daytrend

03/28/2015

Filed under: Market Stats — daytrend @ 12:08 pm

Market Stats at End of Day
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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

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

COMPARED TO YESTERDAY’S RANGE (20150327 EOD)
28.1% of stocks are above yesterday’s high.
57.9% are above yesterday’s midpoint. (42.1% are below.)
16.4% are below yesterday’s low.
55.4% are inside yesterday’s range.
44.8% of stocks with today’s high > yesterday’s high. (55.2% less than).
40.0% of stocks with today’s low < yesterday’s low. (60.0% greater than).

EVIDENCE OF INTRADAY TREND (20150327 EOD)
60.8% of stocks are above today’s open. (38.2% are below).
52.5% of stocks are above today’s open and yesterday’s close.
33.5% are below both.
4.3% of stocks opened above yesterday’s high.
38.1% of stocks opened above yesterday’s close. (57.9% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 EOD)
12.9% of stocks are in the top 10% of today’s range.
32.8% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20150327 EOD)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
1.6% are up 4.5% or more. 1.0% are down 4.5% or more.
2.7% are up 3.5% or more. 2.0% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20150327 EOD)
2-day: >=95:1.0%…>=90:3.2%…>=80:8.0%…>=50:38.4%…<=20:30.5%…<=10:19.7%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:38.1%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 EOD)
28.1% above previous 1 highs, 16.4% below previous 1 lows
5.6% above previous 2 highs, 13.3% below previous 2 lows
4.6% above previous 3 highs, 12.3% below previous 3 lows
3.5% above previous 4 highs, 11.7% below previous 4 lows
2.9% above previous 5 highs, 10.7% below previous 5 lows
2.9% above previous 6 highs, 8.4% below previous 6 lows
2.7% above previous 7 highs, 6.0% below previous 7 lows
2.7% above previous 8 highs, 5.4% below previous 8 lows
2.6% above previous 9 highs, 5.3% below previous 9 lows
2.6% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 EOD)
58.3% are above or equal to 3/26 close (1 days ago), 41.7% are below.
49.6% are above or equal to 3/25 close (2 days ago), 50.4% are below.
20.8% are above or equal to 3/24 close (3 days ago), 79.2% are below.
20.6% are above or equal to 3/23 close (4 days ago), 79.4% are below.
21.8% are above or equal to 3/20 close (5 days ago), 78.2% are below.
34.3% are above or equal to 3/19 close (6 days ago), 65.7% are below.
31.3% are above or equal to 3/18 close (7 days ago), 68.7% are below.
47.3% are above or equal to 3/17 close (8 days ago), 52.7% are below.
47.0% are above or equal to 3/16 close (9 days ago), 53.0% are below.
57.6% are above or equal to 3/13 close (10 days ago), 42.4% are below.
51.8% are above or equal to 3/12 close (11 days ago), 48.2% are below.
65.2% are above or equal to 3/11 close (12 days ago), 34.8% are below.
66.6% are above or equal to 3/10 close (13 days ago), 33.4% are below.
50.3% are above or equal to 3/9 close (14 days ago), 49.7% are below.
51.3% are above or equal to 3/6 close (15 days ago), 48.7% are below.
40.7% are above or equal to 3/5 close (16 days ago), 59.3% are below.
42.5% are above or equal to 3/4 close (17 days ago), 57.5% are below.
38.0% are above or equal to 3/3 close (18 days ago), 62.0% are below.
34.4% are above or equal to 3/2 close (19 days ago), 65.6% are below.
38.7% are above or equal to 2/27 close (20 days ago), 61.3% are below.
36.8% are above or equal to 2/26 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 EOD)
20d: 2.4% new highs, 7.6% new lows
21d: 2.3% new highs, 7.6% new lows
42d: 1.9% new highs, 3.2% new lows
63d: 1.7% new highs, 2.4% new lows
126d: 1.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 EOD)
2-day: 57.3% above, 42.7% below
3-day: 51.4% above, 48.6% below
4-day: 33.0% above, 67.0% below
5-day: 27.2% above, 72.8% below
8-day: 26.1% above, 73.9% below
10-day: 30.6% above, 69.4% below
20-day: 41.9% above, 58.1% below
50-day: 52.6% above, 47.4% below
200-day: 57.7% above, 42.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 EOD)
ELEC(56): 2.18% Top=ALTR CAVM INTC SWKS AFFX XLNX FCS ATML ….. SPWR FSLR TEL TSRA CSIQ TRMB KEYS SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.11% Top=KND DXCM PODD ZLTQ THOR ANTM BSX CI ….. MD HCA WMGI ESRX HYH ALGN CYH SCAI=Bottom (Health)
CHEM(28): 0.77% Top=OLN AXLL CHMT DOW ALB GRA APD ASH ….. GPRE HUN AGU MEOH MOS CF FMC POT=Bottom (Chemicals/Fertilizers)
COSW(97): 0.77% Top=CMCM WUBA BOX EA YELP FTNT MANH SNCR ….. ZEN CYBR GOOG ROVI XRX VDSI INOV TRUE=Bottom (Computer Software/Internet)
RETA(68): 0.74% Top=RAD RH W ASNA ANN BBBY AN FRAN ….. ZU NFLX ANF FIVE GME FINL AEO GES=Bottom (Retail & Specialty Retail)
MATE(31): 0.73% Top=RYL MTH DHI PHM TOL LEN BECN MDC ….. DAR RSG EXP FAST PWR FLR MTZ CVA=Bottom (Materials & Construction)
LEIS(42): 0.62% Top=QUNR RCL CCL HLT KING WEN H SIX ….. MGM WYNN MCD DNKN GPRO TVPT SGMS WBAI=Bottom (Leisure)
CONS(62): 0.48% Top=SKX SCSS JAH WWW CROX COH COTY UA ….. PBI SCS AVP RL BLL MAT PVH UFS=Bottom (Consumer)
TRAN(35): 0.32% Top=UAL JBLU SAVE HA AAL LUV DAL ALK ….. CP CNW CNI AIRM TK VA GWR TDW=Bottom (Transportation)
DISV(54): 0.28% Top=SERV TNET BAH SCI DLX HMHC CTAS SBAC ….. MA VNTV KBR URI JEC WSTC WTW HMSY=Bottom (Diversified Services)
MANU(45): 0.21% Top=JKS AOS ZBRA WOR ATU PCP BGC XYL ….. DE PNR RS ATI DDD TEX JOY MRC=Bottom (Manufacturing)
COHW(51): 0.09% Top=HRS INFN NSR PANW OLED CDW SMCI VRSN ….. ANET STX HPQ SNDK EMC CIEN SSYS WIN=Bottom (Computer Hardware/Telecom)
REAL(95): -0.10% Top=RLGY KW PGRE STOR CXP VTR AMT REG ….. WPC LXP TWO ARI NLY DFT STWD NSM=Bottom (Real Estate)
FINA(95): -0.26% Top=WETF CG WU SCHW CFG ETFC FHN BX ….. TCBI PSEC BEN LPLA SYF BMO TD FNGN=Bottom (Banks/Financials)
INSU(38): -0.31% Top=BRO CB PGR AJG FAF MTG TRV XL ….. MET AIZ CNO LNC PRU AFSI SLF AGO=Bottom (Insurance)
ENER(108): -1.26% Top=SEMG RICE EQM RRC CXO EPE HLX HOS ….. PDS CIE CPE VNR DNR RIG SGY CJES=Bottom (Energy)
META(23): -1.47% Top=CMC SXC NEM ABX GOLD X SLCA SLW ….. CNX STLD CENX FNV FCX SCCO TCK CCJ=Bottom (Metals & Mining)

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

03/27/2015

Filed under: Market Stats — daytrend @ 1:43 pm

Market Stats at 2:42 pm ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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 (20150327 2:42 pm ET)
22.7% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
18.7% are below yesterday’s low.
58.6% are inside yesterday’s range.
42.3% of stocks with today’s high > yesterday’s high. (57.7% less than).
39.1% of stocks with today’s low < yesterday’s low. (60.9% greater than).

EVIDENCE OF INTRADAY TREND (20150327 2:42 pm ET)
53.3% of stocks are above today’s open. (45.2% are below).
45.5% of stocks are above today’s open and yesterday’s close.
40.4% are below both.
4.2% of stocks opened above yesterday’s high.
38.1% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 2:42 pm ET)
12.9% of stocks are in the top 10% of today’s range.
22.6% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
16.4% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20150327 2:42 pm ET)
52.0% of stocks are above yesterday’s close. (48.0% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
2.2% are up 3.5% or more. 1.6% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20150327 2:42 pm ET)
2-day: >=95:0.7%…>=90:2.5%…>=80:7.1%…>=50:33.4%…<=20:35.7%…<=10:23.4%…<=5:12.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:35.4%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:41.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 2:42 pm ET)
22.7% above previous 1 highs, 18.7% below previous 1 lows
5.6% above previous 2 highs, 15.5% below previous 2 lows
3.7% above previous 3 highs, 14.5% below previous 3 lows
2.9% above previous 4 highs, 13.8% below previous 4 lows
2.7% above previous 5 highs, 12.5% below previous 5 lows
2.7% above previous 6 highs, 10.1% below previous 6 lows
2.5% above previous 7 highs, 7.3% below previous 7 lows
2.5% above previous 8 highs, 6.7% below previous 8 lows
2.2% above previous 9 highs, 6.4% below previous 9 lows
2.2% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 2:42 pm ET)
52.0% are above or equal to 3/26 close (1 days ago), 48.0% are below.
44.2% are above or equal to 3/25 close (2 days ago), 55.8% are below.
19.6% are above or equal to 3/24 close (3 days ago), 80.4% are below.
19.3% are above or equal to 3/23 close (4 days ago), 80.7% are below.
21.4% are above or equal to 3/20 close (5 days ago), 78.6% are below.
33.6% are above or equal to 3/19 close (6 days ago), 66.4% are below.
30.1% are above or equal to 3/18 close (7 days ago), 69.9% are below.
45.8% are above or equal to 3/17 close (8 days ago), 54.2% are below.
45.8% are above or equal to 3/16 close (9 days ago), 54.2% are below.
56.7% are above or equal to 3/13 close (10 days ago), 43.3% are below.
49.6% are above or equal to 3/12 close (11 days ago), 50.4% are below.
63.7% are above or equal to 3/11 close (12 days ago), 36.3% are below.
65.6% are above or equal to 3/10 close (13 days ago), 34.4% are below.
49.3% are above or equal to 3/9 close (14 days ago), 50.7% are below.
48.8% are above or equal to 3/6 close (15 days ago), 51.2% are below.
38.0% are above or equal to 3/5 close (16 days ago), 62.0% are below.
40.2% are above or equal to 3/4 close (17 days ago), 59.8% are below.
36.0% are above or equal to 3/3 close (18 days ago), 64.0% are below.
33.3% are above or equal to 3/2 close (19 days ago), 66.7% are below.
37.5% are above or equal to 2/27 close (20 days ago), 62.5% are below.
36.1% are above or equal to 2/26 close (21 days ago), 63.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 2:42 pm ET)
20d: 2.4% new highs, 7.2% new lows
21d: 2.3% new highs, 7.2% new lows
42d: 1.8% new highs, 3.1% new lows
63d: 1.7% new highs, 2.4% new lows
126d: 1.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 2:42 pm ET)
2-day: 49.9% above, 50.1% below
3-day: 46.4% above, 53.6% below
4-day: 30.1% above, 69.9% below
5-day: 24.0% above, 76.0% below
8-day: 23.8% above, 76.2% below
10-day: 28.3% above, 71.7% below
20-day: 40.3% above, 59.7% below
50-day: 51.1% above, 48.9% below
200-day: 57.7% above, 42.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 2:42 pm ET)
HEAL(56): 1.06% Top=KND DXCM ZLTQ PODD RMD THOR CI ANTM ….. WMGI SEM HCA DGX ESRX HYH CYH ALGN=Bottom (Health)
CHEM(28): 0.90% Top=OLN AXLL CHMT DOW ASH GRA APD ALB ….. GPRE HUN AGU MEOH MOS FMC CF POT=Bottom (Chemicals/Fertilizers)
MATE(32): 0.75% Top=RYL MTH PHM DHI MDC TOL LEN BECN ….. RYN EXP RSG FAST PWR MTZ CVA FLR=Bottom (Materials & Construction)
RETA(71): 0.60% Top=RAD RH ASNA FRAN W AN ORLY ANN ….. WMT TFM GME ZU ANF AEO GES FINL=Bottom (Retail & Specialty Retail)
COSW(97): 0.60% Top=CMCM WUBA EA YELP VIPS FTNT NTES MANH ….. MSCI ORCL VDSI TRUE ROVI CYBR XRX INOV=Bottom (Computer Software/Internet)
LEIS(43): 0.53% Top=QUNR CCL RCL HLT WEN LQ H WYN ….. WYNN DNKN MCD GPRO LOCO TVPT SGMS WBAI=Bottom (Leisure)
CONS(62): 0.39% Top=SKX SCSS WWW CROX JAH COH UA BERY ….. TUP PAY RKT BLL MAT RL PVH UFS=Bottom (Consumer)
TRAN(35): 0.32% Top=JBLU UAL HA SAVE AAL LUV DAL ALK ….. WERN VA CP CNI TK AIRM GWR TDW=Bottom (Transportation)
DISV(55): 0.16% Top=TNET SERV SCI SBAC DLX HMHC CTAS BAH ….. VNTV URI YY DV KBR JEC HMSY WTW=Bottom (Diversified Services)
ELEC(56): 0.12% Top=AFFX SWKS CAVM SUNE AMBA CGNX INVN TSL ….. MSCC CY KEYS ATML MU CREE TSRA SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(45): 0.04% Top=WOR JKS AOS XYL ATU PCP BWC DHR ….. KMT CAT TKR DE DDD PNR JOY TEX=Bottom (Manufacturing)
REAL(95): -0.26% Top=RLGY KW VTR AMT KRG STOR SPG PGRE ….. LXP WPC NLY TWO ARI NSM DFT STWD=Bottom (Real Estate)
COHW(52): -0.27% Top=NSR INFN PANW HRS VRSN SMCI BBRY CDW ….. HPQ SONS EMC NMBL SNDK CIEN SSYS WIN=Bottom (Computer Hardware/Telecom)
FINA(96): -0.42% Top=WETF CG WU CFG ETFC SCHW FHN BX ….. FITB LPLA SYF OCN TD BKU BMO FNGN=Bottom (Banks/Financials)
INSU(40): -0.51% Top=BRO PGR FAF CB TRV AJG XL CLGX ….. WRB RDN CNO LNC AFSI PRU AGO SLF=Bottom (Insurance)
META(23): -0.97% Top=CMC ABX NEM SXC GOLD RGLD PAAS SLW ….. CENX STLD CNX FNV FCX SCCO TCK CCJ=Bottom (Metals & Mining)
ENER(108): -1.13% Top=SEMG EQM HOS NOV RICE RRC ETP MWE ….. ATW PE ROSE SGY VNR RIG CJES DNR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:21 pm

Market Stats at 1:21 pm ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 995.

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 (20150327 1:21 pm ET)
20.4% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
18.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
40.8% of stocks with today’s high > yesterday’s high. (59.2% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND (20150327 1:21 pm ET)
50.5% of stocks are above today’s open. (48.5% are below).
42.2% of stocks are above today’s open and yesterday’s close.
43.6% are below both.
4.3% of stocks opened above yesterday’s high.
38.2% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 1:21 pm ET)
11.5% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
52.1% are in the top half. 47.9% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20150327 1:21 pm ET)
48.1% of stocks are above yesterday’s close. (51.9% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.4% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20150327 1:21 pm ET)
2-day: >=95:0.7%…>=90:2.6%…>=80:6.9%…>=50:32.3%…<=20:38.5%…<=10:24.2%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:34.7%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:39.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 1:21 pm ET)
20.4% above previous 1 highs, 18.7% below previous 1 lows
4.0% above previous 2 highs, 15.5% below previous 2 lows
3.1% above previous 3 highs, 14.6% below previous 3 lows
2.5% above previous 4 highs, 14.0% below previous 4 lows
2.0% above previous 5 highs, 12.3% below previous 5 lows
1.9% above previous 6 highs, 10.2% below previous 6 lows
1.9% above previous 7 highs, 7.7% below previous 7 lows
1.9% above previous 8 highs, 7.1% below previous 8 lows
1.8% above previous 9 highs, 6.8% below previous 9 lows
1.8% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 1:21 pm ET)
48.1% are above or equal to 3/26 close (1 days ago), 51.9% are below.
41.5% are above or equal to 3/25 close (2 days ago), 58.5% are below.
18.1% are above or equal to 3/24 close (3 days ago), 81.9% are below.
17.8% are above or equal to 3/23 close (4 days ago), 82.2% are below.
20.4% are above or equal to 3/20 close (5 days ago), 79.6% are below.
32.0% are above or equal to 3/19 close (6 days ago), 68.0% are below.
28.8% are above or equal to 3/18 close (7 days ago), 71.2% are below.
44.9% are above or equal to 3/17 close (8 days ago), 55.1% are below.
45.0% are above or equal to 3/16 close (9 days ago), 55.0% are below.
55.9% are above or equal to 3/13 close (10 days ago), 44.1% are below.
48.6% are above or equal to 3/12 close (11 days ago), 51.4% are below.
62.4% are above or equal to 3/11 close (12 days ago), 37.6% are below.
64.6% are above or equal to 3/10 close (13 days ago), 35.4% are below.
47.8% are above or equal to 3/9 close (14 days ago), 52.2% are below.
47.8% are above or equal to 3/6 close (15 days ago), 52.2% are below.
37.1% are above or equal to 3/5 close (16 days ago), 62.9% are below.
40.8% are above or equal to 3/4 close (17 days ago), 59.2% are below.
35.2% are above or equal to 3/3 close (18 days ago), 64.8% are below.
32.5% are above or equal to 3/2 close (19 days ago), 67.5% are below.
37.3% are above or equal to 2/27 close (20 days ago), 62.7% are below.
35.3% are above or equal to 2/26 close (21 days ago), 64.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 1:21 pm ET)
20d: 2.1% new highs, 6.9% new lows
21d: 2.1% new highs, 6.9% new lows
42d: 1.6% new highs, 2.9% new lows
63d: 1.5% new highs, 2.3% new lows
126d: 1.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 1:21 pm ET)
2-day: 47.1% above, 52.9% below
3-day: 43.5% above, 56.5% below
4-day: 28.7% above, 71.3% below
5-day: 22.9% above, 77.1% below
8-day: 22.5% above, 77.5% below
10-day: 26.7% above, 73.3% below
20-day: 39.1% above, 60.9% below
50-day: 50.6% above, 49.4% below
200-day: 57.4% above, 42.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 1:21 pm ET)
CHEM(28): 1.03% Top=OLN AXLL CHMT DOW ALB SHW ASH IFF ….. HUN MEOH MOS AGU GPRE FMC CF POT=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.96% Top=KND DXCM ZLTQ PODD OPK CI RMD ANTM ….. MD SEM DGX WMGI ESRX CYH HYH ALGN=Bottom (Health)
MATE(32): 0.75% Top=RYL MTH PHM DHI MDC KBH BECN TOL ….. DAR RSG EXP MTZ FAST PWR CVA FLR=Bottom (Materials & Construction)
LEIS(43): 0.61% Top=RCL CCL QUNR HLT ZOES WYN WEN H ….. SEAS DNKN WYNN MGM LOCO SGMS TVPT WBAI=Bottom (Leisure)
COSW(98): 0.47% Top=CMCM WUBA EA NTES MANH YELP VIPS SFUN ….. GOOG ORCL CYBR TRUE VDSI INOV XRX ROVI=Bottom (Computer Software/Internet)
RETA(71): 0.42% Top=RAD RH W FRAN AN ORLY PIR BBBY ….. JCP BBY SPLS GME FIVE ANF GES AEO=Bottom (Retail & Specialty Retail)
TRAN(35): 0.31% Top=HA JBLU UAL AAL LUV SAVE DAL ALK ….. CSX WERN VA AIRM CNI GWR TK TDW=Bottom (Transportation)
CONS(62): 0.28% Top=SKX SCSS COTY CROX WWW COH JAH HAS ….. MAT LULU RKT BLL RL KS PVH UFS=Bottom (Consumer)
DISV(55): 0.07% Top=TNET SERV SCI CTAS EIGI DLX PAYX HMHC ….. MA URI YY VNTV KBR JEC WTW HMSY=Bottom (Diversified Services)
MANU(45): 0.03% Top=WOR AOS JKS XYL ZBRA RXN BWC DOV ….. CAT RS PNR DE JOY DDD TEX MRC=Bottom (Manufacturing)
ELEC(56): 0.01% Top=AFFX SWKS CAVM AMBA INVN SUNE CGNX AVGO ….. KEYS MRVL SIMO ATML MU CREE TSRA SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(95): -0.30% Top=RLGY STOR PGRE KRG VTR AMT CXP SPG ….. RHP WPC DFT TWO ARI NLY NSM STWD=Bottom (Real Estate)
COHW(52): -0.37% Top=INFN NSR HRS PANW BBRY VRSN RKUS SWIR ….. FNSR HPQ EMC NMBL SNDK CIEN SSYS WIN=Bottom (Computer Hardware/Telecom)
INSU(40): -0.57% Top=FAF BRO CB PGR TRV AJG MMC AON ….. PRE WRB LNC AIZ AFSI PRU SLF AGO=Bottom (Insurance)
FINA(96): -0.60% Top=WETF WU CFG BX CG ETFC HAWK FHN ….. FITB TD SYF UMPQ FNGN BMO BKU OCN=Bottom (Banks/Financials)
ENER(108): -0.98% Top=HOS SEMG EQM MWE RRC ETE RICE NOV ….. ROSE BAS CRR SGY VNR RIG CJES DNR=Bottom (Energy)
META(23): -1.09% Top=CMC SXC ABX NEM SLCA SLW RGLD PAAS ….. NUE CNX STLD SCCO FNV TCK FCX CCJ=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:36 am

Market Stats at 10:36 am ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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 (20150327 10:36 am ET)
10.0% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
19.1% are below yesterday’s low.
70.9% are inside yesterday’s range.
34.1% of stocks with today’s high > yesterday’s high. (65.9% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20150327 10:36 am ET)
38.5% of stocks are above today’s open. (59.2% are below).
30.4% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
4.2% of stocks opened above yesterday’s high.
38.0% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 10:36 am ET)
1.7% of stocks are in the top 10% of today’s range.
4.5% are in the top 20%.
32.1% are in the top half. 67.9% of stocks are in the bottom half of today’s range.
28.9% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20150327 10:36 am ET)
37.3% of stocks are above yesterday’s close. (62.7% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.5% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20150327 10:36 am ET)
2-day: >=95:0.3%…>=90:1.1%…>=80:3.2%…>=50:19.4%…<=20:45.3%…<=10:27.7%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:30.1%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:36.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 10:36 am ET)
10.0% above previous 1 highs, 19.1% below previous 1 lows
1.6% above previous 2 highs, 15.3% below previous 2 lows
1.3% above previous 3 highs, 13.7% below previous 3 lows
0.9% above previous 4 highs, 13.0% below previous 4 lows
0.8% above previous 5 highs, 11.2% below previous 5 lows
0.6% above previous 6 highs, 9.1% below previous 6 lows
0.6% above previous 7 highs, 6.8% below previous 7 lows
0.6% above previous 8 highs, 6.2% below previous 8 lows
0.5% above previous 9 highs, 5.8% below previous 9 lows
0.5% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 10:36 am ET)
37.3% are above or equal to 3/26 close (1 days ago), 62.7% are below.
33.0% are above or equal to 3/25 close (2 days ago), 67.0% are below.
14.7% are above or equal to 3/24 close (3 days ago), 85.3% are below.
14.8% are above or equal to 3/23 close (4 days ago), 85.2% are below.
17.7% are above or equal to 3/20 close (5 days ago), 82.3% are below.
29.7% are above or equal to 3/19 close (6 days ago), 70.3% are below.
25.5% are above or equal to 3/18 close (7 days ago), 74.5% are below.
43.2% are above or equal to 3/17 close (8 days ago), 56.8% are below.
41.3% are above or equal to 3/16 close (9 days ago), 58.7% are below.
52.6% are above or equal to 3/13 close (10 days ago), 47.4% are below.
45.7% are above or equal to 3/12 close (11 days ago), 54.3% are below.
59.3% are above or equal to 3/11 close (12 days ago), 40.7% are below.
63.0% are above or equal to 3/10 close (13 days ago), 37.0% are below.
45.2% are above or equal to 3/9 close (14 days ago), 54.8% are below.
45.8% are above or equal to 3/6 close (15 days ago), 54.2% are below.
35.1% are above or equal to 3/5 close (16 days ago), 64.9% are below.
37.6% are above or equal to 3/4 close (17 days ago), 62.4% are below.
33.6% are above or equal to 3/3 close (18 days ago), 66.4% are below.
30.8% are above or equal to 3/2 close (19 days ago), 69.2% are below.
35.9% are above or equal to 2/27 close (20 days ago), 64.1% are below.
34.4% are above or equal to 2/26 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 10:36 am ET)
20d: 1.4% new highs, 6.0% new lows
21d: 1.4% new highs, 6.0% new lows
42d: 1.1% new highs, 2.6% new lows
63d: 1.0% new highs, 2.1% new lows
126d: 1.0% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 10:36 am ET)
2-day: 36.3% above, 63.7% below
3-day: 32.2% above, 67.8% below
4-day: 18.7% above, 81.3% below
5-day: 15.6% above, 84.4% below
8-day: 18.2% above, 81.8% below
10-day: 23.9% above, 76.1% below
20-day: 35.3% above, 64.7% below
50-day: 49.3% above, 50.7% below
200-day: 57.0% above, 43.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 10:36 am ET)
CHEM(28): 0.65% Top=OLN AXLL DOW CHMT ALB ASH RPM SHW ….. POL CF AGU WLK MEOH FMC GPRE POT=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.37% Top=KND ANTM CI DXCM AET CNC BSX MR ….. IRWD COO ESRX WX WMGI CYH HYH ALGN=Bottom (Health)
LEIS(43): 0.28% Top=CCL RCL KING H EXPE WEN BLMN CAKE ….. DNKN SEAS ARMK MCD SONC LOCO TVPT WBAI=Bottom (Leisure)
RETA(71): 0.19% Top=W BBBY RAD DLTR AAP ORLY AN TSCO ….. ANF FIVE SFM GES NFLX GME AEO ZU=Bottom (Retail & Specialty Retail)
MATE(32): 0.10% Top=RYL MTH MDC DHI PHM TPH KBH TOL ….. CLH MTZ FAST DAR CVA EXP FLR PWR=Bottom (Materials & Construction)
CONS(62): -0.01% Top=CROX SCSS FL SKX COH WWW JAH WHR ….. NWL GPK LULU KS RL GT PVH UFS=Bottom (Consumer)
TRAN(35): -0.12% Top=UAL HA AAL DAL LUV SAVE JBLU ALK ….. WERN VA CSX BRS TDW GWR TK NMM=Bottom (Transportation)
COSW(97): -0.20% Top=CMCM WUBA EA YHOO YELP FTNT VIPS NTES ….. AZPN INOV MDRX XRX VDSI CYBR BOX ROVI=Bottom (Computer Software/Internet)
ELEC(56): -0.22% Top=SWKS AFFX AMBA CAVM AVGO LRCX ONNN AMAT ….. TSRA CSIQ BRKR SPWR MU ATML SIMO SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(95): -0.30% Top=RLGY HTA AMT UDR HCN CXP VTR PGRE ….. RHP LXP TWO DFT NLY NSM STWD ARI=Bottom (Real Estate)
MANU(45): -0.35% Top=AOS HON XYL BWC ZBRA DOV ATU CRS ….. PNR CAT DE JOY RS MRC TEX DDD=Bottom (Manufacturing)
DISV(55): -0.36% Top=SERV RCII BAH GEO CXW SCI CTAS ULTA ….. DV SSTK VNTV URI JEC KBR WTW HMSY=Bottom (Diversified Services)
INSU(40): -0.43% Top=CB XL PGR AIG PRE TRV VR BRO ….. MTG WRB CNO LNC PRU AFSI SLF AGO=Bottom (Insurance)
COHW(52): -0.44% Top=INFN BBRY NSR HRS ZAYO PANW VRSN GOGO ….. HPQ EMC SNDK UBNT CIEN SSYS NMBL WIN=Bottom (Computer Hardware/Telecom)
FINA(96): -0.53% Top=CFG WU CG BX TRCO HCBK ETFC FHN ….. FITB ZION SYF UMPQ BKU LEAF FNGN OCN=Bottom (Banks/Financials)
ENER(108): -1.25% Top=HOS SEMG DO ETE NBL RICE MWE PAGP ….. CIE BAS RIG ROSE DNR VNR BBG CJES=Bottom (Energy)
META(23): -1.43% Top=CMC NEM AEM SXC RGLD ABX SLW GOLD ….. CENX FNV STLD SWC SCCO CCJ TCK FCX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 995.

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 (20150327 9:47 am ET)
15.9% of stocks are above yesterday’s high.
52.2% are above yesterday’s midpoint. (47.8% are below.)
16.9% are below yesterday’s low.
67.2% are inside yesterday’s range.
27.8% of stocks with today’s high > yesterday’s high. (72.2% less than).
28.6% of stocks with today’s low < yesterday’s low. (71.4% greater than).

EVIDENCE OF INTRADAY TREND (20150327 9:47 am ET)
52.4% of stocks are above today’s open. (45.8% are below).
43.2% of stocks are above today’s open and yesterday’s close.
39.1% are below both.
4.3% of stocks opened above yesterday’s high.
38.1% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 9:47 am ET)
11.6% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
50.8% are in the top half. 49.2% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20150327 9:47 am ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.7% are up 3.5% or more. 1.4% are down 3.5% or more.
73.1% are between +1% and -1%.

RSI on DAILY (20150327 9:47 am ET)
2-day: >=95:0.6%…>=90:1.4%…>=80:4.2%…>=50:26.6%…<=20:36.3%…<=10:20.9%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:33.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 9:47 am ET)
15.9% above previous 1 highs, 16.9% below previous 1 lows
2.7% above previous 2 highs, 13.1% below previous 2 lows
1.8% above previous 3 highs, 11.2% below previous 3 lows
1.3% above previous 4 highs, 11.1% below previous 4 lows
1.0% above previous 5 highs, 9.2% below previous 5 lows
0.9% above previous 6 highs, 6.5% below previous 6 lows
0.8% above previous 7 highs, 4.5% below previous 7 lows
0.8% above previous 8 highs, 3.9% below previous 8 lows
0.6% above previous 9 highs, 3.5% below previous 9 lows
0.5% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 9:47 am ET)
52.2% are above or equal to 3/26 close (1 days ago), 47.8% are below.
41.0% are above or equal to 3/25 close (2 days ago), 59.0% are below.
15.4% are above or equal to 3/24 close (3 days ago), 84.6% are below.
16.4% are above or equal to 3/23 close (4 days ago), 83.6% are below.
18.4% are above or equal to 3/20 close (5 days ago), 81.6% are below.
31.3% are above or equal to 3/19 close (6 days ago), 68.7% are below.
27.6% are above or equal to 3/18 close (7 days ago), 72.4% are below.
45.1% are above or equal to 3/17 close (8 days ago), 54.9% are below.
44.7% are above or equal to 3/16 close (9 days ago), 55.3% are below.
55.0% are above or equal to 3/13 close (10 days ago), 45.0% are below.
48.5% are above or equal to 3/12 close (11 days ago), 51.5% are below.
62.0% are above or equal to 3/11 close (12 days ago), 38.0% are below.
65.1% are above or equal to 3/10 close (13 days ago), 34.9% are below.
47.6% are above or equal to 3/9 close (14 days ago), 52.4% are below.
48.4% are above or equal to 3/6 close (15 days ago), 51.6% are below.
36.0% are above or equal to 3/5 close (16 days ago), 64.0% are below.
38.9% are above or equal to 3/4 close (17 days ago), 61.1% are below.
34.6% are above or equal to 3/3 close (18 days ago), 65.4% are below.
32.0% are above or equal to 3/2 close (19 days ago), 68.0% are below.
36.1% are above or equal to 2/27 close (20 days ago), 63.9% are below.
34.5% are above or equal to 2/26 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 9:47 am ET)
20d: 0.9% new highs, 4.0% new lows
21d: 0.9% new highs, 3.9% new lows
42d: 0.8% new highs, 1.7% new lows
63d: 0.7% new highs, 1.5% new lows
126d: 0.7% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 9:47 am ET)
2-day: 50.1% above, 49.9% below
3-day: 42.2% above, 57.8% below
4-day: 24.3% above, 75.7% below
5-day: 19.4% above, 80.6% below
8-day: 20.3% above, 79.7% below
10-day: 26.7% above, 73.3% below
20-day: 37.0% above, 63.0% below
50-day: 50.5% above, 49.5% below
200-day: 57.6% above, 42.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 9:47 am ET)
LEIS(43): 0.95% Top=RCL CCL CAKE EXPE KING ZOES EAT JACK ….. LTM QSR LVS MCD TVPT SGMS WYNN WBAI=Bottom (Leisure)
CHEM(28): 0.80% Top=OLN AXLL DOW CHMT ALB SHW ASH RPM ….. MEOH AGU WLK EMN MOS POT GPRE FMC=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.68% Top=ANTM KND OPK CNC AET CI EW MR ….. CYH XRAY A STE WMGI DGX HYH ALGN=Bottom (Health)
RETA(71): 0.44% Top=FINL JMEI BWS BURL BIG SIG AN URBN ….. NFLX GES FIVE SHLD ANF ZU GME AEO=Bottom (Retail & Specialty Retail)
ELEC(56): 0.43% Top=AMBA AFFX FSL SWKS ONNN NXPI MXIM CAVM ….. APH TEL SNPS ATML KEYS TRMB INTC SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.35% Top=CMCM SFUN EA WUBA YHOO DWRE VRNT VIPS ….. ATHM ACN FEYE XRX MSCI BOX INOV ROVI=Bottom (Computer Software/Internet)
MATE(32): 0.32% Top=TPH RYL PHM KBH DHI MTH TREX BCC ….. RSG OC MTZ EXP FAST CVA FLR PWR=Bottom (Materials & Construction)
CONS(62): 0.23% Top=VRA FL WWW SCSS SKX CRI COH VFC ….. UFS GEF ECL CCK OI NWL GT MAT=Bottom (Consumer)
TRAN(35): 0.13% Top=UAL HA AAL DAL LUV JBLU XPO SAVE ….. CP GBX CSX WERN TRN GWR TK BRS=Bottom (Transportation)
DISV(55): 0.10% Top=BAH YY Z HMHC LDOS G TNET SERV ….. HMSY CAR VNTV DV URI KBR JEC WTW=Bottom (Diversified Services)
COHW(52): 0.06% Top=INFN BBRY ZAYO NSR RKUS PANW VRSN GOGO ….. ANET RCI EMC NMBL SSYS SNDK CIEN WIN=Bottom (Computer Hardware/Telecom)
REAL(95): -0.22% Top=AMT RLGY HCN PDM CYS MPW UDR HTS ….. BAM WPC LXP NSM TWO STWD NLY ARI=Bottom (Real Estate)
INSU(40): -0.37% Top=CLGX AON FAF CB FNF AJG BRO MMC ….. MTG AFSI L AXS WSH LNC PRU SLF=Bottom (Insurance)
MANU(45): -0.39% Top=AOS JKS MHK BWC HON XYL GE SWK ….. CAT RS DE CFX JOY DDD TEX MRC=Bottom (Manufacturing)
FINA(96): -0.43% Top=CTLT WETF HAWK CFG ICE JNS TRCO EFX ….. SLM ZION WDR UMPQ TD FITB BMO OCN=Bottom (Banks/Financials)
ENER(108): -1.57% Top=SEMG TSO RICE HOS ETE VLO PSX PAGP ….. SN RES DNR BBG NBR PDS BAS CJES=Bottom (Energy)
META(23): -1.69% Top=CMC NEM SXC AA RGLD AEM SCCO GOLD ….. SWC CNX FNV CCJ SLCA PAAS FCX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/26/2015

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

Closing Stats
by daytrend on 20150326. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150326 Closing)
5.8% of stocks are above yesterday’s high.
15.3% are above yesterday’s midpoint. (84.7% are below.)
48.4% are below yesterday’s low.
45.7% are inside yesterday’s range.
15.7% of stocks with today’s high > yesterday’s high. (84.3% less than).
85.7% of stocks with today’s low < yesterday’s low. (14.3% greater than).

EVIDENCE OF INTRADAY TREND (20150326 Closing)
50.9% of stocks are above today’s open. (47.9% are below).
32.6% of stocks are above today’s open and yesterday’s close.
42.4% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.6% opened below yesterday’s close).
57.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 Closing)
4.9% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20150326 Closing)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
2.0% are up 4.5% or more. 0.3% are down 4.5% or more.
3.2% are up 3.5% or more. 1.3% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY (20150326 Closing)
2-day: >=95:2.1%…>=90:4.6%…>=80:7.7%…>=50:19.6%…<=20:51.8%…<=10:31.0%…<=5:12.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.6%…>=50:33.7%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 Closing)
5.8% above previous 1 highs, 48.4% below previous 1 lows
5.0% above previous 2 highs, 45.2% below previous 2 lows
4.0% above previous 3 highs, 43.1% below previous 3 lows
3.9% above previous 4 highs, 38.1% below previous 4 lows
3.7% above previous 5 highs, 32.1% below previous 5 lows
3.5% above previous 6 highs, 21.1% below previous 6 lows
3.4% above previous 7 highs, 19.5% below previous 7 lows
3.2% above previous 8 highs, 18.0% below previous 8 lows
3.2% above previous 9 highs, 13.4% below previous 9 lows
2.7% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 Closing)
39.7% are above or equal to 3/25 close (1 days ago), 60.3% are below.
16.6% are above or equal to 3/24 close (2 days ago), 83.4% are below.
15.3% are above or equal to 3/23 close (3 days ago), 84.7% are below.
19.1% are above or equal to 3/20 close (4 days ago), 80.9% are below.
31.9% are above or equal to 3/19 close (5 days ago), 68.1% are below.
26.9% are above or equal to 3/18 close (6 days ago), 73.1% are below.
43.9% are above or equal to 3/17 close (7 days ago), 56.1% are below.
44.5% are above or equal to 3/16 close (8 days ago), 55.5% are below.
55.7% are above or equal to 3/13 close (9 days ago), 44.3% are below.
48.4% are above or equal to 3/12 close (10 days ago), 51.6% are below.
63.6% are above or equal to 3/11 close (11 days ago), 36.4% are below.
65.4% are above or equal to 3/10 close (12 days ago), 34.6% are below.
48.0% are above or equal to 3/9 close (13 days ago), 52.0% are below.
49.4% are above or equal to 3/6 close (14 days ago), 50.6% are below.
37.7% are above or equal to 3/5 close (15 days ago), 62.3% are below.
40.1% are above or equal to 3/4 close (16 days ago), 59.9% are below.
35.6% are above or equal to 3/3 close (17 days ago), 64.4% are below.
32.5% are above or equal to 3/2 close (18 days ago), 67.5% are below.
36.6% are above or equal to 2/27 close (19 days ago), 63.4% are below.
35.7% are above or equal to 2/26 close (20 days ago), 64.3% are below.
32.9% are above or equal to 2/25 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 Closing)
20d: 2.7% new highs, 19.2% new lows
21d: 2.3% new highs, 18.8% new lows
42d: 1.7% new highs, 5.5% new lows
63d: 1.3% new highs, 4.1% new lows
126d: 0.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 Closing)
2-day: 38.0% above, 62.0% below
3-day: 20.4% above, 79.6% below
4-day: 17.0% above, 83.0% below
5-day: 16.0% above, 84.0% below
8-day: 22.9% above, 77.1% below
10-day: 29.1% above, 70.9% below
20-day: 36.8% above, 63.2% below
50-day: 51.4% above, 48.6% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 Closing)
ENER(108): 0.64% Top=OAS CJES SGY CLR SN CIE PDCE BBG ….. CVE HFC MPC WNR MDU RDC UPL SWN=Bottom (Energy)
COSW(96): 0.60% Top=RHT ACN VRNT CYBR PFPT PAYC VDSI BOX ….. BIDU TTWO LC VEEV ATHM SINA WUBA GRPN=Bottom (Computer Software/Internet)
CHEM(28): 0.20% Top=WLK MEOH GRA ASH POT HUN OLN MOS ….. IFF ALB DD PPG SHW CHMT POL AGU=Bottom (Chemicals/Fertilizers)
FINA(98): 0.11% Top=IBKR LAZ SCHW ETFC FITB FNFG NTRS CBOE ….. BX CTLT ACAS OCN AXP FNGN APO WETF=Bottom (Banks/Financials)
DISV(55): 0.00% Top=WTW URI SSTK BAH WSTC BLOX DLX FISV ….. HMHC RCII AAN MYGN Z HMSY SERV DV=Bottom (Diversified Services)
MANU(47): -0.12% Top=BGC MRC IR BWC ITT WOR AOS PH ….. ATI RXN ATU FLS JKS MIDD JOY ZBRA=Bottom (Manufacturing)
INSU(40): -0.19% Top=PRE LNC PRU AJG MET AIZ RGA WRB ….. CB TRV RDN AGO MTG RNR ORI AFSI=Bottom (Insurance)
LEIS(41): -0.22% Top=WBAI HOT KING GPRO HLT WYN MAR BYD ….. MGM EAT ARMK BLMN WYNN LOCO QUNR SGMS=Bottom (Leisure)
HEAL(57): -0.25% Top=OPK IRWD GMED WX KND CYBX HCA BDX ….. CNC WMGI HNT PODD AET ABMD DXCM ZLTQ=Bottom (Health)
MATE(32): -0.33% Top=EXP CLH MLM PWR BCC SPF TOL VMC ….. MDC OC MAS DAR AWI BECN CVA USG=Bottom (Materials & Construction)
RETA(71): -0.48% Top=FIVE SIG FRAN FINL W WFM ORLY AEO ….. ASNA M BBY GME WSM SPLS JMEI JCP=Bottom (Retail & Specialty Retail)
CONS(62): -0.59% Top=LULU UFS WHR PKG HAR GT IP PVH ….. EL GEF COTY SCSS TPX COH SCS CROX=Bottom (Consumer)
COHW(52): -0.61% Top=NSR INFN HRS PANW FNSR AAPL T EMC ….. ZAYO ADTN KN UBNT COMM SONS NMBL SNDK=Bottom (Computer Hardware/Telecom)
REAL(96): -0.61% Top=WPG STOR CBG NRZ KW NLY EXR DLR ….. KRG PDM GGP ARE CBL SRC CHSP IVR=Bottom (Real Estate)
ELEC(55): -0.69% Top=OVTI ATML FLEX INTC CRUS MRVL JBL XLNX ….. TER LRCX ONNN FSL SWKS NXPI SIMO CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): -0.72% Top=AIRM VA BRS ODFL GBX FDX ALK CP ….. TRN GWR NMM WERN UNP KNX TDW SWFT=Bottom (Transportation)
META(23): -1.08% Top=FCX CENX CMC NUE X SWC ABX AA ….. STLD CCJ GG SXC PAAS TCK AEM CNX=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:57 pm

Market Stats at 2:56 pm ET
by daytrend on 20150326. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150326 2:56 pm ET)
5.7% of stocks are above yesterday’s high.
16.8% are above yesterday’s midpoint. (83.2% are below.)
45.5% are below yesterday’s low.
48.7% are inside yesterday’s range.
15.4% of stocks with today’s high > yesterday’s high. (84.6% less than).
85.0% of stocks with today’s low < yesterday’s low. (15.0% greater than).

EVIDENCE OF INTRADAY TREND (20150326 2:56 pm ET)
54.3% of stocks are above today’s open. (44.8% are below).
35.8% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).
57.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 2:56 pm ET)
5.6% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20150326 2:56 pm ET)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
2.5% are up 3.5% or more. 0.9% are down 3.5% or more.
66.2% are between +1% and -1%.

RSI on DAILY (20150326 2:56 pm ET)
2-day: >=95:2.1%…>=90:4.3%…>=80:7.7%…>=50:21.0%…<=20:48.4%…<=10:27.2%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:34.2%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 2:56 pm ET)
5.7% above previous 1 highs, 45.5% below previous 1 lows
4.8% above previous 2 highs, 42.1% below previous 2 lows
3.8% above previous 3 highs, 40.3% below previous 3 lows
3.7% above previous 4 highs, 35.1% below previous 4 lows
3.6% above previous 5 highs, 28.7% below previous 5 lows
3.2% above previous 6 highs, 19.6% below previous 6 lows
3.1% above previous 7 highs, 17.9% below previous 7 lows
3.0% above previous 8 highs, 16.1% below previous 8 lows
3.0% above previous 9 highs, 12.5% below previous 9 lows
2.4% above previous 10 highs, 10.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 2:56 pm ET)
43.4% are above or equal to 3/25 close (1 days ago), 56.6% are below.
16.8% are above or equal to 3/24 close (2 days ago), 83.2% are below.
16.1% are above or equal to 3/23 close (3 days ago), 83.9% are below.
19.6% are above or equal to 3/20 close (4 days ago), 80.4% are below.
33.1% are above or equal to 3/19 close (5 days ago), 66.9% are below.
28.0% are above or equal to 3/18 close (6 days ago), 72.0% are below.
46.1% are above or equal to 3/17 close (7 days ago), 53.9% are below.
45.4% are above or equal to 3/16 close (8 days ago), 54.6% are below.
57.9% are above or equal to 3/13 close (9 days ago), 42.1% are below.
49.3% are above or equal to 3/12 close (10 days ago), 50.7% are below.
63.7% are above or equal to 3/11 close (11 days ago), 36.3% are below.
67.4% are above or equal to 3/10 close (12 days ago), 32.6% are below.
48.5% are above or equal to 3/9 close (13 days ago), 51.5% are below.
50.4% are above or equal to 3/6 close (14 days ago), 49.6% are below.
38.5% are above or equal to 3/5 close (15 days ago), 61.5% are below.
40.1% are above or equal to 3/4 close (16 days ago), 59.9% are below.
35.6% are above or equal to 3/3 close (17 days ago), 64.4% are below.
32.7% are above or equal to 3/2 close (18 days ago), 67.3% are below.
36.7% are above or equal to 2/27 close (19 days ago), 63.3% are below.
36.3% are above or equal to 2/26 close (20 days ago), 63.7% are below.
33.3% are above or equal to 2/25 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 2:56 pm ET)
20d: 2.7% new highs, 19.3% new lows
21d: 2.3% new highs, 18.9% new lows
42d: 1.7% new highs, 5.5% new lows
63d: 1.3% new highs, 4.1% new lows
126d: 0.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 2:56 pm ET)
2-day: 42.0% above, 58.0% below
3-day: 22.0% above, 78.0% below
4-day: 17.1% above, 82.9% below
5-day: 16.1% above, 83.9% below
8-day: 23.3% above, 76.7% below
10-day: 29.8% above, 70.2% below
20-day: 38.2% above, 61.8% below
50-day: 52.6% above, 47.4% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 2:56 pm ET)
COSW(96): 0.67% Top=RHT ACN VRNT PFPT VDSI CYBR PAYC SABR ….. TTWO LC BIDU VIPS SINA GRPN WUBA ATHM=Bottom (Computer Software/Internet)
ENER(108): 0.59% Top=SN OAS CLR SGY CIE CJES CRZO CXO ….. WPX MPC HFC WNR MRD RDC UPL SWN=Bottom (Energy)
CHEM(28): 0.15% Top=WLK MEOH GRA POT ASH MOS APD OLN ….. DD VAL MON SHW CE CHMT AGU POL=Bottom (Chemicals/Fertilizers)
FINA(98): 0.12% Top=LAZ IBKR SCHW FITB ETFC SEIC JNS STT ….. BX SLM ACAS WETF FNGN OCN AXP APO=Bottom (Banks/Financials)
DISV(55): -0.01% Top=WTW URI WSTC BLOX SSTK BAH LDOS FISV ….. RCII HMSY AAN SERV DV MYGN Z APOL=Bottom (Diversified Services)
LEIS(41): -0.06% Top=WBAI HOT KING GPRO HLT MAR WYN SIX ….. EAT MGM LOCO EXPE BLMN WYNN QUNR SGMS=Bottom (Leisure)
MANU(47): -0.06% Top=BGC WOR BWC MRC IR AOS ITT PCP ….. DDD FLS ATU ATI JKS JOY ZBRA MIDD=Bottom (Manufacturing)
INSU(40): -0.09% Top=PRE LNC PRU MET CLGX AJG RGA L ….. CB TRV SLF RDN RNR ORI MTG AFSI=Bottom (Insurance)
HEAL(57): -0.21% Top=OPK KND GMED WX CYBX IRWD HCA ZMH ….. HNT LH SEM PODD DXCM ABMD WMGI ZLTQ=Bottom (Health)
MATE(32): -0.32% Top=EXP MLM CLH PWR MTZ BCC FLR WCN ….. DAR FAST KBH TPH CVA BECN USG MDC=Bottom (Materials & Construction)
RETA(71): -0.32% Top=FIVE SIG FRAN VNCE FINL RH WFM ORLY ….. M ASNA TIF BBY WSM SPLS JMEI JCP=Bottom (Retail & Specialty Retail)
CONS(62): -0.44% Top=LULU UFS HAR WHR VRA NKE PVH PKG ….. EL GEF SCSS COTY TPX COH CROX SCS=Bottom (Consumer)
ELEC(55): -0.47% Top=OVTI ATML INTC FLEX MRVL CRUS TSL XLNX ….. CY MSCC NXPI ONNN LRCX SWKS CREE SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(96): -0.51% Top=NSM WPG CBG NLY PGRE STOR MFA NRZ ….. GGP KRG NNN ARE CBL GLPI CHSP IVR=Bottom (Real Estate)
COHW(52): -0.60% Top=NSR INFN PANW FNSR BBRY HRS T AAPL ….. SSYS COMM ZAYO UBNT SONS KN NMBL SNDK=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.68% Top=AIRM VA ODFL BRS FDX CP TK GBX ….. TRN NMM GWR UNP WERN TDW KNX SWFT=Bottom (Transportation)
META(23): -1.03% Top=FCX CENX CMC NUE SLCA ABX X SWC ….. SLW TCK NEM GG SXC AEM PAAS CNX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:42 pm

Market Stats at 1:41 pm ET
by daytrend on 20150326. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150326 1:41 pm ET)
6.6% of stocks are above yesterday’s high.
19.2% are above yesterday’s midpoint. (80.8% are below.)
36.2% are below yesterday’s low.
57.2% are inside yesterday’s range.
14.8% of stocks with today’s high > yesterday’s high. (85.2% less than).
84.7% of stocks with today’s low < yesterday’s low. (15.3% greater than).

EVIDENCE OF INTRADAY TREND (20150326 1:41 pm ET)
63.1% of stocks are above today’s open. (35.9% are below).
43.7% of stocks are above today’s open and yesterday’s close.
29.3% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).
57.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 1:41 pm ET)
30.9% of stocks are in the top 10% of today’s range.
42.9% are in the top 20%.
70.1% are in the top half. 29.9% of stocks are in the bottom half of today’s range.
5.9% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN (20150326 1:41 pm ET)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
2.0% are up 4.5% or more. 0.3% are down 4.5% or more.
2.7% are up 3.5% or more. 0.7% are down 3.5% or more.
72.0% are between +1% and -1%.

RSI on DAILY (20150326 1:41 pm ET)
2-day: >=95:2.1%…>=90:4.5%…>=80:8.0%…>=50:23.4%…<=20:40.6%…<=10:21.9%…<=5:9.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:37.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:43.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 1:41 pm ET)
6.6% above previous 1 highs, 36.2% below previous 1 lows
5.3% above previous 2 highs, 33.4% below previous 2 lows
4.3% above previous 3 highs, 31.6% below previous 3 lows
4.0% above previous 4 highs, 27.1% below previous 4 lows
3.8% above previous 5 highs, 22.0% below previous 5 lows
3.7% above previous 6 highs, 15.4% below previous 6 lows
3.6% above previous 7 highs, 13.8% below previous 7 lows
3.5% above previous 8 highs, 12.8% below previous 8 lows
3.3% above previous 9 highs, 10.0% below previous 9 lows
2.7% above previous 10 highs, 8.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 1:41 pm ET)
51.0% are above or equal to 3/25 close (1 days ago), 49.0% are below.
17.9% are above or equal to 3/24 close (2 days ago), 82.1% are below.
17.5% are above or equal to 3/23 close (3 days ago), 82.5% are below.
21.3% are above or equal to 3/20 close (4 days ago), 78.7% are below.
35.6% are above or equal to 3/19 close (5 days ago), 64.4% are below.
30.2% are above or equal to 3/18 close (6 days ago), 69.8% are below.
48.4% are above or equal to 3/17 close (7 days ago), 51.6% are below.
47.4% are above or equal to 3/16 close (8 days ago), 52.6% are below.
59.2% are above or equal to 3/13 close (9 days ago), 40.8% are below.
52.3% are above or equal to 3/12 close (10 days ago), 47.7% are below.
66.6% are above or equal to 3/11 close (11 days ago), 33.4% are below.
68.8% are above or equal to 3/10 close (12 days ago), 31.2% are below.
49.9% are above or equal to 3/9 close (13 days ago), 50.1% are below.
52.3% are above or equal to 3/6 close (14 days ago), 47.7% are below.
39.8% are above or equal to 3/5 close (15 days ago), 60.2% are below.
42.3% are above or equal to 3/4 close (16 days ago), 57.7% are below.
36.7% are above or equal to 3/3 close (17 days ago), 63.3% are below.
33.8% are above or equal to 3/2 close (18 days ago), 66.2% are below.
38.7% are above or equal to 2/27 close (19 days ago), 61.3% are below.
37.3% are above or equal to 2/26 close (20 days ago), 62.7% are below.
34.6% are above or equal to 2/25 close (21 days ago), 65.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 1:41 pm ET)
20d: 2.6% new highs, 19.2% new lows
21d: 2.2% new highs, 18.8% new lows
42d: 1.5% new highs, 5.5% new lows
63d: 1.1% new highs, 4.1% new lows
126d: 0.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 1:41 pm ET)
2-day: 50.1% above, 49.9% below
3-day: 24.6% above, 75.4% below
4-day: 19.6% above, 80.4% below
5-day: 17.7% above, 82.3% below
8-day: 26.5% above, 73.5% below
10-day: 33.5% above, 66.5% below
20-day: 40.8% above, 59.2% below
50-day: 54.2% above, 45.8% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 1:41 pm ET)
COSW(96): 0.91% Top=RHT ACN VRNT PAYC CYBR PFPT ROVI VDSI ….. IACI ATHM ATVI LC BIDU GRPN SINA WUBA=Bottom (Computer Software/Internet)
ENER(108): 0.72% Top=SN OAS CRZO FANG CLR CXO MTDR CJES ….. FET MDU MPC RDC HFC WNR SWN UPL=Bottom (Energy)
CHEM(28): 0.43% Top=MEOH WLK GRA ASH POT OLN MOS AXLL ….. ALB DD PPG SHW MON CHMT POL AGU=Bottom (Chemicals/Fertilizers)
FINA(98): 0.28% Top=SCHW IBKR FITB WDR FII ETFC CBOE NTRS ….. BX OCN WETF TRCO FNGN LEAF AXP APO=Bottom (Banks/Financials)
LEIS(41): 0.22% Top=WBAI HOT GPRO WYN BYD HLT KING MAR ….. EXPE ARMK MGM BLMN LOCO QUNR WYNN SGMS=Bottom (Leisure)
DISV(55): 0.15% Top=WTW BLOX URI WSTC SSTK BAH ADT DLX ….. MYGN AAN Z RCII HMSY SERV DV APOL=Bottom (Diversified Services)
HEAL(57): 0.13% Top=OPK IRWD WX GMED KND CYBX HCA BDX ….. AMSG THC ABMD CNC HYH PODD WMGI ZLTQ=Bottom (Health)
MANU(47): 0.04% Top=BGC WOR BWC ITT AOS MRC IR PCP ….. PNR ATI JKS ATU FLS MIDD JOY ZBRA=Bottom (Manufacturing)
INSU(40): -0.03% Top=PRE PRU LNC AJG CLGX MET RGA FNF ….. CB RDN TRV MTG SLF RNR ORI AFSI=Bottom (Insurance)
MATE(32): -0.06% Top=EXP MLM CLH PWR BCC MTZ VMC WCN ….. MTH KBH FAST MDC DAR USG CVA BECN=Bottom (Materials & Construction)
RETA(71): -0.10% Top=FIVE SIG FRAN RH BABA WFM W VNCE ….. BID M KORS ASNA WSM SPLS JMEI JCP=Bottom (Retail & Specialty Retail)
META(23): -0.12% Top=FCX CMC CENX NUE SLCA ABX GOLD SWC ….. AEM PAAS TCK CCJ X STLD SXC CNX=Bottom (Metals & Mining)
REAL(96): -0.20% Top=NSM WPG CBG STOR PGRE NLY EQR KW ….. PLD ARE AMH DRH GGP BAM CHSP IVR=Bottom (Real Estate)
ELEC(55): -0.21% Top=OVTI ATML MU CRUS INTC BRCM FLEX TXN ….. KEYS FSL MSCC LRCX NXPI SIMO CREE SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(62): -0.38% Top=LULU UFS AVP WHR HAR VRA NKE GT ….. MAT GEF SCSS COTY TPX SCS COH CROX=Bottom (Consumer)
COHW(52): -0.49% Top=INFN NSR PANW FNSR T WIN FTR AAPL ….. COMM JNPR NMBL ZAYO SONS UBNT KN SNDK=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.69% Top=AIRM VA FDX ODFL TK ALK CHRW JBHT ….. NMM UNP TRN AAL WERN KNX TDW SWFT=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 1:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20150326. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150326 10:20 am ET)
4.5% of stocks are above yesterday’s high.
12.0% are above yesterday’s midpoint. (88.0% are below.)
67.8% are below yesterday’s low.
27.7% are inside yesterday’s range.
13.0% of stocks with today’s high > yesterday’s high. (87.0% less than).
80.8% of stocks with today’s low < yesterday’s low. (19.2% greater than).

EVIDENCE OF INTRADAY TREND (20150326 10:20 am ET)
25.2% of stocks are above today’s open. (73.7% are below).
11.3% of stocks are above today’s open and yesterday’s close.
65.3% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).
57.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 10:20 am ET)
1.9% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
22.3% are in the top half. 77.7% of stocks are in the bottom half of today’s range.
46.8% are in the bottom 20%.
31.3% are in the bottom 10%.

GAIN (20150326 10:20 am ET)
20.4% of stocks are above yesterday’s close. (79.6% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20150326 10:20 am ET)
2-day: >=95:1.7%…>=90:4.1%…>=80:6.8%…>=50:15.8%…<=20:67.7%…<=10:47.2%…<=5:23.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:27.1%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 10:20 am ET)
4.5% above previous 1 highs, 67.8% below previous 1 lows
3.9% above previous 2 highs, 64.1% below previous 2 lows
3.5% above previous 3 highs, 62.2% below previous 3 lows
3.5% above previous 4 highs, 56.3% below previous 4 lows
3.4% above previous 5 highs, 49.6% below previous 5 lows
3.1% above previous 6 highs, 36.7% below previous 6 lows
3.1% above previous 7 highs, 34.8% below previous 7 lows
3.0% above previous 8 highs, 32.4% below previous 8 lows
2.9% above previous 9 highs, 26.5% below previous 9 lows
2.6% above previous 10 highs, 23.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 10:20 am ET)
20.4% are above or equal to 3/25 close (1 days ago), 79.6% are below.
15.2% are above or equal to 3/24 close (2 days ago), 84.8% are below.
14.9% are above or equal to 3/23 close (3 days ago), 85.1% are below.
17.0% are above or equal to 3/20 close (4 days ago), 83.0% are below.
28.4% are above or equal to 3/19 close (5 days ago), 71.6% are below.
23.9% are above or equal to 3/18 close (6 days ago), 76.1% are below.
40.3% are above or equal to 3/17 close (7 days ago), 59.7% are below.
40.8% are above or equal to 3/16 close (8 days ago), 59.2% are below.
49.6% are above or equal to 3/13 close (9 days ago), 50.4% are below.
43.1% are above or equal to 3/12 close (10 days ago), 56.9% are below.
56.4% are above or equal to 3/11 close (11 days ago), 43.6% are below.
58.7% are above or equal to 3/10 close (12 days ago), 41.3% are below.
43.3% are above or equal to 3/9 close (13 days ago), 56.7% are below.
44.2% are above or equal to 3/6 close (14 days ago), 55.8% are below.
33.3% are above or equal to 3/5 close (15 days ago), 66.7% are below.
34.8% are above or equal to 3/4 close (16 days ago), 65.2% are below.
32.0% are above or equal to 3/3 close (17 days ago), 68.0% are below.
28.8% are above or equal to 3/2 close (18 days ago), 71.2% are below.
33.7% are above or equal to 2/27 close (19 days ago), 66.3% are below.
31.9% are above or equal to 2/26 close (20 days ago), 68.1% are below.
29.6% are above or equal to 2/25 close (21 days ago), 70.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 10:20 am ET)
20d: 2.3% new highs, 18.4% new lows
21d: 1.9% new highs, 18.1% new lows
42d: 1.3% new highs, 5.1% new lows
63d: 0.9% new highs, 3.7% new lows
126d: 0.4% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 10:20 am ET)
2-day: 19.8% above, 80.2% below
3-day: 15.3% above, 84.7% below
4-day: 13.9% above, 86.1% below
5-day: 14.5% above, 85.5% below
8-day: 20.0% above, 80.0% below
10-day: 25.2% above, 74.8% below
20-day: 34.0% above, 66.0% below
50-day: 46.9% above, 53.1% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 10:20 am ET)
ENER(108): 0.78% Top=CJES CPE FANG CRR SN OAS SM DNR ….. NBR CVX NFG SWN MPC MDU WNR UPL=Bottom (Energy)
META(24): 0.68% Top=CMC FCX SLCA ABX CENX GOLD AEM RGLD ….. BTU SXC AA PAAS STLD SWC TCK CNX=Bottom (Metals & Mining)
CHEM(28): -0.07% Top=MEOH WLK MOS ASH CF POT EMN HUN ….. FMC CE PPG IFF SHW DD AGU POL=Bottom (Chemicals/Fertilizers)
COSW(96): -0.30% Top=RHT ACN ROVI VRNT TWTR BOX INFA AWAY ….. BIDU ATHM AKAM EA ATVI SINA SNCR VIPS=Bottom (Computer Software/Internet)
MANU(47): -0.43% Top=WOR BGC MRC CRS TEX CAT KMT BWC ….. PH MIDD EMR ATI JKS FLS DDD ZBRA=Bottom (Manufacturing)
MATE(32): -0.60% Top=EXP MTZ MLM PWR OC WCN FLR LEN ….. BECN TPH FAST MAS MTH WY USG TREX=Bottom (Materials & Construction)
RETA(71): -0.63% Top=FIVE SIG FRAN VNCE FINL BABA KSS BIG ….. BID BBY DKS GME TSCO ASNA SPLS JMEI=Bottom (Retail & Specialty Retail)
INSU(40): -0.67% Top=PRE AXS CLGX CINF L RGA VR XL ….. GNW ORI TRV SLF AIZ MTG FNF AFSI=Bottom (Insurance)
DISV(55): -0.67% Top=SSTK URI WTW ADT LDOS MCO BAH ALLE ….. EIGI SERV ULTA Z DV HRB APOL MYGN=Bottom (Diversified Services)
LEIS(41): -0.72% Top=WBAI GPRO SEAS PNK QSR HLT LQ DNKN ….. EAT LOCO SBUX SONC QUNR RCL SGMS BLMN=Bottom (Leisure)
REAL(96): -0.80% Top=KW TWO OUT STOR MFA OHI NLY HCP ….. SLG CBL CHSP RHP DRH HST NSM IVR=Bottom (Real Estate)
CONS(62): -0.86% Top=LULU AVP PVH UFS VRA FOSL ECL IP ….. SKX KATE GPK SCS CROX SCSS TPX COTY=Bottom (Consumer)
FINA(98): -0.88% Top=CBOE SCHW CME IBKR NDAQ CFG JNS ETFC ….. FHN BX AXP SYF FNGN APO OCN WETF=Bottom (Banks/Financials)
HEAL(57): -0.97% Top=OPK CYBX GMED ZMH BAX WX VAR BDX ….. LH ACHC HOLX AMSG HYH CNC DXCM ZLTQ=Bottom (Health)
TRAN(36): -1.02% Top=AIRM BRS TDW VA FDX ALK GBX SAVE ….. CP TK WERN UAL KNX SWFT GWR UNP=Bottom (Transportation)
COHW(52): -1.49% Top=INFN T NSR JDSU FTR FNSR AAPL VZ ….. WDC SMCI CSCO SONS KN UBNT OLED SNDK=Bottom (Computer Hardware/Telecom)
ELEC(55): -1.75% Top=OVTI FLEX SMTC BRKR CSIQ AVGO SNPS SPWR ….. CREE SIMO ONNN CAVM FSL AMBA NXPI SWKS=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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/25/2015

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

Closing Stats
by daytrend on 20150325. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150325 Closing)
7.9% of stocks are above yesterday’s high.
15.4% are above yesterday’s midpoint. (84.6% are below.)
71.2% are below yesterday’s low.
20.9% are inside yesterday’s range.
29.2% of stocks with today’s high > yesterday’s high. (70.8% less than).
77.8% of stocks with today’s low < yesterday’s low. (22.2% greater than).

EVIDENCE OF INTRADAY TREND (20150325 Closing)
12.3% of stocks are above today’s open. (87.2% are below).
11.4% of stocks are above today’s open and yesterday’s close.
83.9% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 Closing)
0.6% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
11.0% are in the top half. 89.0% of stocks are in the bottom half of today’s range.
74.3% are in the bottom 20%.
58.4% are in the bottom 10%.

GAIN (20150325 Closing)
15.1% of stocks are above yesterday’s close. (84.9% are below.)
0.6% are up 4.5% or more. 4.5% are down 4.5% or more.
1.3% are up 3.5% or more. 10.5% are down 3.5% or more.
21.0% are between +1% and -1%.

RSI on DAILY (20150325 Closing)
2-day: >=95:1.5%…>=90:3.5%…>=80:7.4%…>=50:16.9%…<=20:59.0%…<=10:32.2%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:37.4%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:41.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 Closing)
7.9% above previous 1 highs, 71.2% below previous 1 lows
3.9% above previous 2 highs, 65.3% below previous 2 lows
3.3% above previous 3 highs, 55.4% below previous 3 lows
3.3% above previous 4 highs, 44.3% below previous 4 lows
3.1% above previous 5 highs, 30.6% below previous 5 lows
3.0% above previous 6 highs, 27.9% below previous 6 lows
2.9% above previous 7 highs, 25.3% below previous 7 lows
2.9% above previous 8 highs, 18.9% below previous 8 lows
2.7% above previous 9 highs, 16.4% below previous 9 lows
2.7% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 Closing)
15.1% are above or equal to 3/24 close (1 days ago), 84.9% are below.
16.2% are above or equal to 3/23 close (2 days ago), 83.8% are below.
20.7% are above or equal to 3/20 close (3 days ago), 79.3% are below.
35.7% are above or equal to 3/19 close (4 days ago), 64.3% are below.
30.2% are above or equal to 3/18 close (5 days ago), 69.8% are below.
47.9% are above or equal to 3/17 close (6 days ago), 52.1% are below.
47.8% are above or equal to 3/16 close (7 days ago), 52.2% are below.
57.7% are above or equal to 3/13 close (8 days ago), 42.3% are below.
50.9% are above or equal to 3/12 close (9 days ago), 49.1% are below.
63.6% are above or equal to 3/11 close (10 days ago), 36.4% are below.
66.8% are above or equal to 3/10 close (11 days ago), 33.2% are below.
49.6% are above or equal to 3/9 close (12 days ago), 50.4% are below.
50.3% are above or equal to 3/6 close (13 days ago), 49.7% are below.
38.9% are above or equal to 3/5 close (14 days ago), 61.1% are below.
40.7% are above or equal to 3/4 close (15 days ago), 59.3% are below.
36.5% are above or equal to 3/3 close (16 days ago), 63.5% are below.
34.1% are above or equal to 3/2 close (17 days ago), 65.9% are below.
37.2% are above or equal to 2/27 close (18 days ago), 62.8% are below.
35.7% are above or equal to 2/26 close (19 days ago), 64.3% are below.
33.8% are above or equal to 2/25 close (20 days ago), 66.2% are below.
35.2% are above or equal to 2/24 close (21 days ago), 64.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 Closing)
20d: 5.4% new highs, 9.4% new lows
21d: 5.3% new highs, 9.3% new lows
42d: 4.1% new highs, 2.4% new lows
63d: 3.6% new highs, 1.8% new lows
126d: 2.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 Closing)
2-day: 14.9% above, 85.1% below
3-day: 14.7% above, 85.3% below
4-day: 16.1% above, 83.9% below
5-day: 19.6% above, 80.4% below
8-day: 28.8% above, 71.2% below
10-day: 37.2% above, 62.8% below
20-day: 39.8% above, 60.2% below
50-day: 53.5% above, 46.5% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 Closing)
ENER(108): 1.53% Top=SN LPI SGY CLR PE DNR EPE CJES ….. CVE SEMG BCEI MDU ETE BBG BBEP CRR=Bottom (Energy)
META(23): -0.65% Top=SLCA CENX CNX STLD X PAAS ABX AEM ….. SCCO FNV SWC NEM BTU GG RGLD TCK=Bottom (Metals & Mining)
CHEM(30): -0.96% Top=TROX GPRE WLK AGU CHMT AXLL CF HUN ….. ALB VAL ASH FMC POL IFF DD OLN=Bottom (Chemicals/Fertilizers)
MANU(47): -1.00% Top=MRC CRS BWC KMT PCP FLS DE GTLS ….. ROK PH PNR AME PLL ZBRA ATI JKS=Bottom (Manufacturing)
INSU(40): -1.24% Top=PRE AXS ORI UNM RNR AFL XL ACE ….. AFSI AIZ AGO MMC AON RDN GNW MTG=Bottom (Insurance)
MATE(32): -1.42% Top=KBH DAR EXP OC MLM MTH MDC FAST ….. BECN DHI TREX MAS USG WY TPH BCC=Bottom (Materials & Construction)
CONS(61): -1.45% Top=TUP SON EL PVH COH ECL WWW ICON ….. BERY FBHS PKG GPK SKX LULU IRBT AVP=Bottom (Consumer)
RETA(70): -1.51% Top=RAD ZU KORS SFM BABA TIF CST SBH ….. GME BURL FINL BBY NFLX OUTR JMEI MIK=Bottom (Retail & Specialty Retail)
FINA(97): -1.53% Top=HAWK LAZ ACAS PSEC WDR ARCC TLMR TRCO ….. WAL OZRK LEAF TCBI LM CME FNGN OCN=Bottom (Banks/Financials)
REAL(96): -1.70% Top=NRZ KW GLPI AGNC NLY STWD ARI DLR ….. HST SHO LHO HTS PEB AEC MFA NSM=Bottom (Real Estate)
LEIS(42): -1.82% Top=QUNR WBAI GPRO ZOES LTM WYNN LQ PNK ….. TXRH JACK SGMS KKD RCL WEN BYD SONC=Bottom (Leisure)
HEAL(57): -1.84% Top=WMGI COO THOR PKI MR BAX CYH A ….. NUVA CYBX PODD HLS ACHC OPK IRWD ZLTQ=Bottom (Health)
TRAN(38): -2.02% Top=NMM BRS TK TDW XPO WAB CSX CP ….. HA AAL ALK SAVE JBLU RJET VA AIRM=Bottom (Transportation)
COHW(52): -2.18% Top=LXK NTAP EMC ADTN NMBL CCOI BCE PANW ….. WDC SONS INFN SNDK ARRS SWIR SMCI FNSR=Bottom (Computer Hardware/Telecom)
COSW(94): -2.46% Top=GRPN IHS JD BOX SABR YHOO VNET LOCK ….. TRUE DWRE VDSI CYBR MANH IMPV VEEV ROVI=Bottom (Computer Software/Internet)
DISV(55): -2.88% Top=URI SERV JEC TYC ACM ALLE KBR PRAA ….. PAYX DLX BLOX BAH WTW DV LDOS APOL=Bottom (Diversified Services)
ELEC(55): -4.10% Top=BRKR SNPS SCTY FLEX GRMN APH TEL SIMO ….. SWKS CY NVDA TSRA CAVM AVGO LRCX IDTI=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/

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