daytrend

04/27/2015

Filed under: Market Stats — daytrend @ 1:05 pm

Market Stats at 2:04 pm ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 911.

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 (20150427 2:04 pm ET)
12.0% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
32.7% are below yesterday’s low.
55.3% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
46.3% of stocks with today’s low < yesterday’s low. (53.7% greater than).

EVIDENCE OF INTRADAY TREND (20150427 2:04 pm ET)
23.8% of stocks are above today’s open. (72.9% are below).
22.6% of stocks are above today’s open and yesterday’s close.
60.9% are below both.
15.5% of stocks opened above yesterday’s high.
77.2% of stocks opened above yesterday’s close. (16.5% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 2:04 pm ET)
1.6% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
20.3% are in the top half. 79.7% of stocks are in the bottom half of today’s range.
46.9% are in the bottom 20%.
22.2% are in the bottom 10%.

GAIN (20150427 2:04 pm ET)
37.7% of stocks are above yesterday’s close. (62.3% are below.)
0.9% are up 4.5% or more. 1.0% are down 4.5% or more.
1.6% are up 3.5% or more. 2.4% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20150427 2:04 pm ET)
2-day: >=95:6.4%…>=90:10.1%…>=80:18.0%…>=50:39.6%…<=20:27.3%…<=10:12.2%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:54.4%…<=20:0.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 2:04 pm ET)
12.0% above previous 1 highs, 32.7% below previous 1 lows
8.9% above previous 2 highs, 23.1% below previous 2 lows
8.0% above previous 3 highs, 15.6% below previous 3 lows
6.7% above previous 4 highs, 13.7% below previous 4 lows
6.4% above previous 5 highs, 11.1% below previous 5 lows
6.0% above previous 6 highs, 9.1% below previous 6 lows
5.5% above previous 7 highs, 8.6% below previous 7 lows
5.0% above previous 8 highs, 8.1% below previous 8 lows
5.0% above previous 9 highs, 7.0% below previous 9 lows
4.9% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 2:04 pm ET)
37.7% are above or equal to 4/24 close (1 days ago), 62.3% are below.
36.3% are above or equal to 4/23 close (2 days ago), 63.7% are below.
46.9% are above or equal to 4/22 close (3 days ago), 53.1% are below.
55.9% are above or equal to 4/21 close (4 days ago), 44.1% are below.
53.5% are above or equal to 4/20 close (5 days ago), 46.5% are below.
60.7% are above or equal to 4/17 close (6 days ago), 39.3% are below.
44.1% are above or equal to 4/16 close (7 days ago), 55.9% are below.
43.0% are above or equal to 4/15 close (8 days ago), 57.0% are below.
51.0% are above or equal to 4/14 close (9 days ago), 49.0% are below.
53.9% are above or equal to 4/13 close (10 days ago), 46.1% are below.
51.0% are above or equal to 4/10 close (11 days ago), 49.0% are below.
53.6% are above or equal to 4/9 close (12 days ago), 46.4% are below.
54.4% are above or equal to 4/8 close (13 days ago), 45.6% are below.
59.1% are above or equal to 4/7 close (14 days ago), 40.9% are below.
55.1% are above or equal to 4/6 close (15 days ago), 44.9% are below.
59.3% are above or equal to 4/2 close (16 days ago), 40.7% are below.
62.0% are above or equal to 4/1 close (17 days ago), 38.0% are below.
59.9% are above or equal to 3/31 close (18 days ago), 40.1% are below.
57.0% are above or equal to 3/30 close (19 days ago), 43.0% are below.
64.4% are above or equal to 3/27 close (20 days ago), 35.6% are below.
66.1% are above or equal to 3/26 close (21 days ago), 33.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 2:04 pm ET)
20d: 13.6% new highs, 5.7% new lows
21d: 13.4% new highs, 5.3% new lows
42d: 8.5% new highs, 3.4% new lows
63d: 7.1% new highs, 1.8% new lows
126d: 4.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 2:04 pm ET)
2-day: 34.5% above, 65.5% below
3-day: 34.1% above, 65.9% below
4-day: 39.3% above, 60.7% below
5-day: 45.1% above, 54.9% below
8-day: 49.4% above, 50.6% below
10-day: 49.8% above, 50.2% below
20-day: 54.9% above, 45.1% below
50-day: 57.5% above, 42.5% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 2:04 pm ET)
META(22): 1.99% Top=FCX ABX SLW NEM PAAS AEM AA FNV ….. GOLD NUE SLCA STLD CMC CNX CCJ X=Bottom (Metals & Mining)
MANU(42): 0.75% Top=JOY MRC TEX RS CFX ROK RXN KMT ….. AME SWK LII AOS MHK ATI JKS DDD=Bottom (Manufacturing)
ENER(106): 0.08% Top=CRR CJES NBR OII RES FET GLF SPN ….. ALJ VNR ROSE MRD SGY CPE PVA DK=Bottom (Energy)
COSW(88): -0.10% Top=SINA BITA VIPS IGTE MDRX JD BIDU WUBA ….. AZPN GOOG CVLT DATA ADSK CMCM VDSI XRX=Bottom (Computer Software/Internet)
CHEM(29): -0.19% Top=DD WLK DOW MEOH APD EMN PX POL ….. CYT POT AGU CF CHMT OLN FTK GPRE=Bottom (Chemicals/Fertilizers)
REAL(79): -0.21% Top=AIV TCO BXMT CONE SPG PGRE ARCP WPG ….. WRI DFT HR NNN OUT EXR GLPI OHI=Bottom (Real Estate)
ELEC(54): -0.24% Top=KLAC IDTI DLB CREE INTC SIMO NXPI TXN ….. ATML AMBA MRVL MLNX CSIQ SUNE CPHD AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): -0.33% Top=Z RCII YY PCLN SERV DV JEC VRSK ….. APOL BAH ADT R SBAC RRD EIGI HMHC=Bottom (Diversified Services)
MATE(29): -0.39% Top=FAST FLR BCC EXP MTZ MAS USG PWR ….. PHM DHI SPF RYL MLM CVA MTH OC=Bottom (Materials & Construction)
FINA(87): -0.46% Top=OCN BMO STT BX WFC FITB APO AMTD ….. EV EVR EWBC WAL BKU LAZ HBHC WETF=Bottom (Banks/Financials)
CONS(57): -0.52% Top=SKX EL AVP ICON KATE WHR COH DECK ….. MWV JAH TPX BMS FBHS SHOO MAT SCSS=Bottom (Consumer)
INSU(34): -0.57% Top=GNW XL AON AXS WSH PRU CLGX ORI ….. AJG CB AGO CNO MTG FNF PRI FAF=Bottom (Insurance)
LEIS(34): -0.64% Top=QUNR SEAS CMG LOCO BLMN GPRO MGM PNK ….. WEN SBUX HOT MCD RCL DPZ QSR SIX=Bottom (Leisure)
RETA(66): -0.76% Top=BLDR W NFLX VSI BABA BID WBA BBY ….. DSW BURL GPS AAP SFM FINL FIVE SHLD=Bottom (Retail & Specialty Retail)
HEAL(46): -1.35% Top=WX SPNC DVA ESRX PODD PKI VAR CI ….. KND MOH HOLX HNT THOR DXCM CNC EW=Bottom (Health)
TRAN(37): -1.54% Top=TDW HA KEX UNP SAVE ODFL WAB KSU ….. NAT HTLD SWFT KNX WERN GBX VA ECHO=Bottom (Transportation)
COHW(54): -1.78% Top=SMCI QCOM AAPL JNPR PANW RCI MSI ADTN ….. ANET BBRY OLED ARRS SSYS CUDA UBNT WIN=Bottom (Computer Hardware/Telecom)

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 2:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:00 pm

Market Stats at 12:59 pm ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 911.

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 (20150427 12:59 pm ET)
13.4% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
32.1% are below yesterday’s low.
54.6% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
40.8% of stocks with today’s low < yesterday’s low. (59.2% greater than).

EVIDENCE OF INTRADAY TREND (20150427 12:59 pm ET)
25.2% of stocks are above today’s open. (71.7% are below).
24.0% of stocks are above today’s open and yesterday’s close.
59.8% are below both.
15.5% of stocks opened above yesterday’s high.
77.2% of stocks opened above yesterday’s close. (16.5% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 12:59 pm ET)
2.2% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
19.8% are in the top half. 80.2% of stocks are in the bottom half of today’s range.
56.4% are in the bottom 20%.
36.8% are in the bottom 10%.

GAIN (20150427 12:59 pm ET)
38.9% of stocks are above yesterday’s close. (61.1% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.8% are up 3.5% or more. 1.9% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY (20150427 12:59 pm ET)
2-day: >=95:6.7%…>=90:10.6%…>=80:18.8%…>=50:40.6%…<=20:27.2%…<=10:12.3%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:55.3%…<=20:0.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 12:59 pm ET)
13.4% above previous 1 highs, 32.1% below previous 1 lows
9.2% above previous 2 highs, 22.1% below previous 2 lows
8.5% above previous 3 highs, 14.3% below previous 3 lows
7.7% above previous 4 highs, 13.0% below previous 4 lows
7.0% above previous 5 highs, 10.2% below previous 5 lows
6.7% above previous 6 highs, 8.1% below previous 6 lows
6.1% above previous 7 highs, 7.9% below previous 7 lows
5.7% above previous 8 highs, 7.4% below previous 8 lows
5.7% above previous 9 highs, 6.4% below previous 9 lows
5.6% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 12:59 pm ET)
38.9% are above or equal to 4/24 close (1 days ago), 61.1% are below.
36.1% are above or equal to 4/23 close (2 days ago), 63.9% are below.
47.6% are above or equal to 4/22 close (3 days ago), 52.4% are below.
55.9% are above or equal to 4/21 close (4 days ago), 44.1% are below.
53.5% are above or equal to 4/20 close (5 days ago), 46.5% are below.
60.5% are above or equal to 4/17 close (6 days ago), 39.5% are below.
44.7% are above or equal to 4/16 close (7 days ago), 55.3% are below.
42.9% are above or equal to 4/15 close (8 days ago), 57.1% are below.
52.6% are above or equal to 4/14 close (9 days ago), 47.4% are below.
55.2% are above or equal to 4/13 close (10 days ago), 44.8% are below.
50.7% are above or equal to 4/10 close (11 days ago), 49.3% are below.
54.1% are above or equal to 4/9 close (12 days ago), 45.9% are below.
56.1% are above or equal to 4/8 close (13 days ago), 43.9% are below.
59.7% are above or equal to 4/7 close (14 days ago), 40.3% are below.
56.0% are above or equal to 4/6 close (15 days ago), 44.0% are below.
60.0% are above or equal to 4/2 close (16 days ago), 40.0% are below.
63.4% are above or equal to 4/1 close (17 days ago), 36.6% are below.
60.6% are above or equal to 3/31 close (18 days ago), 39.4% are below.
57.2% are above or equal to 3/30 close (19 days ago), 42.8% are below.
65.6% are above or equal to 3/27 close (20 days ago), 34.4% are below.
66.3% are above or equal to 3/26 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 12:59 pm ET)
20d: 13.6% new highs, 4.7% new lows
21d: 13.4% new highs, 4.5% new lows
42d: 8.5% new highs, 3.3% new lows
63d: 7.1% new highs, 1.6% new lows
126d: 4.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 12:59 pm ET)
2-day: 35.5% above, 64.5% below
3-day: 34.7% above, 65.3% below
4-day: 39.8% above, 60.2% below
5-day: 45.8% above, 54.2% below
8-day: 49.3% above, 50.7% below
10-day: 49.6% above, 50.4% below
20-day: 55.5% above, 44.5% below
50-day: 57.2% above, 42.8% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 12:59 pm ET)
META(22): 2.37% Top=ABX SLW FCX NEM PAAS AEM GG FNV ….. GOLD NUE STLD SLCA CMC CCJ X CNX=Bottom (Metals & Mining)
MANU(42): 0.76% Top=JOY MRC TEX RS CFX FLS KMT RXN ….. ROP SPW LII AOS MHK ATI JKS DDD=Bottom (Manufacturing)
ENER(106): 0.08% Top=CRR CJES NBR OII BCEI HP FET RES ….. MTDR MRD VNR SGY PVA ROSE CPE DK=Bottom (Energy)
COSW(88): -0.01% Top=BITA SINA VIPS WUBA IGTE BIDU MDRX JD ….. FTNT NOW GOOG ADSK DATA CMCM VDSI XRX=Bottom (Computer Software/Internet)
ELEC(54): -0.02% Top=KLAC IDTI NXPI FSL TXN SCTY SWKS CREE ….. AMBA CSIQ TER ATML MLNX CPHD SUNE AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(79): -0.17% Top=AIV SHO SPG TCO CONE AVB CHSP CPT ….. BRX EXR HR OUT DFT GLPI NNN OHI=Bottom (Real Estate)
CHEM(29): -0.20% Top=DD WLK MEOH APD DOW POL EMN PX ….. OLN AGU POT CYT CF CHMT FTK GPRE=Bottom (Chemicals/Fertilizers)
MATE(29): -0.22% Top=MTZ FAST BCC EXP FLR USG MAS PWR ….. WCN RSG SPF RYL MLM CVA MTH OC=Bottom (Materials & Construction)
DISV(47): -0.31% Top=Z RCII YY PCLN JEC SERV VRSK ACM ….. ADT APOL HMSY SBAC RRD R EIGI HMHC=Bottom (Diversified Services)
FINA(87): -0.41% Top=OCN STT WDR BMO APO BX WFC BEN ….. WAL EWBC OZRK BKU LAZ EVR WETF HBHC=Bottom (Banks/Financials)
LEIS(34): -0.44% Top=QUNR SEAS LOCO GPRO CMG BLMN PNK MGM ….. WEN DRI RCL HOT DNKN MCD DPZ SIX=Bottom (Leisure)
INSU(34): -0.49% Top=GNW XL AXS PRU AON AFL WSH ORI ….. AJG CB BRO CNO MTG PRI FAF FNF=Bottom (Insurance)
CONS(57): -0.53% Top=SKX EL KATE WHR COH ICON AVP DECK ….. CLX RKT JAH HBI BMS SHOO MAT SCSS=Bottom (Consumer)
RETA(66): -0.80% Top=BLDR NFLX VSI W GES BABA SIG WBA ….. FINL PIR SFM AEO AAP SHLD DSW FIVE=Bottom (Retail & Specialty Retail)
HEAL(46): -1.28% Top=WX SPNC PKI ESRX DVA MR HLS A ….. MOH OPK HNT HOLX DXCM THOR CNC EW=Bottom (Health)
TRAN(37): -1.46% Top=STNG TDW HA KEX SAVE CSX CNW ODFL ….. NAT HTLD SWFT KNX VA GBX WERN ECHO=Bottom (Transportation)
COHW(54): -1.86% Top=AAPL QCOM SMCI JNPR INFN KN RCI NTAP ….. OLED BBRY ARRS ANET SSYS UBNT CUDA WIN=Bottom (Computer Hardware/Telecom)

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 12:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:21 pm ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20150427 12:21 pm ET)
16.0% of stocks are above yesterday’s high.
42.4% are above yesterday’s midpoint. (57.6% are below.)
25.1% are below yesterday’s low.
58.9% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
35.4% of stocks with today’s low < yesterday’s low. (64.6% greater than).

EVIDENCE OF INTRADAY TREND (20150427 12:21 pm ET)
31.9% of stocks are above today’s open. (64.8% are below).
30.3% of stocks are above today’s open and yesterday’s close.
52.4% are below both.
15.5% of stocks opened above yesterday’s high.
77.2% of stocks opened above yesterday’s close. (16.4% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 12:21 pm ET)
3.7% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
27.7% are in the top half. 72.3% of stocks are in the bottom half of today’s range.
49.1% are in the bottom 20%.
35.6% are in the bottom 10%.

GAIN (20150427 12:21 pm ET)
45.7% of stocks are above yesterday’s close. (54.3% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
2.3% are up 3.5% or more. 1.9% are down 3.5% or more.
64.8% are between +1% and -1%.

RSI on DAILY (20150427 12:21 pm ET)
2-day: >=95:8.0%…>=90:12.8%…>=80:21.5%…>=50:46.4%…<=20:22.7%…<=10:10.7%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:56.9%…<=20:0.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:59.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 12:21 pm ET)
16.0% above previous 1 highs, 25.1% below previous 1 lows
11.8% above previous 2 highs, 16.8% below previous 2 lows
10.4% above previous 3 highs, 11.2% below previous 3 lows
9.1% above previous 4 highs, 10.3% below previous 4 lows
8.4% above previous 5 highs, 7.8% below previous 5 lows
8.0% above previous 6 highs, 5.7% below previous 6 lows
6.8% above previous 7 highs, 5.6% below previous 7 lows
6.4% above previous 8 highs, 5.5% below previous 8 lows
6.3% above previous 9 highs, 5.2% below previous 9 lows
6.1% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 12:21 pm ET)
45.7% are above or equal to 4/24 close (1 days ago), 54.3% are below.
41.9% are above or equal to 4/23 close (2 days ago), 58.1% are below.
51.4% are above or equal to 4/22 close (3 days ago), 48.6% are below.
59.6% are above or equal to 4/21 close (4 days ago), 40.4% are below.
54.9% are above or equal to 4/20 close (5 days ago), 45.1% are below.
63.4% are above or equal to 4/17 close (6 days ago), 36.6% are below.
47.4% are above or equal to 4/16 close (7 days ago), 52.6% are below.
45.5% are above or equal to 4/15 close (8 days ago), 54.5% are below.
54.5% are above or equal to 4/14 close (9 days ago), 45.5% are below.
58.1% are above or equal to 4/13 close (10 days ago), 41.9% are below.
53.4% are above or equal to 4/10 close (11 days ago), 46.6% are below.
55.5% are above or equal to 4/9 close (12 days ago), 44.5% are below.
57.5% are above or equal to 4/8 close (13 days ago), 42.5% are below.
60.3% are above or equal to 4/7 close (14 days ago), 39.7% are below.
57.3% are above or equal to 4/6 close (15 days ago), 42.7% are below.
60.7% are above or equal to 4/2 close (16 days ago), 39.3% are below.
64.1% are above or equal to 4/1 close (17 days ago), 35.9% are below.
61.0% are above or equal to 3/31 close (18 days ago), 39.0% are below.
57.9% are above or equal to 3/30 close (19 days ago), 42.1% are below.
66.3% are above or equal to 3/27 close (20 days ago), 33.7% are below.
67.7% are above or equal to 3/26 close (21 days ago), 32.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 12:21 pm ET)
20d: 13.6% new highs, 3.9% new lows
21d: 13.4% new highs, 3.7% new lows
42d: 8.4% new highs, 2.6% new lows
63d: 7.1% new highs, 1.3% new lows
126d: 4.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 12:21 pm ET)
2-day: 42.8% above, 57.2% below
3-day: 41.3% above, 58.7% below
4-day: 46.1% above, 53.9% below
5-day: 50.3% above, 49.7% below
8-day: 54.5% above, 45.5% below
10-day: 53.6% above, 46.4% below
20-day: 57.8% above, 42.2% below
50-day: 59.0% above, 41.0% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 12:21 pm ET)
META(22): 2.58% Top=ABX FCX SLW NEM AEM PAAS CENX GG ….. GOLD NUE STLD CMC SLCA CCJ X CNX=Bottom (Metals & Mining)
MANU(42): 0.91% Top=JOY MRC TEX RS FLS CFX KMT RXN ….. ROP SPW JKS LII MHK AOS ATI DDD=Bottom (Manufacturing)
ENER(106): 0.63% Top=CRR CJES BAS NBR OII FET HP EXH ….. MRD PVA SGY CPE VNR MDU ROSE DK=Bottom (Energy)
COSW(89): 0.09% Top=SINA VIPS BITA IGTE JD BIDU WUBA ATHM ….. DATA QLIK NOW GOOG ANGI ADSK VDSI XRX=Bottom (Computer Software/Internet)
CHEM(29): 0.09% Top=DD WLK MEOH DOW APD POL EMN SHW ….. VAL CYT FTK CHMT POT AGU CF GPRE=Bottom (Chemicals/Fertilizers)
MATE(29): 0.05% Top=MTZ FAST EXP USG FLR MAS BCC TPH ….. RYL MLM WM WCN MTH RSG CVA OC=Bottom (Materials & Construction)
ELEC(54): 0.04% Top=KLAC SCTY IDTI TSL NXPI FSL TXN DLB ….. AMBA FCS ATML MLNX TER SUNE CPHD AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(79): -0.08% Top=AIV SHO CHSP ARCP TCO FCH CPT SPG ….. HR EXR OUT BRX NNN DFT GLPI OHI=Bottom (Real Estate)
LEIS(34): -0.16% Top=QUNR SEAS QSR GPRO CMG MGM LOCO PNK ….. HOT SBUX DRI RCL DNKN MCD DPZ SIX=Bottom (Leisure)
FINA(87): -0.20% Top=OCN STT WDR APO BMO FITB STI WFC ….. EV WAL EVR OZRK LAZ BKU WETF HBHC=Bottom (Banks/Financials)
DISV(47): -0.24% Top=Z YY RCII PCLN JEC ACM VRSK VNTV ….. SBAC XRS G HMSY R RRD HMHC EIGI=Bottom (Diversified Services)
INSU(34): -0.31% Top=GNW XL AXS PRU AFL AIG AON TMK ….. BRO AJG CB FAF CNO MTG PRI FNF=Bottom (Insurance)
CONS(57): -0.36% Top=SKX KATE EL WHR COH AVP OI ECL ….. CLX RKT LULU BMS HBI SHOO MAT SCSS=Bottom (Consumer)
RETA(66): -0.56% Top=BLDR W NFLX VSI GES BABA SIG WBA ….. GPS FIVE FINL AAP DSW AEO PIR SHLD=Bottom (Retail & Specialty Retail)
TRAN(37): -1.17% Top=STNG TDW HA SAVE KEX CSX UNP JBLU ….. HTLD NAT SWFT KNX WERN VA ECHO GBX=Bottom (Transportation)
HEAL(46): -1.23% Top=WX SPNC DVA CYH ESRX MR PKI HLS ….. MOH HNT RMD HOLX CNC DXCM THOR EW=Bottom (Health)
COHW(54): -1.69% Top=AAPL QCOM SMCI PANW NTAP EMC INFN COMM ….. FTR SYNA ANET SSYS ARRS UBNT CUDA WIN=Bottom (Computer Hardware/Telecom)

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 12:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:22 am

Market Stats at 11:21 am ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20150427 11:21 am ET)
23.5% of stocks are above yesterday’s high.
57.2% are above yesterday’s midpoint. (42.8% are below.)
11.3% are below yesterday’s low.
65.2% are inside yesterday’s range.
49.1% of stocks with today’s high > yesterday’s high. (50.9% less than).
26.2% of stocks with today’s low < yesterday’s low. (73.8% greater than).

EVIDENCE OF INTRADAY TREND (20150427 11:21 am ET)
47.0% of stocks are above today’s open. (48.4% are below).
44.7% of stocks are above today’s open and yesterday’s close.
33.6% are below both.
15.5% of stocks opened above yesterday’s high.
77.2% of stocks opened above yesterday’s close. (16.4% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 11:21 am ET)
7.7% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
48.4% are in the top half. 51.6% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20150427 11:21 am ET)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
2.0% are up 3.5% or more. 0.8% are down 3.5% or more.
72.4% are between +1% and -1%.

RSI on DAILY (20150427 11:21 am ET)
2-day: >=95:11.3%…>=90:18.8%…>=80:28.7%…>=50:61.2%…<=20:12.4%…<=10:6.5%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:63.4%…<=20:0.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:63.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 11:21 am ET)
23.5% above previous 1 highs, 11.3% below previous 1 lows
15.8% above previous 2 highs, 6.7% below previous 2 lows
14.0% above previous 3 highs, 4.8% below previous 3 lows
12.8% above previous 4 highs, 4.1% below previous 4 lows
12.0% above previous 5 highs, 3.5% below previous 5 lows
11.5% above previous 6 highs, 2.5% below previous 6 lows
9.9% above previous 7 highs, 2.5% below previous 7 lows
8.8% above previous 8 highs, 2.4% below previous 8 lows
8.8% above previous 9 highs, 2.3% below previous 9 lows
8.4% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 11:21 am ET)
63.9% are above or equal to 4/24 close (1 days ago), 36.1% are below.
53.6% are above or equal to 4/23 close (2 days ago), 46.4% are below.
61.6% are above or equal to 4/22 close (3 days ago), 38.4% are below.
66.9% are above or equal to 4/21 close (4 days ago), 33.1% are below.
62.7% are above or equal to 4/20 close (5 days ago), 37.3% are below.
69.2% are above or equal to 4/17 close (6 days ago), 30.8% are below.
53.3% are above or equal to 4/16 close (7 days ago), 46.7% are below.
51.0% are above or equal to 4/15 close (8 days ago), 49.0% are below.
58.8% are above or equal to 4/14 close (9 days ago), 41.2% are below.
61.8% are above or equal to 4/13 close (10 days ago), 38.2% are below.
58.9% are above or equal to 4/10 close (11 days ago), 41.1% are below.
60.0% are above or equal to 4/9 close (12 days ago), 40.0% are below.
60.1% are above or equal to 4/8 close (13 days ago), 39.9% are below.
64.7% are above or equal to 4/7 close (14 days ago), 35.3% are below.
60.0% are above or equal to 4/6 close (15 days ago), 40.0% are below.
64.0% are above or equal to 4/2 close (16 days ago), 36.0% are below.
67.0% are above or equal to 4/1 close (17 days ago), 33.0% are below.
63.0% are above or equal to 3/31 close (18 days ago), 37.0% are below.
60.0% are above or equal to 3/30 close (19 days ago), 40.0% are below.
68.5% are above or equal to 3/27 close (20 days ago), 31.5% are below.
70.7% are above or equal to 3/26 close (21 days ago), 29.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 11:21 am ET)
20d: 12.7% new highs, 2.9% new lows
21d: 12.6% new highs, 2.7% new lows
42d: 8.1% new highs, 1.9% new lows
63d: 6.8% new highs, 1.0% new lows
126d: 4.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 11:21 am ET)
2-day: 60.4% above, 39.6% below
3-day: 55.7% above, 44.3% below
4-day: 58.4% above, 41.6% below
5-day: 61.3% above, 38.7% below
8-day: 63.2% above, 36.8% below
10-day: 61.3% above, 38.7% below
20-day: 63.5% above, 36.5% below
50-day: 62.4% above, 37.6% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 11:21 am ET)
META(22): 2.20% Top=SLW ABX FCX CLF PAAS NEM AEM GG ….. NUE GOLD STLD CMC X CCJ SLCA CNX=Bottom (Metals & Mining)
MANU(42): 0.93% Top=JOY MRC RS FLS TEX RXN KMT CRS ….. SWK ROP SPW LII MHK ATI AOS DDD=Bottom (Manufacturing)
ENER(106): 0.72% Top=CRR CJES NBR BAS HP EXH FET PTEN ….. VLO ALJ AR WPX SGY MDU ROSE DK=Bottom (Energy)
ELEC(54): 0.72% Top=IDTI CAVM SCTY KLAC NXPI SANM CREE SWKS ….. MTSI KEYS AMBA TER MRVL SUNE CPHD AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(89): 0.66% Top=VIPS WUBA SINA JD IGTE TWTR ATHM MDRX ….. CVLT CA GOOG VDSI INXN DATA ADSK XRX=Bottom (Computer Software/Internet)
MATE(29): 0.41% Top=MTZ MAS BCC EXP USG PWR FLR FAST ….. WY RYN MLM WCN WM RSG CVA OC=Bottom (Materials & Construction)
LEIS(34): 0.32% Top=SEAS QUNR QSR GPRO LOCO HABT CMG MAR ….. RCL DRI HOT MCD SBUX DNKN DPZ SIX=Bottom (Leisure)
REAL(79): 0.27% Top=FCH AIV SHO CPT TCO PGRE SPG AVB ….. BAM PCL BRX CIM EQC OUT GLPI OHI=Bottom (Real Estate)
FINA(87): 0.22% Top=OCN STT WDR SCHW STI CG BMO WFC ….. KKR NDAQ PSEC LAZ AXP EVR EV HBHC=Bottom (Banks/Financials)
DISV(47): 0.19% Top=YY Z PCLN RCII SERV FLT JEC TNET ….. R ADT RRD G SBAC EIGI HMSY HMHC=Bottom (Diversified Services)
CHEM(29): 0.16% Top=DD WLK MEOH APD DOW POL CE EMN ….. CYT HUN VAL AGU POT CF FTK GPRE=Bottom (Chemicals/Fertilizers)
CONS(57): 0.14% Top=KATE WWW EL SKX WHR COH CRI DECK ….. JAH SHOO CLX FBHS TPX BMS SCSS MAT=Bottom (Consumer)
RETA(66): -0.09% Top=BLDR W NFLX BABA VSI LL ANF BID ….. BIG KAR AEO FIVE AAP GPS PIR SHLD=Bottom (Retail & Specialty Retail)
INSU(34): -0.13% Top=GNW PRU XL AFL TMK MET UNM AIG ….. MMC HIG AGO AJG MTG BRO CB FNF=Bottom (Insurance)
HEAL(46): -0.31% Top=WX OPK MR ESRX NUVA CYH EVHC A ….. LH DXCM HNT THOR HOLX CNC RMD EW=Bottom (Health)
TRAN(37): -0.48% Top=HA STNG TRN SAVE ODFL KEX JBLU CNW ….. HTLD SWFT CHRW KNX GBX WERN ECHO VA=Bottom (Transportation)
COHW(54): -1.18% Top=SMCI PANW CAMP AAPL NMBL QCOM INFN KN ….. CTL SSYS FTR BBRY ARRS CUDA UBNT WIN=Bottom (Computer Hardware/Telecom)

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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 10:49 am ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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 (20150427 10:49 am ET)
23.2% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
8.5% are below yesterday’s low.
68.2% are inside yesterday’s range.
48.2% of stocks with today’s high > yesterday’s high. (51.8% less than).
20.9% of stocks with today’s low < yesterday’s low. (79.1% greater than).

EVIDENCE OF INTRADAY TREND (20150427 10:49 am ET)
52.2% of stocks are above today’s open. (43.8% are below).
49.7% of stocks are above today’s open and yesterday’s close.
29.7% are below both.
15.4% of stocks opened above yesterday’s high.
77.1% of stocks opened above yesterday’s close. (16.5% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 10:49 am ET)
7.2% of stocks are in the top 10% of today’s range.
16.6% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20150427 10:49 am ET)
67.6% of stocks are above yesterday’s close. (32.4% are below.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
2.1% are up 3.5% or more. 0.9% are down 3.5% or more.
71.7% are between +1% and -1%.

RSI on DAILY (20150427 10:49 am ET)
2-day: >=95:11.5%…>=90:19.3%…>=80:31.0%…>=50:65.4%…<=20:11.0%…<=10:5.5%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:65.1%…<=20:0.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 10:49 am ET)
23.2% above previous 1 highs, 8.5% below previous 1 lows
18.2% above previous 2 highs, 5.8% below previous 2 lows
15.8% above previous 3 highs, 3.9% below previous 3 lows
13.8% above previous 4 highs, 3.7% below previous 4 lows
13.0% above previous 5 highs, 3.1% below previous 5 lows
12.6% above previous 6 highs, 2.2% below previous 6 lows
10.5% above previous 7 highs, 2.2% below previous 7 lows
9.6% above previous 8 highs, 2.2% below previous 8 lows
9.6% above previous 9 highs, 2.1% below previous 9 lows
9.5% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 10:49 am ET)
67.6% are above or equal to 4/24 close (1 days ago), 32.4% are below.
56.7% are above or equal to 4/23 close (2 days ago), 43.3% are below.
63.0% are above or equal to 4/22 close (3 days ago), 37.0% are below.
69.8% are above or equal to 4/21 close (4 days ago), 30.2% are below.
63.9% are above or equal to 4/20 close (5 days ago), 36.1% are below.
69.9% are above or equal to 4/17 close (6 days ago), 30.1% are below.
53.9% are above or equal to 4/16 close (7 days ago), 46.1% are below.
52.4% are above or equal to 4/15 close (8 days ago), 47.6% are below.
60.0% are above or equal to 4/14 close (9 days ago), 40.0% are below.
63.2% are above or equal to 4/13 close (10 days ago), 36.8% are below.
60.6% are above or equal to 4/10 close (11 days ago), 39.4% are below.
61.7% are above or equal to 4/9 close (12 days ago), 38.3% are below.
61.4% are above or equal to 4/8 close (13 days ago), 38.6% are below.
65.7% are above or equal to 4/7 close (14 days ago), 34.3% are below.
60.8% are above or equal to 4/6 close (15 days ago), 39.2% are below.
64.8% are above or equal to 4/2 close (16 days ago), 35.2% are below.
66.9% are above or equal to 4/1 close (17 days ago), 33.1% are below.
63.9% are above or equal to 3/31 close (18 days ago), 36.1% are below.
60.7% are above or equal to 3/30 close (19 days ago), 39.3% are below.
69.1% are above or equal to 3/27 close (20 days ago), 30.9% are below.
71.7% are above or equal to 3/26 close (21 days ago), 28.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 10:49 am ET)
20d: 12.6% new highs, 2.4% new lows
21d: 12.5% new highs, 2.3% new lows
42d: 8.1% new highs, 1.6% new lows
63d: 6.8% new highs, 0.9% new lows
126d: 4.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 10:49 am ET)
2-day: 64.0% above, 36.0% below
3-day: 59.7% above, 40.3% below
4-day: 61.3% above, 38.7% below
5-day: 65.5% above, 34.5% below
8-day: 65.7% above, 34.3% below
10-day: 62.4% above, 37.6% below
20-day: 64.5% above, 35.5% below
50-day: 62.7% above, 37.3% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 10:49 am ET)
META(22): 2.00% Top=FCX CLF SLW PAAS ABX AEM NEM TCK ….. CMC GOLD CENX STLD X CCJ SLCA CNX=Bottom (Metals & Mining)
ELEC(54): 0.83% Top=IDTI SANM CREE KLAC CY CAVM SWKS SCTY ….. KEYS MSCC MTSI TER CPHD MRVL SUNE AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 0.82% Top=JOY MRC RS FLS KMT RXN PNR CRS ….. ATI LECO SWK ROP SPW AOS MHK DDD=Bottom (Manufacturing)
COSW(89): 0.76% Top=JD ATHM VIPS WUBA TRUE BITA IGTE SINA ….. INXN CVLT MSFT DATA SFUN SOHU ADSK XRX=Bottom (Computer Software/Internet)
LEIS(34): 0.57% Top=SEAS QUNR HABT QSR LOCO GPRO MAR BLMN ….. LVS HOT DNKN DRI MCD DPZ SBUX SIX=Bottom (Leisure)
ENER(107): 0.55% Top=CRR CJES FET NBR HP EXH OII CAM ….. WNR CPE ALJ UPL MDU ROSE DK WTI=Bottom (Energy)
MATE(29): 0.45% Top=MTZ BCC MAS PWR EXP TPH USG FLR ….. WM RSG WY WCN PHM MLM CVA OC=Bottom (Materials & Construction)
FINA(87): 0.37% Top=OCN WDR STI STT SCHW CG ZION WFC ….. WU LAZ PSEC AXP WETF KKR EV HBHC=Bottom (Banks/Financials)
DISV(47): 0.32% Top=YY Z RCII FLT PCLN SERV TNET JEC ….. RRD R EIGI ADT G HMSY SBAC HMHC=Bottom (Diversified Services)
REAL(79): 0.32% Top=FCH AIV SHO TCO DRH CBG ARCP NSM ….. HPT O CIM PCL BAM BRX GLPI OHI=Bottom (Real Estate)
CONS(57): 0.29% Top=KATE WWW SKX EL WHR COH CRI IRBT ….. FL JAH FBHS CLX BMS SCSS TPX MAT=Bottom (Consumer)
CHEM(29): 0.13% Top=DD MEOH APD DOW EMN POL CE WLK ….. AGU VAL CHMT OLN POT CF GPRE FTK=Bottom (Chemicals/Fertilizers)
RETA(66): 0.08% Top=BLDR W NFLX BABA ANF BID VSI ZU ….. BURL BIG SFS PIR FIVE GPS AAP SHLD=Bottom (Retail & Specialty Retail)
INSU(34): 0.02% Top=GNW PRU WRB XL RDN MET TMK AWH ….. FAF CNO HIG MTG AGO BRO FNF AJG=Bottom (Insurance)
HEAL(46): -0.10% Top=WX OPK MR PKI NUVA KND DVA THC ….. ABT LH CNC DXCM THOR EW HOLX RMD=Bottom (Health)
TRAN(37): -0.37% Top=HA STNG SAVE ODFL JBLU CNW TRN TDW ….. HTLD SWFT KNX CHRW GBX WERN VA ECHO=Bottom (Transportation)
COHW(54): -1.07% Top=SMCI PANW CAMP KN AAPL INFN NMBL QCOM ….. SYNA CTL SSYS BBRY ARRS CUDA UBNT WIN=Bottom (Computer Hardware/Telecom)

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

Filed under: Market Stats — daytrend @ 8:59 am

Market Stats at 9:59 am ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 911.

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 (20150427 9:59 am ET)
27.1% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
5.7% are below yesterday’s low.
67.2% are inside yesterday’s range.
40.6% of stocks with today’s high > yesterday’s high. (59.4% less than).
18.3% of stocks with today’s low < yesterday’s low. (81.7% greater than).

EVIDENCE OF INTRADAY TREND (20150427 9:59 am ET)
55.3% of stocks are above today’s open. (40.8% are below).
52.6% of stocks are above today’s open and yesterday’s close.
24.5% are below both.
15.5% of stocks opened above yesterday’s high.
77.2% of stocks opened above yesterday’s close. (16.5% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 9:59 am ET)
26.3% of stocks are in the top 10% of today’s range.
41.1% are in the top 20%.
66.6% are in the top half. 33.4% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20150427 9:59 am ET)
72.9% of stocks are above yesterday’s close. (27.1% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.5% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20150427 9:59 am ET)
2-day: >=95:12.4%…>=90:22.3%…>=80:33.4%…>=50:69.2%…<=20:10.5%…<=10:5.0%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:66.4%…<=20:0.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 9:59 am ET)
27.1% above previous 1 highs, 5.7% below previous 1 lows
20.5% above previous 2 highs, 4.1% below previous 2 lows
17.6% above previous 3 highs, 2.7% below previous 3 lows
15.4% above previous 4 highs, 2.6% below previous 4 lows
14.5% above previous 5 highs, 2.2% below previous 5 lows
14.3% above previous 6 highs, 1.6% below previous 6 lows
11.5% above previous 7 highs, 1.6% below previous 7 lows
10.1% above previous 8 highs, 1.5% below previous 8 lows
9.9% above previous 9 highs, 1.4% below previous 9 lows
9.7% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 9:59 am ET)
72.9% are above or equal to 4/24 close (1 days ago), 27.1% are below.
58.2% are above or equal to 4/23 close (2 days ago), 41.8% are below.
65.0% are above or equal to 4/22 close (3 days ago), 35.0% are below.
71.1% are above or equal to 4/21 close (4 days ago), 28.9% are below.
64.4% are above or equal to 4/20 close (5 days ago), 35.6% are below.
70.6% are above or equal to 4/17 close (6 days ago), 29.4% are below.
54.6% are above or equal to 4/16 close (7 days ago), 45.4% are below.
52.8% are above or equal to 4/15 close (8 days ago), 47.2% are below.
61.9% are above or equal to 4/14 close (9 days ago), 38.1% are below.
65.0% are above or equal to 4/13 close (10 days ago), 35.0% are below.
62.1% are above or equal to 4/10 close (11 days ago), 37.9% are below.
63.4% are above or equal to 4/9 close (12 days ago), 36.6% are below.
62.7% are above or equal to 4/8 close (13 days ago), 37.3% are below.
65.8% are above or equal to 4/7 close (14 days ago), 34.2% are below.
60.4% are above or equal to 4/6 close (15 days ago), 39.6% are below.
66.3% are above or equal to 4/2 close (16 days ago), 33.7% are below.
68.1% are above or equal to 4/1 close (17 days ago), 31.9% are below.
65.2% are above or equal to 3/31 close (18 days ago), 34.8% are below.
61.7% are above or equal to 3/30 close (19 days ago), 38.3% are below.
68.9% are above or equal to 3/27 close (20 days ago), 31.1% are below.
72.8% are above or equal to 3/26 close (21 days ago), 27.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 9:59 am ET)
20d: 10.0% new highs, 2.2% new lows
21d: 9.9% new highs, 2.1% new lows
42d: 6.9% new highs, 1.3% new lows
63d: 5.8% new highs, 0.8% new lows
126d: 4.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 9:59 am ET)
2-day: 69.7% above, 30.3% below
3-day: 65.1% above, 34.9% below
4-day: 64.7% above, 35.3% below
5-day: 68.3% above, 31.7% below
8-day: 67.7% above, 32.3% below
10-day: 65.5% above, 34.5% below
20-day: 66.2% above, 33.8% below
50-day: 63.4% above, 36.6% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 9:59 am ET)
COSW(89): 0.85% Top=VIPS BITA ATHM JD TRUE IGTE SINA BIDU ….. INXN QLIK DATA NCR IHS SFUN ADSK XRX=Bottom (Computer Software/Internet)
ELEC(54): 0.84% Top=KLAC SWKS TXN NXPI CAVM CREE IDTI CY ….. MSCC MTSI APH CSIQ MLNX SUNE MRVL AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(21): 0.67% Top=FCX ABX TCK NEM SLW NUE AA SCCO ….. CMC GG STLD X CCJ GOLD SLCA CNX=Bottom (Metals & Mining)
REAL(79): 0.65% Top=NSM TCO DRH SHO FCH MPW AIV CUBE ….. CXP AEC EJ EQC OHI NLY BAM GLPI=Bottom (Real Estate)
MANU(42): 0.58% Top=CRS JOY FLS RXN MRC RS DHR CFX ….. BWC LECO ROP SPW CAT MHK ATI DDD=Bottom (Manufacturing)
FINA(87): 0.56% Top=WETF OCN STI WDR FNFG WFC STT LPLA ….. ACAS BKU WU EV PSEC KKR AXP HBHC=Bottom (Banks/Financials)
LEIS(34): 0.48% Top=SEAS QUNR QSR GPRO HABT MAR LOCO BLMN ….. RCL MGM ARMK DPZ SBUX LVS WYNN SIX=Bottom (Leisure)
MATE(29): 0.42% Top=MTZ MAS BCC AWI TPH EXP TOL PWR ….. PHM MLM CVA MTH DHI WCN SPF OC=Bottom (Materials & Construction)
HEAL(46): 0.35% Top=WX OPK NUVA PKI DVA PODD LH DXCM ….. UHS ZMH XRAY THOR ABT HOLX EW RMD=Bottom (Health)
DISV(47): 0.35% Top=YY RCII XRS FLT JEC Z PCLN DV ….. PAYX URI G R CNHI SBAC CAR HMHC=Bottom (Diversified Services)
CONS(57): 0.29% Top=KATE EL WWW BC WHR COH SKX SHOO ….. OI FBHS IP PBI GT CLX TPX MAT=Bottom (Consumer)
INSU(34): 0.27% Top=TRV AWH PRU XL PRI TMK WRB AIG ….. ORI FAF HIG BRO L CNO FNF AJG=Bottom (Insurance)
ENER(106): 0.16% Top=CJES NBR HP CRR PE PTEN SXL FET ….. SGY AR WNR ALJ RRC BBG DK ROSE=Bottom (Energy)
RETA(66): 0.13% Top=BLDR BABA RH NFLX W VSI ZU JMEI ….. TJX CAB WFM BURL FIVE AAP SHLD GPS=Bottom (Retail & Specialty Retail)
CHEM(29): 0.03% Top=DD APD DOW ASH AXLL SHW CE ALB ….. PX PPG CHMT POT AGU GPRE CF FTK=Bottom (Chemicals/Fertilizers)
TRAN(37): -0.29% Top=STNG SAVE HA ODFL CNW TRN KEX JBLU ….. UAL SWFT KNX WERN TDW CHRW ECHO VA=Bottom (Transportation)
COHW(54): -1.19% Top=PANW CAMP AAPL COMM SWIR SMCI NMBL INFN ….. SYNA ARRS CUDA BBRY LVLT SSYS UBNT WIN=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:45 am

Market Stats at 9:44 am ET
by daytrend on 20150427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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 (20150427 9:44 am ET)
14.0% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
7.7% are below yesterday’s low.
78.3% are inside yesterday’s range.
32.6% of stocks with today’s high > yesterday’s high. (67.4% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20150427 9:44 am ET)
39.9% of stocks are above today’s open. (55.9% are below).
37.1% of stocks are above today’s open and yesterday’s close.
34.3% are below both.
15.4% of stocks opened above yesterday’s high.
77.1% of stocks opened above yesterday’s close. (16.5% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150427 9:44 am ET)
11.0% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
42.2% are in the top half. 57.8% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20150427 9:44 am ET)
63.0% of stocks are above yesterday’s close. (37.0% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.5% are down 3.5% or more.
84.2% are between +1% and -1%.

RSI on DAILY (20150427 9:44 am ET)
2-day: >=95:10.1%…>=90:16.3%…>=80:27.7%…>=50:61.0%…<=20:12.5%…<=10:5.6%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:63.1%…<=20:0.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:63.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150427 9:44 am ET)
14.0% above previous 1 highs, 7.7% below previous 1 lows
10.4% above previous 2 highs, 5.5% below previous 2 lows
9.1% above previous 3 highs, 3.3% below previous 3 lows
8.0% above previous 4 highs, 3.0% below previous 4 lows
7.9% above previous 5 highs, 2.2% below previous 5 lows
7.9% above previous 6 highs, 1.6% below previous 6 lows
7.1% above previous 7 highs, 1.6% below previous 7 lows
6.2% above previous 8 highs, 1.6% below previous 8 lows
6.1% above previous 9 highs, 1.5% below previous 9 lows
6.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150427 9:44 am ET)
63.0% are above or equal to 4/24 close (1 days ago), 37.0% are below.
50.2% are above or equal to 4/23 close (2 days ago), 49.8% are below.
58.8% are above or equal to 4/22 close (3 days ago), 41.2% are below.
67.7% are above or equal to 4/21 close (4 days ago), 32.3% are below.
61.4% are above or equal to 4/20 close (5 days ago), 38.6% are below.
68.8% are above or equal to 4/17 close (6 days ago), 31.2% are below.
50.9% are above or equal to 4/16 close (7 days ago), 49.1% are below.
48.5% are above or equal to 4/15 close (8 days ago), 51.5% are below.
58.6% are above or equal to 4/14 close (9 days ago), 41.4% are below.
61.7% are above or equal to 4/13 close (10 days ago), 38.3% are below.
58.2% are above or equal to 4/10 close (11 days ago), 41.8% are below.
59.9% are above or equal to 4/9 close (12 days ago), 40.1% are below.
60.5% are above or equal to 4/8 close (13 days ago), 39.5% are below.
63.6% are above or equal to 4/7 close (14 days ago), 36.4% are below.
59.7% are above or equal to 4/6 close (15 days ago), 40.3% are below.
63.5% are above or equal to 4/2 close (16 days ago), 36.5% are below.
66.7% are above or equal to 4/1 close (17 days ago), 33.3% are below.
63.7% are above or equal to 3/31 close (18 days ago), 36.3% are below.
59.9% are above or equal to 3/30 close (19 days ago), 40.1% are below.
67.4% are above or equal to 3/27 close (20 days ago), 32.6% are below.
70.5% are above or equal to 3/26 close (21 days ago), 29.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150427 9:44 am ET)
20d: 8.7% new highs, 2.0% new lows
21d: 8.5% new highs, 1.9% new lows
42d: 5.8% new highs, 1.2% new lows
63d: 5.0% new highs, 0.7% new lows
126d: 3.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150427 9:44 am ET)
2-day: 59.4% above, 40.6% below
3-day: 53.6% above, 46.4% below
4-day: 56.1% above, 43.9% below
5-day: 61.7% above, 38.3% below
8-day: 62.2% above, 37.8% below
10-day: 58.9% above, 41.1% below
20-day: 63.1% above, 36.9% below
50-day: 62.0% above, 38.0% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150427 9:44 am ET)
META(22): 1.05% Top=FCX CLF NEM ABX AEM TCK SLW CMC ….. FNV AA STLD SCCO CCJ GOLD SLCA CNX=Bottom (Metals & Mining)
COSW(89): 0.59% Top=TRUE JD IGTE VIPS BITA SOHU SINA ATHM ….. CDK QLIK IHS AOL CMCM NCR ADSK XRX=Bottom (Computer Software/Internet)
ELEC(54): 0.43% Top=TXN SWKS NXPI FSL CPHD KLAC SCTY CAVM ….. GLW CRUS MLNX APH CSIQ INVN MRVL AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(79): 0.34% Top=NSM CPT TCO WPG NRZ HCN FCH SLG ….. NLY AMT CXP RLGY OUT OHI BAM GLPI=Bottom (Real Estate)
MANU(42): 0.33% Top=CRS RS FLS RXN MRC JOY KMT IR ….. SPW AME CAT ITT JKS LECO MHK DDD=Bottom (Manufacturing)
ENER(107): 0.20% Top=NBR FET CJES PTEN HP CAM PDS RES ….. SN EPE WNR ALJ TSO DK BBG WTI=Bottom (Energy)
LEIS(34): 0.20% Top=SEAS QSR GPRO QUNR EXPE CMG BLMN HABT ….. HOT MCD DRI SBUX WYNN LVS DPZ SIX=Bottom (Leisure)
FINA(87): 0.19% Top=STI OCN APO WFC WDR HBAN WETF BMO ….. ACAS LAZ AXP BKU PSEC WU EV HBHC=Bottom (Banks/Financials)
HEAL(46): 0.12% Top=OPK DVA WX ESRX KND PKI STJ LH ….. ZMH HCA DXCM ABT HOLX HLS THOR RMD=Bottom (Health)
CONS(57): 0.09% Top=EL WWW KATE SKX SHOO COH BC WHR ….. AVP CLX IP FL TPX RL GT MAT=Bottom (Consumer)
INSU(34): 0.07% Top=TRV AWH AIG PRU XL TMK CB ALL ….. MMC AGO RDN BRO FNF MTG FAF AJG=Bottom (Insurance)
DISV(47): 0.05% Top=YY RCII XRS DV JEC Z FLT PCLN ….. CNHI ADT CAR MYGN R SBAC EIGI HMHC=Bottom (Diversified Services)
CHEM(29): 0.01% Top=DD APD DOW CE AXLL POL FMC SHW ….. PX PPG POT OLN CHMT CF GPRE FTK=Bottom (Chemicals/Fertilizers)
MATE(29): -0.00% Top=MTZ MAS AWI BCC FLR TOL EXP KBH ….. RYL MDC CVA WCN DHI OC MTH SPF=Bottom (Materials & Construction)
TRAN(37): -0.18% Top=STNG TRN SAVE HA ODFL JBLU KEX EXPD ….. CSX KNX LUV SWFT WERN CHRW VA ECHO=Bottom (Transportation)
RETA(66): -0.19% Top=BLDR BABA ZU NFLX JMEI VSI CVS RH ….. BURL TJX AAP AN FIVE WFM SHLD GPS=Bottom (Retail & Specialty Retail)
COHW(54): -1.47% Top=PANW CAMP AAPL INFN SMCI QCOM JNPR COMM ….. CUDA WDC SYNA ARRS GOGO SSYS UBNT WIN=Bottom (Computer Hardware/Telecom)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

04/24/2015

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

Closing Stats
by daytrend on 20150424. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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 (20150424 Closing)
19.6% of stocks are above yesterday’s high.
51.0% are above yesterday’s midpoint. (49.0% are below.)
22.3% are below yesterday’s low.
58.1% are inside yesterday’s range.
44.5% of stocks with today’s high > yesterday’s high. (55.5% less than).
41.1% of stocks with today’s low < yesterday’s low. (58.9% greater than).

EVIDENCE OF INTRADAY TREND (20150424 Closing)
38.4% of stocks are above today’s open. (60.3% are below).
34.3% of stocks are above today’s open and yesterday’s close.
51.3% are below both.
11.9% of stocks opened above yesterday’s high.
59.8% of stocks opened above yesterday’s close. (35.8% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150424 Closing)
8.1% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
44.5% are in the top half. 55.5% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20150424 Closing)
44.6% of stocks are above yesterday’s close. (55.4% are below.)
1.8% are up 4.5% or more. 2.4% are down 4.5% or more.
2.7% are up 3.5% or more. 3.8% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20150424 Closing)
2-day: >=95:10.1%…>=90:18.6%…>=80:29.7%…>=50:53.1%…<=20:17.4%…<=10:8.8%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:60.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:61.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150424 Closing)
19.6% above previous 1 highs, 22.3% below previous 1 lows
17.3% above previous 2 highs, 13.4% below previous 2 lows
15.2% above previous 3 highs, 11.8% below previous 3 lows
14.6% above previous 4 highs, 10.1% below previous 4 lows
13.6% above previous 5 highs, 9.0% below previous 5 lows
11.6% above previous 6 highs, 8.8% below previous 6 lows
10.4% above previous 7 highs, 8.2% below previous 7 lows
10.1% above previous 8 highs, 7.7% below previous 8 lows
9.5% above previous 9 highs, 6.6% below previous 9 lows
8.9% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150424 Closing)
44.6% are above or equal to 4/23 close (1 days ago), 55.4% are below.
57.3% are above or equal to 4/22 close (2 days ago), 42.7% are below.
64.4% are above or equal to 4/21 close (3 days ago), 35.6% are below.
59.2% are above or equal to 4/20 close (4 days ago), 40.8% are below.
66.9% are above or equal to 4/17 close (5 days ago), 33.1% are below.
48.0% are above or equal to 4/16 close (6 days ago), 52.0% are below.
46.5% are above or equal to 4/15 close (7 days ago), 53.5% are below.
56.9% are above or equal to 4/14 close (8 days ago), 43.1% are below.
59.8% are above or equal to 4/13 close (9 days ago), 40.2% are below.
55.2% are above or equal to 4/10 close (10 days ago), 44.8% are below.
57.6% are above or equal to 4/9 close (11 days ago), 42.4% are below.
58.2% are above or equal to 4/8 close (12 days ago), 41.8% are below.
61.4% are above or equal to 4/7 close (13 days ago), 38.6% are below.
57.5% are above or equal to 4/6 close (14 days ago), 42.5% are below.
63.4% are above or equal to 4/2 close (15 days ago), 36.6% are below.
65.6% are above or equal to 4/1 close (16 days ago), 34.4% are below.
62.9% are above or equal to 3/31 close (17 days ago), 37.1% are below.
59.1% are above or equal to 3/30 close (18 days ago), 40.9% are below.
65.8% are above or equal to 3/27 close (19 days ago), 34.2% are below.
69.3% are above or equal to 3/26 close (20 days ago), 30.7% are below.
65.7% are above or equal to 3/25 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150424 Closing)
20d: 14.1% new highs, 5.1% new lows
21d: 13.4% new highs, 5.1% new lows
42d: 9.5% new highs, 3.6% new lows
63d: 8.5% new highs, 1.9% new lows
126d: 5.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150424 Closing)
2-day: 43.1% above, 56.9% below
3-day: 50.9% above, 49.1% below
4-day: 56.9% above, 43.1% below
5-day: 58.1% above, 41.9% below
8-day: 54.5% above, 45.5% below
10-day: 55.9% above, 44.1% below
20-day: 60.3% above, 39.7% below
50-day: 59.8% above, 40.2% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150424 Closing)
MATE(29): 0.95% Top=SPF USG MTH RSG TOL MDC RYL DHI ….. MAS WM RYN DAR FLR BCC FAST CVA=Bottom (Materials & Construction)
LEIS(35): 0.93% Top=DNKN SBUX DPZ YUM SIX MCD DRI SEAS ….. HLT HOT QUNR RCL BYD MGM SONC GPRO=Bottom (Leisure)
CONS(57): 0.37% Top=SHOO MAT SKX WWW WHR BLL SCSS BMS ….. COTY HAR CRI PBI KATE PAY JAH HBI=Bottom (Consumer)
META(22): 0.34% Top=CLF NEM TCK FCX SCCO CMC CENX AA ….. CNX PAAS GOLD FNV AEM GG RGLD SLCA=Bottom (Metals & Mining)
REAL(79): 0.28% Top=BDN RLGY CONE DLR DFT SLG MAC PGRE ….. VTR DDR SKT NSM OFC ARCP LPT AMT=Bottom (Real Estate)
CHEM(29): 0.27% Top=MEOH CF WLK GPRE CE ASH DD HUN ….. APD OLN RPM POL AGU PPG POT FTK=Bottom (Chemicals/Fertilizers)
RETA(67): 0.26% Top=AMZN DSW WFM BABA ZU PIR GES JMEI ….. URBN SFS SHLD BURL LL BBY KSS CAB=Bottom (Retail & Specialty Retail)
INSU(31): 0.18% Top=AJG FAF FNF HIG MMC AGO CB MTG ….. PRI RDN PRU AXS MET GNW LNC CNO=Bottom (Insurance)
HEAL(48): -0.10% Top=ALGN HOLX BKD CNC OPK DGX HNT WX ….. STJ ABMD THOR THC DXCM IRWD EW RMD=Bottom (Health)
COSW(88): -0.17% Top=MSFT BITA QLIK GOOG SINA JD SOHU NTES ….. LC VIPS NCR ANGI PFPT SFUN XRX AWAY=Bottom (Computer Software/Internet)
TRAN(38): -0.41% Top=HA VA ALK AAL STNG DAL UAL JBLU ….. UTIW KEX SWFT WERN ECHO TDW GBX TRN=Bottom (Transportation)
FINA(88): -0.50% Top=APO BX CIT IBKR EVR TROW PFG AMP ….. FNFG COF OCN WU WETF STT NDAQ HBHC=Bottom (Banks/Financials)
ENER(107): -0.56% Top=BAS FET TSO HFC PBF WNR ALJ DK ….. APA ATW NBR RIG FTI DNR CRR PVA=Bottom (Energy)
COHW(53): -0.76% Top=JNPR INFN CIEN NSR BBRY BRCD ANET CCOI ….. COMM SYNA VRSN ARRS KN WIN SSYS CAMP=Bottom (Computer Hardware/Telecom)
MANU(40): -0.78% Top=AOS RS LII JOY MHK PNR GNRC CRS ….. RXN ROK DHR CFX ITT MRC PCP DDD=Bottom (Manufacturing)
DISV(47): -1.00% Top=ATHN ALLE MAN YY RCII SERV RBA PCLN ….. CAR APOL MYGN SBAC HMSY RHI TYC DV=Bottom (Diversified Services)
ELEC(52): -2.00% Top=CPHD TEL TXN SCTY SANM CSIQ LRCX SNPS ….. CY AVGO ATML ON MXIM CAVM IDTI SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 12:41 pm

Market Stats at 1:40 pm ET
by daytrend on 20150424. 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 (20150424 1:40 pm ET)
19.1% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
22.9% are below yesterday’s low.
58.0% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
38.9% of stocks with today’s low < yesterday’s low. (61.1% greater than).

EVIDENCE OF INTRADAY TREND (20150424 1:40 pm ET)
37.6% of stocks are above today’s open. (61.3% are below).
33.6% of stocks are above today’s open and yesterday’s close.
53.1% are below both.
11.8% of stocks opened above yesterday’s high.
59.7% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150424 1:40 pm ET)
9.5% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
41.0% are in the top half. 59.0% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
15.7% are in the bottom 10%.

GAIN (20150424 1:40 pm ET)
42.9% of stocks are above yesterday’s close. (57.1% are below.)
1.8% are up 4.5% or more. 2.6% are down 4.5% or more.
2.2% are up 3.5% or more. 3.9% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20150424 1:40 pm ET)
2-day: >=95:9.8%…>=90:17.4%…>=80:27.4%…>=50:53.2%…<=20:17.3%…<=10:8.8%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:60.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150424 1:40 pm ET)
19.1% above previous 1 highs, 22.9% below previous 1 lows
16.6% above previous 2 highs, 13.5% below previous 2 lows
14.1% above previous 3 highs, 11.9% below previous 3 lows
13.5% above previous 4 highs, 10.2% below previous 4 lows
12.7% above previous 5 highs, 8.8% below previous 5 lows
10.1% above previous 6 highs, 8.7% below previous 6 lows
9.0% above previous 7 highs, 8.1% below previous 7 lows
8.9% above previous 8 highs, 7.5% below previous 8 lows
8.3% above previous 9 highs, 7.2% below previous 9 lows
7.7% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150424 1:40 pm ET)
42.9% are above or equal to 4/23 close (1 days ago), 57.1% are below.
56.9% are above or equal to 4/22 close (2 days ago), 43.1% are below.
65.0% are above or equal to 4/21 close (3 days ago), 35.0% are below.
58.5% are above or equal to 4/20 close (4 days ago), 41.5% are below.
66.2% are above or equal to 4/17 close (5 days ago), 33.8% are below.
48.0% are above or equal to 4/16 close (6 days ago), 52.0% are below.
47.0% are above or equal to 4/15 close (7 days ago), 53.0% are below.
56.8% are above or equal to 4/14 close (8 days ago), 43.2% are below.
58.9% are above or equal to 4/13 close (9 days ago), 41.1% are below.
55.1% are above or equal to 4/10 close (10 days ago), 44.9% are below.
57.3% are above or equal to 4/9 close (11 days ago), 42.7% are below.
57.9% are above or equal to 4/8 close (12 days ago), 42.1% are below.
61.6% are above or equal to 4/7 close (13 days ago), 38.4% are below.
56.9% are above or equal to 4/6 close (14 days ago), 43.1% are below.
62.9% are above or equal to 4/2 close (15 days ago), 37.1% are below.
64.7% are above or equal to 4/1 close (16 days ago), 35.3% are below.
63.0% are above or equal to 3/31 close (17 days ago), 37.0% are below.
58.7% are above or equal to 3/30 close (18 days ago), 41.3% are below.
66.3% are above or equal to 3/27 close (19 days ago), 33.7% are below.
68.8% are above or equal to 3/26 close (20 days ago), 31.2% are below.
65.9% are above or equal to 3/25 close (21 days ago), 34.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150424 1:40 pm ET)
20d: 13.2% new highs, 4.5% new lows
21d: 12.5% new highs, 4.5% new lows
42d: 9.0% new highs, 3.2% new lows
63d: 8.0% new highs, 1.8% new lows
126d: 5.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150424 1:40 pm ET)
2-day: 41.5% above, 58.5% below
3-day: 50.2% above, 49.8% below
4-day: 57.1% above, 42.9% below
5-day: 58.2% above, 41.8% below
8-day: 55.1% above, 44.9% below
10-day: 56.2% above, 43.8% below
20-day: 60.3% above, 39.7% below
50-day: 59.5% above, 40.5% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150424 1:40 pm ET)
LEIS(35): 0.93% Top=DNKN SBUX DPZ YUM MCD WYNN PNK DRI ….. CMG HOT EXPE QUNR RCL SONC QSR GPRO=Bottom (Leisure)
MATE(29): 0.40% Top=SPF RSG USG WY MTH TOL MTZ MDC ….. RYN DAR MLM EXP FAST FLR BCC CVA=Bottom (Materials & Construction)
REAL(79): 0.36% Top=BDN DFT CONE DLR CXP SLG PEI PGRE ….. OFC LHO GLPI DDR BRX AMT VTR NSM=Bottom (Real Estate)
RETA(67): 0.29% Top=AMZN DSW BABA PIR WFM ZU JMEI GES ….. URBN BURL SFS SHLD LL BBY KSS CAB=Bottom (Retail & Specialty Retail)
CONS(57): 0.28% Top=SHOO MAT SKX WHR BLL WWW SCSS BMS ….. DECK PBI KATE TPX GPK PAY JAH HBI=Bottom (Consumer)
INSU(31): 0.28% Top=AJG FNF FAF HIG CB BRO MMC AIG ….. PRI TMK CNO PRU AXS MET LNC GNW=Bottom (Insurance)
META(21): 0.10% Top=NEM TCK FCX SCCO CENX CMC AA ABX ….. SLW FNV PAAS AEM GOLD RGLD GG SLCA=Bottom (Metals & Mining)
CHEM(29): 0.01% Top=MEOH WLK CE CF ASH HUN AXLL MON ….. OLN GRA APD VAL RPM POT PPG FTK=Bottom (Chemicals/Fertilizers)
HEAL(48): -0.01% Top=ALGN HOLX BKD OPK DGX WX LH NUVA ….. BAX STJ THC ABMD DXCM IRWD EW RMD=Bottom (Health)
COSW(88): -0.02% Top=MSFT QLIK BITA SOHU JD SINA GOOG NTES ….. MENT CTSH ANGI PFPT NCR SFUN XRX AWAY=Bottom (Computer Software/Internet)
TRAN(38): -0.44% Top=HA AAL ALK UAL STNG DAL VA LUV ….. KEX SWFT HTLD WERN TDW ECHO GBX TRN=Bottom (Transportation)
FINA(88): -0.60% Top=EVR APO IBKR BX FII SLM BLK AMP ….. BXS WAL BKU WU NDAQ WETF STT HBHC=Bottom (Banks/Financials)
DISV(47): -0.72% Top=YY ATHN SERV ALLE MAN RBA PCLN HMHC ….. MYGN RRD JEC SBAC HMSY RHI TYC DV=Bottom (Diversified Services)
ENER(107): -0.81% Top=BAS TSO HFC FET NFX WNR VNR PBF ….. RIG FTI RICE ATW DNR LPI CRR PVA=Bottom (Energy)
MANU(40): -0.85% Top=RS GNRC CRS LII JOY SWK ATI PNR ….. EMR FLS DHR ITT ROK PCP CFX DDD=Bottom (Manufacturing)
COHW(53): -0.90% Top=JNPR CIEN INFN NSR OLED BBRY ADTN BRCD ….. WIN SMCI VRSN ARRS KN SYNA CAMP SSYS=Bottom (Computer Hardware/Telecom)
ELEC(52): -2.23% Top=CPHD TEL SANM KEYS SNPS INTC TXN APH ….. CY NXPI AVGO CAVM MXIM IDTI ON SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:22 pm ET
by daytrend on 20150424. 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 (20150424 12:22 pm ET)
21.9% of stocks are above yesterday’s high.
54.6% are above yesterday’s midpoint. (45.4% are below.)
18.9% are below yesterday’s low.
59.2% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20150424 12:22 pm ET)
42.4% of stocks are above today’s open. (55.8% are below).
37.1% of stocks are above today’s open and yesterday’s close.
47.9% are below both.
11.8% of stocks opened above yesterday’s high.
59.7% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150424 12:22 pm ET)
13.3% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
50.7% are in the top half. 49.3% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20150424 12:22 pm ET)
47.2% of stocks are above yesterday’s close. (52.8% are below.)
1.7% are up 4.5% or more. 2.1% are down 4.5% or more.
2.3% are up 3.5% or more. 2.8% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20150424 12:22 pm ET)
2-day: >=95:10.7%…>=90:20.4%…>=80:29.6%…>=50:57.8%…<=20:15.8%…<=10:7.6%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:62.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:62.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150424 12:22 pm ET)
21.9% above previous 1 highs, 18.9% below previous 1 lows
18.3% above previous 2 highs, 10.7% below previous 2 lows
15.8% above previous 3 highs, 9.7% below previous 3 lows
15.1% above previous 4 highs, 8.6% below previous 4 lows
14.2% above previous 5 highs, 7.5% below previous 5 lows
11.4% above previous 6 highs, 7.4% below previous 6 lows
9.9% above previous 7 highs, 6.8% below previous 7 lows
9.6% above previous 8 highs, 6.2% below previous 8 lows
8.9% above previous 9 highs, 5.7% below previous 9 lows
8.4% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150424 12:22 pm ET)
47.2% are above or equal to 4/23 close (1 days ago), 52.8% are below.
60.6% are above or equal to 4/22 close (2 days ago), 39.4% are below.
66.2% are above or equal to 4/21 close (3 days ago), 33.8% are below.
60.7% are above or equal to 4/20 close (4 days ago), 39.3% are below.
68.6% are above or equal to 4/17 close (5 days ago), 31.4% are below.
49.7% are above or equal to 4/16 close (6 days ago), 50.3% are below.
48.4% are above or equal to 4/15 close (7 days ago), 51.6% are below.
57.8% are above or equal to 4/14 close (8 days ago), 42.2% are below.
60.2% are above or equal to 4/13 close (9 days ago), 39.8% are below.
56.8% are above or equal to 4/10 close (10 days ago), 43.2% are below.
59.2% are above or equal to 4/9 close (11 days ago), 40.8% are below.
58.6% are above or equal to 4/8 close (12 days ago), 41.4% are below.
62.4% are above or equal to 4/7 close (13 days ago), 37.6% are below.
58.2% are above or equal to 4/6 close (14 days ago), 41.8% are below.
64.1% are above or equal to 4/2 close (15 days ago), 35.9% are below.
65.6% are above or equal to 4/1 close (16 days ago), 34.4% are below.
62.6% are above or equal to 3/31 close (17 days ago), 37.4% are below.
59.3% are above or equal to 3/30 close (18 days ago), 40.7% are below.
67.8% are above or equal to 3/27 close (19 days ago), 32.2% are below.
70.0% are above or equal to 3/26 close (20 days ago), 30.0% are below.
66.9% are above or equal to 3/25 close (21 days ago), 33.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150424 12:22 pm ET)
20d: 12.9% new highs, 4.0% new lows
21d: 12.1% new highs, 4.0% new lows
42d: 8.9% new highs, 2.9% new lows
63d: 7.7% new highs, 1.5% new lows
126d: 5.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150424 12:22 pm ET)
2-day: 45.9% above, 54.1% below
3-day: 55.6% above, 44.4% below
4-day: 61.1% above, 38.9% below
5-day: 60.3% above, 39.7% below
8-day: 57.5% above, 42.5% below
10-day: 59.0% above, 41.0% below
20-day: 61.5% above, 38.5% below
50-day: 60.7% above, 39.3% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150424 12:22 pm ET)
LEIS(35): 0.92% Top=DNKN SBUX DPZ WYNN WEN SIX MCD LVS ….. BYD EXPE HOT RCL QUNR SONC QSR GPRO=Bottom (Leisure)
MATE(29): 0.61% Top=SPF RSG MTZ MTH USG WY TOL DHI ….. DAR RYN MLM EXP FLR FAST BCC CVA=Bottom (Materials & Construction)
REAL(79): 0.57% Top=BDN DLR DFT PGRE PEI KIM TCO CXP ….. AMT OUT TWO NLY OFC GLPI VTR NSM=Bottom (Real Estate)
RETA(67): 0.46% Top=AMZN PIR DSW BABA WFM JMEI ZU KR ….. URBN KMX BBBY LL SFS KSS BBY CAB=Bottom (Retail & Specialty Retail)
CONS(57): 0.41% Top=SHOO MAT WHR SKX BLL WWW BMS SCSS ….. GPK PBI DECK TPX KATE PAY JAH HBI=Bottom (Consumer)
CHEM(29): 0.32% Top=MEOH WLK CF CE MON ASH GPRE HUN ….. POL APD POT GRA RPM VAL FTK PPG=Bottom (Chemicals/Fertilizers)
META(21): 0.26% Top=NEM TCK FCX SCCO CENX CMC AA CCJ ….. CNX FNV PAAS AEM RGLD GOLD GG SLCA=Bottom (Metals & Mining)
INSU(31): 0.17% Top=FNF AJG FAF MMC MTG AGO CB HIG ….. AWH TMK PRU CNO MET AXS LNC GNW=Bottom (Insurance)
COSW(88): 0.13% Top=MSFT QLIK SOHU JD SINA GOOG NUAN BITA ….. ANGI MENT CTSH PFPT NCR SFUN XRX AWAY=Bottom (Computer Software/Internet)
HEAL(48): 0.09% Top=ALGN BKD OPK HOLX LH DGX TMO WMGI ….. VAR THOR THC ABMD DXCM IRWD EW RMD=Bottom (Health)
TRAN(38): -0.34% Top=HA AAL ALK UAL STNG VA DAL LUV ….. UTIW TDW KEX HTLD WERN GBX ECHO TRN=Bottom (Transportation)
ENER(107): -0.47% Top=BAS TSO FET HFC NFX PBF WNR GLF ….. OII FTI ATW PVA SWN LPI CRR DNR=Bottom (Energy)
FINA(88): -0.54% Top=EVR SLM BX APO IBKR FII AMP BLK ….. BK COF NTRS BKU WU HBHC NDAQ STT=Bottom (Banks/Financials)
DISV(47): -0.66% Top=YY ATHN ALLE HMHC PCLN SERV MAN RBA ….. SBAC MYGN JEC APOL RHI HMSY TYC DV=Bottom (Diversified Services)
COHW(53): -0.69% Top=JNPR CIEN INFN OLED ANET BBRY BRCD NSR ….. COMM KN ARRS SSYS UBNT CAMP SYNA VRSN=Bottom (Computer Hardware/Telecom)
MANU(40): -0.71% Top=RS GNRC CRS ATI PNR SWK MHK JOY ….. EMR ITT MRC DHR ROK PCP CFX DDD=Bottom (Manufacturing)
ELEC(52): -1.76% Top=CPHD TEL SCTY SANM SNPS KEYS APH LRCX ….. INVN NXPI CAVM AVGO IDTI ON MXIM SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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