58.9% are above or equal to 7/18 close (4 days ago), 41.1% are below.
63.1% are above or equal to 7/15 close (5 days ago), 36.9% are below.
60.2% are above or equal to 7/14 close (6 days ago), 39.8% are below.
64.7% are above or equal to 7/13 close (7 days ago), 35.3% are below.
63.5% are above or equal to 7/12 close (8 days ago), 36.5% are below.
72.1% are above or equal to 7/11 close (9 days ago), 27.9% are below.
77.0% are above or equal to 7/8 close (10 days ago), 23.0% are below.
86.6% are above or equal to 7/7 close (11 days ago), 13.4% are below.
84.7% are above or equal to 7/6 close (12 days ago), 15.3% are below.
86.4% are above or equal to 7/5 close (13 days ago), 13.6% are below.
81.7% are above or equal to 7/1 close (14 days ago), 18.3% are below.
82.8% are above or equal to 6/30 close (15 days ago), 17.2% are below.
86.6% are above or equal to 6/29 close (16 days ago), 13.4% are below.
91.5% are above or equal to 6/28 close (17 days ago), 8.5% are below.
94.6% are above or equal to 6/27 close (18 days ago), 5.4% are below.
89.0% are above or equal to 6/24 close (19 days ago), 11.0% are below.
66.2% are above or equal to 6/23 close (20 days ago), 33.8% are below.
76.8% are above or equal to 6/22 close (21 days ago), 23.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160722 Closing)
20d: 18.2% new highs, 1.4% new lows
21d: 18.0% new highs, 1.4% new lows
42d: 14.3% new highs, 1.1% new lows
63d: 12.4% new highs, 1.0% new lows
126d: 11.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160722 Closing)
2-day: 74.3% above, 25.7% below
3-day: 63.6% above, 36.4% below
4-day: 66.8% above, 33.2% below
5-day: 64.1% above, 35.9% below
8-day: 64.4% above, 35.6% below
10-day: 66.9% above, 33.1% below
20-day: 84.5% above, 15.5% below
50-day: 80.0% above, 20.0% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160722 Closing)
TRAN(30): 2.29% Top=SWFT HA KNX WERN TRN AAL ODFL SAVE ….. CNI CSX NSC UPS KSU NAT CP ALK=Bottom (Transportation)
LEIS(34): 1.48% Top=CMG BWLD TXRH DPZ SHAK YUM CAKE JACK ….. EXPE SBUX MYCC SIX BYD MGM VAC GPRO=Bottom (Leisure)
COSW(97): 1.16% Top=PFPT SINA TDOC CYBR DATA N PAYC FTNT ….. JD MTCH NTES LXFT VIPS CVT MEET BITA=Bottom (Computer Software/Internet)
COHW(40): 1.06% Top=GIMO LITE SYNA PANW TDS QCOM NTAP TMUS ….. ANET COMM CUDA INFN ARRS CDW SSYS AAPL=Bottom (Computer Hardware/Telecom)
INSU(30): 0.89% Top=HIG MTG FAF FNF CNO ORI AWH PGR ….. AFSI TMK PRU TRV LNC AFL MET RDN=Bottom (Insurance)
FINA(99): 0.86% Top=TCB HAWK ASB WETF BX ETFC BXS SLM ….. TD WDR OMF BMO SIVB COF STI PYPL=Bottom (Banks/Financials)
REAL(101): 0.83% Top=LHO DLR RLJ TREE HST PEB DFT SUI ….. BXMT OFC CUZ DDR ALLY WPG SC NRF=Bottom (Real Estate)
RETA(62): 0.62% Top=STMP SIG TSCO EBAY FIVE BIG WFM SFM ….. CHS M RH GME ANF JWN PAG DSW=Bottom (Retail & Specialty Retail)
DISV(51): 0.51% Top=LDOS URI R CAR EEFT HCSG ULTA V ….. SERV MYGN FDC AL AAN ACM KBR INFO=Bottom (Diversified Services)
HEAL(53): 0.46% Top=DXCM CNC IRWD BKD ANTM ALGN AET STE ….. INCR NUVA ZBH BDX ACHC CYH ADPT SYK=Bottom (Health)
MATE(32): 0.40% Top=PHM MAS CBPX EXP MLM BECN NCS TOL ….. PWR DAR WCN KBH LEN MTZ DHI FLR=Bottom (Materials & Construction)
MANU(39): 0.23% Top=RYI SWK SNA ZBRA TEX PNR IR KMT ….. CAT JOY DOV CFX AGCO GE DE HON=Bottom (Manufacturing)
META(31): 0.10% Top=X FMSA NEM SWC SLCA STLD GG CLF ….. TCK TAHO FCX CENX CCJ SSRI AG AGI=Bottom (Metals & Mining)
ELEC(46): 0.10% Top=LEDS MRVL NVDA MXL NXPI KEYS XLNX INTC ….. CAVM TRMB FLEX BRKR MLNX SPWR SIMO SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): -0.04% Top=SWN REN CWEI HLX ETP PTEN SLB MPC ….. PAGP OAS OII ATW FTI RDC GEL RIG=Bottom (Energy)
CONS(52): -0.26% Top=WHR SCSS TPX BMS LEG CL KATE FL ….. OI HAS FOSL KS VFC WWW HAR SKX=Bottom (Consumer)
CHEM(25): -1.33% Top=GPRE DOW SHW ALB DD CE AXTA FMC ….. POT PPG MOS PAH WLK CC CF OLN=Bottom (Chemicals/Fertilizers)

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 @ 1:13 pm

Market Stats at 2:12 pm ET
by daytrend on 20160722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160722 2:12 pm ET)
29.7% of stocks are above yesterday’s high.
59.3% are above yesterday’s midpoint. (40.7% are below.)
11.3% are below yesterday’s low.
59.0% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
47.0% of stocks with today’s low < yesterday’s low. (53.0% greater than).

EVIDENCE OF INTRADAY TREND (20160722 2:12 pm ET)
69.6% of stocks are above today’s open. (28.2% are below).
65.2% of stocks are above today’s open and yesterday’s close.
20.5% are below both.
4.5% of stocks opened above yesterday’s high.
54.6% of stocks opened above yesterday’s close. (39.3% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160722 2:12 pm ET)
25.0% of stocks are in the top 10% of today’s range.
47.0% are in the top 20%.
82.9% are in the top half. 17.1% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20160722 2:12 pm ET)
74.8% of stocks are above yesterday’s close. (25.2% are below.)
1.9% are up 4.5% or more. 1.1% are down 4.5% or more.
2.9% are up 3.5% or more. 1.4% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20160722 2:12 pm ET)
2-day: >=95:11.0%…>=90:20.2%…>=80:31.9%…>=50:66.8%…<=20:12.0%…<=10:6.6%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.4%…>=50:79.9%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:81.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160722 2:12 pm ET)
29.7% above previous 1 highs, 11.3% below previous 1 lows
23.2% above previous 2 highs, 6.8% below previous 2 lows
21.5% above previous 3 highs, 6.3% below previous 3 lows
20.0% above previous 4 highs, 5.6% below previous 4 lows
18.9% above previous 5 highs, 5.3% below previous 5 lows
16.9% above previous 6 highs, 5.0% below previous 6 lows
16.0% above previous 7 highs, 4.3% below previous 7 lows
15.2% above previous 8 highs, 4.2% below previous 8 lows
14.6% above previous 9 highs, 3.4% below previous 9 lows
14.6% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160722 2:12 pm ET)
74.8% are above or equal to 7/21 close (1 days ago), 25.2% are below.
53.4% are above or equal to 7/20 close (2 days ago), 46.6% are below.
66.3% are above or equal to 7/19 close (3 days ago), 33.7% are below.
58.0% are above or equal to 7/18 close (4 days ago), 42.0% are below.
62.9% are above or equal to 7/15 close (5 days ago), 37.1% are below.
60.3% are above or equal to 7/14 close (6 days ago), 39.7% are below.
64.7% are above or equal to 7/13 close (7 days ago), 35.3% are below.
63.3% are above or equal to 7/12 close (8 days ago), 36.7% are below.
72.4% are above or equal to 7/11 close (9 days ago), 27.6% are below.
77.0% are above or equal to 7/8 close (10 days ago), 23.0% are below.
86.7% are above or equal to 7/7 close (11 days ago), 13.3% are below.
84.3% are above or equal to 7/6 close (12 days ago), 15.7% are below.
86.2% are above or equal to 7/5 close (13 days ago), 13.8% are below.
82.1% are above or equal to 7/1 close (14 days ago), 17.9% are below.
82.5% are above or equal to 6/30 close (15 days ago), 17.5% are below.
86.4% are above or equal to 6/29 close (16 days ago), 13.6% are below.
91.5% are above or equal to 6/28 close (17 days ago), 8.5% are below.
94.6% are above or equal to 6/27 close (18 days ago), 5.4% are below.
89.0% are above or equal to 6/24 close (19 days ago), 11.0% are below.
66.4% are above or equal to 6/23 close (20 days ago), 33.6% are below.
76.9% are above or equal to 6/22 close (21 days ago), 23.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160722 2:12 pm ET)
20d: 17.5% new highs, 1.4% new lows
21d: 17.4% new highs, 1.4% new lows
42d: 13.8% new highs, 1.0% new lows
63d: 11.9% new highs, 0.8% new lows
126d: 10.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160722 2:12 pm ET)
2-day: 73.2% above, 26.8% below
3-day: 62.2% above, 37.8% below
4-day: 65.8% above, 34.2% below
5-day: 62.9% above, 37.1% below
8-day: 64.1% above, 35.9% below
10-day: 66.3% above, 33.7% below
20-day: 84.7% above, 15.3% below
50-day: 79.4% above, 20.6% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160722 2:12 pm ET)
TRAN(30): 2.10% Top=SWFT HA KNX WERN TRN AAL ODFL SAVE ….. CSX UPS CNI CP KSU NAT ALK NSC=Bottom (Transportation)
LEIS(34): 1.25% Top=CMG BWLD TXRH SHAK CAKE JACK YUM WEN ….. EXPE ARMK MYCC MGM SIX VAC BYD GPRO=Bottom (Leisure)
COHW(40): 1.12% Top=GIMO SYNA PANW TDS LITE JNPR TMUS QCOM ….. VIAV CSCO COMM SSYS CDW BCE ARRS AAPL=Bottom (Computer Hardware/Telecom)
COSW(97): 1.03% Top=PFPT SINA DATA N SQ CYBR CSOD FTNT ….. JD NTES VIPS LXFT TWTR CVT BITA MEET=Bottom (Computer Software/Internet)
REAL(101): 1.03% Top=LHO DLR RLJ DFT PEB TREE SHO SBRA ….. LGIH MGP BXMT DDR ALLY WPG NRF SC=Bottom (Real Estate)
INSU(30): 0.77% Top=HIG MTG FNF FAF CNO PGR AWH AON ….. TRV PRU TMK PRI MET LNC AFL RDN=Bottom (Insurance)
FINA(99): 0.74% Top=HAWK TCB ASB SLM BXS ETFC WETF MTB ….. OMF WDR SYF BMO SIVB COF STI PYPL=Bottom (Banks/Financials)
RETA(62): 0.55% Top=STMP KAR FIVE SIG CST TSCO SFM WFM ….. PAG M GME JWN ANF RH ASNA LL=Bottom (Retail & Specialty Retail)
DISV(51): 0.48% Top=CAR URI R HCSG KFY LDOS EEFT ULTA ….. JEC SERV PCLN KBR AL MYGN ACM INFO=Bottom (Diversified Services)
HEAL(53): 0.45% Top=DXCM CNC IRWD BKD ANTM AET ALGN AMSG ….. INCR NUVA CYH ACHC ZBH BDX ADPT SYK=Bottom (Health)
MATE(32): 0.45% Top=MAS PHM TTS EXP MLM BECN CBPX VMC ….. TPH KBH LEN PWR MTZ WCN DHI FLR=Bottom (Materials & Construction)
ELEC(46): 0.19% Top=LEDS MRVL NVDA NXPI TSL KEYS QRVO TXN ….. TRMB FSLR BRKR MLNX FLEX SPWR SIMO SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 0.17% Top=RYI SWK ZBRA SNA KMT TKR DCI PNR ….. ITT CFX CAT DOV AGCO GE HON DE=Bottom (Manufacturing)
META(31): 0.02% Top=FMSA X NEM SWC SLCA STLD CDE ABX ….. CENX TCK AG CCJ SSRI TAHO FCX AGI=Bottom (Metals & Mining)
CONS(52): -0.14% Top=WHR SCSS TPX KATE BMS FL NWL ENR ….. KS LULU HAS VFC COTY HAR WWW SKX=Bottom (Consumer)
ENER(87): -0.18% Top=SWN REN CWEI HLX ETP RICE WNR SLB ….. OAS WLL ATW FTI OII RDC RIG GEL=Bottom (Energy)
CHEM(25): -1.42% Top=GPRE ALB DOW DD AXTA SHW FMC APD ….. POT MEOH MOS PAH WLK CF CC OLN=Bottom (Chemicals/Fertilizers)

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 2:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/21/2016

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

Closing Stats
by daytrend on 20160721. 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 (20160721 Closing)
15.9% of stocks are above yesterday’s high.
42.6% are above yesterday’s midpoint. (57.4% are below.)
28.0% are below yesterday’s low.
56.1% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND (20160721 Closing)
30.7% of stocks are above today’s open. (67.7% are below).
24.3% of stocks are above today’s open and yesterday’s close.
63.3% are below both.
7.2% of stocks opened above yesterday’s high.
39.3% of stocks opened above yesterday’s close. (52.1% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 Closing)
6.5% of stocks are in the top 10% of today’s range.
11.0% 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.
33.9% are in the bottom 20%.
14.6% are in the bottom 10%.

GAIN (20160721 Closing)
29.6% of stocks are above yesterday’s close. (70.4% are below.)
1.5% are up 4.5% or more. 1.6% are down 4.5% or more.
2.0% are up 3.5% or more. 3.6% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY (20160721 Closing)
2-day: >=95:7.1%…>=90:11.4%…>=80:20.2%…>=50:42.0%…<=20:22.6%…<=10:12.8%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:77.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:79.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 Closing)
15.9% above previous 1 highs, 28.0% below previous 1 lows
13.0% above previous 2 highs, 17.5% below previous 2 lows
11.7% above previous 3 highs, 14.7% below previous 3 lows
10.9% above previous 4 highs, 13.3% below previous 4 lows
9.6% above previous 5 highs, 12.5% below previous 5 lows
9.0% above previous 6 highs, 10.4% below previous 6 lows
8.6% above previous 7 highs, 9.3% below previous 7 lows
8.6% above previous 8 highs, 7.4% below previous 8 lows
8.5% above previous 9 highs, 5.4% below previous 9 lows
8.5% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 Closing)
29.6% are above or equal to 7/20 close (1 days ago), 70.4% are below.
53.1% are above or equal to 7/19 close (2 days ago), 46.9% are below.
46.4% are above or equal to 7/18 close (3 days ago), 53.6% are below.
52.6% are above or equal to 7/15 close (4 days ago), 47.4% are below.
49.7% are above or equal to 7/14 close (5 days ago), 50.3% are below.
56.8% are above or equal to 7/13 close (6 days ago), 43.2% are below.
55.7% are above or equal to 7/12 close (7 days ago), 44.3% are below.
67.6% are above or equal to 7/11 close (8 days ago), 32.4% are below.
73.2% are above or equal to 7/8 close (9 days ago), 26.8% are below.
84.6% are above or equal to 7/7 close (10 days ago), 15.4% are below.
82.0% are above or equal to 7/6 close (11 days ago), 18.0% are below.
84.6% are above or equal to 7/5 close (12 days ago), 15.4% are below.
80.4% are above or equal to 7/1 close (13 days ago), 19.6% are below.
81.7% are above or equal to 6/30 close (14 days ago), 18.3% are below.
85.9% are above or equal to 6/29 close (15 days ago), 14.1% are below.
91.0% are above or equal to 6/28 close (16 days ago), 9.0% are below.
95.3% are above or equal to 6/27 close (17 days ago), 4.7% are below.
88.1% are above or equal to 6/24 close (18 days ago), 11.9% are below.
64.4% are above or equal to 6/23 close (19 days ago), 35.6% are below.
75.7% are above or equal to 6/22 close (20 days ago), 24.3% are below.
73.4% are above or equal to 6/21 close (21 days ago), 26.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 Closing)
20d: 21.4% new highs, 1.3% new lows
21d: 21.1% new highs, 1.3% new lows
42d: 15.6% new highs, 0.8% new lows
63d: 12.5% new highs, 0.4% new lows
126d: 10.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 Closing)
2-day: 28.5% above, 71.5% below
3-day: 41.4% above, 58.6% below
4-day: 43.1% above, 56.9% below
5-day: 46.4% above, 53.6% below
8-day: 50.6% above, 49.4% below
10-day: 60.4% above, 39.6% below
20-day: 82.1% above, 17.9% below
50-day: 77.7% above, 22.3% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 Closing)
META(31): 2.02% Top=FMSA CDE HL AG BVN FCX TCK AGI ….. CMP CNX CCJ CENX SLCA STLD CMC NUE=Bottom (Metals & Mining)
REAL(103): 0.26% Top=LGIH LHO HST SLG ESRT RLGY CBG PEB ….. CSAL BAM COR AMH BDN DFT CLI DLR=Bottom (Real Estate)
DISV(51): 0.10% Top=URI ADS MAN INFO RHI DV MYGN ACM ….. ZG HRB YY FLT CXW SCOR PCLN EEFT=Bottom (Diversified Services)
LEIS(34): 0.05% Top=DPZ GPRO MYCC WYN SEAS MCD MAR RCL ….. BLMN SONC PLNT DRI MGM BYD CCL SIX=Bottom (Leisure)
RETA(63): -0.19% Top=EBAY KMX PAG JCP ANF BBY BID LL ….. OLLI WSM ETSY W NFLX SIG MIK TSCO=Bottom (Retail & Specialty Retail)
INSU(30): -0.32% Top=FNF FAF AGO AWH MET ORI CNO AFL ….. HIG XL AON MMC BRO AFSI CINF CLGX=Bottom (Insurance)
MANU(39): -0.33% Top=JOY TEX ATI CFX KMT AGCO CMI CAT ….. ATU DOV SWK ITT TKR SNA RYI RS=Bottom (Manufacturing)
COHW(44): -0.34% Top=QCOM STX SMCI CUDA VIAV BBRY PSTG NTAP ….. LITE SYNA VRSN SSYS PANW OLED FNSR GIMO=Bottom (Computer Hardware/Telecom)
HEAL(55): -0.36% Top=CYH ANTM AET NXTM UHS THC MD ABT ….. STE XRAY BAX WST BSX WCG ABMD ADPT=Bottom (Health)
CONS(54): -0.51% Top=GT HAR CCK UA SON OI FL BLL ….. BMS SEE AVY SHOO VFC COTY FBHS SCSS=Bottom (Consumer)
MATE(33): -0.57% Top=PHM MDC TPH TOL NCS WCN WY VMC ….. DAR MTZ OC FAST CBPX USG MAS TTS=Bottom (Materials & Construction)
FINA(101): -0.58% Top=HBHC BX CFG KKR WDR LAZ ARCC COF ….. HAWK TCBI BK WETF SLM EWBC UMPQ FNB=Bottom (Banks/Financials)
CHEM(26): -0.84% Top=PAH CC DD MEOH WLK EMN FOE AXTA ….. AGU CF PPG FMC RPM CE ALB SHW=Bottom (Chemicals/Fertilizers)
COSW(99): -1.05% Top=WUBA MEET PTC N GRUB VMW BIDU VIPS ….. CSOD MANH CVT TDOC DATA PAYC PFPT MDSO=Bottom (Computer Software/Internet)
TRAN(30): -1.37% Top=ALK XPO KNX WERN ODFL CHRW JBHT NSC ….. WAB AAL UNP UAL SAVE JBLU DAL LUV=Bottom (Transportation)
ELEC(48): -1.45% Top=SWKS TRMB MRVL CAVM APH GRMN QLGC CREE ….. TER CY MU SIMO HIMX INTC LEDS MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -1.72% Top=ECA RICE MDU MPLX WPZ ATW EEP OKS ….. WNR QEP OAS CPE MUR SN WLL SGY=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 @ 11:56 am

Market Stats at 12:55 pm ET
by daytrend on 20160721. 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 (20160721 12:55 pm ET)
13.9% of stocks are above yesterday’s high.
44.5% are above yesterday’s midpoint. (55.5% are below.)
24.0% are below yesterday’s low.
62.1% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND (20160721 12:55 pm ET)
32.9% of stocks are above today’s open. (65.8% are below).
24.0% of stocks are above today’s open and yesterday’s close.
61.5% are below both.
7.2% of stocks opened above yesterday’s high.
39.3% of stocks opened above yesterday’s close. (52.1% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 12:55 pm ET)
2.6% of stocks are in the top 10% of today’s range.
6.9% are in the top 20%.
27.8% are in the top half. 72.2% of stocks are in the bottom half of today’s range.
46.9% are in the bottom 20%.
29.3% are in the bottom 10%.

GAIN (20160721 12:55 pm ET)
29.7% of stocks are above yesterday’s close. (70.3% are below.)
1.5% are up 4.5% or more. 0.9% are down 4.5% or more.
2.5% are up 3.5% or more. 1.7% are down 3.5% or more.
66.2% are between +1% and -1%.

RSI on DAILY (20160721 12:55 pm ET)
2-day: >=95:6.6%…>=90:11.6%…>=80:20.0%…>=50:45.1%…<=20:20.1%…<=10:11.1%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:79.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:80.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 12:55 pm ET)
13.9% above previous 1 highs, 24.0% below previous 1 lows
11.3% above previous 2 highs, 13.8% below previous 2 lows
10.1% above previous 3 highs, 12.3% below previous 3 lows
9.1% above previous 4 highs, 11.3% below previous 4 lows
8.6% above previous 5 highs, 10.8% below previous 5 lows
8.1% above previous 6 highs, 8.7% below previous 6 lows
8.0% above previous 7 highs, 7.8% below previous 7 lows
7.9% above previous 8 highs, 6.2% below previous 8 lows
7.9% above previous 9 highs, 4.2% below previous 9 lows
7.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 12:55 pm ET)
29.7% are above or equal to 7/20 close (1 days ago), 70.3% are below.
54.0% are above or equal to 7/19 close (2 days ago), 46.0% are below.
48.0% are above or equal to 7/18 close (3 days ago), 52.0% are below.
55.9% are above or equal to 7/15 close (4 days ago), 44.1% are below.
51.7% are above or equal to 7/14 close (5 days ago), 48.3% are below.
57.6% are above or equal to 7/13 close (6 days ago), 42.4% are below.
56.6% are above or equal to 7/12 close (7 days ago), 43.4% are below.
67.9% are above or equal to 7/11 close (8 days ago), 32.1% are below.
74.5% are above or equal to 7/8 close (9 days ago), 25.5% are below.
85.6% are above or equal to 7/7 close (10 days ago), 14.4% are below.
82.9% are above or equal to 7/6 close (11 days ago), 17.1% are below.
84.9% are above or equal to 7/5 close (12 days ago), 15.1% are below.
80.3% are above or equal to 7/1 close (13 days ago), 19.7% are below.
81.9% are above or equal to 6/30 close (14 days ago), 18.1% are below.
86.8% are above or equal to 6/29 close (15 days ago), 13.2% are below.
92.1% are above or equal to 6/28 close (16 days ago), 7.9% are below.
95.4% are above or equal to 6/27 close (17 days ago), 4.6% are below.
89.1% are above or equal to 6/24 close (18 days ago), 10.9% are below.
65.0% are above or equal to 6/23 close (19 days ago), 35.0% are below.
75.7% are above or equal to 6/22 close (20 days ago), 24.3% are below.
73.6% are above or equal to 6/21 close (21 days ago), 26.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 12:55 pm ET)
20d: 20.3% new highs, 1.1% new lows
21d: 20.0% new highs, 1.1% new lows
42d: 14.5% new highs, 0.5% new lows
63d: 11.5% new highs, 0.4% new lows
126d: 9.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 12:55 pm ET)
2-day: 28.3% above, 71.7% below
3-day: 43.2% above, 56.8% below
4-day: 45.2% above, 54.8% below
5-day: 49.0% above, 51.0% below
8-day: 53.4% above, 46.6% below
10-day: 61.5% above, 38.5% below
20-day: 82.8% above, 17.2% below
50-day: 78.6% above, 21.4% below
200-day: 72.4% above, 27.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 12:55 pm ET)
META(31): 1.67% Top=HL CDE FMSA AG BVN SWC TCK AGI ….. CMP CNX SLCA CCJ CENX STLD CMC NUE=Bottom (Metals & Mining)
DISV(51): 0.33% Top=URI ADS MAN DV AL RHI CAR INFO ….. FISV SCOR GPN CXW EEFT PCLN LDOS FLT=Bottom (Diversified Services)
LEIS(34): 0.11% Top=DPZ GPRO WYN MYCC SEAS HLT RCL MAR ….. BLMN TXRH CCL SONC SIX DRI BYD SHAK=Bottom (Leisure)
HEAL(55): -0.04% Top=CYH ANTM AET THC ACHC NXTM UHS DGX ….. XRAY WST BAX WCG ABMD INCR BSX ADPT=Bottom (Health)
REAL(103): -0.05% Top=LGIH RLGY HST LHO CBG JLL SBRA ESRT ….. GPT TREE CLI GOV BDN DFT SC DLR=Bottom (Real Estate)
COHW(44): -0.06% Top=QCOM STX PSTG BBRY SMCI VIAV MITL CUDA ….. UBNT CIEN SYNA FNSR ADTN PANW ARRS GIMO=Bottom (Computer Hardware/Telecom)
RETA(63): -0.06% Top=EBAY KMX BBY PAG JCP AN RH FIVE ….. STMP LOW OLLI NFLX SIG MIK W TSCO=Bottom (Retail & Specialty Retail)
INSU(30): -0.27% Top=FNF RDN MTG MET WLTW UNM LNC AGO ….. MMC AIG BRO TRV HIG CLGX AFSI CINF=Bottom (Insurance)
MANU(39): -0.30% Top=JOY TEX AGCO CMI CAT KMT CFX ATI ….. ATU DOV SWK ITT RYI TKR SNA RS=Bottom (Manufacturing)
CONS(54): -0.36% Top=CCK GT HAR UA SON BLL FOSL UFS ….. BMS COTY FBHS LEG GIII SEE SHOO SCSS=Bottom (Consumer)
FINA(101): -0.52% Top=HBHC BX CFG WDR ARCC KKR NSAM RF ….. SLM WETF BXS GWB EWBC BK UMPQ FNB=Bottom (Banks/Financials)
MATE(33): -0.55% Top=PHM NCS MDC TPH WY DHI AWI CAA ….. OC EXP SUM FAST MTZ MAS USG TTS=Bottom (Materials & Construction)
COSW(99): -0.74% Top=PTC MEET WUBA ATHM GRUB VMW FFIV SQ ….. CYBR CSOD PAYC DATA ZEN IMPV MDSO PFPT=Bottom (Computer Software/Internet)
ELEC(48): -0.92% Top=LEDS SWKS TRMB NXPI CSIQ GLW FSLR APH ….. SIMO NVDA SCTY TER HIMX MU INTC MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -0.99% Top=ECA RICE COG WPX MTDR ATW EGN WPZ ….. SN REN HLX MUR CPE GEL WLL SGY=Bottom (Energy)
CHEM(26): -1.11% Top=PAH WLK MEOH POT AXTA DD CC MON ….. CF AGU PPG CE FMC RPM ALB SHW=Bottom (Chemicals/Fertilizers)
TRAN(30): -1.13% Top=ALK KNX XPO CHRW KEX WERN JBHT GWR ….. GBX AAL JBLU UAL DAL SAVE UNP LUV=Bottom (Transportation)

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 12:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:53 am

Market Stats at 11:53 am ET
by daytrend on 20160721. 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 (20160721 11:53 am ET)
16.1% of stocks are above yesterday’s high.
48.3% are above yesterday’s midpoint. (51.7% are below.)
22.0% are below yesterday’s low.
61.9% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
35.3% of stocks with today’s low < yesterday’s low. (64.7% greater than).

EVIDENCE OF INTRADAY TREND (20160721 11:53 am ET)
38.9% of stocks are above today’s open. (59.7% are below).
28.2% of stocks are above today’s open and yesterday’s close.
55.1% are below both.
7.2% of stocks opened above yesterday’s high.
39.3% of stocks opened above yesterday’s close. (52.1% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 11:53 am ET)
2.9% of stocks are in the top 10% of today’s range.
6.9% are in the top 20%.
29.1% are in the top half. 70.9% of stocks are in the bottom half of today’s range.
46.9% are in the bottom 20%.
35.3% are in the bottom 10%.

GAIN (20160721 11:53 am ET)
34.0% of stocks are above yesterday’s close. (66.0% are below.)
1.6% are up 4.5% or more. 0.8% are down 4.5% or more.
2.5% are up 3.5% or more. 1.6% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20160721 11:53 am ET)
2-day: >=95:6.8%…>=90:11.5%…>=80:20.8%…>=50:49.2%…<=20:16.9%…<=10:9.6%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:80.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:82.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 11:53 am ET)
16.1% above previous 1 highs, 22.0% below previous 1 lows
12.8% above previous 2 highs, 11.7% below previous 2 lows
11.2% above previous 3 highs, 10.4% below previous 3 lows
10.1% above previous 4 highs, 9.8% below previous 4 lows
9.0% above previous 5 highs, 9.4% below previous 5 lows
8.4% above previous 6 highs, 7.6% below previous 6 lows
8.2% above previous 7 highs, 6.7% below previous 7 lows
8.1% above previous 8 highs, 5.1% below previous 8 lows
8.1% above previous 9 highs, 3.3% below previous 9 lows
8.1% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 11:53 am ET)
34.0% are above or equal to 7/20 close (1 days ago), 66.0% are below.
57.9% are above or equal to 7/19 close (2 days ago), 42.1% are below.
50.4% are above or equal to 7/18 close (3 days ago), 49.6% are below.
58.3% are above or equal to 7/15 close (4 days ago), 41.7% are below.
53.8% are above or equal to 7/14 close (5 days ago), 46.2% are below.
58.3% are above or equal to 7/13 close (6 days ago), 41.7% are below.
57.3% are above or equal to 7/12 close (7 days ago), 42.7% are below.
69.8% are above or equal to 7/11 close (8 days ago), 30.2% are below.
75.3% are above or equal to 7/8 close (9 days ago), 24.7% are below.
86.7% are above or equal to 7/7 close (10 days ago), 13.3% are below.
83.3% are above or equal to 7/6 close (11 days ago), 16.7% are below.
86.2% are above or equal to 7/5 close (12 days ago), 13.8% are below.
81.7% are above or equal to 7/1 close (13 days ago), 18.3% are below.
83.4% are above or equal to 6/30 close (14 days ago), 16.6% are below.
87.7% are above or equal to 6/29 close (15 days ago), 12.3% are below.
92.7% are above or equal to 6/28 close (16 days ago), 7.3% are below.
95.5% are above or equal to 6/27 close (17 days ago), 4.5% are below.
90.3% are above or equal to 6/24 close (18 days ago), 9.7% are below.
65.9% are above or equal to 6/23 close (19 days ago), 34.1% are below.
77.4% are above or equal to 6/22 close (20 days ago), 22.6% are below.
75.0% are above or equal to 6/21 close (21 days ago), 25.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 11:53 am ET)
20d: 20.2% new highs, 0.8% new lows
21d: 19.9% new highs, 0.8% new lows
42d: 14.4% new highs, 0.4% new lows
63d: 11.4% new highs, 0.3% new lows
126d: 9.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 11:53 am ET)
2-day: 32.5% above, 67.5% below
3-day: 48.2% above, 51.8% below
4-day: 48.2% above, 51.8% below
5-day: 51.6% above, 48.4% below
8-day: 55.7% above, 44.3% below
10-day: 63.7% above, 36.3% below
20-day: 84.7% above, 15.3% below
50-day: 79.8% above, 20.2% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 11:53 am ET)
META(31): 2.21% Top=AG HL CDE SWC AGI BVN TCK FMSA ….. CENX CMP CCJ CNX STLD SLCA CMC NUE=Bottom (Metals & Mining)
DISV(51): 0.14% Top=URI ADS MAN DV RHI INFO IILG AL ….. SCOR SBAC R CXW LDOS PCLN FLT FDC=Bottom (Diversified Services)
REAL(103): 0.05% Top=LGIH LHO HST RLGY SHO PEB CBG JLL ….. STAG CONE CLI GOV BDN DFT SC DLR=Bottom (Real Estate)
MANU(39): 0.04% Top=JOY TEX ATI AGCO CAT CMI KMT CFX ….. HON XYL RYI ITT TKR SWK SNA RS=Bottom (Manufacturing)
LEIS(34): 0.01% Top=DPZ GPRO MYCC WYN HLT RCL MAR SEAS ….. WEN DNKN CCL BYD DRI SONC SIX SHAK=Bottom (Leisure)
ENER(88): -0.01% Top=ECA SM RICE WPX COG NOV EGN ATW ….. COP RES CPE HLX ETE WLL GEL SGY=Bottom (Energy)
RETA(63): -0.03% Top=EBAY KMX BBY PAG AN JCP FIVE GME ….. LOW OLLI MIK NFLX SIG W STMP TSCO=Bottom (Retail & Specialty Retail)
COHW(44): -0.03% Top=QCOM STX PSTG BBRY VIAV MITL CUDA TDS ….. ANET ARRS FNSR CIEN PANW UBNT ADTN GIMO=Bottom (Computer Hardware/Telecom)
HEAL(55): -0.07% Top=CYH ANTM THC AET DGX UHS ABT NXTM ….. XRAY WST ESRX BAX WCG INCR BSX ADPT=Bottom (Health)
CONS(54): -0.24% Top=CCK GT UFS BLL SON HAR UA TUP ….. LEG NKE SEE FBHS GIII LULU SHOO SCSS=Bottom (Consumer)
INSU(30): -0.37% Top=FNF RDN ORI UNM MTG AGO WLTW AWH ….. MMC PRI TRV HIG FAF CINF AFSI CLGX=Bottom (Insurance)
FINA(101): -0.46% Top=HBHC BX CFG WDR RF ARCC CATY KKR ….. AXP SLM GWB OZRK BK EWBC UMPQ FNB=Bottom (Banks/Financials)
MATE(33): -0.56% Top=PHM NCS MDC DY TPH WY AWI DHI ….. FAST CBPX OC SUM MAS MTZ USG TTS=Bottom (Materials & Construction)
CHEM(26): -0.73% Top=PAH WLK MEOH AXTA POT CC DD CF ….. HUN FOE FMC PPG CE RPM ALB SHW=Bottom (Chemicals/Fertilizers)
COSW(99): -0.75% Top=PTC SQ MEET WUBA VIPS VMW ATHM GRUB ….. DATA IMPV CSOD MDSO PAYC PFPT ZEN TDOC=Bottom (Computer Software/Internet)
ELEC(48): -0.92% Top=LEDS SWKS FSLR TRMB NXPI KEYS CSIQ TEL ….. IDTI NVDA SCTY TER MU HIMX INTC MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -1.24% Top=ALK KNX CHRW ODFL XPO WERN KEX JBHT ….. AAL GBX JBLU UAL SAVE UNP DAL LUV=Bottom (Transportation)

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 11:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 10:47 am ET
by daytrend on 20160721. 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 (20160721 10:47 am ET)
25.6% of stocks are above yesterday’s high.
64.7% are above yesterday’s midpoint. (35.3% are below.)
11.6% are below yesterday’s low.
62.7% are inside yesterday’s range.
48.7% of stocks with today’s high > yesterday’s high. (51.3% less than).
28.8% of stocks with today’s low < yesterday’s low. (71.2% greater than).

EVIDENCE OF INTRADAY TREND (20160721 10:47 am ET)
58.3% of stocks are above today’s open. (39.7% are below).
47.8% of stocks are above today’s open and yesterday’s close.
34.2% are below both.
7.2% of stocks opened above yesterday’s high.
39.2% of stocks opened above yesterday’s close. (52.2% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 10:47 am ET)
14.3% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
58.7% are in the top half. 41.3% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160721 10:47 am ET)
56.0% of stocks are above yesterday’s close. (44.0% are below.)
1.3% are up 4.5% or more. 0.9% are down 4.5% or more.
2.8% are up 3.5% or more. 1.1% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20160721 10:47 am ET)
2-day: >=95:10.6%…>=90:19.2%…>=80:34.9%…>=50:66.8%…<=20:10.7%…<=10:6.0%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:84.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:85.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 10:47 am ET)
25.6% above previous 1 highs, 11.6% below previous 1 lows
20.3% above previous 2 highs, 6.8% below previous 2 lows
17.8% above previous 3 highs, 5.6% below previous 3 lows
15.4% above previous 4 highs, 5.1% below previous 4 lows
13.6% above previous 5 highs, 4.8% below previous 5 lows
12.4% above previous 6 highs, 4.0% below previous 6 lows
12.0% above previous 7 highs, 3.6% below previous 7 lows
11.9% above previous 8 highs, 2.9% below previous 8 lows
11.9% above previous 9 highs, 2.6% below previous 9 lows
11.9% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 10:47 am ET)
56.0% are above or equal to 7/20 close (1 days ago), 44.0% are below.
72.4% are above or equal to 7/19 close (2 days ago), 27.6% are below.
62.7% are above or equal to 7/18 close (3 days ago), 37.3% are below.
65.3% are above or equal to 7/15 close (4 days ago), 34.7% are below.
62.0% are above or equal to 7/14 close (5 days ago), 38.0% are below.
64.7% are above or equal to 7/13 close (6 days ago), 35.3% are below.
62.9% are above or equal to 7/12 close (7 days ago), 37.1% are below.
74.1% are above or equal to 7/11 close (8 days ago), 25.9% are below.
79.1% are above or equal to 7/8 close (9 days ago), 20.9% are below.
88.9% are above or equal to 7/7 close (10 days ago), 11.1% are below.
85.9% are above or equal to 7/6 close (11 days ago), 14.1% are below.
87.5% are above or equal to 7/5 close (12 days ago), 12.5% are below.
84.1% are above or equal to 7/1 close (13 days ago), 15.9% are below.
84.3% are above or equal to 6/30 close (14 days ago), 15.7% are below.
88.8% are above or equal to 6/29 close (15 days ago), 11.2% are below.
93.0% are above or equal to 6/28 close (16 days ago), 7.0% are below.
95.8% are above or equal to 6/27 close (17 days ago), 4.2% are below.
91.6% are above or equal to 6/24 close (18 days ago), 8.4% are below.
69.2% are above or equal to 6/23 close (19 days ago), 30.8% are below.
79.7% are above or equal to 6/22 close (20 days ago), 20.3% are below.
77.6% are above or equal to 6/21 close (21 days ago), 22.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 10:47 am ET)
20d: 18.5% new highs, 0.6% new lows
21d: 18.2% new highs, 0.6% new lows
42d: 13.0% new highs, 0.4% new lows
63d: 10.3% new highs, 0.3% new lows
126d: 8.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 10:47 am ET)
2-day: 53.6% above, 46.4% below
3-day: 66.4% above, 33.6% below
4-day: 66.1% above, 33.9% below
5-day: 66.6% above, 33.4% below
8-day: 64.9% above, 35.1% below
10-day: 70.8% above, 29.2% below
20-day: 87.0% above, 13.0% below
50-day: 81.8% above, 18.2% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 10:47 am ET)
META(30): 1.92% Top=FMSA SWC TCK CDE FCX AGI AG NEM ….. CMP CNX FNV STLD CMC CCJ SLCA NUE=Bottom (Metals & Mining)
ENER(88): 0.99% Top=ECA SM WPX MTDR RIG ATW SWN EGN ….. RES VLO COP SE WMB GEL ETE SGY=Bottom (Energy)
MANU(39): 0.89% Top=JOY TEX ATI RYI KMT AGCO CAT CRS ….. XYL HON DOV ROP SWK TKR SNA RS=Bottom (Manufacturing)
DISV(51): 0.55% Top=URI ADS DV MAN AL CAR IILG PRAA ….. FISV SBAC FDC HRB CXW V FLT PCLN=Bottom (Diversified Services)
COHW(44): 0.46% Top=QCOM STX PSTG BBRY VIAV MITL CUDA SMCI ….. VRSN CSCO NSR CIEN GIMO HPQ ADTN PANW=Bottom (Computer Hardware/Telecom)
RETA(63): 0.41% Top=EBAY KMX FIVE AN BBY PAG GME ANF ….. BLDR LOW HD SIG MIK NFLX OLLI TSCO=Bottom (Retail & Specialty Retail)
CONS(54): 0.27% Top=CCK PKG FOSL MAT UA GT SON OI ….. WHR NKE FBHS LULU ECL SHOO LEG SCSS=Bottom (Consumer)
FINA(101): 0.17% Top=HBHC BX CFG WDR RF NTRS COF BBT ….. MBFI AXP IBKR OZRK BK UMPQ EWBC FNB=Bottom (Banks/Financials)
HEAL(55): 0.12% Top=CYH ANTM NXTM AET ABT THC IRWD HCA ….. PKI BDX TMO BAX XRAY INCR BSX ADPT=Bottom (Health)
LEIS(34): 0.08% Top=DPZ GPRO MYCC WYN RCL SEAS PLAY WYNN ….. SHAK DRI CMG SONC BLMN EAT BYD SIX=Bottom (Leisure)
REAL(103): 0.07% Top=LGIH LHO JLL SHO RLGY CBG HST WPG ….. SSS PSA BRX CLI TREE DFT BDN DLR=Bottom (Real Estate)
INSU(30): -0.09% Top=MTG UNM FNF AWH LNC CNO ORI WLTW ….. MMC PGR FAF CLGX CINF PRI TRV AFSI=Bottom (Insurance)
CHEM(26): -0.16% Top=WLK PAH MEOH CF CC POT MOS AXTA ….. AGU FMC IFF CE PPG RPM ALB SHW=Bottom (Chemicals/Fertilizers)
COSW(99): -0.17% Top=MEET ATHM PTC WUBA VMW SQ VIPS WB ….. EA CSOD PAYC CYBR DATA MDSO IMPV PFPT=Bottom (Computer Software/Internet)
MATE(33): -0.21% Top=PHM NCS DY FLR MTZ PWR BCC DAR ….. KBH BECN WM CBPX TOL MAS USG TTS=Bottom (Materials & Construction)
ELEC(48): -0.28% Top=LEDS SWKS CSIQ TSL SPWR FSLR CREE MTSI ….. MRVL QRVO SIMO HIMX MU TER INTC MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.75% Top=ALK XPO KNX WERN GWR SWFT CHRW ODFL ….. HA AAL SAVE JBLU UNP UAL DAL LUV=Bottom (Transportation)

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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

The Silver is the New Black Theme. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 56 other followers