daytrend

08/19/2017

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

Market Stats at End of Day
by daytrend on 20170818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 889.

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 (20170818 EOD)
2.9% of stocks are above yesterday’s high.
15.0% are above yesterday’s midpoint. (85.0% are below.)
48.1% are below yesterday’s low.
48.9% are inside yesterday’s range.
10.3% of stocks with today’s high > yesterday’s high. (89.7% less than).
89.7% of stocks with today’s low < yesterday’s low. (10.3% greater than).

EVIDENCE OF INTRADAY TREND (20170818 EOD)
52.8% of stocks are above today’s open. (45.9% are below).
39.0% of stocks are above today’s open and yesterday’s close.
43.6% are below both.
1.8% of stocks opened above yesterday’s high.
21.1% of stocks opened above yesterday’s close. (75.1% opened below yesterday’s close).
54.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170818 EOD)
4.4% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
49.4% are in the top half. 50.6% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20170818 EOD)
43.2% of stocks are above yesterday’s close. (56.8% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.6% are up 3.5% or more. 1.5% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20170818 EOD)
2-day: >=95:0.9%…>=90:1.7%…>=80:3.5%…>=50:19.9%…<=20:45.8%…<=10:24.2%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:22.8%…<=20:5.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170818 EOD)
2.9% above previous 1 highs, 48.1% below previous 1 lows
2.1% above previous 2 highs, 43.1% below previous 2 lows
1.8% above previous 3 highs, 38.1% below previous 3 lows
1.3% above previous 4 highs, 34.3% below previous 4 lows
1.2% above previous 5 highs, 24.5% below previous 5 lows
1.1% above previous 6 highs, 24.0% below previous 6 lows
1.1% above previous 7 highs, 23.4% below previous 7 lows
1.0% above previous 8 highs, 22.6% below previous 8 lows
0.9% above previous 9 highs, 22.2% below previous 9 lows
0.8% above previous 10 highs, 22.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170818 EOD)
43.2% are above or equal to 8/17 close (1 days ago), 56.8% are below.
11.4% are above or equal to 8/16 close (2 days ago), 88.6% are below.
20.9% are above or equal to 8/15 close (3 days ago), 79.1% are below.
18.9% are above or equal to 8/14 close (4 days ago), 81.1% are below.
36.7% are above or equal to 8/11 close (5 days ago), 63.3% are below.
40.8% are above or equal to 8/10 close (6 days ago), 59.2% are below.
23.7% are above or equal to 8/9 close (7 days ago), 76.3% are below.
23.8% are above or equal to 8/8 close (8 days ago), 76.2% are below.
21.9% are above or equal to 8/7 close (9 days ago), 78.1% are below.
25.4% are above or equal to 8/4 close (10 days ago), 74.6% are below.
26.2% are above or equal to 8/3 close (11 days ago), 73.8% are below.
26.3% are above or equal to 8/2 close (12 days ago), 73.7% are below.
22.4% are above or equal to 8/1 close (13 days ago), 77.6% are below.
26.1% are above or equal to 7/31 close (14 days ago), 73.9% are below.
25.6% are above or equal to 7/28 close (15 days ago), 74.4% are below.
26.8% are above or equal to 7/27 close (16 days ago), 73.2% are below.
25.8% are above or equal to 7/26 close (17 days ago), 74.2% are below.
25.4% are above or equal to 7/25 close (18 days ago), 74.6% are below.
28.7% are above or equal to 7/24 close (19 days ago), 71.3% are below.
29.2% are above or equal to 7/21 close (20 days ago), 70.8% are below.
29.5% are above or equal to 7/20 close (21 days ago), 70.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170818 EOD)
20d: 1.2% new highs, 33.0% new lows
21d: 1.2% new highs, 32.6% new lows
42d: 0.7% new highs, 24.6% new lows
63d: 0.7% new highs, 18.0% new lows
126d: 0.7% new highs, 12.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170818 EOD)
2-day: 41.5% above, 58.5% below
3-day: 17.5% above, 82.5% below
4-day: 16.6% above, 83.4% below
5-day: 15.6% above, 84.4% below
8-day: 24.2% above, 75.8% below
10-day: 23.3% above, 76.7% below
20-day: 22.6% above, 77.4% below
50-day: 34.6% above, 65.4% below
200-day: 52.4% above, 47.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170818 EOD)
ENER(80): 1.08% Top=QEP REN SM NBR SPN RRC RIG NBL ….. ETE COG PAA MUSA BPL WES ETP VVV=Bottom (Energy)
ELEC(56): 0.49% Top=CTRL ICHR PI AMAT UCTT BRKS MXL SPWR ….. IPHI AAOI APH CREE KEYS FLEX QRVO MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.34% Top=THC OPK TVTY CYH MDXG AMED OSUR VAR ….. ZBH UNH ABT HRC STE HOLX MASI NUVA=Bottom (Health)
DISV(55): 0.21% Top=ATGE MYGN YY AMN ZTO WTW FDC ULTA ….. LDOS GDOT RRD HRB ACM FCN CATM CAR=Bottom (Diversified Services)
CHEM(28): 0.18% Top=CC OLN WLK GRA HUN POL AXTA TROX ….. MON POT IFF CF PPG RPM CE MOS=Bottom (Chemicals/Fertilizers)
COSW(89): 0.09% Top=SNAP HDP TTD TRIP GDDY SYMC CERN AABA ….. ACXM TWLO WDAY TEAM JD MANH VIPS HQY=Bottom (Computer Software/Internet)
TRAN(23): -0.05% Top=TK NSC UNP SWFT UPS FDX XPO EXPD ….. CSX JBHT SAVE CNI WAB JBLU AAL ALK=Bottom (Transportation)
FINA(84): -0.08% Top=TWNK YRD APO SLM UMPQ OZRK SF TD ….. KEY JHG NYCB ESNT BOFI NDAQ CLNS PSEC=Bottom (Banks/Financials)
META(23): -0.17% Top=CLF CENX CNX SLCA TECK CCJ SCCO WPM ….. FNV STLD RGLD PAAS ABX AGI AG GG=Bottom (Metals & Mining)
COHW(45): -0.26% Top=CUDA EXTR UBNT WDC ANET TDS COMM EFII ….. KN ZAYO CTL VIAV CDW FTR SSYS CSCO=Bottom (Computer Hardware/Telecom)
INSU(29): -0.29% Top=BRO AFSI AEL L WLTW PGR MMC AJG ….. FNF AIG PRU CNO RDN MTG LNC MBI=Bottom (Insurance)
LEIS(44): -0.34% Top=DIN QSR JACK WEN BLMN MGM WYN ARMK ….. CAKE EAT DNKN SIX MLCO CMG PLNT GPRO=Bottom (Leisure)
MANU(35): -0.36% Top=ATI TTC JKS CAT MHK RXN AME XYL ….. ETN GE MIDD CFX MRC DDD AGCO DE=Bottom (Manufacturing)
RETA(60): -0.57% Top=ROST BURL BABA LL AN URBN PAG DDS ….. FND KORS DSW LB MIK CVNA SBH FINL=Bottom (Retail & Specialty Retail)
MATE(29): -0.60% Top=CBI USG PWR JELD OC SUM MLM VMC ….. BECN DAR TMHC LEN KBH TPH CAA FAST=Bottom (Materials & Construction)
REAL(102): -0.82% Top=DRE TWO CBG BAM CIM HPT MFA AMT ….. SRC SBRA GGP CUBE SPG MAC OHI HST=Bottom (Real Estate)
CONS(57): -1.15% Top=EL GIII PAY IP EPC PBI PG CLX ….. VSTO GOOS CROX FOSL UAA ELF NKE FL=Bottom (Consumer)

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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/18/2017

Filed under: Market Stats — daytrend @ 11:01 am

Market Stats at 12:01 pm ET
by daytrend on 20170818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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 (20170818 12:01 pm ET)
4.4% of stocks are above yesterday’s high.
19.7% are above yesterday’s midpoint. (80.3% are below.)
32.6% are below yesterday’s low.
63.1% are inside yesterday’s range.
7.0% of stocks with today’s high > yesterday’s high. (93.0% less than).
88.8% of stocks with today’s low < yesterday’s low. (11.2% greater than).

EVIDENCE OF INTRADAY TREND (20170818 12:01 pm ET)
65.9% of stocks are above today’s open. (32.6% are below).
54.0% of stocks are above today’s open and yesterday’s close.
29.3% are below both.
1.7% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (73.7% opened below yesterday’s close).
53.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170818 12:01 pm ET)
31.4% of stocks are in the top 10% of today’s range.
51.6% are in the top 20%.
76.5% are in the top half. 23.5% of stocks are in the bottom half of today’s range.
7.0% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20170818 12:01 pm ET)
60.0% of stocks are above yesterday’s close. (40.0% are below.)
0.8% are up 4.5% or more. 0.3% are down 4.5% or more.
1.6% are up 3.5% or more. 0.6% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20170818 12:01 pm ET)
2-day: >=95:1.0%…>=90:1.9%…>=80:4.1%…>=50:26.6%…<=20:33.0%…<=10:16.1%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.3%…<=20:3.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170818 12:01 pm ET)
4.4% above previous 1 highs, 32.6% below previous 1 lows
2.5% above previous 2 highs, 29.5% below previous 2 lows
2.2% above previous 3 highs, 24.7% below previous 3 lows
1.7% above previous 4 highs, 21.6% below previous 4 lows
1.5% above previous 5 highs, 15.4% below previous 5 lows
1.1% above previous 6 highs, 14.9% below previous 6 lows
1.1% above previous 7 highs, 14.3% below previous 7 lows
1.1% above previous 8 highs, 13.8% below previous 8 lows
1.1% above previous 9 highs, 13.4% below previous 9 lows
1.0% above previous 10 highs, 13.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170818 12:01 pm ET)
60.0% are above or equal to 8/17 close (1 days ago), 40.0% are below.
14.0% are above or equal to 8/16 close (2 days ago), 86.0% are below.
24.8% are above or equal to 8/15 close (3 days ago), 75.2% are below.
21.9% are above or equal to 8/14 close (4 days ago), 78.1% are below.
41.8% are above or equal to 8/11 close (5 days ago), 58.2% are below.
46.9% are above or equal to 8/10 close (6 days ago), 53.1% are below.
26.4% are above or equal to 8/9 close (7 days ago), 73.6% are below.
26.4% are above or equal to 8/8 close (8 days ago), 73.6% are below.
23.8% are above or equal to 8/7 close (9 days ago), 76.2% are below.
26.8% are above or equal to 8/4 close (10 days ago), 73.2% are below.
28.6% are above or equal to 8/3 close (11 days ago), 71.4% are below.
28.4% are above or equal to 8/2 close (12 days ago), 71.6% are below.
24.2% are above or equal to 8/1 close (13 days ago), 75.8% are below.
27.3% are above or equal to 7/31 close (14 days ago), 72.7% are below.
27.1% are above or equal to 7/28 close (15 days ago), 72.9% are below.
27.7% are above or equal to 7/27 close (16 days ago), 72.3% are below.
27.1% are above or equal to 7/26 close (17 days ago), 72.9% are below.
26.2% are above or equal to 7/25 close (18 days ago), 73.8% are below.
30.3% are above or equal to 7/24 close (19 days ago), 69.7% are below.
31.3% are above or equal to 7/21 close (20 days ago), 68.7% are below.
30.2% are above or equal to 7/20 close (21 days ago), 69.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170818 12:01 pm ET)
20d: 1.0% new highs, 31.9% new lows
21d: 1.0% new highs, 31.5% new lows
42d: 0.7% new highs, 23.8% new lows
63d: 0.7% new highs, 17.4% new lows
126d: 0.7% new highs, 12.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170818 12:01 pm ET)
2-day: 57.4% above, 42.6% below
3-day: 23.2% above, 76.8% below
4-day: 22.0% above, 78.0% below
5-day: 20.5% above, 79.5% below
8-day: 28.3% above, 71.7% below
10-day: 26.3% above, 73.7% below
20-day: 24.5% above, 75.5% below
50-day: 36.1% above, 63.9% below
200-day: 52.8% above, 47.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170818 12:01 pm ET)
ENER(80): 1.25% Top=NBR XEC QEP RRC CRZO REN GPOR NBL ….. PAGP ETP MUSA WES BPL MRO PAA VVV=Bottom (Energy)
ELEC(56): 0.88% Top=ICHR PI UCTT SPWR AMAT CSIQ LRCX COHR ….. APH JBL IDTI KEYS QRVO IPHI FLEX MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(23): 0.63% Top=CLF CNX TECK SLCA CENX WPM AA X ….. STLD RGLD CCJ FNV ABX AG GG AGI=Bottom (Metals & Mining)
HEAL(50): 0.57% Top=THC OPK CYH MDXG AMED TVTY UHS ALGN ….. AET HOLX UNH HRC STE MASI GMED NUVA=Bottom (Health)
TRAN(23): 0.41% Top=TK NSC LUV UNP DAL UAL UPS FDX ….. CP CHRW CNI XPO TRN AAL WAB ALK=Bottom (Transportation)
COSW(88): 0.40% Top=HDP SNAP TTWO AABA TRIP SQ ATVI SHOP ….. WUBA ELLI FFIV IT SABR VIPS MANH TEAM=Bottom (Computer Software/Internet)
CHEM(28): 0.39% Top=CC TROX HUN OLN AXTA ALB ASH WLK ….. PPG POT PAH IFF CE UNVR MOS RPM=Bottom (Chemicals/Fertilizers)
FINA(86): 0.32% Top=KKR TWNK LM UMPQ RF APO STT MS ….. ESNT NYCB BGCP NDAQ JHG BOFI CLNS PSEC=Bottom (Banks/Financials)
DISV(54): 0.31% Top=ZTO YY MYGN AMN WTW ULTA FDC KBR ….. FISV CAR GDOT ROL CXW INFO CATM CNDT=Bottom (Diversified Services)
MANU(37): 0.19% Top=ATI JKS ATKR TTC CAT ROK RXN ITW ….. HON GE BWXT CFX MIDD MRC AGCO DE=Bottom (Manufacturing)
LEIS(44): 0.15% Top=DIN QSR BLMN WYNN MGM JACK WYN WEN ….. CAKE HGV PZZA CMG PLAY PLNT SIX GPRO=Bottom (Leisure)
COHW(45): 0.12% Top=PSTG MSI ANET CUDA WDC FNSR AAPL TDS ….. ZAYO T VZ TDC LVLT CSCO FTR CTL=Bottom (Computer Hardware/Telecom)
MATE(29): 0.07% Top=CBI USG PWR OC JELD FLR MLM PHM ….. CAA EXP KBH DAR BECN TPH LEN FAST=Bottom (Materials & Construction)
RETA(59): 0.01% Top=ROST BURL LL BABA NFLX AN RH GNC ….. MIK DKS TLRD LB AZO DSW KORS SBH=Bottom (Retail & Specialty Retail)
INSU(30): -0.05% Top=AFSI L MET AEL BRO WLTW PGR AFL ….. TRV FAF FNF LNC PRU MTG RDN MBI=Bottom (Insurance)
CONS(59): -0.85% Top=EL GIII IP PBI TPX TUP EPC CLX ….. HBI ELF BC CROX FOSL NKE UAA FL=Bottom (Consumer)
REAL(103): -0.93% Top=CBG TWO SC BAM APLE MFA CIM LHO ….. AMH CUBE OHI SPG DDR MAC PEI UNIT=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:03 am ET
by daytrend on 20170818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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 (20170818 10:03 am ET)
1.7% of stocks are above yesterday’s high.
7.5% are above yesterday’s midpoint. (92.5% are below.)
58.0% are below yesterday’s low.
40.3% are inside yesterday’s range.
3.4% of stocks with today’s high > yesterday’s high. (96.6% less than).
86.2% of stocks with today’s low < yesterday’s low. (13.8% greater than).

EVIDENCE OF INTRADAY TREND (20170818 10:03 am ET)
39.5% of stocks are above today’s open. (58.7% are below).
21.5% of stocks are above today’s open and yesterday’s close.
54.6% are below both.
1.7% of stocks opened above yesterday’s high.
23.0% of stocks opened above yesterday’s close. (73.8% opened below yesterday’s close).
53.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170818 10:03 am ET)
14.0% of stocks are in the top 10% of today’s range.
21.4% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20170818 10:03 am ET)
27.3% of stocks are above yesterday’s close. (72.7% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.6% are up 3.5% or more. 1.0% are down 3.5% or more.
80.4% are between +1% and -1%.

RSI on DAILY (20170818 10:03 am ET)
2-day: >=95:0.9%…>=90:1.5%…>=80:2.4%…>=50:9.7%…<=20:54.2%…<=10:29.5%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.3%…<=20:6.2%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:24.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170818 10:03 am ET)
1.7% above previous 1 highs, 58.0% below previous 1 lows
1.5% above previous 2 highs, 54.2% below previous 2 lows
1.3% above previous 3 highs, 45.7% below previous 3 lows
1.1% above previous 4 highs, 40.6% below previous 4 lows
1.0% above previous 5 highs, 26.5% below previous 5 lows
0.7% above previous 6 highs, 25.1% below previous 6 lows
0.7% above previous 7 highs, 24.3% below previous 7 lows
0.7% above previous 8 highs, 23.7% below previous 8 lows
0.7% above previous 9 highs, 23.1% below previous 9 lows
0.7% above previous 10 highs, 22.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170818 10:03 am ET)
27.3% are above or equal to 8/17 close (1 days ago), 72.7% are below.
7.3% are above or equal to 8/16 close (2 days ago), 92.7% are below.
16.1% are above or equal to 8/15 close (3 days ago), 83.9% are below.
15.7% are above or equal to 8/14 close (4 days ago), 84.3% are below.
34.8% are above or equal to 8/11 close (5 days ago), 65.2% are below.
39.3% are above or equal to 8/10 close (6 days ago), 60.7% are below.
21.2% are above or equal to 8/9 close (7 days ago), 78.8% are below.
21.1% are above or equal to 8/8 close (8 days ago), 78.9% are below.
20.2% are above or equal to 8/7 close (9 days ago), 79.8% are below.
22.6% are above or equal to 8/4 close (10 days ago), 77.4% are below.
24.7% are above or equal to 8/3 close (11 days ago), 75.3% are below.
25.1% are above or equal to 8/2 close (12 days ago), 74.9% are below.
21.3% are above or equal to 8/1 close (13 days ago), 78.7% are below.
24.7% are above or equal to 7/31 close (14 days ago), 75.3% are below.
24.6% are above or equal to 7/28 close (15 days ago), 75.4% are below.
25.3% are above or equal to 7/27 close (16 days ago), 74.7% are below.
25.2% are above or equal to 7/26 close (17 days ago), 74.8% are below.
24.7% are above or equal to 7/25 close (18 days ago), 75.3% are below.
28.3% are above or equal to 7/24 close (19 days ago), 71.7% are below.
28.1% are above or equal to 7/21 close (20 days ago), 71.9% are below.
28.0% are above or equal to 7/20 close (21 days ago), 72.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170818 10:03 am ET)
20d: 0.2% new highs, 29.7% new lows
21d: 0.2% new highs, 29.3% new lows
42d: 0.1% new highs, 21.6% new lows
63d: 0.1% new highs, 15.8% new lows
126d: 0.1% new highs, 10.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170818 10:03 am ET)
2-day: 25.4% above, 74.6% below
3-day: 8.7% above, 91.3% below
4-day: 9.9% above, 90.1% below
5-day: 10.1% above, 89.9% below
8-day: 18.9% above, 81.1% below
10-day: 18.8% above, 81.2% below
20-day: 20.0% above, 80.0% below
50-day: 32.8% above, 67.2% below
200-day: 52.3% above, 47.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170818 10:03 am ET)
META(23): 0.60% Top=AEM NEM CLF ABX TECK AG WPM PAAS ….. SCCO CMC FCX CCJ STLD AA CNX X=Bottom (Metals & Mining)
ENER(80): 0.03% Top=XEC GPOR SPN RRC HP NFX BHGE NBL ….. ETE SM ANDX ETP MRO BPL PAA HES=Bottom (Energy)
RETA(59): -0.11% Top=ROST BURL LL AAP TJX ORLY GPS BID ….. DSW MIK DKS LB KORS SIG TLRD SBH=Bottom (Retail & Specialty Retail)
FINA(86): -0.14% Top=SLM LM STT CFG RF UMPQ GS TD ….. BLK WU YRD CLNS BX APO BOFI PSEC=Bottom (Banks/Financials)
ELEC(56): -0.16% Top=ICHR AMAT UCTT SIMO COHR TTMI CSIQ KLAC ….. KEM QRVO CREE HIMX IPHI PI AAOI MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.17% Top=AFSI PGR L BRO WLTW AON FAF SLF ….. HIG MTG UNM CNO FNF LNC MBI PRU=Bottom (Insurance)
TRAN(23): -0.18% Top=UNP LUV TK SWFT EXPD UPS NSC DAL ….. UAL JBLU XPO TRN CSX AAL ALK WAB=Bottom (Transportation)
DISV(54): -0.22% Top=ZTO MYGN ULTA RCII FDC SCI KTOS YY ….. HRB CNDT CAR RBA ACM CATM RRD ZG=Bottom (Diversified Services)
HEAL(49): -0.26% Top=THC CYH AMED VAR BAX RMD NXTM XRAY ….. IRWD MDXG HRC BDX NVRO GMED MASI NUVA=Bottom (Health)
CHEM(28): -0.41% Top=HUN AXTA ALB CC EMN UNVR APD DD ….. IFF AGU RPM CF PAH CE MOS TROX=Bottom (Chemicals/Fertilizers)
COSW(88): -0.41% Top=SNAP SQ TRIP CERN IAC TTWO GRUB AKAM ….. MDSO MANH NTNX VEEV TWLO SINA VIPS TTD=Bottom (Computer Software/Internet)
MATE(29): -0.43% Top=CBI PWR FLR JELD OC USG RSG WM ….. LEN BECN KBH VMC MLM TPH SUM EXP=Bottom (Materials & Construction)
COHW(45): -0.45% Top=JNPR SYNA S BCE TU TDS VSAT MSI ….. STX UBNT COMM CSCO ACIA CTL FTR SSYS=Bottom (Computer Hardware/Telecom)
LEIS(44): -0.55% Top=DIN QSR BLMN ARMK MAR HLT CCL TVPT ….. SEAS BYD MLCO MGM LVS CMG CAKE SIX=Bottom (Leisure)
MANU(37): -0.60% Top=TTC AOS MHK ATI JKS IR ITW MRC ….. BWXT SWK DDD WBT CFX TEX AGCO DE=Bottom (Manufacturing)
REAL(103): -0.82% Top=TWO HCN BAM MFA NLY HR CCP OFC ….. WPG SPG STOR SKT QTS CBL DDR PEI=Bottom (Real Estate)
CONS(59): -1.33% Top=EL COTY EPC PG CHD TUP CLX SCSS ….. PVH CROX SKX BC FOSL UAA NKE FL=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/17/2017

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

Closing Stats
by daytrend on 20170817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 890.

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 (20170817 Closing)
2.2% of stocks are above yesterday’s high.
9.0% are above yesterday’s midpoint. (91.0% are below.)
72.7% are below yesterday’s low.
25.1% are inside yesterday’s range.
23.9% of stocks with today’s high > yesterday’s high. (76.1% less than).
78.8% of stocks with today’s low < yesterday’s low. (21.2% greater than).

EVIDENCE OF INTRADAY TREND (20170817 Closing)
10.7% of stocks are above today’s open. (88.7% are below).
6.5% of stocks are above today’s open and yesterday’s close.
87.9% are below both.
1.6% of stocks opened above yesterday’s high.
11.8% of stocks opened above yesterday’s close. (84.9% opened below yesterday’s close).
24.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170817 Closing)
0.7% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
6.4% are in the top half. 93.6% of stocks are in the bottom half of today’s range.
82.2% are in the bottom 20%.
69.8% are in the bottom 10%.

GAIN (20170817 Closing)
8.1% of stocks are above yesterday’s close. (91.9% are below.)
0.1% are up 4.5% or more. 2.8% are down 4.5% or more.
0.3% are up 3.5% or more. 7.9% are down 3.5% or more.
28.1% are between +1% and -1%.

RSI on DAILY (20170817 Closing)
2-day: >=95:1.1%…>=90:1.7%…>=80:3.8%…>=50:12.8%…<=20:49.9%…<=10:27.4%…<=5:11.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:24.3%…<=20:5.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170817 Closing)
2.2% above previous 1 highs, 72.7% below previous 1 lows
1.9% above previous 2 highs, 59.2% below previous 2 lows
1.7% above previous 3 highs, 51.7% below previous 3 lows
1.5% above previous 4 highs, 31.5% below previous 4 lows
1.2% above previous 5 highs, 30.6% below previous 5 lows
1.1% above previous 6 highs, 29.6% below previous 6 lows
1.1% above previous 7 highs, 28.5% below previous 7 lows
0.9% above previous 8 highs, 28.1% below previous 8 lows
0.8% above previous 9 highs, 27.4% below previous 9 lows
0.7% above previous 10 highs, 26.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170817 Closing)
8.1% are above or equal to 8/16 close (1 days ago), 91.9% are below.
22.1% are above or equal to 8/15 close (2 days ago), 77.9% are below.
18.7% are above or equal to 8/14 close (3 days ago), 81.3% are below.
39.0% are above or equal to 8/11 close (4 days ago), 61.0% are below.
44.9% are above or equal to 8/10 close (5 days ago), 55.1% are below.
24.6% are above or equal to 8/9 close (6 days ago), 75.4% are below.
22.7% are above or equal to 8/8 close (7 days ago), 77.3% are below.
21.6% are above or equal to 8/7 close (8 days ago), 78.4% are below.
25.1% are above or equal to 8/4 close (9 days ago), 74.9% are below.
28.2% are above or equal to 8/3 close (10 days ago), 71.8% are below.
27.1% are above or equal to 8/2 close (11 days ago), 72.9% are below.
23.4% are above or equal to 8/1 close (12 days ago), 76.6% are below.
27.6% are above or equal to 7/31 close (13 days ago), 72.4% are below.
27.3% are above or equal to 7/28 close (14 days ago), 72.7% are below.
28.1% are above or equal to 7/27 close (15 days ago), 71.9% are below.
26.4% are above or equal to 7/26 close (16 days ago), 73.6% are below.
26.2% are above or equal to 7/25 close (17 days ago), 73.8% are below.
29.8% are above or equal to 7/24 close (18 days ago), 70.2% are below.
30.1% are above or equal to 7/21 close (19 days ago), 69.9% are below.
29.6% are above or equal to 7/20 close (20 days ago), 70.4% are below.
28.3% are above or equal to 7/19 close (21 days ago), 71.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170817 Closing)
20d: 3.0% new highs, 22.5% new lows
21d: 3.0% new highs, 22.0% new lows
42d: 2.4% new highs, 15.4% new lows
63d: 2.0% new highs, 10.9% new lows
126d: 1.8% new highs, 9.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170817 Closing)
2-day: 7.4% above, 92.6% below
3-day: 12.1% above, 87.9% below
4-day: 12.6% above, 87.4% below
5-day: 19.2% above, 80.8% below
8-day: 23.1% above, 76.9% below
10-day: 22.8% above, 77.2% below
20-day: 23.9% above, 76.1% below
50-day: 35.4% above, 64.6% below
200-day: 53.4% above, 46.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170817 Closing)
REAL(102): -0.76% Top=SRC AMH SFR ACC UDR EXR OHI DOC ….. ALLY WPG INN PEI SBRA CBG PEB GEO=Bottom (Real Estate)
HEAL(49): -1.19% Top=MOH GMED CNC MASI NVRO RMD PRAH NXTM ….. MD NUVA BKD IRWD AMED MDXG ALGN ACHC=Bottom (Health)
ENER(80): -1.24% Top=KOS EGN RES CRZO NBR ANDX ETP MUSA ….. MTDR NBL MRO RSPP RIG PDCE PBF SPN=Bottom (Energy)
LEIS(44): -1.26% Top=DIN PZZA SIX DNKN DPZ WING DRI MCD ….. PK TVPT LVS MAR MGM HLT WYN EXPE=Bottom (Leisure)
RETA(59): -1.30% Top=BABA TSCO AAP GPS SIG DSW DKS FND ….. GES RH MELI PAG BID URBN LB W=Bottom (Retail & Specialty Retail)
META(23): -1.51% Top=SLCA GG AEM AG WPM NEM ABX RGLD ….. SCCO X AA FCX NUE STLD CMC CLF=Bottom (Metals & Mining)
CONS(58): -1.51% Top=PAY COH CLX UFS KMB PBI BERY PG ….. COTY EL CSL GIII SCSS IRBT ELF BC=Bottom (Consumer)
DISV(54): -1.62% Top=MYGN URI GDOT SERV AMN ROL RBA ZTO ….. CXW FISV CATM CHGG ZG AAN RRD RCII=Bottom (Diversified Services)
COSW(88): -1.70% Top=AABA SNAP IT CSOD NTNX MULE ALRM HDP ….. JKHY WUBA WDAY MTCH TTD ADP JD VIPS=Bottom (Computer Software/Internet)
INSU(30): -1.73% Top=PGR WRB AGO TRV AFSI MMC AFL ORI ….. AIG RDN MTG PRU CNO UNM LNC AEL=Bottom (Insurance)
MANU(37): -1.91% Top=MRC DDD AME BWXT DHR CAT WBT KMT ….. FLS ITW RXN ZBRA ATKR CFX JKS TTC=Bottom (Manufacturing)
CHEM(27): -1.95% Top=UNVR GRA RPM PPG SHW DOW ALB AXTA ….. FMC IFF EMN CC OLN CF PAH TROX=Bottom (Chemicals/Fertilizers)
COHW(45): -2.10% Top=EXTR CCI COMM TU ACIA CDW ATUS BCE ….. WDC LVLT CSCO SYNA EFII VSAT NTAP CTL=Bottom (Computer Hardware/Telecom)
MATE(29): -2.11% Top=WCN OC WM BECN RSG PWR SRCL VMC ….. MAS TOL TPH MDC FAST SUM KBH DAR=Bottom (Materials & Construction)
FINA(86): -2.27% Top=CLNS CBOE CME TD NDAQ KEY BGCP ICE ….. PB PFG WBS PACW OZRK SF APO PSEC=Bottom (Banks/Financials)
TRAN(23): -2.48% Top=JBHT CNI SWFT TRN XPO WAB CP KSU ….. CSX UAL SAVE LUV ALK AAL DAL JBLU=Bottom (Transportation)
ELEC(56): -2.55% Top=TRMB AMBA APH CAVM WAT BRKR SIMO GRMN ….. ICHR COHR MXL IPHI UCTT CY SPWR PI=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 @ 2:53 pm

Market Stats at 3:52 pm ET
by daytrend on 20170817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 890.

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 (20170817 3:52 pm ET)
2.1% of stocks are above yesterday’s high.
9.0% are above yesterday’s midpoint. (91.0% are below.)
72.5% are below yesterday’s low.
25.4% are inside yesterday’s range.
23.9% of stocks with today’s high > yesterday’s high. (76.1% less than).
78.4% of stocks with today’s low < yesterday’s low. (21.6% greater than).

EVIDENCE OF INTRADAY TREND (20170817 3:52 pm ET)
10.2% of stocks are above today’s open. (89.3% are below).
6.3% of stocks are above today’s open and yesterday’s close.
88.3% are below both.
1.6% of stocks opened above yesterday’s high.
11.8% of stocks opened above yesterday’s close. (84.9% opened below yesterday’s close).
24.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170817 3:52 pm ET)
0.4% of stocks are in the top 10% of today’s range.
1.1% are in the top 20%.
6.3% are in the top half. 93.7% of stocks are in the bottom half of today’s range.
83.8% are in the bottom 20%.
72.6% are in the bottom 10%.

GAIN (20170817 3:52 pm ET)
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.1% are up 4.5% or more. 2.9% are down 4.5% or more.
0.2% are up 3.5% or more. 8.2% are down 3.5% or more.
29.4% are between +1% and -1%.

RSI on DAILY (20170817 3:52 pm ET)
2-day: >=95:1.1%…>=90:1.8%…>=80:3.7%…>=50:12.4%…<=20:48.9%…<=10:26.9%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.5%…<=20:5.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170817 3:52 pm ET)
2.1% above previous 1 highs, 72.5% below previous 1 lows
1.8% above previous 2 highs, 58.7% below previous 2 lows
1.5% above previous 3 highs, 51.1% below previous 3 lows
1.2% above previous 4 highs, 31.2% below previous 4 lows
1.1% above previous 5 highs, 30.3% below previous 5 lows
1.0% above previous 6 highs, 29.3% below previous 6 lows
1.0% above previous 7 highs, 28.4% below previous 7 lows
0.8% above previous 8 highs, 27.6% below previous 8 lows
0.6% above previous 9 highs, 27.2% below previous 9 lows
0.4% above previous 10 highs, 26.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170817 3:52 pm ET)
7.9% are above or equal to 8/16 close (1 days ago), 92.1% are below.
21.8% are above or equal to 8/15 close (2 days ago), 78.2% are below.
18.2% are above or equal to 8/14 close (3 days ago), 81.8% are below.
39.3% are above or equal to 8/11 close (4 days ago), 60.7% are below.
45.2% are above or equal to 8/10 close (5 days ago), 54.8% are below.
25.1% are above or equal to 8/9 close (6 days ago), 74.9% are below.
23.3% are above or equal to 8/8 close (7 days ago), 76.7% are below.
21.9% are above or equal to 8/7 close (8 days ago), 78.1% are below.
25.1% are above or equal to 8/4 close (9 days ago), 74.9% are below.
27.6% are above or equal to 8/3 close (10 days ago), 72.4% are below.
27.1% are above or equal to 8/2 close (11 days ago), 72.9% are below.
23.7% are above or equal to 8/1 close (12 days ago), 76.3% are below.
27.6% are above or equal to 7/31 close (13 days ago), 72.4% are below.
27.3% are above or equal to 7/28 close (14 days ago), 72.7% are below.
27.9% are above or equal to 7/27 close (15 days ago), 72.1% are below.
26.7% are above or equal to 7/26 close (16 days ago), 73.3% are below.
26.1% are above or equal to 7/25 close (17 days ago), 73.9% are below.
29.7% are above or equal to 7/24 close (18 days ago), 70.3% are below.
30.0% are above or equal to 7/21 close (19 days ago), 70.0% are below.
29.2% are above or equal to 7/20 close (20 days ago), 70.8% are below.
28.3% are above or equal to 7/19 close (21 days ago), 71.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170817 3:52 pm ET)
20d: 3.0% new highs, 21.9% new lows
21d: 3.0% new highs, 21.5% new lows
42d: 2.4% new highs, 14.6% new lows
63d: 2.0% new highs, 10.6% new lows
126d: 1.8% new highs, 8.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170817 3:52 pm ET)
2-day: 7.2% above, 92.8% below
3-day: 13.3% above, 86.7% below
4-day: 12.4% above, 87.6% below
5-day: 18.8% above, 81.2% below
8-day: 23.4% above, 76.6% below
10-day: 23.0% above, 77.0% below
20-day: 23.7% above, 76.3% below
50-day: 35.3% above, 64.7% below
200-day: 53.1% above, 46.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170817 3:52 pm ET)
REAL(102): -0.74% Top=SRC SFR ACC UDR EXR OHI DOC AMH ….. DRH RLGY PEI INN SBRA PEB CBG GEO=Bottom (Real Estate)
HEAL(49): -1.19% Top=MOH GMED CNC MASI NVRO RMD PRAH AET ….. MD BKD THC IRWD AMED MDXG ALGN ACHC=Bottom (Health)
ENER(80): -1.25% Top=KOS EGN CRZO RES NBR ANDX HK ETP ….. BHGE NBL MRO RSPP RIG PDCE SPN PBF=Bottom (Energy)
LEIS(44): -1.29% Top=DIN PZZA SIX DPZ DNKN WING DRI MCD ….. LVS MAR STAY MGM SEAS HLT WYN EXPE=Bottom (Leisure)
RETA(59): -1.31% Top=BABA TSCO AAP GPS SIG DSW ETSY DKS ….. GES RH MELI BID PAG URBN W LB=Bottom (Retail & Specialty Retail)
META(23): -1.48% Top=SLCA GG AEM AG WPM NEM ABX RGLD ….. SCCO X AA FCX NUE CMC STLD CLF=Bottom (Metals & Mining)
CONS(58): -1.48% Top=PAY COH UFS CLX KMB PBI OI PG ….. LEG COTY CSL GIII SCSS IRBT ELF BC=Bottom (Consumer)
DISV(54): -1.66% Top=MYGN URI ROL RBA G YY SERV WEX ….. CXW FISV CATM AAN RRD ZG CHGG RCII=Bottom (Diversified Services)
COSW(88): -1.70% Top=AABA IT SNAP MULE NTNX CSOD HDP TWOU ….. SPLK JKHY WDAY MTCH TTD ADP JD VIPS=Bottom (Computer Software/Internet)
INSU(30): -1.71% Top=PGR WRB TRV AGO MMC ALL AFL ORI ….. RDN MET MTG PRU CNO UNM LNC AEL=Bottom (Insurance)
MANU(37): -1.91% Top=MRC DDD AME DHR CAT BWXT WBT KMT ….. FLS ITW RXN ZBRA ATKR CFX JKS TTC=Bottom (Manufacturing)
CHEM(27): -1.96% Top=UNVR RPM GRA PPG DOW SHW ASH ALB ….. MOS FMC EMN CC OLN CF PAH TROX=Bottom (Chemicals/Fertilizers)
COHW(45): -2.12% Top=EXTR CCI COMM BCE TU CDW ATUS ACIA ….. SYNA LVLT CSCO VSAT VIAV EFII NTAP CTL=Bottom (Computer Hardware/Telecom)
MATE(29): -2.14% Top=WCN OC WM BECN RSG PWR VMC SRCL ….. TOL MAS TPH MDC FAST KBH SUM DAR=Bottom (Materials & Construction)
FINA(86): -2.33% Top=CLNS CBOE TD CME KEY NDAQ BGCP ICE ….. CFG WBS PB PACW SF OZRK APO PSEC=Bottom (Banks/Financials)
TRAN(23): -2.50% Top=JBHT CNI TRN SWFT WAB XPO CP UPS ….. TK UAL SAVE LUV ALK DAL AAL JBLU=Bottom (Transportation)
ELEC(56): -2.52% Top=TRMB AMBA APH WAT BRKR CAVM SIMO GRMN ….. KEM ICHR MXL UCTT IPHI CY PI SPWR=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 3:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:22 pm

Market Stats at 2:22 pm ET
by daytrend on 20170817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 891.

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 (20170817 2:22 pm ET)
3.1% of stocks are above yesterday’s high.
15.4% are above yesterday’s midpoint. (84.6% are below.)
61.6% are below yesterday’s low.
35.2% are inside yesterday’s range.
23.5% of stocks with today’s high > yesterday’s high. (76.5% less than).
71.9% of stocks with today’s low < yesterday’s low. (28.1% greater than).

EVIDENCE OF INTRADAY TREND (20170817 2:22 pm ET)
18.6% of stocks are above today’s open. (80.1% are below).
11.1% of stocks are above today’s open and yesterday’s close.
78.8% are below both.
1.6% of stocks opened above yesterday’s high.
11.8% of stocks opened above yesterday’s close. (85.0% opened below yesterday’s close).
24.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170817 2:22 pm ET)
0.7% of stocks are in the top 10% of today’s range.
2.7% are in the top 20%.
11.4% are in the top half. 88.6% of stocks are in the bottom half of today’s range.
65.1% are in the bottom 20%.
43.9% are in the bottom 10%.

GAIN (20170817 2:22 pm ET)
13.7% of stocks are above yesterday’s close. (86.3% are below.)
0.3% are up 4.5% or more. 1.7% are down 4.5% or more.
0.4% are up 3.5% or more. 3.4% are down 3.5% or more.
45.3% are between +1% and -1%.

RSI on DAILY (20170817 2:22 pm ET)
2-day: >=95:1.5%…>=90:3.1%…>=80:5.7%…>=50:21.0%…<=20:40.9%…<=10:19.8%…<=5:8.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:29.5%…<=20:4.7%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170817 2:22 pm ET)
3.1% above previous 1 highs, 61.6% below previous 1 lows
2.5% above previous 2 highs, 45.8% below previous 2 lows
1.9% above previous 3 highs, 38.0% below previous 3 lows
1.8% above previous 4 highs, 21.9% below previous 4 lows
1.2% above previous 5 highs, 21.2% below previous 5 lows
1.2% above previous 6 highs, 20.7% below previous 6 lows
1.2% above previous 7 highs, 19.8% below previous 7 lows
1.0% above previous 8 highs, 19.3% below previous 8 lows
1.0% above previous 9 highs, 19.1% below previous 9 lows
0.8% above previous 10 highs, 18.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170817 2:22 pm ET)
13.7% are above or equal to 8/16 close (1 days ago), 86.3% are below.
30.3% are above or equal to 8/15 close (2 days ago), 69.7% are below.
25.4% are above or equal to 8/14 close (3 days ago), 74.6% are below.
49.5% are above or equal to 8/11 close (4 days ago), 50.5% are below.
53.6% are above or equal to 8/10 close (5 days ago), 46.4% are below.
30.4% are above or equal to 8/9 close (6 days ago), 69.6% are below.
27.4% are above or equal to 8/8 close (7 days ago), 72.6% are below.
24.7% are above or equal to 8/7 close (8 days ago), 75.3% are below.
29.5% are above or equal to 8/4 close (9 days ago), 70.5% are below.
32.1% are above or equal to 8/3 close (10 days ago), 67.9% are below.
30.6% are above or equal to 8/2 close (11 days ago), 69.4% are below.
26.5% are above or equal to 8/1 close (12 days ago), 73.5% are below.
31.2% are above or equal to 7/31 close (13 days ago), 68.8% are below.
30.9% are above or equal to 7/28 close (14 days ago), 69.1% are below.
30.6% are above or equal to 7/27 close (15 days ago), 69.4% are below.
29.2% are above or equal to 7/26 close (16 days ago), 70.8% are below.
28.2% are above or equal to 7/25 close (17 days ago), 71.8% are below.
32.2% are above or equal to 7/24 close (18 days ago), 67.8% are below.
32.5% are above or equal to 7/21 close (19 days ago), 67.5% are below.
32.4% are above or equal to 7/20 close (20 days ago), 67.6% are below.
31.1% are above or equal to 7/19 close (21 days ago), 68.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170817 2:22 pm ET)
20d: 2.9% new highs, 17.5% new lows
21d: 2.9% new highs, 17.1% new lows
42d: 2.2% new highs, 11.4% new lows
63d: 1.9% new highs, 8.5% new lows
126d: 1.7% new highs, 6.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170817 2:22 pm ET)
2-day: 12.6% above, 87.4% below
3-day: 19.8% above, 80.2% below
4-day: 21.2% above, 78.8% below
5-day: 27.3% above, 72.7% below
8-day: 32.2% above, 67.8% below
10-day: 28.7% above, 71.3% below
20-day: 29.0% above, 71.0% below
50-day: 37.9% above, 62.1% below
200-day: 54.0% above, 46.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170817 2:22 pm ET)
REAL(102): -0.44% Top=SRC EXR ACC UDR FCH WRI RLJ STOR ….. WRE PEB RLGY INN PEI SBRA CBG GEO=Bottom (Real Estate)
ENER(80): -0.56% Top=EGN CRZO NBR KOS RES HK ANDX QEP ….. BHGE MRO RSPP PDCE SPN PAA RIG PBF=Bottom (Energy)
HEAL(50): -0.72% Top=MOH GMED CNC MASI RMD NVRO PRAH DXCM ….. MD NUVA THC IRWD AMED MDXG ALGN ACHC=Bottom (Health)
LEIS(44): -0.77% Top=DIN DPZ PZZA SIX WING BLMN DRI DNKN ….. MGM PK MAR LVS HLT SEAS WYN EXPE=Bottom (Leisure)
RETA(59): -0.78% Top=AAP BABA TSCO GPS DSW SIG DLTR DKS ….. RH MELI M PAG BID URBN W LB=Bottom (Retail & Specialty Retail)
META(23): -0.97% Top=SLCA GG AEM AG CNX CCJ NEM RGLD ….. SCCO X CLF FCX AA STLD CMC NUE=Bottom (Metals & Mining)
CONS(58): -1.02% Top=PAY COH UFS KMB PBI CLX CRI EPC ….. LEG CROX CSL ENR SCSS IRBT ELF BC=Bottom (Consumer)
INSU(30): -1.13% Top=PGR WRB TRV ORI AGO AFL ALL FAF ….. MTG MET PRU MBI CNO UNM AEL LNC=Bottom (Insurance)
DISV(54): -1.13% Top=GDOT MYGN ZTO URI ROL ALLE G ACM ….. SCI CHGG KTOS FISV ZG CXW AAN RCII=Bottom (Diversified Services)
COSW(88): -1.17% Top=AABA SNAP CSOD IT MULE NTNX CERN SHOP ….. CTXS NOW SPLK MTCH WDAY ADP JD VIPS=Bottom (Computer Software/Internet)
MANU(37): -1.33% Top=MRC DDD AME KMT ATI BWXT CAT DHR ….. ITW DE ZBRA AGCO CFX ATKR TTC JKS=Bottom (Manufacturing)
CHEM(27): -1.51% Top=UNVR RPM POL PPG GRA ASH SHW DOW ….. FMC AGU POT OLN EMN CF PAH TROX=Bottom (Chemicals/Fertilizers)
MATE(29): -1.54% Top=WCN WM BECN OC RSG PWR SRCL FLR ….. JELD MDC FAST TPH SUM KBH DAR CBI=Bottom (Materials & Construction)
COHW(45): -1.60% Top=EXTR CCI ACIA COMM TU MSI HRS VZ ….. EFII VSAT WDC VIAV FTR CSCO CTL NTAP=Bottom (Computer Hardware/Telecom)
FINA(86): -1.60% Top=KEY CLNS CME CBOE TD NDAQ ESNT ATH ….. LM HBAN PB YRD LPLA SF APO PSEC=Bottom (Banks/Financials)
ELEC(56): -1.96% Top=TRMB APH AMBA HIMX QRVO CAVM GRMN SIMO ….. MXL CSIQ TTMI COHR CY UCTT IPHI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -2.03% Top=TRN JBHT XPO SWFT CNI CP CHRW WAB ….. CSX UAL LUV DAL ALK SAVE JBLU AAL=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 2:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:24 am

Market Stats at 12:24 pm ET
by daytrend on 20170817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 891.

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 (20170817 12:24 pm ET)
5.2% of stocks are above yesterday’s high.
24.4% are above yesterday’s midpoint. (75.6% are below.)
44.0% are below yesterday’s low.
50.8% are inside yesterday’s range.
23.2% of stocks with today’s high > yesterday’s high. (76.8% less than).
62.9% of stocks with today’s low < yesterday’s low. (37.1% greater than).

EVIDENCE OF INTRADAY TREND (20170817 12:24 pm ET)
32.9% of stocks are above today’s open. (65.5% are below).
19.6% of stocks are above today’s open and yesterday’s close.
64.3% are below both.
1.6% of stocks opened above yesterday’s high.
11.8% of stocks opened above yesterday’s close. (85.0% opened below yesterday’s close).
24.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170817 12:24 pm ET)
0.8% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
23.3% are in the top half. 76.7% of stocks are in the bottom half of today’s range.
39.8% are in the bottom 20%.
21.2% are in the bottom 10%.

GAIN (20170817 12:24 pm ET)
21.8% of stocks are above yesterday’s close. (78.2% are below.)
0.3% are up 4.5% or more. 1.0% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20170817 12:24 pm ET)
2-day: >=95:2.1%…>=90:5.4%…>=80:10.3%…>=50:30.6%…<=20:31.2%…<=10:12.9%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.2%…<=20:4.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170817 12:24 pm ET)
5.2% above previous 1 highs, 44.0% below previous 1 lows
3.7% above previous 2 highs, 31.1% below previous 2 lows
3.1% above previous 3 highs, 24.9% below previous 3 lows
3.1% above previous 4 highs, 12.5% below previous 4 lows
2.5% above previous 5 highs, 12.0% below previous 5 lows
2.2% above previous 6 highs, 11.8% below previous 6 lows
1.8% above previous 7 highs, 11.3% below previous 7 lows
1.6% above previous 8 highs, 11.1% below previous 8 lows
1.2% above previous 9 highs, 10.7% below previous 9 lows
1.1% above previous 10 highs, 10.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170817 12:24 pm ET)
21.8% are above or equal to 8/16 close (1 days ago), 78.2% are below.
40.4% are above or equal to 8/15 close (2 days ago), 59.6% are below.
35.2% are above or equal to 8/14 close (3 days ago), 64.8% are below.
58.8% are above or equal to 8/11 close (4 days ago), 41.2% are below.
59.3% are above or equal to 8/10 close (5 days ago), 40.7% are below.
35.8% are above or equal to 8/9 close (6 days ago), 64.2% are below.
33.7% are above or equal to 8/8 close (7 days ago), 66.3% are below.
29.3% are above or equal to 8/7 close (8 days ago), 70.7% are below.
33.7% are above or equal to 8/4 close (9 days ago), 66.3% are below.
36.7% are above or equal to 8/3 close (10 days ago), 63.3% are below.
34.8% are above or equal to 8/2 close (11 days ago), 65.2% are below.
30.2% are above or equal to 8/1 close (12 days ago), 69.8% are below.
33.2% are above or equal to 7/31 close (13 days ago), 66.8% are below.
34.2% are above or equal to 7/28 close (14 days ago), 65.8% are below.
33.1% are above or equal to 7/27 close (15 days ago), 66.9% are below.
31.6% are above or equal to 7/26 close (16 days ago), 68.4% are below.
30.9% are above or equal to 7/25 close (17 days ago), 69.1% are below.
35.1% are above or equal to 7/24 close (18 days ago), 64.9% are below.
36.0% are above or equal to 7/21 close (19 days ago), 64.0% are below.
35.1% are above or equal to 7/20 close (20 days ago), 64.9% are below.
33.7% are above or equal to 7/19 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170817 12:24 pm ET)
20d: 2.8% new highs, 12.2% new lows
21d: 2.8% new highs, 11.9% new lows
42d: 2.1% new highs, 8.1% new lows
63d: 1.8% new highs, 5.9% new lows
126d: 1.6% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170817 12:24 pm ET)
2-day: 20.9% above, 79.1% below
3-day: 31.1% above, 68.9% below
4-day: 30.3% above, 69.7% below
5-day: 39.4% above, 60.6% below
8-day: 40.2% above, 59.8% below
10-day: 36.1% above, 63.9% below
20-day: 32.5% above, 67.5% below
50-day: 41.3% above, 58.7% below
200-day: 56.2% above, 43.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170817 12:24 pm ET)
HEAL(50): -0.12% Top=GMED MOH CNC MASI RMD PRAH NVRO CYH ….. AMED BKD MD THC IRWD MDXG ALGN ACHC=Bottom (Health)
REAL(102): -0.15% Top=RLJ FCH SRC ACC UDR STOR EXR WRI ….. HCN QTS PEI MPW REXR SBRA CBG GEO=Bottom (Real Estate)
ENER(80): -0.16% Top=EGN QEP NBR HK RES CRZO ANDX GPOR ….. MDU PDCE PSX BHGE FANG RIG PBF REN=Bottom (Energy)
LEIS(44): -0.28% Top=DIN DPZ BLMN SIX DRI CMG PZZA TXRH ….. CCL LVS WYN PK MAR SEAS HLT EXPE=Bottom (Leisure)
DISV(54): -0.53% Top=ZTO URI WTW GDOT WEX ACM MCO CNDT ….. FDC PCLN SCI HRB FISV ZG AAN RCII=Bottom (Diversified Services)
CONS(58): -0.60% Top=PAY COH UFS PBI KS KMB EPC CRI ….. LEG GIII ENR SCSS CSL ELF CROX BC=Bottom (Consumer)
COSW(88): -0.66% Top=AABA NTNX VEEV CSOD SHOP MULE IT PAYC ….. NTES ADBE TEAM MTCH WDAY ADP JD VIPS=Bottom (Computer Software/Internet)
RETA(59): -0.67% Top=BABA TSCO SIG AAP DSW GME SFM CHS ….. PAG AZO BID KSS M WMT W LB=Bottom (Retail & Specialty Retail)
META(23): -0.68% Top=SLCA CNX GG AG PAAS CCJ AEM RGLD ….. CENX X CLF STLD FCX AA CMC NUE=Bottom (Metals & Mining)
INSU(30): -0.73% Top=AFSI FAF PGR ORI AGO WRB ALL RDN ….. AIG MBI PRU AON UNM LNC CNO AEL=Bottom (Insurance)
MANU(37): -0.81% Top=MRC DDD WBT AME XYL CAT SNA IR ….. ITT FLS ZBRA CMI ITW CFX JKS TTC=Bottom (Manufacturing)
CHEM(27): -0.87% Top=UNVR POL RPM ALB GRA PPG ASH WLK ….. IFF FMC CF POT AGU PAH EMN TROX=Bottom (Chemicals/Fertilizers)
MATE(29): -0.96% Top=WCN BECN WM PWR RSG FLR OC SRCL ….. FAST MAS TPH JELD KBH SUM DAR CBI=Bottom (Materials & Construction)
FINA(86): -0.99% Top=KEY ESNT TWNK STT CME TD CLNS NDAQ ….. RJF LAZ HBAN LPLA SF APO YRD PSEC=Bottom (Banks/Financials)
ELEC(56): -1.15% Top=TRMB AAOI AMBA KEM QRVO CAVM TSEM APH ….. TXN PI ADI IPHI CY MXL ICHR UCTT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(45): -1.16% Top=EXTR ACIA CCI COMM SSYS HRS BBRY CDW ….. WDC VIAV VSAT LVLT FTR CSCO CTL NTAP=Bottom (Computer Hardware/Telecom)
TRAN(23): -1.28% Top=XPO TRN CHRW CP CNI SWFT JBHT WAB ….. CSX UAL SAVE LUV DAL ALK AAL JBLU=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 12:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:39 am

Market Stats at 10:39 am ET
by daytrend on 20170817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 891.

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 (20170817 10:39 am ET)
5.7% of stocks are above yesterday’s high.
31.1% are above yesterday’s midpoint. (68.9% are below.)
33.7% are below yesterday’s low.
60.6% are inside yesterday’s range.
20.5% of stocks with today’s high > yesterday’s high. (79.5% less than).
59.0% of stocks with today’s low < yesterday’s low. (41.0% greater than).

EVIDENCE OF INTRADAY TREND (20170817 10:39 am ET)
43.8% of stocks are above today’s open. (53.5% are below).
26.7% of stocks are above today’s open and yesterday’s close.
52.0% are below both.
1.6% of stocks opened above yesterday’s high.
11.8% of stocks opened above yesterday’s close. (84.7% opened below yesterday’s close).
24.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170817 10:39 am ET)
4.2% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
41.2% are in the top half. 58.8% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20170817 10:39 am ET)
30.6% of stocks are above yesterday’s close. (69.4% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 0.7% are down 3.5% or more.
76.1% are between +1% and -1%.

RSI on DAILY (20170817 10:39 am ET)
2-day: >=95:2.8%…>=90:7.4%…>=80:13.9%…>=50:37.8%…<=20:24.0%…<=10:10.2%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:37.6%…<=20:4.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170817 10:39 am ET)
5.7% above previous 1 highs, 33.7% below previous 1 lows
4.7% above previous 2 highs, 24.4% below previous 2 lows
3.7% above previous 3 highs, 18.6% below previous 3 lows
3.6% above previous 4 highs, 9.5% below previous 4 lows
3.3% above previous 5 highs, 8.6% below previous 5 lows
2.9% above previous 6 highs, 8.5% below previous 6 lows
2.4% above previous 7 highs, 8.2% below previous 7 lows
2.1% above previous 8 highs, 8.0% below previous 8 lows
1.9% above previous 9 highs, 7.9% below previous 9 lows
1.8% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170817 10:39 am ET)
30.6% are above or equal to 8/16 close (1 days ago), 69.4% are below.
46.9% are above or equal to 8/15 close (2 days ago), 53.1% are below.
39.5% are above or equal to 8/14 close (3 days ago), 60.5% are below.
63.2% are above or equal to 8/11 close (4 days ago), 36.8% are below.
63.4% are above or equal to 8/10 close (5 days ago), 36.6% are below.
37.6% are above or equal to 8/9 close (6 days ago), 62.4% are below.
36.1% are above or equal to 8/8 close (7 days ago), 63.9% are below.
32.2% are above or equal to 8/7 close (8 days ago), 67.8% are below.
35.4% are above or equal to 8/4 close (9 days ago), 64.6% are below.
39.4% are above or equal to 8/3 close (10 days ago), 60.6% are below.
36.8% are above or equal to 8/2 close (11 days ago), 63.2% are below.
31.5% are above or equal to 8/1 close (12 days ago), 68.5% are below.
35.1% are above or equal to 7/31 close (13 days ago), 64.9% are below.
36.3% are above or equal to 7/28 close (14 days ago), 63.7% are below.
36.1% are above or equal to 7/27 close (15 days ago), 63.9% are below.
33.7% are above or equal to 7/26 close (16 days ago), 66.3% are below.
31.9% are above or equal to 7/25 close (17 days ago), 68.1% are below.
37.0% are above or equal to 7/24 close (18 days ago), 63.0% are below.
36.3% are above or equal to 7/21 close (19 days ago), 63.7% are below.
36.0% are above or equal to 7/20 close (20 days ago), 64.0% are below.
35.1% are above or equal to 7/19 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170817 10:39 am ET)
20d: 2.2% new highs, 10.2% new lows
21d: 2.2% new highs, 10.0% new lows
42d: 1.6% new highs, 6.8% new lows
63d: 1.3% new highs, 5.1% new lows
126d: 1.2% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170817 10:39 am ET)
2-day: 28.4% above, 71.6% below
3-day: 39.5% above, 60.5% below
4-day: 38.3% above, 61.7% below
5-day: 46.0% above, 54.0% below
8-day: 44.7% above, 55.3% below
10-day: 39.7% above, 60.3% below
20-day: 35.2% above, 64.8% below
50-day: 42.9% above, 57.1% below
200-day: 57.2% above, 42.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170817 10:39 am ET)
REAL(102): 0.09% Top=RLJ SRC FCH STOR HPT OHI WRI MAC ….. SBRA PEI SFR AMH CBG BRX REXR GEO=Bottom (Real Estate)
ENER(80): 0.05% Top=CRZO GPOR HK QEP EGN ANDX RRC RES ….. SPN VLO HAL HES MRO PTEN PDCE PBF=Bottom (Energy)
HEAL(50): 0.00% Top=GMED MOH CNC CYH VAR GKOS BSX IART ….. MD A EW MDXG AMED IRWD ALGN ACHC=Bottom (Health)
LEIS(44): -0.12% Top=DIN SIX WING BLMN DPZ TXRH DRI CMG ….. LVS RRR MLCO MAR PK SEAS EXPE HLT=Bottom (Leisure)
RETA(59): -0.18% Top=SIG BABA AAP RH ORLY CHS TSCO DKS ….. NFLX MIK DDS M KSS WMT W LB=Bottom (Retail & Specialty Retail)
CONS(58): -0.26% Top=COH KMB CLX CRI PAY UFS PBI EPC ….. WRK BC FBHS HBI CSL ELF ENR CROX=Bottom (Consumer)
DISV(54): -0.35% Top=URI ZTO WTW SBAC ALLE MCO ACM FLT ….. FDC KTOS R FISV AAN CXW ZG RCII=Bottom (Diversified Services)
CHEM(27): -0.43% Top=GRA MOS POL UNVR ASH RPM ALB PPG ….. OLN IFF FMC AGU POT EMN CC TROX=Bottom (Chemicals/Fertilizers)
INSU(30): -0.46% Top=AFSI ORI MBI AGO PGR WRB FAF XL ….. SLF AIG PRU RDN CNO LNC MTG AEL=Bottom (Insurance)
MANU(37): -0.50% Top=MRC DDD KMT DOV ROK SNA PNR IR ….. RXN DE ITW CMI AGCO ZBRA CFX TTC=Bottom (Manufacturing)
COSW(88): -0.57% Top=NTNX AABA SNAP SABR CSOD SQ VEEV NEWR ….. ELLI WDAY BIDU HDP MTCH ADP JD VIPS=Bottom (Computer Software/Internet)
TRAN(23): -0.61% Top=XPO CHRW TRN CP UPS TK CNI EXPD ….. NSC WAB DAL UAL SWFT LUV AAL JBLU=Bottom (Transportation)
META(23): -0.63% Top=SLCA CNX CCJ PAAS AEM GG AG ABX ….. SCCO CLF STLD CMC AA FCX NUE CENX=Bottom (Metals & Mining)
FINA(86): -0.72% Top=NDAQ NYCB KEY RF CLNS WU ICE CME ….. LAZ SF RJF JHG YRD APO SYF PSEC=Bottom (Banks/Financials)
MATE(29): -0.78% Top=WCN WM RSG PWR BECN USG DY SRCL ….. MAS TPH DAR FAST SUM KBH CBI JELD=Bottom (Materials & Construction)
COHW(45): -0.87% Top=ACIA COMM CCI UBNT SSYS BBRY VG EXTR ….. EFII WDC LVLT FTR VIAV CTL CSCO NTAP=Bottom (Computer Hardware/Telecom)
ELEC(56): -0.95% Top=KEM TRMB TSEM APH CAVM GRMN AMBA HIMX ….. AMAT TTMI BRKS SWKS CY PI IPHI UCTT=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 10:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/16/2017

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

Closing Stats
by daytrend on 20170816. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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 (20170816 Closing)
27.8% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
19.8% are below yesterday’s low.
52.4% are inside yesterday’s range.
58.4% of stocks with today’s high > yesterday’s high. (41.6% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20170816 Closing)
50.2% of stocks are above today’s open. (48.6% are below).
48.6% of stocks are above today’s open and yesterday’s close.
38.0% are below both.
13.3% of stocks opened above yesterday’s high.
81.6% of stocks opened above yesterday’s close. (14.9% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170816 Closing)
6.2% of stocks are in the top 10% of today’s range.
15.1% are in the top 20%.
42.8% are in the top half. 57.2% of stocks are in the bottom half of today’s range.
27.8% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20170816 Closing)
60.7% of stocks are above yesterday’s close. (39.3% 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. 1.4% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY (20170816 Closing)
2-day: >=95:4.0%…>=90:13.8%…>=80:31.2%…>=50:58.6%…<=20:16.0%…<=10:8.7%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:42.8%…<=20:3.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170816 Closing)
27.8% above previous 1 highs, 19.8% below previous 1 lows
22.6% above previous 2 highs, 14.0% below previous 2 lows
21.7% above previous 3 highs, 6.9% below previous 3 lows
19.4% above previous 4 highs, 6.7% below previous 4 lows
16.3% above previous 5 highs, 6.5% below previous 5 lows
12.6% above previous 6 highs, 6.2% below previous 6 lows
10.8% above previous 7 highs, 6.1% below previous 7 lows
9.9% above previous 8 highs, 5.9% below previous 8 lows
8.8% above previous 9 highs, 5.5% below previous 9 lows
7.8% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170816 Closing)
60.7% are above or equal to 8/15 close (1 days ago), 39.3% are below.
48.5% are above or equal to 8/14 close (2 days ago), 51.5% are below.
70.4% are above or equal to 8/11 close (3 days ago), 29.6% are below.
70.0% are above or equal to 8/10 close (4 days ago), 30.0% are below.
45.5% are above or equal to 8/9 close (5 days ago), 54.5% are below.
40.3% are above or equal to 8/8 close (6 days ago), 59.7% are below.
38.1% are above or equal to 8/7 close (7 days ago), 61.9% are below.
38.9% are above or equal to 8/4 close (8 days ago), 61.1% are below.
43.0% are above or equal to 8/3 close (9 days ago), 57.0% are below.
40.6% are above or equal to 8/2 close (10 days ago), 59.4% are below.
35.6% are above or equal to 8/1 close (11 days ago), 64.4% are below.
39.9% are above or equal to 7/31 close (12 days ago), 60.1% are below.
40.0% are above or equal to 7/28 close (13 days ago), 60.0% are below.
39.5% are above or equal to 7/27 close (14 days ago), 60.5% are below.
36.3% are above or equal to 7/26 close (15 days ago), 63.7% are below.
34.7% are above or equal to 7/25 close (16 days ago), 65.3% are below.
39.5% are above or equal to 7/24 close (17 days ago), 60.5% are below.
39.9% are above or equal to 7/21 close (18 days ago), 60.1% are below.
39.2% are above or equal to 7/20 close (19 days ago), 60.8% are below.
38.2% are above or equal to 7/19 close (20 days ago), 61.8% are below.
42.5% are above or equal to 7/18 close (21 days ago), 57.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170816 Closing)
20d: 8.7% new highs, 8.1% new lows
21d: 8.7% new highs, 8.1% new lows
42d: 7.2% new highs, 6.6% new lows
63d: 6.8% new highs, 6.1% new lows
126d: 6.1% new highs, 5.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170816 Closing)
2-day: 58.8% above, 41.2% below
3-day: 53.9% above, 46.1% below
4-day: 61.6% above, 38.4% below
5-day: 64.5% above, 35.5% below
8-day: 51.3% above, 48.7% below
10-day: 47.7% above, 52.3% below
20-day: 38.3% above, 61.7% below
50-day: 45.5% above, 54.5% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170816 Closing)
META(23): 2.57% Top=TECK FCX CENX AG AA X CLF SCCO ….. STLD PAAS CMC CCJ NEM FNV SLCA CNX=Bottom (Metals & Mining)
RETA(59): 1.36% Top=URBN AAP AEO TGT MIK BURL DKS BBY ….. AMZN KSS SBH PAG M LL DDS RH=Bottom (Retail & Specialty Retail)
COSW(91): 0.84% Top=HDP SPLK WDAY WUBA TEAM SNAP SINA NOW ….. VIPS MULE MTCH HPE TTD JD COTV TRIP=Bottom (Computer Software/Internet)
CONS(60): 0.75% Top=KS FL ENR ELY WWW PKG VSTO IP ….. UAA CROX ELF SKX MAT GOOS IRBT FOSL=Bottom (Consumer)
CHEM(28): 0.57% Top=MOS UNVR PX AXTA ALB WLK GRA IFF ….. OLN SHW FMC RPM CF PAH CC TROX=Bottom (Chemicals/Fertilizers)
ELEC(56): 0.37% Top=TTMI UCTT LRCX FLEX JBL WAT KEM MTSI ….. MXL COHR NVDA IPHI AMBA SPWR AMD AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(52): 0.36% Top=A AMED DXCM ABT MASI HYH TVTY MDXG ….. NUVA ACHC PRAH MD THC OSUR GMED BKD=Bottom (Health)
REAL(104): 0.35% Top=UNIT OHI AMH STOR SFR CCP PEB VER ….. EXR CUBE FCH AIV PSA MAC RLJ GEO=Bottom (Real Estate)
MANU(40): 0.33% Top=ATI RS DDD MIDD TTC DHR WBT SWK ….. ATKR TEX DE CR MRC KMT CMI JKS=Bottom (Manufacturing)
COHW(45): 0.29% Top=WDC EFII ANET CTL ACIA PANW NTAP BCE ….. VIAV AAPL INFN CIEN QCOM SSYS ATUS CUDA=Bottom (Computer Hardware/Telecom)
LEIS(44): 0.22% Top=PLNT BLMN YUMC SONC SHAK EXPE SIX PLAY ….. LVS RRR EAT CMG BYD MGM MLCO GPRO=Bottom (Leisure)
DISV(54): 0.08% Top=ULTA AMN SBAC CNDT RBA INFO SCI WEX ….. CHGG ZTO YY KBR HRB CXW WTW CAR=Bottom (Diversified Services)
INSU(30): 0.03% Top=PGR FNF SLF MTG FAF MBI RDN TRV ….. CINF HIG AFL WLTW PRU UNM LNC AFSI=Bottom (Insurance)
TRAN(23): -0.12% Top=KSU SAVE UNP WAB UPS DAL NSC EXPD ….. ALK AAL TRN CP XPO CSX SWFT TK=Bottom (Transportation)
FINA(88): -0.23% Top=LPLA TWNK NAVI YRD PYPL NTRS WU AXP ….. AMP SF BAC VOYA CIT BOFI WAL WDR=Bottom (Banks/Financials)
MATE(30): -0.47% Top=KBH PHM TOL DY SUM FAST EXP TMHC ….. FLR MLM GVA BECN DAR PWR JELD CBI=Bottom (Materials & Construction)
ENER(81): -1.48% Top=REN MDU VVV SLB ANDX EEP EPD GPOR ….. DO HFC HP RIG SM DK PTEN NBR=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 @ 11:08 am

Market Stats at 12:08 pm ET
by daytrend on 20170816. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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 (20170816 12:08 pm ET)
33.4% of stocks are above yesterday’s high.
64.8% are above yesterday’s midpoint. (35.2% are below.)
7.2% are below yesterday’s low.
59.5% are inside yesterday’s range.
54.2% of stocks with today’s high > yesterday’s high. (45.8% less than).
23.1% of stocks with today’s low < yesterday’s low. (76.9% greater than).

EVIDENCE OF INTRADAY TREND (20170816 12:08 pm ET)
63.5% of stocks are above today’s open. (34.1% are below).
61.7% of stocks are above today’s open and yesterday’s close.
21.0% are below both.
13.3% of stocks opened above yesterday’s high.
81.6% of stocks opened above yesterday’s close. (14.9% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170816 12:08 pm ET)
20.7% of stocks are in the top 10% of today’s range.
36.3% are in the top 20%.
63.0% are in the top half. 37.0% of stocks are in the bottom half of today’s range.
16.5% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20170816 12:08 pm ET)
77.4% of stocks are above yesterday’s close. (22.6% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.3% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20170816 12:08 pm ET)
2-day: >=95:5.1%…>=90:16.4%…>=80:37.4%…>=50:69.3%…<=20:10.4%…<=10:7.0%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:46.7%…<=20:2.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:45.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170816 12:08 pm ET)
33.4% above previous 1 highs, 7.2% below previous 1 lows
28.1% above previous 2 highs, 5.8% below previous 2 lows
27.3% above previous 3 highs, 3.9% below previous 3 lows
24.3% above previous 4 highs, 3.9% below previous 4 lows
20.6% above previous 5 highs, 3.9% below previous 5 lows
15.1% above previous 6 highs, 3.9% below previous 6 lows
13.8% above previous 7 highs, 3.9% below previous 7 lows
12.1% above previous 8 highs, 3.6% below previous 8 lows
11.6% above previous 9 highs, 3.2% below previous 9 lows
10.6% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170816 12:08 pm ET)
77.4% are above or equal to 8/15 close (1 days ago), 22.6% are below.
57.8% are above or equal to 8/14 close (2 days ago), 42.2% are below.
74.3% are above or equal to 8/11 close (3 days ago), 25.7% are below.
74.7% are above or equal to 8/10 close (4 days ago), 25.3% are below.
48.2% are above or equal to 8/9 close (5 days ago), 51.8% are below.
43.4% are above or equal to 8/8 close (6 days ago), 56.6% are below.
39.6% are above or equal to 8/7 close (7 days ago), 60.4% are below.
42.2% are above or equal to 8/4 close (8 days ago), 57.8% are below.
45.6% are above or equal to 8/3 close (9 days ago), 54.4% are below.
42.8% are above or equal to 8/2 close (10 days ago), 57.2% are below.
38.5% are above or equal to 8/1 close (11 days ago), 61.5% are below.
42.2% are above or equal to 7/31 close (12 days ago), 57.8% are below.
42.0% are above or equal to 7/28 close (13 days ago), 58.0% are below.
41.6% are above or equal to 7/27 close (14 days ago), 58.4% are below.
38.7% are above or equal to 7/26 close (15 days ago), 61.3% are below.
35.9% are above or equal to 7/25 close (16 days ago), 64.1% are below.
41.7% are above or equal to 7/24 close (17 days ago), 58.3% are below.
40.9% are above or equal to 7/21 close (18 days ago), 59.1% are below.
40.9% are above or equal to 7/20 close (19 days ago), 59.1% are below.
39.8% are above or equal to 7/19 close (20 days ago), 60.2% are below.
43.6% are above or equal to 7/18 close (21 days ago), 56.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170816 12:08 pm ET)
20d: 7.7% new highs, 4.6% new lows
21d: 7.7% new highs, 4.6% new lows
42d: 6.2% new highs, 3.6% new lows
63d: 5.7% new highs, 3.4% new lows
126d: 5.0% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170816 12:08 pm ET)
2-day: 75.8% above, 24.2% below
3-day: 64.3% above, 35.7% below
4-day: 70.7% above, 29.3% below
5-day: 72.4% above, 27.6% below
8-day: 57.6% above, 42.4% below
10-day: 52.3% above, 47.7% below
20-day: 42.3% above, 57.7% below
50-day: 46.8% above, 53.2% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170816 12:08 pm ET)
META(23): 1.85% Top=FCX CLF CENX X AA TECK SCCO AG ….. ABX GG FNV NEM AGI PAAS CNX SLCA=Bottom (Metals & Mining)
RETA(59): 1.60% Top=URBN AEO TGT GNC AAP CHS MIK BBY ….. WMT RH AMZN KSS W SIG SBH DDS=Bottom (Retail & Specialty Retail)
COSW(91): 0.96% Top=WUBA SPLK NTNX SNAP WDAY SINA NTES VMW ….. ADP DXC SYMC SABR FB COTV TTD HPE=Bottom (Computer Software/Internet)
CONS(60): 0.89% Top=KS FL WWW ELY CROX IP PKG RL ….. PBI GOOS COTY CL SLGN MAT IRBT FOSL=Bottom (Consumer)
LEIS(44): 0.73% Top=BLMN TXRH PLNT SONC YUMC DNKN WEN SHAK ….. HGV WYNN WYN EAT MLCO BYD MGM GPRO=Bottom (Leisure)
ELEC(56): 0.71% Top=TTMI CSIQ LRCX UCTT KEM AEIS FLEX FSLR ….. TSEM MXL INTC IPHI AMBA COHR AMD AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.65% Top=ATI RS TTC DHR DDD CFX MIDD LECO ….. TEX ZBRA KMT DE AGCO SNA MRC CMI=Bottom (Manufacturing)
COHW(45): 0.61% Top=ACIA EFII ANET CTL FNSR PANW VIAV TDS ….. ZAYO QCOM VZ HPQ ATUS SYNA TU VG=Bottom (Computer Hardware/Telecom)
HEAL(52): 0.61% Top=A AMED DXCM MDXG CYH ABT IRWD TVTY ….. IART HCA NUVA MD UNH BKD PRAH XRAY=Bottom (Health)
CHEM(28): 0.55% Top=UNVR PX AXTA ASH GRA ALB MOS IFF ….. CF DOW CE DD PAH OLN CC TROX=Bottom (Chemicals/Fertilizers)
REAL(104): 0.54% Top=CCP OHI UNIT SBRA SRC STOR VER PEB ….. CPT EXR MAC EQR AVB GPT AIV CBG=Bottom (Real Estate)
INSU(30): 0.52% Top=PGR MTG RDN AFSI SLF FAF AJG FNF ….. AGO HIG WRB AFL UNM PRU LNC WLTW=Bottom (Insurance)
TRAN(23): 0.52% Top=SAVE KSU EXPD CHRW ALK DAL UNP SWFT ….. CNI AAL WAB XPO TRN CP CSX TK=Bottom (Transportation)
DISV(54): 0.49% Top=ULTA RBA PAYX AMN SCI SBAC BAH CATM ….. KBR CXW ZG HRB CHGG YY WTW CAR=Bottom (Diversified Services)
FINA(88): 0.48% Top=LPLA NAVI TWNK PYPL TROW ESNT NTRS BGCP ….. BAC FII SBNY ARCC WDR VOYA BOFI CIT=Bottom (Banks/Financials)
MATE(30): -0.31% Top=DY SRCL KBH EXP WM SUM WY TOL ….. VMC LEN OC USG BECN PWR JELD CBI=Bottom (Materials & Construction)
ENER(81): -0.87% Top=GPOR MDU EPD AR XEC VVV XOG SLB ….. RIG MRO PTEN HP DK NBR PAA PAGP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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